Contact mechanics and rubber friction for randomly rough surfaces with anisotropic statistical properties

In this paper we extend the theory of contact mechanics and rubber friction developed by one of us (B.N.J. Persson, J. Chem. Phys. 115, 3840 (2001)) to the case of surfaces with anisotropic surface roughness. As an application we calculate the viscoelastic contribution to the rubber friction. We show that the friction coefficient may depend significantly on the sliding direction, while the area of contact depends weakly on the sliding direction. We have carried out experiments for rubber blocks sliding on unidirectionally polished steel surfaces. The experimental data are in a good qualitative agreement with the theory.     

Detecting and quantifying temporal correlations in stochastic resonance via information theory measures

We show that Information Theory quantifiers are suitable tools for detecting and for quantifying noise-induced temporal correlations in stochastic resonance phenomena. We use the Bandt & Pompe (BP) method [Phys. Rev. Lett. 88, 174102 (2002)] to define a probability distribution, P, that fully characterizes temporal correlations. The BP method is based on a comparison of neighboring values, and here is applied to the temporal sequence of residence-time intervals generated by the paradigmatic model of a Brownian particle in a sinusoidally modulated bistable potential. The probability distribution P generated via the BP method has associated a normalized Shannon entropy, H[P], and a statistical complexity measure, C[P], which is defined as proposed by Rosso et al. [Phys. Rev. Lett. 99, 154102 (2007)]. The statistical complexity quantifies not only randomness but also the presence of correlational structures, the two extreme circumstances of maximum knowledge (“perfect order") and maximum ignorance (“complete randomness") being regarded an “trivial", and in consequence, having complexity C = 0. We show that both, H and C, display resonant features as a function of the noise intensity, i.e., for an optimal level of noise the entropy displays a minimum and the complexity, a maximum. This resonant behavior indicates noise-enhanced temporal correlations in the sequence of residence-time intervals. The methodology proposed here has great potential for the precise detection of subtle signatures of noise-induced temporal correlations in real-world complex signals.     

Hysteresis and elastic interactions of microasperities in dry friction

Velocity independent dry friction of a slider upon a base is due to an hysteretic response of relative displacement to a tangential driving force F. We show that the purely elastic model for multistability considered in a previous publication is in no way essential: multistability arises just as well from adhesion. We emphasize the physical consequences of multistability for dynamic/static, a.c./d.c. friction. When the slider is moved from rest by an amount the transition from the zero force static configuration to dynamic behaviour is progressive, spreading on a range equal to the width of the hysteresis cycle. When is small, an elastic restoring force ensues, in agreement with observations. The competition of that elastic pinning with bulk elasticity generates a screening length which we believe is the natural size of Burridge Knopoff blocks. We then study the effect of elastic interactions between asperities: it is weak for dilute asperities, but its long range makes it important. In lowest order the interaction mediated displacement of a given asperity has logarithmically divergent fluctuations: they become comparable to the asperity radius when the slider size reaches another characteristic “Larkin length”, which for dilute micronic asperities is exponentially large. We give arguments suggesting that individually monostable asperities display collective multistability on scales larger than . For individually multistable sites we show that elastic interactions give rise to cascade processes in which the spinodal jump of a given asperity triggers the jump of others. We estimate the size of these cascades that should show up in the noise spectrum. Received: 3 February 1998 / Accepted: 19 March 1998     

Surface flows of granular mixtures

We present the generalization of the minimal model for surface flows of granular mixtures, proposed by Boutreux and de Gennes [J. Phys. I France 6, 1295 (1996)]. The minimal model was valid for grains differing only in their surface properties. The present model also takes into account differences in the size of the grains. We apply the model to study segregation in two-dimensional silos of mixtures of grains differing in size and/or surface properties. When the difference in size is small, the model predicts that a continuous segregation appears in the static phase during the filling of a silo. When the difference in size is wide, we take into account the segregation of the grains in the rolling phase, and the model predicts complete segregation and stratification in agreement with experimental observations. Received 9 September 1998 and Received in final form 4 November 1998     

Thermodynamics and transport in an active Morse ring chain

We investigate the stochastic dynamics of an one-dimensional ring with N self-driven Brownian particles. In this model neighboring particles interact via conservative Morse potentials. The influence of the surrounding heat bath is modeled by Langevin-forces (white noise) and a constant viscous friction coefficient γ. The Brownian particles are provided with internal energy depots which may lead to active motions of the particles. The depots are realized by an additional nonlinearly velocity-dependent friction coefficient γ ₁(v) in the equations of motions. In the first part of the paper we study the partition functions of time averages and thermodynamical quantities (e.g. pressure) characterizing the stationary physical system. Numerically calculated non-equilibrium phase diagrams are represented. The last part is dedicated to transport phenomena by including a homogeneous external force field that breaks the symmetry of the model. Here we find enhanced mobility of the particles at low temperatures. Received 21 July 2001     

Density excitations of a harmonically trapped ideal gas

The dynamic structure factor S(q, ω) of a harmonically trapped Bose gas has been calculated well above the Bose-Einstein condensation temperature by treating the gas cloud as a canonical ensemble of non-interacting classical particles. The static structure factor is found to vanish s8 q ² in the long-wavelength limit. We also incorporate a relaxation mechanism phenomenologically by including a stochastic friction force to study S(q, ω). A significant temperature dependence of the density fluctuation spectra is found. The Debye-Waller factor has been calculated for the trapped thermal cloud as a function of q and the number N of atoms. A substantial difference is found for small- and large-N clouds.     

Bounding the quality of stochastic oscillations in population models

We analyze general two-species stochastic models, of the kind generally used for the study of population dynamics. Although usually defined a priori, the deterministic version of these models can be obtained as the infinite volume limit of many stochastic models (which are necessarily defined by more parameters than the deterministic one). It is known that damped oscillations in a deterministic model usually correspond to oscillatory-like fluctuations in their deterministic counterparts. The quality of these “oscillations" depends on details of each stochastic model. We show, however, that the parameters of the deterministic system are generally enough to obtain very good bounds for the quality of “oscillations" in any of its stochastic counterparts. These bounds are shown to depend on only one dimensionless parameter.     

Physical properties of magnetic grains dispersed in anisotropic media

We calculate the dynamical response of a group of non-interacting magnetic grains dispersed in a medium that imposes on them an uniaxial anisotropy. Numerical results are obtained for a collection of grains that has its volume distribution given by a Gaussian function centered in the average volume V₀, and has a width σV₀. We assume that the only effect of the medium on the particles is the anisotropy imposed on the grains to study the influence of the volume distribution (σ and V₀) on the effective permeability. The results are analyzed through the calculation of numerical values for the components of the magnetic permeability and also by the analysis of the combined effect of the external dc magnetic field and the width of the volume distribution on the skin depth.     

Effects of charge-density-wave depinning on the low frequency shear compliance of NbSe3

We report on measurements of the voltage dependence of the complex shear compliance of two crystals of the charge-density-wave (CDW) conductor NbSe₃, for torsional frequencies between 1 Hz and 71 Hz. For both samples, there is a frequency independent, ∼1% increase of the magnitude of the compliance when the voltage exceeds the threshold for CDW depinning, but the internal friction has a striking sample dependence which we do not understand. For one sample, there is a frequency independent decrease in internal friction with CDW depinning, suggesting that the elastic changes are not relaxational and might reflect changes in the screening of the crystal strain by the CDW. For the second sample, the sign and magnitude of the change in internal friction is strongly frequency dependent, which we associate with a change in screening due to the finite electron diffusion time. The second sample also exhibits a frequency dependent peak in internal friction near threshold that may reflect relaxation of the CDW phase. Received 14 August 2001 and Received in final form 3 October 2001     

Phase diagram of a Schelling segregation model

The collective behavior in a variant of Schelling’s segregation model is characterized with methods borrowed from statistical physics, in a context where their relevance was not conspicuous. A measure of segregation based on cluster geometry is defined and several quantities analogous to those used to describe physical lattice models at equilibrium are introduced. This physical approach allows to distinguish quantitatively several regimes and to characterize the transitions between them, leading to the building of a phase diagram. Some of the transitions evoke empirical sudden ethnic turnovers. We also establish links with ‘spin-1’ models in physics. Our approach provides generic tools to analyze the dynamics of other socio-economic systems.     

Stochastic resonance in bistable confining potentials

We study the effects of the confining conditions on the occurrence of stochastic resonance (SR) in continuous bistable systems. We model such systems by means of double-well potentials that diverge like |x|^q for |x|↦∞. For super-harmonic (hard) potentials with q > 2 the SR peak sharpens with increasing q, whereas for sub-harmonic (soft) potentials, q < 2, it gets suppressed.     

On the controversy around Daganzo’s requiem for and Aw-Rascle’s resurrection of second-order traffic flow models

Daganzo’s criticisms of second-order fluid approximations of traffic flow [C. Daganzo, Transpn. Res. B. 29, 277 (1995)] and Aw and Rascle’s proposal how to overcome them [A. Aw, M. Rascle, SIAM J. Appl. Math. 60, 916 (2000)] have stimulated an intensive scientific activity in the field of traffic modeling. Here, we will revisit their arguments and the interpretations behind them. We will start by analyzing the linear stability of traffic models, which is a widely established approach to study the ability of traffic models to describe emergent traffic jams. Besides deriving a collection of useful formulas for stability analyses, the main attention is put on the characteristic speeds, which are related to the group velocities of the linearized model equations. Most macroscopic traffic models with a dynamic velocity equation appear to predict two characteristic speeds, one of which is faster than the average velocity. This has been claimed to constitute a theoretical inconsistency. We will carefully discuss arguments for and against this view. In particular, we will shed some new light on the problem by comparing Payne’s macroscopic traffic model with the Aw-Rascle model and macroscopic with microscopic traffic models.     

Randomness and a step-like distribution of pile heights in avalanche models

This paper considers a one-parameter family of sand-piles. The family exhibits the crossover between the models with deterministic and stochastic relaxation. The mean pile height is used to describe the crossover. The height densities corresponding to the models with relaxation of both types approach one another as the parameter increases. Relaxation is supposed to deal with the local losses of grains by a fixed amount. In that case the densities show a step-like behaviour in contrast to the peaked shape found in the models with the local loss of grains down to a fixed level [S. Lübeck, Phys. Rev. E 62, 6149 (2000)]. A spectral approach based on the long-run properties of the pile height considers the models with deterministic and random relaxation more accurately and distinguishes between the two cases for admissible parameter values.     

On the properties of small-world network models

We study the small-world networks recently introduced by Watts and Strogatz [Nature 393, 440 (1998)], using analytical as well as numerical tools. We characterize the geometrical properties resulting from the coexistence of a local structure and random long-range connections, and we examine their evolution with size and disorder strength. We show that any finite value of the disorder is able to trigger a “small-world” behaviour as soon as the initial lattice is big enough, and study the crossover between a regular lattice and a “small-world” one. These results are corroborated by the investigation of an Ising model defined on the network, showing for every finite disorder fraction a crossover from a high-temperature region dominated by the underlying one-dimensional structure to a mean-field like low-temperature region. In particular there exists a finite-temperature ferromagnetic phase transition as soon as the disorder strength is finite. [0.5cm] Received 29 March 1999 and Received in final form 21 May 1999     

Power injected in dissipative systems and the fluctuation theorem

We consider three examples of dissipative dynamical systems involving many degrees of freedom, driven far from equilibrium by a constant or time dependent forcing. We study the statistical properties of the injected and dissipated power as well as the fluctuations of the total energy of these systems. The three systems under consideration are: a shell model of turbulence, a gas of hard spheres colliding inelastically and excited by a vibrating piston, and a Burridge-Knopoff spring-block model. Although they involve different types of forcing and dissipation, we show that the statistics of the injected power obey the “fluctuation theorem" demonstrated in the case of time reversible dissipative systems maintained at constant total energy, or in the case of some stochastic processes. Although this may be only a consequence of the theory of large deviations, this allows a possible definition of “temperature" for a dissipative system out of equilibrium. We consider how this “temperature" scales with the energy and the number of degrees of freedom in the different systems under consideration. Received 26 June 2000 and Received in final form 24 October 2000     

Total entropy production fluctuation theorems in a nonequilibrium time-periodic steady state

We investigate the total entropy production of a Brownian particle in a driven bistable system. This system exhibits the phenomenon of stochastic resonance. We show that in the time-periodic steady state, the probability density function for the total entropy production satisfies Seifert’s integral and detailed fluctuation theorems over finite time trajectories.     

Stochastic resonance in a model of opinion formation on small-world networks

We analyze the phenomenon of stochastic resonance in an Ising-like system on a small-world network. The system, which is subject to the combined action of noise and an external modulation, can be interpreted as a stylized model of opinion formation by imitation under the effects of a “fashion wave”. Both the amplitude threshold for the detection of the external modulation and the width of the stochastic-resonance peak show considerable variation as the randomness of the underlying small-world network is changed. Received 19 December 2001     

Empirical validation of stochastic models of interacting agents

The present paper expands on recent attempts at estimating the parameters of simple interacting-agent models of financial markets [S. Alfarano, T. Lux, F. Wagner, Computational Economics 26, 19 (2005); S. Alfarano, T. Lux, F. Wagner, in Funktionsf?higkeit und Stabilit?t von Finanzm?rkten, edited by W. Franz, H. Ramser, M. Stadler (Mohr Siebeck, Tübingen, 2005), pp. 241–254]. Here we provide additional evidence by (i) investigating a large sample of individual stocks from the Tokyo Stock Exchange, and (ii) comparing results from the baseline noise trader/fundamentalist model of [S. Alfarano, T. Lux, F. Wagner, Computational Economics 26, 19 (2005)] with those obtained from an even simpler version with a preponderance of noise trader behaviour. As it turns out, this somewhat more parsimonious “maximally skewed” variant is often not rejected in favor of the more complex version. We also find that all stocks are dominated by noise trader behaviour irrespective of whether the data prefer the skewed or the baseline version of our model.     

Impact of gel balls beyond the Hertzian regime

We study experimentally the impact of spherical gel balls on a rigid substrate, where the balls largely deform like a pancake at high impact velocities. In our previous study (Y. Tanaka, Y. Yamazaki, K. Okumura, Europhys. Lett. 63, 149 (2003)), we measured the contact time τ_f and maximally deformed size versus impact velocity and explained the behaviors at the scaling level. In this study, we further measure τ_m, the time required to reach the maximum deformation (from the initial contact), and the restitution coefficient e. We also make a static experiment where we obtain the force-deformation curve of the gel balls up to fairly large deformations to explain the data on the impact. We propose two phenomenological treatments going beyond the scaling argument, one for intermediate impact velocities and the other for large velocities; the former is based on the static experiment while the latter on a Lagrangian constructed from appropriate constraints. Results from these treatments reproduce the experimental behavior of τ_m.