Conformal compactification and cycle-preserving symmetries of spacetimes

The cycle-preserving symmetries for the nine two-dimensional real spaces of constant curvature are collectively obtained within a Cayley-Klein framework. This approach affords a unified and global study of the conformal structure of the three classical Riemannian spaces as well as of the six relativistic and non-relativistic spacetimes (Minkowskian, de Sitter, anti-de Sitter, both Newton-Hooke and Galilean), and gives rise to general expressions holding simultaneously for all of them. Their metric structure and cycles (lines with constant geodesic curvature that include geodesics and circles) are explicitly characterized. The corresponding cyclic (Mobius-like) Lie groups together with the differential realizations of their algebras are then deduced; this derivation is new and much simpler than the usual ones and applies to any homogeneous space in the Cayley-Klein family, whether flat or curved and with any signature. Laplace and wave-type differential equations with conformal algebra symmetry are constructed. Furthermore, the conformal groups are realized as matrix groups acting as globally defined linear transformations in a four-dimensional "conformal ambient space", which in turn leads to an explicit description of the "conformal completion" or compactification of the nine spaces.Comment: 43 pages, LaTe

On the noise-induced passage through an unstable periodic orbit II: General case

Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the system's first exit from the interior of the unstable orbit occurs, typically displays the phenomenon of cycling: The distribution of first-exit locations is translated along the unstable periodic orbit proportionally to the logarithm of the noise intensity as the noise intensity goes to zero. We show that for a large class of such systems, the cycling profile is given, up to a model-dependent change of coordinates, by a universal function given by a periodicised Gumbel distribution. Our techniques combine action-functional or large-deviation results with properties of random Poincar\'e maps described by continuous-space discrete-time Markov chains.Comment: 44 pages, 4 figure

First passage behaviour of fractional Brownian motion in two-dimensional wedge domains

We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boundaries. By analytical arguments and numerical simulation we show that in the long time limit the first passage time density scales as t**{-1+pi*(2H-2)/(2*Theta)} in terms of the Hurst exponent H and the wedge angle Theta. We discuss this scaling behaviour in connection with the reaction kinetics of FBM particles in a one-dimensional domain.Comment: 6 pages, 4 figure

Trigonometry of spacetimes: a new self-dual approach to a curvature/signature (in)dependent trigonometry

A new method to obtain trigonometry for the real spaces of constant curvature and metric of any (even degenerate) signature is presented. The method encapsulates trigonometry for all these spaces into a single basic trigonometric group equation. This brings to its logical end the idea of an absolute trigonometry, and provides equations which hold true for the nine two-dimensional spaces of constant curvature and any signature. This family of spaces includes both relativistic and non-relativistic homogeneous spacetimes; therefore a complete discussion of trigonometry in the six de Sitter, minkowskian, Newton--Hooke and galilean spacetimes follow as particular instances of the general approach. Any equation previously known for the three classical riemannian spaces also has a version for the remaining six spacetimes; in most cases these equations are new. Distinctive traits of the method are universality and self-duality: every equation is meaningful for the nine spaces at once, and displays explicitly invariance under a duality transformation relating the nine spaces. The derivation of the single basic trigonometric equation at group level, its translation to a set of equations (cosine, sine and dual cosine laws) and the natural apparition of angular and lateral excesses, area and coarea are explicitly discussed in detail. The exposition also aims to introduce the main ideas of this direct group theoretical way to trigonometry, and may well provide a path to systematically study trigonometry for any homogeneous symmetric space.Comment: 51 pages, LaTe

Statistical mechanics of a single particle in a multiscale random potential: Parisi landscapes in finite dimensional Euclidean spaces

We construct a N-dimensional Gaussian landscape with multiscale, translation invariant, logarithmic correlations and investigate the statistical mechanics of a single particle in this environment. In the limit of high dimension N>>1 the free energy of the system and overlap function are calculated exactly using the replica trick and Parisi's hierarchical ansatz. In the thermodynamic limit, we recover the most general version of the Derrida's Generalized Random Energy Model (GREM). The low-temperature behaviour depends essentially on the spectrum of length scales involved in the construction of the landscape. If the latter consists of K discrete values, the system is characterized by a K-step Replica Symmetry Breaking solution. We argue that our construction is in fact valid in any finite spatial dimensions $N\ge 1$. We discuss implications of our results for the singularity spectrum describing multifractality of the associated Boltzmann-Gibbs measure. Finally we discuss several generalisations and open problems, the dynamics in such a landscape and the construction of a Generalized Multifractal Random Walk.Comment: 25 pages, published version with a few misprints correcte

Big Entropy Fluctuations in Statistical Equilibrium: The Macroscopic Kinetics

Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise and fall of a large separated fluctuation was shown to be described by the (regular and stable) "macroscopic" kinetics both fast (ballistic) and slow (diffusive). We abandoned a vague problem of "appropriate" initial conditions by observing (in a long run)spontaneous birth and death of arbitrarily big fluctuations for any initial state of our dynamical model. Statistics of the infinite chain of fluctuations, reminiscent to the Poincar\'e recurrences, was shown to be Poissonian. A simple empirical relation for the mean period between the fluctuations (Poincar\'e "cycle") has been found and confirmed in numerical experiments. A new representation of the entropy via the variance of only a few trajectories ("particles") is proposed which greatly facilitates the computation, being at the same time fairly accurate for big fluctuations. The relation of our results to a long standing debates over statistical "irreversibility" and the "time arrow" is briefly discussed too.Comment: Latex 2.09, 26 pages, 6 figure

On the bicrossproduct structures for the Uλ(isoω2...ωN(N)){\cal U}_\lambda(iso_{\omega_2... \omega_N}(N)) family of algebras

It is shown that the family of deformed algebras ${\cal U}_\lambda(iso_{\omega_2... \omega_N}(N))$ has a different bicrossproduct structure for each $\omega_a=0$ in analogy to the undeformed case.Comment: Latex2e file. 14 page

Integrable potentials on spaces with curvature from quantum groups

A family of classical integrable systems defined on a deformation of the two-dimensional sphere, hyperbolic and (anti-)de Sitter spaces is constructed through Hamiltonians defined on the non-standard quantum deformation of a sl(2) Poisson coalgebra. All these spaces have a non-constant curvature that depends on the deformation parameter z. As particular cases, the analogues of the harmonic oscillator and Kepler--Coulomb potentials on such spaces are proposed. Another deformed Hamiltonian is also shown to provide superintegrable systems on the usual sphere, hyperbolic and (anti-)de Sitter spaces with a constant curvature that exactly coincides with z. According to each specific space, the resulting potential is interpreted as the superposition of a central harmonic oscillator with either two more oscillators or centrifugal barriers. The non-deformed limit z=0 of all these Hamiltonians can then be regarded as the zero-curvature limit (contraction) which leads to the corresponding (super)integrable systems on the flat Euclidean and Minkowskian spaces.Comment: 19 pages, 1 figure. Two references adde

Friction factor for turbulent flow in rough pipes from Heisenberg's closure hypothesis

We show that the main results of the analysis of the friction factor for turbulent pipe flow reported in G. Gioia and P. Chakraborty (GC), Phys. Rev. Lett. 96, 044502 (1996) can be recovered by assuming the Heisenberg closure hypothesis for the turbulent spectrum. This highlights the structural features of the turbulent spectrum underlying GC's analysis.Comment: 19 pages, 7 figures. Accepted for publication in Physical Review

Analysis of Velocity Fluctuation in Turbulence based on Generalized Statistics

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity fluctuations. These formulae are derived by the present authors with the multifractal aspect based on the statistics that are constructed on the generalized measures of entropy, i.e., the extensive R\'{e}nyi's or the non-extensive Tsallis' entropy. It is revealed that there exist two scaling regions separated by a crossover length, i.e., a definite length approximately of the order of the Taylor microscale. It indicates that the multifractal distribution of singularities in velocity gradient in turbulent flow is robust enough to produce scaling behaviors even for the phenomena out side the inertial range.Comment: 10 Pages, 5 figure