Analytical results for random walk persistence

In this paper, we present a detailed calculation of the persistence exponent straight theta for a nearly Markovian Gaussian process X(t), a problem initially introduced elsewhere in [Phys. Rev. Lett. 77, 1420 (1996)], describing the probability that the walker never crosses the origin. Resummed perturbative and nonperturbative expressions for straight theta are derived, which suggest a connection with the result of the alternative independent interval approximation. The perturbation theory is extended to the calculation of straight theta for non-Gaussian processes, by making a strong connection between the problem of persistence and the calculation of the energy eigenfunctions of a quantum mechanical problem. Finally, we give perturbative and nonperturbative expressions for the persistence exponent straight theta(X0), describing the probability that the process remains larger than X(0)sqrt[].     

Scalings of domain wall energies in two dimensional Ising spin glasses

We study domain wall energies of two dimensional spin glasses. The scaling of these energies depends on the model's distribution of quenched random couplings, falling into three different classes. The first class is associated with the exponent theta approximately -0.28; the other two classes have theta=0, as can be justified theoretically. In contrast to previous claims, we find that theta=0 does not indicate d=d(c)(l) but rather d< or =d(c)(l), where d(c)(l) is the lower critical dimension.     

Stochastic modeling of a billiard in a gravitational field: Power law behavior of Lyapunov exponents

We consider the motion of a point particle (billiard) in a uniform gravitational field constrained to move in a symmetric wedge-shaped region. The billiard is reflected at the wedge boundary. The phase space of the system naturally divides itself into two regions in which the tangent maps are respectively parabolic and hyperbolic. It is known that the system is integrable for two values of the wedge half-angle ₁ and ₂ and chaotic for ₁<< ₂. We study the system at three levels of approximation: first, where the deterministic dynamics is replaced by a random evolution; second, where, in addition, the tangent map in each region is, replaced by its average; and third, where the tangent map is replaced by a single global average. We show that at all three levels the Lyapunov exponent exhibits power law behavior near ₁ and ₂ with exponents 1/2 and 1, respectively. We indicate the origin of the exponent 1, which has not been observed in unaccelerated billiards.     

Persistence in systems with algebraic interaction

Persistence in coarsening one-dimensional spin systems with a power-law interaction r(-1-sigma) is considered. Numerical studies indicate that for sufficiently large values of the interaction exponent sigma (sigma > or =1/2 in our simulations), persistence decays as an algebraic function of the length scale L, P(L) approximately L(-theta). The persistence exponent theta is found to be independent on the force exponent sigma and close to its value for the extremal (sigma-->infinity) model, theta =0.175 075 88. For smaller values of the force exponent (sigma < 1/2), finite size effects prevent the system from reaching the asymptotic regime. Scaling arguments suggest that in order to avoid significant boundary effects for small sigma, the system size should grow as [O(1/sigma)](1/sigma).     

Spanning lengths of percolation clusters

The spanning length of a percolation cluster is defined as the difference between the maximum and minimum coordinates of the cluster with respect to some chosen direction. It is statistically related to the number size of the cluster by an exponent that differs from the iriverse dimension that would characterize a compact cluster. This exponent for large percolation clusters in simple cubic lattice sites was studied by the Monte Carlo technique, and results are presented. Previous theoretical treatments of this exponent and its relationship with other critical exponents are discussed.In the present paper we shall refer exclusively to the site percolation problem, and all our definitions will be within that context.     

Oscillating singularities on cantor sets: A grand-canonical multifractal formalism

The singular behavior of functions is generally characterized by their Hölder exponent. However, we show that this exponent poorly characterizes oscillating singularities. We thus introduce a second exponent that accounts for the oscillations of a singular behavior and we give a characterization of this exponent using the wavelet transform. We then elaborate on a grand-canonical multifractal formalism that describes statistically the fluctuations of both the Hölder and the oscillation exponents. We prove that this formalism allows us to recover the generalized singularity spectrum of a large class of fractal functions involving oscillating singularities.     

Statistical mechanics of polymer networks of any topology

The statistical mechanics is considered of any polymer network with a prescribed topology, in dimensiond, which was introduced previously. The basic direct renormalization theory of the associated continuum model is established. It has a very simple multiplicative structure in terms of the partition functions of the star polymers constituting the vertices of the network. A calculation is made toO(²), whered=4–, of the basic critical dimensions _L associated with anyL-leg vertex (L1). From this infinite series of critical exponents, any topology-dependent critical exponent can be derived. This is applied to the configuration exponent _G of any networkG toO(²), includingL-leg star polymers. The infinite sets of contact critical exponents between multiple points of polymers or between the cores of several star polymers are also deduced. As a particular case, the three exponents ₀, ₁, ₂ calculated by des Cloizeaux by field-theoretic methods are recovered. The limiting exact logarithmic laws are derived at the upper critical dimensiond=4. The results are generalized to the series of topological exponents of polymer networks near a surface and of tricritical polymers at the-point. Intersection properties of networks of random walks can be studied similarly. The above factorization theory of the partition function of any polymer network over its constitutingL-vertices also applies to two dimensions, where it can be related to conformal invariance. The basic critical exponents _L and thus any topological polymer exponents are then exactly known. Principal results published elsewhere are recalled.     

Statistics of the number of zero crossings: from random polynomials to the diffusion equation

We consider a class of real random polynomials, indexed by an integer d, of large degree n and focus on the number of real roots of such random polynomials. The probability that such polynomials have no real root in the interval [0, 1] decays as a power law n(-theta(d)) where theta(d)>0 is the exponent associated with the decay of the persistence probability for the diffusion equation with random initial conditions in space dimension d. For n even, the probability that such polynomials have no root on the full real axis decays as n(-2[theta(d)+theta(2)]). For d=1, this connection allows for a physical realization of real random polynomials. We further show that the probability that such polynomials have exactly k real roots in [0, 1] has an unusual scaling form given by n(-phi(k/logn)) where phi(x) is a universal large deviation function.     

Lyapunov exponents and anomalous diffusion of a Lorentz gas with infinite horizon using approximate zeta functions

We compute the Lyapunov exponent, the generalized Lyapunov exponents, and the diffusion constant for a Lorentz gas on a square lattice, thus having infinite horizon. Approximate zeta functions, written in terms of probabilities rather than periodic orbits, are used in order to avoid the convergence problems of cycle expansions. The emphasis is on the relation between the analytic structure of the zeta function, where a branch cut plays an important role, and the asymptotic dynamics of the system. The Lyapunov exponent for the corresponding map agrees with the conjectured limit _map = -2 log(R) + C + O(R) and we derive an approximate value for the constantC in good agreement with numerical simulations. We also find a diverging diffusion constantD(t)logt and a phase transition for the generalized Lyapunov exponents.     

Derivation of critical exponents from extreme value distributions

It is shown that all critical exponents, with the exception of the heat capacity exponent other than for the mean field theory, can be derived from the characteristic exponent of an extreme value distribution for the smallest value and the dimensionality of the space. The relation between the characteristic exponent and the dimensionalityd of the space imposes the conditiond4. This is borne out by direct evaluation of the spatial correlation function.     

SNA’s in the Quasi-Periodic Quadratic Family

We rigorously show that there can exist Strange Nonchaotic Attractors (SNA) in the quasi-periodically forced quadratic (or logistic) map

Measurement of persistence in 1D diffusion

Using a novel NMR scheme we observed persistence in 1D gas diffusion. Analytical approximations and numerical simulations have indicated that for an initially random array of spins undergoing diffusion, the probability p(t) that the average spin magnetization in a given region has not changed sign (i.e., "persists") up to time t follows a power law t(-straight theta), where straight theta depends on the dimensionality of the system. Using laser-polarized 129Xe gas, we prepared an initial "quasirandom" 1D array of spin magnetization and then monitored the ensemble's evolution due to diffusion using real-time NMR imaging. Our measurements are consistent with analytical and numerical predictions of straight theta approximately 0.12.     

Pruning-induced phase transition observed by a scattering method

In hyperbolic systems, transient chaos is associated with an underlying chaotic saddle in phase space. The structure of the chaotic saddle of a class of piecewise linear, area-preserving, two-dimensional maps with overall constant Lyapunov exponents has been observed by a scattering method. The free energy obtained in this way displays a phase transition at <0 in spite of the fact that no phase transition occurs in the free energy dedcued from the spectrum of Lyapunov exponents. This is possible because pruning introduces a second effective scaling exponent by creating, at each level of the approximation, particular small pieces in the incomplete Cantor set approximating the saddle. The second scaling arises for a subset of values of the control parameter that is dense in the parameter interval.     

C, P, and T invariance of noncommutative gauge theories

In this paper we study the invariance of the noncommutative gauge theories under C, P, and T transformations. For the noncommutative space (when only the spatial part of straight theta is nonzero) we show that noncommutative QED (NCQED) is parity invariant. In addition, we show that under charge conjugation the theory on noncommutative R(4)(straight theta) is transformed to the theory on R(4)(-straight theta), so NCQED is a CP violating theory. The theory remains invariant under time reversal if, together with proper changes in fields, we also change straight theta by -straight theta. Hence altogether NCQED is CPT invariant. Moreover, we show that the CPT invariance holds for general noncommutative space-time.     

On the growth of percolation clusters: The effects of time correlations

We discuss the effects of the time correlations in the choice of growth sites for percolation clusters in two dimensions. To this end, we study two well-defined models: (i) FIFO (First-In, First-Out), in which the next-cluster growth site is theoldest, and (ii) FILO (First-In, Last-Out), where the next cluster growth site to be chosen is thenewest. We find that FIFO and FILO have dramatically differentkinetic exponents, even though thestatic exponents are the same (viz., percolation exponents). We find that the percolation thresholdp _c is analogous to the point of a linear polymer, and we develop the corresponding tricritical point scaling relations.Dedicated to B. Mühlschlegel on the occasion of his 60th birthday     

Conformally invariant fractals and potential theory

The multifractal (MF) distribution of the electrostatic potential near any conformally invariant fractal boundary, like a critical O(N) loop or a Q-state Potts cluster, is solved in two dimensions. The dimension &fcirc;(straight theta) of the boundary set with local wedge angle straight theta is &fcirc;(straight theta) = pi / straight theta-25-c / 12 (pi-straight theta)(2) / straight theta(2pi-straight theta), with c the central charge of the model. As a corollary, the dimensions D(EP) of the external perimeter and D(H) of the hull of a Potts cluster obey the duality equation (D(EP)-1) (D(H)-1) = 1 / 4. A related covariant MF spectrum is obtained for self-avoiding walks anchored at cluster boundaries.     

Black-hole singularities: a new critical phenomenon

The singularity inside a spherical charged black hole, coupled to a spherical, massless scalar field is studied numerically. The profile of the characteristic scalar field was taken to be a power of advanced time with an exponent alpha>0. A critical exponent alpha(crit) exists. For exponents below the critical one (alphaalpha(crit)) an all-encompassing, spacelike singularity evolves, which completely blocks the "tunnel" inside the black hole, preventing the use of the black hole as a portal for hyperspace travel.     

Can induced theta vacua be created in heavy-Ion collisions?

We discuss a phenomenon important to the development of the early Universe which may be experimentally testable in heavy-ion collisions. An arbitrary induced straight theta vacuum state should be created in heavy-ion collisions, similar to the creation of the disoriented chiral condensate. It should be a large domain with a wrong straight theta(ind) not equal0 orientation which will mimic the physics of the early Universe when it is believed that the fundamental parameter straight theta(fund) not equal0. We test this idea numerically in a simple model where we study the evolution of the phases of the chiral condensates in QCD with two quark flavors with nonzero straight theta(ind) parameter. We see the formation of a nonzero straight theta(ind) vacuum on a time scale of 10(-23) s.     

Passive scalar intermittency in low temperature helium flows

We report new measurements of mixing of passive temperature field in a turbulent flow. The use of low temperature helium gas allows us to span a range of microscale Reynolds number, R(lambda), from 100 to 650. The exponents xi(n) of the temperature structure functions approximately r(xi(n)) are shown to saturate to xi(infinity) approximately 1.45+/-0.1 for the highest orders, n approximately 10. This saturation is a signature of statistics dominated by frontlike structures, the cliffs. Statistics of the cliffs' characteristics are performed, particularly their widths are shown to scale as the Kolmogorov length scale.