A Paradox of State-Dependent Diffusion and How to Resolve It

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal proportions of time in the two regions in the long term? Statistical mechanics would suggest yes, since the number of accessible states in each region is presumably the same. However, another line of reasoning suggests that the particle should spend less time in the region with faster diffusion, since it will exit that region more quickly. We demonstrate with a simple microscopic model system that both predictions are consistent with the information given. Thus, specifying the diffusion rate as a function of position is not enough to characterize the behaviour of a system, even assuming the absence of external forces. We propose an alternative framework for modelling diffusive dynamics in which both the diffusion rate and equilibrium probability density for the position of the particle are specified by the modeller. We introduce a numerical method for simulating dynamics in our framework that samples from the equilibrium probability density exactly and is suitable for discontinuous diffusion coefficients.Comment: 21 pages, 6 figures. Second round of revisions. This is the version that will appear in Proc Roy So

Renormalization group structure for sums of variables generated by incipiently chaotic maps

We look at the limit distributions of sums of deterministic chaotic variables in unimodal maps and find a remarkable renormalization group (RG) structure associated to the operation of increment of summands and rescaling. In this structure - where the only relevant variable is the difference in control parameter from its value at the transition to chaos - the trivial fixed point is the Gaussian distribution and a novel nontrivial fixed point is a multifractal distribution that emulates the Feigenbaum attractor, and is universal in the sense of the latter. The crossover between the two fixed points is explained and the flow toward the trivial fixed point is seen to be comparable to the chaotic band merging sequence. We discuss the nature of the Central Limit Theorem for deterministic variables.Comment: 14 pages, 5 figures, to appear in Journal of Statistical Mechanic

Diffusion in Curved Spacetimes

Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and therefore provides a microscopic justification for his phenomenological heat-flux ansatz. Furthermore, we obtain the small-time asymptotic expansion of the mean square displacement of Brownian motion in static spacetimes. Beyond general relativity itself, this result has potential applications in analogue gravitational systems.Comment: 14 pages, substantially revised versio

Decoherence from internal degrees of freedom for cluster of mesoparticles : a hierarchy of master equations

A mesoscopic evolution equation for an ensemble of mesoparticles follows after the elimination of internal degrees of freedom. If the system is composed of a hierarchy of scales, the reduction procedure could be worked repeatedly and the characterization of this iterating method is carried out. Namely, a prescription describing a discrete hierarchy of master equations for the density operator is obtained. Decoherence follows from the irreversible coupling of the systems, defined by mesoscopic variables, to internal degrees of freedom. We discuss briefly the existence of systems with the same dynamics laws at different scales. We made an explicit calculation for an ensemble of particles with internal harmonic interaction in an external anharmonic field. New conditions related to the semiclassical limit for mesoscopic systems (Wigner-function) are conjectured.Comment: 19 pages, 0 figures, late

Overdamping by weakly coupled environments

A quantum system weakly interacting with a fast environment usually undergoes a relaxation with complex frequencies whose imaginary parts are damping rates quadratic in the coupling to the environment, in accord with Fermi's ``Golden Rule''. We show for various models (spin damped by harmonic-oscillator or random-matrix baths, quantum diffusion, quantum Brownian motion) that upon increasing the coupling up to a critical value still small enough to allow for weak-coupling Markovian master equations, a new relaxation regime can occur. In that regime, complex frequencies lose their real parts such that the process becomes overdamped. Our results call into question the standard belief that overdamping is exclusively a strong coupling feature.Comment: 4 figures; Paper submitted to Phys. Rev.

Pokrovsky-Talapov Model at finite temperature: a renormalization-group analysis

We calculate the finite-temperature shift of the critical wavevector $Q_{c}$ of the Pokrovsky-Talapov model using a renormalization-group analysis. Separating the Hamiltonian into a part that is renormalized and one that is not, we obtain the flow equations for the stiffness and an arbitrary potential. We then specialize to the case of a cosine potential, and compare our results to well-known results for the sine-Gordon model, to which our model reduces in the limit of vanishing driving wavevector Q=0. Our results may be applied to describe the commensurate-incommensurate phase transition in several physical systems and allow for a more realistic comparison with experiments, which are always carried out at a finite temperature

Mean first passage time for nuclear fission and the emission of light particles

The concept of a mean first passage time is used to study the time lapse over which a fissioning system may emit light particles. The influence of the "transient" and "saddle to scission times" on this emission are critically examined. It is argued that within the limits of Kramers' picture of fission no enhancement over that given by his rate formula need to be considered.Comment: 4 pages, RevTex, 4 postscript figures; with correction of misprints; appeared in Phys. Rev. Lett.90.13270

Relaxation Phenomena in a System of Two Harmonic Oscillators

We study the process by which quantum correlations are created when an interaction Hamiltonian is repeatedly applied to a system of two harmonic oscillators for some characteristic time interval. We show that, for the case where the oscillator frequencies are equal, the initial Maxwell-Boltzmann distributions of the uncoupled parts evolve to a new equilibrium Maxwell-Boltzmann distribution through a series of transient Maxwell-Boltzmann distributions. Further, we discuss why the equilibrium reached when the two oscillator frequencies are unequal, is not a thermal one. All the calculations are exact and the results are obtained through an iterative process, without using perturbation theory.Comment: 22 pages, 6 Figures, Added contents, to appear in PR

Three-state herding model of the financial markets

We propose a Markov jump process with the three-state herding interaction. We see our approach as an agent-based model for the financial markets. Under certain assumptions this agent-based model can be related to the stochastic description exhibiting sophisticated statistical features. Along with power-law probability density function of the absolute returns we are able to reproduce the fractured power spectral density, which is observed in the high-frequency financial market data. Given example of consistent agent-based and stochastic modeling will provide background for the further developments in the research of complex social systems.Comment: 11 pages, 3 figure

Lindblad rate equations

In this paper we derive an extra class of non-Markovian master equations where the system state is written as a sum of auxiliary matrixes whose evolution involve Lindblad contributions with local coupling between all of them, resembling the structure of a classical rate equation. The system dynamics may develops strong non-local effects such as the dependence of the stationary properties with the system initialization. These equations are derived from alternative microscopic interactions, such as complex environments described in a generalized Born-Markov approximation and tripartite system-environment interactions, where extra unobserved degrees of freedom mediates the entanglement between the system and a Markovian reservoir. Conditions that guarantees the completely positive condition of the solution map are found. Quantum stochastic processes that recover the system dynamics in average are formulated. We exemplify our results by analyzing the dynamical action of non-trivial structured dephasing and depolarizing reservoirs over a single qubit.Comment: 12 pages, 2 figure