Generalized thermostatistics based on the Sharma-Mittal entropy and escort mean values

A generalized thermostatistics is developed for an entropy measure introduced by Sharma and Mittal. A maximum-entropy scheme involving the maximization of the Sharma and Mittal entropy under appropriate constraints expressed as escort mean values is advanced. Maximum-entropy distributions exhibiting a power law behavior in the asymptotic limit are obtained. Thus, results previously derived for the Renyi entropy and the Tsallis entropy are generalized. In addition, it is shown that for almost deterministic systems among all possible composable entropies with kernels that are described by power laws the Sharma-Mittal entropy is the only entropy measure that gives rise to a thermostatistics based on escort mean values and admitting of a partition function. Received 27 June 2002 Published online 31 December 2002     

Finite-size effects in the self-organized critical forest-fire model

We study finite-size effects in the self-organized critical forest-fire model by numerically evaluating the tree density and the fire size distribution. The results show that this model does not display the finite-size scaling seen in conventional critical systems. Rather, the system is composed of relatively homogeneous patches of different tree densities, leading to two qualitatively different types of fires: those that span an entire patch and those that do not. As the system size becomes smaller, the system contains less patches, and finally becomes homogeneous, with large density fluctuations in time. Received 24 April 1999 and Received in final form 26 October 1999     

Slow coarsening in a class of driven systems

The coarsening process in a class of driven systems is studied. These systems have previously been shown to exhibit phase separation and slow coarsening in one dimension. We consider generalizations of this class of models to higher dimensions. In particular we study a system of three types of particles that diffuse under local conserving dynamics in two dimensions. Arguments and numerical studies are presented indicating that the coarsening process in any number of dimensions is logarithmically slow in time. A key feature of this behavior is that the interfaces separating the various growing domains are macroscopically smooth (well approximated by a Fermi function). This implies that the coarsening mechanism in one dimension is readily extendible to higher dimensions. Received 3 April 2000     

A sharp transition between a trivial 1D BTW model and self-organized critical rice-pile model

A one-dimensional model of a rice-pile is numerically studied for different driving mechanisms. We found that for a sufficiently large system, there is a sharp transition between the trivial behaviour of a 1D BTW model and self-organized critical (SOC) behaviour. Depending on the driving mechanism, the self-organized critical rice-pile model belongs to two different universality classes. Received 18 December 1998     

Nonlinear mean field Fokker-Planck equations. Application to the chemotaxis of biological populations

We study a general class of nonlinear mean field Fokker-Planck equations in relation with an effective generalized thermodynamical (E.G.T.) formalism. We show that these equations describe several physical systems such as: chemotaxis of bacterial populations, Bose-Einstein condensation in the canonical ensemble, porous media, generalized Cahn-Hilliard equations, Kuramoto model, BMF model, Burgers equation, Smoluchowski-Poisson system for self-gravitating Brownian particles, Debye-Hückel theory of electrolytes, two-dimensional turbulence... In particular, we show that nonlinear mean field Fokker-Planck equations can provide generalized Keller-Segel models for the chemotaxis of biological populations. As an example, we introduce a new model of chemotaxis incorporating both effects of anomalous diffusion and exclusion principle (volume filling). Therefore, the notion of generalized thermodynamics can have applications for concrete physical systems. We also consider nonlinear mean field Fokker-Planck equations in phase space and show the passage from the generalized Kramers equation to the generalized Smoluchowski equation in a strong friction limit. Our formalism is simple and illustrated by several explicit examples corresponding to Boltzmann, Tsallis, Fermi-Dirac and Bose-Einstein entropies among others.     

Non trivial overlap distributions at zero temperature

We explore the consequences of Replica Symmetry Breaking at zero temperature. We introduce a repulsive coupling between a system and its unperturbed ground state. In the Replica Symmetry Breaking scenario a finite coupling induces a non trivial overlap probability distribution among the unperturbed ground state and the one in presence of the coupling. We find a closed formula for this probability for arbitrary ultrametric trees, in terms of the parameters defining the tree. The same probability is computed in numerical simulations of a simple model with many ground states, but no ultrametricity: polymers in random media in 1+1 dimension. This gives us an idea of what violation of our formula can be expected in cases when ultrametricity does not hold. Received 16 June 2000     

Weak chaos and metastability in a symplectic system of many long-range-coupled standard maps

We introduce, and numerically study, a system of N symplectically and globally coupled standard maps localized in a d=1 lattice array. The global coupling is modulated through a factor r^-α, being r the distance between maps. Thus, interactions are long-range (nonintegrable) when 0≤α≤1, and short-range (integrable) when α>1. We verify that the largest Lyapunov exponent λ_M scales as λ_M ∝ N^-κ(α), where κ(α) is positive when interactions are long-range, yielding weak chaos in the thermodynamic limit N↦∞ (hence λ_M→0). In the short-range case, κ(α) appears to vanish, and the behaviour corresponds to strong chaos. We show that, for certain values of the control parameters of the system, long-lasting metastable states can be present. Their duration t_c scales as t_c ∝N^β(α), where β(α) appears to be numerically in agreement with the following behavior: β>0 for 0 ≤α< 1, and zero for α≥1. These results are consistent with features typically found in nonextensive statistical mechanics. Moreover, they exhibit strong similarity between the present discrete-time system, and the α-XY Hamiltonian ferromagnetic model.     

The role of pinning and instability in a class of non-equilibrium growth models

We study the dynamics of a growing crystalline facet where the growth mechanism is controlled by the geometry of the local curvature. A continuum model, in (2+1) dimensions, is developed in analogy with the Kardar-Parisi-Zhang (KPZ) model is considered for the purpose. Following standard coarse graining procedures, it is shown that in the large time, long distance limit, the continuum model predicts a curvature independent KPZ phase, thereby suppressing all explicit effects of curvature and local pinning in the system, in the “perturbative” limit. A direct numerical integration of this growth equation, in 1+1 dimensions, supports this observation below a critical parametric range, above which generic instabilities, in the form of isolated pillared structures lead to deviations from standard scaling behaviour. Possibilities of controlling this instability by introducing statistically “irrelevant" (in the sense of renormalisation groups) higher ordered nonlinearities have also been discussed. Received 23 April 2002 / Received in final form 24 July 2002 Published online 31 October 2002 RID="a" ID="a"e-mail: akc@mpipks-dresden.mpg.de     

Wealth distributions in asset exchange models

A model for the evolution of the wealth distribution in an economically interacting population is introduced, in which a specified amount of assets are exchanged between two individuals when they interact. The resulting wealth distributions are determined for a variety of exchange rules. For “random” exchange, either individual is equally likely to gain in a trade, while “greedy” exchange, the richer individual gains. When the amount of asset traded is fixed, random exchange leads to a Gaussian wealth distribution, while greedy exchange gives a Fermi-like scaled wealth distribution in the long-time limit. Multiplicative processes are also investigated, where the amount of asset exchanged is a finite fraction of the wealth of one of the traders. For random multiplicative exchange, a steady state occurs, while in greedy multiplicative exchange a continuously evolving power law wealth distribution arises. Received: 13 August 1997 / Revised: 31 December 1997 / Accepted: 26 January 1998     

Total entropy production fluctuation theorems in a nonequilibrium time-periodic steady state

We investigate the total entropy production of a Brownian particle in a driven bistable system. This system exhibits the phenomenon of stochastic resonance. We show that in the time-periodic steady state, the probability density function for the total entropy production satisfies Seifert’s integral and detailed fluctuation theorems over finite time trajectories.     

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     

Interacting gaps model,dynamics of order book,and stock-market fluctuations

Inspired by order-book models of financial fluctuations, we investigate the Interacting gaps model, which is the schematic one-dimensional system mimicking the order-book dynamics. We find by simulations the power-law tail in return distribution, power-law decay of volatility autocorrelation with exponent 0.5 and Hurst exponent close to 1/2. Surprisingly, when we make a mean-field approximation, i.e. replace the one-dimensional system by effectively infinite-dimensional one, we obtain analytically the return exponent 5/2, in perfect accord with one-dimensional simulations.     

Thermodynamics and transport in an active Morse ring chain

We investigate the stochastic dynamics of an one-dimensional ring with N self-driven Brownian particles. In this model neighboring particles interact via conservative Morse potentials. The influence of the surrounding heat bath is modeled by Langevin-forces (white noise) and a constant viscous friction coefficient γ. The Brownian particles are provided with internal energy depots which may lead to active motions of the particles. The depots are realized by an additional nonlinearly velocity-dependent friction coefficient γ ₁(v) in the equations of motions. In the first part of the paper we study the partition functions of time averages and thermodynamical quantities (e.g. pressure) characterizing the stationary physical system. Numerically calculated non-equilibrium phase diagrams are represented. The last part is dedicated to transport phenomena by including a homogeneous external force field that breaks the symmetry of the model. Here we find enhanced mobility of the particles at low temperatures. Received 21 July 2001     

Quantum Brownian motion and the second law of thermodynamics

We consider a single harmonic oscillator coupled to a bath at zero temperature. As is well-known, the oscillator then has a higher average energy than that given by its ground state. Here we show analytically that for a damping model with arbitrarily discrete distribution of bath modes and damping models with continuous distributions of bath modes with cut-off frequencies, this excess energy is less than the work needed to couple the system to the bath, therefore, the quantum second law is not violated. On the other hand, the second law may be violated for bath modes without cut-off frequencies, which are, however, physically unrealistic models. An erratum to this article is available at .