Self-Organized Criticality and Thermodynamic Formalism

We develop a thermodynamic formalism for a dissipative version of the Zhang model of Self-Organized Criticality, where a parameter allows us to tune the local energy dissipation. By constructing a suitable Markov partition we define Gibbs measures (in the sense of Sinai, Ruelle, and Bowen), partition functions, and topological pressure allowing the analysis of probability distributions of avalanches. We discuss the infinite-size limit in this setting. In particular, we show that a Lee–Yang phenomenon occurs in the conservative case. This suggests new connections to classical critical phenomena.     

动力学变换法探测连续系统不稳定周期轨道

本文利用动力学变换方法和庞加莱截面方法对两种连续混沌动力学系统进行不稳定周期轨道探测研究, 并对Lorenz系统进行了替代数据法检验.结果表明:基于庞加莱截面的动力学变换改进算法 可有效探测连续混沌动力学系统中的不稳定周期轨道.     

Power injected in dissipative systems and the fluctuation theorem

We consider three examples of dissipative dynamical systems involving many degrees of freedom, driven far from equilibrium by a constant or time dependent forcing. We study the statistical properties of the injected and dissipated power as well as the fluctuations of the total energy of these systems. The three systems under consideration are: a shell model of turbulence, a gas of hard spheres colliding inelastically and excited by a vibrating piston, and a Burridge-Knopoff spring-block model. Although they involve different types of forcing and dissipation, we show that the statistics of the injected power obey the “fluctuation theorem" demonstrated in the case of time reversible dissipative systems maintained at constant total energy, or in the case of some stochastic processes. Although this may be only a consequence of the theory of large deviations, this allows a possible definition of “temperature" for a dissipative system out of equilibrium. We consider how this “temperature" scales with the energy and the number of degrees of freedom in the different systems under consideration. Received 26 June 2000 and Received in final form 24 October 2000     

Relaxation Times in the ASEP Model Using a DMRG Method

We compute the largest relaxation times for the totally asymmetric exclusion process (TASEP) with open boundary conditions with a DMRG method. This allows us to reach much larger system sizes than in previous numerical studies. We are then able to show that the phenomenological theory of the domain wall indeed predicts correctly the largest relaxation time for large systems. Besides, we can obtain results even when the domain wall approach breaks down, and show that the KPZ dynamical exponent z=3/2 is recovered in the whole maximal current phase.     

Exact, complete, and universal continuous-time worldline Monte Carlo approach to the statistics of discrete quantum systems

We show how the worldline quantum Monte Carlo procedure, which usually relies on an artificial time discretization, can be formulated directly in continuous time, rendering the scheme exact. For an arbitrary system with discrete Hilbert space, none of the configuration update procedures contain small parameters. We find that the most effective update strategy involves the motion of worldline discontinuities (both in space and time), i.e., the evaluation of the Green’s function. Being based on local updates only, our method nevertheless allows one to work with the grand canonical ensemble and nonzero winding numbers, and to calculate any dynamical correlation function as easily as expectation values of, e.g., total energy. The principles found for the update in continuous time generalize to any continuous variables in the space of discrete virtual transitions, and in principle also make it possible to simulate continuous systems exactly. Zh. éksp. Teor. Fiz. 114, 570–590 (August 1998) Published in English in the original Russian journal. Reproduced here with stylistic changes by the Translation Editor.     

Random Perturbations of Axiom A Basic Sets

In this paper we study small, random, diffeomorphism-type perturbations of an Axiom A basic set. By means of the structural stability of such a basic set with respect to time-dependent perturbations and by means of the Markov partition of the basic set, we apply the thermodynamic formalism of random subshifts of finite type to this situation, obtaining some ergodic-theoretic results concerning equilibrium states.On leave for the acedemic year 1997–1998 from the author's permanent address:     

Computation of the largest Lyapunov exponent by the generalized cell mapping

The method of cell mappings has been developed as an efficient tool for the global study of dynamical systems. One of them, the generalized cell mapping (GCM), describes the behavior of a system in a probabilistic sense, and is essentially a Markov chain analysis of dynamical systems. Since the largest Lyapunov exponent is widely used to characterize attractors of dynamical systems, we propose an algorithm for that quantity by the GCM. This allows us to examine the persistent groups of the GCM in terms of their Lyapunov exponent, thereby connecting them with their counterparts in point mapping systems.     

Non-equivalence of Dynamical Ensembles and Emergent Non-ergodicity

Dynamical ensembles have been introduced to study constrained stochastic processes. In the microcanonical ensemble, the value of a dynamical observable is constrained to a given value. In the canonical ensemble a bias is introduced in the process to move the mean value of this observable. The equivalence between the two ensembles means that calculations in one or the other ensemble lead to the same result. In this paper, we study the physical conditions associated with ensemble equivalence and the consequences of non-equivalence. For continuous time Markov jump processes, we show that ergodicity guarantees ensemble equivalence. For non-ergodic systems or systems with emergent ergodicity breaking, we adapt a method developed for equilibrium ensembles to compute asymptotic probabilities while caring about the initial condition. We illustrate our results on the infinite range Ising model by characterizing the fluctuations of magnetization and activity. We discuss the emergence of non-ergodicity by showing that the initial condition can only be forgotten after a time that scales exponentially with the number of spins.

     

Noise induced complexity: from subthreshold oscillations to spiking in coupled excitable systems

We study the stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we characterize the collective behavior of the ensemble in terms of its mean field and show that with the increase of noise the mean field displays a transition from a steady equilibrium to global oscillations and then, for sufficiently large noise, back to another equilibrium. In the course of this transition diverse regimes of collective dynamics ranging from periodic subthreshold oscillations to large-amplitude oscillations and chaos are observed. In order to understand the details and mechanisms of these noise-induced dynamics we consider the thermodynamic limit N-->infinity of the ensemble, and derive the cumulant expansion describing temporal evolution of the mean field fluctuations. In Gaussian approximation this allows us to perform the bifurcation analysis; its results are in good qualitative agreement with dynamical scenarios observed in the stochastic simulations of large ensembles.     

Metastability for Markov processes with detailed balance

We present a definition for metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance. In particular, we identify a crucial condition that distinguishes metastable states from other slow decaying modes and which allows us to show that our definition has several desirable properties similar to those postulated in the restricted ensemble approach. The intuitive physical meaning of this condition is simply that the total equilibrium probability of finding the system in the metastable state is negligible.     

虚时路径积分的广义四阶拆分方法及其谐振子分析

虚时路径积分方法是计算实际体系量子热力学性质的有效工具. 本文重点分析讨论了基于二阶和四阶拆分的虚时路径积分的有效性,给出谐振子体系配分函数统一的解析形式,进而得到其热力学性质和主要误差的表达式. 通过去除谐振子配分函数的主要误差,广义对称四阶拆分中的自由参数得以固定,以此计算实际体系的热力学量可以达到期望的三阶精度.     

Thermal rectification in billiardlike systems

We study the thermal rectification phenomenon in billiard systems with interacting particles. This interaction induces a local dynamical response of the billiard to an external thermodynamic gradient. To explain this dynamical effect we study the steady state of an asymmetric billiard in terms of the particle and energy reflection coefficients. This allows us to obtain expressions for the region in parameter space where large thermal rectifications are expected. Our results are confirmed by extensive numerical simulations.     

Geometry, topology, and physics of non-Abelian lattices

Conclusion  After reviewing in some detail the notion of non-Euclidean lattices, whose domain of physical realization lies mostly in the novel carbon structures of the family offullerenes, we have discussed a number of physical problems denned over such lattices. We have shown that the group-theoretical definition of these lattices leads to “designing” new tubular regular structures, endowed with symmetries unheard of in the frame of customary crystallography, which combine features of extreme complexity and, at the same time, of great regularity. We have compared the role of the non-Abelian symmetries which these super-lattices are characterized by, with that of (discrete) harmonic (Fourier) lattice symmetry typical of customary crystallographic lattices. Many novel features enter into play, due to thenon-flatness of the related lattice geometry, which led us to a novel—sometimes unexpected—insight into the dynamical and/or thermodynamical properties of various physical systems which have these lattices as ambient space. We have analyzed how lattice topology bears on the complex combinatorics (related to loop-counting) of the classical Ising model. These lattices, even though finite, are, of course, much closer to being three-dimensional than regular 2D lattices simply equipped with periodic boundary conditions. We have shown, on the other hand, how the relation between the lattice symmetry (for example, in the case of fullerene, the discrete subgroup ofSU(2) that we have denotedg ₆₀ and the symmetry proper to the Hamiltonian of quantum systems of many itinerant interacting electrons (Hubbard-like models) allows us to reduce the calculation of the system spectral properties to a “size” that can be dealt with numerically with present-day numerical exact diagonalization techniques much more easily than a regular 3D cluster with a quite smaller number of sites.     

Complex dynamics in delay-differential equations with large delay

We investigate the dynamical properties of delay differential equations with large delay. Starting from a mathematical discussion of the singular limit τ → ∞, we present a novel theoretical approach to the stability properties of stationary solutions in such systems. We introduce the notion of strong and weak instabilities and describe a method that allows us to calculate asymptotic approximations of the corresponding parts of the spectrum. The theoretical results are illustrated by several examples, including the control of unstable steady states of focus type by time delayed feedback control and the stability of external cavity modes in the Lang-Kobayashi system for semiconductor lasers with optical feedback.     

Distinguishability of particles in glass-forming systems

The distinguishability of particles has important implications for calculating the partition function in statistical mechanics. While there are standard formulations for systems of identical particles that are either fully distinguishable or fully indistinguishable, many realistic systems do not fall into either of these limiting cases. In particular, the glass transition involves a continuous transition from an ergodic liquid system of indistinguishable particles to a nonergodic glassy system where the particles become distinguishable. While the question of partial distinguishability of microstates has been treated previously in quantum information theory, this issue has not yet been addressed for a system of classical particles. In this paper, we present a general theoretical formalism for quantifying particle distinguishability in classical systems. This formalism is based on a classical definition of relative entropy, such as applied in quantum information theory. Example calculations for a simple glass-forming system demonstrate the continuous onset of distinguishability as temperature is lowered. We also examine the loss of distinguishability in the limit of long observation time, coinciding with the restoration of ergodicity. We discuss some of the general implications of our work, including the direct connection to topological constraint theory of glass. We also discuss qualitative features of distinguishability as they relate to the Second and Third Laws of thermodynamics.     

Statistics of strange attractors by generalized cell mapping

It is proposed in this paper to use the generalized cell mapping to locate strange attractors of dynamical systems and to determine their statistical properties. The cell-to-cell mapping method is based upon the idea of replacing the state space continuum by a large collection of state space cells and of expressing the evolution of the dynamical system in terms of a cell-to-cell mapping. This leads to a Markov chain which in turn allows us to compute all the statistical properties as well as the invariant distribution. After a general discussion, the method is applied in this paper to strange attractors of a variety of systems governed either by point mappings or by differential equations. The results indicate that it is a viable, effective and attractive method. Some comments on this method in comparison with the method of direct iteration will also be made.     

First order phase transitions in the canonical and the microcanonical ensemble

In the canonical ensemble any singularity of a thermodynamic function at a temperatureT _c is smeared over a temperature range of orderT _T /N. Therefore it is rather difficult to distinguish between a discontinuous and a continuous phase transition on the basis of numerical data obtained for finite systems in the canonical ensemble. It is demonstrated for four model systems that this problem cannot be circumvented by considering higher cumulants of the energy distribution or cumulant ratios. On the other hand, the distinction between first and a second order phase transition is rather direct if based on the microcanonical density of states which is readily obtainable in the dynamical ensemble.     

A dynamical partition function for the Lorentz gas

In this paper we introduce a dynamically defined partition function for the Lorentz gas and investigate its connection with the classical ensembles and the phase-space probability measure derived from periodic orbit expansions. Numerical evidence is presented to support the equivalence of these measures and to link them to the thermodynamic quantities for the Lorentz gas. This also suggests a new dynamical basis for the assumption of equala priori probabilities in the microcanonical ensemble.