First passage time and escape time distributions for continuous time random walks

We consider an arbitrary continuous time random walk (ctrw)via unbiased nearest-neighbour jumps on a linear lattice. Solutions are presented for the distributions of the first passage time and the time of escape from a bounded region. A simple relation between the conditional probability function and the first passage time distribution is analysed. So is the structure of the relation between the characteristic functions of the first passage time and escape time distributions. The mean first passage time is shown to diverge for all (unbiased)ctrw’s. The divergence of the mean escape time is related to that of the mean time between jumps. A class ofctrw’s displaying a self-similar clustering behaviour in time is considered. The exponent characterising the divergence of the mean escape time is shown to be (1−H), whereH(0<H<1) is the fractal dimensionality of thectrw.     

Numerical study of aD-dimensional periodic Lorentz gas with universal properties

We give the results of a numerical study of the motion of a point particle in ad-dimensional array of spherical scatterers (Sinai's billiard without horizon). We find a simple universal law for the Lyapounov exponent (as a function ofd) and a stretched exponential decay for the velocity autocorrelation as a function of the number of collisions. The diffusion seems to be anomalous in this problem. Ergodicity is used to predict the shape of the probability distribution of long free paths. Physical interpretations or clues are proposed.     

Symmetry of Lyapunov spectrum

The symmetry of the spectrum of Lyapunov exponents provides a useful quantitative connection between properties of dynamical systems consisting ofN interacting particles coupled to a thermostat, and nonequilibrium statistical mechanics. We obtain here sufficient conditions for this symmetry and analyze the structure of 1/N corrections ignored in previous studies. The relation of the Lyapunov spectrum symmetry with some other symmetries of dynamical systems is discussed.     

A finite-time exponent for random Ehrenfest gas

We consider the motion of a system of free particles moving on a plane with regular hard polygonal scatterers arranged in a random manner. Calling this the Ehrenfest gas, which is known to have a zero Lyapunov exponent, we propose a finite-time exponent to characterize its dynamics. As the number of sides of the polygon goes to infinity, when polygon tends to a circle, we recover the usual Lyapunov exponent for the Lorentz gas from the exponent proposed here. To obtain this result, we generalize the reflection law of a beam of rays incident on a polygonal scatterer in a way that the formula for the circular scatterer is recovered in the limit of infinite number of vertices. Thus, chaos emerges from pseudochaos in an appropriate limit.     

Photon,quantum and collective,effects from rydberg atoms in cavities

I review some theories of the interaction ofN Rydberg atoms interacting collectively with radiation in microwave cavities. The radiation may be incoherent (black body) radiation or it may be coherent. In the former case theories of the steady state inversion and of the superradiance from initially inverted atoms in low-Q cavities agree well with experimental observations. In the latter case in low-Q cavities ‘phase transitions’ of both first and second order types are predicted and should be observable by monitoring the output of an atomic beam by an atomic ionisation detector. The first order transition which occurs at opposite detunings of the cavity and atoms from the frequency of the coherent driving field is of “optically” bistable type but hysteresis is suppressed by quantum fluctuations which can be large in the cavity field close to the transition. I also review a theory of the spectra from single atoms in cavities ofarbitrary Q containing a few microwave photons. A transition from a single peaked Lorentzian spectrum at low-Q to a double-peaked spectrum forQ≃10⁶ is predicted and peaks representing one or more photon transitions of the Jaynes-Cummings model are also expected to be observable at these or largerQ values. The collective theories are all based onN atom Dicke type models driven by the coherent or incoherent field. Substantial squeezing of the fluorescent radiation field from these Dicke models is also predicted and may be observable with Rydberg atoms.     

Chaotic and fractal properties of laboratory-generated surface water waves

Summary We report the results of four laboratory experiments on surface water waves generated with the Pierson-Moskowitz power spectrum, and characterized by different values of the ratiof _p/f _N and of the water depthh. The scope of the experiments was to test the dependence of the chaotic and fractal properties of the data on the parameterf _p/f _N, which has been indicated as determinant by previous numerical studies; the different water depths are used to induce different levels of non-linearity in the records. The analysis indicates that the Grassberger and Procaccia correlation integrals, the largest Lyapunov exponent and the scaling exponent of the data sets considered herein are completely assimilable to those of numerically generated linear time series; the algorithms used are insensitive to the presence of non-linearities because they sample essentially the high-frequency components.     

Front Propagation Techniques to Calculate the Largest Lyapunov Exponent of Dilute Hard Disk Gases

A kinetic approach is adopted to describe the exponential growth of a small deviation of the initial phase space point, measured by the largest Lyapunov exponent, for a dilute system of hard disks, both in equilibrium and in a uniform shear flow. We derive a generalized Boltzmann equation for an extended one-particle distribution that includes deviations from the reference phase space point. The equation is valid for very low densities n, and requires an unusual expansion in powers of 1/|ln n|. It reproduces and extends results from the earlier, more heuristic clock model and may be interpreted as describing a front propagating into an unstable state. The asymptotic speed of propagation of the front is proportional to the largest Lyapunov exponent of the system. Its value may be found by applying the standard front speed selection mechanism for pulled fronts to the case at hand. For the equilibrium case, an explicit expression for the largest Lyapunov exponent is given and for sheared systems we give explicit expressions that may be evaluated numerically to obtain the shear rate dependence of the largest Lyapunov exponent.     

Lyapunov Bounds for Lattice Gauge Dynamics

We study the classical Hamiltonian dynamics of the Kogut–Susskind model for lattice gauge theories on a finite box in a d-dimensional integer lattice. The coupling constant for the plaquette interaction is denoted λ². When the gauge group is a real or a complex subgroup of a unitary matrix group U(N), N≥ 1, we show that the maximal Lyapunov exponent is bounded by , uniformly in the size of the lattice, the energy of the system as well as the order, N, of the gauge group. Received: 20 December 1997 / Accepted: 21 July 1998     

The Lyapunov spectrum of a continuous product of random matrices

We present a functional integration method for the averaging of continuous productsP _t ofN×N random matrices. As an application, we compute exactly the statistics of the Lyapunov spectrum ofP _t . This problem is relevant to the study of the statistical properties of various disordered physical systems, and specifically to the computation of the multipoint correlators of a passive scalar advected by a random velocity field. Apart from these applications, our method provides a general setting for computing statistical properties of linear evolutionary systems subjected to a white-noise force field.     

Duality relations for asymmetric exclusion processes

We derive duality relations for a class ofU _q [SU(2)]-symmetric stochastic processes, including among others the asymmetric exclusion process in one dimension. Like the known duality relations for symmetric hopping processes, these relations express certainm-point correlation functions inN-particle systems (Nm) in terms of sums of correlation functions of the same system but with onlym particles. For the totally asymmetric case we obtain exact expressions for some boundary density correlation functions. The dynamical exponent for these correlators isz=2, which is different from the dynamical exponent for bulk density correlations, which is known to bez=3/2.     

Sensitivity to initial conditions, entropy production, and escape rate at the onset of chaos

We analytically link three properties of nonlinear dynamical systems, namely sensitivity to initial conditions, entropy production, and escape rate, in z-logistic maps for both positive and zero Lyapunov exponents. We unify these relations at chaos, where the Lyapunov exponent is positive, and at its onset, where it vanishes. Our result unifies, in particular, two already known cases, namely (i) the standard entropy rate in the presence of escape, valid for exponential functionality rates with strong chaos, and (ii) the Pesin-like identity with no escape, valid for the power-law behavior present at points such as the Feigenbaum one.     

Periodicity and chaos in a modulated logistic map

We study the onset of chaos in a logistic map whose parameter is modulated nonlinearly. The bifurcation pattern with respect to a parameter is obtained and the critical value of is seen to be 0.89, where periodicity just ends. Further evidence for this regime is obtained from the analysis of the intermittency pattern. The stability in the different ranges of under repeated iteration is exhibited by the values of Lyapunov exponents. Beyond=0.89, the largest Lyapunov exponent becomes positive and the situation turns out to be unstable. Confirmation comes from a functional analysis of the stable and unstable manifolds which touch at=0.89.     

Long-Time-Tail Effects on Lyapunov Exponents of a Random, Two-Dimensional Field-Driven Lorentz Gas

We study the Lyapunov exponents for a moving, charged particle in a two-dimensional Lorentz gas with randomly placed, nonoverlapping hard-disk scatterers in a thermostatted electric field, . The low-density values of the Lyapunov exponents have been calculated with the use of an extended Lorentz–Boltzmann equation. In this paper we develop a method to extend theses results to higher density, using the BBGKY hierarchy equations and extending them to include the additional variables needed for calculation of the Lyapunov exponents. We then consider the effects of correlated collision sequences, due to the so-called ring events, on the Lyapunov exponents. For small values of the applied electric field, the ring terms lead to nonanalytic, field-dependent contributions to both the positive and negative Lyapunov exponents which are of the form ~ ²ln~, where ~ is a dimensionless parameter proportional to the strength of the applied field. We show that these nonanalytic terms can be understood as resulting from the change in the collision frequency from its equilibrium value due to the presence of the thermostatted field, and that the collision frequency also contains such nonanalytic terms.     

Scaling of particle trajectories on a lattice

The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice is studied numerically. On both lattices, for most concentrations of the scatterers the trajectories close exponentially fast. For special critical concentrations infinitely extended trajectories can occur which exhibit a scaling behavior similar to that of the perimeters of percolation clusters.At criticality, in addition to the two critical exponents =15/7 andd _f=7/4 found before, the critical exponent =3/7 appears. This exponent determines structural scaling properties of closed trajectories of finite size when they approach infinity. New scaling behavior was found for the square lattice partially occupied by rotators, indicating a different universality class than that of percolation clusters.Near criticality, in the critical region, two scaling functions were determined numerically:f(x), related to the trajectory length (S) distributionn _s, andh(x), related to the trajectory sizeR _s (gyration radius) distribution, respectively. The scaling functionf(x) is in most cases found to be a symmetric double Gaussian with the same characteristic size exponent =0.433/7 as at criticality, leading to a stretched exponential dependence ofn _S onS, n_Sexp(–S ^6/7). However, for the rotator model on the partially occupied square lattice an alternative scaling function is found, leading to a new exponent =1.6±0.3 and a superexponential dependence ofn _S onS.h(x) is essentially a constant, which depends on the type of lattice and the concentration of the scatterers. The appearance of the same exponent =3/7 at and near a critical point is discussed.     

Systematic Density Expansion of the Lyapunov Exponents for a Two-Dimensional Random Lorentz Gas

We study the Lyapunov exponents of a two-dimensional, random Lorentz gas at low density. The positive Lyapunov exponent may be obtained either by a direct analysis of the dynamics, or by the use of kinetic theory methods. To leading orders in the density of scatterers it is of the form A ₀ñln ñ+B ₀ñ, where A ₀ and B ₀ are known constants and ñ is the number density of scatterers expressed in dimensionless units. In this paper, we find that through order (ñ²), the positive Lyapunov exponent is of the form A ₀ñln ñ+B ₀ñ+A ₁ñ²ln ñ +B ₁ñ². Explicit numerical values of the new constants A ₁ and B ₁ are obtained by means of a systematic analysis. This takes into account, up to O(ñ²), the effects of all possible trajectories in two versions of the model; in one version overlapping scatterer configurations are allowed and in the other they are not.     

Growth of resistance with density of scatterers in one dimensional wave propagation

We study wave propagation in a one-dimensional disordered array of scattering potentials. We consider three different ensembles of scatterer configurations: anN-ensemble with a fixed numberN of scatterers, anL-ensemble with a varying number of scatterers distributed over a fixed lengthL, and anNL-ensemble where bothN andL are fixed. The latter ensemble allows a detailed study of the mean resistance and its variance for a fixed lengthL as the number of scatterersN increases. We find that the Landauer result, which predicts an exponential increase of the mean resistance withN, is valid only in the low-density regime. At high density the mean resistance grows exponentially with N and the concept of optical potential applies. In the crossover regime we find an interesting resonance.     

Chaotic motion at the emergence of the time averaged energy decay

A system plus environment conservative model is used to characterize the nonlinear dynamics when the time averaged energy for the system particle starts to decay. The system particle dynamics is regular for low values of the N environment oscillators and becomes chaotic in the interval 13≤N≤15, where the system time averaged energy starts to decay. To characterize the nonlinear motion we estimate the Lyapunov exponent (LE), determine the power spectrum and the Kaplan-Yorke dimension. For much larger values of N the energy of the system particle is completely transferred to the environment and the corresponding LEs decrease. Numerical evidence shows the connection between the variations of the amplitude of the particles energy time oscillation with the time averaged energy decay and trapped trajectories.     

Crisis and unstable dimension variability in the bailout embedding map

The dynamics of inertial particles in 2-d incompressible flows can be modeled by 4-d bailout embedding maps. The density of the inertial particles, relative to the density of the fluid, is a crucial parameter which controls the dynamical behaviour of the particles. We study here the dynamical behaviour of aerosols, i.e. particles heavier than the flow. An attractor widening and merging crisis is seen in the phase space in the aerosol case. Crisis-induced intermittency is seen in the time series and the laminar length distribution of times before bursts give rise to a power law with the exponent β = −1/3. The maximum Lyapunov exponent near the crisis fluctuates around zero indicating unstable dimension variability (UDV) in the system. The presence of unstable dimension variability is confirmed by the behaviour of the probability distributions of the finite time Lyapunov exponents.      

From bunches of membranes to bundles of strings

Bunches of membranes and bundles of strings exhibit unbinding transitions from a bound state at low temperatures to an unbound state at high temperatures.N freely suspended manifolds unbind continuously at the unique unbinding temperatureT _u ^f which is independent ofN. The amplitudes of the critical singularities have a strongN-dependence, however, which implies that the critical region for the continuous transition becomes very small and the transition becomes very abrupt in the limit of largeN. IfN membranes or strings are bound to a rigid surface, they undergo a sequence of either two or ofN successive transitions. In general, the rigid surface affects the contact probabilities of the fluctuating manifolds. For effectively repulsive interactions, the contact exponent ₂ which governs the probability for local pair contacts satisfies the scaling relation ₂=d + whered and denote the dimensionality and the roughness exponent of these manifolds.Dedicated to Herbert Wagner on the occasion of his 60th birthday