Exactly solvable models through the generalized empty interval method,for multi-species interactions

Multi-species reaction-diffusion systems, with nearest-neighbor interaction on a one-dimensional lattice are considered. Necessary and sufficient constraints on the interaction rates are obtained, that guarantee the closedness of the time evolution equation for E _n(t)'s, the expectation value of the product of certain linear combination of the number operators on n consecutive sites at time t. The constraints are solved for the single-species left-right-symmetric systems. Also, examples of multi-species system for which the evolution equations of E _n(t)'s are closed, are given. Received 25 September 2002 / Received in final form 3 December 2002 Published online 14 February 2003 RID="a" ID="a"e-mail: mamwad@iasbs.ac.ir     

Measuring a colloidal particle's interaction with a flat surface under nonequilibrium conditions

A new and general approach is proposed to analyze the dynamics of a colloidal particle interacting with a nearby wall. This analysis can be used to determine the acting forces even when the system is non-stationary. As an illustration, we use total internal reflection microscopy to investigate the forces acting on a polystyrene sulfate latex particle as it is receding from a charged glass surface. Received 10 October 2002 Published online: 16 April 2003 RID="a" ID="a"Present address: Department of Polymer Physics, BASF Aktiengesellschaft, 67056 Ludwigshafen, Germany RID="b" ID="b"Present address: Arryx. Inc., Chicago, IL 60601, USA     

Multifractality of some random and disordered systems as a thermodynamics in fractal phase space

It is shown that multifractal properties of some random and disordered systems can be simulated using thermodynamics of a generalized ideal monoatomic gas in a fractal phase space. Received 25 November 1998 and Received in final form 16 December 1998     

Power injected in dissipative systems and the fluctuation theorem

We consider three examples of dissipative dynamical systems involving many degrees of freedom, driven far from equilibrium by a constant or time dependent forcing. We study the statistical properties of the injected and dissipated power as well as the fluctuations of the total energy of these systems. The three systems under consideration are: a shell model of turbulence, a gas of hard spheres colliding inelastically and excited by a vibrating piston, and a Burridge-Knopoff spring-block model. Although they involve different types of forcing and dissipation, we show that the statistics of the injected power obey the “fluctuation theorem" demonstrated in the case of time reversible dissipative systems maintained at constant total energy, or in the case of some stochastic processes. Although this may be only a consequence of the theory of large deviations, this allows a possible definition of “temperature" for a dissipative system out of equilibrium. We consider how this “temperature" scales with the energy and the number of degrees of freedom in the different systems under consideration. Received 26 June 2000 and Received in final form 24 October 2000     

Second-order moving average and scaling of stochastic time series

Long-range correlation properties of stochastic time series y(i) have been investigated by introducing the function σ² _MA = [y(i) - (i)]², where (i) is the moving average of y(i), defined as 1/n y(i - k), n the moving average window and N_max is the dimension of the stochastic series. It is shown that, using an appropriate computational procedure, the function σ _MA varies as n^H where H is the Hurst exponent of the series. A comparison of the power-law exponents obtained using respectively the function σ _MA and the Detrended Fluctuation Analysis has been also carried out. Interesting features denoting the existence of a relationship between the scaling properties of the noisy process and the moving average filtering technique have been evidenced. Received 31 December 2001     

Generalized thermostatistics based on the Sharma-Mittal entropy and escort mean values

A generalized thermostatistics is developed for an entropy measure introduced by Sharma and Mittal. A maximum-entropy scheme involving the maximization of the Sharma and Mittal entropy under appropriate constraints expressed as escort mean values is advanced. Maximum-entropy distributions exhibiting a power law behavior in the asymptotic limit are obtained. Thus, results previously derived for the Renyi entropy and the Tsallis entropy are generalized. In addition, it is shown that for almost deterministic systems among all possible composable entropies with kernels that are described by power laws the Sharma-Mittal entropy is the only entropy measure that gives rise to a thermostatistics based on escort mean values and admitting of a partition function. Received 27 June 2002 Published online 31 December 2002     

Model-dependent nature of blowtorch effect on the escape and equilibration rates

We analyze the relaxation behavior of a bistable system when the background temperature profile is inhomogeneous due to the presence of a localized hot region (blowtorch) on one side of the potential barrier. Since the diffusion equation for inhomogeneous medium is model-dependent, we consider two physical models to study the kinetics of such system. Using a conventional stochastic method, we obtain the escape and equilibration rates of the system for the two physical models. For both models, we find that the hot region enhances the escape rate from the well where it is placed while it retards the escape rate from the other well. However, the value of the escape rate from the well where the hot region is placed differs for the two models while that of the escape rate from the other well is identical for both. This work, for the first time, gives a detailed report of the similarities and differences of the escape rates and, hence, exposes the common and distinct features of the two known physical models in determining the way the bistable system relaxes. Received 25 September 2001     

Random walks with imperfect trapping in the decoupled-ring approximation

We investigate random walks on a lattice with imperfect traps. In one dimension, we perturbatively compute the survival probability by reducing the problem to a particle diffusing on a closed ring containing just one single trap. Numerical simulations reveal this solution, which is exact in the limit of perfect traps, to be remarkably robust with respect to a significant lowering of the trapping probability. We demonstrate that for randomly distributed traps, the long-time asymptotics of our result recovers the known stretched exponential decay. We also study an anisotropic three-dimensional version of our model. We discuss possible applications of some of our findings to the decay of excitons in semiconducting organic polymer materials, and emphasize the crucial influence of the spatial trap distribution on the kinetics. Received 23 July 2001 / Received in final form 14 May 2002 Published online 13 August 2002     

Growth and addition in a herding model

A model of herding is introduced which is exceptionally simple, incorporating only two phenomena, growth and addition. At each time step either (i) with probability p the system grows through the introduction of a new agent or (ii) with probability q = 1 - p a free agent already in the system is added at random to a group of size k with rate A_k. Two versions of the model, A _k = k and A _k = 1, are solved and in both versions we find two different types of behaviour. When p > 1/2 all the moments of the distribution of group sizes are linear in time for large time and the group distribution is power-law. When p < 1/2 the system runs out of free agents in a finite time. Received 12 February 2002 Published online 9 July 2002     

Stochastic multiresonance in a bistable sawtooth potential driven by correlated multiplicative and additive noise

We present an analytic investigation of the signal-to-noise ratio (SNR) by studying the bistable sawtooth system driven by correlated Gaussian white noises. The analytic expression of SNR is obtained. Based on it, we detect the phenomenon of stochastic multiresonance, which arises from the dependence of SNR upon the noises correlation coefficient. Furthermore, there exists not only resonance, but also suppression in the SNR∼D (the additive noise intensity) curve and the SNR∼Q (the multiplicative noise intensity) curve. Received 26 February 2002 / Received in final form 12 July 2002 Published online 17 September 2002     

Stochastic resonance in a model of opinion formation on small-world networks

We analyze the phenomenon of stochastic resonance in an Ising-like system on a small-world network. The system, which is subject to the combined action of noise and an external modulation, can be interpreted as a stylized model of opinion formation by imitation under the effects of a “fashion wave”. Both the amplitude threshold for the detection of the external modulation and the width of the stochastic-resonance peak show considerable variation as the randomness of the underlying small-world network is changed. Received 19 December 2001     

Escape of Brownian particles in an asymmetric bistable sawtooth potential driven by cross-correlated noises

The relative escape rate (RER) for Brownian particles in an asymmetric bistable sawtooth potential driven by cross correlations between multiplicative white noise and additive white noise is studied. A new expression of the mean first-passage time is derived under the condition of piecewise linear potentials and discontinuous diffusion function. Based on the results of RER numerically calculated, it is found that (i) under positively correlated noises action (i.e. λ > 0, and λ is the correlation strength), the escape rate exhibits the suppression platform as the intensity of multiplicative noise varies. The effect of suppression becomes more pronounced with the growth of height of the deterministic potential barrier for transition, and with the increase of λ. However, for the case of uncorrelated noises (λ = 0) and of negatively correlated noises (λ < 0), the suppression platform disappears. (ii) The positive correlation between noises amplifies the change of the escape rate with the height of barrier for transition, while the negative correlation between noises suppresses this change. Received 20 November 2002 / Received in final form 19 October 2003 Published online 23 May 2003 RID="a" ID="a"e-mail: kmdcmei@public.km.yn.cn     

Short-range plasma model for intermediate spectral statistics

We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the critical point of the Anderson metal-insulator transition in disordered systems and in certain dynamical systems. The model emerges from Dysons one-dimensional gas corresponding to the eigenvalue distribution of the classical random matrix ensembles by restricting the logarithmic pair interaction to a finite number k of nearest neighbors. We calculate analytically the spacing distributions and the two-level statistics. In particular we show that the number variance has the asymptotic form Σ²(L) ∼χL for large L and the nearest-neighbor distribution decreases exponentially when s→∞, P(s) ∼ exp(- Λs) with Λ = 1/χ = kβ + 1, where β is the inverse temperature of the gas (β = 1, 2 and 4 for the orthogonal, unitary and symplectic symmetry class respectively). In the simplest case of k = β = 1, the model leads to the so-called Semi-Poisson statistics characterized by particular simple correlation functions e.g. P(s) = 4s exp(- 2s). Furthermore we investigate the spectral statistics of several pseudointegrable quantum billiards numerically and compare them to the Semi-Poisson statistics. Received 13 September 2000     

Broad distribution effects in sums of lognormal random variables

The lognormal distribution describing, e.g., exponentials of Gaussian random variables is one of the most common statistical distributions in physics. It can exhibit features of broad distributions that imply qualitative departure from the usual statistical scaling associated to narrow distributions. Approximate formulae are derived for the typical sums of lognormal random variables. The validity of these formulae is numerically checked and the physical consequences, e.g., for the current flowing through small tunnel junctions, are pointed out. Received 8 November 2002 / Received in final form 17 March 2003 Published online 7 May 2003     

Localization-delocalization transition in one-dimensional system with long-range correlated diagonal disorder

We show that the electronic states in a one-dimensional (1D) Anderson model of diagonal disorder with long-range correlation proposed by de Moura and Lyra exhibit localization-delocalization phase transition in varying the energy of electrons. Using transfer matrix method, we calculate the average resistivity and investigate how it changes with the size of the system N. For given value of α (> 2) we find critical energies E_c1 and E_c2 such that the resistivity decreases with N as a power law ∝ N ^{- γ} for electron energies within the range of [E _c1, E _c2], and exponentially grows with N outside this range. Such behaviors persist in approaching the transition points and the exponent γ is in the range from 0.92 to 0.96. The origin of the delocalization in this 1D model is discussed. Received 18 December 2001 / Received in final form 2 May 2002 Published online 14 October 2002 RID="a" ID="a"e-mail: sjxiong@nju.edu.cn     

The spatially one-dimensional relativistic Ornstein-Uhlenbeck process in an arbitrary inertial frame

The spatially one-dimensional relativistic Ornstein-Uhlenbeck process is studied in an arbitrary inertial reference frame. In particular, we derive directly from the stochastic equations of motion in an arbitrary inertial frame the transport equation for the distribution function of the diffusing particles in phase-space. We explain why this result is not trivial and has, at the very least, methodological interest. We also show that this result offers a conceptually new proof of the well-known fact that the relativistic one-particle distribution function in phase-space is a Lorentz scalar. Received 28 March 2000     

Experimental evidence and consequences of rare events in quantum tunneling

Tiny spatial fluctuations of tunnel barrier parameters are shown to have dramatic consequences on the statistical properties of quantum tunneling. A direct experimental evidence is provided that the tunnel current through metal-oxide junctions, imaged at a nanometric scale, exhibits broad statistical distributions extending over more than 4 orders of magnitude. Striking effects of broad current distributions are shown: the total tunnel transmission is dominated by few highly transmitting sites and the typical current density varies strongly with the size of the junction. Moreover, self-averaging of the tunnel current fluctuations occurs only for unexpectedly large junction areas. Received 1 April 1999     

Stress fluctuations and macroscopic stick-slip in granular materials

This paper deals with the quasi-static regime of deformation of granular matter. It investigates the size of the Representative Elementary Volume (REV), which is the minimum packing size above which the macroscopic mechanical behaviour of granular materials can be defined from averaging. The first part uses typical results from recent literature and finds that the minimum REV contains in general 10 grains; this result holds true either for most experiments or for Discrete Element Method (DEM) simulation. This appears to be quite small. However, the second part gives a counterexample, which has been found when investigating uniaxial compression of glass spheres which exhibit stick-slip; we show in this case that the minimum REV becomes 10⁷ grains. This makes the system not computable by DEM. Moreover, similarity between the Richter law of seism and the exponential statistics of stick-slip is stressed. Received 8 March 2002 and Received in final form 12 July 2002     

Micro-transitions or breathers in L-alanine?

Within mean field approximation, a procedure is elaborated to consider noise induced phase transitions with arbitrary relations between the noises of different degrees of freedom. The proposed approach is applied to investigate effects of cross correlation between noises in the generalized synergetic model of Lorenz type. This cross correlation is shown to induce phase transitions of the dynamical system under consideration. Additionally, we find the correlation between noises transforms a synergetic behavior to a thermodynamic one. Received 13 November 2002 Published online 11 April 2003 RID="a" ID="a"e-mail: dikh@sumdu.edu.ua     

Phase transition in annihilation-limited processes

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of the average number of the particles tend to infinity, so that the annihilation rate times a certain power of the initial values of the average number of the particles remain constant (the double scaling) then if the initial state of the system is a multi-Poisson distribution, the system always remains in a state of multi-Poisson distribution, but with evolving parameters. The large time behavior of the system is also investigated. The system exhibits a dynamical phase transition. It is seen that for a k-particle annihilation, if k is larger than a critical value k_c, which is determined by the type-change rates, then annihilation does not enter the relaxation exponent of the system; while for k < k_c, it is the annihilation (in fact k itself) which determines the relaxation exponent.