Non-Equilibrium Dynamics of Dyson’s Model with an Infinite Number of Particles

Dyson’s model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant β/2. We give sufficient conditions for initial configurations so that Dyson’s model with β = 2 and an infinite number of particles is well defined in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The class of infinite-dimensional configurations satisfying our conditions is large enough to study non-equilibrium dynamics. For example, we obtain the relaxation process starting from a configuration, in which every point of \mathbbZ{\mathbb{Z}} is occupied by one particle, to the stationary state, which is the determinantal point process with the sine kernel.     

Determinantal Process Starting from an Orthogonal Symmetry is a Pfaffian Process

When the number of particles N is finite, the noncolliding Brownian motion (BM) and the noncolliding squared Bessel process with index ν>−1 (BESQ^(ν)) are determinantal processes for arbitrary fixed initial configurations. In the present paper we prove that, if initial configurations are distributed with orthogonal symmetry, they are Pfaffian processes in the sense that any multitime correlation functions are expressed by Pfaffians. The 2×2 skew-symmetric matrix-valued correlation kernels of the Pfaffians processes are explicitly obtained by the equivalence between the noncolliding BM and an appropriate dilatation of a time reversal of the temporally inhomogeneous version of noncolliding BM with finite duration in which all particles start from the origin, Nδ ₀, and by the equivalence between the noncolliding BESQ^(ν) and that of the noncolliding squared generalized meander starting from Nδ ₀.     

Infinite Random Matrices and Ergodic Measures

We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a determinantal point process on the real line. The correlation kernel for this process is explicitly computed. At certain values of parameters the kernel turns into the well-known sine kernel which describes the local correlation in Circular and Gaussian Unitary Ensembles. Thus, the random point configuration of the sine process is interpreted as the random set of “eigenvalues” of infinite Hermitian matrices distributed according to the corresponding measure. Received: 22 January 2001 / Accepted: 30 May 2001     

Zeros of Airy Function and Relaxation Process

One-dimensional system of Brownian motions called Dyson’s model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is β/2 times the inverse of particle distance. When β=2, it is realized as the Brownian motions in one dimension conditioned never to collide with each other. For any initial configuration, it is proved that Dyson’s model with β=2 and N particles, $\mbox {\boldmath $\mbox {\boldmath , is determinantal in the sense that any multitime correlation function is given by a determinant with a continuous kernel. The Airy function (z){\rm Ai}(z) is an entire function with zeros all located on the negative part of the real axis ℝ. We consider Dyson’s model with β=2 starting from the first N zeros of Ai(z){\rm Ai}(z) , 0>a ₁>⋅⋅⋅>a _N , N≥2. In order to properly control the effect of such initial confinement of particles in the negative region of ℝ, we put the drift term to each Brownian motion, which increases in time as a parabolic function: Y _j (t)=X _j (t)+t ²/4+{d ₁+∑ _ℓ=1 ^N (1/a _ℓ )}t,1≤j≤N, where d₁=Ai￠(0)/Ai(0)d_{1}={\rm Ai}'(0)/{\rm Ai}(0) . We show that, as the N→∞ limit of $\mbox {\boldmath $\mbox {\boldmath , we obtain an infinite particle system, which is the relaxation process from the configuration, in which every zero of (z){\rm Ai}(z) on the negative ℝ is occupied by one particle, to the stationary state m_Ai\mu_{{\rm Ai}} . The stationary state m_Ai\mu_{{\rm Ai}} is the determinantal point process with the Airy kernel, which is spatially inhomogeneous on ℝ and in which the Tracy-Widom distribution describes the rightmost particle position.     

Distributions on Partitions, Point Processes,¶ and the Hypergeometric Kernel

We study a 3-parametric family of stochastic point processes on the one-dimensional lattice originated from a remarkable family of representations of the infinite symmetric group. We prove that the correlation functions of the processes are given by determinantal formulas with a certain kernel. The kernel can be expressed through the Gauss hypergeometric function; we call it the hypergeometric kernel. In a scaling limit our processes approximate the processes describing the decomposition of representations mentioned above into irreducibles. As we showed in previous works, the correlation functions of these limit processes also have determinantal form with so-called Whittaker kernel. We show that the scaling limit of the hypergeometric kernel is the Whittaker kernel. integrable operator as defined by Its, Izergin, Korepin, and Slavnov. We argue that the hypergeometric kernel can be considered as a kernel defining a ‘discrete integrable operator’. We also show that the hypergeometric kernel degenerates for certain values of parameters to the Christoffel–Darboux kernel for Meixner orthogonal polynomials. This fact is parallel to the degeneration of the Whittaker kernel to the Christoffel–Darboux kernel for Laguerre polynomials. Received: 22 September 1999 / Accepted: 23 November 1999     

System of Complex Brownian Motions Associated with the O’Connell Process

The O??Connell process is a softened version (a geometric lifting with a parameter a>0) of the noncolliding Brownian motion such that neighboring particles can change the order of positions in one dimension within the characteristic length a. This process is not determinantal. Under a special entrance law, however, Borodin and Corwin gave a Fredholm determinant expression for the expectation of an observable, which is a softening of an indicator of a particle position. We rewrite their integral kernel to a form similar to the correlation kernels of determinantal processes and show, if the number of particles is?N, the rank of the matrix of the Fredholm determinant is N. Then we give a representation for the quantity by using an N-particle system of complex Brownian motions (CBMs). The complex function, which gives the determinantal expression to the weight of CBM paths, is not entire, but in the combinatorial limit a??0 it becomes an entire function providing conformal martingales and the CBM representation for the noncolliding Brownian motion is recovered.     

The Boltzmann Equation for Driven Systems of Inelastic Soft Spheres

We study a generic class of inelastic soft sphere models with a binary collision rate g^ν that depends on the relative velocity g. This includes previously studied inelastic hard spheres (ν = 1) and inelastic Maxwell molecules (ν = 0). We develop a new asymptotic method for analyzing large deviations from Gaussian behavior for the velocity distribution function f(c). The framework is that of the spatially uniform nonlinear Boltzmann equation and special emphasis is put on the situation where the system is driven by white noise. Depending on the value of exponent ν, three different situations are reported. For ν < −2, the non-equilibrium steady state is a repelling fixed point of the dynamics. For ν > −2, it becomes an attractive fixed point, with velocity distributions f(c) having stretched exponential behavior at large c. The corresponding dominant behavior of f(c) is computed together with sub-leading corrections. In the marginally stable case ν = −2, the high energy tail of f(c) is of power law type and the associated exponents are calculated. Our analytical predictions are confronted with Monte Carlo simulations, with a remarkably good agreement.     

Noncolliding Brownian Motion and Determinantal Processes

A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson’s BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary ensemble (GUE), and as (ii) the h-transform of absorbing BM in a Weyl chamber, where the harmonic function h is the product of differences of variables (the Vandermonde determinant). The Karlin–McGregor formula gives determinantal expression to the transition probability density of absorbing BM. We show from the Karlin–McGregor formula, if the initial state is in the eigenvalue distribution of GUE, the noncolliding BM is a determinantal process, in the sense that any multitime correlation function is given by a determinant specified by a matrix-kernel. By taking appropriate scaling limits, spatially homogeneous and inhomogeneous infinite determinantal processes are derived. We note that the determinantal processes related with noncolliding particle systems have a feature in common such that the matrix-kernels are expressed using spectral projections of appropriate effective Hamiltonians. On the common structure of matrix-kernels, continuity of processes in time is proved and general property of the determinantal processes is discussed.     

Fluctuation Properties of the TASEP with Periodic Initial Configuration

We consider the joint distributions of particle positions for the continuous time totally asymmetric simple exclusion process (TASEP). They are expressed as Fredholm determinants with a kernel defining a signed determinantal point process. We then consider certain periodic initial conditions and determine the kernel in the scaling limit. This result has been announced first in a letter by one of us (Sasamoto in J. Phys. A 38:L549–L556, 2005) and here we provide a self-contained derivation. Connections to last passage directed percolation and random matrices are also briefly discussed.     

Interlaced Particle Systems and Tilings of the Aztec Diamond

Motivated by the problem of domino tilings of the Aztec diamond, a weighted particle system is defined on N lines, with line j containing j particles. The particles are restricted to lattice points from 0 to N, and particles on successive lines are subject to an interlacing constraint. It is shown that this particle system is exactly solvable, to the extent that not only can the partition function be computed exactly, but so too can the marginal distributions. These results in turn are used to give new derivations within the particle picture of a number of known fundamental properties of the tiling problem, for example that the number of distinct configurations is 2 ^N(N+1)/2, and that there is a limit to the GUE minor process, which we show at the level of the joint PDFs. It is shown too that the study of tilings of the half Aztec diamond—not known from earlier literature—also leads to an interlaced particle system, now with successive lines 2n−1 and 2n (n=1,…,N/2−1) having n particles. Its exact solution allows for an analysis of the half Aztec diamond tilings analogous to that given for the Aztec diamond tilings.     

Study of the far-infrared and mm-wave conductivity of YBCO in the normal state

Il Nuovo Cimento D - An accurate determination of the optical conductivity σ(ν) of high-T c materials at low frequencies (ν&lt;100 cm−1) is still an open problem. In the...     

High-spin structure in 187Pt

High-spin states in ¹⁸⁷Pt were studied via the ¹⁷³Yb(¹⁸O, 4n) reaction. Rotational bands based on the νi_13/2, ν7/2⁻[503], νi² _13/2νj, ν3/2⁻[512] and ν1/2⁻[521] configurations were observed, and interpreted within the framework of the cranked shell model. The TRS calculations show that the νi_13/2 band has an appreciable negative γ deformation, and the negative-parity bands tend to have a near prolate shape with small positive γ values. Experimental values of B(M1)/B(E2) ratios have been extracted and compared with theoretical values from the semi-classical D?nau and Frauendof approach, strongly suggesting a low frequency πh_9/2 alignment in the ν7/2⁻[503] band. Supported by the National Natural Science Foundation of China (Grant Nos. 10475097 and 10505025) and the Chinese Academy of Sciences     

Occupational and consumer risk estimates for nanoparticles emitted by laser printers

Several studies have reported laser printers as significant sources of nanosized particles (<0.1 μm). Laser printers are used occupationally in office environments and by consumers in their homes. The current work combines existing epidemiological and toxicological evidence on particle-related health effects, measuring doses as mass, particle number and surface area, to estimate and compare the potential risks in occupational and consumer exposure scenarios related to the use of laser printers. The daily uptake of laser printer particles was estimated based on measured particle size distributions and lung deposition modelling. The obtained daily uptakes (particle mass 0.15–0.44 μg d⁻¹; particle number 1.1–3.1 × 10⁹ d⁻¹) were estimated to correspond to 4–13 (mass) or 12–34 (number) deaths per million persons exposed on the basis of epidemiological risk estimates for ambient particles. These risks are higher than the generally used definition of acceptable risk of 1 × 10⁻⁶, but substantially lower than the estimated risks due to ambient particles. Toxicological studies on ambient particles revealed consistent values for lowest observed effect levels (LOELs) which were converted into equivalent daily uptakes using allometric scaling. These LOEL uptakes were by a factor of about 330–1,000 (mass) and 1,000–2,500 (particle surface area) higher than estimated uptakes from printers. This toxicological assessment would indicate no significant health risks due to printer particles. Finally, our study suggests that particle number (not mass) and mass (not surface area) are the most conservative risk metrics for the epidemiological and toxicological risks presented here, respectively.     

A Dynamical Classification of the Range of Pair Interactions

We formalize a classification of pair interactions based on the convergence properties of the forces acting on particles as a function of system size. We do so by considering the behavior of the probability distribution function (PDF) P(F) of the force field F in a particle distribution in the limit that the size of the system is taken to infinity at constant particle density, i.e., in the “usual” thermodynamic limit. For a pair interaction potential V(r) with V(r→∞)∼1/r ^γ defining a bounded pair force, we show that P(F) converges continuously to a well-defined and rapidly decreasing PDF if and only if the pair force is absolutely integrable, i.e., for γ>d−1, where d is the spatial dimension. We refer to this case as dynamically short-range, because the dominant contribution to the force on a typical particle in this limit arises from particles in a finite neighborhood around it. For the dynamically long-range case, i.e., γ≤d−1, on the other hand, the dominant contribution to the force comes from the mean field due to the bulk, which becomes undefined in this limit. We discuss also how, for γ≤d−1 (and notably, for the case of gravity, γ=d−2) P(F) may, in some cases, be defined in a weaker sense. This involves a regularization of the force summation which is generalization of the procedure employed to define gravitational forces in an infinite static homogeneous universe. We explain that the relevant classification in this context is, however, that which divides pair forces with γ>d−2 (or γ<d−2), for which the PDF of the difference in forces is defined (or not defined) in the infinite system limit, without any regularization. In the former case dynamics can, as for the (marginal) case of gravity, be defined consistently in an infinite uniform system.     

Statistical properties of chaotic wavefunctions in two and more dimensions

Starting with Berry's hypothesis for fixed energy waves in a classically chaotic system, and casting it in a Green function form, we derive wavefunction correlations and density matrices for few or many particles. Universal features of fixed energy (microcanonical) random wavefunction correlation functions appear which reflect the emergence of the canonical ensemble as N↦∞. This arises through a little known asymptotic limit of Bessel functions. The Berry random wave hypothesis in many dimensions may be viewed as an alternative approach to quantum statistical mechanics, when extended to include constraints and potentials.     

Determinant Representation for Some Transition Probabilities in the TASEP with Second Class Particles

We study the transition probabilities for the totally asymmetric simple exclusion process (TASEP) on the infinite integer lattice with a finite, but arbitrary number of first and second class particles. Using the Bethe ansatz we present an explicit expression of these quantities in terms of the Bethe wave function. In a next step it is proved rigorously that this expression can be written in a compact determinantal form for the case where the order of the first and second class particles does not change in time. An independent geometrical approach provides insight into these results and enables us to generalize the determinantal solution to the multi-class TASEP.     

Critical exponents for the long-range Ising chain using a transfer matrix approach

The critical behavior of the Ising chain with long-range ferromagnetic interactions decaying with distance r^α, 1<α<2, is investigated using a numerically efficient transfer matrix (TM) method. Finite size approximations to the infinite chain are considered, in which both the number of spins and the number of interaction constants can be independently increased. Systems with interactions between spins up to 18 sites apart and up to 2500 spins in the chain are considered. We obtain data for the critical exponents ν associated with the correlation length based on the Finite Range Scaling (FRS) hypothesis. FRS expressions require the evaluation of derivatives of the thermodynamical properties, which are calculated with the help of analytical recurrence expressions obtained within the TM framework. The Van den Broeck extrapolation procedure is applied in order to estimate the convergence of the exponents. The TM procedure reduces the dimension of the matrices and circumvents several numerical matrix operations.     

Distribution of a Particle’s Position in the ASEP with the Alternating Initial Condition

In this paper we give the distribution of the position of a particle in the asymmetric simple exclusion process (ASEP) with the alternating initial condition. That is, we find ℙ(X _m (t)≤x) where X _m (t) is the position of the particle at time t which was at m=2k−1, k∈ℤ at t=0. As in the ASEP with step initial condition, there arises a new combinatorial identity for the alternating initial condition, and this identity relates the integrand of the integral formula for ℙ(X _m (t)≤x) to a determinantal form together with an extra product.     

Dielectric properties of nanometer-thick barium-strontium titanate films

Using submillimeter and infrared spectroscopies, the reflectance R(ν) and transmittance T(ν) spectra of heteroepitaxial barium-strontium titanate films of different thicknesses on MgO substrates are taken for the first time in the frequency range 10 < ν < 3000 cm⁻¹. By modeling the experimental spectra by the Fresnel formulas for layered media, the spectra of complex permittivity ɛ*(ν) = ɛ′(ν) + iɛ″(ν) of the films are determined. It is shown that when the film thicknesses decrease down to 10 nm, there appear tensile stresses in the direction parallel to the substrate surface. As a result, the dielectric contribution of a low-frequency soft mode becomes several times larger than before.     

Semilinear PDEs on Self-Similar Fractals

A Laplacian may be defined on self-similar fractal domains in terms of a suitable self-similar Dirichlet form, enabling discussion of elliptic PDEs on such domains. In this context it is shown that that semilinear equations such as Δu+u ^p = 0, with zero Dirichlet boundary conditions, have non-trivial non-negative solutions if 0<ν≤ 2 and p>1, or if ν >2 and 1<p< (ν+ 2)/(ν− 2), where ν is the “intrinsic dimension” or “spectral dimension” of the system. Thus the intrinsic dimension takes the r\^{o}le of the Euclidean dimension in the classical case in determining critical exponents of semilinear problems. Received: 11 December 1998 / Accepted: 22 March 1999