Fluctuations in coagulating systems. II

In this paper we consider coagulation processes in large but finite systems, and study the time-dependent behavior of the (nonequilibrium) fluctuations in the cluster size distribution. For this purpose we apply van Kampen's-expansion to a master equation describing coagulation processes, and derive an approximate (Fokker-Planck) equation for the probability distribution of the fluctuations. First we consider two exactly soluble models, corresponding to the choicesK(i, j) =i + jandK(i, j)=1 for the rate constants in the Fokker-Planck equation. For these models and monodisperse initial conditions we calculate the probability distribution of the fluctuations and the equal-time and two-time correlation functions. For general initial conditions we study the behavior of the fluctuations at large cluster sizes, and in the scaling limit. Next we consider, in general, homogeneous rate constants, with the propertyK(i, j) =a ^- K(ai,aj)for alla>0, and we give asymptotic expressions for the equal-time correlation functions at large cluster sizes, and in the scaling limit. In the scaling limit we find that the fluctuations show relatively simple scaling behavior for all homogeneous rate constantsK(i, j).     

A Generalization of Scaling Models of Turbulence

We report on some implications of the theory of turbulence developed by V. Yakhot (Phys. Rev. E 57(2):1737, 1998). In particular we focus on the expression for the scaling exponents ζ _n . We show that Yakhot’s result contains three well known scaling models as special cases, namely K41, K62 and the theory by V. L’vov and I. Procaccia (Phys. Rev. E 62(6):8037, 2000). The model furthermore yields a theoretical justification for the method of extended self-similarity (ESS).     

The Length of an SLE—Monte Carlo Studies

The scaling limits of a variety of critical two-dimensional lattice models are equal to the Schramm–Loewner evolution (SLE) for a suitable value of the parameter κ. These lattice models have a natural parametrization of their random curves given by the length of the curve. This parametrization (with suitable scaling) should provide a natural parametrization for the curves in the scaling limit. We conjecture that this parametrization is also given by a type of fractal variation along the curve, and present Monte Carlo simulations to support this conjecture. Then we show by simulations that if this fractal variation is used to parametrize the SLE, then the parametrized curves have the same distribution as the curves in the scaling limit of the lattice models with their natural parametrization.     

Front propagation in chaotic and noisy reaction-diffusion systems: a discrete-time map approach

We study the front propagation in reaction-diffusion systems whose reaction dynamics exhibits an unstable fixed point and chaotic or noisy behaviour. We have examined the influence of chaos and noise on the front propagation speed and on the wandering of the front around its average position. Assuming that the reaction term acts periodically in an impulsive way, the dynamical evolution of the system can be written as the convolution between a spatial propagator and a discrete-time map acting locally. This approach allows us to perform accurate numerical analysis. They reveal that in the pulled regime the front speed is basically determined by the shape of the map around the unstable fixed point, while its chaotic or noisy features play a marginal role. In contrast, in the pushed regime the presence of chaos or noise is more relevant. In particular the front speed decreases when the degree of chaoticity is increased, but it is not straightforward to derive a direct connection between the chaotic properties (e.g. the Lyapunov exponent) and the behaviour of the front. As for the fluctuations of the front position, we observe for the noisy maps that the associated mean square displacement grows in time as t ^1/2 in the pushed case and as t ^1/4 in the pulled one, in agreement with recent findings obtained for continuous models with multiplicative noise. Moreover we show that the same quantity saturates when a chaotic deterministic dynamics is considered for both pushed and pulled regimes. Received 17 July 2001     

The effective gauge field action of a system of non-relativistic electrons

We consider a system of free, non-relativistic electrons at zero temperature and positive density, coupled to an arbitrary, external electromagnetic vector potential,A. By integrating out the electron degrees of freedom we obtain the effective action forA. We show that, in the scaling limit, this effective action is quadratic inA and can be viewed as an integral over the Fermi sphere of effective actions of (1+1)-dimensional, chiral schwinger models. We use this result to elucidate Luther-Haldane bosonization of systems of non-relativistic electrons. We also study systems of weakly coupled interacting electrons for which the BCS channel is turned off. Using the quadratic dependence of the effective action onA, we show that, in the scaling limit, the RPA yields the dominant contribution.     

Corrections to finite-size-scaling in two dimensional Potts models

High resolution Monte Carlo simulations are used to examine the finite size behavior of Q-state Potts models in two dimensions. For Q = 3 we find that at the critical point bulk properties are subject to much larger corrections to finite size scaling than were previously realized. For Q = 4 we find that corrections to finite size scaling are subtle and that the multiplicative logarithmic correction is insufficient to correct the dominant terms.     

Multi-affinity and multi-fractality in systems of chaotic elements with long-wave forcing

Multi-scaling properties in quasi-continuous arrays of chaotic maps driven by long-wave random force are studied. The spatial pattern of the amplitude X(x,t) is characterized by multi-affinity, while the field defined by its coarse-grained spatial derivative exhibits multi-fractality. The strong behavioral similarity of the X- and Y-fields respectively to the velocity and energy dissipation fields in fully-developed fluid turbulence is remarkable, still our system is unique in that the scaling exponents are parameter-dependent and exhibit nontrivial q-phase transitions. A theory based on a random multiplicative process is developed to explain the multi-affinity of the X-field, and some attempts are made towards the understanding of the multi-fractality of the Y-field. Received 16 November 1998     

Lattice dynamical models of adaptive spatio-temporal phenomena

We describe the rich spectrum of spatio-temporal phenomena emerging from a class of models incorporating adaptive dynamics on a lattice of nonlinear (typically chaotic) elements. The investigation is based on extensive numerical simulations which reveal many novel dynamical phases, ranging from spatio-temporal fixed points and cycles of all orders, to parameter regimes displaying marked scaling properties (as manifest in distinct 1/f spectral characteristics and power law distributions of spatial quantities).     

Attractors of convex maps with positive Schwarzian derivative in the presence of noise

One-dimensional maps have proved to be useful models for understanding the transition to turbulence. We investigate a smooth perturbation of the well-known logistic system in order to examine numerically the change in the bifurcation behavior which is observed, when the Schwarzian derivative is allowed to become positive. We find coexistence of a fixed point attractor and a periodic or chaotic two-band-attractor. The chaotic two-band attractor can disappear by yielding a preturbulent state which will asymptotically settle down to a fixed-point. The chaotic behavior of some systems can be destroyed by arbitrarily small amounts of external noise. The concept of (ε, δ)-diffusions is used to describe the sensitivity of attractors against external noise. We also observe a direct transition from a fixed-point to a chaotic one-band attractor. This can be interpreted as type-III-intermittency of Pomeau and Manneville but with an almost linear scaling behavior of the Lyapunov exponent.     

On homogenization and scaling limit of some gradient perturbations of a massless free field

We study the continuum scaling limit of some statistical mechanical models defined by convex Hamiltonians which are gradient perturbations of a massless free field. By proving a central limit theorem for these models, we show that their long distance behavior is identical to a new (homogenized) continuum massless free field. We shall also obtain some new bounds on the 2-point correlation functions of these models. This article was processed by the author using the LAT_EX style filepljour1 from Springer-Verlag.     

A quasi-crisis in a quasi-dissipative system

A system concatenated by two area-preserving maps may be addressed as “quasi-dissipative", since such a system can display dissipative behaviors. This is due to noninvertibility induced by discontinuity in the system function. In such a system, the image set of the discontinuous border forms a chaotic quasi-attractor. At a critical control parameter value the quasi-attractor suddenly vanishes. The chaotic iterations escape, via a leaking hole, to an emergent period-8 elliptic island. The hole is the intersection of the chaotic quasi-attractor and the period-8 island. The chaotic quasi-attractor thus changes to chaotic quasi-transients. The scaling behavior that drives the quasi-crisis has been investigated numerically. Received 29 May 2001 and Received in final form 6 November 2001     

The role of dissipation in time-dependent non-integrable focusing billiards

In this study, we compare the dynamical properties of chaotic and nearly integrable time-dependent focusing billiards with elastic and dissipative boundaries. We show that in the system without dissipation the average velocity of particles scales with the number of collisions as ?V∝n(α). In the fully chaotic case, this scaling corresponds to a diffusion process with α≈1/2, whereas in the nearly integrable case, this dependence has a crossover; slow particles accelerate in a slow subdiffusive manner with α<1/2, while acceleration of fast particles is much stronger and their average velocity grows super-diffusively, i.e., α>1/2. Assuming ?V∝n(α) for a non-dissipative system, we obtain that in its dissipative counterpart the average velocity approaches to ?V(fin)∝1/δ(α), where δ is the damping coefficient. So that ?V(fin)∝√1/δ in the fully chaotic billiards, and the characteristics exponents α changes with δ from α(1)>1/2 to α(2)<1/2 in the nearly integrable systems. We conjecture that in the limit of moderate dissipation the chaotic time-depended billiards can accelerate the particles more efficiently. By contrast, in the limit of small dissipations, the nearly integrable billiards can become the most efficient accelerator. Furthermore, due to the presence of attractors in this system, the particles trajectories will be focused in narrow beams with a discrete velocity spectrum.     

A new continuum limit of matrix models

We define a new scaling limit of matrix models which can be related to the method of causal dynamical triangulations (CDT) used when investigating two-dimensional quantum gravity. Surprisingly, the new scaling limit of the matrix models is also a matrix model, thus explaining why the recently developed CDT continuum string field theory [J. Ambjørn, R. Loll, Y. Watabiki, W. Westra, S. Zohren, arXiv: 0802.0719] has a matrix-model representation [J. Ambjørn, R. Loll, Y. Watabiki, W. Westra, S. Zohren, arXiv: 0804.0252].     

Control of quasiparticle self-fluctuations in a CuCl crystal

A theory is developed for regular and chaotic self fluctuations in crystal CuCl for a ring resonator geometry. A system of nonlinear differential equations is derived for the dynamic evolution of coherent excitons, photons, and biexcitons. It is shown that, in the unstable portions of the optical bistability curves, nonlinear periodic and chaotic self fluctuations can develop with the creation of limit cycles and strange attractors in the phase space of the system. A computer simulation is used to determine the parameters for which reliable switching takes place in the system and the parameter ranges are found within which the system undergoes a transition from strange attractor to limit cycle. The possibility of experimentally observing the phenomena studied here is discussed. Fiz. Tverd. Tela (St. Petersburg) 41, 1939–1943 (November 1999)     

Onsager Relations and Eulerian Hydrodynamic Limit for Systems with Several Conservation Laws

We present the derivation of the hydrodynamic limit under Eulerian scaling for a general class of one-dimensional interacting particle systems with two or more conservation laws. Following Yau's relative entropy method it turns out that in case of more than one conservation laws, in order that the system exhibit hydrodynamic behaviour, some particular identities reminiscent of Onsager's reciprocity relations must hold. We check validity of these identities whenever a stationary measure with product structure exists. It also follows that, as a general rule, the equilibrium thermodynamic entropy (as function of the densities of the conserved variables) is a globally convex Lax entropy of the hyperbolic systems of conservation laws arising as hydrodynamic limit. As concrete examples we also present a number of models modeling deposition (or domain growth) phenomena. The Onsager relations arising in the context of hydrodynamic limits under hyperbolic scaling seem to be novel. The fact that equilibrium thermodynamic entropy is Lax entropy for the arising Euler equations was noticed earlier in the context of Hamiltonian systems with weak noise, see ref. 7.     

Block persistence

We define a block persistence probability p _l (t) as the probability that the order parameter integrated on a block of linear size l has never changed sign since the initial time in a phase-ordering process at finite temperature T<T _c . We argue that in the scaling limit of large blocks, where z is the growth exponent (), is the global (magnetization) persistence exponent and f(x) decays with the local (single spin) exponent for large x. This scaling is demonstrated at zero temperature for the diffusion equation and the large-n model, and generically it can be used to determine easily from simulations of coarsening models. We also argue that and the scaling function do not depend on temperature, leading to a definition of at finite temperature, whereas the local persistence probability decays exponentially due to thermal fluctuations. These ideas are applied to the study of persistence for conserved models. We illustrate our discussions by extensive numerical results. We also comment on the relation between this method and an alternative definition of at finite temperature recently introduced by Derrida [Phys. Rev. E 55, 3705 (1997)]. Received: 25 February 1998 / Revised: 24 July 1998 / Accepted: 27 July 1998     

Fractional Brownian Motions and Enhanced Diffusion in a Unidirectional Wave-Like Turbulence

We study transport in random undirectional wave-like velocity fields with nonlinear dispersion relations. For this simple model, we have several interesting findings: (1) In the absence of molecular diffusion the entire family of fractional Brownian motions (FBMs), persistent or anti-persistent, can arise in the scaling limit. (2) The infrared cutoff may alter the scaling limit depending on whether the cutoff exceeds certain critical value or not. (3) Small, but nonzero, molecular diffusion can drastically change the scaling limit. As a result, some regimes stay intact; some (persistent) FBM regimes become non-Gaussian and some other FBM regimes become Brownian motions with enhanced diffusion coefficients. Moreover, in the particular regime where the scaling limit is a Brownian motion in the absence of molecular diffusion, the vanishing molecular diffusion limit of the enhanced diffusion coefficient is strictly larger than the diffusion coefficient with zero molecular diffusion. This is the first such example that we are aware of to demonstrate rigorously a nonperturbative effect of vanishing molecular diffusion on turbulent diffusion coefficient.     

Controlling chaos: Stabilization of unstable orbits using exponential control for maps and flows

We demonstrate that chaos can be controlled using multiplicative exponential feedback control. Unstable fixed points, unstable limit cycles and unstable chaotic trajectories can all be stabilized using such control which is effective both for maps and flows. The control is of particular significance for systems with several degrees of freedom, as knowledge of only one variable on the desired unstable orbit is sufficient to settle the system onto that orbit. We find in all cases that the transient time is a decreasing function of the stiffness of control. But increasing the stiffness beyond an optimum value can increase the transient time. We have also used such a mechanism to control spatiotemporal chaos is a well-known coupled map lattice model.     

The Kosterlitz-Thouless universality class

We examine the Kosterlitz-Thouless universality class and show that essential scaling at this type of phase transition is not self-consistent unless multiplicative logarithmic corrections are included. In the case of specific heat these logarithmic corrections are identified analytically. To identify those corresponding to the susceptibility we set up a numerical method involving the finite-size scaling of Lee-Yang zeroes. We also study the density of zeroes and introduce a new concept called index scaling. We apply the method to the XY model and the c]osely related step model in two dimensions. The critical parameters (including logarithmic corrections) of the step model are compatible with those of the XY model indicating that both models belong to the same universality class. This result then raises questions over how a vortex binding scenario can be the driving mechanism for the phase transition. Furthermore, the logarithmic corrections identified numerically by our methods of fitting are not in agreement with the renormalization group predictions of Kosterlitz and Thouless.