Dynamics of the finite SK spin-glass

The dynamical behavior of a Sherrington-Kirkpatrick spin-glass model consisting of a large but finite number of Ising spins with a time evolution given by Glauber dynamics is investigated. Starting from the resummation of a diagrammatic expansion we derive a differential equation for the response function which allows us to handle nonperturbative effects. This enables us to find explicit expressions for the dynamical behavior of response and correlation function on time scales related to those free energy barriers which diverge with system sizeN. For the largest of these barriers we find a behavior proportional toN with =1/3.     

The elimination of fast variables in complex chemical reactions. III. Mesoscopic level (irreducible case)

The master equation for a complex chemical reaction cannot always be reduced to a simpler master equation, even if there are fast and slow individual reaction steps. Nevertheless the elimination of intermediates can be carried out with the help of the-expansion. This is illustrated with a well-known complex reaction: the dissociation of N₂O₅. It is shown that the intrinsic fluctuations in the N₂O₅ decay are larger than those implied by the master equation suggested by the macroscopic rate law.     

Stochastic models of firstorder nonequilibrium phase transitions in chemical reactions

The steady states of a simple nonlinear chemical system kept far from equilibrium are analyzed. A standard macroscopic analysis shows that the nonlinearity introduces an instability causing a transition analogous to a thermodynamic first-order phase transition. Near this transition the system exhibits hysteresis between two alternative steady states. Fluctuations are introduced into this model using a stochastic master equation. The solution of this master equation is unique, preventing two alternative exactly stable states. However, a quasi-hysteresis occurs involving transitions between alternative metastable steady states on a time scale that is longer than that of the fluctuations around the mean steady state values by a factor of the forme , where ø is the height of a generalized thermodynamic potential barrier between the two states. In the thermodynamic limit this time scale tends to infinity and we have essentially two alternative stable steady states.     

Transition factor method for discrete master equations; and application to chemical reactions

We introduce transition factors and derive equations for them which are equivalent to the originalN-dimensional discrete master equation. After transition to continuous variables we obtain nonlocal partial differential equations for these transition factors which are slowly varying variables. Finally we consider a chemical reaction system. Using this method the corresponding master equation is exactly solvable in a very simple manner.     

Dynamics of fluctuations in a reactive system of low spatial dimension

We study, using master equation techniques, the time evolution of the average concentration and fluctuations in the two-speciesn-molecule reactionA+(n-1)XnX in one dimension described by a Glauber-type dynamical lattice model for the specific casesn=2 (bimolecular) andn=3 (trimolecular). The evolution is found to be quite different from that described by the Mean-Field equations even for the bimolecular case, where the steady state is meanfield. For the trimolecular process, the values of fluctuation correlations in the nonequilibrium steady state are well predicted by the fixed points of the dynamical equations obtained from the master equation. In addition, three-point fluctuation correlations are found to play an important role in both processes and are accounted for by an extended Bethe-type ansatz. The bimolecular system shows no memory effects of initial conditions, while the trimolecular system is characterized by memory effects in terms of the average concentration, fluctuations as well as the entropy. The spatial decay of fluctuation correlations is found to be short range at the steady state for the trimolecular system.     

Time Evolution in Macroscopic Systems. I. Equations of Motion

Time evolution of macroscopic systems is re-examined primarily through further analysis and extension of the equation of motion for the density matrix (t). Because contains both classical and quantum-mechanical probabilities it is necessary to account for changes in both in the presence of external influences, yet standard treatments tend to neglect the former. A model of time-dependent classical probabilities is presented to illustrate the required type of extension to the conventional time-evolution equation, and it is shown that such an extension is already contained in the definition of the density matrix.     

Slowing down of retrieval in the hopfield model

The variation of the convergence time, as a function of the storage capacity is studied numerically for systems ranging in size fromN=1000 toN=16,000 neurons. is found to increase likeexp[–A(_c–)] as one nears the critical storage capacity _c =0.142=0.002.     

Discrete fluctuations and their influence on kinetics of reactions

We study the fluctuations arising from the discrete particle nature of the reactants in chemical processes, which we termdiscrete fluctuations. It is shown how the magnitude of discrete fluctuations is formally obtained from the Van Kampen-expansion of the master equation for the process in question. It is claimed that discrete fluctuations are, at times, an important factor in determining the anomalous kinetics of reaction systems. We specialize to diffusionlimited reactions in systems below their upper critical dimensionality. Some variations of the two-species annihilation process A + B inert, as well as some other examples, are presented and analyzed. Many of these examples prove our point about the dramatic influence of discrete fluctuations on the reaction kinetics. Our theoretical scaling predictions are backed by extensive Monte Carlo simulations.     

The Spectral Gap of the 2-D Stochastic Ising Model with Nearly Single-Spin Boundary Conditions

We establish upper bounds for the spectral gap of the stochastic Ising model at low temperature in an N×N box, with boundary conditions which are plus except for small regions at the corners which are either free or minus. The spectral gap decreases exponentially in the size of the corner regions, when these regions are of size at least of order logN. This means that removing as few as O(logN) plus spins from the corners produces a spectral gap far smaller than the order N ^–2 gap believed to hold under the all-plus boundary condition. Our results are valid at all subcritical temperatures.     

Retrieval Properties of Bidirectional Associative Memories

We study a two-layer neural network made of N and M(N) neurons, producing a two-way association search for a family of p(N) patterns, where each pattern is a pair of two independent sub-categories of information having respectively N and M(N) components. In terms of the ratio =lim _N M(N)/N, we study the retrieval capability of this network and show that there exists, at least, three regimes of association for which we determine the evolution of the threshold _c () of the storage capacity =lim _N p(N)/N.     

Realization of holonomic constraints and freezing of high frequency degrees of freedom in the light of classical perturbation theory. Part II

As in Part I of this paper, we consider the problem of the energy exchanges between two subsystems, of which one is a system of harmonic oscillators, while the other one is any dynamical system ofn degrees of freedom. Such a problem is of interest both for the realization of holonomic constraints of classical mechanics, and for the freezing of the internal degrees of freedom in molecular collisions. The results of Part I, which referred to the particular case =1, are here extended to the more difficult case >1. For the rate of energy transfer we find exponential estimates of Nekhoroshev's type, namely of the form exp (_*/)^1/a , where is a positive real number giving the size of the involved frequencies, and _* anda are constants. For the particularly relevant constanta we find in generala=1/ however, in the particular case when the frequencies are equal (collision of identical molecules), we finda=1 independently of , as conjectured by Jeans in the year 1903.     

Non-perturbative renormalization group functions in (2+1)-dimensional supersymmetric gauge theories

Three-dimensional supersymmetric Higgs models with an additional U(N) flavor symmetry are considered within the 1/N expansion. Explicit expressions for the renormalization group functions are obtained in the large N limit which exhibit logarithmic dependence on the gauge coupling constants.     

On the hole spectral function of the Emery model

We discuss the spectral function of a single O hole generated in a two-dimensional CuO₂-lattice at half-filling. The latter constitutes the most important structural element of high-T _c superconducting materials. The system is described by the so-called extended Hubbard or Emery model. Strong electronic correlations which are incorporated in the model prevent the usual evaluation of Green functions based on Wick's theorem and using diagram techniques. For that reason we apply a new cumulant approach to dynamical correlation functions introduced recently. As a result we find that the local one-O hole excitation spectrum has two structured absorption regions around the bare O energy _p and around _p + due to charge fluctuations of Cu holes. Here is the bare charge transfer gap. The width of the absorption regime around _p is of the order of several timest _pd ² /, wheret _pd is the hopping integral between Cu and O holes.     

Feynman integral and complex classical trajectories

Let _t be an analytic solution of the Schrödinger equation with the initial condition . Let _t be the solution of the Schrödinger equation with the initial condition =, where is an analytic function. When 0, then _t (x) _t (x)¹ ( _t (x)), where _t (x) trajectory starting from x. We relate this result to Feynman's sum over trajectories and complex stochastic differential equations.     

Decay of the Two-Point Function in One-Dimensional O(N) Spin Models with Long-Range Interactions

Using Griffiths and Lieb–Simon type inequalities, it is shown that the two-point function of ferromagnetic spin models with N components in one dimension decays like the interaction J(n)n ^– provided that 1N4 and T>T _c.     

A Rigorous Derivation of a Linear Kinetic Equation of Fokker–Planck Type in the Limit of Grazing Collisions

We rigorously derive a linear kinetic equation of Fokker–Planck type for a 2-D Lorentz gas in which the obstacles are randomly distributed. Each obstacle of the Lorentz gas generates a potential V( ), where V is a smooth radially symmetric function with compact support, and >0. The density of obstacles diverges as ^– , where >0. We prove that when 0< <1/8 and =2+1, the probability density of a test particle converges as 0 to a solution of our kinetic equation.     

A derivation of the Broadwell equation

We consider a stochastic system of particles in a two dimensional lattice and prove that, under a suitable limit (i.e.N, 0,N²const, whereN is the number of particles and is the mesh of the lattice) the one-particle distribution function converges to a solution of the two-dimensional Broadwell equation for all times for which the solution (of this equation) exists. Propagation of chaos is also proven.Research partially supported by CNR-PS-MMAIT     

A mean-field limit for a class of queueing networks

A model of centralized symmetric message-switched networks is considered, where the messages having a common address must be served in the central node in the order which corresponds to their epochs of arrival to the network. The limitN is discussed, whereN is the branching number of the network graph. This procedure is inspired by an analogy with statistical mechanics (the mean-field approximation). The corresponding limit theorems are established and the limiting probability distribution for the network response time is obtained. Properties of this distribution are discussed in terms of an associated boundary problem.     

Nonequilibrium statistical mechanics of finite classical systems-II

The work of the previous paper is applied to the study of weakly interacting systems. Either by quasilinear techniques or by analyzing the perturbation series for the smoothed probability density, it is possible to derive a master equation equivalent to that of Brout and Prigogine without requiring the size of the system to become infinite. The properties of this equation are discussed. The equation is self-consistent provided the interactions are weak enough; however, examination of higher terms in the perturbation series shows that their effect might make the master equation invalid for times longer than that taken by a typical particle to cross the containing vessel. In many physical cases, the relaxation time will be shorter than this; also, further studies may show the higher terms to be less important than they seem.Formerly at Department of Applied Mathematics and Theoretical Physics, University of Cambridge, England.     

Correct treatment of the N*(1236) propagator in the N*-excitation current

For the reaction ^–+d2n+v is shown that the momentum dependence of the N^*(1236) propagator in the N^*-excitation current of the pion range could he neglected only for the square of the effective mass M² 10(M ^*2–M²).Dedicated to Academician Václav Votruba on the occasion of his seventieth birthday.