Non-homogeneous random walks, generalised master equations, fractional Fokker-Planck equations, and the generalised Kramers-Moyal expansion

A generalised random walk scheme for random walks in an arbitrary external potential field is investigated. From this concept which accounts for the symmetry breaking of homogeneity through the external field, a generalised master equation is constructed. For long-tailed transfer distance or waiting time distributions we show that this generalised master equation is the genesis of apparently different fractional Fokker-Planck equations discussed in literature. On this basis, we introduce a generalisation of the Kramers-Moyal expansion for broad jump length distributions that combines multiples of both ordinary and fractional spatial derivatives. However, it is shown that the nature of the drift term is not changed through the existence of anomalous transport statistics, and thus to first order, an external potential Φ(x) feeds back on the probability density function W through the classical term ∝/ x (x)W(x, t), i.e., even for Lévy flights, there exists a linear infinitesimal generator that accounts for the response to an external field. Received 30 June 2000 and Received in final form 12 November 2000     

Short-range plasma model for intermediate spectral statistics

We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the critical point of the Anderson metal-insulator transition in disordered systems and in certain dynamical systems. The model emerges from Dysons one-dimensional gas corresponding to the eigenvalue distribution of the classical random matrix ensembles by restricting the logarithmic pair interaction to a finite number k of nearest neighbors. We calculate analytically the spacing distributions and the two-level statistics. In particular we show that the number variance has the asymptotic form Σ²(L) ∼χL for large L and the nearest-neighbor distribution decreases exponentially when s→∞, P(s) ∼ exp(- Λs) with Λ = 1/χ = kβ + 1, where β is the inverse temperature of the gas (β = 1, 2 and 4 for the orthogonal, unitary and symplectic symmetry class respectively). In the simplest case of k = β = 1, the model leads to the so-called Semi-Poisson statistics characterized by particular simple correlation functions e.g. P(s) = 4s exp(- 2s). Furthermore we investigate the spectral statistics of several pseudointegrable quantum billiards numerically and compare them to the Semi-Poisson statistics. Received 13 September 2000     

Relationships between a microscopic parameter and the stochastic equations for interface's evolution of two growth models

The relationship between a microscopic parameter p, that is related to the probability of choosing a mechanism of deposition, and the stochastic equation for the interface's evolution is studied for two different models. It is found that in one model, that is similar to ballistic deposition, the corresponding stochastic equation can be represented by a Kardar-Parisi-Zhang (KPZ) equation where both λ and ν depend on p in the following way: ν(p) = νp and λ(p) = λp ^3/2. Furthermore, in the other studied model, which is similar to random deposition with relaxation, the stochastic equation can be represented by an Edwards-Wilkinson (EW) equation where ν depends on p according to ν(p) = νp ². It is expected that these results will help to find a framework for the development of stochastic equations starting from microscopic details of growth models. Received 26 August 2002 / Received in final form 20 November 2002 Published online 6 March 2003 RID="a" ID="a"e-mail: ealbano@inifta.unlp.edu.ar     

Universality of a dynamical percolative approach to 1/f γ noise

A dynamical percolative model explaining the universality of 1/ f ^γ noise is reported. Exponents γ ranging from 0 to 2 are obtained under the hypothesis that noise originates from random switching events between two ON-OFF states in elemental parts (switchers) of a physical system. The usual noise behaviour with γ very close to 1 in an arbitrarily wide frequency range is obtained assuming a statistical distribution of switcher relaxation time τ proportional to τ ^-1 , as in McWhorter's model. The impact of these results with respect to recent self-organised criticality models is discussed. Received 6 November 2000 and Received in final form 22 May 2001     

Universal properties of shortest paths in isotropically correlated random potentials

We consider the optimal paths in a d-dimensional lattice, where the bonds have isotropically correlated random weights. These paths can be interpreted as the ground state configuration of a simplified polymer model in a random potential. We study how the universal scaling exponents, the roughness and the energy fluctuation exponent, depend on the strength of the disorder correlations. Our numerical results using Dijkstra's algorithm to determine the optimal path in directed as well as undirected lattices indicate that the correlations become relevant if they decay with distance slower than 1/r in d = 2 and 3. We show that the exponent relation 2ν - ω = 1 holds at least in d = 2 even in case of correlations. Both in two and three dimensions, overhangs turn out to be irrelevant even in the presence of strong disorder correlations. Received 20 December 2002 / Received in final form 10 April 2003 Published online 20 June 2003 RID="a" ID="a"e-mail: schorr@lusi.uni-sb.de     

Noisy covariance matrices and portfolio optimization

According to recent findings [#!bouchaud!#,#!stanley!#], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be regarded as random. In [#!bouchaud!#], e.g., it is reported that about 94% of the spectrum of these matrices can be fitted by that of a random matrix drawn from an appropriately chosen ensemble. In view of the fundamental role of covariance matrices in the theory of portfolio optimization as well as in industry-wide risk management practices, we analyze the possible implications of this effect. Simulation experiments with matrices having a structure such as described in [#!bouchaud!#,#!stanley!#] lead us to the conclusion that in the context of the classical portfolio problem (minimizing the portfolio variance under linear constraints) noise has relatively little effect. To leading order the solutions are determined by the stable, large eigenvalues, and the displacement of the solution (measured in variance) due to noise is rather small: depending on the size of the portfolio and on the length of the time series, it is of the order of 5 to 15%. The picture is completely different, however, if we attempt to minimize the variance under non-linear constraints, like those that arise e.g. in the problem of margin accounts or in international capital adequacy regulation. In these problems the presence of noise leads to a serious instability and a high degree of degeneracy of the solutions. Received 31 December 2001     

Vertex cover problem studied by cavity method: Analytics and population dynamics

We study the vertex cover problem on finite connectivity random graphs by zero-temperature cavity method. The minimum vertex cover corresponds to the ground state(s) of a proposed Ising spin model. When the connectivity c > e = 2.718282, there is no state for this system as the reweighting parameter y, which takes a similar role as the inverse temperature β in conventional statistical physics, approaches infinity; consequently the ground state energy is obtained at a finite value of y when the free energy function attains its maximum value. The minimum vertex cover size at given c is estimated using population dynamics and compared with known rigorous bounds and numerical results. The backbone size is also calculated. Received 11 November 2002 Published online 1st April 2003 RID="a" ID="a"e-mail: zhou@mpikg-golm.mpg.de     

Parity and ruin in a stochastic game

We study an elementary two-player card game where in each round players compare cards and the holder of the card with the smaller value wins. Using the rate equations approach, we treat the stochastic version of the game in which cards are drawn randomly. We obtain an exact solution for arbitrary initial conditions. In general, the game approaches a steady state where the card value densities of the two players are proportional to each other. The leading small value behavior of the initial densities determines the corresponding proportionality constant, while the next correction governs the asymptotic time dependence. The relaxation toward the steady state exhibits a rich behavior, e.g., it may be algebraically slow or exponentially fast. Moreover, in ruin situations where one player eventually wins all cards, the game may even end in a finite time. Received 24 August 2001 and Received in final form 12 November 2001     

Exactly solvable models through the generalized empty interval method,for multi-species interactions

Multi-species reaction-diffusion systems, with nearest-neighbor interaction on a one-dimensional lattice are considered. Necessary and sufficient constraints on the interaction rates are obtained, that guarantee the closedness of the time evolution equation for E _n(t)'s, the expectation value of the product of certain linear combination of the number operators on n consecutive sites at time t. The constraints are solved for the single-species left-right-symmetric systems. Also, examples of multi-species system for which the evolution equations of E _n(t)'s are closed, are given. Received 25 September 2002 / Received in final form 3 December 2002 Published online 14 February 2003 RID="a" ID="a"e-mail: mamwad@iasbs.ac.ir     

Measurement of the η production in proton-proton collisions with the COSY time-of-flight spectrometer

The reaction pp → ppη was measured at excess energies of 15 and 41 MeV at an external target of the Jülich Cooler Synchrotron COSY with the time-of-flight spectrometer. About 25000 events were measured for the excess energy of 15 MeV and about 8000 for 41 MeV. Both protons of the process ppη were detected with an acceptance of nearly 100% and the η was reconstructed by the missing-mass technique. For both excess energies the angular distributions are found to be nearly isotropic. In the invariant-mass distributions strong deviations from the pure phase space distributions are seen. Received: 24 May 2002 / Accepted: 20 September 2002 / Published online: 17 January 2003 RID="a" ID="a"e-mail: e.roderburg@fz-juelich.de Communicated by M. Gar?on     

Exact propagator of the Fokker-Planck equation with a space-dependent diffusion coefficient and a time-dependent mean-reverting force

We have investigated the algebraic structure of the Fokker-Planck equation with a variable diffusion coefficient and a time-dependent mean-reverting force. Such a model could be useful to study the general problem of a Brownian walker with a space-dependent diffusion coefficient. We also show that this model is related to the Fokker-Planck equation with a constant diffusion coefficient and a time-dependent anharmonic potential of the form V(x, t) = ?a(t)x ² + b ln x, which has been widely applied to model different physical and biological phenomena, e.g. the study of neuron models and stochastic resonance in monostable nonlinear oscillators. Using the Lie algebraic approach we have derived the exact diffusion propagators for the Fokker-Planck equations associated with different boundary conditions, namely (i) the case of a single absorbing barrier, and (ii) the case of two absorbing barriers. These exact diffusion propagators enable us to study the time evolution of the corresponding stochastic systems. Received 23 October 2001 and Received in final form 24 December 2001     

Efficient Hopfield pattern recognition on a scale-free neural network

Neural networks are supposed to recognise blurred images (or patterns) of N pixels (bits) each. Application of the network to an initial blurred version of one of P pre-assigned patterns should converge to the correct pattern. In the “standard" Hopfield model, the N “neurons” are connected to each other via N² bonds which contain the information on the stored patterns. Thus computer time and memory in general grow with N². The Hebb rule assigns synaptic coupling strengths proportional to the overlap of the stored patterns at the two coupled neurons. Here we simulate the Hopfield model on the Barabási-Albert scale-free network, in which each newly added neuron is connected to only m other neurons, and at the end the number of neurons with q neighbours decays as 1/q ³. Although the quality of retrieval decreases for small m, we find good associative memory for 1 ≪ m ≪ N. Hence, these networks gain a factor N/m ≫ 1 in the computer memory and time. Received 12 January 2003 Published online 11 April 2003 RID="a" ID="a"e-mail: stauffer@thp.uni-koeln.de     

DMRG studies on interchain coupling model for quasi-one-dimensional organic magnet

We introduce a solid-on-solid growth process which evolves by random deposition of dimers, surface diffusion, and evaporation of monomers from the edges of plateaus. It is shown that the model exhibits a robust transition from a smooth to a rough phase. The roughening transition is driven by an absorbing phase transition at the bottom layer of the interface, which displays the same type of critical behavior as the pair contact process with diffusion 2A↦3A, 2A↦. Received 14 October 2002 Published online 14 February 2003 RID="a" ID="a"e-mail: Haye.Hinrichsen@physik.uni-wuppertal.de     

Helix coil mixing in twist-storing polymers

Twist-storing polymers respond with elastic energy penalty to coherent or random twisting along the local chain axis away from its equilibrium, which can be straight (as in “ribbons”) or helical (as in DNA and other biopolymers). Here we study the equilibrium conformation of such polymers, focusing on the thermodynamic balance between twist and writhe, resulting from the competition between the random coil entropy and the potential energy stored in superhelical portions of the polymer chain. Two macroscopic variables characterise such a chain, the end-to-end distance R and the link number Lk, which is a topological invariant of a given polymer with clamped ends. We find that with increasing link number Lk, the chain accommodates its excess twist in growing plectonemes, unless forced out of this state by stretching its end-to-end distance R. We calculate the force-extension relation, which exhibits crossovers between different deformation regimes. Received 16 November 2000 and Received in final form 6 February 2001     

A remark on the large difference between the glueball mass and T<Subscript>c</Subscript> in quenched QCD

The lattice QCD studies indicate that the critical temperature T _c ≃ 260-280 MeV of the deconfinement phase transition in quenched QCD is considerably smaller than the lowest-lying glueball mass m _G ≃ 1500-1700 MeV, i.e., T _c ≪ m _G. As a consequence of this large difference, the thermal excitation of the glueball in the confinement phase is strongly suppressed by the statistical factor e ^-mG/Tc ≃ 0.00207 even near T ≃ T _c. We consider its physical implication, and argue the abnormal feature of the deconfinement phase transition in quenched QCD from the statistical viewpoint. To appreciate this, we demonstrate a statistical argument of the QCD phase transition using the recent lattice QCD data. From the phenomenological relation between T _c and the glueball mass, the deconfinement transition is found to take place in quenched QCD before a reasonable amount of glueballs is thermally excited. In this way, quenched QCD reveals a question “what is the trigger of the deconfinement phase transition ?” Received: 18 November 2002 / Accepted: 4 February 2003 / Published online: 29 April 2003     

Metastable states of the Ising chain with Kawasaki dynamics

We consider a ferromagnetic Ising chain evolving under Kawasaki dynamics at zero temperature. We investigate the statistics of the blocking time, as well as various characteristics of the metastable configurations reached by the system, including the statistics of the final energy, the spin correlations, and the distribution of domain sizes. Results of extensive numerical simulations are compared with analytical predictions made for the a priori ensemble of all blocked configurations with equal weights. Qualitative differences are found, e.g. in the domain sizes, which are found to be neither statistically independent nor exponentially distributed. Received 24 October 2002 / Received in final form 13 January 2003 Published online 1st April 2003 RID="a" ID="a"e-mail: luck@spht.saclay.cea.fr RID="b" ID="b"URA 2306 of CNRS     

Covariant tensor formalism for partial-wave analyses of ψ decay to mesons

J/ψ and decays to mesons are a good place to look for glueballs, hybrids and for extracting strange and non-strange components in mesons. Abundant J/ψ and events have been collected at the Beijing Electron Positron Collider (BEPC). More data will be collected at upgraded BEPC and CLEO-C. Here we provide explicit PWA formulae for many interesting channels in the covariant tensor formalism. Received: 29 November 2002 / Accepted: 20 December 2002 / Published online: 25 March 2003 RID="a" ID="a"e-mail: zoubs@mail.ihep.ac.cn Communicated by V.V. Anisovich     

Frequency dependence of aging, rejuvenation and memory in a disordered ferroelectric

We characterize in details the aging properties of the ferroelectric phase of KTa_1-xNb_x O₃ (KTN), where both rejuvenation and (partial) memory are observed. In particular, we carefully examine the frequency dependence of several quantities that characterize aging, rejuvenation and memory. We find a marked subaging behaviour, with an a.c. dielectric susceptiblity scaling as ω, where t _w is the waiting time. We suggest an interpretation in terms of pinned domain walls, much along the lines proposed for aging in a disordered ferromagnet, where both domain wall reconformations and overall (cumulative) domain growth are needed to rationalize the experimental findings. Received 10 November 2000 and Received in final form 20 February 2001     

Formation of adhesive contacts: Spreading versus dewetting

A soft bead (radius R _b) is pressed with a force F against a hydrophobic glass plate through a water drop (“wet” JKR set-up). We observe with a fast camera the growth of the contact zone bridging the rubber bead to the glass. Depending on the approach velocity V, two regimes are observed : i) at large V a liquid film is squeezed at the interface and dewets by nucleation and growth of a dry contact; ii) at low velocities, the bead remains nearly spherical. As it comes into contact, the rubber bead spreads on the glass with a characteristic time (in the range of one millisecond) τ ≈ ηR _b ²/F, where η is the liquid viscosity. The laws of spreading are interpreted by a balance of global mechanical and viscous forces. Received: 22 December 2002 / Accepted: 24 March 2003 / Published online: 29 April 2003 RID="a" ID="a"e-mail: brochard@curie.fr     

Narrow α + <Superscript>28</Superscript>Si elastic-scattering states at high excitation in <Superscript>32</Superscript>S

The excitation function and angular distributions of elastic α-particle scattering on ²⁸Si have been measured in the laboratory energy range 6-28 MeV using a backscattering technique on a thick target, yielding a continuous energy distribution. More than 200 narrow states are observed, with widths in the range ∼ 30-100 keV at excitation energies E ^* = 13-32 MeV. Angular distributions at backward angles were measured, and angular momentum values of more than 83 states have been deduced. The analysis gives spin-parities J ^π, α-partial widths Γ_α and reduced widths of the narrow high-lying resonant states in ³²S. The experimentally observed states display both the negative- and the positive-parity rotational-like sequences with seemingly no parity splitting, a finding which is at variance with most potential-model predictions. The deduced effective moment of inertia indicates a more extended structure than the ground-state configuration. The observed strength of each ℓ-value is analyzed in terms of an underlying split doorway state of Lorentzian form, which yields an interpretation as fragmented rotational α + ²⁸Si states. Received: 26 June 2000 / Accepted: 16 September 2002 / Published online: 4 February 2003 RID="a" ID="a"e-mail: kkallman@abo.fi RID="b" ID="b"Present address: Swedish Polytechnic, FIN-65200 Vasa, Finland. Communicated by D. Guerreau