Roughness scaling and sensitivity to initial conditions in a symmetric restricted ballistic deposition model

In this work, we introduce a restricted ballistic deposition model with symmetric growth rules that favors the formation of local finite slopes. It is the simplest model which, even without including a diffusive relaxation mode of the interface, leads to a macroscopic groove instability. By employing a finite-size scaling of numerical simulation data, we determine the scaling behavior of the surface structure grown over a one-dimensional substrate of linear size L. We found that the surface profile develops a macroscopic groove with the asymptotic surface width scaling as , with . The early-time dynamics is governed by the scaling law , with . We further investigate the sensitivity to initial conditions of the present model by applying damage spreading techniques. We find that the early-time distance between two initially close surface configurations grows in a ballistic fashion as , but a slower Brownian-like scaling () sets up for evolution times much larger than a characteristic time scale . Received 26 May 2000     

Curved polymer and polyelectrolyte brushes beyond the Daoud-Cotton model

We revise the classical Daoud-Cotton (DC) model to describe conformations of polymer and polyelectrolyte chains end-grafted to convex spherical and cylindrical surfaces. In the framework of the DC model, local stretching of chains in the brush does not depend on the degree of polymerization of grafted chains, and the polymer density profile follows a single-exponent power law. This model, however, does not correspond to a minimum in free energy of the curved brush. The nonlocal (NL) approximation exploited in the present paper implies the minimization of the overall free energy of the brush and predicts that the polymer density profile does not follow a single-exponent power law. In the limit of large surface curvature the NL approximation provides the same scaling laws for brush thickness and free energy as the local DC model. Numerical prefactors are however different. Extra extension of chains in the brush interior region leads to larger equilibrium brush thickness and lower free energy per chain. A significant difference between outcomes of the two models is found for brushes formed by ionic polymers, particularly for weakly dissociating (p H-sensitive) polyelectrolytes at low solution salinity.     

Field theory on a non‐commutative plane: a non‐perturbative study

The 2d gauge theory on the lattice is equivalent to the twisted Eguchi–Kawai model, which we simulated at N ranging from 25 to 515. We observe a clear large N scaling for the 1‐ and 2‐point function of Wilson loops, as well as the 2‐point function of Polyakov lines. The 2‐point functions agree with a universal wave function renormalization. The large N double scaling limit corresponds to the continuum limit of non‐commutative gauge theory, so the observed large N scaling demonstrates the non‐perturbative renormalizability of this non‐commutative field theory. The area law for the Wilson loops holds at small physical area as in commutative 2d planar gauge theory, but at large areas we find an oscillating behavior instead. In that regime the phase of the Wilson loop grows linearly with the area. This agrees with the Aharonov‐Bohm effect in the presence of a constant magnetic field, identified with the inverse non‐commutativity parameter. Next we investigate the 3d λϕ⁴ model with two non‐commutative coordinates and explore its phase diagram. Our results agree with a conjecture by Gubser and Sondhi in d = 4, who predicted that the ordered regime splits into a uniform phase and a phase dominated by stripe patterns. We further present results for the correlators and the dispersion relation. In non‐commutative field theory the Lorentz invariance is explicitly broken, which leads to a deformation of the dispersion relation. In one loop perturbation theory this deformation involves an additional infrared divergent term. Our data agree with this perturbative result. We also confirm the recent observation by Ambjø rn and Catterall that stripes occur even in d = 2, although they imply the spontaneous breaking of the translation symmetry.     

Fluctuation scaling in complex systems: Taylor's law and beyond1

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average activity. This relationship is often of the form ‘fluctuations ≈ constant × average^α’, where the exponent α is predominantly in the range [1/2, 1]. This power law has been observed in a very wide range of disciplines, ranging from population dynamics through the Internet to the stock market and it is often treated under the names Taylor's law or fluctuation scaling. This review attempts to show how general the above scaling relationship is by surveying the literature, as well as by reporting some new empirical data and model calculations. We also show some basic principles that can underlie the generality of the phenomenon. This is followed by a mean-field framework based on sums of random variables. In this context the emergence of fluctuation scaling is equivalent to some corresponding limit theorems. In certain physical systems fluctuation scaling can be related to finite size scaling.     

Influence of polydispersity on the phase behavior of statistical multiblock copolymers with Schultz-Zimm block molecular weight distributions

In this paper we investigate in a systematic way the influence of polydispersity in the block lengths on the phase behavior of AB-multiblock copolymer melts. As model system we take a polydisperse multiblock copolymer for which both the A-blocks and the B-blocks satisfy a Schultz-Zimm distribution. In the limit of low polydispersity the expressions for the vertex functions are clarified by using simple physical arguments. For various values of the polydispersity the phase diagram is presented, which shows that the region of stability of the bcc phase increases considerably with increasing polydispersity. The strong dependence of the periodicity of the microstructure on the polydispersity and on the interaction strength is presented. Received 2 July 1998     

Asymptotic dynamics,non-critical and critical fluctuations for a geometric long-range interacting model

We study the dynamics of geometric spin system on the torus with long-range interaction. As the number of particles goes to infinity, the process converges to a deterministic, dynamical magnetization field that satisfies an Euler equation (law of large numbers). Its stable steady states are related to the limits of the equilibrium measures (Gibbs states) of the finite particle system. A related equation holds for the magnetization densities, for which the property of propagation of chaos also is established. We prove a dynamical central limit theorem with an infinite-dimensional Ornstein-Uhlenbeck process as a limiting fluctuation process. At the critical temperature of a ferromagnetic phase transition, both a tighter quantity scaling and a time scaling is required to obtain convergence to a one-dimensional critical fluctuation process with constant magnetization fields, which has a non-Gaussian invariant distribution. Similarly, at the phase transition to an antiferromagnetic state with frequencyp ₀, the fluctuation process with critical scaling converges to a two-dimensional critical fluctuation process, which consists of fields with frequencyp ₀ and has a non-Gaussian invariant distribution on these fields. Finally, we compute the critical fluctuation process in the infinite particle limit at a triple point, where a ferromagnetic and an antiferromagnetic phase transition coincide.Work supported by Deutsche Forschungsgemeinschaft     

Weakly nonextensive thermostatistics and the Ising model with long-range interactions

We introduce a new nonextensive entropic measure that grows like , where N is the size of the system under consideration. This kind of nonextensivity arises in a natural way in some N-body systems endowed with long-range interactions described by interparticle potentials. The power law (weakly nonextensive) behavior exhibited by is intermediate between (1) the linear (extensive) regime characterizing the standard Boltzmann-Gibbs entropy and (2) the exponential law (strongly nonextensive) behavior associated with the Tsallis generalized q-entropies. The functional is parametrized by the real number in such a way that the standard logarithmic entropy is recovered when . We study the mathematical properties of the new entropy, showing that the basic requirements for a well behaved entropy functional are verified, i.e., possesses the usual properties of positivity, equiprobability, concavity and irreversibility and verifies Khinchin axioms except the one related to additivity since is nonextensive. For , the entropy becomes superadditive in the thermodynamic limit. The present formalism is illustrated by a numerical study of the thermodynamic scaling laws of a ferromagnetic Ising model with long-range interactions. Received 24 May 2000     

From the von Neumann Equation to the Quantum Boltzmann Equation II: Identifying the Born Series

In a previous paper [Ca1], the author studied a low density limit in the periodic von Neumann equation with potential, modified by a damping term. The model studied in [Ca1], considered in dimensions d3, is deterministic. It describes the quantum dynamics of an electron in a periodic box (actually on a torus) containing one obstacle, when the electron additionally interacts with, say, an external bath of photons. The periodicity condition may be replaced by a Dirichlet boundary condition as well. In the appropriate low density asymptotics, followed by the limit where the damping vanishes, the author proved in [Ca1] that the above system is described in the limit by a linear, space homogeneous, Boltzmann equation, with a cross-section given as an explicit power series expansion in the potential. The present paper continues the above study in that it identifies the cross-section previously obtained in [Ca1] as the usual Born series of quantum scattering theory, which is the physically expected result. Hence we establish that a von Neumann equation converges, in the appropriate low density scaling, towards a linear Boltzmann equation with cross-section given by the full Born series expansion: we do not restrict ourselves to a weak coupling limit, where only the first term of the Born series would be obtained (Fermi's Golden Rule).     

Scaling of hysteresis in a multi-dimensional all-optical bistable system

We analyse the hysteresis enlargements of an optical bistable system involving three dynamical variables. We investigate, both experimentally and numerically, the local dynamics of the up- and down-switching process versus the sweeping frequency of the control parameter. In particular, we delineate the domain of validity of the scaling law predicted for one-dimensional systems. At high sweeping frequency, we show the appearance of another asymptotic scaling low in . Thereafter, we analyse the global evolution of the hysteresis loop induced by these processes. At low frequency, a scaling law is retrieved, whereas at high frequency, the dynamical behaviour is shown to strongly depend on the particular shape of the bistability curve. Received: 14 September 1998 / Received in final form: 15 February 1999     

Size limiting in Tsallis statistics

Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered an important property of these systems. In general, power law exists in the central part of the distribution. It has deviations from power law for very small and very large variable sizes. Tsallis, through non-extensive thermodynamics, explained power law distribution in many cases including deviation from the power law. In case of very large steps, they used the heuristic crossover approach. In the present work, we present an alternative model in which we consider that the entropy factor q decreases with variable size due to the softening of long range interactions or memory. We apply this model for distribution of citation index of scientists and examination scores and are able to explain the distribution for entire variable range. In the present model, we can have very sharp cut-off without interfering with power law in its central part as observed in many cases.     

Janssen's law and stress fluctuations in confined dry granular materials

In order to clarify the mechanisms which determine the Janssen's law for the pressure distribution at the bottom of a silo we reconsider the so-called q-model describing an assembly of granular particles on a lattice, confined between vertical walls. We find that the expected macroscopic behavior with the correct scaling is obtained whenever a mechanism able to transfer the weight from the interior of the silo to the walls in an efficient way is present, i.e., in mean field regime. Deviations from the Janssen law's found in lattice models are due to the absence of this efficient mechanism. We investigate the scaling properties of a stick-slip model recently introduced, and find that relative fluctuations do not disappear for large systems and are of the order of average values. Finally we observe that an exponential local weight distribution at the bottom of the silo is independent of the model considered.     

Exact short time dynamics for steeply repulsive potentials

The autocorrelation functions for the force on a particle, the velocity of a particle and the transverse momentum flux are studied for the power law potential v(r)=ε(σr)^ν (soft spheres). The latter two correlation functions characterize the Green–Kubo expressions for the self-diffusion coefficient and shear viscosity. The short-time dynamics is calculated exactly as a function of ν. The dynamics is characterized by a universal scaling function S(τ), where τ=t/τ_ν and τ_ν is the mean time to traverse the core of the potential divided by ν. In the limit of asymptotically large ν this scaling function leads to delta function in time contributions in the correlation functions for the force and momentum flux. It is shown that this singular limit agrees with the special Green–Kubo representation for hard-sphere transport coefficients. The domain of the scaling law is investigated by comparison with recent results from molecular dynamics simulation for this potential.     

Diffusive Fluctuations for One-Dimensional Totally Asymmetric Interacting Random Dynamics

We study central limit theorems for a totally asymmetric, one-dimensional interacting random system. The models we work with are the Aldous–Diaconis–Hammersley process and the related stick model. The A-D-H process represents a particle configuration on the line, or a 1-dimensional interface on the plane which moves in one fixed direction through random local jumps. The stick model is the process of local slopes of the A-D-H process, and has a conserved quantity. The results describe the fluctuations of these systems around the deterministic evolution to which the random system converges under hydrodynamic scaling. We look at diffusive fluctuations, by which we mean fluctuations on the scale of the classical central limit theorem. In the scaling limit these fluctuations obey deterministic equations with random initial conditions given by the initial fluctuations. Of particular interest is the effect of macroscopic shocks, which play a dominant role because dynamical noise is suppressed on the scale we are working. Received: 4 October 2001 / Accepted: 12 March 2002     

Pattern Densities in Non-Frozen Planar Dimer Models

In this paper, we introduce a family of observables for the dimer model on a bi-periodic bipartite planar graph, called pattern density fields. We study the scaling limit of these objects for non-frozen Gibbs measures of the dimer model, and prove that they converge to a linear combination of a derivative of the Gaussian massless free field and an independent white noise.     

Bethe Ansatz Solution of Discrete Time Stochastic Processes with Fully Parallel Update

We present the Bethe ansatz solution for the discrete time zero range and asymmetric exclusion processes with fully parallel dynamics. The model depends on two parameters: p, the probability of single particle hopping, and q, the deformation parameter, which in the general case, |q| < 1, is responsible for long range interaction between particles. The particular case q = 0 corresponds to the Nagel-Schreckenberg traffic model with v _max = 1. As a result, we obtain the largest eigenvalue of the equation for the generating function of the distance travelled by particles. For the case q = 0 the result is obtained for arbitrary size of the lattice and number of particles. In the general case we study the model in the scaling limit and obtain the universal form specific for the Kardar-Parisi-Zhang universality class. We describe the phase transition occurring in the limit p→ 1 when q < 0.     

Model of cluster growth and phase separation: Exact results in one dimension

We present exact results for a lattice model of cluster growth in one dimension. The growth mechanism involves interface hopping and pairwise annihilation supplemented by spontaneous creation of the stable-phase, +1, regions by overturning the unstable-phase, –1, spins with probabilityp. For cluster coarsening at phase coexistence,p=0, the conventional structure-factor scaling applies. In this limit our model falls in the class of diffusion-limited reactions A+A inert. The +1 cluster size grows diffusively, t, and the two-point correlation function obeys scaling. However, forp > 0, i.e., for the dynamics of formation of stable phase from unstable phase, we find that structure-factor scaling breaks down; the length scale associated with the size of the growing +1 clusters reflects only the short-distance properties of the two-point correlations.On leave of absence from Department of Physics, Clarkson University, Potsdam, New York 13699-5820.     

Noisy one-dimensional maps near a crisis. I. Weak Gaussian white and colored noise

We study one-dimensional single-humped maps near the boundary crisis at fully developed chaos in the presence of additive weak Gaussian white noise. By means of a new perturbation-like method the quasi-invariant density is calculated from the invariant density at the crisis in the absence of noise. In the precritical regime, where the deterministic map may show periodic windows, a necessary and sufficient condition for the validity of this method is derived. From the quasi-invariant density we determine the escape rate, which has the form of a scaling law and compares excellently with results from numerical simulations. We find that deterministic transient chaos is stabilized by weak noise whenever the maximum of the map is of orderz>1. Finally, we extend our method to more general maps near a boundary crisis and to multiplicative as well as colored weak Gaussian noise. Within this extended class of noises and for single-humped maps with any fixed orderz>0 of the maximum, in the scaling law for the escape rate both the critical exponents and the scaling function are universal.     

Pure Bound Field theory and the Decay of Moun in Meso-Atoms

In the present paper we consider the electrically bound quantum particles within the framework of pure bound field theory (PBFT) (Kholmetskii, A.L., et al.: Phys. Scr. 82, 045301 (2010)), which explicitly takes into account the non-radiative nature of electromagnetic (EM) field generated by bound charges in the stationary energy states, and evokes the appropriate modifications of bound EM field, which secure the total momentum conservation law for the isolated system “electron plus nucleus” in the absence of EM radiation. Such a PBFT gives the same gross as well as fine structure of atomic energy levels, as those furnished by the common approach, but implies a scaling transformation of radial coordinates. In this paper we find out that in the classical limit this transformation reflects the dependence of time rate for the orbiting electron on the electric potential of the binding EM field in addition to relativistic dependence on its Lorentz factor. We show that this effect completely eliminates the available up to date discrepancy between calculated and experimental data on the decay rate of bound muon in meso-atoms. We emphasize that the revealed dependence of time rate of quantum electrically bound particles on the electric potential represents the specific effect of PBFT, and, in general, is not extended to the classical world.     

Interaction-dependent enhancement of the localisation length for two interacting particles in a one-dimensional random potential

We present calculations of the localisation length, , for two interacting particles (TIP) in a one-dimensional random potential, presenting its dependence on disorder, interaction strength U and system size. is computed by a decimation method from the decay of the Green function along the diagonal of finite samples. Infinite sample size estimates are obtained by finite-size scaling. For U=0 we reproduce approximately the well-known dependence of the one-particle localisation length on disorder while for finite U, we find that with varying between and . We test the validity of various other proposed fit functions and also study the problem of TIP in two different random potentials corresponding to interacting electron-hole pairs. As a check of our method and data, we also reproduce well-known results for the two-dimensional Anderson model without interaction. Received 19 June 1998 and Received in final form 29 October 1998     

Kinetic Description of a Rayleigh Gas with Annihilation

In this paper, we consider the dynamics of a tagged point particle in a gas of moving hard-spheres that are non-interacting among each other. This model is known as the ideal Rayleigh gas. We add to this model the possibility of annihilation (ideal Rayleigh gas with annihilation), requiring that each obstacle is either annihilating or elastic, which determines whether the tagged particle is elastically reflected or removed from the system. We provide a rigorous derivation of a linear Boltzmann equation with annihilation from this particle model in the Boltzmann–Grad limit. Moreover, we give explicit estimates for the error in the kinetic limit by estimating the contributions of the configurations which prevent the Markovianity. The estimates show that the system can be approximated by the Boltzmann equation on an algebraically long time scale in the scaling parameter.