Stochastically perturbed flows: Delayed and interrupted evolution

We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed evolution, in which the flow alternates with a quiescent state in which the variate remains frozen at its current value for random intervals of time; and interrupted evolution, in which the variate is also re-set in the quiescent state to a random value drawn from a fixed distribution. In the former case, the effect of the delay upon the first passage time statistics is analyzed. In the latter case, the conditions under which an extended stationary distribution can exist as a consequence of the competition between an attractor in the flow and the random re-setting are examined. We elucidate the role of the normalization condition in eliminating the singularities arising from the unstable critical points of the flow, and present a number of representative examples. A simple formula is obtained for the stationary distribution and interpreted physically. A similar interpretation is also given for the known formula for the stationary distribution in a full-fledged dichotomous flow.Comment: 27 pages; no figures. Submitted to Stochastics and Dynamic

Analytic calculation of energy transfer and heat flux in a one-dimensional system

In the context of the problem of heat conduction in one-dimensional systems, we present an analytical calculation of the instantaneous energy transfer across a tagged particle in a one-dimensional gas of equal-mass, hard-point particles. From this, we obtain a formula for the steady-state energy flux, and identify and separate the mechanical work and heat conduction contributions to it. The nature of the Fourier law for the model, and the nonlinear dependence of the rate of mechanical work on the stationary drift velocity of the tagged particle, are analyzed and elucidated.Comment: 17 pages including title pag

Extracting chemical energy by growing disorder: Efficiency at maximum power

We consider the efficiency of chemical energy extraction from the environment by the growth of a copolymer made of two constituent units in the entropy-driven regime. We show that the thermodynamic nonlinearity associated with the information processing aspect is responsible for a branching of the system properties such as power, speed of growth, entropy production, and efficiency, with varying affinity. The standard linear thermodynamics argument which predicts an efficiency of 1/2 at maximum power is inappropriate because the regime of maximum power is located either outside of the linear regime or on a separate bifurcated branch, and because the usual thermodynamic force is not the natural variable for this optimization.Comment: 6 pages, 4 figure

Macroscopic limit cycle via pure noise-induced phase transition

Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In addition using this approach we investigate patially-extended systems with two degrees of freedom per site. For this system, the analytic solution of the stationary Fokker-Planck equation is not available and a standard mean field approach cannot be used to find noise induced phase transitions. A new approach based on cumulant dynamics predicts a noise-induced phase transition through a Hopf bifurcation leading to a macroscopic limit cycle motion, which is confirmed by numerical simulation.Comment: 8 pages, 8 figure

Chiral Brownian heat pump

We present the exact analysis of a chiral Brownian motor and heat pump. Optimization of the construction predicts, for a nanoscale device, frequencies of the order of kHz and cooling rates of the order of femtojoule per second.Comment: Submitted to Phys. Rev. Let

Parametric phase transition in one dimension

We calculate analytically the phase boundary for a nonequilibrium phase transition in a one-dimensional array of coupled, overdamped parametric harmonic oscillators in the limit of strong and weak spatial coupling. Our results show that the transition is reentrant with respect to the spatial coupling in agreement with the prediction of the mean field theory.Comment: to appear in Europhysics letter

Gravitational-Wave Astronomy with Inspiral Signals of Spinning Compact-Object Binaries

Inspiral signals from binary compact objects (black holes and neutron stars) are primary targets of the ongoing searches by ground-based gravitational-wave interferometers (LIGO, Virgo, GEO-600 and TAMA-300). We present parameter-estimation simulations for inspirals of black-hole--neutron-star binaries using Markov-chain Monte-Carlo methods. For the first time, we have both estimated the parameters of a binary inspiral source with a spinning component and determined the accuracy of the parameter estimation, for simulated observations with ground-based gravitational-wave detectors. We demonstrate that we can obtain the distance, sky position, and binary orientation at a higher accuracy than previously suggested in the literature. For an observation of an inspiral with sufficient spin and two or three detectors we find an accuracy in the determination of the sky position of typically a few tens of square degrees.Comment: v2: major conceptual changes, 4 pages, 1 figure, 1 table, submitted to ApJ

Velocity Correlations, Diffusion and Stochasticity in a One-Dimensional System

We consider the motion of a test particle in a one-dimensional system of equal-mass point particles. The test particle plays the role of a microscopic "piston" that separates two hard-point gases with different concentrations and arbitrary initial velocity distributions. In the homogeneous case when the gases on either side of the piston are in the same macroscopic state, we compute and analyze the stationary velocity autocorrelation function C(t). Explicit expressions are obtained for certain typical velocity distributions, serving to elucidate in particular the asymptotic behavior of C(t). It is shown that the occurrence of a non-vanishing probability mass at zero velocity is necessary for the occurrence of a long-time tail in C(t). The conditions under which this is a $t^{-3}$ tail are determined. Turning to the inhomogeneous system with different macroscopic states on either side of the piston, we determine its effective diffusion coefficient from the asymptotic behavior of the variance of its position, as well as the leading behavior of the other moments about the mean. Finally, we present an interpretation of the effective noise arising from the dynamics of the two gases, and thence that of the stochastic process to which the position of any particle in the system reduces in the thermodynamic limit.Comment: 22 files, 2 eps figures. Submitted to PR

The universality of synchrony: critical behavior in a discrete model of stochastic phase coupled oscillators

We present the simplest discrete model to date that leads to synchronization of stochastic phase-coupled oscillators. In the mean field limit, the model exhibits a Hopf bifurcation and global oscillatory behavior as coupling crosses a critical value. When coupling between units is strictly local, the model undergoes a continuous phase transition which we characterize numerically using finite-size scaling analysis. In particular, the onset of global synchrony is marked by signatures of the XY universality class, including the appropriate classical exponents $\beta$ and $\nu$, a lower critical dimension $d_{lc} = 2$, and an upper critical dimension $d_{uc}=4$.Comment: 4 pages, 4 figure