On causal stochastic equations for log-stable multiplicative cascades

We reformulate various versions of infinitely divisible cascades proposed in the literature using stochastic equations. This approach sheds a new light on the differences and common points of several formulations that have been recently provided by several teams. In particular, we focus on the simplification occurring when the infinitely divisible noise at the heart of such model is stable: an independently scattered random measure becomes a stable stochastic integral. In the last section we discuss the D-dimensional generalization.     

Prime field decompositions and infinitely divisible states on Borchers' tensor algebra

We generalize some notions of probability theory and theory of group representations to field theory and to states on the Borchers algebraS. It is shown that every field (relativistic and Euclidean, ...) can be decomposed into a countable number of prime fields and an infinitely divisible field. In terms of states this means that every state onS is a product of an infinitely divisible state and a countable number of prime states, and in this formulation it applies equally well to correlation functions of statistical mechanics and to moments of linear stochastic processes overS orD. Necessary and sufficient conditions for infinitely divisible states are given. It is shown that the fields of the ø ₂ ⁴ -theory are either prime or contain prime factors. Our results reduce the classification problem of Wightman and Euclidean fields to that of prime fields and infinitely divisible fields. It is pointed out that prime fields are relevant for a nontrivial scattering theory.     

Fractal dimension of long electrical discharges

The fractal dimension of 500 mm long electrical discharges is presented by analyzing a set of photographic images. Three popular fractal dimension estimation techniques, box counting, sandbox and correlation function methods were used to estimate the fractal dimension of the discharge channels. To remove the apparent thickness due to varying magnitudes of current in the discharge channels, edge detection algorithms were utilized. The estimated fractal dimensions for box counting, sandbox and correlation function for long laboratory sparks were 1.20 ± 0.06, 1.66 ± 0.05 and 1.52 ± 0.12 respectively. Within statistical uncertainties, the estimated fractal dimensions of positive and negative polarities agreed very well.     

Intermittency in multiparticle production at high energy

We present predictions of random cascading models for multiparticle production at high energy. Standard and correlated factorial moments in rapidity are shown to provide stringent tests of the intermittency patterns characteristic of random cascades. Using the central limit theorem we show how to test directly for the existence of a cascading process. Finally, we discuss how to take into account statistical corrections.     

近地层大气光学湍流的分形和间歇性特征分析

利用光纤湍流测量系统获得了合肥西郊科学岛上气象观测场内下垫面平坦的水面上方0.48m、草地上方1.8m和23m高处的大气折射率起伏的观测数据,采用R/S分析法计算了近地层大气光学湍流的赫斯特指数和分形维数,统计分析了分形维数的日变化特征及概率分布特征。结果表明:对于一天的不同时段,分形维数在一定范围内动态变化,且中午时段相对稳定;在三种下垫面条件下,全天分形维数的值大多在1.3~1.4之间,其最可几概率位于1.35处,从均值来看,草地上方1.8m的分形维数最大,水面上方0.48m次之,草地上方23m处最小。最后,初步探讨了近地层大气光学湍流分形维数、间歇性指数和湍流发展程度的相关性。     

Relaxation of a test particle in systems with long-range interactions: diffusion coefficient and dynamical friction

We study the relaxation of a test particle immersed in a bath of field particles interacting via weak long-range forces. To order 1/N in the N→+∞ limit, the velocity distribution of the test particle satisfies a Fokker-Planck equation whose form is related to the Landau and Lenard-Balescu equations in plasma physics. We provide explicit expressions for the diffusion coefficient and friction force in the case where the velocity distribution of the field particles is isotropic. We consider (i) various dimensions of space d=3,2 and 1; (ii) a discret spectrum of masses among the particles; (iii) different distributions of the bath including the Maxwell distribution of statistical equilibrium (thermal bath) and the step function (water bag). Specific applications are given for self-gravitating systems in three dimensions, Coulombian systems in two dimensions and for the HMF model in one dimension.     

Complexity of Fracturing in Terms of Non-Extensive Statistical Physics: From Earthquake Faults to Arctic Sea Ice Fracturing

Fracturing processes within solid Earth materials are inherently a complex phenomenon so that the underlying physics that control fracture initiation and evolution still remain elusive. However, universal scaling relations seem to apply to the collective properties of fracturing phenomena. In this article we present a statistical physics approach to fracturing based on the framework of non-extensive statistical physics (NESP). Fracturing phenomena typically present intermittency, multifractality, long-range correlations and extreme fluctuations, properties that motivate the NESP approach. Initially we provide a brief review of the NESP approach to fracturing and earthquakes and then we analyze stress and stress direction time series within Arctic sea ice. We show that such time series present large fluctuations and probability distributions with “fat” tails, which can exactly be described with the q-Gaussian distribution derived in the framework of NESP. Overall, NESP provide a consistent theoretical framework, based on the principle of entropy, for deriving the collective properties of fracturing phenomena and earthquakes.     

Lévy processes and Schrödinger equation

We analyze the extension of the well known relation between Brownian motion and the Schrödinger equation to the family of the Lévy processes. We consider a Lévy-Schrödinger equation where the usual kinetic energy operator-the Laplacian-is generalized by means of a selfadjoint, pseudodifferential operator whose symbol is the logarithmic characteristic of an infinitely divisible law. The Lévy-Khintchin formula shows then how to write down this operator in an integro-differential form. When the underlying Lévy process is stable we recover as a particular case the fractional Schrödinger equation. A few examples are finally given and we find that there are physically relevant models-such as a form of the relativistic Schrödinger equation-that are in the domain of the non stable Lévy-Schrödinger equations.     

On the Fractal dimension and correlations in percolation theory

We discuss the fractal dimension of the infinite cluster at the percolation threshold. Using sealing theory and renormalization group we present an explicit expression for the two-point correlation function within percolation clusters. The fractal dimension is given by direct integration of this function.See especially Ref. 1 for a discussion of the general aspects of percolation.     

Fractal formations in the Lattice Limit Cycle model

We examine the fractal patterns arising in the Lattice Limit Cycle model, when it is restricted on square and fractal lattices. We show that, for processes taking place on regular 2d substrates, the fractal dimensions depend on the kinetic constants and we have observed a sharp phase-transition from uniform 2d spatial distributions (d_f=2) when the kinetic parameters are near the Hopf bifurcation point, to a inside the limit cycle region. For processes taking place on substrates which contain inactive sites, we observe nucleation of homologous species around inactive regions leading to poisoning, when the active sites are distributed in a fractal manner on the substrate. This is less frequent in cases where the active sites are distributed uniformly and randomly on the lattice leading, normally, to non-trivial steady states.     

On-off intermittency in continuum systems driven by Lorenz system

Previous studies of on-off intermittency in continuum systems are generally in the synchronization of identical chaotic oscillators or in the nonlinear systems driven by the Duffing oscillator. In this paper, one-state on-off intermittency and two-state on-off intermittency are observed in two five-dimensional continuum systems, respectively. The systems have skew product structure in which a two-dimensional subsystem is driven by the well-known Lorenz chaotic system. Moreover, the phenomenon of intermingled basins is observed below the blowout bifurcation. The statistical properties of the intermittency in the systems are investigated. It is shown that the distribution of the laminar phase duration time follows a power law, and that of the burst phase amplitude shows a −1 power law, which coincide with the basic statistical characteristics of on-off intermittency.     

Nonperturbative renormalization group approach to turbulence

We suggest a new, renormalization group (RG) based, nonperturbative method for treating the intermittency problem of fully developed turbulence which also includes the effects of a finite boundary of the turbulent flow. The key idea is not to try to construct an elimination procedure based on some assumed statistical distribution, but to make an ansatz for possible RG transformations and to pose constraints upon those, which guarantee the invariance of the nonlinear term in the Navier-Stokes equation, the invariance of the energy dissipation, and other basic properties of the velocity field. The role of length scales is taken to be inverse to that in the theory of critical phenomena; thus possible intermittency corrections are connected with the outer length scale. Depending on the specific type of flow, we find different sets of admissible transformations with distinct scaling behaviour: for the often considered infinite, isotropic, and homogeneous system K41 scaling is enforced, but for the more realistic plane Couette geometry no restrictions on intermittency exponents were obtained so far. Received: 28 December 1997 / Accepted: 6 August 1998     

Verhulst model with Lévy white noise excitation

The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Lévy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise; (ii) noise with a probability density of increments expressed in terms of Gamma function; and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induced by the multiplicative Lévy noise, from a trimodal probability distribution to a bimodal probability distribution in asymptotics. Finally we find a nonmonotonic behavior of the nonlinear relaxation time as a function of the Cauchy stable noise intensity.     

Statistical analysis of the transition to turbulence in plane Couette flow

We argue on general grounds that the transition to turbulence in plane Couette flow is best studied experimentally at a statistical level. We present such a statistical analysis of experimental data guided by a parallel investigation of a simple coupled map lattice model for spatiotemporal intermittency. We confirm that this generic type of spatiotemporal chaos is relevant in the context of plane Couette flow, where the linear stability of the laminar regime at all Reynolds numbers insures the necessary local subcriticality. Using large ensembles of similar experiments, we show the existence of a well-defined threshold Reynolds number above which a unique, turbulent, intermittent attractor coexists with the laminar flow. Furthermore, our data reveals that this transition to spatiotemporal intermittency is discontinuous, i.e. akin to a first-order phase transition. Received: 10 April 1998 / Revised: 22 June 1998 / Accepted: 24 June 1998     

Chaotic transition in a three-coupled phase-locked loop system

The chaotic transition is observed in a three-coupled phase-locked loop (PLL) system in both experiments and numerical simulations. In this system, three PLL oscillators are connected with the periodic boundary condition. Intermittency is found in partially synchronized phase, in which two of three oscillators synchronize with each other and form a pair, and the chaotic transition occurs due to the recombination of synchronized pairs so that different pair is re-formed. In this phase, on-off intermittency is also observed and statistical analyses are carried out for on-off intermittent time series. This intermittency is considered as a hybrid type of intermittency with both on-off intermittency and intermittency due to the recombination of synchronized pairs present in the same time series. We also show the chaotic transition phenomena in a three-coupled logistic map system. (c) 2001 American Institute of Physics.     

A study of fluctuations and correlations in deep-inelastic muon-nucleon scattering at 280 GeV

Using data of the European Muon Collaboration on muon-proton and muon-deuteron scattering at 280 GeV, an intermittency analysis in one, two and three phase space dimensions is carried out. In addition, a factorial correlator analysis and a multifractal analysis, both in one dimension (rapidity), are presented.     

Intersecting behaviour of nanoscale Schottky diodes I-V curves

We describe a new feature connected with Schottky barriers with nanosize dimensions. We found out by theoretical analysis that the I-V curves of such small diodes measured at different temperatures should intersect and consecutively at higher voltages larger current flows through the diode at lower temperatures. This effect which is at first glance in contradiction with the thermionic theory is caused by the series resistance influence. We show that the presence of the series resistance is a necessary condition of its observation. However, the intersection voltage—minimum voltage at which the intersection may occur—increases with the value of the series resistance and the diode dimensions for which the effect could be observable in Si diodes and the common series resistance values must be in submicrometer range. Diodes with several hundreds nanometers dimension have the intersection voltage ∼1 V. Analytical expression for the intersection voltage values was also derived.