Band-gap structure of the spectrum of periodic Maxwell operators

We investigate the band-gap structure of some second-order differential operators associated with the propagation of waves in periodic two-component media. Particularly, the operator associated with the Maxwell equations with position-dependent dielectric constant (x),xR ³, is considered. The medium is assumed to consist of two components: the background, where (x) = _b , and the embedded component composed of periodically positioned disjoint cubes, where (x) = _a . We show that the spectrum of the relevant operator has gaps provided some reasonable conditions are imposed on the parameters of the medium. Particularly, we show that one can open up at least one gap in the spectrum at any preassigned point provided that the size of cubesL, the distancel=L betwen them, and the contrast = _b / _a are chosen in such a way thatL ^–2, and quantities ^-1-3/2 and ² are small enough. If these conditions are satisfied, the spectrum is located in a vicinity of widthw(^3/2)^-1 of the set {² L ^-2 k ²:kZ³}. This means, in particular, that any finite number of gaps between the elements of this discrete set can be opened simultaneously, and the corresponding bands of the spectrum can be made arbitrarily narrow. The method developed shows that if the embedded component consists of periodically positioned balls or other domains which cannot pack the space without overlapping, one should expect pseudogaps rather than real gaps in the spectrum.     

Power law scaling of the top Lyapunov exponent of a Product of Random Matrices

A sequence of i.i.d. matrix-valued random variables with probabilityp and with probability 1–p is considered. Leta() = a ₀ + O(), c() = c ₀ + O() lim ₀ b() = Oa ₀,c ₀, >0, andb()>0 for all >0. It is shown show that the top Lyapunov exponent of the matrix productX _n X _n-1...X ₁, = lim_n (1/n) n X _n X _n-1...X ₁ satisfies a power law with an exponent 1/2. That is, lim ₀(ln /ln ) = 1/2.     

Hyperbolic initial-boundary-value problem for magnetic flux compression by plane liners

Based on the (relativistic) Maxwell equations with displacement current E/t, the initial-boundary-value problem for the compression of an initially homogeneous magnetic fieldB={0,B(x,t),0} between a fixed liner atx=0 and a detonation-driven liner atx=s(t) is solved analytically. By homogenizing the boundary conditions at the moving boundary, the transient electromagnetic fields are shown to be a superposition of quasistatic elliptic (E/t=0) and hyperbolic (E/t0) wave solutions. The wave equation is solved by a Fourier expansion in time-dependent eigenfunctionsf _n =f _n [nx/s(t)] for the variable region 0xs(t), where the Fourier amplitudes _n (t) are determined by coupled differential equations of second order. It is concluded that the conventional elliptic flux compression theories (E/t=0) hold approximately for nonrelativistic liner speeds , whereas the hyperbolic theory (E/t0) is valid for arbitrary liner speeds .     

Intersection properties of simple random walks: A renormalization group approach

We study estimates for the intersection probability,g(m), of two simple random walks on lattices of dimensiond=4, 4– as a problem in Euclidean field theory. We rigorously establish a renormalization group flow equation forg(m) and bounds on the -function which show that, ind=4,g(m) tends to zero logarithmically as the killing rate (mass)m tends to zero, and that the fixed point,g*, ind=4– is bounded by const' g*const. Our methods also yield estimates on the intersection probability of three random walks ind=3, 3–. For =0, these results were first obtained by Lawler [1].     

Photonic pseudogaps for periodic dielectric structures

We consider the problems of existence and structure of gaps (pseudogaps) in the spectra associated with Maxwell equations and equations that govern the propagation of acoustic waves in periodic two-component media. The dielectric constant is assumed to be real and positive, and the value of = _b on the background is supposed to be essentially larger than the value of = _a on the embedded component. We prove the existence of pseudogaps in the spectra of the relevant operators. In particular, we give an accurate treatment of the term pseudogap. We also show that if the contrast _b / _a approaches infinity, then the bands of the spectrum shrink to a discrete set which can be identified with the set of eigenvalues of a Neumann-type boundary value problem and thus can be effectively calculated.     

On the Hamiltonian interpolation of near-to-the identity symplectic mappings with application to symplectic integration algorithms

We reconsider the problem of the Hamiltonian interpolation of symplectic mappings. Following Moser's scheme, we prove that for any mapping , analytic and -close to the identity, there exists an analytic autonomous Hamiltonian system, H such that its time-one mapping _H differs from by a quantity exponentially small in 1/. This result is applied, in particular, to the problem of numerical integration of Hamiltonian systems by symplectic algorithms; it turns out that, when using an analytic symplectic algorithm of orders to integrate a Hamiltonian systemK, one actually follows exactly, namely within the computer roundoff error, the trajectories of the interpolating Hamiltonian H, or equivalently of the rescaled Hamiltonian K=^-1H, which differs fromK, but turns out to be ⁵ close to it. Special attention is devoted to numerical integration for scattering problems.     

Random shearing direction models for isotropic turbulent diffusion

Recently, a rigorous renormalization theory for various scalar statistics has been developed for special modes of random advection diffusion involving random shear layer velocity fields with long-range spatiotemporal correlations. New random shearing direction models for isotropic turbulent diffusion are introduced here. In these models the velocity field has the spatial second-order statistics of an arbitrary prescribed stationary incompressible isotropic random field including long-range spatial correlations with infrared divergence, but the temporal correlations have finite range. The explicit theory of renormalization for the mean and second-order statistics is developed here. With the spectral parameter, for –<<4 and measuring the strength of the infrared divergence of the spatial spectrum, the scalar mean statistics rigorously exhibit a phase transition from mean-field behavior for <2 to anomalous behavior for with 2<<4 as conjectured earlier by Avellaneda and the author. The universal inertial range renormalization for the second-order scalar statistics exhibits a phase transition from a covariance with a Gaussian functional form for with <2 to an explicit family with a non-Gaussian covariance for with 2<<4. These non-Gaussian distributions have tails that are broader than Gaussian as varies with 2<<4 and behave for large values like exp(–C _c |x|^4–), withC _c an explicit constant. Also, here the attractive general principle is formulated and proved that every steady, stationary, zero-mean, isotropic, incompressible Gaussian random velocity field is well approximated by a suitable superposition of random shear layers.     

Continuity of type-I intermittency from a measure-theoretical point of view

We study a simple dynamical system which displays a so-called type-I intermittency bifurcation. We determine the Bowen-Ruelle measure and prove that the expectation (g) of any continuous functiong and the Kolmogoroff-Sinai entropyh() are continuous functions of the bifurcation parameter. Therefore the transition is continuous from a measure-theoretical point of view. Those results could be generalized to any similar dynamical system.     

Un phénomène de concentration évanescente pour des flots non-stationnaires incompressibles en dimension deux

We consider a sequencev of non-stationary solutions of the incompressible 2D-Euler equation, locally bounded inL ². We prove that if the defect measure is supported in a one-dimensional set (³) of some special type (which we call finite type), the weak limitv ofv is a solution of the Euler equations: our theorem is of the type concentration-cancellation.     

Correlation tensors of the blackbody radiation in rectangular cavities

Electromagnetic equilibrium fluctuations in finite cavities filled with a dissipative medium (dielectric function ()=+i) and bounded by walls of infinite conductivity are considered. Expanding the fields in terms of a complete and orthonormal set of functions and solving the Maxwell equations the response of the EM field to external forces (polarization and magnetization) is obtained. With the aid of the fluctuation dissipation theorem and the linear response functions the 2nd order correlation tensors of the EM field are derived.For rectangular cavities explicit considerations are made. In the case of transparent media (=0) the spectral energy density of the EM radiation is calculated.     

Geometric expansion of the boundary free energy of a dilute gas

We consider a dilute classical gas in a volume ^–1 which tends to ^d by dilation as 0. We prove that the pressurep(^–1) isC ^q in at =0 (thermodynamic limit), for anyq, provided the boundary isC ^q and provided the Ursell functionsu _n (x ₁, ...,x _n) admit moments of degreeq and have nice derivatives.     

Characteristics analysis of metal-clad and absorptive dielectric waveguides by a simple and accurate perturbation method

We present a simple and accurate method for characteristic analysis of metal-clad dielectric waveguides and absorptive waveguides. The real partN of the complex modal indexN=N + iN is obtained by solving the corresponding real eigenvalue equation, and the imaginary partN is given by (n/), where= + i is the complex dielectric constant of the absorptive layer, and N/ is obtained by numerical differentiation. The method is straightforward, and the cumbersome solution of complex transcendental equations is completely eliminated. Results for simple structures are in good agreement with those obtained by exact analysis.     

Collision Integrals for Attractive Potentials

Motivated by previous discussions of particle interactions under the Manev potential U(r)=–/r–/r ², we construct the collision integrals for attractive potentials U(r) satisfying the condition U(r) r ²– as r0 with 0. For =0, we obtain a Boltzmann-type integral with a collision law allowing spiral interactions and nonunique correspondence between impact parameter and scattering angle. For >0, an additional Smoluchowski-type coagulation integral arises. All these integrals are derived and possible applications are discussed.     

Dissipation Statistics of a Passive Scalar in a Multidimensional Smooth Flow

We compute analytically the probability distribution function () of the dissipation field =()² of a passive scalar advected by a d-dimensional random flow, in the limit of large Peclet and Prandtl numbers (Batchelor–Kraichnan regime). The tail of the distribution is a stretched exponential: for , ln ()–(d ² )^1/3.     

Statistics of the One-Dimensional Riemann Walk

The Riemann walk is the lattice version of the Lévy flight. For the one-dimensional Riemann walk of Lévy exponent 0<<2 we study the statistics of the support, i.e., set of visited sites, after t steps. We consider a wide class of support related observables M(t), including the number S(t) of visited sites and the number I(t) of sequences of adjacent visited sites. For t we obtain the asymptotic power laws for the averages, variances, and correlations of these observables. Logarithmic correction factors appear for =2/3 and =1. Bulk and surface observables have different power laws for 1<2. Fluctuations are shown to be universal for 2/3 <2. This means that in the limit t the deviations from average M(t)M(t)–M-0304;(t-0304;) are fully described either by a single M independent stochastic process (when 2/3 <1) or by two such processes, one for the bulk and one for the surface observables (when 1<<2).     

A Local Quantum Version of the Kolmogorov Theorem

Consider in L²(^l) the operator family H():=P₀(,)+Q₀. P₀ is the quantum harmonic oscillator with diophantine frequency vector , Q₀ a bounded pseudodifferential operator with symbol holomorphic and decreasing to zero at infinity, and . Then there exists *>0 with the property that if ||<* there is a diophantine frequency () such that all eigenvalues E_n(,) of H() near 0 are given by the quantization formula where is an l-multi-index.Supported in part by NSF grant DMS-0204985.     

Particles and scaling for lattice fields and Ising models

The conjectured inequality ⁽⁶⁾0 leads to the existence of _d ⁴ fields and the scaling (continuum) limit ford-dimensional Ising models. Assuming ⁽⁶⁾0 and Lorentz covariance of this construction, we show that ford6 these _d ⁴ fields are free fields unless the field strength renormalizationZ ^–1 diverges. Let be the bare charge and the lattice spacing. Under the same assumptions (⁽⁶⁾0, Lorentz covariance andd6) we show that if ^4–d is bounded as 0, thenZ ^–1 is bounded and the limit field is free.Supported in part by the National Science Foundation under Grant MPS 74-13252Supported in part by the National Science Foundation under Grant MPS 75-21212     

Holes in the probability density of strongly colored noise driven systems

A qualitative change in the topology of the joint probability densityP(,x), which occurs for strongly colored noise in multistable systems, has recently been observed first by analog simulation (F. Moss and F. Marchesoni,Phys. Lett. A 131:322 (1988)) and confirmed by matrix continued fraction methods (Th. Leiber and H. Riskin, unpublished), and by analytic theory (P. Hänggi, P. Jung, and F. Marchesoni,J. Stat. Phys., this issue). Systems studied were of the classx=–U(x)/x+(t,), whereU(x) is a multistable potential and (t, ) is a colored, Gaussian noise of intensityD, for which =0, and (t) (s)=(D/)exp(–t–s/). When the noise correlation time is smaller than some critical value ₀, which depends onD, the two-dimensional densityP(,x) has the usual topology [P. Jung and H. Risken,Z. Phys. B 61:367 (1985); F. Moss and P. V. E. McClintock,Z. Phys. B 61:381 (1985)]: a pair of local maxima ofP(,x), which correspond to a pair of adjacent local minima ofU(x), are connected by a single saddle point which lies on thex axis. When >₀, however,the single saddle disappears and is replaced by a pair of off-axis saddles. A depression, or hole, which is bounded by the saddles and the local maxima thus appears. The most probable trajectory connecting the two potential wells therefore does not pass through the origin for >₀, but instead must detour around the local barrier. This observation implies that successful mean-first-passage-time theories of strongly colored noise driven systems must necessarily be two dimensional (Hänggiet al.). We have observed these holes for several potentialsU(x): (1)a soft, bistable potential by analog simulation (Moss and Marchesoni); (2) a periodic potential [Th. Leiber, F. Marchesoni, and H. Risken,Phys. Rev. Lett. 59:1381 (1987)] by matrix continued fractions; (3) the usual hard, bistable potential,U(x)=–ax ²/2+bx ⁴/4, by analog simulations only; and (4) a random potential for which the forcingf(x)=–U(x)/x is an approximate Gaussian with nonzero correlation length, i.e., colored spatiotemporal noise, by analog simulation. There is a critical curve ₀(D) in the versusD plane which divides the two topological behaviors. For a fixed value ofD, this curve is shifted toward larger values of ₀ for progressively weaker barriers between the wells. Therefore, strong barriers favor the observation of this topological transformation at smaller values of . Recently, an analytic expression for the critical curve, valid asymptotically in the small-D limit, has been obtained (Hänggiet al.).This paper will appear in a forthcoming issue of theJournal of Statistical Physics.     

The contribution of domain walls to the small-signal complex permittivity of BaTiO3

A method is proposed for determining the contribution _w of 180° domain walls to the initial permittivity of ferroelectrics. It consists in measuring the dependence of on the mean polarization of the sampleP _a at a frequencyf>f _r , wheref _r in the case of BaTiO₃ denotes the basic resonance frequency of thickness vibrations. It is shown that the measurements of Meitzler and Stadler [7] and our measurements prove the existence of _w in the regionf _r 3 crystal _w =15 to 30, _w =1 to 5. The existence of _w for low frequencies (f _r ), where the clamping effect occurs [6], is discussed.The author is indebted to O. Sedmík and V. Janouek for help in the measurements. He also thanks Dr. A. Fousková and Dr. V. Janovec for stimulating discussions and Dr. V. Dvoák and Dr. J. Kaczér for valuable remarks on the paper.     

Novel scaling behavior of directed polymers: Disorder distribution with long tails

We study the problem of directed polymers (DP) on a square lattice. The distribution of disorder is assumed to be independent but non-Gaussian. We show that for distributions with a power-law tailP() 1/||¹⁺ , where>2, so that the mean and variance are well defined, the scaling exponentv of the DP model depends on in a continuous fashion.