Potts model on complex networks

We consider the general p-state Potts model on random networks with a given degree distribution (random Bethe lattices). We find the effect of the suppression of a first order phase transition in this model when the degree distribution of the network is fat-tailed, that is, in more precise terms, when the second moment of the distribution diverges. In this situation the transition is continuous and of infinite order, and size effect is anomalously strong. In particular, in the case of p = 1, we arrive at the exact solution, which coincides with the known solution of the percolation problem on these networks.Received: 3 December 2003, Published online: 17 February 2004PACS: 05.10.-a Computational methods in statistical physics and nonlinear dynamics - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.50. + q Lattice theory and statistics (Ising, Potts, etc.) - 87.18.Sn Neural networks     

Analytical results for the Sznajd model of opinion formation

The Sznajd model, which describes opinion formation and social influence, is treated analytically on a complete graph. We prove the existence of the phase transition in the original formulation of the model, while for the Ochrombel modification we find smooth behaviour without transition. We calculate the average time to reach the stationary state as well as the exponential tail of its probability distribution. An analytical argument for the observed 1/n dependence in the distribution of votes in Brazilian elections is provided.Received: 21 July 2003, Published online: 2 October 2003PACS: 89.65.-s Social and economic systems - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.-r Probability theory, stochastic processes, and statistics     

Phase behavior and collective excitations of the Morse ring chain

Using primarily numerical methods we study clustering processes and collective excitations in a one-dimensional ring chain. The ring chain is constituted by N identical point particles with next neighbors interacting via nonlinear Morse springs. If the system is coupled to a heat bath (Gaussian white noise and viscous friction), then depending on the particle density and the bath temperature different phase-like states can be distinguished. This will be illustrated by means of numerically calculated phase diagrams. In order to identify collective excitations activated by the heat bath we calculate the spectrum of the normalized dynamical structure factor (SDF). Our numerical results show that the transition regions between different phase-like states are typically characterized by a 1/f-type SDF spectrum, reflecting the fact that near critical points correlations on all length and time scales become important. In the last part of the paper we also discuss a non-equilibrium effect, which occurs if an additional nonlinearly velocity-dependent force is included in the equations of motions. In particular it will be shown that such additional dissipative effects may stabilize cluster configurations.Received: 27 June 2003, Published online: 2 October 2003PACS: 05.70.Fh Phase transitions: general studies - 05.70.Ln Non-equilibrium and irreversible processes - 05.40.-a Fluctuation phenomena, random processes, noise and Brownian motion     

Effects of the Low Frequencies of Noise on On–Off Intermittency

A bifurcating system subject to multiplicative noise can exhibit on–off intermittency close to the instability threshold. For a canonical system, we discuss the dependence of this intermittency on the Power Spectrum Density (PSD) of the noise. Our study is based on the calculation of the Probability Density Function (PDF) of the unstable variable. We derive analytical results for some particular types of noises and interpret them in the framework of on-off intermittency. Besides, we perform a cumulant expansion (N. G. van Kampen, 24, 171 (1976).) for a random noise with arbitrary power spectrum density and we show that the intermittent regime is controlled by the ratio between the departure from the threshold and the value of the PSD of the noise at zero frequency. Our results are in agreement with numerical simulations performed with two types of random perturbations: colored Gaussian noise and deterministic fluctuations of a chaotic variable. Extensions of this study to another, more complex, system are presented and the underlying mechanisms are discussed. PACS Number: 05.40.-a, 05.45.-a, 91.25.-r     

Solvable multi-species extensions of the drop-push model

A family of multispecies drop-push systems on a one-dimensional lattice is investigated. It is shown that this family is solvable in the sense of the Bethe ansatz, provided a nonspectral matrix equation is satisfied. The large-time behavior of the conditional probabilities, and the dynamics of the particle-type change are also investigated.Received: 25 July 2003, Published online: 19 November 2003PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.Ga Markov processes     

Short-distance wavefunction statistics in one-dimensional Anderson localization

We investigate the short-distance statistics of the local density of states in long one-dimensional disordered systems, which display Anderson localization. It is shown that the probability distribution function can be recovered from the long-distance wavefunction statistics, if one also uses parameters that are irrelevant from the perspective of two-parameter scaling theory.Received: 10 July 2003, Published online: 15 October 2003PACS: 72.15.Rn Localization effects (Anderson or weak localization) - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 42.25.Dd Wave propagation in random media - 73.20.Fz Weak or Anderson localization     

Stability analysis of a noise-induced Hopf bifurcation

We study analytically and numerically the noise-induced transition between an absorbing and an oscillatory state in a Duffing oscillator subject to multiplicative, Gaussian white noise. We show in a non-perturbative manner that a stochastic bifurcation occurs when the Lyapunov exponent of the linearised system becomes positive. We deduce from a simple formula for the Lyapunov exponent the phase diagram of the stochastic Duffing oscillator. The behaviour of physical observables, such as the oscillators mean energy, is studied both close to and far from the bifurcation.Received: 8 August 2003, Published online: 19 November 2003PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems     

Statistical approach of the modulational instability of the discrete self-trapping equation

The discrete self-trapping equation (DST) represents an useful model for several properties of one-dimensional nonlinear molecular crystals. The modulational instability of DST equation is discussed from a statistical point of view, considering the oscillator amplitude as a random variable. A kinetic equation for the two-point correlation function is written down, and its linear stability is studied. Both a Gaussian and a Lorentzian form for the initial unperturbed wave spectrum are discussed. Comparison with the continuum limit (NLS equation) is carried out.Received: 29 May 2003, Published online: 4 August 2003PACS: 63.70.+h Statistical mechanics of lattice vibrations and displacive phase transitions - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems - 05.45.Yv Solitons     

Many paths to dewetting of thin films: anatomy and physiology of surface instability

The role of essential, real life thin film complexities such as antagonistic (attractive and repulsive) interactions, retardation of van der Waals force, substrate and film heterogeneities, slippage and visco-elasticity are critically examined. It is argued that several factors that are usually overlooked within the framework of the most widely used simple theory can conspire to produce similar length and time scalings and morphologies. Further it is shown with examples that the precise details of the preparation conditions and materials, which also determine the initial physico-chemical roughness of the interfaces, can have profound influences in the Density Variation Induced Instability, Defect Sensitive Spinodal Regime, as well as in the True Nucleation Regime.Received: 1 August 2003PACS: 68.15. + e Liquid thin films - 68.55.-a Thin film structure and morphology - 47.20.Ma Interfacial instability     

Autocorrelation functions of nonlinear Fokker-Planck equations

We compute autocorrelation functions from nonlinear Fokker-Planck equations that describe nonlinear families of Markov diffusion processes and illustrate this approach for the Plastino-Plastino Fokker-Planck equation related to the Tsallis entropy.Received: 30 October 2003, Published online: 15 March 2004PACS: 05.20.-y Classical statistical mechanics - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion     

Noised-induced phase transition in an oscillatory system with dynamical traps

A new type of noised induced phase transitions is proposed. It occurs in noisy systems with dynamical traps. Dynamical traps are regions in the phase space where the regular forces are depressed substantially. By way of an example, a simple oscillatory system with additive white noise is considered and its dynamics is analyzed numerically. The dynamical trap region is assumed to be located near the x-axis where the velocity v of the system becomes sufficiently low. The meaning of this assumption is discussed. The observed phase transition is caused by the asymmetry in the residence time distribution in the vicinity of zero value velocity. This asymmetry is due to a cooperative effect of the random Langevin force in the trap region and the regular force not changing the direction of action when crossing the trap region.Received: 25 April 2003, Published online: 19 November 2003PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems - 05.70.Fh Phase transitions: general studies     

Dynamical phase transition in the two-point functions of the autonomous one-dimensional single-species reaction-diffusion systems

The evolution of the two-point functions of autonomous one-dimensional single-species reaction-diffusion systems with nearest-neighbor interaction and translationally-invariant initial conditions is investigated. It is shown that the dynamical phase structure of such systems consists of five phases. As an example, a one-parameter family is introduced which can be in each of these phases.Received: 11 October 2003, Published online: 15 March 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.Ga Markov processes     

On the influence of a horizontal magnetic field on the Rosensweig instability of a nonlinear magnetizable ferrofluid

The Rosensweig instability induced by magnetic forces of the flat free surface of the layer of a stationary nonlinearly magnetizable ferrofluid is considered. The fluid covers a horizontal plate of a nonmagnetic material, located in a tilted magnetic field. The critical value of the vertical component of the magnetization vector is calculated in the linear formulation for a deep magnetic fluid for any physically admissible magnetization law. The influence of the horizontal component of the applied magnetic field on the onset of instability upon the modified Langevin magnetization is analyzed.     

Anisotropy effects in ferrofluid instabilities

We study the effects of a tangential component of a magnetic field on the instability of a layer of ferrofluid submitted to a vertical field (Rosensweig instability). This anistropy produces a stabilizing effect with a shift of the value of the normal field, which we measured and explain here. The new axis of symmetry induces “rolls” (lines of deflection) in the direction of the horizontal field and influences the formation of the hexagonal pattern of peaks.     

Noise-induced reentrant transition of the stochastic Duffing oscillator

We derive the exact bifurcation diagram of the Duffing oscillator with parametric noise thanks to the analytical study of the associated Lyapunov exponent. When the fixed point is unstable for the underlying deterministic dynamics, we show that the system undergoes a noise-induced reentrant transition in a given range of parameters. The fixed point is stabilised when the amplitude of the noise belongs to a well-defined interval. Noisy oscillations are found outside that range, i.e., for both weaker and stronger noise.Received: 20 February 2004, Published online: 20 April 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 05.10.Gg Stochastic analysis methods (Fokker-Planck, Langevin, etc.) - 05.45.-a Nonlinear dynamics and nonlinear dynamical systems     

Current reversals in an inhomogeneous system with asymmetric unbiased fluctuations

We present a study of the transport of a Brownian particle moving in a periodic symmetric potential in the presence of asymmetric unbiased fluctuations. The particle is considered to move in a medium with periodic space dependent friction. By tuning the parameters of the system, the direction of the current exhibits reversals, both as a function of temperature as well as the amplitude of rocking force. We found that the mutual interplay between the opposite driving factors is the necessary term for current reversals.Received: 11 October 2003, Published online: 9 April 2004PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.Ey Stochastic processes - 87.10. + e General theory and mathematical aspects     

Membranes with rotating motors: Microvortex assemblies

We study collections of rotatory motors confined to 2-dimensional manifolds. The rotational motion induces a repulsive hydrodynamic interaction between motors leading to a non-trivial collective behavior. For high rotation speed, motors should arrange on a triangular lattice exhibiting crystalline order. At low speed, they form a disordered phase where diffusion is enhanced by velocity fluctuations. In confining geometries and under suitable boundary conditions, motor-generated flow might enhance left-right symmetry-breaking transport. All these effects should be experimentally observable for motors driven by external fields and for dipolar biological motors embedded into lipid membranes in a viscoelastic solvent.Received: 9 October 2003, Published online: 11 May 2004PACS: 87.16.-b Subcellular structure and processes - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 87.15.Kg Molecular interactions; membrane-protein interactions     

Influence of hydrodynamics on many-particle diffusion in 2D colloidal suspensions

We study many-particle diffusion in 2D colloidal suspensions with full hydrodynamic interactions through a novel mesoscopic simulation technique. We focus on the behaviour of the effective scaled tracer and collective-diffusion coefficients and , respectively, where D₀ is the single-particle diffusion coefficient, as a function of the density of the colloids . At low Schmidt numbers , we find that hydrodynamics has essentially no effect on the behaviour of . At larger Sc, seems to be enhanced at all densities, although the differences compared to the case without hydrodynamics are rather minor. The collective-diffusion coefficient, on the other hand, is much more strongly coupled to hydrodynamical conservation laws and is distinctly different from the purely dissipative case without hydrodynamic interactions.Received: 20 October 2003, Published online: 23 March 2004PACS: 68.35.Fx Diffusion; interface formation - 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 82.20.Wt Physical chemistry and chemical physics: Computational modeling; simulation     

Scaling behavior of jamming fluctuations upon random sequential adsorption

It is shown that the fluctuations of the jamming coverage upon Random Sequential Adsorption (RSA) ( ), decay with the lattice size according to the power-law , with ,where D is the dimension of the substrate and is the fractal dimension of the set of sites belonging to the substrate where the RSA process actually takes place. This result is in excellent agreement with the figure recently reported by Vandewalle et al. [Eur. Phys. J. B 14, 407 (2000)], namely for the RSA of needles with D = 2 and , that gives . Furthermore, our prediction is in excellent agreement with different previous numerical results. The derived relationships are also confirmed by means of extensive numerical simulations applied to the RSA of dimers on both stochastic and deterministic fractal substrates.Received: 17 October 2003, Published online: 8 December 2003PACS: 05.40.-a Fluctuation phenomena, random processes, noise, and Brownian motion - 02.50.-r Probability theory, stochastic processes, and statistics