Cycles,scaling and crossover phenomenon in length of the day (LOD) time series

The dynamics of the temporal fluctuations of the length of the day (LOD) time series from January 1, 1962 to November 2, 2006 were investigated. The power spectrum of the whole time series has revealed annual, semi-annual, decadal and daily oscillatory behaviors, correlated with oceanic–atmospheric processes and interactions. The scaling behavior was analyzed by using the detrended fluctuation analysis (DFA), which has revealed two different scaling regimes, separated by a crossover timescale at approximately 23 days. Flicker-noise process can describe the dynamics of the LOD time regime involving intermediate and long timescales, while Brownian dynamics characterizes the LOD time series for small timescales.     

Slow quench dynamics of a one-dimensional Bose gas confined to an optical lattice

We analyze the effect of a linear time variation of the interaction strength on a trapped one-dimensional Bose gas confined to an optical lattice. The evolution of different observables such as the experimentally accessible on site particle distribution are studied as a function of the ramp time by using time-dependent numerical techniques. We find that the dynamics of a trapped system typically displays two regimes: For long ramp times, the dynamics is governed by density redistribution, while at short ramp times, local dynamics dominates as the evolution is identical to that of an homogeneous system. In the homogeneous limit, we also discuss the nontrivial scaling of the energy absorbed with the ramp time.     

Kinetics of a frictional granular motor

Within the framework of a Boltzmann-Lorentz equation, we analyze the dynamics of a granular rotor immersed in a bath of thermalized particles in the presence of a frictional torque on the axis. In numerical simulations of the equation, we observe two scaling regimes at low and high bath temperatures. In the large friction limit, we obtain the exact solution of a model corresponding to asymptotic behavior of the Boltzmann-Lorentz equation. In the limit of large rotor mass and small friction, we derive a Fokker-Planck equation for which the exact solution is also obtained.     

Detrended fluctuation analysis of intertrade durations

The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the limit order book data and order flows of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in 2003. An inverse U-shaped intraday pattern in the intertrade durations with an abrupt drop in the first minute of the afternoon trading is observed. Based on a detrended fluctuation analysis, we find a crossover of power-law scaling behaviors for small box sizes (trade numbers in boxes) and large box sizes and strong evidence in favor of long memory in both regimes. In addition, the multifractal nature of intertrade durations in both regimes is confirmed by a multifractal detrended fluctuation analysis for individual stocks with a few exceptions in the small-duration regime. The intraday pattern has little influence on the long memory and multifractality.     

Scaling behavior in interacting systems: joint effect of anisotropy and compressibility

Motivated by the ubiquity of turbulent flows in realistic conditions, effects of turbulent advection on two models of classical non-linear systems are investigated. In particular, we analyze model A (according to the Hohenberg–Halperin classification [P.C. Hohenberg, B.I. Halperin, Rev. Mod. Phys. 49, 435 (1977)]) of a non-conserved order parameter and a model of the direct bond percolation process. Having two paradigmatic representatives of distinct stochastic dynamics, our aim is to elucidate to what extent velocity fluctuations affect their scaling behavior. The main emphasis is put on an interplay between anisotropy and compressibility of the velocity flow on their respective scaling regimes. Velocity fluctuations are generated by means of the Kraichnan rapid-change model, in which the anisotropy is due to a distinguished spatial direction n and a correlator of the velocity field obeys the Gaussian distribution law with prescribed statistical properties. As the main theoretical tool, the field-theoretic perturbative renormalization group is adopted. Actual calculations are performed in the leading (one-loop) approximation. Having obtained infrared stable asymptotic regimes, we have found four possible candidates for macroscopically observable behavior for each model. In contrast to the isotropic case, anisotropy brings about enhancement of non-linearities and non-trivial regimes are proved to be more stable.     

Theoretical model for the evolution of the linguistic diversity

Here we describe how some important scaling laws observed in the distribution of languages on Earth can emerge from a simple computer simulation. The proposed language dynamics includes processes of selective geographic colonization, linguistic anomalous diffusion and mutation, and interaction among populations that occupy different regions. It is found that the dependence of the linguistic diversity on the area after colonization displays two power law regimes, both described by critical exponents which are dependent on the mutation probability. Most importantly for the future prospect of world's population, our results show that the linguistic diversity always decrease to an asymptotic very small value if large areas and sufficiently long times of interaction among populations are considered.     

Dynamics of Condensation in the Totally Asymmetric Inclusion Process

We study the dynamics of condensation of the inclusion process on a one-dimensional periodic lattice in the thermodynamic limit, generalising recent results on finite lattices for symmetric dynamics. Our main focus is on totally asymmetric dynamics which have not been studied before, and which we also compare to exact solutions for symmetric systems. We identify all relevant dynamical regimes and corresponding time scales as a function of the system size, including a coarsening regime where clusters move on the lattice and exchange particles, leading to a growing average cluster size. The second moment of the occupation numbers is a suitable observable to characterise the transition, and exhibits a power law scaling in this regime before saturating to stationarity following an exponential decay depending on the system size. Our results are based on heuristic derivations and exact computations for symmetric systems, and are supported by detailed simulation data.     

Universal behavior in non-stationary Mean Field Games

Mean Field Games provide a powerful framework to analyze the dynamics of a large number of controlled objects in interaction. Though these models are much simpler than the underlying differential games they describe in some limit, their behavior is still far from being fully understood. When the system is confined, a notion of “ergodic state” has been introduced that characterizes most of the dynamics for long optimization times. Here we consider a class of models without such an ergodic state, and show the existence of a scaling solution that plays a similar role. Its universality and scaling behavior can be inferred from a mapping to an electrostatic problem.     

Short-time behavior of the kinetic spherical model with long-ranged interactions

The kinetic spherical model with long-ranged interactions and an arbitrary initial order m₀ quenched from a very high temperature to T is solved. In the short-time regime, the bulk order increases with a power law in both the critical and phase-ordering dynamics. To the latter dynamics, a power law for the relative order is found in the intermediate time-regime. The short-time scaling relations of small m₀ are generalized to an arbitrary m₀ and all the time larger than . The characteristic functions for the scaling of m₀ and for are obtained. The crossover between scaling regimes is discussed in detail. Received 17 September 1999     

Monte Carlo methods for turbulent tracers with long range and fractal random velocity fields

Monte Carlo methods for computing various statistical aspects of turbulent diffusion with long range correlated and even fractal random velocity fields are described here. A simple explicit exactly solvable model with complex regimes of scaling behavior including trapping, subdiffusion, and superdiffusion is utilized to compare and contrast the capabilities of conventional Monte Carlo procedures such as the Fourier method and the moving average method; explicit numerical examples are presented which demonstrate the poor convergence of these conventional methods in various regimes with long range velocity correlations. A new method for computing fractal random fields involving wavelets and random plane waves developed recently by two of the authors [J. Comput. Phys. 117, 146 (1995)] is applied to compute pair dispersion over many decades for systematic families of anisotropic fractal velocity fields with the Kolmogorov spectrum. The important associated preconstant for pair dispersion in the Richardson law in these anisotropic settings is compared with the one obtained over many decades recently by two of the authors [Phys. Fluids 8, 1052 (1996)] for an isotropic fractal field with the Kolmogorov spectrum. (c) 1997 American Institute of Physics.     

Strategic Interaction in Trend-Driven Dynamics

We propose a discrete-time stochastic dynamics for a system of many interacting agents. At each time step agents aim at maximizing their individual payoff, depending on their action, on the global trend of the system and on a random noise; frictions are also taken into account. The equilibrium of the resulting sequence of games gives rise to a stochastic evolution. In the limit of infinitely many agents, a law of large numbers is obtained; the limit dynamics consist in an implicit dynamical system, possibly multiple valued. For a special model, we determine the phase diagram for the long time behavior of these limit dynamics and we show the existence of a phase, where a locally stable fixed point coexists with a locally stable periodic orbit.     

Catastrophe in diffusion-controlled annihilation dynamics: general scaling properties

We present a systematic analytical and numerical study of the annihilation catastrophephenomenon which develops in an open system, where species A and B diffuse from the bulk ofrestricted medium and die on its surface (desorb) by the reaction A + B → 0.This phenomenon arises in the diffusion-controlled limit as a result of self-organizingexplosive growth (drop) of the surface concentrations of, respectively, slow and fastparticles (concentration explosion) and manifests itself in the form of an abrupt singularjump of the desorption flux relaxation rate. In the recent work [B.M. Shipilevsky, Phys.Rev. E 76, 031126 (2007)] a closed scaling theory of catastrophe developmenthas been given for the asymptotic limit when the characteristic time scale of explosionbecomes much less than the characteristic time scales of diffusion of slow and fastparticles at an arbitrary ratio of their diffusivities 0< p <1. In this paper we consider the behavior of the system at strongdifference of species diffusivities p ? 1 and reveal a rich general pattern ofcatastrophe development for an arbitrary ratio of the characteristic time scales ofexplosion and fast particle diffusion. As striking results we find remarkable scalingproperties of catastrophe evolution at the crossover between two limiting regimes withradically different dynamics.     

Renormalization group study of Mullins' equation for molecular beam epitaxy with conserved noise

The dynamics of driven interfaces under conserved noise in a continuum model of growth by a molecular beam has been studied by means of the Noziéres-Gallet dynamic renormalization group technique, using the results of Sun and Plischke for the case of non-conserved noise. Relaxation of the growing film is due to both surface tension and surface diffusion. In (1 + 1) dimensions, four growth regimes have been found. None of these are purely diffusive. One of these fixed points has negative surface tension and is stable with respect to renormalization group flow. This is an unstable growth state in which the creation of large slopes in the interface configuration is expected. In (2 + 1) dimensions, seven growth regimes have been found, in which three are purely diffusive. There is also one fixed point with a negative surface tension. However, this fixed point is unstable with respect to renormalization group flow, and is therefore expected to crossover into the other growth regimes at large system size and long times.     

Continuous quantum measurement: inelastic tunneling and lack of current oscillations

We study the dynamics of a charge qubit, consisting of a single electron in a double well potential coupled to a point-contact (PC) electrometer, using the quantum trajectories formalism. Contrary to previous predictions, we show formally that, in the sub-Zeno limit, coherent oscillations in the detector output are suppressed, and the dynamics is dominated by inelastic processes in the PC. Furthermore, these reduce the detector efficiency and induce relaxation even when the source-drain bias is zero. This is of practical significance since it means the detector will act as a source of decoherence. Finally, we show that the sub-Zeno dynamics is divided into two regimes: low and high bias in which the PC current power spectra show markedly different behavior.     

Universal behavior of crossover scaling functions for continuous phase transitions

We consider two different systems exhibiting a continuous phase transition into an absorbing state. Both models belong to the same universality class; i.e., they are characterized by the same scaling functions and the same critical exponents. Varying the range of interactions, we examine the crossover from the mean-field-like to the non-mean-field scaling behavior. A phenomenological scaling form is applied in order to describe the full crossover region, which spans several decades. Our results strongly support the hypothesis that the crossover function is universal.     

On homogenization and scaling limit of some gradient perturbations of a massless free field

We study the continuum scaling limit of some statistical mechanical models defined by convex Hamiltonians which are gradient perturbations of a massless free field. By proving a central limit theorem for these models, we show that their long distance behavior is identical to a new (homogenized) continuum massless free field. We shall also obtain some new bounds on the 2-point correlation functions of these models. This article was processed by the author using the LAT_EX style filepljour1 from Springer-Verlag.     

Topology of evolving networks: local events and universality

Networks grow and evolve by local events, such as the addition of new nodes and links, or rewiring of links from one node to another. We show that depending on the frequency of these processes two topologically different networks can emerge, the connectivity distribution following either a generalized power law or an exponential. We propose a continuum theory that predicts these two regimes as well as the scaling function and the exponents, in good agreement with numerical results. Finally, we use the obtained predictions to fit the connectivity distribution of the network describing the professional links between movie actors.     

Non-Arrhenius relaxation of the Heisenberg model with dipolar and anisotropic interactions

The dynamical properties of a 2D Heisenberg model with dipolar interactions and perpendicular anisotropy are studied using Monte Carlo simulations in two different ordered regions of the equilibrium phase diagram. We find a temperature defining a dynamical transition below which the relaxation suddenly slows down and the system apart from the typical Arrhenius relaxation to a Vogel-Fulcher-Tamann law. This anomalous behavior is observed in the scaling of the magnetic relaxation and may eventually lead to a freezing of the system. Through the analysis of the domain structures we explain this behavior in terms of the domains dynamics. Moreover, we calculate the energy barriers distribution obtained from the data of the magnetic viscosity. Its shape supports our comprehension of both, the Vogel-Fulcher-Tamann dynamical slowing down and the freezing mechanism.