Low-frequency fluctuations in stochastic processes with a 1/<Emphasis Type="Italic">f</Emphasis><Superscript>α</Superscript> spectrum

The results of numerical analysis of the Brownian movement of a particle in the force field of the potential corresponding to interacting subcritical and supercritical phase transitions are considered. If the white noise intensity corresponds to the critical intensity of the noise-induced transition, the system of stochastic differential equations describes random steady-state processes with fluctuation power spectra inversely proportional to frequency f, S(f) ∼ 1/f ^α, where exponent α varies in the interval 0.8 ≤ α ≤ 1.8. Exponent β of distribution function P(τ) ∼ τ^−β for the duration of low-frequency extremal fluctuations, which are analogous to avalanches considered in the models of self-organized criticality in many respects, varies between the same limits. It is shown that exponents α and β are connected through the relation α + β = 2.     

Optimal transport in a ratchet coupled to a modulated environment: The role of Levy walks

We consider a Brownian particle in a ratchet potential coupled to a modulated environment and subjected to an external oscillating force. The modulated environment is modelled by a finite number N of uncoupled harmonic oscillators. Superdiffusive motion and Levy walks (anomalous random walks) are observed for any N and for low values of the external amplitude F. The coexistence of left and right running states enhances the power α from the time dependence of the mean square displacement (MSD). It is shown that α is twice the average of the power of the separated left and right MSDs. Normal random walks are obtained by increasing F. We show that the maximal mobility of particles along the periodic structure occurs just before superdiffusive motion disappears and Levy walks are transformed into normal random walks.     

Kinetics of the diffusion of an impurity atom on a square lattice

An analytical study of the migration of an embedded impurity atom over a solid surface under the influence of the diffusion of vacancies is presented. The case of small surface coverages of both vacancies ϑ _v and impurity atoms ϑ _i , with ϑ _i ≪ ϑ _v ≪ 1, is considered. It is shown that the realization of multiple collisions of a single impurity atom with vacancies imparts a Brownian character to its motion. At long times, the dependence of the mean square displacement on the time differs little from the linear, whereas the spatial density distribution is close to the Gaussian, features that makes it possible to introduce a diffusion coefficient. For the latter, an analytical expression is derived, which differs from the product of the diffusion coefficient of vacancies and their relative concentration only by a numerical factor η. The dependence of the diffusion coefficient of an impurity atom on the ratio of the frequency of its jumps to the frequency of jumps of vacancies is analyzed. In the kinetic mode, at ω ≪ 1, the diffusion coefficient of impurity atoms depends linearly on ω, whereas at ω ≫ 1, a saturation is observed; i.e., the dependence on the frequency of jumps of the impurity atom disappears. Nevertheless, the value of η remains less than unity, and no total entrainment of impurity atoms with vacancies occurs.     

Extrema statistics of Wiener-Einstein processes in one,two, and three dimensions

The maxima and first-passage-time statistics of Wiener-Einstein processes are evaluated analytically in one, two, and three dimensions. We show that the mean square maximum displacement has the same time dependence as the mean square displacement, i.e., it grows linearly with time. The ratio of the mean square maximum to the mean square displacement is shown to decrease with increasing dimensionality. We also calculate the mean first passage time for the process to attain a given absolute displacement and find that it grows as the square of the displacementand is independent of the dimensionality of the process. In addition, we evaluate the dispersion of maxima and of first passage times and discuss their dependence on dimensionality.Supported in part by the National Science Foundation under Grant CHE 75-20624.     

Diffusive Behavior for Randomly Kicked Newtonian Particles in a Spatially Periodic Medium

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the phase space density, where the average energy of the particle grows linearly in time. Rescaling time, the momentum converges to a Brownian motion, and the position is its time-integral showing superdiffusive scaling with time t ^3/2. The analysis has two parts: (1) to show that the particle spends most of its time at high energy, where the spatial environment is practically invisible; (2) to treat the low energy incursions where the motion is dominated by the deterministic force, with potential drift but where symmetry arguments cancel the ballistic behavior.     

Universal Scalings in Homoclinic Doubling Cascades

Cascades of period doubling bifurcations are found in one parameter families of differential equations in ℝ³. When varying a second parameter, the periodic orbits in the period doubling cascade can disappear in homoclinic bifurcations. In one of the possible scenarios one finds cascades of homoclinic doubling bifurcations. Relevant aspects of this scenario can be understood from a study of interval maps close to x↦p+r(1 −x ^β)², β∈ (?,1). We study a renormalization operator for such maps. For values of β close to ?, we prove the existence of a fixed point of the renormalization operator, whose linearization at the fixed point has two unstable eigenvalues. This is in marked contrast to renormalization theory for period doubling cascades, where one unstable eigenvalue appears. From the renormalization theory we derive consequences for universal scalings in the bifurcation diagrams in the parameter plane. Received: 16 June 1999 / Accepted: 24 April 2001     

Application of integral transforms to a description of the Brownian motion by a non-Markovian random process

The one-dimensional Brownian motion and the Brownian motion of a spherical particle in an infinite medium are described by the conventional methods and integral transforms considering the entrainment of surrounding particles of the medium by the Brownian particle. It is demonstrated that fluctuations of the Brownian particle velocity represent a non-Markovian random process. A harmonic oscillator in a viscous medium is also considered within the framework of the examined model. It is demonstrated that for rheological models, random dynamic processes are also non-Markovian in character. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 2, pp. 66–74, February, 2009.     

Diffusing wave spectroscopy in Maxwellian fluids

We present a critical assessment of the diffusing wave spectroscopy (DWS) technique for obtaining the characteristic lengths and for measuring the loss and storage moduli of a reasonable well-known wormlike micelle (WM) system. For this purpose, we tracked the Brownian motion of particles using DWS embedded in a Maxwellian fluid constituted by a wormlike micellar solution made of cetyltrimethylam-monium bromide (CTAB), sodium salicylate (NaSal), and water. We found that the motion of particles was governed by the viscosity of the solvent at short times and by the stress relaxation mechanisms of the giant micelles at longer times. From the time evolution of the mean square displacement of particles, we could obtain for the WM solution the cage size where each particle is harmonically bound at short times, the long-time diffusion coefficient, and experimental values for the exponent that accounts for the broad spectrum of relaxation times at the plateau onset time found in the 〈Δr ²(t)〉 vs. time curves. In addition, from the 〈Δr ²(t) vs. time curves, we obtained G′(ω) and G″(ω) for the WM solutions. All the DWS microreological information allowed us to estimate the characteristic lengths of the WM network. We compare our DWS microrheological results and characteristic lengths with those obtained with mechanical rheometers at different NaSal/CTAB concentration ratios and temperatures.     

A Perspective on Regularization and Curvature

A global connection on the Connes Marcolli renormalization bundle relates β-functions of a class of regularization schemes by gauge transformations, as well as local solutions to β-functions over curved space–time.     

Brownian motion in a fluid in elongational flow

Brownian motion of a spherical particle in stationary elongational flow is studied. We derive the Langevin equation together with the fluctuation-dissipation theorem for the particle from nonequilibrium fluctuating hydrodynamics to linear order in the elongation-rate-dependent inverse penetration depths. We then analyze how the velocity autocorrelation function as well as the mean square displacement are modified by the elongational flow. We find that for times small compared to the inverse elongation rate the behavior is similar to that found in the absence of the elongational flow. Upon approaching times comparable to the inverse elongation rate the behavior changes and one passes into a time domain where it becomes fundamentally different. In particular, we discuss the modification of thet ^–3/2 long-time tail of the velocity autocorrelation function and comment on the resulting contribution to the mean square displacement. The possibility of defining a diffusion coefficient in both time domains is discussed.     

Non-Equilibrium Dynamics of Dyson’s Model with an Infinite Number of Particles

Dyson’s model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant β/2. We give sufficient conditions for initial configurations so that Dyson’s model with β = 2 and an infinite number of particles is well defined in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The class of infinite-dimensional configurations satisfying our conditions is large enough to study non-equilibrium dynamics. For example, we obtain the relaxation process starting from a configuration, in which every point of \mathbbZ{\mathbb{Z}} is occupied by one particle, to the stationary state, which is the determinantal point process with the sine kernel.     

Renormalization Group Flow¶of the Two-Dimensional Hierarchical Coulomb Gas

We consider a quasilinear parabolic differential equation associated with the renormalization group transformation of the two-dimensional hierarchical Coulomb system in the limit as the size of the block L&\darr; 1. We show that the initial value problem is well defined in a suitable function space and the solution converges, as t→∞, to one of the countably infinite equilibrium solutions. The j ^th nontrivial equilibrium solution bifurcates from the trivial one at . These solutions are fully described and we provide a complete analysis of their local and global stability for all values of inverse temperature β >0. Gallavotti and Nicoló's conjecture on infinite sequence of “phases transitions” is also addressed. Our results rule out an intermediate phase between the plasma and the Kosterlitz–Thouless phases, at least in the hierarchical model we consider. Received: 29 November 1999 / Accepted: 13 January 2001     

Quantum chromodynamics predictions in renormalization scheme invariant perturbation theory

It has recently been shown that any physical quantity ℛ, in perturbation theory, can be obtained as a function of only the renormalization scheme (rs) invariants,ρ ₀,ρ ₁,ρ ₂, … Physical predictions, to any given order, are renormalization scheme independent in this approach. Quantum chromodynamics (qcd) predictions to second order, within thisrs-invariant perturbation theory, are given here for several processes. These lead to some novel relations between experimentally measurable quantities, which do not involve the unknownqcd scale parameter Λ. They can therefore be directly confronted with experiments and this has been done wherever possible. It is suggested that these relations can be used to probe the neglected higher order corrections.     

New Horizons in Multidimensional Diffusion: The Lorentz Gas and the Riemann Hypothesis

The Lorentz gas is a billiard model involving a point particle diffusing deterministically in a periodic array of convex scatterers. In the two dimensional finite horizon case, in which all trajectories involve collisions with the scatterers, displacements scaled by the usual diffusive factor \(\sqrt{t}\) are normally distributed, as shown by Bunimovich and Sinai in 1981. In the infinite horizon case, motion is superdiffusive, however the normal distribution is recovered when scaling by \(\sqrt {t\ln t}\), with an explicit formula for its variance. Here we explore the infinite horizon case in arbitrary dimensions, giving explicit formulas for the mean square displacement, arguing that it differs from the variance of the limiting distribution, making connections with the Riemann Hypothesis in the small scatterer limit, and providing evidence for a critical dimension d=6 beyond which correlation decay exhibits fractional powers. The results are conditional on a number of conjectures, and are corroborated by numerical simulations in up to ten dimensions.     

Noncommutative Brownian Motion in Monotone Fock Space

An example of noncommutative Brownian motion is constructed on the monotone Fock space which is a kind of “Fock space” generated by all the decreasing finite sequences of positive real numbers. The probability distribution at time associated to this Brownian motion is shown to be the arcsine law normalized to mean 0 and variance t. Received: 15 March 1996\,/\,Accepted: 2 July 1996     

Aging properties of an anomalously diffusing particule

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its spectral density proportional to ω^δ−1 at low frequencies, with 0<δ<1 (subdiffusion) or 1<δ<2 (superdiffusion). Using Laplace analysis, we derive analytic expressions in terms of Mittag–Leffler functions for the correlation functions of the velocity and of the displacement. While the velocity thermalizes at large times (slowly, in contrast to the standard Brownian motion case δ=1), the displacement never attains equilibrium: it ages. We thus show that this feature of normal diffusion is shared by a subdiffusive or superdiffusive motion. We provide a closed form analytic expression for the fluctuation–dissipation ratio characterizing aging.     

Zeros of Airy Function and Relaxation Process

One-dimensional system of Brownian motions called Dyson’s model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is β/2 times the inverse of particle distance. When β=2, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson’s model with β=2 and N particles, $\mbox {\boldmath $\mbox {\boldmath , is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The Airy function (z){\rm Ai}(z) is an entire function with zeros all located on the negative part of the real axis ℝ. We consider Dyson’s model with β=2 starting from the first N zeros of Ai(z){\rm Ai}(z) , 0>a ₁>⋅⋅⋅>a _N , N≥2. In order to properly control the effect of such initial confinement of particles in the negative region of ℝ, we put the drift term to each Brownian motion, which increases in time as a parabolic function: Y _j (t)=X _j (t)+t ²/4+{d ₁+∑ _ℓ=1 ^N (1/a _ℓ )}t,1≤j≤N, where d₁=Ai￠(0)/Ai(0)d_{1}={\rm Ai}'(0)/{\rm Ai}(0) . We show that, as the N→∞ limit of $\mbox {\boldmath $\mbox {\boldmath , we obtain an infinite particle system, which is the relaxation process from the configuration, in which every zero of (z){\rm Ai}(z) on the negative ℝ is occupied by one particle, to the stationary state m_Ai\mu_{{\rm Ai}} . The stationary state m_Ai\mu_{{\rm Ai}} is the determinantal point process with the Airy kernel, which is spatially inhomogeneous on ℝ and in which the Tracy-Widom distribution describes the rightmost particle position.     

Condensation in Nongeneric Trees

We study nongeneric planar trees and prove the existence of a Gibbs measure on infinite trees obtained as a weak limit of the finite volume measures. It is shown that in the infinite volume limit there arises exactly one vertex of infinite degree and the rest of the tree is distributed like a subcritical Galton-Watson tree with mean offspring probability m<1. We calculate the rate of divergence of the degree of the highest order vertex of finite trees in the thermodynamic limit and show it goes like (1−m)N where N is the size of the tree. These trees have infinite spectral dimension with probability one but the spectral dimension calculated from the ensemble average of the generating function for return probabilities is given by 2β−2 if the weight w _n of a vertex of degree n is asymptotic to n ^−β .     

A note on confined diffusion

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion operator. Because the latter depend on space dimensionality and on the particular shape of the domain, an analytical expression is in most circumstances not available. In this article, it is shown that the series may in some circumstances sum up exactly. Explicit calculations are performed for 2D diffusion restricted to a circular domain and 3D diffusion inside a sphere. In both cases, the short-time behaviour of the mean square displacement is obtained.     

The SUSY-QCD <Emphasis Type="Italic">β</Emphasis> function to three loops

A number of [` DR]\overline {\mbox {\textsc{D}R}} renormalization constants in softly broken SUSY- QCD are evaluated to three-loop level: the wave function renormalization constants for quarks, squarks, gluons, gluinos, ghosts, and ε-scalars, and the renormalization constants for the quark and gluino mass as well as for all cubic vertices. The latter allow us to derive the corresponding β functions through three loops, all of which we find to be identical to the expression for the gauge β function obtained by Jack et al. (Phys. Lett. B 386:138, 1996, ) (see also Pickering et al. in Phys. Lett. B 510, 347, 2001, ). This explicitly demonstrates the consistency of DRED with SUSY and gauge invariance, an important pre-requisite for precision calculations in supersymmetric theories.