Asymptotic expansions and fast computation of oscillatory Hilbert transforms

In this paper, we study the asymptotics and fast computation of the one-sided oscillatory Hilbert transforms of the form $$H^{+}(f(t)e^{i\omega t})(x)=-int_{0}^{\infty}e^{i\omega t}\frac{f(t)}{t-x}dt,\qquad \omega>0,\qquad x\geq 0,$$ where the bar indicates the Cauchy principal value and $f$ is a real-valued function with analytic continuation in the first quadrant, except possibly a branch point of algebraic type at the origin. When $x=0$, the integral is interpreted as a Hadamard finite-part integral, provided it is divergent. Asymptotic expansions in inverse powers of $\omega$ are derived for each fixed $x\geq 0$, which clarify the large $\omega$ behavior of this transform. We then present efficient and affordable approaches for numerical evaluation of such oscillatory transforms. Depending on the position of $x$, we classify our discussion into three regimes, namely, $x=\mathcal{O}(1)$ or $x\gg1$, $0<x\ll 1$ and $x=0$. Numerical experiments show that the convergence of the proposed methods greatly improve when the frequency $\omega$ increases. Some extensions to oscillatory Hilbert transforms with Bessel oscillators are briefly discussed as well.Comment: 32 pages, 6 figures, 4 table

First-Passage Time Distribution and Non-Markovian Diffusion Dynamics of Protein Folding

We study the kinetics of protein folding via statistical energy landscape theory. We concentrate on the local-connectivity case, where the configurational changes can only occur among neighboring states, with the folding progress described in terms of an order parameter given by the fraction of native conformations. The non-Markovian diffusion dynamics is analyzed in detail and an expression for the mean first-passage time (MFPT) from non-native unfolded states to native folded state is obtained. It was found that the MFPT has a V-shaped dependence on the temperature. We also find that the MFPT is shortened as one increases the gap between the energy of the native and average non-native folded states relative to the fluctuations of the energy landscape. The second- and higher-order moments are studied to infer the first-passage time (FPT) distribution. At high temperature, the distribution becomes close to a Poisson distribution, while at low temperatures the distribution becomes a L\'evy-like distribution with power-law tails, indicating a non-self-averaging intermittent behavior of folding dynamics. We note the likely relevance of this result to single-molecule dynamics experiments, where a power law (L\'evy) distribution of the relaxation time of the underlined protein energy landscape is observed.Comment: 26 pages, 10 figure

Self organized criticality in an improved Olami-Feder-Christensen model

An improved version of the Olami-Feder-Christensen model has been introduced to consider avalanche size differences. Our model well demonstrates the power-law behavior and finite size scaling of avalanche size distribution in any range of the adding parameter $p_{add}$ of the model. The probability density functions (PDFs) for the avalanche size differences at consecutive time steps (defined as returns) appear to be well approached, in the thermodynamic limit, by q-Gaussian shape with appropriate q values which can be obtained a priori from the avalanche size exponent $\tau$. For the small system sizes, however, return distributions are found to be consistent with the crossover formulas proposed recently in Tsallis and Tirnakli, J. Phys.: Conf. Ser. 201, 012001 (2010). Our results strengthen recent findings of Caruso et al. [Phys. Rev. E 75, 055101(R) (2007)] on the real earthquake data which support the hypothesis that knowing the magnitude of previous earthquakes does not make the magnitude of the next earthquake predictable. Moreover, the scaling relation of the waiting time distribution of the model has also been found.Comment: 16 pages, 6 figure