Low-frequency fluctuations in stochastic processes with a 1/<Emphasis Type="Italic">f</Emphasis><Superscript>α</Superscript> spectrum

The results of numerical analysis of the Brownian movement of a particle in the force field of the potential corresponding to interacting subcritical and supercritical phase transitions are considered. If the white noise intensity corresponds to the critical intensity of the noise-induced transition, the system of stochastic differential equations describes random steady-state processes with fluctuation power spectra inversely proportional to frequency f, S(f) ∼ 1/f ^α, where exponent α varies in the interval 0.8 ≤ α ≤ 1.8. Exponent β of distribution function P(τ) ∼ τ^−β for the duration of low-frequency extremal fluctuations, which are analogous to avalanches considered in the models of self-organized criticality in many respects, varies between the same limits. It is shown that exponents α and β are connected through the relation α + β = 2.     

Monte Carlo test of the Goldstone mode singularity in 3D XY model

Monte Carlo simulations of magnetization and susceptibility in the 3D XY model are performed for system sizes up to L=384 (significantly exceeding the largest size L=160 considered in work published previously), and fields h ≥ 0.0003125 at two different coupling constants β=0.5, and β=0.55 in the ordered phase. We examine the prediction of the standard theory that the longitudinal susceptibility χ_∥ has a Goldstone mode singularity such that χ_∥ ∝h^-1/2 holds when h↦0. Most of our results, however, support another theoretical prediction that the singularity is of a more general form χ_∥ ∝h^ρ-1, where 1/2<ρ<1 is a universal exponent related to the ∼h^ρ variation of the magnetization.     

2D-to-3D percolation crossover of metal-insulator composites

Percolation properties and d.c. conductivity were determined for an L²×h-random resistor network model of metal-insulator composite films. The effects of the thickness h on the percolation threshold and conductivity were studied numerically in the limit of an infinite size of the L²-plane parallel to the film. For thicknesses ranging from h/L=0.01 to h/L=0.24, a crossover between a finite-size regime and a saturation regime was observed at h/L≈0.1. In the finite-size regime (h/L?0.01), the percolation threshold scales as pc(h)−pc3∝h−1/x, the exponent x being compatible with that of the critical exponent of the 3D correlation length, ν₃. The conductivity exponent t appeared to depend linearly on the ratio h/L with a slope νD compatible with 2+ν₂, where ν₂ is the 2D correlation length exponent. In the saturation regime, a scaling correction for the percolation threshold was found with an exponent 1+1/ν₃. In this regime we also observed a logarithmic dependence of the conductivity exponent on h/L.     

Energy landscapes, lowest gaps, and susceptibility of elastic manifolds at zero temperature

We study the effect of an external field on (1 + 1) and (2 + 1) dimensional elastic manifolds, at zero temperature and with random bond disorder. Due to the glassy energy landscape the configuration of a manifold changes often in abrupt, “first order”-type of large jumps when the field is applied. First the scaling behavior of the energy gap between the global energy minimum and the next lowest minimum of the manifold is considered, by employing exact ground state calculations and an extreme statistics argument. The scaling has a logarithmic prefactor originating from the number of the minima in the landscape, and reads ΔE ₁∼L ^θ[ln(L _z L ^{- ζ})]^-1/2, where ζ is the roughness exponent and θ is the energy fluctuation exponent of the manifold, L is the linear size of the manifold, and L_z is the system height. The gap scaling is extended to the case of a finite external field and yields for the susceptibility of the manifolds ∼L ^{2D + 1 - θ}[(1 - ζ)ln(L)]^1/2. We also present a mean field argument for the finite size scaling of the first jump field, h ₁∼L ^{d - θ}. The implications to wetting in random systems, to finite-temperature behavior and the relation to Kardar-Parisi-Zhang non-equilibrium surface growth are discussed. Received December 2000 and Received in final form April 2001     

Interaction force between incompatible star-polymers in dilute solution

We consider a low-density assembly of spherical colloids, such that each is clothed by L end-grafted chemically incompatible polymer chains either of types A or B. These are assumed to be dissolved in a good common solvent. We assume that colloids are of small size to be considered as star-polymers. Two adjacent star-polymers A and B interact through a force F originating from both excluded-volume effects and chemical mismatch between unlike monomers. Using a method developed by Witten and Pincus (Macromolecules 19, 2509 (1986)) in the context of star-polymers of the same chemical nature, we determine exactly the force F as a function of the center-to-center distance h. We find that this force is the sum of two contributions F _e and F _s. The former, that results from the excluded volume, decays as F _e∼A _L h ^-1, with the L -dependent universal amplitude A _L∼L ^3/2. While the second, which comes from the chemical mismatch, decays more slowly as F _s∼χB _L h ^{-1 - τ}, where τ is a critical exponent whose value is found to be τ 0.40, and χ is the standard Flory interaction parameter. We find that the corresponding L-dependent universal amplitude is B _L∼L ^{3 + τ /2}. Theses forces are comparable near the cores of two adjacent star-polymers, i.e. for h∼h _c∼a (a is the monomer size). Finally, for two star-polymers of the same chemical nature (A or B), the force F that simply results from excluded-volume effects coincides exactly with F _e, and then the known result is recovered. Received 2 October 2000 and Received in final form 24 January 2001     

The relative motion of membranes

The relative classical motion of membranes is governed by the equation (w _{β c} ^{α c} r ^βa ) _a = R _δγβ ^α r ^gb x ^δa p _a ^γ , where w is the hessian. This is a generalization of the geodesic deviation equation and can be derived from the lagrangian p · ṙ. Quantum mechanically the picture is less clear. Some quantizations of the classical equations are attempted so that the question as to whether the Universe started with a quantum fluctuation can be addressed.     

Spectral Estimates for Periodic Jacobi Matrices

 We obtain bounds for the spectrum and for the total width of the spectral gaps for Jacobi matrices on ℓ²(ℤ) of the form (Hψ) _n =a _n−1 ψ _n−1 +b _nψ _n +a _nψ _n+1 , where a _n=a _n+q and b _n=b _n+q are periodic sequences of real numbers. The results are based on a study of the quasimomentum k(z) corresponding to H. We consider k(z) as a conformal mapping in the complex plane. We obtain the trace identities which connect integrals of the Lyapunov exponent over the gaps with the normalised traces of powers of H. Received: 17 April 2002 / Accepted: 1 October 2002 Published online: 13 January 2003 Communicated by B. Simon     

Mixing Time of Critical Ising Model on Trees is Polynomial in the Height

In the heat-bath Glauber dynamics for the Ising model on the lattice, physicists believe that the spectral gap of the continuous-time chain exhibits the following behavior. For some critical inverse-temperature β _c , the inverse-gap is O(1) for β < β _c , polynomial in the surface area for β = β _c and exponential in it for β > β _c . This has been proved for \mathbbZ²{\mathbb{Z}^2} except at criticality. So far, the only underlying geometry where the critical behavior has been confirmed is the complete graph. Recently, the dynamics for the Ising model on a regular tree, also known as the Bethe lattice, has been intensively studied. The facts that the inverse-gap is bounded for β < β _c and exponential for β > β _c were established, where β _c is the critical spin-glass parameter, and the tree-height h plays the role of the surface area. In this work, we complete the picture for the inverse-gap of the Ising model on the b-ary tree, by showing that it is indeed polynomial in h at criticality. The degree of our polynomial bound does not depend on b, and furthermore, this result holds under any boundary condition. We also obtain analogous bounds for the mixing-time of the chain. In addition, we study the near critical behavior, and show that for β > β _c , the inverse-gap and mixing-time are both exp[Θ((β − β _c )h)].     

Cell scale self-organisation in the OFC model for earthquake dynamics

We examine the cell scale self organising mechanisms in the Olami Feder Christensen (OFC) model that have the potential to generate critical behaviour. In particular we demonstrate how spatial organisation and quantisation of strain distributions occurs, why temporal strain fluctuations are minimised as the local strain conservation factor, β → 1.0, and how the strain distributions are dependent upon the lattice geometry employed. The origin of the self-organising behaviour can be divided into two regimes; at low β where no re-rupturing of cells occurs and for higher β where the probability of re-rupturing becomes increasingly significant. The presence or absence of the re-rupturing mechanism leads to different system optimisations, tending from spatially well ordered strain domains at intermediate β to a spatially rough strain field but a temporally stationary, memory less strain distribution at β = 1. The construction of the Markov chain demonstrates that degeneracy of the transitions is a primary control on transition probabilities at β = 1. The stationary state occupation is controlled by transition degeneracy, local correlations and mean residence times.     

Local exponential estimates for h-pseudodifferential operators and tunneling for Schrödinger, Dirac, and square root Klein-Gordon operators

We consider the class of matrix h-pseudodifferential operators Op _h (a) with symbols a = (a _ij ) _i,j=1 ^N , where the coefficients a _ij ∈ C ^∞(? _x ⁿ × ? _ξ ⁿ ? C(0, 1] satisfy the estimates |? _x ^β g6 _ξ ^α α _ij (x, ξ, h)| ? C _αβ 〈ξ〉 ^m and 〈ξ〉 = (1 + |ξ|²)^1/2 for every multi-indices α, β. We also assume that a _ij (x, ξ) is analytically continued with respect to ξ to a tube domain ? ⁿ + i $ \mathcal{B} We consider the class of matrix h-pseudodifferential operators Op _h (a) with symbols a = (a _ij ) _i,j=1^N, where the coefficients a _ij ∈ C ^∞(ℝ _x ⁿ × ℝ _ξ ⁿ ⊗ C(0, 1] satisfy the estimates |ϖ _x ^β g6 _ξ ^α α _ij (x, ξ, h)| ⩽ C _αβ 〈ξ〉 ^m and 〈ξ〉 = (1 + |ξ|²)^1/2 for every multi-indices α, β. We also assume that a _ij (x, ξ) is analytically continued with respect to ξ to a tube domain ℝ ⁿ + i , where is a bounded domain in ℝ ⁿ containing the origin. The main results of the paper are the local estimates for solutions of h-pseudodifferential equations. Let H _h ^s (ℝ ⁿ , ℂ ^N ) be the space of distributions with values in ℂ ^N which is equipped with the norm , let Ω ⊂ ℝ ⁿ be a bounded open set, let v ∈ C ^∞(ℝ ⁿ ), let ▿v(x) ∈ for any x ∈ Ω, and let . Let u _h (∈ H _h ^s (ℝ ⁿ ,‒ ^N )) be a solution of the equation Op _h (α)u = 0. In this case, for every ϕ ∈ C ₀^∞ (Ω) such that ϕ(x) = 1 on Supp v and for a sufficiently small h ₀ > 0, there exists a constant C > 0 such that the following estimate holds for every h ∈ (0, h ₀]:

((1))

We apply estimate (1) to local tunnel exponential estimates for the behavior as h → 0 of the eigenfunctions of matrix Schr?dinger, Dirac, and square-root Klein-Gordon operators. To the memory of Professor V. A. Borovikov     

Improved (1s)<Superscript>2</Superscript> variational model for helium

The ground-state energy of neutral helium is estimated variationally with a trial wavefunction of the form ϕ≈e ^−γ(rA/a _o)ⁿe^−γ(rB/a _o)ⁿ. This model represents a modification of traditional textbook examinations of this problem via inclusion of the power “n” as a second nonlinear variational parameter in addition to the usual effective nuclear charge γ and leads to an upper-limit on the ground state energy of −2.86107 E _h (E _h =1 hartree) in comparison with the traditional (n=1) result of −2.84766 E _h . This result represents a reduction of the percentage overestimate from the true ground-state energy (−2.90373 E _h ) of from 1.93 to 1.47. In comparison with the maximum accuracy obtainable from an uncorrelated trial wavefunction, −2.86168 E _h , the present trial wavefunction reduces the percentage overestimate from 0.49 (n=1) to 0.021. The optimum values of (n, γ) are determined to be ≈(0.897, 1.825).     

Weak chaos and metastability in a symplectic system of many long-range-coupled standard maps

We introduce, and numerically study, a system of N symplectically and globally coupled standard maps localized in a d=1 lattice array. The global coupling is modulated through a factor r^-α, being r the distance between maps. Thus, interactions are long-range (nonintegrable) when 0≤α≤1, and short-range (integrable) when α>1. We verify that the largest Lyapunov exponent λ_M scales as λ_M ∝ N^-κ(α), where κ(α) is positive when interactions are long-range, yielding weak chaos in the thermodynamic limit N↦∞ (hence λ_M→0). In the short-range case, κ(α) appears to vanish, and the behaviour corresponds to strong chaos. We show that, for certain values of the control parameters of the system, long-lasting metastable states can be present. Their duration t_c scales as t_c ∝N^β(α), where β(α) appears to be numerically in agreement with the following behavior: β>0 for 0 ≤α< 1, and zero for α≥1. These results are consistent with features typically found in nonextensive statistical mechanics. Moreover, they exhibit strong similarity between the present discrete-time system, and the α-XY Hamiltonian ferromagnetic model.     

The Mixing Time Evolution of Glauber Dynamics for the Mean-Field Ising Model

We consider Glauber dynamics for the Ising model on the complete graph on n vertices, known as the Curie-Weiss model. It is well-known that the mixing-time in the high temperature regime (β < 1) has order n log n, whereas the mixing-time in the case β > 1 is exponential in n. Recently, Levin, Luczak and Peres proved that for any fixed β < 1 there is cutoff at time with a window of order n, whereas the mixing-time at the critical temperature β = 1 is Θ(n ^3/2). It is natural to ask how the mixing-time transitions from Θ(n log n) to Θ(n ^3/2) and finally to exp (Θ(n)). That is, how does the mixing-time behave when β = β(n) is allowed to tend to 1 as n → ∞. In this work, we obtain a complete characterization of the mixing-time of the dynamics as a function of the temperature, as it approaches its critical point β _c  = 1. In particular, we find a scaling window of order around the critical temperature. In the high temperature regime, β = 1 − δ for some 0 < δ < 1 so that δ ² n → ∞ with n, the mixing-time has order (n/δ) log(δ ² n), and exhibits cutoff with constant and window size n/δ. In the critical window, β = 1± δ, where δ ² n is O(1), there is no cutoff, and the mixing-time has order n ^3/2. At low temperature, β = 1 + δ for δ > 0 with δ ² n → ∞ and δ = o(1), there is no cutoff, and the mixing time has order . Research of J. Ding and Y. Peres was supported in part by NSF grant DMS-0605166.     

Low frequency fluctuations of laser beam intensity run through the system of cavitation water clusters

Experiments on water cavitation in ultrasonic field have been carried out. Low frequency fluctuations of the intensity of laser beam run through the cavitation area have been studied. Experiments have proved presence of low-frequency random fluctuations with frequency dependence of power spectra, S ∼ 1/f ^α where the exponent α ranged within 0.8 ≤ α ≤ 1.2. From experimental realizations, large-scale low frequency pulsations characterized by scale invariance, which duration is distributed according to the power law, have been distinguished. The results are explained on the basis of mathematical model for the rise of scale invariant fluctuations with 1/f ^α power spectrum in the system of two nonlinear stochastic differential equations describing interaction of heterogeneous phase transitions. Distribution of extreme low frequency emissions obtained from numerical solutions to stochastic equations takes the power series form. Correlations of dynamic scaling between critical indicators determining frequency dependence of pulsations power spectra α and distribution functions of extreme low frequency pulsation amplitudes β have been determined. It is shown that both in the experiments on acoustic cavitation of water and in the theoretical model of interacting phase transitions critical indicators are bound with the correlation α + β = 2. Spectra of fluctuation power are determined in the experiments simpler and more accurately than the function of extreme amplitudes distribution. In case when only one frequency dependence of fluctuation capacity spectra is known correlations between indicators serve to obtain information on the distribution of large scale emissions and to estimate critical amplitudes.     

Breakdown of the linear current regime in periodic structures

We study the effect of a weak nonlinearity in media on the linear regime of current flow in two-dimensional periodic structures with two equal component concentrations. We find that the asymptotic behavior of the electric field and current as functions of the distance between the angles in heterogeneous media is determined by the parameter h=σ ₂/σ ₁ (here σ ₁ and σ ₂ are the linear conductivities of the cells) and the external magnetic field B. This dependence leads to divergence of the higher-order moments of field and current at certain critical values h _c and B _c and to divergence of the response functions related to the higher-order moments. For square cells the effective nonlinear conductivity diverges at h⩽h _c, with . For structures of general shape we find the dependence of h _c on the angles and the external magnetic field. We show that for a given structure the linear regime of current flow in the system can be reversibly transformed into a nonlinear one by varying the magnetic field strength. The critical field B _c is approximately determined from the condition ω _c τ∼1, where ω _c and τ ⁻¹ are, respectively, the cyclotron frequency and the collision rate. Finally, we discuss the feasibility of detecting these effects experimentally. Zh. éksp. Teor. Fiz. 112, 643–660 (August 1997)     

Weak Coupling and Continuous Limits for Repeated Quantum Interactions

We consider a quantum system in contact with a heat bath consisting in an infinite chain of identical sub-systems at thermal equilibrium at inverse temperature β. The time evolution is discrete and such that over each time step of duration τ, the reference system is coupled to one new element of the chain only, by means of an interaction of strength λ. We consider three asymptotic regimes of the parameters λ and τ for which the effective evolution of observables on the small system becomes continuous over suitable macroscopic time scales T and whose generator can be computed: the weak coupling limit regime λ → 0, τ = 1, the regime τ → 0, λ²τ → 0 and the critical case λ²τ = 1, τ → 0. The first two regimes are perturbative in nature and the effective generators they determine is such that a non-trivial invariant sub-algebra of observables naturally emerges. The third asymptotic regime goes beyond the perturbative regime and provides an effective dynamics governed by a general Lindblad generator naturally constructed from the interaction Hamiltonian. Conversely, this result shows that one can attach to any Lindblad generator a repeated quantum interactions model whose asymptotic effective evolution is generated by this Lindblad operator.     

Transport theory of multiterminal hybrid structures

We derive a microscopic transport theory of multiterminal hybrid structures in which a superconductor is connected to several spin-polarized electrodes. We discuss the non-perturbative physics of extended contacts, and show that such contacts can be well represented by averaging out the phase of the electronic wave function. The intercontact Andreev reflection and elastic cotunneling conductances are identical if the phase can be averaged out, namely in the presence of at least one extended contact. The maximal conductance of a two-channel contact is proportional to (e ²/h)(a ₀/D)²exp[-D/ξ(ω^*)], where D is the distance between the contacts, a₀ the lattice spacing, ξ(ω) is the superconducting coherence length, and ω^* is the cross-over frequency between a perturbative regime ( ω < ω^*) and a non perturbative regime ( ω^* < ω < Δ). Received 18 June 2001 and Received in final form 17 January 2002     

The Variational Principle for a Class of Asymptotically Abelian C*-Algebras

Let (A,α) be a C^*-dynamical system. We introduce the notion of pressure P _α(H) of the automorphism α at a self-adjoint operator H∈A. Then we consider the class of AF-systems satisfying the following condition: there exists a dense α-invariant *-subalgebra ? of A such that for all pairs a,b∈? the C^*-algebra they generate is finite dimensional, and there is p=p(a,b)∈ℕ such that [α ^j (a),b]= 0 for |j|≥p. For systems in this class we prove the variational principle, i.e. show that P _α(H) is the supremum of the quantities h _φ(α) −φ(H), where h _φ(α) is the Connes–Narnhofer–Thirring dynamical entropy of α with respect to the α-invariant state φ. If H∈A, and P _α(H) is finite, we show that any state on which the supremum is attained is a KMS-state with respect to a one-parameter automorphism group naturally associated with H. In particular, Voiculescu's topological entropy is equal to the supremum of h _φ(α), and any state of finite maximal entropy is a trace. Received: 19 April 2000 / Accepted: 14 June 2000