Circular-like maps: sensitivity to the initial conditions, multifractality and nonextensivity

Dissipative one-dimensional maps may exhibit special points (e.g., chaos threshold) at which the Lyapunov exponent vanishes. Consistently, the sensitivity to the initial conditions has a power-law time dependence, instead of the usual exponential one. The associated exponent can be identified with 1/(1-q), where q characterizes the nonextensivity of a generalized entropic form currently used to extend standard, Boltzmann-Gibbs statistical mechanics in order to cover a variety of anomalous situations. It has been recently proposed (Lyra and Tsallis, Phys. Rev. Lett. 80, 53 (1998)) for such maps the scaling law , where and are the extreme values appearing in the multifractal function. We generalize herein the usual circular map by considering inflexions of arbitrary power z, and verify that the scaling law holds for a large range of z. Since, for this family of maps, the Hausdorff dimension d_f equals unity for all z in contrast with q which does depend on z, it becomes clear that d_f plays no major role in the sensitivity to the initial conditions. Received 5 February 1999     

The nonlinear Fokker-Planck equation with state-dependent diffusion - a nonextensive maximum entropy approach

Nonlinear Fokker-Planck equations (e.g., the diffusion equation for porous medium) are important candidates for describing anomalous diffusion in a variety of systems. In this paper we introduce such nonlinear Fokker-Planck equations with general state-dependent diffusion, thus significantly generalizing the case of constant diffusion which has been discussed previously. An approximate maximum entropy (MaxEnt) approach based on the Tsallis nonextensive entropy is developed for the study of these equations. The MaxEnt solutions are shown to preserve the functional relation between the time derivative of the entropy and the time dependent solution. In some particular important cases of diffusion with power-law multiplicative noise, our MaxEnt scheme provides exact time dependent solutions. We also prove that the stationary solutions of the nonlinear Fokker-Planck equation with diffusion of the (generalized) Stratonovich type exhibit the Tsallis MaxEnt form. Received 26 February 1999     

The role of diffusion in the chaotic advection of a passive scalar with finite lifetime

We study the influence of diffusion on the scaling properties of the first order structure function, S₁, of a two-dimensional chaotically advected passive scalar with finite lifetime, i.e., with a decaying term in its evolution equation. We obtain an analytical expression for S₁ where the dependence on the diffusivity, the decaying coefficient and the stirring due to the chaotic flow is explicitly stated. We show that the presence of diffusion introduces a crossover length-scale, the diffusion scale (L_d), such that the scaling behaviour for the structure function is analytical for length-scales shorter than L_d, and shows a scaling exponent that depends on the decaying term and the mixing of the flow for larger scales. Therefore, the scaling exponents for scales larger than L_d are not modified with respect to those calculated in the zero diffusion limit. Moreover, L_d turns out to be independent of the decaying coefficient, being its value the same as for the passive scalar with infinite lifetime. Numerical results support our theoretical findings. Our analytical and numerical calculations rest upon the Feynmann-Kac representation of the advection-reaction-diffusion partial differential equation. Received 18 March 2002 Published online 31 July 2002     

The effective action of W 3-gravity

A new method for integrating anomalous Ward identities and finding the effective action is proposed. Two-dimensional supergravity and W ₃-gravity are used as examples to demonstrate its potential. An operator is introduced that associates each physical quantity with a Ward identity, i.e., a quantity that is transformed without anomalous terms and can be nullified in a consistent manner. A covariant form of the action for matter fields interacting with a gravitational and W ₃-gravitational background is proposed. Zh. éksp. Teor. Fiz. 111, 1537–1553 (May 1997)     

Nonadiabatic effects in the phonon spectra of superconductors

The nonadiabatic corrections to the self-energy part Σ_s(q, ω) of the phonon Green’s function are studied for various values of the phonon vectors q resulting from electron-phonon interactions. It is shown that the long-range electron-electron Coulomb interaction has no direct influence on these effects, aside from a possible renormalization of the corresponding constants. The electronic response functions and Σ_s(q, ω) are calculated for arbitrary vectors qand energy ω in the BCS approximation. The results obtained for q=0 agree with previously obtained results. It is shown that for large wave numbers q, vertex corrections are negligible and Σ_s(q, ω) possesses a logarithmic singularity at ω=2Δ, where Δ is the superconducting gap. It is also shown that in systems with nesting, Σ_s(Q, ω) (where Q is the nesting vector) possesses a square-root singularity at ω=2Δ, i.e., exactly of the same type as at q=0. The results are used to explain the recently published experimental data on phonon anomalies, observed in nickel borocarbides in the superconducting state, at large q. It is shown, specifically, that in these systems nesting must be taken into account in order to account for the emergence of a narrow additional line in the phonon spectral function S(q, ω)≈−π ⁻¹ Im D _s (q, ω), where D _s (q, ω) is the phonon Green’s function, at temperatures T<T _c . Zh. éksp. Teor. Fiz. 115, 1799–1817 (May 1999)     

The individual success of musicians, like that of physicists, follows a stretched exponential distribution by J.A. Davies

Comment on Eur. Phys. J. B 27, 445 (2002) We analyze the distribution of success of musicians, comparing a stretched exponential (found by J.A. Davies [Eur. Phys. J. B 27, 445 (2002)]) with a distribution of the family of the q-exponential (presenting an intermediate power-law regime with a crossover to an exponential tail). We find that both assumptions yield comparable results, within the available range of data, hence a definite conclusion cannot yet be taken. But this example joins many others that has been found to be fairly described by q-exponentials (or variations of it), which may be indicative that there is a (significantly large) class of systems described by nonextensive statistical mechanics, from where q-exponentials naturally appear. Received 17 October 2002 Published online 31 December 2002     

The trace identity and the planar Casimir effect

The familiar trace identity associated with the scale transformationx ^Μ → x′ ^Μ = e^-λ x ^Μ on the Lagrangian density for a noninteracting massive real scalar field in 2 + 1 dimensions is shown to be violated on a single plate on which the Dirichlet boundary condition Φ(t, x¹, x² = -a) = 0 is imposed. It is however respected in: (i) 1 + 1 dimensions in both free space and on a single plate on which the Dirichlet boundary condition Φ(t, x¹ = -a) = 0 holds and (ii) in 2 + 1 dimensions in free space, i.e. the unconstrained configuration. On the plate where Φ(t, x¹, x² = -a) = 0, the modified trace identity is shown to be anomalous with a numerical coefficient for the anomalous term equal to the canonical scale dimension, viz. 1/2. The technique of Bordaget al [Ann. Phys. (N.Y.),165, 162 (1985)] is used to incorporate the said boundary condition into the generating functional for the connected Green’s functions.     

Path integral formulation of general diffusion processes

A method is given for the derivation of a path integral representation of the Green's function solutionP of equationsP/t=L P,L being some Liouville operator. The method is applied to general diffusion processes.Feynman's path integral representation of the Schrödinger equation and Stratonovich's path integral representation of multivariate Markovian processes are obtained as special cases if the metric of the general diffusion process is flat. For curved phase spaces our result is a nontrivial generalization and new. New applications e.g. to quantized motion in general relativity, to transport processes in inhomogeneous systems, or to nonlinear non-equilibrium thermodynamics are made possible. We expect applications to be fruitfull in all cases where (continuous) macroscopic transport processes in Riemann geometries have to be considered.     

Exciton magnetotransport in two-dimensional systems: Weak-localization effects

The paper considers the effect of a magnetic field B on the transport of neutral composite particles, namely excitons, in weakly disordered two-dimensional (2D) systems. In the case of classical transport (when the interference of different paths is neglected), the magnetic field suppresses exciton transport, and the static diffusion constant D(B) monotonically drops with B. When quantum-mechanical corrections due to weak localization are taken into account, D(B) becomes a nonmonotonic function of B. In weak magnetic fields, where the magnetic length is much larger than the exciton Bohr radius, ℓ_B=(ℏc/eB)^1/2≫a _B =ε ℏ²/μe ²,a positive magnetodiffusion effect is predicted, i.e., the exciton mobility should increase with B. Zh. éksp. Teor. Fiz. 114, 359–378 (July 1998)     

Cooper pairing and superfluidity in the Emery model

The energy E of the system as a function of the gauge phase Φ is calculated by exact diagonalization in a two-dimensional Cu₄O₈ cluster and by the slave-boson method for large systems. It is shown that motion of carriers with charge 2e, i.e., Cooper pairs, is observed for certain values of the parameters in the Hamiltonian. This motion is identified from the onset of a characteristic maximum of E(Φ) at Φ≈Φ₀/2, where Φ₀ is the flux quantum. The phase diagram is constructed and the range of values of the model parameters where the effect is observed is determined. Pis’ma Zh. éksp. Teor. Fiz. 63, No. 2, 78–82 (25 January 1996)     

Exact propagator of the Fokker-Planck equation with a space-dependent diffusion coefficient and a time-dependent mean-reverting force

We have investigated the algebraic structure of the Fokker-Planck equation with a variable diffusion coefficient and a time-dependent mean-reverting force. Such a model could be useful to study the general problem of a Brownian walker with a space-dependent diffusion coefficient. We also show that this model is related to the Fokker-Planck equation with a constant diffusion coefficient and a time-dependent anharmonic potential of the form V(x, t) = ?a(t)x ² + b ln x, which has been widely applied to model different physical and biological phenomena, e.g. the study of neuron models and stochastic resonance in monostable nonlinear oscillators. Using the Lie algebraic approach we have derived the exact diffusion propagators for the Fokker-Planck equations associated with different boundary conditions, namely (i) the case of a single absorbing barrier, and (ii) the case of two absorbing barriers. These exact diffusion propagators enable us to study the time evolution of the corresponding stochastic systems. Received 23 October 2001 and Received in final form 24 December 2001     

Random walk on hierarchical comb structures

This paper examines random walks on an exactly solvable comb model of percolation clusters. The study shows that diffusion along the structure’s axis is anomalous. Generalized diffusion equations with fractional-order time derivatives are derived, and a generalization to the multidimensional case is carried out. The relationship between this problem and that of diffusion in a medium with traps is examined, and equations that describe diffusion in a medium with traps are derived. The paper also discusses the transition to ordinary diffusion due to the introduction of comb teeth of finite length, and analyzes the case of N teeth of different length. It is shown that the solution of this problem leads to the emergence of an N-channel diffusion equation. Finally, equations describing the diffusion of interacting electrons are derived. Zh. éksp. Teor. Fiz. 115, 1285–1296 (April 1999)     

Effect of short- and long-range forces on the properties of fluids. III. Dipolar and quadrupolar fluids

Using realistic pair potential models for acetone and carbon dioxide, both the spatial and orientational structure of these two typical multipolar (i.e. dipolar and quadrupolar, respectively) fluids is investigated in detail by computing the complete set of the site-site correlation functions, multipole-multipole correlation functions, and selected 2D correlation functions. The effect of the range of interactions on both the structural and thermodynamic properties of these fluids is studied by decomposing the potential into short- and long-range parts in the same manner as for water [Kolafa, J. and Nezbeda, I., 2000, Molec. Phys., 98, 1505; Nezbeda, I. and Lísal, M., 2001, Molec. Phys., 99, 291]. It is found that the spatial arrangement of the molecules is only marginally affected by the long-range forces. The effect of the electrostatic interactions is significant at short separations and cannot be neglected but nevertheless the overall structure of the short-range and full systems is similar as well as their dielectric constants. These findings are also reflected in the dependence of the thermodynamic properties on the potential range with the short-range models providing a very good approximation to those of the full system.     

The Rhodes-Wohlfarth parameter as assessment of the displacive degree in ferroelectrics: The case of the Ф4> model

The Rhodes-Wohlfarth parameter extended to ferroelectrics by Tokunaga [J. Phys. Soc. Jap. 57, 4275 (1988)] is here analyzed within the model. It is shown that it can be directly related with the displacive degree of the transition as described by the ratio C / E ₀ , between the non-local coupling, C, driving the transition and the depth of the energy well, E₀, associated with the distorted structure. However, the Rhodes-Wohlfarth parameter becomes asymptotically constant as C / E ₀ decreases, i.e. for systems closer to the order disorder limit. Under this viewpoint, the very limited range of values observed for this experimental parameter is explained and is shown that, in general, it can only assess quantitatively the character of the transition in rather displacive cases. The argument can be generalized to more complex systems, and when applied to well known materials, a rough estimation of the displacive degree and the relevant microscopic energetic parameters in rather displacive ferroelectrics is possible. Received 23 December 1998 and Received in final form 4 May 1999     

Kinetically Constrained Lattice Gases

Kinetically constrained lattice gases (KCLG) are interacting particle systems which show some of the key features of the liquid/glass transition and, more generally, of glassy dynamics. Their distintictive signature is the following: i) reversibility w.r.t. product i.i.d. Bernoulli measure at any particle density and ii) vanishing of the exchange rate across any edge unless the particle configuration around the edge satisfies a proper constraint besides hard core. Because of degeneracy of the exchange rates the models can show anomalous time decay in the relaxation process w.r.t. the usual high temperature lattice gas models particularly in the so-called cooperative case, when the vacancies have to collectively cooperate in order for the particles to move through the systems. Here we focus on the Kob-Andersen (KA) model, a cooperative example widely analyzed in the physics literature, both in a finite box with particle reservoirs at the boundary and on the infinite lattice. In two dimensions (but our techniques extend to any dimension) we prove a diffusive scaling O(L ²) (apart from logarithmic corrections) of the relaxation time in a finite box of linear size L. We then use the above result to prove a diffusive decay 1/t (again apart from logarithmic corrections) of the density-density time autocorrelation function at any particle density, a result that has been sometimes questioned on the basis of numerical simulations. The techniques that we devise, based on a novel combination of renormalization and comparison with a long-range Glauber type constrained model, are robust enough to easily cover other choices of the kinetic constraints.     

Escape of a Uniform Random Walk from an Interval

We study the first-passage properties of a random walk in the unit interval in which the length of a single step is uniformly distributed over the finite range [−a,a]. For a of the order of one, the exit probabilities to each edge of the interval and the exit time from the interval exhibit anomalous properties stemming from the change in the minimum number of steps to escape the interval as a function of the starting point. As a decreases, first-passage properties approach those of continuum diffusion, but non-diffusive effects remain because of residual discreteness effects. PACS: 02.50.C2, 05.40.Fb     

Anomalous Hall effect in granular alloys

A theoretical study is performed of the anomalous Hall effect in granular alloys with giant magnetoresistance. The calculation is carried out within the Kubo formalism and the Green’s function method. The mechanism of asymmetric scattering of the spin-polarized current carriers is considered with allowance for a size effect associated with scattering not only by one grain, but also with more complicated processes of transport among two and three grains. It is shown that scattering of conduction electrons by the interfaces of the grains and the matrix has a substantial effect on the magnitude of the anomalous Hall effect and determines its sign. In general, correlation between the quantities ρ _H and ρ ² is absent, where ρ _H is the Hall resistivity and ρ is the total resistivity of the granular alloy. However, numerical calculation shows that for certain values of the model parameters ρ _H∼ρ ^3.8 and for these same parameter values the amplitude of the giant magnetoresistance reaches 40%, which is found to be in quantitative agreement with the experimental data for Co₂₀Ag₈₀ alloys [P. Xiong, G. Xiao, J. Q. Wang et al., Phys. Rev. Lett. 69, 3220 (1992)]. It is also shown that increasing the resistivity of the matrix leads to a significant growth in the anomalous Hall effect, and more substantial growth for alloys with small grain size, which is in good agreement with experiment [A. B. Pakhomov, X. Yan, and Y. Xu, J. Appl. Phys. 79, 6140 (1996); [X. N. Jing, N. Wang, and A. B. Pakhomov, Phys. Rev. B 53, 14032 (1996)]. Zh. éksp. Teor. Fiz. 112, 2198–2209 (December 1997)