Multifractality of some random and disordered systems as a thermodynamics in fractal phase space

It is shown that multifractal properties of some random and disordered systems can be simulated using thermodynamics of a generalized ideal monoatomic gas in a fractal phase space. Received 25 November 1998 and Received in final form 16 December 1998     

Stochastic resonance: influence of a f-κ noise spectrum

With the aim of studying stochastic resonance (SR) in a double-well potential when the noise source has a spectral density of the form f^-κ (with varying κ), we have extended a procedure introduced by Kaulakys et al. (Phys. Rev. E 70, 020101 (2004)). In order to achieve an analytical understanding of the results, we have obtained an effective Markovian approximation that allows us to make a systematic study of the effect of such noise on the SR phenomenon. A comparison of the numerical and analytical results shows an excellent qualitative agreement indicating that the effective Markovian approximation is able to correctly describe the general trends.     

Exactly solvable reaction diffusion models on a Cayley tree

The most general reaction-diffusion model on a Cayley tree with nearest-neighbor interactions is introduced, which can be solved exactly through the empty-interval method. The stationary solutions of such models, as well as their dynamics, are discussed. Concerning the dynamics, the spectrum of the evolution Hamiltonian is found and shown to be discrete, hence there is a finite relaxation time in the evolution of the system towards its stationary state.     

Statistical equilibrium in simple exchange games I

This erratum corrects a mistake in reference [E. Scalas, U. Garibaldi, S. Donadio, Eur. Phys. J. B 53, 267 (2006)]. In that paper, we needed an aperiodic version of the BDY game, but, in formula (1), we incorrectly presented a periodic transition matrix of period 2 in the special case of g = 2 agents. Here, we present the right aperiodic version.     

Stochastic multiresonance in a bistable sawtooth potential driven by correlated multiplicative and additive noise

We present an analytic investigation of the signal-to-noise ratio (SNR) by studying the bistable sawtooth system driven by correlated Gaussian white noises. The analytic expression of SNR is obtained. Based on it, we detect the phenomenon of stochastic multiresonance, which arises from the dependence of SNR upon the noises correlation coefficient. Furthermore, there exists not only resonance, but also suppression in the SNR∼D (the additive noise intensity) curve and the SNR∼Q (the multiplicative noise intensity) curve. Received 26 February 2002 / Received in final form 12 July 2002 Published online 17 September 2002     

Information and maximum power in a feedback controlled Brownian ratchet

Closed-loop or feedback controlled ratchets are Brownian motors that operate using information about the state of the system. For these ratchets, we compute the power output and we investigate its relation with the information used in the feedback control. We get analytical expressions for one-particle and few-particle flashing ratchets, and we find that the maximum power output has an upper bound proportional to the information. In addition, we show that the increase of the power output that results from changing the optimal open-loop ratchet to a closed-loop ratchet also has an upper bound that is linear in the information.     

A quasi-elastic regime for vibrated granular gases

Using simple scaling arguments and two-dimensional numerical simulations of a granular gas excited by vibrating one of the container boundaries, we study a double limit of small 1-r and large L, where r is the restitution coefficient and L the size of the container. We show that if the particle density n₀ and (1-r²)(n₀ Ld) where d is the particle diameter, are kept constant and small enough, the granular temperature, i.e. the mean value of the kinetic energy per particle, 〈E 〉/N, tends to a constant whereas the mean dissipated power per particle, 〈D 〉/N, decreases like when N increases, provided that (1-r²)(n₀ Ld)² < 1. The relative fluctuations of E, D and the power injected by the moving boundary, I, have simple properties in that regime. In addition, the granular temperature can be determined from the fluctuations of the power I(t) injected by the moving boundary.     

Phase transition in annihilation-limited processes

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of the average number of the particles tend to infinity, so that the annihilation rate times a certain power of the initial values of the average number of the particles remain constant (the double scaling) then if the initial state of the system is a multi-Poisson distribution, the system always remains in a state of multi-Poisson distribution, but with evolving parameters. The large time behavior of the system is also investigated. The system exhibits a dynamical phase transition. It is seen that for a k-particle annihilation, if k is larger than a critical value k_c, which is determined by the type-change rates, then annihilation does not enter the relaxation exponent of the system; while for k < k_c, it is the annihilation (in fact k itself) which determines the relaxation exponent.     

Model-dependent nature of blowtorch effect on the escape and equilibration rates

We analyze the relaxation behavior of a bistable system when the background temperature profile is inhomogeneous due to the presence of a localized hot region (blowtorch) on one side of the potential barrier. Since the diffusion equation for inhomogeneous medium is model-dependent, we consider two physical models to study the kinetics of such system. Using a conventional stochastic method, we obtain the escape and equilibration rates of the system for the two physical models. For both models, we find that the hot region enhances the escape rate from the well where it is placed while it retards the escape rate from the other well. However, the value of the escape rate from the well where the hot region is placed differs for the two models while that of the escape rate from the other well is identical for both. This work, for the first time, gives a detailed report of the similarities and differences of the escape rates and, hence, exposes the common and distinct features of the two known physical models in determining the way the bistable system relaxes. Received 25 September 2001     

Phase transitions in a bistable system driven by two colored noises

The colored noise problem is studied from the point of view of consistent Markovian approximations through extending unified colored-noise approximation to the case of two-colored-noise driving systems. A bistable system simultaneously driven by multiplicative and additive colored noise is investigated by means of the extended unified colored-noise approximation. It is found that, for weak strength and color of the additive noise, the form of the stationary probability distribution changes from a unimodal to a bimodal structure via a three modal one as the correlation time of the multiplicative colored noise increases, showing the system undergoes a first order phase transition from a monostable to a bistable state. Numerical simulations support our results. Received 10 August 1998 and Received in final form 23 April 1999     

Constructive influence of noise-flatness in correlation ratchets

The influence of noise-flatness on overdamped motion of Brownian particles in a 1D periodic system with a simple sawtooth potential subjected to both unbiased thermal noise and three-level telegraph noise is considered. The exact formula for the stationary probability flux (current) is presented. The phenomenon of multiple current reversals and some topological properties of the hypersurface of zero current in the parameter space of noises are investigated and illustrated by phase diagrams. The conditions for the existence of four current reversals versus the switching rate of nonequilibrium noise are given. An alternative interpretation of the results in terms of cross-correlation between two dichotomous noises is presented.     

Two different kinds of time delays in a stochastic system

The steady state properties of a noise-driven bistable system are investigated when there are two different kinds of time delays existed in the deterministic and fluctuating forces respectively. Using the approximation of the probability density approach, the delayed Fokker-Planck equation is obtained. The stationary probability distribution (SPD) and the variance of the system are derived. It is found that the time delay τ in the deterministic force can reduce the fluctuations while the time delay β in the fluctuating force can enhance the fluctuations. Numerical simulations are presented and are in good agreement with the approximate theoretical results.     

Impact of network activity on noise delayed spiking for a Hodgkin-Huxley model

In a Hodgkin-Huxley neuron model driven just above threshold, external noise can increase both jitter and latency of the first spike, an effect called “noise delayed decay” (NDD). This phenomenon is important when considering how neuronal information is represented, thus by the precise timing of spikes or by their rate. We examine how NDD can be affected by network activity by varying the model's membrane time constant, τ_m. We show that NDD is significant for small τ_m or high network activity, and decreases for large τ_m, or low network activity. Our results suggest that for inputs just above threshold, the activity of the network constrains the neuronal coding strategy due to, at least in part, the NDD effect.     

Quantum-mechanical tunneling in associative neural networks

We investigate the quantum-mechanical tunneling between the “patterns" of the, so-called, associative neural networks. Being the relatively stable minima of the “configuration-energy" space of the networks, the “patterns" represent the macroscopically distinguishable states of the neural nets. Therefore, the tunneling represents a macroscopic quantum effect, but with some special characteristics. Particularly, we investigate the tunneling between the minima of approximately equal depth, thus requiring no energy exchange. If there are at least a few such minima, the tunneling represents a sort of the “random walk" process, which implies the quantum fluctuations in the system, and therefore “malfunctioning" in the information processing of the nets. Due to the finite number of the minima, the “random walk" reduces to a dynamics modeled by the, so-called, Pauli master equation. With some plausible assumptions, the set(s) of the Pauli master equations can be analytically solved. This way comes the main result of this paper: the quantum fluctuations due to the quantum-mechanical tunneling can be “minimized" if the “pattern"-formation is such that there are mutually “distant" groups of the “patterns", thus providing the “zone" structure of the “pattern" formation. This qualitative result can be considered as a basis of the efficient deterministic functioning of the associative neural nets. Received 15 July 1999     

Coloured noise influence on system evolution

Within the power-law approach for noise amplitude dependence on stochastic variables, we present a picture of noise-induced transitions in systems affected by coloured multiplicative noise. The governed equations for main statistical moments are obtained and investigated in detail. We show that a reentrant noise-induced transition is realized within a window of the control parameter. Received 15 October 2001 / Received in final form 8 July 2002 Published online 17 September 2002     

Structure and size distribution of percolating clusters. Comparison with gelling systems

Dynamic properties of Brownian particles immersed in a periodic potential with two barriers V₁ and V₂ (symmetric bistable potential) are studied by using the Fokker-Planck equation which we solve numerically by the matrix continued fraction method. This study will therefore serve to demonstrate the influence of this form of potential, which is of great interest for superionic conductors and for many other solid systems, on the diffusion process. Thus, we have calculated the full width at half maximum (FWHM) ) of the quasi-elastic line of the dynamic structure factor, for a large range of values of the wave-vectors q. Our results show clearly that, by varying the ratio of the barriers strictly between and 1, the Fokker-Planck equation describes a diffusive process which has some characteristic of jump and liquid-like regimes. While in the limit cases, i.e. when tends to or 1, the diffusion process can be described only by a simple jump motion. However, the jump-lengths corresponding to each limit case are not equal. In general the change of the ratio is found to have a significant effect on the character of the diffusive motion. We have also performed Fokker-Planck dynamics calculations of the diffusion coefficient in a bistable potential. We have found a good agreement between numerical calculations and analytical approximation results obtained in the high friction limit. Received 25 May 1998 and Received in final form 15 November 1998     

The power of choice in growing trees

The “power of choice” has been shown to radically alter the behavior of a number of randomized algorithms. Here we explore the effects of choice on models of random tree growth. In our models each new node has k randomly chosen contacts, where k > 1 is a constant. It then attaches to whichever one of these contacts is most desirable in some sense, such as its distance from the root or its degree. Even when the new node has just two choices, i.e., when k = 2, the resulting tree can be very different from a random graph or tree. For instance, if the new node attaches to the contact which is closest to the root of the tree, the distribution of depths changes from Poisson to a traveling wave solution. If the new node attaches to the contact with the smallest degree, the degree distribution is closer to uniform than in a random graph, so that with high probability there are no nodes in the tree with degree greater than O(log log N). Finally, if the new node attaches to the contact with the largest degree, we find that the degree distribution is a power law with exponent -1 up to degrees roughly equal to k, with an exponential cutoff beyond that; thus, in this case, we need k ≫ 1 to see a power law over a wide range of degrees.