Exact numerical simulation of power-law noises

Many simulations of stochastic processes require colored noises: I describe here an exact numerical method to simulate power-law noises: the method can be extended to more general colored noises, and is exact for all time steps, even when they are unevenly spaced (as may often happen for astronomical data, see e.g. N. R. Lomb, Astrophys. Space Sci. {\bf 39}, 447 (1976)). The algorithm has a well-behaved computational complexity, it produces a nearly perfect Gaussian noise, and its computational efficiency depends on the required degree of noise Gaussianity.Comment: 14 postscript figures, accepted for publication on Phys. Rev.

Decoherence of a Josephson qubit due to coupling to two level systems

Noise and decoherence are major obstacles to the implementation of Josephson junction qubits in quantum computing. Recent experiments suggest that two level systems (TLS) in the oxide tunnel barrier are a source of decoherence. We explore two decoherence mechanisms in which these two level systems lead to the decay of Rabi oscillations that result when Josephson junction qubits are subjected to strong microwave driving. (A) We consider a Josephson qubit coupled resonantly to a two level system, i.e., the qubit and TLS have equal energy splittings. As a result of this resonant interaction, the occupation probability of the excited state of the qubit exhibits beating. Decoherence of the qubit results when the two level system decays from its excited state by emitting a phonon. (B) Fluctuations of the two level systems in the oxide barrier produce fluctuations and 1/f noise in the Josephson junction critical current I_o. This in turn leads to fluctuations in the qubit energy splitting that degrades the qubit coherence. We compare our results with experiments on Josephson junction phase qubits.Comment: 23 pages, Latex, 6 encapsulated postscript figure

Does the 1/f frequency-scaling of brain signals reflect self-organized critical states?

Many complex systems display self-organized critical states characterized by 1/f frequency scaling of power spectra. Global variables such as the electroencephalogram, scale as 1/f, which could be the sign of self-organized critical states in neuronal activity. By analyzing simultaneous recordings of global and neuronal activities, we confirm the 1/f scaling of global variables for selected frequency bands, but show that neuronal activity is not consistent with critical states. We propose a model of 1/f scaling which does not rely on critical states, and which is testable experimentally.Comment: 3 figures, 6 page

Point process model of 1/f noise versus a sum of Lorentzians

We present a simple point process model of $1/f^{\beta}$ noise, covering different values of the exponent $\beta$. The signal of the model consists of pulses or events. The interpulse, interevent, interarrival, recurrence or waiting times of the signal are described by the general Langevin equation with the multiplicative noise and stochastically diffuse in some interval resulting in the power-law distribution. Our model is free from the requirement of a wide distribution of relaxation times and from the power-law forms of the pulses. It contains only one relaxation rate and yields $1/f^ {\beta}$ spectra in a wide range of frequency. We obtain explicit expressions for the power spectra and present numerical illustrations of the model. Further we analyze the relation of the point process model of $1/f$ noise with the Bernamont-Surdin-McWhorter model, representing the signals as a sum of the uncorrelated components. We show that the point process model is complementary to the model based on the sum of signals with a wide-range distribution of the relaxation times. In contrast to the Gaussian distribution of the signal intensity of the sum of the uncorrelated components, the point process exhibits asymptotically a power-law distribution of the signal intensity. The developed multiplicative point process model of $1/f^{\beta}$ noise may be used for modeling and analysis of stochastic processes in different systems with the power-law distribution of the intensity of pulsing signals.Comment: 23 pages, 10 figures, to be published in Phys. Rev.

Demagnetization via Nucleation of the Nonequilibrium Metastable Phase in a Model of Disorder

We study both analytically and numerically metastability and nucleation in a two-dimensional nonequilibrium Ising ferromagnet. Canonical equilibrium is dynamically impeded by a weak random perturbation which models homogeneous disorder of undetermined source. We present a simple theoretical description, in perfect agreement with Monte Carlo simulations, assuming that the decay of the nonequilibrium metastable state is due, as in equilibrium, to the competition between the surface and the bulk. This suggests one to accept a nonequilibrium "free-energy" at a mesoscopic/cluster level, and it ensues a nonequilibrium "surface tension" with some peculiar low-T behavior. We illustrate the occurrence of intriguing nonequilibrium phenomena, including: (i) Noise-enhanced stabilization of nonequilibrium metastable states; (ii) reentrance of the limit of metastability under strong nonequilibrium conditions; and (iii) resonant propagation of domain walls. The cooperative behavior of our system may also be understood in terms of a Langevin equation with additive and multiplicative noises. We also studied metastability in the case of open boundaries as it may correspond to a magnetic nanoparticle. We then observe burst-like relaxation at low T, triggered by the additional surface randomness, with scale-free avalanches which closely resemble the type of relaxation reported for many complex systems. We show that this results from the superposition of many demagnetization events, each with a well- defined scale which is determined by the curvature of the domain wall at which it originates. This is an example of (apparent) scale invariance in a nonequilibrium setting which is not to be associated with any familiar kind of criticality.Comment: 26 pages, 22 figure

La dilatation du paraazoxyphénétol et la nature du changement de phase, état mésomorphe-liquide isotrope

On peut distinguer les changements de phase proprement dits, caractérisés par une chaleur latente et une discontinuité du volume, et les points de Curie, ou changements de phase de seconde espèce, sans variation brusque d'énergie interne, ni de volume, mais présentant une discontinuité des dérivées de ces grandeurs par rapport à la température ou la pression, c'est-à-dire de la chaleur spécifique, du coefficient de dilatation et de la compressibilité. Des mesures précises, faites sur un corps mésomorphe nématique, le paraazoxyphénétol, montrent que le point de clarification est un changement de phase proprement dit. La discontinuité du volume, quoique assez petite, est incontestable. Les valeurs des coefficients de dilatation aux diverses températures et de la discontinuité du volume au point de clarification ont pu être mesurées