Fisher zeros in the Kallen–Lehmann approach to 3D Ising model

The distribution of the Fisher zeros in the Kallen–Lehmann approach to three-dimensional Ising model is studied. It is argued that the presence of a non-trivial angle (a cusp) in the distribution of zeros in the complex temperatures plane near the physical singularity is realized through a strong breaking of the 2D Ising self-duality. Remarkably, the realization of the cusp in the Fisher distribution ultimately leads to an improvement of the results of the Kallen–Lehmann ansatz. In fact, excellent agreement with Monte Carlo predictions both at high and at low temperatures is observed. Besides, agreement between both approaches is found for the predictions of the critical exponent α   and of the universal amplitude ratio Δ=A₊/A₋$\Delta =A_{+}/A_{-}$, within the 3.5% and 7% of the Monte Carlo predictions, respectively.     

Kallen–Lehman approach to 3D Ising model

A “Kallen–Lehman” approach to Ising model, inspired by quantum field theory à la Regge, is proposed. The analogy with the Kallen–Lehman representation leads to a formula for the free-energy of the 3D model with few free parameters which could be matched with the numerical data. The possible application of this scheme to the spin glass case is shortly discussed.     

Meson-meson interactions and Regge propagators

By a reformulation of the loop expansion in the Resonance-Spectrum Expansion amplitude for meson-meson scattering, in terms of s-channel exchange of families of propagator modes, we obtain a formalism which allows for a wider range of applications. The connection with the unitarized amplitudes employed in some chiral theories is discussed. We also define an alternative for the Regge spectra and indicate how this may be observed in experiment.     

Maximum Path Information and Fokker--Planck Equation

We present a rigorous method to derive the nonlinear Fokker-Planck （FP） equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang [Chaos, Solitons ＆ Fractals 23 （2005） 1253] for smooth or quasi-smooth irregular dynamics evolving in Markovian process. The FP equation obtained may take two different but equivalent forms. It was also found that the diffusion constant may depend on both q （the index of Tsallis entropy [J. Stat. Phys. 52 （1988） 479] and the time t.     

Absence of hyperscaling violations for phase transitions with positive specific heat exponent

Finite size scaling theory and hyperscaling are analyzed in the ensemble limit which differs from the finite size scaling limit. Different scaling limits are discussed. Hyperscaling relations are related to the identification of thermodynamics as the infinite volume limit of statistical mechanics. This identification combined with finite ensemble scaling leads to the conclusion that hyperscaling relations cannot be violated for phase transitions with strictly positive specific heat exponent. The ensemble limit allows to derive analytical expressions for the universal part of the finite size scaling functions at the critical point. The analytical expressions are given in terms of generalH-functions, scaling dimensions and a new universal shape parameter. The universal shape parameter is found to characterize the type of boundary conditions, symmetry and other universal influences on critical behaviour. The critical finite size scaling functions for the order parameter distribution are evaluated numerically for the cases =3, =5 and =15 where is the equation of state exponent. Using a tentative assignment of periodic boundary conditions to the universal shape parameter yields good agreement between the analytical prediction and Monte-Carlo simulations for the two dimensional Ising model. Analytical expressions for critical amplitude ratios are derived in terms of critical exponents and the universal shape parameters. The paper offers an explanation for the numerical discrepancies and the pathological behaviour of the renormalized coupling constant in mean field theory. Low order moment ratios of difference variables are proposed and calculated which are independent of boundary conditions, and allow to extract estimates for a critical exponent.     

Characterizing dynamical transitions in bistable systems using a non-equilibrium measurement of work

We show how the Jarzynski relation can be exploited to analyze the nature of order-disorder, and a bifurcation type dynamical transition in terms of a response function derived on the basis of work distribution over non-equilibrium paths between two thermalized states. The validity of the response function extends over a linear as well as a nonlinear regime, and far from equilibrium situations.     

Rigid rotators and diatomic molecules via Tsallis statistics

We obtain an analytic expression for the specific heat of a system of N rigid rotators exactly in the high temperature limit, and via a perturbative approach in the low temperature limit. We then evaluate the specific heat of a diatomic gas with both translational and rotational degrees of freedom, and conclude that there is a mixing between the translational and rotational degrees of freedom in nonextensive statistics.     

A generalized Kolmogorov-Sinai-like entropy under Markov shifts in symbolic dynamics

In this paper, a generalized Kolmogorov-Sinai-like entropy ( entropy) in the sense of Tsallis is proposed with a nonextensive parameter q under Markov shifts, which contains the classical Kolmogorov-Sinai (KS) entropy and the Rényi entropy as well as Bernoulli shifts as special cases. To verify the formula of this entropy, a one-dimensional iterative system is chosen as an example of Markov shifts, and its entropy is evaluated by a new refinement method of symbolic dynamics called symbolic refinement which differs from the conventional numerical method. The numerical results show that this entropy is monotonically decreasing as q increases.     

Phase-space Lagrangian dynamics of incompressible thermofluids

Phase-space Lagrangian dynamics in ideal fluids (i.e., continua) is usually related to the so-called ideal tracer particles. The latter, which can in principle be permitted to have arbitrary initial velocities, are understood as particles of infinitesimal size which do not produce significant perturbations of the fluid and do not interact among themselves. An unsolved theoretical problem is the correct definition of their dynamics in ideal fluids. The issue is relevant in order to exhibit the connection between fluid dynamics and the classical dynamical system, underlying a prescribed fluid system, which uniquely generates its time-evolution.The goal of this paper is to show that the tracer-particle dynamics can be exactly established for an arbitrary incompressible fluid uniquely based on the construction of an inverse kinetic theory (IKT) [M. Tessarotto, M. Ellero, Bull. Am. Phys. Soc. 45 (9) (2000) 40; M. Tessarotto, M. Ellero, AIP Conf. Proc. 762 (2005) 108. RGD24, Italy, July 10-16, 2004; M. Ellero, M. Tessarotto, Physica A 355 (2005) 233; M. Tessarotto, M. Ellero, Physica A 373 (2007) 142, arXiv: physics/0602140; M. Tessarotto, M. Ellero, in: M.S. Ivanov, A.K. Rebrov (Eds.), Proc. 25th RGD, International Symposium on Rarefied gas Dynamics, St. Petersburg, Russia, July 21-28, 2006, Novosibirsk Publ. House of the Siberian Branch of the Russian Academy of Sciences, 2007, p. 1001, arXiv:physics/0611113; M. Tessarotto, C. Cremaschini, Strong solutions of the incompressible Navier-Stokes equations in external domains: Local existence and uniqueness, arXiv:0809.5164v1 [math-ph], 2008]. As an example, the case of an incompressible Newtonian thermofluid is considered here.     

Analytic model of Regge trajectories

A model for a Regge trajectory compatible with the threshold behavior required by unitarity and asymptotics in agreement with analyticity constraints is given in explicit form. The model is confronted in the time-like region with widths and masses of the mesonic resonances and, in the space-like region, the ρ trajectory is compared with predictions derived from the π-N charge-exchange reaction. Breaking of the exchange degeneracy is studied in the model and its effect on both the masses and widths is determined. Received: 23 January 2001 / Accepted: 9 February 2001     

Topology and phase transitions II. Theorem on a necessary relation

In this second paper, we prove a necessity theorem about the topological origin of phase transitions. We consider physical systems described by smooth microscopic interaction potentials VN(q)$V_N(q)$, among N   degrees of freedom, and the associated family of configuration space submanifolds _{Mv}v∈R${\{M_v\}}_{v\in \mathbb{R}}$, with Mv={q∈RN|VN(q)?v}$M_v=\{q\in {\mathbb{R}}^N|V_N(q)?v\}$. On the basis of an analytic relationship between a suitably weighed sum of the Morse indexes of the manifolds _{Mv}v∈R${\{M_v\}}_{v\in \mathbb{R}}$ and thermodynamic entropy, the theorem states that any possible unbound growth with N   of one of the following derivatives of the configurational entropy S(−)(v)=(1/N)logMv_∫dNq$S^{(-)}(v)=(1/N)\log {\int }_{M_v}{d}^{N}q$, that is of |k^∂S(−)(v)/∂vk|$|{\partial }^k{S}^{(-)}(v)/\partial v^k|$, for k=3,4$k=3,4$, can be entailed only by the weighed sum of Morse indexes. Since the unbound growth with N of one of these derivatives corresponds to the occurrence of a first- or of a second-order phase transition, and since the variation of the Morse indexes of a manifold is in one-to-one correspondence with a change of its topology, the Main Theorem of the present paper states that a phase transition necessarily stems from a topological transition in configuration space. The proof of the theorem given in the present paper cannot be done without Main Theorem of paper I.     

Dynamics of Symmetric Conserved Mass Aggregation Model on Complex Networks

We investigate the dynamical behaviour of the aggregation process in the symmetric conserved mass aggregation model under three different topological structures. The dispersion a（t, L） = （∑i（mi - ρo ） ^2 / L ）1/2 is defined to describe the dynamical behaviour where Po is the density of particle and mi is the particle number on a site. It is found numerically that for a regular lattice and a scale-free network, σ（t, L） follows a power-law scaling σ（ t, L） ~ t^δ1 and σ（ t, L） ~ t^δ4 from a random initial condition to the stationary states, respectively. However, for a small-world network, there are two power-law scaling regimes, σ（t, L） ~ t^δ2 when t 〈 T and 〈（t, L） ~ t^δ3 when t 〉 T. Moreover, it is found numerically that 62 is near to 61 for small rewiring probability q, and 63 hardly changes with varying q and it is almost the same as 64. We speculate that the aggregation of the connection degree accelerates the mass aggregation in the initial relaxation stage and the existence of the long-distance interactions in the complex networks results in the acceleration of the mass aggregation when t 〉 T for the small-world networks. We also show that the relaxation time r follows a power-law scaling τ ~ L^z and σ（t, L） in the stationary state follows a power-law Gs（L） - L^α for three different structures.     

Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.     

On the way towards a generalized entropy maximization procedure

We propose a generalized entropy maximization procedure, which takes into account the generalized averaging procedures and information gain definitions underlying the generalized entropies. This novel generalized procedure is then applied to Rényi and Tsallis entropies. The generalized entropy maximization procedure for Rényi entropies results in the exponential stationary distribution asymptotically for q∈(0,1] in contrast to the stationary distribution of the inverse power law obtained through the ordinary entropy maximization procedure. Another result of the generalized entropy maximization procedure is that one can naturally obtain all the possible stationary distributions associated with the Tsallis entropies by employing either ordinary or q-generalized Fourier transforms in the averaging procedure.     

Nonlinear Markov processes

Some elementary properties and examples of Markov processes are reviewed. It is shown that the definition of the Markov property naturally leads to a classification of Markov processes into linear and nonlinear ones.     

Nonlinear Markov processes: Deterministic case

Deterministic Markov processes that exhibit nonlinear transition mechanisms for probability densities are studied. In this context, the following issues are addressed: Markov property, conditional probability densities, propagation of probability densities, multistability in terms of multiple stationary distributions, stability analysis of stationary distributions, and basin of attraction of stationary distribution.     

One-dimensional statistical mechanics models with application to peapods

Quasi one-dimensional systems of molecules of C₆₀ encapsulated in (10/10) nanotubes were studied by both lattice-gas and Takashi–Gursey configurational integral methods of statistical mechanics for both open and capped finite nanotubes as well as infinite nanotubes. From well-established potentials, the energy, heat capacity compressibility, equation of state and absorption isotherms were computed as a function of temperature and molecular density. The existing theories were extended to include the calculation of clustering, and the number of clusters as a function of size was computed for a variety of temperatures and densities. For both models, all molecules are frozen into a single cluster, and increasing the temperature results in a break-up into smaller clusters. The corresponding heat capacity has a broad maximum, which is lower for the T–G model than for the lattice-gas model. The equations of state have a similar form in both models and are identical at low temperatures. The absorption isotherms show that filling of the tubes can take place at all temperatures of practical interest. Peapods are nearly ideal realizations of one-dimensional systems whose thermodynamic and structural properties can be accurately obtained by statistical mechanics. Received: 15 November 2001 / Accepted: 25 October 2002 / Published online: 10 March 2003 RID="*" ID="*"Corresponding author. Fax: +1-215/573-2128, E-mail: lag@sol1.lrsm.upenn.edu RID="**" ID="**"Present address: Dept. of Physics, North Carolina State University, Raleigh, NC 27695, USA