Multiplicative noise: A mechanism leading to nonextensive statistical mechanics

A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point toward nonextensive statistical mechanics (based on $S_q \equiv k [1-\int du [p(u)]^q]/[q-1]$, where the value of the entropic index $q\in\Re$ depends on the specific model). We show here a family of models, with multiplicative noise, which belongs to the nonextensive class. More specifically, we consider Langevin equations of the type $\dot{u}=f(u)+g(u)\xi(t)+\eta(t)$, where $\xi(t)$ and $\eta(t)$ are independent zero-mean Gaussian white noises with respective amplitudes $M$ and $A$. This leads to the Fokker-Planck equation $\partial_t P(u,t) = -\partial_u[f(u) P(u,t)] + M\partial_u\{g(u)\partial_u[g(u)P(u,t)]\} + A\partial_{uu}P(u,t)$. Whenever the deterministic drift is proportional to the noise induced one, i.e., $f(u) =-\tau g(u) g'(u)$, the stationary solution is shown to be $P(u, \infty) \propto \bigl\{1-(1-q) \beta [g(u)]^2 \bigr\}^{\frac{1}{1-q}}$ (with $q \equiv \frac{\tau + 3M}{\tau+M}$ and $\beta=\frac{\tau+M}{2A}$). This distribution is precisely the one optimizing $S_q$ with the constraint $_q \equiv \{\int du [g(u)]^2[P(u)]^q \}/ \{\int du [P(u)]^q \}=$constant. We also introduce and discuss various characterizations of the width of the distributions.Comment: 3 PS figure

Social games in a social network

We study an evolutionary version of the Prisoner's Dilemma game, played by agents placed in a small-world network. Agents are able to change their strategy, imitating that of the most successful neighbor. We observe that different topologies, ranging from regular lattices to random graphs, produce a variety of emergent behaviors. This is a contribution towards the study of social phenomena and transitions governed by the topology of the community

Exact results and scaling properties of small-world networks

We study the distribution function for minimal paths in small-world networks. Using properties of this distribution function, we derive analytic results which greatly simplify the numerical calculation of the average minimal distance, $\bar{\ell}$, and its variance, $\sigma^2$. We also discuss the scaling properties of the distribution function. Finally, we study the limit of large system sizes and obtain some analytic results.Comment: RevTeX, 4 pages, 5 figures included. Minor corrections and addition

Fragmentation Experiment and Model for Falling Mercury Drops

The experiment consists of counting and measuring the size of the many fragments observed after the fall of a mercury drop on the floor. The size distribution follows a power-law for large enough fragments. We address the question of a possible crossover to a second, different power-law for small enough fragments. Two series of experiments were performed. The first uses a traditional film photographic camera, and the picture is later treated on a computer in order to count the fragments and classify them according to their sizes. The second uses a modern digital camera. The first approach has the advantage of a better resolution for small fragment sizes. The second, although with a poorer size resolution, is more reliable concerning the counting of all fragments up to its resolution limit. Both together clearly indicate the real existence of the quoted crossover. The model treats the system microscopically during the tiny time interval when the initial drop collides with the floor. The drop is modelled by a connected cluster of Ising spins pointing up (mercury) surrounded by Ising spins pointing down (air). The Ising coupling which tends to keep the spins segregated represents the surface tension. Initially the cluster carries an extra energy equally shared among all its spins, corresponding to the coherent kinetic energy due to the fall. Each spin which touches the floor loses its extra energy transformed into a thermal, incoherent energy represented by a temperature used then to follow the dynamics through Monte Carlo simulations. Whenever a small piece becomes disconnected from the big cluster, it is considered a fragment, and counted. The results also indicate the existence of the quoted crossover in the fragment-size distribution.Comment: 6 pages, 3 figure

Geometric origin of mechanical properties of granular materials

Some remarkable generic properties, related to isostaticity and potential energy minimization, of equilibrium configurations of assemblies of rigid, frictionless grains are studied. Isostaticity -the uniqueness of the forces, once the list of contacts is known- is established in a quite general context, and the important distinction between isostatic problems under given external loads and isostatic (rigid) structures is presented. Complete rigidity is only guaranteed, on stability grounds, in the case of spherical cohesionless grains. Otherwise, the network of contacts might deform elastically in response to load increments, even though grains are rigid. This sets an uuper bound on the contact coordination number. The approximation of small displacements (ASD) allows to draw analogies with other model systems studied in statistical mechanics, such as minimum paths on a lattice. It also entails the uniqueness of the equilibrium state (the list of contacts itself is geometrically determined) for cohesionless grains, and thus the absence of plastic dissipation. Plasticity and hysteresis are due to the lack of such uniqueness and may stem, apart from intergranular friction, from small, but finite, rearrangements, in which the system jumps between two distinct potential energy minima, or from bounded tensile contact forces. The response to load increments is discussed. On the basis of past numerical studies, we argue that, if the ASD is valid, the macroscopic displacement field is the solution to an elliptic boundary value problem (akin to the Stokes problem).Comment: RevTex, 40 pages, 26 figures. Close to published paper. Misprints and minor errors correcte

Shortest paths on systems with power-law distributed long-range connections

We discuss shortest-path lengths $\ell(r)$ on periodic rings of size L supplemented with an average of pL randomly located long-range links whose lengths are distributed according to P_l \sim l^{-\xpn}. Using rescaling arguments and numerical simulation on systems of up to $10^7$ sites, we show that a characteristic length $\xi$ exists such that $\ell(r) \sim r$ for $r>\xi$. For small p we find that the shortest-path length satisfies the scaling relation \ell(r,\xpn,p)/\xi = f(\xpn,r/\xi). Three regions with different asymptotic behaviors are found, respectively: a) \xpn>2 where $\theta_s=1$, b) 1<\xpn<2 where 0<\theta_s(\xpn)<1/2 and, c) \xpn<1 where $\ell(r)$ behaves logarithmically, i.e. $\theta_s=0$. The characteristic length $\xi$ is of the form $\xi \sim p^{-\nu}$ with \nu=1/(2-\xpn) in region b), but depends on L as well in region c). A directed model of shortest-paths is solved and compared with numerical results.Comment: 10 pages, 10 figures, revtex4. Submitted to PR

Modulated Scale-free Network in the Euclidean Space

A random network is grown by introducing at unit rate randomly selected nodes on the Euclidean space. A node is randomly connected to its $i$-th predecessor of degree $k_i$ with a directed link of length $\ell$ using a probability proportional to $k_i \ell^{\alpha}$. Our numerical study indicates that the network is Scale-free for all values of $\alpha > \alpha_c$ and the degree distribution decays stretched exponentially for the other values of $\alpha$. The link length distribution follows a power law: $D(\ell) \sim \ell^{\delta}$ where $\delta$ is calculated exactly for the whole range of values of $\alpha$.Comment: 4 pages, 4 figures. To be published in Physical Review

Relaxation Properties of Small-World Networks

Recently, Watts and Strogatz introduced the so-called small-world networks in order to describe systems which combine simultaneously properties of regular and of random lattices. In this work we study diffusion processes defined on such structures by considering explicitly the probability for a random walker to be present at the origin. The results are intermediate between the corresponding ones for fractals and for Cayley trees.Comment: 16 pages, 6 figure

Effective dimensions and percolation in hierarchically structured scale-free networks

We introduce appropriate definitions of dimensions in order to characterize the fractal properties of complex networks. We compute these dimensions in a hierarchically structured network of particular interest. In spite of the nontrivial character of this network that displays scale-free connectivity among other features, it turns out to be approximately one-dimensional. The dimensional characterization is in agreement with the results on statistics of site percolation and other dynamical processes implemented on such a network.Comment: 5 pages, 5 figure

Stress response inside perturbed particle assemblies

The effect of structural disorder on the stress response inside three dimensional particle assemblies is studied using computer simulations of frictionless sphere packings. Upon applying a localised, perturbative force within the packings, the resulting {\it Green's} function response is mapped inside the different assemblies, thus providing an explicit view as to how the imposed perturbation is transmitted through the packing. In weakly disordered arrays, the resulting transmission of forces is of the double-peak variety, but with peak widths scaling linearly with distance from the source of the perturbation. This behaviour is consistent with an anisotropic elasticity response profile. Increasing the disorder distorts the response function until a single-peak response is obtained for fully disordered packings consistent with an isotropic description.Comment: 8 pages, 7 figure captions To appear in Granular Matte