Irreversibility, entropy and incomplete information

The open system has been proved to be a system with perfect accessibility represented as a probability space in which is defined a PA-measure. But, the PA-measure is not yet known; consequently, it is difficult to develop the statistical thermodynamics for an irreversible system. Here its integral expression is obtained in order to its use in the statistical thermodynamic analysis of the complex and irreversible systems.     

Spartan random processes in time series modeling

A Spartan random process (SRP) is used to estimate the correlation structure of time series and to predict (interpolate and extrapolate) the data values. SRPs are motivated from statistical physics, and they can be viewed as Ginzburg-Landau models. The temporal correlations of the SRP are modeled in terms of ‘interactions’ between the field values. Model parameter inference employs the computationally fast modified method of moments, which is based on matching sample energy moments with the respective stochastic constraints. The parameters thus inferred are then compared with those obtained by means of the maximum likelihood method. The performance of the Spartan predictor (SP) is investigated using real time series of the quarterly S&P 500 index. SP prediction errors are compared with those of the Kolmogorov-Wiener predictor. Two predictors, one of which is explicit, are derived and used for extrapolation. The performance of the predictors is similarly evaluated.     

Possible canonical distributions for finite systems with nonadditive energy

It is shown that a small system in thermodynamic equilibrium with a finite thermostat can have a q-exponential probability distribution which closely depends on the energy nonextensivity and the particle number of the thermostat. The distribution function will reduce to the exponential one at the thermodynamic limit. However, the nonextensivity of the system should not be neglected.     

Design of X-ray super-mirrors using simulated annealing algorithm

An adaptive local search-based simulated annealing (ALSA) algorithm is proposed for the design of the wide band-pass multilayer optical elements operating in the hard and soft X-ray wavelength ranges. At present the SA algorithm has been kept as simple as possible and its performance is being studied before a series of modifications are made to tailor the SA algorithm to optimize super-mirror for particular applications. The algorithm has also been developed with two specific areas in mind: a W/C broad angle super-mirror for hard X-ray applications and a Mo/Si wide band super-mirror operating at normal incidence in the EUV spectral region. The design results show that the ALSA algorithm method has the flexibility to design a wide range of multilayer structures and in comparison to other techniques has good results although computationally more intensive.     

Monte-Carlo simulation of optical trap stiffness measurement

The high precision calibration of optical trap stiffness is the foundation of the weak force measurement in an optical tweezers system. And the accuracy of the trap stiffness measurement is limited by the bandwidth of the acquisition system. In this article, such an influence is analyzed and discussed. The stiffness measuring process using an acquisition system with a finite acquisition time is numerically simulated by using Monte-Carlo method. Then the simulated results are analyzed by thermal motion analysis method to deduce the trap stiffness for different trapping system and for measuring systems with different acquisition time. As a comparison the power spectrum analysis method is used to study the thermal motion of the bead and to compute the trap stiffness for the same acquisition system, from which it is concluded that the bandwidth of the acquisition system is determined by its acquisition time, not the sampling frequency. The influence of the finite acquisition time or the limited bandwidth on the trap stiffness measurement is discussed. The numerical simulation shows that the measured position, which is here the average position within the acquisition time, shifts to the trap center due to the trapping force, which gives an alternative interpretation for the deviation of the measured stiffness from the true trap stiffness.     

Free energies of ionic nanoclusters. Solid and coexistent solid-liquid states

A strategy to overcome some specific problems associated to the computation of free energies in clusters is presented. Free energies and entropies of solid KCl nanoclusters are determined by thermodynamic integration, and Watanabe and Reinhardt’s dynamical method, based on molecular dynamics simulations. The values are in good agreement with experimental data. From a previous theoretical prediction of the caloric curve, T(E), for the coexistence region, an equation is derived to compute the free energies of the clusters at the solid-liquid coexistence. The results are discussed in the context of the thermodynamic stability of phase coexistent states for finite and infinite systems, yielding consistent conclusions.     

The maximal process of nonlinear shot noise

In the nonlinear shot noise system-model shots’ statistics are governed by general Poisson processes, and shots’ decay-dynamics are governed by general nonlinear differential equations. In this research we consider a nonlinear shot noise system and explore the process tracking, along time, the system’s maximal shot magnitude. This ‘maximal process’ is a stationary Markov process following a decay-surge evolution; it is highly robust, and it is capable of displaying both a wide spectrum of statistical behaviors and a rich variety of random decay-surge sample-path trajectories. A comprehensive analysis of the maximal process is conducted, including its Markovian structure, its decay-surge structure, and its correlation structure. All results are obtained analytically and in closed-form.     

Exactly solvable reaction diffusion models on a Cayley tree

The most general reaction-diffusion model on a Cayley tree with nearest-neighbor interactions is introduced, which can be solved exactly through the empty-interval method. The stationary solutions of such models, as well as their dynamics, are discussed. Concerning the dynamics, the spectrum of the evolution Hamiltonian is found and shown to be discrete, hence there is a finite relaxation time in the evolution of the system towards its stationary state.     

Accelerated Stochastic Simulation of Large Chemical Systems

For efficient simulation of chemical systems with large number of reactions, we report a fast and exact algorithm for direct simulation of chemical discrete Markov processes. The approach adopts the scheme of organizing the reactions into hierarchical groups. By generating a random number, the selection of the next reaction that actually occurs is accomplished by a few successive selections in the hierarchical groups. The algorithm which is suited for simulating systems with large number of reactions is much faster than the direct method or the optimized direct method. For a demonstration of its efficiency, the accelerated algorithm is applied to simulate the reaction-diffusion Brusselator model on a discretized space.     

Size effect on thermodynamic properties of free nanocrystals

We demonstrate that the discrete character of the vibrational spectrum of a small crystal accounts for size dependence of its thermodynamic properties and melting temperature. Using a self-consistent statistical method [Phys. Rev. B 66, 054302 (2002)] we derive the Gibbs free energy of free nanocrystalline plates and calculate the thermodynamic parameters as functions of plate thickness for Cu.     

Entropic stochastic resonance: the constructive role of the unevenness

We demonstrate the existence of stochastic resonance (SR) in confined systems arising from entropy variations associated to the presence of irregular boundaries. When the motion of a Brownian particle is constrained to a region with uneven boundaries, the presence of a periodic input may give rise to a peak in the spectral amplification factor and therefore to the appearance of the SR phenomenon. We have proved that the amplification factor depends on the shape of the region through which the particle moves and that by adjusting its characteristic geometric parameters one may optimize the response of the system. The situation in which the appearance of such entropic stochastic resonance (ESR) occurs is common for small-scale systems in which confinement and noise play an prominent role. The novel mechanism found could thus constitute an important tool for the characterization of these systems and can put to use for controlling their basic properties.     

Computational electromagnetic methods for interconnects and small structures

The continual advances in speed and integration scale of electronic circuits have created enormous demands for high-speed, high-density packages which ensure reduced interconnection delays and improved electrical performance. Such structures usually involve a large number of planar transmission lines at various levels within the package, whereas the geometrical orientation of these lines is not necessarily uniform. Also, the existence of multiple dielectric layers, discontinuities, bends, and wire bounds adds considerable complexity to the package. It is therefore essential that full-wave computational electromagnetic (CEM) techniques, such as the finite element method (FEM) and the finite-difference time-domain (FDTD) method, be developed and used to accurately model the electrical performance of these devices and circuits.     

Associated relaxation time and intensity correlation function of a bistable system driven by cross-correlation additive and multiplicative coloured noise sources

The associated relaxation time and the intensity correlation function of a bistable system driven by an additive and a multiplicative coloured noise with coloured cross-correlation are investigated. Using the Novikov theorem and the projection operator method, the analytic expressions of the stationary probability distribution P_st(x), the relaxation time T_c, and the normalized correlation function C(s) of the system are obtained. The effects of the noise intensity, the cross-correlation strength λ and the cross-correlation time τ are discussed. By numerical computation, it is found that the cross-correlation strength |λ| and the quantum noise intensity D decrease the relaxation of the system from unstable points. The cross-correlation time τ delays relaxation of the system from unstable points. The cross-correlation strength λ and the cross-correlation time τ can alter the effects of the pump noise intensity Q. Thus, the relaxation time T_c is a stochastic resonant phenomenon, and distribution curves exhibit a single-maximum structure.     

Dynamical inference of hidden biological populations

Population fluctuations in a predator-prey system are analyzed for the case where the number of prey could be determined, subject to measurement noise, but the number of predators was unknown. The problem of how to infer the unmeasured predator dynamics, as well as the model parameters, is addressed. Two solutions are suggested. In the first of these, measurement noise and the dynamical noise in the equation for predator population are neglected; the problem is reduced to a one-dimensional case, and a Bayesian dynamical inference algorithm is employed to reconstruct the model parameters. In the second solution a full-scale Markov Chain Monte Carlo simulation is used to infer both the unknown predator trajectory, and also the model parameters, using the one-dimensional solution as an initial guess.     

Fluctuation-driven directed transport in the presence of Lévy flights

The role of Lévy flights on fluctuation-driven transport in time independent periodic potentials with broken spatial symmetry is studied. Two complementary approaches are followed. The first one is based on a generalized Langevin model describing overdamped dynamics in a ratchet type external potential driven by Lévy white noise with stability index α in the range 1<α<2. The second approach is based on the space fractional Fokker-Planck equation describing the corresponding probability density function (PDF) of particle displacements. It is observed that, even in the absence of an external tilting force or a bias in the noise, the Lévy flights drive the system out of the thermodynamic equilibrium and generate an up-hill current (i.e., a current in the direction of the steeper side of the asymmetric potential). For small values of the noise intensity there is an optimal value of α yielding the maximum current. The direction and magnitude of the current can be manipulated by changing the Lévy noise asymmetry and the potential asymmetry. For a sharply localized initial condition, the PDF of staying at the minimum of the potential exhibits scaling behavior in time with an exponent bigger than the −1/α exponent corresponding to the force free case.     

Maximum entropy with fluctuating constraints: The example of K-distributions

We indicate that in a maximum entropy setting, the thermodynamic β and the observation constraint are linked, so that fluctuations of the latter imposes fluctuations of the former. This gives an alternate viewpoint to ‘superstatistics’. While a Gamma model for fluctuations of the β parameter gives the so-called Tsallis distributions, we work out the case of a Gamma model for fluctuations of the observable, and show that this leads to K-distributions. We draw attention to the fact that these heavy-tailed distributions have high interest in physical applications, and we discuss them in some details.     

Computation of energy exchanges by combining information theory and a key thermodynamic relation: Physical applications

By considering a simple thermodynamic system, in thermal equilibrium at a temperature T and in the presence of an external parameter A, we focus our attention on the particular thermodynamic (macroscopic) relation . Using standard axioms from information theory and the fact that the microscopic energy levels depend upon the external parameter A, we show that all usual results of statistical mechanics for reversible processes follow straightforwardly, without invoking the Maximum Entropy principle. For the simple system considered herein, two distinct forms of heat contributions appear naturally in the Clausius definition of entropy, . We give a special attention to the amount of heat , associated with an infinitesimal variation at fixed temperature, for which a “generalized heat capacity”, , may be defined. The usefulness of these results is illustrated by considering some simple thermodynamic cycles.     

Robust exponential stability for delayed uncertain Hopfield neural networks with Markovian jumping parameters

This Letter is concerned with delay-dependent robust exponential mean square stability for delayed uncertain Hopfield neural networks with Markovian jumping parameters. Time delays here are discrete and distributed time-varying delays. Based on Lyapunov-Krasovskii stability theory, delay-dependent stability conditions are derived in terms of linear matrix inequalities (LMIs). Finally, numerical examples are given to illustrate the effectiveness of the proposed method.     

A decomposed equation for local entropy and entropy production in volume-preserving coarse-grained systems

In this study an equation for the local entropy is derived based on the formulation of a master equation and is applied to volume-preserving maps. The equation consists of the following terms: unsteady, convection, diffusion, probability-weighted phase space volume expansion rate, nonnegative entropy production, and residuals. The decomposition makes it possible to evaluate entropy production in terms of microscopic dynamics and is expected to be applicable to many coarse-grained systems on the phase space. When it is applied to two volume-preserving multibaker chain systems it is confirmed that the summation of the nonnegative entropy production on each site numerically coincides with the entropy production introduced by Gilbert et al. [T. Gilbert, J.R. Dorfman, P. Gaspard, Entropy production, fractals, and relaxation to equilibrium, Phys. Rev. Lett. 85 (2000) 1606-1609] and the phenomenological expression both in nonequilibrium steady and unsteady states. The coincidence is brought about by the fact that the residual terms vanish in the thermodynamic limit when they are integrated on each site. It follows that the entropy production is dominated by the nonnegative entropy production term and becomes positive in nonequilibrium states.