35 research outputs found
Winning combinations of history-dependent games
The Parrondo effect describes the seemingly paradoxical situation in which
two losing games can, when combined, become winning [Phys. Rev. Lett. 85, 24
(2000)]. Here we generalize this analysis to the case where both games are
history-dependent, i.e. there is an intrinsic memory in the dynamics of each
game. New results are presented for the cases of both random and periodic
switching between the two games.Comment: (6 pages, 7 figures) Version 2: Major cosmetic changes and some minor
correction
Inattainability of Carnot efficiency in the Brownian heat engine
We discuss the reversibility of Brownian heat engine. We perform asymptotic
analysis of Kramers equation on B\"uttiker-Landauer system and show
quantitatively that Carnot efficiency is inattainable even in a fully
overdamping limit. The inattainability is attributed to the inevitable
irreversible heat flow over the temperature boundary.Comment: 5 pages, to appear in Phys. Rev.
Comprehensive study of phase transitions in relaxational systems with field-dependent coefficients
We present a comprehensive study of phase transitions in single-field systems
that relax to a non-equilibrium global steady state. The mechanism we focus on
is not the so-called Stratonovich drift combined with collective effects, but
is instead similar to the one associated with noise-induced transitions a la
Horsthemke-Lefever in zero-dimensional systems. As a consequence, the noise
interpretation (e.g., Ito vs Stratonvich) merely shifts the phase boundaries.
With the help of a mean-field approximation, we present a broad qualitative
picture of the various phase diagrams that can be found in these systems. To
complement the theoretical analysis we present numerical simulations that
confirm the findings of the mean-field theory
Spatial Patterns Induced Purely by Dichotomous Disorder
We study conditions under which spatially extended systems with coupling a la
Swift-Hohenberg exhibit spatial patterns induced purely by the presence of
quenched dichotomous disorder. Complementing the theoretical results based on a
generalized mean-field approximation, we also present numerical simulations of
particular dynamical systems that exhibit the proposed phenomenology
Time series irreversibility: a visibility graph approach
We propose a method to measure real-valued time series irreversibility which
combines two differ- ent tools: the horizontal visibility algorithm and the
Kullback-Leibler divergence. This method maps a time series to a directed
network according to a geometric criterion. The degree of irreversibility of
the series is then estimated by the Kullback-Leibler divergence (i.e. the
distinguishability) between the in and out degree distributions of the
associated graph. The method is computationally effi- cient, does not require
any ad hoc symbolization process, and naturally takes into account multiple
scales. We find that the method correctly distinguishes between reversible and
irreversible station- ary time series, including analytical and numerical
studies of its performance for: (i) reversible stochastic processes
(uncorrelated and Gaussian linearly correlated), (ii) irreversible stochastic
pro- cesses (a discrete flashing ratchet in an asymmetric potential), (iii)
reversible (conservative) and irreversible (dissipative) chaotic maps, and (iv)
dissipative chaotic maps in the presence of noise. Two alternative graph
functionals, the degree and the degree-degree distributions, can be used as the
Kullback-Leibler divergence argument. The former is simpler and more intuitive
and can be used as a benchmark, but in the case of an irreversible process with
null net current, the degree-degree distribution has to be considered to
identifiy the irreversible nature of the series.Comment: submitted for publicatio
Noise-Driven Mechanism for Pattern Formation
We extend the mechanism for noise-induced phase transitions proposed by
Ibanes et al. [Phys. Rev. Lett. 87, 020601-1 (2001)] to pattern formation
phenomena. In contrast with known mechanisms for pure noise-induced pattern
formation, this mechanism is not driven by a short-time instability amplified
by collective effects. The phenomenon is analyzed by means of a modulated mean
field approximation and numerical simulations
Energetics of rocked inhomogeneous ratchets
We study the efficiency of frictional thermal ratchets driven by finite
frequency driving force and in contact with a heat bath. The efficiency
exhibits varied behavior with driving frequency. Both nonmonotonic and
monotonic behavior have been observed. In particular the magnitude of
efficiency in finite frequency regime may be more than the efficiency in the
adiabatic regime. This is our central result for rocked ratchets. We also show
that for the simple potential we have chosen, the presence of only spatial
asymmetry (homogeneous system) or only frictional ratchet (symmetric potential
profile), the adiabatic efficiency is always more than in the nonadiabatic
case.Comment: 5 figure
Exact formula for currents in strongly pumped diffusive systems
We analyze a generic model of mesoscopic machines driven by the nonadiabatic
variation of external parameters. We derive a formula for the probability
current; as a consequence we obtain a no-pumping theorem for cyclic processes
satisfying detailed balance and demonstrate that the rectification of current
requires broken spatial symmetry.Comment: 10 pages, accepted for publication in the Journal of Statistical
Physic
Critical Behaviour of Non-Equilibrium Phase Transitions to Magnetically Ordered States
We describe non-equilibrium phase transitions in arrays of dynamical systems
with cubic nonlinearity driven by multiplicative Gaussian white noise.
Depending on the sign of the spatial coupling we observe transitions to
ferromagnetic or antiferromagnetic ordered states. We discuss the phase
diagram, the order of the transitions, and the critical behaviour. For global
coupling we show analytically that the critical exponent of the magnetization
exhibits a transition from the value 1/2 to a non-universal behaviour depending
on the ratio of noise strength to the magnitude of the spatial coupling.Comment: 4 pages, 5 figure
Noise-Induced Phase Separation: Mean-Field Results
We present a study of a phase-separation process induced by the presence of
spatially-correlated multiplicative noise. We develop a mean-field approach
suitable for conserved-order-parameter systems and use it to obtain the phase
diagram of the model. Mean-field results are compared with numerical
simulations of the complete model in two dimensions. Additionally, a comparison
between the noise-driven dynamics of conserved and nonconserved systems is made
at the level of the mean-field approximation.Comment: 12 pages (including 6 figures) LaTeX file. Submitted to Phys. Rev.