Steady-states and kinetics of ordering in bus-route models: connection with the Nagel-Schreckenberg model

A Bus Route Model (BRM) can be defined on a one-dimensional lattice, where buses are represented by “particles” that are driven forward from one site to the next with each site representing a bus stop. We replace the random sequential updating rules in an earlier BRM by parallel updating rules. In order to elucidate the connection between the BRM with parallel updating (BRMPU) and the Nagel-Schreckenberg (NaSch) model, we propose two alternative extensions of the NaSch model with space-/time-dependent hopping rates. Approximating the BRMPU as a generalization of the NaSch model, we calculate analytically the steady-state distribution of the time headways (TH) which are defined as the time intervals between the departures (or arrivals) of two successive particles (i.e., buses) recorded by a detector placed at a fixed site (i.e., bus stop) on the model route. We compare these TH distributions with the corresponding results of our computer simulations of the BRMPU, as well as with the data from the simulation of the two extended NaSch models. We also investigate interesting kinetic properties exhibited by the BRMPU during its time evolution from random initial states towards its steady-states. Received 16 December 1999     

Exact and approximate results of non-extensive quantum statistics

We develop an analytical technique to derive explicit forms of thermodynamical quantities within the asymptotic approach to non-extensive quantum distribution functions. Using it, we find an expression for the number of particles in a boson system which we compare with other approximate scheme (i.e. factorization approach), and with the recently obtained exact result. To do this, we investigate the predictions on Bose-Einstein condensation and the blackbody radiation. We find that both approximation techniques give results similar to (up to ) the exact ones, making them a useful tool for computations. Because of the simplicity of the factorization approach formulae, it appears that this is the easiest way to handle with physical systems which might exhibit slight deviations from extensivity. Received 19 August 1999 and Received in final form 1 November 1999     

Roughness and dynamics of a contact line of a viscous fluid on a disordered substrate

We have studied the roughness and the dynamics of the contact line of a viscous liquid on a disordered substrate. We have used photolithographic techniques to obtain a controlled disorder with a correlation length ξ = 10μm. Liquids with different viscosity were used: water and aqueous glycerol solution. We have found that the roughness W of the contact line depends neither on the viscosity nor on the velocity v of the contact line for v in the range 0.2-20μm/s. W is found to scale with the length L of the line as L ^ζ with a roughness exponent ζ = 0.51±0.03. This value is similar to the one obtained with superfluid helium. In the present experiment, we have checked that the motion of the contact line is actually overdamped, so that the phenomenological equation first proposed by Ertas and Kardar should be relevant. However, our measurement of ζ is in disagreement with the predicted value ζ = 0.39. We have also analyzed the avalanche-like motion of the contact line. We find that the size distribution does not follow a power law dependence. Received 18 April 2002     

Symmetry alteration of ensemble return distribution in crash and rally days of financial markets

We select the n stocks traded in the New York Stock Exchange and we form a statistical ensemble of daily stock returns for each of the k trading days of our database from the stock price time series. We study the ensemble return distribution for each trading day and we find that the symmetry properties of the ensemble return distribution drastically change in crash and rally days of the market. In crash and rally days, the distribution becomes asymmetric. In particular for crashes the positive tail is steeper than the negative one whereas the reverse is observed in rally days. Received 25 February 2000     

Dynamical mean-field study of the Mott transition in thin films

The correlation-driven transition from a paramagnetic metal to a paramagnetic Mott-Hubbard insulator is studied within the half-filled Hubbard model for a thin-film geometry. We consider simple-cubic films with different low-index surfaces and film thickness d ranging from d=1 (two-dimensional) up to d=8. Using the dynamical mean-field theory, the lattice (film) problem is self-consistently mapped onto a set of d single-impurity Anderson models which are indirectly coupled via the respective baths of conduction electrons. The impurity models are solved at zero temperature using the exact-diagonalization algorithm. We investigate the layer and thickness dependence of the electronic structure in the low-energy regime. Effects due to the finite film thickness are found to be the more pronounced the lower is the film-surface coordination number. For the comparatively open sc(111) geometry we find a strong layer dependence of the quasi-particle weight while it is much less pronounced for the sc(110) and the sc(100) film geometries. For a given geometry and thickness d there is a unique critical interaction strength U _c2 (d) at which all effective masses diverge and there is a unique strength U _c1 (d) where the insulating solution disappears. U _c2 (d) and U _c1 (d) gradually increase with increasing thickness eventually approaching their bulk values. A simple analytical argument explains the complete geometry and thickness dependence of U_c2. U_c1 is found to scale linearly with U_c2. Received 19 August 1998     

Interfacial reaction kinetics

We study irreversible A-B reaction kinetics at a fixed interface separating two immiscible bulk phases, A and B. Coupled equations are derived for the hierarchy of many-body correlation functions. Postulating physically motivated bounds, closed equations result without the need for ad hoc decoupling approximations. We consider general dynamical exponent z, where is the rms diffusion distance after time t. At short times the number of reactions per unit area, , is 2nd order in the far-field reactant densities . For spatial dimensions dabove a critical value , simple mean field (MF) kinetics pertain, where Q_b is the local reactivity. For low dimensions , this MF regime is followed by 2nd order diffusion controlled (DC) kinetics, , provided . Logarithmic corrections arise in marginal cases. At long times, a cross-over to 1st order DC kinetics occurs: . A density depletion hole grows on the more dilute A side. In the symmetric case (), when the long time decay of the interfacial reactant density, , is determined by fluctuations in the initial reactant distribution, giving . Correspondingly, A-rich and B-rich regions develop at the interface analogously to the segregation effects established by other authors for the bulk reaction . For fluctuations are unimportant: local mean field theory applies at the interface (joint density distribution approximating the product of A and B densities) and . We apply our results to simple molecules (Fickian diffusion, z=2) and to several models of short-time polymer diffusion (z>2). Received 8 June 1998 and Received in final form 10 September 1999     

Finite temperature dynamics of vortices in the two dimensional anisotropic Heisenberg model

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations. Received: 27 April 1998 / Revised: 2 September 1998 / Accepted: 10 September 1998     

A deterministic sandpile automaton revisited

The Bak-Tang-Wiesenfeld (BTW) sandpile model is a cellular automaton which has been intensively studied during the last years as a paradigm for self-organized criticality. In this paper, we reconsider a deterministic version of the BTW model introduced by Wiesenfeld, Theiler and McNamara, where sand grains are added always to one fixed site on the square lattice. Using the Abelian sandpile formalism we discuss the static properties of the system. We present numerical evidence that the deterministic model is only in the BTW universality class if the initial conditions and the geometric form of the boundaries do not respect the full symmetry of the square lattice. Received 19 August 1999     

Block persistence

We define a block persistence probability p _l (t) as the probability that the order parameter integrated on a block of linear size l has never changed sign since the initial time in a phase-ordering process at finite temperature T<T _c . We argue that in the scaling limit of large blocks, where z is the growth exponent (), is the global (magnetization) persistence exponent and f(x) decays with the local (single spin) exponent for large x. This scaling is demonstrated at zero temperature for the diffusion equation and the large-n model, and generically it can be used to determine easily from simulations of coarsening models. We also argue that and the scaling function do not depend on temperature, leading to a definition of at finite temperature, whereas the local persistence probability decays exponentially due to thermal fluctuations. These ideas are applied to the study of persistence for conserved models. We illustrate our discussions by extensive numerical results. We also comment on the relation between this method and an alternative definition of at finite temperature recently introduced by Derrida [Phys. Rev. E 55, 3705 (1997)]. Received: 25 February 1998 / Revised: 24 July 1998 / Accepted: 27 July 1998     

Interaction-dependent enhancement of the localisation length for two interacting particles in a one-dimensional random potential

We present calculations of the localisation length, , for two interacting particles (TIP) in a one-dimensional random potential, presenting its dependence on disorder, interaction strength U and system size. is computed by a decimation method from the decay of the Green function along the diagonal of finite samples. Infinite sample size estimates are obtained by finite-size scaling. For U=0 we reproduce approximately the well-known dependence of the one-particle localisation length on disorder while for finite U, we find that with varying between and . We test the validity of various other proposed fit functions and also study the problem of TIP in two different random potentials corresponding to interacting electron-hole pairs. As a check of our method and data, we also reproduce well-known results for the two-dimensional Anderson model without interaction. Received 19 June 1998 and Received in final form 29 October 1998     

Reaction kinetics in polymer melts

We study the reaction kinetics of end-functionalized polymer chains dispersed in an unreactive polymer melt. Starting from an infinite hierarchy of coupled equations for many-chain correlation functions, a closed equation is derived for the 2nd order rate constant k after postulating simple physical bounds. Our results generalize previous 2-chain treatments (valid in dilute reactants limit) by Doi [#!doi:inter2!#], de Gennes [#!gennes:polreactionsiandii!#], and Friedman and O'Shaughnessy [#!ben:interdil_all_aip!#], to arbitrary initial reactive group density n₀ and local chemical reactivity Q. Simple mean field (MF) kinetics apply at short times, .For high Q, a transition occurs to diffusion-controlled (DC) kinetics with (where x_t is rms monomer displacement in time t) leading to a density decay . If n₀ exceeds the chain overlap threshold, this behavior is followed by a regime where during which k has the same power law dependence in time, , but possibly different numerical coefficient. For unentangled melts this gives while for entangled cases one or more of the successive regimes ,t ^-3/8 and t ^-3/4 may be realized depending on the magnitudes of Q and n₀. Kinetics at times longer than the longest polymer relaxation time are always MF. If a DC regime has developed before then the long time rate constant is where R is the coil radius. We propose measuring the above kinetics in a model experiment where radical end groups are generated by photolysis. Received: 2 June 1998 / Revised: 9 July 1998 / Accepted: 10 July 1998     

Adsorption of a Gaussian random copolymer chain at an interface

We consider the adsorption of an isolated, Gaussian, random, and quenched copolymer chain at an interface. We first propose a simple analytical method to obtain the adsorption/depletion transition, by averaging over the disorder the partition function instead of the free energy. The adsorption thresholds obtained by previous authors at a solid/liquid and at a liquid/liquid interface for multicopolymer chains can be rederived using this method. We also compare the adsorption thresholds obtained for bimodal and for Gaussian disorder; they only agree for small disorder. We focus on the specific case of an ideally flat asymmetric liquid/liquid interface, and consider the situation where the chain is composed of monomers of two different chemical species A and B. The replica method is developed for this case. We show that the Hartree approximation, coupled to a replica symmetry assumption, leads to the same adsorption thresholds as obtained from our general method. In order to describe the properties of the adsorbed (or depleted) chain, we develop a new approximation for long chains, within the framework of the replica theory. In most cases, the behavior of a random copolymer chain can be mapped onto that of a homopolymer chain at an asymmetric attractive interface. The values of the effective adsorption energy are different for a random and a periodic copolymer chain. Finally, we consider the case of uncorrelated annealed disorder. The behavior of an annealed chain can be mapped onto that of a homopolymer chain at an asymmetric non attractive interface; hence, an annealed chain cannot adsorb at an asymmetric interface. Received 21 January 1999     

The role of diffusion in the chaotic advection of a passive scalar with finite lifetime

We study the influence of diffusion on the scaling properties of the first order structure function, S₁, of a two-dimensional chaotically advected passive scalar with finite lifetime, i.e., with a decaying term in its evolution equation. We obtain an analytical expression for S₁ where the dependence on the diffusivity, the decaying coefficient and the stirring due to the chaotic flow is explicitly stated. We show that the presence of diffusion introduces a crossover length-scale, the diffusion scale (L_d), such that the scaling behaviour for the structure function is analytical for length-scales shorter than L_d, and shows a scaling exponent that depends on the decaying term and the mixing of the flow for larger scales. Therefore, the scaling exponents for scales larger than L_d are not modified with respect to those calculated in the zero diffusion limit. Moreover, L_d turns out to be independent of the decaying coefficient, being its value the same as for the passive scalar with infinite lifetime. Numerical results support our theoretical findings. Our analytical and numerical calculations rest upon the Feynmann-Kac representation of the advection-reaction-diffusion partial differential equation. Received 18 March 2002 Published online 31 July 2002     

Lévy-flight spreading of epidemic processes leading to percolating clusters

We consider two stochastic processes, the Gribov process and the general epidemic process, that describe the spreading of an infectious disease. In contrast to the usually assumed case of short-range infections that lead, at the critical point, to directed and isotropic percolation respectively, we consider long-range infections with a probability distribution decaying in d dimensions with the distance as . By means of Wilson's momentum shell renormalization-group recursion relations, the critical exponents characterizing the growing fractal clusters are calculated to first order in an -expansion. It is shown that the long-range critical behavior changes continuously to its short-range counterpart for a decay exponent of the infection . Received: 17 July 1998 / Revised: 20 July 1998 / Accepted: 28 July 1998     

Overlap properties and adsorption transition of two Hamiltonian paths

We consider a model of two (fully) compact polymer chains, coupled through an attractive interaction. These compact chains are represented by Hamiltonian paths (HP), and the coupling favors the existence of common bonds between the chains. We use a (n=0 component) spin representation for these paths, and we evaluate the resulting partition function within a homogeneous saddle point approximation. For strong coupling (i.e. at low temperature), one finds a phase transition towards a “frozen” phase where one chain is completely adsorbed onto the other. By performing a Legendre transform, we obtain the probability distribution of overlaps. The fraction of common bonds between two HP, i.e. their overlap q, has both lower () and upper () bounds. This means in particular that two HP with overlap greater than coincide. These results may be of interest in (bio)polymers and in optimization problems. Received 4 December 1998 and Received in final form 10 March 1999     

Effect of eugenics on the evolution of populations

We discuss a model of population dynamics under selection pressure from a changing environment. The population, subject to mutations, is composed of diploidal organisms reproducing quasi-sexually (two parents, recombination but no sexes) and with overlapping generations. Two cases are considered - in one we do not influence the dynamics of the population, while in the other we perform eugenics, i.e. we eliminate all individuals which have phenotypes not conforming to the optimal one at the place where the change has been made. We show that eugenics reduces greatly genetic diversity of the population, increases the percentage of homozygotes and therefore leads to a population badly prepared to cope with the next changes of the environment. The present paper is an extension of our previous work (Ref. [9]). Received 16 May 2000     

Molecular many-body dissociation: Data reduction strategies in translational spectroscopy

Advanced time- and position-sensitive multi-hit detectors allow to study molecular breakup processes into two, three, and more massive fragments by translational spectroscopy. We discuss the feasibility to perform kinematically complete final state analysis of complex molecular dissociation processes using such detectors. We have developed new algorithms to determine - for an arbitrary number of fragments - the fragment momentum vectors in the center-of-mass frame from the measured positions and arrival time differences. These algorithms can easily be implemented to perform online data reduction in coincidence experiments. We have tested the new data reduction strategies in an experimental study and in Monte-Carlo simulations of realistic experimental conditions. We show that the new algorithms can discriminate between two-, three-, and four-body decay of a four-atomic molecule and can uniquely determine the momentum vectors of all fragments. For two-body decay, we find that the accuracy of the new algorithm is superior to the frequently used approximate formula introduced by DeBruijn and Los. We demonstrate this improvement in the evaluation of experimental data for the decay of laser-excited triatomic hydrogen H₃ 3s (N=1,K=0) into H + H₂(v,J) fragment pairs. Received 12 April 2000     

Bose-Einstein condensates with vortices in rotating traps

We investigate minimal energy solutions with vortices for an interacting Bose-Einstein condensate in a rotating trap. The atoms are strongly confined along the axis of rotation z, leading to an effective 2D situation in the x-y plane. We first use a simple numerical algorithm converging to local minima of energy. Inspired by the numerical results we present a variational ansatz in the regime where the interaction energy per particle is stronger than the quantum of vibration in the harmonic trap in the x-y plane, the so-called Thomas-Fermi regime. This ansatz allows an easy calculation of the energy of the vortices as function of the rotation frequency of the trap; it gives a physical understanding of the stabilisation of vortices by rotation of the trap and of the spatial arrangement of vortex cores. We also present analytical results concerning the possibility of detecting vortices by a time-of-flight measurement or by interference effects. In the final section we give numerical results for a 3D configuration. Received 16 December 1998 and Received in final form 18 March 1999