Statistical properties of two-dimensional periodic Lorentz gas with infinite horizon

We study the asymptotic statistical behavior of the 2-dimensional periodic Lorentz gas with an infinite horizon. We consider a particle moving freely in the plane with elastic reflections from a periodic set of fixed convex scatterers. We assume that the initial position of the particle in the phase space is random with uniform distribution with respect to the Liouville measure of the periodic problem. We are interested in the asymptotic statistical behavior of the particle displacement in the plane as the timet goes to infinity. We assume that the particle horizon is infinite, which means that the length of free motion of the particle is unbounded. Then we show that under some natural assumptions on the free motion vector autocorrelation function, the limit distribution of the particle displacement in the plane is Gaussian, but the normalization factor is (t logt)^1/2 and nott ^1/2 as in the classical case. We find the covariance matrix of the limit distribution.     

Statistical description of the motion of dislocation kinks in a random field of impurities adsorbed by a dislocation

A model has been proposed for describing the influence of impurities adsorbed by dislocation cores on the mobility of dislocation kinks in materials with a high crystalline relief (Peierls barriers). The delay time spectrum of kinks at statistical fluctuations of the impurity density has been calculated for a sufficiently high energy of interaction between impurities and dislocations when the migration potential is not reduced to a random Gaussian potential. It has been shown that fluctuations in the impurity distribution substantially change the character of the migration of dislocation kinks due to the slow decrease in the probability of long delay times. The dependences of the position of the boundary of the dynamic phase transition to a sublinear drift of kinks x ∝ t^δ (δ σ 1) and the characteristics of the anomalous mobility on the physical parameters (stress, impurity concentration, experimental temperature, etc.) have been calculated.     

Non-linear scission/recombination kinetics of living polymerization

Living polymers are formed by reversible association of primary units (unimers). Generally the chain statistical weight involves a factor σ < 1 suppressing short chains in comparison with free unimers. Living polymerization is a sharp thermodynamic transition for σ ≪ 1 which is typically the case. We show that this sharpness has an important effect on the kinetics of living polymerization (one-dimensional association). The kinetic model involves i) the unimer activation step (a transition to an assembly-competent state); ii) the scission/recombination processes providing growth of polymer chains and relaxation of their length distribution. Analyzing the polymerization with no chains but unimers at t = 0 , with initial concentration of unimers M ≳ M ^* (M^* is the critical polymerization concentration), we determine the time evolution of the chain length distribution and find that: 1) for M ^* ≪ M ≪ M ^*/σ the kinetics is characterized by 5 distinct time stages demarcated by 4 characteristic times t₁, t₂, t₃ and t^*; 2) there are transient regimes (t ₁ ≲ t ≲ t ₃) when the molecular-weight distribution is strongly non-exponential; 3) the chain scissions are negligible at times shorter than t₂. The chain growth is auto-accelerated for t ₁ ≲ t ≲ t ₂ : the cut-off chain length (= polymerization degree 〈n〉_w N ₁ ∝ t ² in this regime. 4) For t ₂ < t < t ₃ the length distribution is characterized by essentially 2 non-linear modes; the shorter cut-off length N₁ is decreasing with time in this regime, while the length scale N₂ of the second mode is increasing. (5) The terminal relaxation time of the polymer length distribution, t^*, shows a sharp maximum in the vicinity of M^*; the effective exponent is as high as ∼ σ^-1/3 just above M^*.     

Estimating the strength of single-ended dislocation sources in micron-sized single crystals

Three-dimensional (3D) discrete dislocation dynamics simulations were used to calculate the effects of anisotropy of dislocation line tension (increasing Poisson's ratio, ν) on the strength of single-ended dislocation sources in micron-sized volumes with free surfaces and to compare them with the strength of double-ended sources of equal length. Their plastic response was directly modelled within a 1?µm³ volume composed of a single crystal fcc metal. In general, double-ended sources are stronger than single-ended sources of an equal length and exhibit no significant effects from truncating the long-range elastic fields at this scale. The double-ended source strength increases with ν, exhibiting an increase of about 50% at ν?=?0.38 (value for Ni) as compared to the value at ν?=?0. Independent of dislocation line direction, for ν greater than 0.20, the strengths of single-ended sources depend upon the sense of the stress applied. The value for α in the expression for strength, τ?=?α(L)µb/L is shown to vary from 0.4 to 0.84 depending on the character of the dislocation and the direction of operation of the source at ν?=?0.38 and L?=?933b. By varying the lengths of the sources from 933 to 233b, it was shown that the scaling of the strength of single-ended and double-ended sources with their length both follow a ln(L/b)/(L/b) dependence. Surface image stresses are shown to have little effect on the critical stress of single-ended sources at a length of ～250b or greater. This suggests that for 3D discrete dislocation dynamics simulations of the plastic deformation of micron-sized crystals in the size range 0.5–20?µm, image stresses making the surface traction-free can be neglected. The relationship between these findings and a recent statistical model for the hardening of small volumes is discussed.     

Glassy effects in the swelling/collapse dynamics of homogeneous polymers

We investigate, using numerical simulations and analytical arguments, a simple one-dimensional model for the swelling or the collapse of a closed polymer chain of size N, representing the dynamical evolution of a polymer in a Θ-solvent that is rapidly changed into a good solvent (swelling) or a bad solvent (collapse). In the case of swelling, the density profile for intermediate times is parabolic and expands in space as t ^1/3, as predicted by a Flory-like continuum theory. The dynamics slows down after a time ∝N ² when the chain becomes stretched, and the polymer gets stuck in metastable “zig-zag” configurations, from which it escapes through thermal activation. The size of the polymer in the final stages is found to grow as . In the case of collapse, the chain very quickly (after a time of order unity) breaks up into clusters of monomers (“pearls”). The evolution of the chain then proceeds through a slow growth of the size of these metastable clusters, again evolving as the logarithm of time. We enumerate the total number of metastable states as a function of the extension of the chain, and deduce from this computation that the radius of the chain should decrease as 1/ln(ln t). We compute the total number of metastable states with a given value of the energy, and find that the complexity is non-zero for arbitrary low energies. We also obtain the distribution of cluster sizes, that we compare to simple “cut-in-two” coalescence models. Finally, we determine the aging properties of the dynamical structure. The subaging behaviour that we find is attributed to the tail of the distribution at small cluster sizes, corresponding to anomalously “fast” clusters (as compared to the average). We argue that this mechanism for subaging might hold in other slowly coarsening systems. Received 23 October 2000     

Effect of disorder on relaxation in the one-dimensional Glauber model

We study the long-time relaxation of magnetization in a disordered linear chain of Ising spins from an initially aligned state. The coupling constants are ferromagnetic and nearest-neighbor only, taking valuesJ ₀ andJ ₁ with probabilitiesp and 1–p, respectively. The time evolution of the system is governed by the Glauber master equation. It is shown that for large timest, the magnetizationM(t) varies as [exp(–₀ t](t), where ₀ is a function of the stronger bond strengthJ ₀ only, and (t) decreases slower than an exponential. For very long times, we find that ln (t) varies as –t ^1/3. For low enough temperatures, there is an intermediate time regime when ln (t) varies as –t ^1/2. The results can be extended to more general probability distributions of ferromagnetic coupling constants, assuming thatM(t) can only increase if any bond in the chain is strengthened. If the coupling constants have a continuous distribution in which the probability density varies as a power law near some maximum valueJ ₀, we find that ln (t) varies as –t ^1/3(lnt)^2/3 for large times.     

Lingering Random Walks in Random Environment on a Strip

We consider a recurrent random walk (RW) in random environment (RE) on a strip. We prove that if the RE is i. i. d. and its distribution is not supported by an algebraic subsurface in the space of parameters defining the RE then the RW exhibits the (log t)² asymptotic behaviour. The exceptional algebraic subsurface is described by an explicit system of algebraic equations. One-dimensional walks with bounded jumps in a RE are treated as a particular case of the strip model. If the one dimensional RE is i. i. d., then our approach leads to a complete and constructive classification of possible types of asymptotic behaviour of recurrent random walks. Namely, the RW exhibits the (log t)² asymptotic behaviour if the distribution of the RE is not supported by a hyperplane in the space of parameters which shall be explicitly described. And if the support of the RE belongs to this hyperplane then the corresponding RW is a martingale and its asymptotic behaviour is governed by the Central Limit Theorem.     

Kraus Operator-Sum Representation and Time Evolution of Distribution Functions in Phase-Sensitive Reservoirs

Using the thermal entangled state representation 〈η|, we examine the master equation (ME) describing phase-sensitive reservoirs. We present the analytical expression of solution to the ME, i.e., the Kraus operator-sum representation of density operator ρ is given, and its normalization is also proved by using the IWOP technique. Further, by converting the characteristic function χ(λ) into an overlap between two “pure states” in enlarged Fock space, i.e., χ(λ)=〈η _=−λ |ρ|η ₌₀〉, we consider time evolution of distribution functions, such as Wigner, Q- and P-function. As applications, the photon-count distribution and the evolution of Wigner function of photon-added coherent state are examined in phase-sensitive reservoirs. It is shown that the Wigner function has a negative value when kt\leqslant\frac 12ln( 1+m_￥) \kappa t\leqslant\frac {1}{2}\ln ( 1+\mu_{\infty}) is satisfied, where μ _∞ depends on the squeezing parameter |M|² of environment, and increases as the increase of |M|.     

Approximate fixed-ρ solution of ‘sea-quark’ evolution equation at small-x and HERA

We found an approximate simple solution of sea-quark evolution equation in terms ofρ(=√ln(x ₀/x)/ln[ln(Q ²/Λ²)/(Q ₀ ² /Λ²)]) andζ(≡ln[ln(Q ²Λ²)/ln(Q ₀ ² /Λ²)]) in the small-x region whenρ is fixed and compared with HERA data. Agreement with data is found for largeQ ² and smallρ. Comparison with double asymptotic scaling prediction is made. We found a critical value ofρ. More data are needed to confirm this point.     

Algebraic decay in self-similar Markov chains

A continuous-time Markov chain is used to model motion in the neighborhood of a critical invariant circle for a Hamiltonian map. States in the infinite chain represent successive rational approximants to the frequency of the invariant circle. For the case of a noble frequency, the chain is self-similar and the nonlinear integral equation for the first passage time distribution is solved exactly. The asymptotic distribution is a power law times a function periodic in the logarithm of the time. For parameters relevant to the critical noble circle, the decay proceeds ast ^–4.05.     

Vicious random walkers in the limit of a large number of walkers

The vicious random walker problem on a line is studied in the limit of a large number of walkers. The multidimensional integral representing the probability that thep walkers will survive a timet (denotedP _t ^(p) ) is shown to be analogous to the partition function of a particular one-component Coulomb gas. By assuming the existence of the thermodynamic limit for the Coulomb gas, one can deduce asymptotic formulas forP _t ^(p) in the large-p, large-t limit. A straightforward analysis gives rigorous asymptotic formulas for the probability that after a timet the walkers are in their initial configuration (this event is termed a reunion). Consequently, asymptotic formulas for the conditional probability of a reunion, given that all walkers survive, are derived. Also, an asymptotic formula for the conditional probability density that any walker will arrive at a particular point in timet, given that allp walkers survive, is calculated in the limittp.     

The kinetics of barium precipitation at dislocations in NaCl monocrystals

The kinetics of barium precipitation at dislocations in NaCl monocrystals has been studied in thermally and mechanically treated NaCl + 4 ppm BaCl₂ samples by investigating the isothermic variation of ionic conductivity as a function of time. The course of precipitation which takes place at dislocations located at grain boundaries can be divided into three time regions characterized by diffusion of impurities to dislocation cores at grain boundaries, nucleation, formation of new grain boundaries, etc. At higher number of dislocations an interruption of the precipitation appears due to a local free energy of nucleation minimum at radiusr ₀=6·92×10^–8 cm.     

Continuous-Time Quantum Walk on Integer Lattices and Homogeneous Trees

This paper is concerned with the continuous-time quantum walk on ℤ, ℤ ^d , and infinite homogeneous trees. By using the generating function method, we compute the limit of the average probability distribution for the general isotropic walk on ℤ, and for nearest-neighbor walks on ℤ ^d and infinite homogeneous trees. In addition, we compute the asymptotic approximation for the probability of the return to zero at time t in all these cases.     

Power law distributions and dynamic behaviour of stock markets

A simple agent model is introduced by analogy with the mean field approach to the Ising model for a magnetic system. Our model is characterised by a generalised Langevin equation = F ϕ + G ϕ t where t is the usual Gaussian white noise, i.e.: t t ^′ = 2Dδ t-t ^′ and t = 0. Both the associated Fokker Planck equation and the long time probability distribution function can be obtained analytically. A steady state solution may be expressed as P ϕ = exp{ - Ψϕ - ln G(ϕ)} where Ψϕ = - F/ G dϕ and Z is a normalization factor. This is explored for the simple case where F ϕ = Jϕ + bϕ² - cϕ³ and fluctuations characterised by the amplitude G ϕ = ϕ + ɛ when it readily yields for ϕ≫ɛ, a distribution function with power law tails, viz: P ϕ = exp{2bϕ-cϕ² /D}. The parameter c ensures convergence of the distribution function for large values of ϕ. It might be loosely associated with the activity of so-called value traders. The parameter J may be associated with the activity of noise traders. Output for the associated time series show all the characteristics of familiar financial time series providing J < 0 and D≈ | J|. Received 25 July 2000     

Electrical conductivity of germanium with dislocation grids

Samples of n-type germanium with a donor concentration N _d=2.4×10¹⁶ cm⁻³ are plastically deformed to a degree of strain equal to 18–40% to detect static conduction by electrons trapped on dislocations in a system of dislocation grids. In samples with 20%<δ<31%, which retain an electronic type of conductivity, the conductivity for T<8 K, which is weakly temperature-dependent, is associated with conduction by electrons trapped on dislocations. The nonmonotonic dependence of the conductivity at 4.2 K on the degree of strain as the latter increases from 18% to 40% attests to the existence of an energy gap between the donor and acceptor dislocation states in strongly plastically deformed germanium. Zh. éksp. Teor. Fiz. 115, 115–125 (January 1999)     

Characterization of dislocation interactions in olivine using electron tomography

We have investigated by electron tomography, in a transmission electronic microscope, the interactions between dislocations in olivine single crystals and polycrystals deformed in axial compression at T < 1000 °C (T < 0.5T_m). Dislocations are mostly of the [0?0?1] type, except in the polycrystal where [1?0?0] and [0?0?1] dislocations have been activated. A few 〈1?0?1〉 junctions have been found and characterized. Many collinear interactions have been identified either involving direct interactions between crossing dislocations of opposite Burgers vectors or indirect interactions between dislocations gliding in parallel planes and sessile dislocation loops. We suggest that collinear interaction, already identified as the primary source of strain hardening in FCC metals, is the main dislocation interaction mechanism in olivine deformed at temperatures below 1000 °C.     

The size effects upon shock plastic compression of nanocrystals

For the first time a theoretical analysis of scale effects upon the shock plastic compression of nanocrystals is implemented in the context of a dislocation kinetic approach based on the equations and relationships of dislocation kinetics. The yield point of crystals τ_y is established as a quantitative function of their cross-section size D and the rate of shock deformation as τ_y ~ ε^2/3 D. This dependence is valid in the case of elastic stress relaxation on account of emission of dislocations from single-pole Frank–Read sources near the crystal surface.     

Phase transition for absorbed Brownian motion with drift

We study one-dimensional Brownian motion with constant drift toward the origin and initial distribution concentrated in the strictly positive real line. We say that at the first time the process hits the origin, it is absorbed. We study the asymptotic behavior, ast, ofm _t , the conditional distribution at time zero of the process conditioned on survival up to timet and on the process having a fixed value at timet. We find that there is a phase transition in the decay rate of the initial condition. For fast decay rate (subcritical case)m _t is localized, in the critical casem _t is located around , and for slow rates (supercritical case)m _t is located aroundt. The critical rate is given by the decay of the minimal quasistationary distribution of this process. We also study in each case the asymptotic distribution of the process, scaled by , conditioned as before. We prove that in the subcritical case this distribution is a Brownian excursion. In the critical case it is a Brownian bridge attaining 0 for the first time at time 1, with some initial distribution. In the supercritical case, after centering around the expected value—which is of the order oft—we show that this process converges to a Brownian bridge arriving at 0 at time 1 and with a Gaussian initial distribution.     

Renormalization group analysis of polymer cyclization with non-equilibrium initial conditions

We develop a renormalization group approach for cyclizing polymers for the case when chain ends are initially close together (ring initial conditions). We analyze the behavior at times much shorter than the longest polymer relaxation time. In agreement with our previous work (Europhys. Lett. 73, 621 (2006)) we find that the leading time dependence of the reaction rate k(t) for ring initial conditions and equilibrium initial conditions are related, namely k _ring(t) ∝ t ^-δ and k _eq(t) ∝ t ^1-δ for times less than the longest polymer relaxation time. Here δ is an effective exponent which approaches δ = 5/4 for very long Rouse chains. Our present analysis also suggests a “sub-leading” term proportional to (ln t)/t which should be particularly significant for smaller values of the renormalized reaction rate and early times. For Zimm dynamics, our RG analysis indicates that the leading time dependence for the reaction rate is k(t) ∼ 1/t for very long chains. The leading term is again consistent with the expected relation between ring and equilibrium initial conditions. We also find a logarithmic correction term which we “exponentiate” to a logarithmic form with a Landau pole. The presence of the logarithm is particularly important for smaller chains and, in the Zimm case, large values of the reaction rate.