Turbulentlike fluctuations in quasistatic flow of granular media

We analyze particle velocity fluctuations in a simulated granular system subjected to homogeneous quasistatic shearing. We show that these fluctuations share the following scaling characteristics of fluid turbulence in spite of their different physical origins: (i) scale-dependent probability distribution with non-Gaussian broadening at small time scales; (ii) spatial power spectrum of the velocity field showing a power-law decay, reflecting long-range correlations and the self-affine nature of the fluctuations; and (iii) superdiffusion of particles with respect to the mean background flow.     

Nonequilibrium fluctuations in the Rayleigh-Bénard problem for binary fluid mixtures

We have employed a simple Galerkin-approximation scheme to calculate nonequilibrium temperature and concentration fluctuations in a binary fluid subjected to a temperature gradient with realistic boundary conditions. When a fluid mixture is driven outside thermal equilibrium, there are two instability mechanisms, namely a Rayleigh (stationary) and a Hopf (oscillatory) instability, causing long-ranged fluctuations. The competition of these two mechanisms causes the structure factor associated with the temperature fluctuations to exhibit two maxima as a function of the wave number q of the fluctuations, in particular, close to the convective instability. In the presence of thermally conducting but impermeable walls the intensity of the temperature fluctuations vanishes as q goes to zero, while the intensity of the concentration fluctuations remains finite in the limit of vanishing q. Finally, we propose a simpler small-Lewis-number approximation scheme, which is useful to represent nonequilibrium concentration fluctuations for mixtures with positive separation ratio, even close to (but below) the convective instability.     

Evidence of long-distance correlation of fluctuations during edge transitions to improved-confinement regimes in the TJ-II stellarator

Long-distance coupling between edge parameters' fluctuations has been investigated in the TJ-II stellarator. Results show long-range correlations in potential fluctuations, which are amplified by the development of radial electric fields during transitions to improved-confinement regimes, whereas there is no correlation between ion saturation current signals. These experimental findings suggest the importance of long-range correlations as a new fingerprint of the plasma behavior during the development of edge shear flows and the key role of electric fields to amplify them.     

Long-range order and dynamic structure factor of a nematic under a thermal gradient

We use a fluctuating hydrodynamic approach to calculate the orientation fluctuations correlation functions of a thermotropic nematic liquid crystal in a nonequilibrium state induced by a stationary heat flux. Since in this nonequilibrium stationary state the hydrodynamic fluctuations evolve on three widely separated times scales, we use a time-scale perturbation procedure in order to partially diagonalize the hydrodynamic matrix. The wave number and frequency dependence of these orientation correlation functions is evaluated and their explicit functional form on position is also calculated analytically in and out of equilibrium. We show that for both states these correlations are long-ranged. This result shows that indeed, even in equilibrium there is long-range orientational order in the nematic, consistently with the well known properties of these systems.We also calculate the dynamic structure of the fluid in both states for a geometry consistent with light scattering experiments. We find that as with isotropic simple fluids, the external temperature gradient introduces an asymmetry in the spectrum shifting its maximum by an amount proportional to the magnitude of the gradient. This effect may be of the order of 7 per cent. Also, the width at half height may decrease by a factor of about 10 per cent. Since to our knowledge there are no experimental results available in the literature to compare with, the predictions of our model calculation remains to be assessed.     

Long-range strain correlations in sheared colloidal glasses

Glasses behave as solids on experimental time scales due to their slow relaxation. Growing dynamic length scales due to cooperative motion of particles are believed to be central to this slow response. For quiescent glasses, however, the size of the cooperatively rearranging regions has never been observed to exceed a few particle diameters, and the observation of long-range correlations has remained elusive. Here, we provide direct experimental evidence of long-range correlations during the deformation of a dense colloidal glass. By imposing an external stress, we force structural rearrangements, and we identify long-range correlations in the fluctuations of microscopic strain and elucidate their scaling and spatial symmetry. The applied shear induces a transition from homogeneous to inhomogeneous flow at a critical shear rate, and we investigate the role of strain correlations in this transition.     

Finite-size effects on intensity correlations in random media

The correlations between waves transmitted through random media are analyzed by use of a random-matrix approach and numerical simulations of rough waveguides. Although the intensity and conductance fluctuations are practically independent of the sample length, the correlations present a strong dependence on the length of the disordered region. In waveguide geometries the long-range correlations C((2)) and C((3)), usually associated to intensity and conductance fluctuations, respectively, become negative as the length of the system decreases. Our results provide a new interpretation of recent optical experiments on disordered slab geometries.     

Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA

We utilized asymmetric multifractal detrended fluctuation analysis in this study to examine the asymmetric multifractal scaling behavior of Chinese stock markets with uptrends or downtrends. Results show that the multifractality degree of Chinese stock markets with uptrends is stronger than that of Chinese stock markets with downtrends. Correlation asymmetries are more evident in large fluctuations than in small fluctuations. By discussing the source of asymmetric multifractality, we find that multifractality is related to long-range correlations when the market is going up, whereas it is related to fat-tailed distribution when the market is going down. The main source of asymmetric scaling behavior in the Shanghai stock market are long-range correlations, whereas that in the Shenzhen stock market is fat-tailed distribution. An analysis of the time-varying feature of scaling asymmetries shows that the evolution trends of these scaling asymmetries are similar in the two Chinese stock markets. Major financial and economical events may enhance scaling asymmetries.     

Fokker-Planck equation approach to fluctuations about nonequilibrium steady states

We examine the properties of steady states in systems which interact at the boundary with a nonequilibrium environment. The examination is based on a nonlinear Fokker-Planck equation, the structure of which is determined by the fact that it also governs the time evolution of the equilibrium fluctuations of the system. The nonlinearities in the Fokker-Planck equation may have two origins: thermodynamic nonlinearities which arise if the thermodynamic potential is not a bilinear function of the state variables, and nonlinear mode coupling which arises if the transport coefficients depend on the state. While these nonlinearities have only a small effect on the equilibrium fluctuations of a system away from critical points, they are shown to be important for the determination of fluctuations about nonequilibrium steady states. In particular the state dependence of the transport coefficients may lead to deviations from local equilibrium and to a breakdown of detail balance. An explicit formula for the time correlations of fluctuations about the nonequilibrium steady state is obtained. The formula leads to long-range correlations in fluids in the presence of a temperature gradient. The result is compared with earlier approaches to the same problem. Finally, we study the linear response to external forces and obtain a generalization of the fluctuation-dissipation formula relating the response functions with the nonequilibrium correlation functions.     

Classical Coulomb systems: Screening and correlations revisited

From the laws of macroscopic electrostatics of conductors (in particular, the existence of screening), taken as given, one can deduce universal properties for the thermal fluctuations in a classical Coulomb system at equilibrium. The universality is especially apparent in the long-range correlations of the electrical potentials and fields. The charge fluctuations are derived from the field fluctuations. This is a convenient way to study the surface charge fluctuations on a conductor with boundaries. Explicit results are given for simple geometries. The potentials and the fields have Gaussian fluctuations, except for a short-distance cutoff.laboratory associated with the Centre National de la Recherche Scientifique.     

Silver-island films probed by hyper-Rayleigh scattering and atomic force microscopy

Incoherent second-harmonic generation, or hyper-Rayleigh scattering (HRS), and atomic force microscopy (AFM) are proposed as a combined probe of nonlinear optical and structural properties of silver-island films. HRS and linear (Rayleigh) scattering indicatrices are measured. The correlation function, deduced from the HRS indicatrices and characterising spatial fluctuations of the total polarisation at second-harmonic frequency, has a length scale significantly larger than that of the correlation functions that are obtained from the AFM data and characterise spatial fluctuations of quadratic optical susceptibilities of the dipole and quadrupole types. This difference is interpreted as indicating that the HRS indicatrix shape is determined by the long-range fluctuations of the local-field factors. Received: 16 October 2001 / Revised version: 16 April 2002 / Published online: 6 June 2002     

Fluctuations and long-range order in finite-temperature pion condensates

We study the stability of the neutral and charged pion-condensed phases of nuclear matter against fluctuations of the order parameter. At finite temperatures pion condensates with an order parameter varying in only one dimension are, as we show, prohibited, while such condensates are allowed at zero temperature. Condensates that vary in two and three dimensions can be stable at all temperatures. Another allowed state, which may be favored energetically, is a quasi-ordered one-dimensional condensate characterized by long-range pion field correlations decaying only algebraically in space; insufficient experimental resolution may, however, limit one's ability to distinguish such a one-dimensional structure from true one-dimensional long-range order. Finally, we calculate the normal modes and the pion propagator in a charged one-dimensional running-wave condensate, explicitly illustrating the effect of long-range Coulomb forces on the order-parameter fluctuations.     

Observation of long-range compositional fluctuations in glasses: implications for atomic and electronic structure

Experimental evidence for long-range compositional fluctuations in glasses is given. The implications for electronic structure and stoichiometry-induced structural variations are analyzed. These fluctuations were discovered by examining the spatial dependence of inner shell near-edge absorption spectra obtained using a 50nm diameter probe. This spectroscopy is sensitive to both angular and distance correlations in bonding. Comparisons with spectra from compositionally equivalent crystals, and multiple-scattering calculations which include core-hole effects are used to analyze the data.     

Probability density function of the intensity scattered by Rayleigh-particle aggregates. Evolution with optical properties

We study the probability density function of the statistical fluctuations of the intensity scattered by an aggregate freely floating in space and constituted by Rayleigh particles under the dipole approximation. Its evolution as a function of the optical properties of the particles (polarizability) and their separation distance is analyzed. Aggregate geometries with two and three particles will be considered. The influence of the multiple scattering effect on the statistics of the scattered intensity is especially studied.     

Active-to-absorbing phase transition subjected to the velocity fluctuations in the frozen limit case

The directed bond percolation process is studied in the presence of compressible velocity fluctuations with long-range correlations. We discuss a construction of a field theoretic action and a way of obtaining its large scale properties using the perturbative renormalization group. The most interesting results for the frozen velocity limit are given.     

Going beyond the self-consistent mean-field with the symmetry-restored generator coordinate method

Starting from successful self-consistent mean-field models, this paper discusses why and how to go beyond the mean field approximation. To include long-range correlations from fluctuations in collective degrees of freedom, one has to consider symmetry restoration and configuration mixing, which give access to ground-state correlations and spectroscopy.     

Random field effects in classical and quantum critical phenomena

The effect of quenched random fields on classical and quantum critical behaviour is studied by means of the ?-analysis for a number of systems. The investigation is performed in terms of a generalized random-field correlation function. The interplay of short-range correlations as well as of a parameter-dependent variety of long-range correlations with thermal and quantum fluctuations is revealed.     

Fluctuations and correlations in the string clustering approach

The fluctuations due to the clustering of color sources can explain the behaviour of the scaled multiplicity variance and transverse momentum fluctuations with centrality. They also predict a nonmonotonic behaviour with centrality for the multiplicity associated to high-p_T events. The clustering of color sources gives rise to an increase in the long-range correlations with centrality as well as to a supression at high centrality with respect to superposition models.     

Superconductivity and spin fluctuations

In the conventional superconductors, the Cooper pairs are mediated by phonons, which is a process where only the correlations between the phonons and the charge properties of the electrons are needed. However, superconductivity can also be derived from other types of elementary excitations. The spin fluctuations are arguably the most promising candidate that can mediate such unconventional superconductivity. In some of the important systems such as cuprates, Fe-based superconductors and heavy-fermion superconductors, spin fluctuations play a key role in the mechanism of their superconductivity although there are still many debates. In this paper, we will give a brief review on the correlation between the spin fluctuations and superconductivity.     

A new dilute gas transport phenomenon

A new transport phenomenon is deduced by arguments based on the existence of nonequilibrium long-range pair correlations which persist even in a dilute gas.     

Resonant rayleigh scattering from bilayer quantum Hall phases

We observe resonant Rayleigh scattering of light from quantum Hall bilayers at Landau level filling factor nu = 1. The effect arises below 1 Kelvin when electrons are in the incompressible quantum Hall phase with strong interlayer correlations. Marked changes in the Rayleigh scattering signal in response to application of an in-plane magnetic field indicate that the unexpected temperature dependence is linked to formation of a nonuniform electron fluid close to the phase transition towards the compressible state. These results demonstrate a new realm of study in which resonant Rayleigh scattering methods probe quantum phases of electrons in semiconductor heterostructures.