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 Leiber and H. Riskin, unpublished), and by analytic theory (P. Hänggi, P. Jung, and F. Marchesoni,J. Stat.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 charge fluctuations in classical Coulomb systems

We study the asymptotic behavior of the charge fluctuations (Q – (Q )² in infinite classical systems of charged particles, and show, under certain clustering assumptions, that if the charge fluctuations are not extensive, then they are necessarily of the order of the surface ¦¦. Moreover, when the canonical sum rules that are typical for equilibrium states of particles interacting with long-range forces hold true, we prove a central limit theorem for the normalized charge variable ¦¦^–1/2((Q – (Q )) in two and three dimensions. In one dimension, the probability distribution of the charge itself converges. The latter case is illustrated by the example of the one-dimensional Coulomb gas.     

Implementation of comparative probability by normal states. Infinite dimensional case

Let be an infinite dimensional Hilbert space and () the set of all (orthogonal) projections on . A comparative probability on () is a linear preorder on () such thatOP1,1O and such that ifP┴R,Q┴R, thenPQP+RQ+R for allP, Q, R in (). We give a sufficient and necessary condition for to be implemented in a canonical way by a normal state onB(), the bounded linear operators on .     

Long-time tails in lattice Lorentz gases

We consider a Lorentz gas on a square lattice with a fraction c of scattering sites. The collision laws are deterministic (fixed mirror model) or stochastic (with transmission, reflection, and deflection probabilities ,, and respectively). If all mirrors are parallel, the mirror model is exactly solvable. For the general case a self-consistent ring kinetic equation is used to calculate the longtime tails of the velocity correlation function (0) (t) and the tensor correlation Q(0)Q(t) withQ= _{x y} . Both functions showt ^–2 tails, as opposed to the continuous Lorentz gas, where the tails are respectivelyt ^–2 andt ^–3. Inclusion of the self-consistent ring collisions increases the low-density coefficient of the tail in (0)(t) by 30–100% as compared to the simple ring collisions, depending on the model parameters.     

Gravitational collapse with charge and small asymmetries I. Scalar perturbations

A recent analysis by Richard Price of spherical collapse with small nonspherical perturbations is here generalized to the case of an electrically charged collapsing star (0¦Q¦-M). The perturbations are confined to a scalar field generated by a nonspherical distribution of scalar charge in the star. As in the electrically neutral case, the scalar perturbations are probably a prototype for all others — electromagnetic, gravitational, and higherspin. The collapse is shown to produce a Reissner-Nordström black hole, and the scalar-field perturbations are shown to radiate completely away; but they die out more slowly the larger is the star's electric charge. For charge ¦Q¦M, the -pole part of the perturbation at fixedr and late times is dominated by a tail that dies out ast ^{–(2+ 2)}. But for ¦Q¦=M, the primary outgoing waves emitted from the star's surface are everywhere larger than the tail. At fixedr and late times they die as t^–(+2). Also, a calculation of the redshift shows that a collapsing star becomes black more slowly the larger is the star's electric charge.Supported in part by the National Science Foundation (GP-27304, GP-28027, GP-19887).     

A study of the ϱ0 meson polarization in π− p reaction at 5 GeV/c

Experimental data on ⁰ meson polarization in ^– p reaction at 5 GeV/c are presented. Change in ⁰ meson polarization for mesons produced at smallP ² and atP ² 0·3 or produced in backward direction in CMS is demonstrated. Natural explanation of these phenomena is one pion exchange mechanism and mechanism of quark-antiquark annihilation as observed for ⁰ meson production in¯pp reactions.The authors are indebted to Ján Piút, Richard Lednický, V. S. Rumiancev and N. K. Koutsidi for discussions and critical comments.     

The van der Waals limit for classical systems

For a -dimensional system of particles with the two-body potentialq(r)+ ^v K(r) and density , it is proved under fairly weak conditions onq andK that the canonical pressure (, ) and chemical potential (, ) tend to definite limits when 0. The limiting functions are absolutely continuous and are given in terms of the derivative of the limiting free energy density which was found in Part I.     

The Critical Attractive Random Polymer in Dimension One

A polymer chain with attractive and repulsive forces between the building blocks is modeled by attaching a weight e ^– for every self-intersection and e ^/(2d) for every self-contact to the probability of an n-step simple random walk on ^d , where , >0 are parameters. It is known that for d=1 and > the chain collapses down to finitely many sites, while for d=1 and < it spreads out ballistically. Here we study for d=1 the critical case = corresponding to the collapse transition and show that the end-to-end distance runs on the scale _n = (log n)^–1/4. We describe the asymptotic shape of the accordingly scaled local times in terms of an explicit variational formula and prove that the scaled polymer chain occupies a region of size _n times a constant. Moreover, we derive the asymptotics of the partition function.     

Determination of the nuclear parameters of155Gd excited states using the Mössbauer effect

From Mössbauer spectra of GdAlO₃ and GdVO₄ above and below the Néel temperature and fitted using a transmission integral, we have determined the following parameters of the 86.5 keV and 105 keV levels:g(86)/g(0)=+1.217±0.005,Q(86)/Q(0)= +0.10±0.02,g(105)/g(0)=–0.55±0.02,Q(105)/Q(0)=+0.74±0.02, r ²₁₀₅/ r ²₈₆=+1.30±0.05. The linewidth observed for the 105 keV transition is less than the calculated natural linewidth.     

Electrogravitational induction and rotation

The Faradayan hypothesis of inductive coupling of the electromagnetic and gravitational fields is briefly discussed. An experiment designed to test the hypothesis wherein samples are spun to see if any electrogravitational charge is induced is described. Results of the experiment are reported. They imply the induction of a charge density * for spinning samples that behaves as *=_ma, where _m is the mass density of an element of matter experiencing an acceleration a, and is the coupling coefficient for the hypothetical electrogravitational induction effect. In this experiment, is found to have the value(9.6±3.3)×10 ^–13 statcoulombs/dyne. Tests that seem to rule out explanations of the observed charges in terms of conventional charging mechanisms are considered.     

Intersections of random walks. A direct renormalization approach

Various intersection probabilities of independent random walks ind dimensions are calculated analytically by a direct renormalization method, adapted from polymer physics. This heuristic approach, based on Edwards' continuum model, leads to a straightforward derivation and also to refinements of Lawler's results for the simultaneous intersections of two walks in ⁴, or three walks in ³. These results are generalized toP walks in ^d *, ,P2. Ford<4, an infinite set of universal critical exponents _L ,L1, are derived. They govern the asymptotic probability thatL star walks in ^d , with a common origin, do not intersect before timeS. The _L 's are calculated up to orderO(²), whered=4–. This information is used to calculate the probability that a set of independent random walks in ^d or ^d ,d4, (respectivelyd3) form a given topological networks of multiple intersection points, in the absence of any other double point (respectively triple point). This is generalized to a network in dimension with exclusion ofP-tuple points. The method is quite general and can be used to calculate any critical intersection probability, and provides the probabilist with a large variety of exact results (yet to be proven rigorously).     

A discrete spectrum of solutions of the wave equation with strong cubic nonlinearity

The nonlinear wave equation, _tt –+³=0, has many solutions that are periodic in time and localized in space, all with infinte energies. The search for spherically symmetric solutions that are well represented by the simple approximation, (r, t)A(r) sin t, leads to a discrete spectrum of solutions{ _N (r, t; )}. The solutions are nonlinear wavepackets, and they can be regarded as particles. The asymptotic theory () of the motion of the guiding center of theNth wavepacket, in the presence of a specified potential, is characterized by an infinite mechanical mass and an infinte interaction mass, and they are compatible. The rest mass in the classical relativistic mechanics of guiding centers ism ₀ c ²= _N ; i.e. the spectrum { _N } determines a spectrum of Planck's constants.On leave (1972–73) Université de Paris VI, Département de Mécanique, 75 Paris 5^e, France.     

Geometric localization of the threshold in two-dimensional Ising ±J spin glasses forT=0

Following an approach of Toulouse, ground states in random 2D Ising ±J spin glasses (without external magnetic field), on square lattices, and with concentrations 0p0.5 of antiferromagnetic bonds are studied by means of minimal matchings of frustrated plaquettes. Lete(p) be the ground-state energy per spin in the thermodynamic limit. Then the well-known equatione(p)=–2+(p)f(p) holds, wheref(p) is the concentration of frustrated plaquettes and(p) is the average connection length between paired frustrated plaquettes in minimal matchings. Introducing (p) as the probability that a frustrated plaquette is matched to another frustrated plaquette by a connection of length (in a minimal matching), the average length(p) can be rewritten asgl(p)=(p). The study of(p) and its components (p) leads to an intervalp ^*pp ₂ (p ^*0.121±0.008,p ₂0.161±0.008) where the threshold between ferromagnet and paramagnet forT=0 lies. Analyzing a similar so-called adjoined average lengthl(p) admits further insight.     

Antibound states for a class of one-dimensional Schrödinger operators

Let (x) be the Dirac's delta,q(x)L ¹ (R)L ² (R) be a real valued function, and , R; we will consider the following class of one-dimensional formal Schrödinger operators on . It is known that to the formal operator may be associated a selfadjoint operatorH(,) onL ²(R). Ifq is of finite range, for >0 and || is small enough, we prove thatH(,) has an antibound state; that is the resolvent ofH(,) has a pole on the negative real axis on the second Riemann sheet.Work done while the author was supported by an undergraduate fellowship of the (Italian) National Research Council (CNR).     

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.     

The chiral determinant and the eta invariant

For { _y },y, a one parameter family of invertible Weyl operators of possibly non-zero index acting on spinors over an even dimensional compact manifoldX, we express the phase of the chiral determinant det _– in terms of the invariant of a Dirac operator acting on spinors over ×X.Supported in part by NSF Grant No. PHY-82-15249Supported in part by NSF Grant PHY 8605978 and the Robert A. Welch Foundation     

Note on the susceptibility exponent for two-dimensional percolation

Analyses of mean site content, mean bond content, mean perimeter and related quantities give a susceptibility diverging as (p _c –p)^–, with 2.41±0.025. This exponent disagrees with some earlier estimates but it is consistent with the (p _c –p)^–2.388... divergence predicted by the formulas of den Nijs, Nienhuis et al. and Pearson.     

On Convergence to Equilibrium Distribution, II. The Wave Equation in Odd Dimensions, with Mixing

The paper considers the wave equation, with constant or variable coefficients in ⁿ , with odd n3. We study the asymptotics of the distribution _t of the random solution at time t as t . It is assumed that the initial measure ₀ has zero mean, translation-invariant covariance matrices, and finite expected energy density. We also assume that ₀ satisfies a Rosenblatt- or Ibragimov–Linnik-type space mixing condition. The main result is the convergence of _t to a Gaussian measure as t , which gives a Central Limit Theorem (CLT) for the wave equation. The proof for the case of constant coefficients is based on an analysis of long-time asymptotics of the solution in the Fourier representation and Bernstein's room-corridor argument. The case of variable coefficients is treated by using a version of the scattering theory for infinite energy solutions, based on Vainberg's results on local energy decay.     

On the relative entropy

ForA any subset of () (the bounded operators on a Hilbert space) containing the unit, and and restrictions of states on () toA, ent _A (|)—the entropy of relative to given the information inA—is defined and given an axiomatic characterisation. It is compared with ent _A ^A (|)—the relative entropy introduced by Umegaki and generalised by various authors—which is defined only forA an algebra. It is proved that ent and ent ^S agree on pairs of normal states on an injective von Neumann algebra. It is also proved that ent always has all the most important properties known for ent ^S : monotonicity, concavity,w* upper semicontinuity, etc.     

Symmetries and half-sided modular inclusions of von Neumann algebras

LetN, be a von Neumann algebras on a Hilbert space , a common cyclic and separating vector. Assume to be cyclic and also separating forN . Denote by , _N , _N the modular operators to (, ), (N, ), resp (N , ). Assume now ^-it N ^it N for allt 0. (Such type of inclusions ((N U, ) , ) are called half-sided modular.) Then the modular groups ^it , _N ^ir , _N ^is ,t, r, s generate a unitary representation of the group S1(2, )/Z ₂ of positive energy.Another result is related to two half-sided modular inclusions (₁ , ) and (₂ , ). Under proper conditions the three modular groups ^it , ₁ ^ir , ₂ ^is ,t, r, s generate the three-dimensional subgroup of O(2, 1) of two commuting translations and the Lorentz transformation.Partly supported by the DFG, SFB 288 Differentialgeometrie und Quantenphysik.