Hypersensitivity to small signals in a stochastic system with multiplicative colored noise

Recently we discovered the phenomenon of hypersensitivity to small time-dependent signals in a simple stochastic system, the Kramers oscillator with multiplicative white noise. In the present work we study, theoretically and experimentally with analog simulations, an influence of noise correlation time on hypersensitivity in a nonlinear oscillator with piecewise-linear current-voltage characteristic and multiplicative colored dichotomous noise. We found that the region of hypersensitive behavior is defined by universal scaling index, whereas the specifics of a particular system reveals itself only in the dependence of the above index on system parameters. The dependence of gain factor on noise correlation time is of bell-shaped (resonant) type. Received 27 April 2000 and Received in final form 2 November 2000     

Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises

The relative escape rate (RER) for Brownian particles in an asymmetric bistable sawtooth potential driven by cross correlations between multiplicative white noise and additive white noise is studied. A new expression of the mean first-passage time is derived under the condition of piecewise linear potentials and discontinuous diffusion function. Based on the results of RER numerically calculated, it is found that (i) under positively correlated noises action (i.e. λ > 0, and λ is the correlation strength), the escape rate exhibits the suppression platform as the intensity of multiplicative noise varies. The effect of suppression becomes more pronounced with the growth of height of the deterministic potential barrier for transition, and with the increase of λ. However, for the case of uncorrelated noises (λ = 0) and of negatively correlated noises (λ < 0), the suppression platform disappears. (ii) The positive correlation between noises amplifies the change of the escape rate with the height of barrier for transition, while the negative correlation between noises suppresses this change. Received 20 November 2002 / Received in final form 19 October 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: kmdcmei@public.km.yn.cn     

Cellular oscillator with a small number of particles

To illustrate complex spatio-temporal effects which are possible in cellular reactions with a small number of particles, we present Monte Carlo simulations of the formation of oscillatory spark-like patterns in a model completely stochastic Ca⁺² oscillator. Our analysis shows that in order to observe such patterns the minimum average number of Ca⁺² ions in the cytosol may be as low as about 50. Received 21 April 2002 / Received in final form 19 June 2002 Published online 14 October 2002 RID="a" ID="a"e-mail: zhdanov@catalysis.nsk.su     

Noise correlations in shear flows

We consider the effects of a shear on velocity fluctuations in a flow. The shear gives rise to a transient amplification that not only influences the amplitude of perturbations but also their time correlations. We show that, in the presence of white noise, time correlations of transversal velocity components are exponential and that correlations of the longitudinal components are exponential with an algebraic prefactor. Cross correlations between transversal and downstream components are strongly asymmetric and provide a clear indication of non-normal amplification. We suggest experimental tests of our predictions. Received 26 February 2002 / Received in final form 11 March 2003 Published online 20 June 2003 RID="a" ID="a"e-mail: bruno.eckhardt@physik.uni-marburg.de RID="b" ID="b"Also at: Jawaharlal Nehru Centre for Advanced Scientific Research, Bangalore, India     

Nonlinear dynamics of dimers on periodic substrates

We study the dynamics of a dimer moving on a periodic one-dimensional substrate as a function of the initial kinetic energy at zero temperature. The aim is to describe, in a simplified picture, the microscopic dynamics of diatomic molecules on periodic surfaces, which is of importance for thin film formation and crystal growth. We find a complex behaviour, characterized by a variety of dynamical regimes, namely oscillatory, “quasi-diffusive” (chaotic) and drift motion. Parametrically resonant excitations of internal vibrations can be induced both by oscillatory and drift motion of the centre of mass. For weakly bound dimers a chaotic regime is found for a whole range of velocities between two non-chaotic phases at low and high kinetic energy. The chaotic features have been monitored by studying the Lyapunov exponents and the power spectra. Moreover, for a short-range interaction, the dimer can dissociate due to the parametric excitation of the internal motion. Received 8 July 2002 / Received in final form 15 November 2002 Published online 27 January 2003 RID="a" ID="a"e-mail: fusco@sci.kun.nl.     

Birth and long-time stabilization of out-of-equilibrium coherent structures

We study an analytically tractable model with long-range interactions for which an out-of-equilibrium very long-lived coherent structure spontaneously appears. The dynamics of this model is indeed very peculiar: a bicluster forms at low energy and is stable for very long time, contrary to statistical mechanics predictions. We first explain the onset of the structure, by approximating the short time dynamics with a forced Burgers equation. The emergence of the bicluster is the signature of the shock waves present in the associated hydrodynamical equations. The striking quantitative agreement with the dynamics of the particles fully confirms this procedure. We then show that a very fast timescale can be singled out from a slower motion. This enables us to use an adiabatic approximation to derive an effective Hamiltonian that describes very well the long time dynamics. We then get an explanation of the very long time stability of the bicluster: this out-of-equilibrium state corresponds to a statistical equilibrium of an effective mean-field dynamics. Received 28 February 2002 / Received in final form 24 July 2002 Published online 31 October 2002 RID="a" ID="a"e-mail: Thierry.Dauxois@ens-lyon.fr RID="b" ID="b"UMR-CNRS 5672 RID="c" ID="c"UMR 5582     

Nonlinear diffusion under a time dependent external force: q-maximum entropy solutions

Nonlinear diffusion equations provide useful models for a number of interesting phenomena, such as diffusion processes in porous media. We study here a family of nonlinear Fokker-Planck equations endowed both with a power-law nonlinear diffusion term and a drift term with a time dependent force linear in the spatial variable. We show that these partial differential equations exhibit exact time dependent particular solutions of the Tsallis maximum entropy (q-MaxEnt) form. These results constitute generalizations of previous ones recently discussed in the literature [C. Tsallis, D.J. Bukman, Phys. Rev. E 54, R2197 (1996)], concerning q-MaxEnt solutions to nonlinear Fokker-Planck equations with linear, time independent drift forces. We also show that the present formalism can be used to generate approximate q-MaxEnt solutions for nonlinear Fokker-Planck equations with time independent drift forces characterized by a general spatial dependence. Received 25 April 2001 and Received in final form 6 June 2001     

Power injected in dissipative systems and the fluctuation theorem

We consider three examples of dissipative dynamical systems involving many degrees of freedom, driven far from equilibrium by a constant or time dependent forcing. We study the statistical properties of the injected and dissipated power as well as the fluctuations of the total energy of these systems. The three systems under consideration are: a shell model of turbulence, a gas of hard spheres colliding inelastically and excited by a vibrating piston, and a Burridge-Knopoff spring-block model. Although they involve different types of forcing and dissipation, we show that the statistics of the injected power obey the “fluctuation theorem" demonstrated in the case of time reversible dissipative systems maintained at constant total energy, or in the case of some stochastic processes. Although this may be only a consequence of the theory of large deviations, this allows a possible definition of “temperature" for a dissipative system out of equilibrium. We consider how this “temperature" scales with the energy and the number of degrees of freedom in the different systems under consideration. Received 26 June 2000 and Received in final form 24 October 2000     

Inelastic relaxation and noise temperature in S/N/S junctions

We studied electronic relaxation in long diffusive superconductor/normal metal/superconductor (S/N/S) junctions by means of current noise and transport measurements down to very low temperature (100mK). Samples with normal metal lengths of 4, 10 and 60μm have been investigated. In all samples the shot noise increases very rapidly with the voltage. This is interpreted in terms of enhanced heating of the electron gas confined between the two S/N interfaces. Experimental results are analyzed quantitatively taking into account electron-phonon interaction and heat transfer through the S/N interfaces. Transport measurements reveal that in all samples the two S/N interfaces are connected incoherently, as shown by the reentrance of the resistance at low temperature. The complementarity of noise and transport measurements allows us to show that the energy dependence of the reentrance at low voltage is essentially due to the increasing effective temperature of the quasiparticles in the normal metal. Received 5 February 2002 / Received in final form 6 September 2002 Published online 31 October 2002 RID="a" ID="a"e-mail: hoffmann@drfmc.ceng.cea.fr     

Thermodynamics and transport in an active Morse ring chain

We investigate the stochastic dynamics of an one-dimensional ring with N self-driven Brownian particles. In this model neighboring particles interact via conservative Morse potentials. The influence of the surrounding heat bath is modeled by Langevin-forces (white noise) and a constant viscous friction coefficient γ. The Brownian particles are provided with internal energy depots which may lead to active motions of the particles. The depots are realized by an additional nonlinearly velocity-dependent friction coefficient γ ₁(v) in the equations of motions. In the first part of the paper we study the partition functions of time averages and thermodynamical quantities (e.g. pressure) characterizing the stationary physical system. Numerically calculated non-equilibrium phase diagrams are represented. The last part is dedicated to transport phenomena by including a homogeneous external force field that breaks the symmetry of the model. Here we find enhanced mobility of the particles at low temperatures. Received 21 July 2001     

Elastica hypoarealis

We examine the equilibria of a rigid loop in the plane, characterized by an energy functional quadratic in the curvature, subject to the constraints of fixed length and fixed enclosed area. Whereas the only non self-intersecting equilibrium corresponding to the fixed length constraint is the circle, the area constraint gives rise to distinct equilibria labeled by an integer. These configurations exhibit self-intersections and bifurcations as the area is reduced. In addition, not only can the Euler-Lagrange equation be integrated to provide a quadrature for the curvature but the embedding itself can be expressed as a local function of the curvature. Perturbations connecting equilibria are shown to satisfy a first order ODE which is readily solved. Analytical expressions for the energy as a function of the area are obtained in the limiting regimes. Received 18 October 2001 / Received in final form 31 May 2002 Published online 2 October 2002 RID="a" ID="a"e-mail: capo@fis.cinvestav.mx RID="b" ID="b"e-mail: chryss@nuclecu.unam.mx RID="c" ID="c"e-mail: jemal@nuclecu.unam.mx     

The role of pinning and instability in a class of non-equilibrium growth models

We study the dynamics of a growing crystalline facet where the growth mechanism is controlled by the geometry of the local curvature. A continuum model, in (2+1) dimensions, is developed in analogy with the Kardar-Parisi-Zhang (KPZ) model is considered for the purpose. Following standard coarse graining procedures, it is shown that in the large time, long distance limit, the continuum model predicts a curvature independent KPZ phase, thereby suppressing all explicit effects of curvature and local pinning in the system, in the “perturbative” limit. A direct numerical integration of this growth equation, in 1+1 dimensions, supports this observation below a critical parametric range, above which generic instabilities, in the form of isolated pillared structures lead to deviations from standard scaling behaviour. Possibilities of controlling this instability by introducing statistically “irrelevant" (in the sense of renormalisation groups) higher ordered nonlinearities have also been discussed. Received 23 April 2002 / Received in final form 24 July 2002 Published online 31 October 2002 RID="a" ID="a"e-mail: akc@mpipks-dresden.mpg.de     

Momentum transfer theory of ion transport under the influence of resonant charge transfer collisions: the case of argon and neon ions in parent gases

Transport properties of ion swarms in presence of Resonant Charge Transfer (RCT) collisions are studied using Momentum Transfer Theory (MTT). It was shown that, not surprisingly, RCT collisions may be represented as a special case of elastic scattering. Using the developed MTT we tested a previously available anisotropic set of cross-sections for Ar+Ar ⁺ collisions by making the comparisons with the available data for the transverse diffusion coefficient. We also developed an anisotropic set of Ne+Ne ⁺ integral cross-sections based on the available data for mobility, longitudinal and transverse diffusion. Anisotropic sets of cross-sections are needed for Monte Carlo simulations of ion transport and plasma models. Received 16 June 2002 / Received in final form 2nd August 2002 Published online 24 September 2002 RID="a" ID="a"e-mail: vrhovac@phy.bg.ac.yu RID="b" ID="b"e-mail: zoran@phy.bg.ac.yu     

Storage of electromagnetic field energy in matter

The partitioning, uniqueness and form of field energy stored in matter, and its properties as a state function, is established. Consequently, the first and second laws apply to the nonfield and field parts of the internal energy as separate entities. This provides a bridge between thermodynamics and the classical theory of electromagnetism. Presentation of the temperature as the sum of nonfield and field contributions is used to establish field dependent barriers to temperature decrease toward the absolute zero, and the existence of field induced temperature jumps. These temperature jumps appear at the instant the field is switched on, or turned off. The partitioning of field and nonfield energies is illustrated for a specific case of an ideal gas, and the heat absorbed by the field is derived in terms of difference in adiabatic magnetization. Finally, the current, restrictive, form of electromagnetic field energy density is redefined with respect to the effect of field energy stored outside the system boundaries. Received 6 June 2000 / Received in final form 26 March 2002 Published online 24 September 2002 RID="a" ID="a"e-mail: zimmels@tx.technion.ac.il     

Ab initio vibrational and dielectric properties of chalcopyrite CuInS <Emphasis Type="Bold">2</Emphasis>

We have performed a first-principles study of structural, dynamical, and dielectric properties of the chalcopyrite semiconductor CuInS₂. The calculations have been carried out within the local density functional approximation using norm-conserving pseudopotentials and a plane-wave basis. Born effective charge tensors, dielectric permitivity tensors, the phonon frequencies at the Brillouin zone center and mode oscillator strengths are calculated using density functional perturbation theory. The calculated properties agree with infrared and Raman measurements. Received 12 December 2002 / Received in final form 17 March 2003 Published online 20 June 2003 RID="a" ID="a"e-mail: resul@ibu.edu.tr     

Localization-delocalization transition in one-dimensional system with long-range correlated diagonal disorder

We show that the electronic states in a one-dimensional (1D) Anderson model of diagonal disorder with long-range correlation proposed by de Moura and Lyra exhibit localization-delocalization phase transition in varying the energy of electrons. Using transfer matrix method, we calculate the average resistivity and investigate how it changes with the size of the system N. For given value of α (> 2) we find critical energies E_c1 and E_c2 such that the resistivity decreases with N as a power law ∝ N ^{- γ} for electron energies within the range of [E _c1, E _c2], and exponentially grows with N outside this range. Such behaviors persist in approaching the transition points and the exponent γ is in the range from 0.92 to 0.96. The origin of the delocalization in this 1D model is discussed. Received 18 December 2001 / Received in final form 2 May 2002 Published online 14 October 2002 RID="a" ID="a"e-mail: sjxiong@nju.edu.cn     

ZnSe films deposited on crystalline GaAs and amorphous quartz substrates by means of pulsed laser ablation technique

ZnSe films were deposited by pulsed laser ablation on a crystalline GaAs substrate and on an amorphous quartz substrate. The deposition process was performed with the same growth parameters. The films were investigated by means of X-ray diffraction, reflectance and photoluminescence spectroscopy. The X-ray diffraction spectra have demonstrated that the films grow in a highly oriented way but having different orientations, i.e. the films deposited on GaAs grow (100)-oriented and the films deposited on quartz grow (111)-oriented. Reflectance spectra as a function of the temperature have been analysed by means of the classical oscillator model, in order to obtain the temperature dependence of the band gap energy. This gives results comparable to those of ZnSe single crystals for ZnSe on GaAs, but it is red-shifted for ZnSe on quartz, because of lattice and thermal strains. The photoluminescence measurements at T = 10 K confirm the better quality of ZnSe deposited on GaAs and show that pulsed laser ablation is a promising technique to grow films having intrinsic luminescence even on an amorphous substrate. Received 29 May 2002 Published online 31 October 2002 RID="a" ID="a"e-mail: giuseppe.perna@ba.infn.it     

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     

The role of diffusion in the chaotic advection of a passive scalar with finite lifetime

We study the influence of diffusion on the scaling properties of the first order structure function, S₁, of a two-dimensional chaotically advected passive scalar with finite lifetime, i.e., with a decaying term in its evolution equation. We obtain an analytical expression for S₁ where the dependence on the diffusivity, the decaying coefficient and the stirring due to the chaotic flow is explicitly stated. We show that the presence of diffusion introduces a crossover length-scale, the diffusion scale (L_d), such that the scaling behaviour for the structure function is analytical for length-scales shorter than L_d, and shows a scaling exponent that depends on the decaying term and the mixing of the flow for larger scales. Therefore, the scaling exponents for scales larger than L_d are not modified with respect to those calculated in the zero diffusion limit. Moreover, L_d turns out to be independent of the decaying coefficient, being its value the same as for the passive scalar with infinite lifetime. Numerical results support our theoretical findings. Our analytical and numerical calculations rest upon the Feynmann-Kac representation of the advection-reaction-diffusion partial differential equation. Received 18 March 2002 Published online 31 July 2002     

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