Photon channelling in foams

Experiments by Gittings, Bandyopadhyay and Durian (Europhys. Lett. 65, 414 (2004)) demonstrate that light possesses a higher probability to propagate in the liquid phase of a foam due to total reflection. The authors term this observation photon channelling which we investigate in this article theoretically. We first derive a central relation in the work of Gitting et al. without any free parameters. It links the photon's path-length fraction f in the liquid phase to the liquid fraction ɛ. We then construct two-dimensional Voronoi foams, replace the cell edges by channels to represent the liquid films and simulate photon paths according to the laws of ray optics using transmission and reflection coefficients from Fresnel's formulas. In an exact honeycomb foam, the photons show superdiffusive behavior. It becomes diffusive as soon as disorder is introduced into the foams. The dependence of the diffusion constant on channel width and refractive index is explained by a one-dimensional random-walk model. It contains a photon channelling state that is crucial for the understanding of the numerical results. At the end, we shortly comment on the observation that photon channelling only occurs in a finite range of ɛ.     

Random Motions at Finite Speed in Higher Dimensions

We present a general method of studying the transport process , t≥0, in the Euclidean space ℝ ^m , m≥2, based on the analysis of the integral transforms of its distributions. We show that the joint characteristic functions of are connected with each other by a convolution-type recurrent relation. This enables us to prove that the characteristic function (Fourier transform) of in any dimension m≥2 satisfies a convolution-type Volterra integral equation of second kind. We give its solution and obtain the characteristic function of in terms of the multiple convolutions of the kernel of the equation with itself. An explicit form of the Laplace transform of the characteristic function in any dimension is given. The complete solution of the problem of finding the initial conditions for the governing partial differential equations, is given. We also show that, under the standard Kac condition on the speed of the motion and on the intensity of the switching Poisson process, the transition density of the isotropic transport process converges to the transition density of the m-dimensional homogeneous Brownian motion with zero drift and diffusion coefficient depending on the dimension m. We give the conditional characteristic functions of the isotropic transport process in terms of the inverse Laplace transform of the powers of the Gauss hypergeometric function. Some important models of the isotropic transport processes in lower dimensions are considered and some known results are derived as the particular cases of our general model by means of the method developed.     

An analysis of cross-correlations in an emerging market

We apply random matrix theory to compare correlation matrix estimators C$C$ obtained from emerging market data. The correlation matrices are constructed from 10 years of daily data for stocks listed on the Johannesburg stock exchange (JSE) from January 1993 to December 2002. We test the spectral properties of C$C$ against random matrix predictions and find some agreement between the distributions of eigenvalues, nearest neighbour spacings, distributions of eigenvector components and the inverse participation ratios for eigenvectors. We show that interpolating both missing data and illiquid trading days with a zero-order hold increases agreement with RMT predictions. For the more realistic estimation of correlations in an emerging market, we suggest a pairwise measured-data correlation matrix. For the data set used, this approach suggests greater temporal stability for the leading eigenvectors. An interpretation of eigenvectors in terms of trading strategies is given, as opposed to classification by economic sectors.     

A first experimental approach to the 15O + α elastic scattering

The ¹⁵O(α,α)¹⁵O elastic scattering is investigated using a ¹⁵O radioactive beam and a He gas cell limited by Mylar windows. The width of a ¹⁹Ne state at an excitation energy of 5.35MeV is measured as Γ_α = 3.2±1.6keV, in agreement with charge symmetry estimate.     

Rotation selectivity of random phase encoding in volume holograms

We present the study of angular selectivity for holographic multiplexing based on random phase encoding by a ground glass. The rotational selectivity of the volume hologram is calculated theoretically and coincides with the experimental measurement. By controlling the parameters including rotational center, effective numerical aperture of both volume hologram and the ground glass, we can obtain different rotational selectivity applied to random phase encoding in volume holographic storage.     

Nearest-neighbour spacing distributions of the β-Hermite ensemble of random matrices

The evolution with β of the distributions of the spacing ‘s’ between nearest-neighbour levels of unfolded spectra of random matrices from the β-Hermite ensemble (β-HE) is investigated by Monte Carlo simulations. The random matrices from the β-HE are real symmetric and tridiagonal where β, which can take any positive value, is the reciprocal of the temperature in the classical electrostatic interpretation of eigenvalues. The distribution of eigenvalues coincide with those of the three classical Gaussian ensembles for β=1, 2, 4. The use of the β-HE ensemble results in an incomparable speed up and efficiency of numerical simulations of all spectral characteristics of large random matrices. Generalized gamma distributions are shown to be excellent approximations of the nearest-neighbor spacing (NNS) distributions for any β while being still simple. They account both for the level repulsion in ∼s^β when s→0 and for the whole shape of the NNS distributions in the range of ‘s’ which is accessible to experiment or to most numerical simulations. The exact NNS distribution of the GOE (β=1) is in particular significantly better described by a generalized gamma distribution than it is by the Wigner surmise while the best generalized gamma approximation coincides essentially with the Wigner surmise for β>∼2. They describe too the evolution of the level repulsion between that of a Poisson distribution and that of a GOE distribution when β increases from 0 to 1. The distribution of ln (s), related to the electrostatic interaction energy between neighbouring charges, is accordingly well approximated by a generalized Gumbel distribution for any β?0. The distributions of the minimum NN spacing between eigenvalues of matrices from the β-HE, obtained both from as-calculated eigenvalues and from unfolded eigenvalues are Brody distributions which are classically used to characterize the spectral fluctuations of various physical systems.     

One-dimensional non-relativistic and relativistic Brownian motions: a microscopic collision model

We study a simple microscopic model for the one-dimensional stochastic motion of a (non-)relativistic Brownian particle, embedded into a heat bath consisting of (non-)relativistic particles. The stationary momentum distributions are identified self-consistently (for both Brownian and heat bath particles) by means of two coupled integral criteria. The latter follow directly from the kinematic conservation laws for the microscopic collision processes, provided one additionally assumes probabilistic independence of the initial momenta. It is shown that, in the non-relativistic case, the integral criteria do correctly identify the Maxwellian momentum distributions as stationary (invariant) solutions. Subsequently, we apply the same criteria to the relativistic case. Surprisingly, we find here that the stationary momentum distributions differ slightly from the standard Jüttner distribution by an additional prefactor proportional to the inverse relativistic kinetic energy.     

Network formed by traces of random walks

We propose a model of time evolving networks in which a kind of transport between vertices generates new edges in the graph. We call the model “Network formed by traces of random walks”, because the transports are represented abstractly by random walks. Our numerical calculations yield several important properties observed commonly in complex networks, although the graph at initial time is only a one-dimensional lattice. For example, the distribution of vertex degree exhibits various behaviors such as exponential, power law like, and bi-modal distribution according to change of probability of extinction of edges. Another property such as strong clustering structure and small mean vertex–vertex distance can also be found. The transports represented by random walks in a framework of strong links between regular lattice is a new mechanisms which yields biased acquisition of links for vertices.     

Stokes Flows under Random Boundary Velocity Excitations

A viscous Stokes flow over a disc under random fluctuations of the velocity on the boundary is studied. We give exact Karhunen-Loève (K-L) expansions for the velocity components, pressure, stress, and vorticity, and the series representations for the corresponding correlation tensors. Both the white noise fluctuations, and general homogeneous random excitations of the velocities prescribed on the boundary are studied. We analyze the decay of correlation functions in angular and radial directions, both for exterior and interior Stokes problems. Numerical experiments show the fast convergence of the K-L expansions. The results indicate that ignoring the stochastic fluctuations in boundary conditions dramatically underestimates the variance of the velocity and pressure in the interior/exterior of the domain. The support of the RFBR Grant N 06-01-00498 is kindly acknowledged.     

Dynamic structure factor in a random diffusion model

Let {X _t:0} denote random walk in the random waiting time model, i.e., simple random walk with jump ratew ^–1(X _t), where {w(x):x^d} is an i.i.d. random field. We show that (under some mild conditions) theintermediate scattering function F(q,t)=E ₀ (q^d) is completely monotonic int (E ₀ denotes double expectation w.r.t. walk and field). We also show that thedynamic structure factor S(q, w)=2 ₀ cos(t)F(q, t) exists for 0 and is strictly positive. Ind=1, 2 it diverges as 1/||^1/2, resp. –ln(||), in the limit 0; ind3 its limit value is strictly larger than expected from hydrodynamics. This and further results support the conclusion that the hydrodynamic region is limited to smallq and small such that ||D |q|², whereD is the diffusion constant.