81 research outputs found

    Dynamical modelling of superstatistical complex systems

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    We show how to construct the optimum superstatistical dynamical model for a given experimentally measured time series. For this purpose we generalise the superstatistics concept and study a Langevin equation with a memory kernel whose parameters fluctuate on a large time scale. It is shown how to construct a synthetic dynamical model with the same invariant density and correlation function as the experimental data. As a main example we apply our method to velocity time series measured in high-Reynolds number turbulent Taylor-Couette flow, but the method can be applied to many other complex systems in a similar way.Comment: 11 pages, 4 figure

    Transition records of stationary Markov chains

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    In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary Markov chain is linear in the number of steps. Three applications are discussed. A known result about entropy production is reproduced. A thermodynamic relation is derived for equilibrium systems with Metropolis dynamics. Finally, a link is made with recent results concerning a one-dimensional polymer model.Comment: corrected error in the definition of the entropy production variable and in the proof of the fluctuation theore

    Skewed superstatistical distributions from a Langevin and Fokker-Planck approach

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    The superstatistics concept is a useful statistical method to describe inhomogeneous complex systems for which a system parameter β\beta fluctuates on a large spatio-temporal scale. In this paper we analyze a measured time series of wind speed fluctuations and extract the superstatistical distribution function f(β)f(\beta) directly from the data. We construct suitable Langevin and Fokker-Planck models with a position dependent β\beta-field and show that they reduce to standard type of superstatistics in the overdamped limit.Comment: 7 pages, 6 figure

    Maximum entropy estimation of transition probabilities of reversible Markov chains

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    In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the theoretical ideas. The examples studied in this paper are: the Ising model, the Potts model and the Blume-Emery-Griffiths model

    The 3-dimensional random walk with applications to overstretched DNA and the protein titin

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    We study the three-dimensional persistent random walk with drift. Then we develop a thermodynamic model that is based on this random walk without assuming the Boltzmann-Gibbs form for the equilibrium distribution. The simplicity of the model allows us to perform all calculations in closed form. We show that, despite its simplicity, the model can be used to describe different polymer stretching experiments. We study the reversible overstretching transition of DNA and the static force-extension relation of the protein titin.Comment: 9 pages, 10 figure

    The quantum double well anharmonic oscillator in an external field

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    The aim of this paper is twofold. First of all, we study the behaviour of the lowest eigenvalues of the quantum anharmonic oscillator under influence of an external field. We try to understand this behaviour using perturbation theory and compare the results with numerical calculations. This brings us to the second aim of selecting the best method to carry out the numerical calculations accurately.Comment: 9 pages, 6 figure

    Praomys degraaffi, a new species of Muridae (Mammalia) from central Africa

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    A new Praomys species from Burundi, Rwanda and Uganda, Praomys degraaffi n. sp., is described in the P. jacksoni species-complex. It occurs at high elevations in montane forests of the Albertine Rift. The new species is compared with P. jacksoni from the same region and with the other species in the P. jacksoni species-complex

    A one-dimensional model for theoretical analysis of single molecule experiments

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    In this paper we compare two polymer stretching experiments. The outcome of both experiments is a force-extension relation. We use a one-dimensional model to show that in general the two quantities are not equal. In certain limits, however, both force-extension relations coincide.Comment: 11 pages, 5 figure
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