Ergodic transitions in continuous-time random walks

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent results presented in the literature. For the case where sojourn times are identically distributed independent random variables, our results shed some light on the recently proposed transitions between ergodic and weakly nonergodic regimes. On the other hand, for the case of non-identical trapping time densities over the lattice points, the distribution of time-averaged observables reveals that such systems are typically nonergodic, in agreement with some recent experimental evidences on the statistics of blinking quantum dots. Some explicit examples are considered in detail. Our results are independent of the lattice topology and dimensionality.Comment: 8 pages, final version to appear in PR

Alternative numerical computation of one-sided Levy and Mittag-Leffler distributions

We consider here the recently proposed closed form formula in terms of the Meijer G-functions for the probability density functions $g_\alpha(x)$ of one-sided L\'evy stable distributions with rational index $\alpha=l/k$, with $0<\alpha<1$. Since one-sided L\'evy and Mittag-Leffler distributions are known to be related, this formula could also be useful for calculating the probability density functions $\rho_\alpha(x)$ of the latter. We show, however, that the formula is computationally inviable for fractions with large denominators, being unpractical even for some modest values of $l$ and $k$. We present a fast and accurate numerical scheme, based on an early integral representation due to Mikusinski, for the evaluation of $g_\alpha(x)$ and $\rho_\alpha(x)$, their cumulative distribution function and their derivatives for any real index $\alpha\in (0,1)$. As an application, we explore some properties of these probability density functions. In particular, we determine the location and value of their maxima as functions of the index $\alpha$. We show that $\alpha \approx 0.567$ and $\alpha \approx 0.605$ correspond, respectively, to the one-sided L\'evy and Mittag-Leffler distributions with shortest maxima. We close by discussing how our results can elucidate some recently described dynamical behavior of intermittent systems.Comment: 6 pages, 5 figures. New references added, final version to appear in PRE. Numerical code available at http://vigo.ime.unicamp.br/dist

Non-Gaussian features of chaotic Hamiltonian transport

Some non-Gaussian aspects of chaotic transport are investigated for a general class of two-dimensional area-preserving maps. Kurtosis, in particular, is calculated from the diffusion and the Burnett coefficients, which are obtained analytically. A characteristic time scale delimiting the onset of the Markovian regime for the master equation is established. Some explicit examples are discussed.Comment: 19 pages, 6 Figures. v2: Grammatical corrections, new reference

Calculation of Superdiffusion for the Chirikov-Taylor Model

It is widely known that the paradigmatic Chirikov-Taylor model presents enhanced diffusion for specific intervals of its stochasticity parameter due to islands of stability, which are elliptic orbits surrounding accelerator mode fixed points. In contrast with normal diffusion, its effect has never been analytically calculated. Here, we introduce a differential form for the Perron-Frobenius evolution operator in which normal diffusion and superdiffusion are treated separately through phases formed by angular wave numbers. The superdiffusion coefficient is then calculated analytically resulting in a Schloemilch series with an exponent $\beta=3/2$ for the divergences. Numerical simulations support our results.Comment: 4 pages, 2 figures (revised version

Leading Pollicott-Ruelle Resonances for Chaotic Area-Preserving Maps

Recent investigations in nonlinear sciences show that not only hyperbolic but also mixed dynamical systems may exhibit exponential relaxation in the chaotic regime. The relaxation rates, which lead the decay of probability distributions and correlation functions, are related to the classical evolution resolvent (Perron-Frobenius operator) pole logarithm, the so called Pollicott-Ruelle resonances. In this Brief Report, the leading Pollicott-Ruelle resonances are calculated analytically for a general class of area-preserving maps. Besides the leading resonances related to the diffusive modes of momentum dynamics (slow rate), we also calculate the leading faster rate, related to the angular correlations. The analytical results are compared to the existing results in the literature.Comment: 6 pages, 1 figure. See also: R. Venegeroles, Phys. Rev. Lett. 99, 014101 (2007) or arXiv:nlin/0608067v

Isochrone spacetimes

We introduce the relativistic version of the well-known Henon's isochrone spherical models: static spherically symmetrical spacetimes in which all bounded trajectories are isochrone in Henon's sense, i.e., their radial periods do not depend on their angular momenta. Analogously to the Newtonian case, these "isochrone spacetimes" have as particular cases the so-called Bertrand spacetimes, in which all bounded trajectories are periodic. We propose a procedure to generate isochrone spacetimes by means of an algebraic equation, present explicitly several families of these spacetimes, and discuss briefly their main properties. We identify, in particular, the family whose Newtonian limit corresponds to the Henon's isochrone potentials and that could be considered as the relativistic extension of the original Henon's proposal for the study of globular clusters. Nevertheless, isochrone spacetimes generically violate the weak energy condition and may exhibit naked singularities, challenging their physical interpretation in the context of General Relativity.Comment: 14 pages, 2 figures. Final version accepted for publication in GR

Ergodic Transitions In Continuous-time Random Walks.

We consider continuous-time random walk models described by arbitrary sojourn time probability density functions. We find a general expression for the distribution of time-averaged observables for such systems, generalizing some recent results presented in the literature. For the case where sojourn times are identically distributed independent random variables, our results shed some light on the recently proposed transitions between ergodic and weakly nonergodic regimes. On the other hand, for the case of nonidentical trapping time densities over the lattice points, the distribution of time-averaged observables reveals that such systems are typically nonergodic, in agreement with some recent experimental evidences on the statistics of blinking quantum dots. Some explicit examples are considered in detail. Our results are independent of the lattice topology and dimensionality.8203111

Chaos around the superposition of a black-hole and a thin disk

Motivated by the strong astronomical evidences supporting that huge black-holes might inhabit the center of many active galaxies, we have studied the integrability of oblique orbits of test particles around the exact superposition of a black-hole and a thin disk. We have considered the relativistic and the Newtonian limits. Exhaustive numerical analyses were performed, and bounded zones of chaotic behavior were found for both limits. An intrinsic relativistic gravitational effect is detected: the chaoticity of trajectories that do not cross the disk.Comment: Revtex, 13 pages, 3 figure

Relativistic Weierstrass random walks

The Weierstrass random walk is a paradigmatic Markov chain giving rise to a L\'evy-type superdiffusive behavior. It is well known that Special Relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive behavior in any process occurring in Minkowski spacetime, implying, in particular, that any relativistic Markov chain describing spacetime phenomena must be essentially Gaussian. Here, we introduce a simple relativistic extension of the Weierstrass random walk and show that there must exist a transition time $t_c$ delimiting two qualitative distinct dynamical regimes: the (non-relativistic) superdiffusive L\'evy flights, for $t < t_c$, and the usual (relativistic) Gaussian diffusion, for $t>t_c$. Implications of this crossover between different diffusion regimes are discussed for some explicit examples. The study of such an explicit and simple Markov chain can shed some light on several results obtained in much more involved contexts.Comment: 5 pages, final version to appear in PR