Effect of noise on the neutral direction of chaotic attractor

A chaotic attractor from a deterministic flow must necessarily possess a neutral direction, as characterized by a null Lyapunov exponent. We show that for a wide class of chaotic attractors, particularly those having multiple scrolls in the phase space, the existence of the neutral direction can be extremely fragile in the sense that it is typically destroyed by noise of arbitrarily small amplitude. A universal scaling law quantifying the increase of the Lyapunov exponent with noise is obtained. A way to observe the scaling law in experiments is suggested.     

Statistical properties of a dissipative kicked system: Critical exponents and scaling invariance

A new universal empirical function that depends on a single critical exponent (acceleration exponent) is proposed to describe the scaling behavior in a dissipative kicked rotator. The scaling formalism is used to describe two regimes of dissipation: (i) strong dissipation and (ii) weak dissipation. For case (i) the model exhibits a route to chaos known as period doubling and the Feigenbaum constant along the bifurcations is obtained. When weak dissipation is considered the average action as well as its standard deviation are described using scaling arguments with critical exponents. The universal empirical function describes remarkably well a phase transition from limited to unlimited growth of the average action.     

Non-Gaussian fluctuations resulting from power-law trapping in a lipid bilayer

Anomalous diffusion in lipid bilayers is usually attributed to viscoelastic behavior. We compute the scaling exponent of relative fluctuations of the time-averaged mean square displacement in a lipid bilayer, by using a molecular dynamics simulation. According to the continuous time random walk theory, this exponent indicates non-Gaussian behavior caused by a power-law trapping time. Our results provide the first evidence that a lipid bilayer has not only viscoelastic properties but also trapping times distributed according to a power law.     

The Universality of the Critical Dynamics of the Kinetic Ising Model on the Regular Fractals

The form of the universal scaling law of the critical dynamic exponent, z = D_ƒ + 2/υ, is found on a family of regular fractals by the exact TDRG method. Here, we generate a regular fractal by an anisotropic growing process. Identifying the growing probabilities as the interactions between Ising spins on the fractals, we map the growing probability clouds as a group of the anisotropic Ising Hamiltonians. Applying the RG transformations, we find that the systems of this group of Ising Hamiltonians can be described by two universal static correlation exponents υ₀ = ∞ and υ = 1. So, the growing processes proposed by us capture the essential features in the directed DLA simulations. The studies about their critical dynamic behaviours reveal that unlike the one-dimensional chain the critical dynamics of the kinetic Ising model on the regular fractals is universal. The further discussions show that there is a universal scaling law form of the critical dynamic exponent of the kinetic Ising model, z = D_ƒ + R_max/2υ, on the site models of the regular fractals with R_min = 2. Meanwhile, we discuss Daniel Kandal's correction to the formula of the,critical dynamic exponent in the TDRG method and show that our TDRG calculations are exact.     

Peculiar scaling of self-avoiding walk contacts

The nearest neighbor contacts between the two halves of an N-site lattice self-avoiding walk offer an unusual example of scaling random geometry: for N-->infinity they are strictly finite in number but their radius of gyration R(c) is power law distributed proportional to R(-tau)(c), where tau>1 is a novel exponent characterizing universal behavior. A continuum of diverging length scales is associated with the R(c) distribution. A possibly superuniversal tau = 2 is also expected for the contacts of a self-avoiding or random walk with a confining wall.     

Universality behind Basquin's Law of Fatigue

Basquin's law of fatigue states that the lifetime of the system has a power-law dependence on the external load amplitude, tf approximately sigma 0- alpha, where the exponent alpha has a strong material dependence. We show that in spite of the broad scatter of the exponent alpha, the fatigue fracture of heterogeneous materials exhibits universal features. We propose a generic scaling form for the macroscopic deformation and show that at the fatigue limit the system undergoes a continuous phase transition. On the microlevel, the fatigue fracture proceeds in bursts characterized by universal power-law distributions. We demonstrate that the system dependent details are contained in Basquin's exponent for time to failure, and once this is taken into account, remaining features of failure are universal.     

Short-time dynamic behaviour of critical XY systems

Using Monte Carlo methods, the short-time dynamic scaling behaviour of two-dimensional critical XY systems is investigated. Our results for the XY model show that there exists universal scaling behaviour already in the short-time regime, but the values of the dynamic exponent z differ for different initial conditions. For the fully frustrated XY model, power law scaling behaviour is also observed in the short-time regime. However, a violation of the standard scaling relation between the exponents is detected.     

Short-Time Dynamics of Random-Bond Potts Ferromagnet with Continuous Self-Dual Quenched Disorders

We present our Monte Carlo results of the random-bond Potts ferromagnet with the Olson-Young self-dual distribution of quenched disorders in two dimensions. By exploring the short-time scaling dynamics, we find the universal power-law critical behavior of the magnetization and Binder cumulant at the critical point, and thus obtain estimates of the dynamic exponent z and magnetic exponent η, as well as the exponent θ. Our special attention is paid to the dynamic process for the q = 8 Potts model.     

Dynamic scaling approach to glass formation

Experimental data for the temperature dependence of relaxation times are used to argue that the dynamic scaling form, with relaxation time diverging at the critical temperature T(c) as (T-T(c))(-nuz), is superior to the classical Vogel form. This observation leads us to propose that glass formation can be described by a simple mean-field limit of a phase transition. The order parameter is the fraction of all space that has sufficient free volume to allow substantial motion, and grows logarithmically above T(c). Diffusion of this free volume creates random walk clusters that have cooperatively rearranged. We show that the distribution of cooperatively moving clusters must have a Fisher exponent tau=2. Dynamic scaling predicts a power law for the relaxation modulus G(t) approximately t(-2/z), where z is the dynamic critical exponent relating the relaxation time of a cluster to its size. Andrade creep, universally observed for all glass-forming materials, suggests z=6. Experimental data on the temperature dependence of viscosity and relaxation time of glass-forming liquids suggest that the exponent nu describing the correlation length divergence in this simple scaling picture is not always universal. Polymers appear to universally have nuz=9 (making nu=3 / 2). However, other glass-formers have unphysically large values of nuz, suggesting that the availability of free volume is a necessary, but not sufficient, condition for motion in these liquids. Such considerations lead us to assert that nuz=9 is in fact universal for all glass- forming liquids, but an energetic barrier to motion must also be overcome for strong glasses.     

Multi-scaling mix and non-universality between population and facility density

The distribution of facilities is closely related to our social economic activities. Recent studies have reported a scaling relation between population and facility density, with the exponent depending on the type of facility. In this paper, we show that generally this exponent is not universal for a specific type of facility. Instead, by using Chinese data, we find that it increases with per capita gross domestic product (GDP). Thus our observed scaling law is actually a mixture of several multi-scaling relations. This result indicates that facilities may change their public or commercial attributes according to the outside environment. We argue that this phenomenon results from an unbalanced regional economic level, and suggest a modification of a previous model by introducing the consuming capacity. The modified model reproduces most of our observed properties.     

Dynamics of critical fluctuations in a binary mixture of limited miscibility under a strong electric field

Experimental investigations of relaxation after switching off the strong electric field in a nitrobenzene-dodecane mixture are presented. Studies were conducted for mixtures of critical and noncritical concentrations using the time-resolved nonlinear dielectric effect. The decays obtained can be portrayed by means of the stretched exponential function with the value of the exponent in agreement with the dynamic droplet model predictions. It has been shown that experimental decays exhibit a universal scaling behavior. The relaxation time (scaling factor) shows a power behavior with the exponent y approximately 1.2 for the critical mixture and y-->1 for the noncritical one. These values are much smaller than theoretically predicted y=1.8-1.9. Based on the assumption that a strong electric field induces in the mixture a quasinematic structure with semiclassical critical properties, a quantitative explanation of this difference is proposed.     

Scaling in nature: from DNA through heartbeats to weather.

The purpose of this report is to describe some recent progress in applying scaling concepts to various systems in nature. We review several systems characterized by scaling laws such as DNA sequences, heartbeat rates and weather variations. We discuss the finding that the exponent alpha quantifying the scaling in DNA in smaller for coding than for noncoding sequences. We also discuss the application of fractal scaling analysis to the dynamics of heartbeat regulation, and report the recent finding that the scaling exponent alpha is smaller during sleep periods compared to wake periods. We also discuss the recent findings that suggest a universal scaling exponent characterizing the weather fluctuations.     

Activation barrier scaling and crossover for noise-induced switching in micromechanical parametric oscillators

We explore fluctuation-induced switching in parametrically driven micromechanical torsional oscillators. The oscillators possess one, two, or three stable attractors depending on the modulation frequency. Noise induces transitions between the coexisting attractors. Near the bifurcation points, the activation barriers are found to have a power law dependence on frequency detuning with critical exponents that are in agreement with predicted universal scaling relationships. At large detuning, we observe a crossover to a different power law dependence with an exponent that is device specific.     

Current relaxation in nonlinear random media

We study the current relaxation of a wave packet in a nonlinear random sample coupled to the continuum and show that the survival probability decays as P(t) approximately 1/t(alpha). For intermediate times tt(*) and chi>chi(cr) we find a universal decay with alpha=2/3 which is a signature of the nonlinearity-induced delocalization. Experimental evidence should be observable in coupled nonlinear optical waveguides.     

Zurek-Kibble mechanism for the spontaneous vortex formation in Nb-Al/Al(ox)/Nb Josephson tunnel junctions: new theory and experiment

New scaling behavior has been both predicted and observed in the spontaneous production of fluxons in quenched Nb-Al/Al(ox)/Nb annular Josephson tunnel junctions (JTJs) as a function of the quench time, tau(Q). The probability f(1) to trap a single defect during the normal-metal-superconductor phase transition clearly follows an allometric dependence on tau(Q) with a scaling exponent sigma = 0.5, as predicted from the Zurek-Kibble mechanism for realistic JTJs formed by strongly coupled superconductors. This definitive experiment replaces one reported by us earlier, in which an idealized model was used that predicted sigma = 0.25, commensurate with the then much poorer data. Our experiment remains the only condensed matter experiment to date to have measured a scaling exponent with any reliability.     

Critical behavior of a stochastic anisotropic Bak–Sneppen model

In this paper we present our study on the critical behavior of a stochastic anisotropic Bak–Sneppen (saBS) model, in which a parameter α is introduced to describe the interaction strength among nearest species. We estimate the threshold fitness f _c and the critical exponent τ _r by numerically integrating a master equation for the distribution of avalanche spatial sizes. Other critical exponents are then evaluated from previously known scaling relations. The numerical results are in good agreement with the counterparts yielded by the Monte Carlo simulations. Our results indicate that all saBS models with nonzero interaction strength exhibit self-organized criticality, and fall into the same universality class, by sharing the universal critical exponents.     

Dependency of percolation critical exponents on the exponent of power law size distribution

The standard percolation theory uses objects of the same size. Moreover, it has long been observed that the percolation properties of the systems with a finite distribution of sizes are controlled by an effective size and consequently, the universality of the percolation theory is still valid. In this study, the effect of power law size distribution on the critical exponents of the percolation theory of the two dimensional models is investigated. Two different object shapes i.e., stick-shaped and square are considered. These two shapes are the representative of the fractures in fracture reservoirs and the sandbodies in clastic reservoirs. The finite size scaling arguments are used for the connectivity to determine the dependency of the critical exponents on the power law exponent. In particular, the deviations of percolation exponents from their universal values as well as the connectivity behavior of such systems are investigated numerically. As a result, this extends the applicability of the conventional percolation approach to study the connectivity of systems with a very broad size distribution.     

Variation dynamics of the complex topology of a seismicity network

Reduction in the scaling exponent of the frequency-magnitude power law of regional seismic activity as a precursor to sizable earthquakes has been widely documented and debated. Recently, postulation based on a modified sand-pile model has been proposed as a plausible explanation. The model demonstrates systematic variations in the frequency-size scaling exponent of avalanches through the introduction of varying degrees of randomness to the conventional regular, nearest-neighbor network connection. In this study, we examined a connection network of successive events in the Taiwan seismicity, in an attempt to shed lights on the behavior of the actual earthquake network. The revealed nature of connection is indeed quite different from the nearest-neighbor interaction usually presumed in most conventional seismicity modeling. However, monthly variations in the statistics of the connection degree, the connection time and the connection distance that reflect important transition dynamics of the regional seismicity network, are inconsistent with the postulation based on the modified sand-pile model that attributes the scaling exponent variation to the varying degree of long range connections.     

自对耦无序分布随机链Potts模型的临界普适性研究

以蒙特卡罗模拟方法对自对耦分布二维随机链q态Potts模型的短时临界行为进行了数值研究.利用初始非平衡演化阶段存在的普适幂指数和有限体积标度行为，数值模拟了在不同形式随机分布时q＝3和q＝8态Potts模型磁临界指数η和动力学临界指数z.计算结果发现η不依赖于自对偶无序分布的具体形式， 从而以数值方法给出了一个关于淬火掺杂自旋系统的临界普适行为的验证. 关键词： 随机链Potts模型 动力学蒙特卡罗模拟 临界普适性     

Size matters: some stylized facts of the stock market revisited

We reanalyze high resolution data from the New York Stock Exchange and find a monotonic (but not power law) variation of the mean value per trade, the mean number of trades per minute and the mean trading activity with company capitalization. We show that the second moment of the traded value distribution is finite. Consequently, the Hurst exponents for the corresponding time series can be calculated. These are, however, non-universal: The persistence grows with larger capitalization and this results in a logarithmically increasing Hurst exponent. A similar trend is displayed by intertrade time intervals. Finally, we demonstrate that the distribution of the intertrade times is better described by a multiscaling ansatz than by simple gap scaling.