Fluctuation kinetics of diffusion-controlled processes: Strong effects due to correlations and fluctuations

We summarize some recent results related to fluctuation-induced kinetics of diffusion-controlled processes. We show that kinetic behavior can be drastically changed due to fluctuation effects, spatial correlations between particles, and anomalous transport properties. In addition, we show that correlation-induced kinetics in some systems can govern the temporal evolution over the entire time domain.     

Discrete and Continuous Time Modulated Random Walks with Heavy-Tailed Increments

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to −∞ and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we exhibit natural conditions under which the asymptotics of the tail distribution of the overall maximum of S can be computed. We present results in discrete and in continuous time. In particular, in the absence of modulation, the process S in continuous time reduces to a Lévy process with heavy-tailed Lévy measure. A central point of the paper is that we make full use of the so-called “principle of a single big jump” in order to obtain both upper and lower bounds. Thus, the proofs are entirely probabilistic. The paper is motivated by queueing and Lévy stochastic networks.     

BERNOULLI CONVOLUTIONS ASSOCIATED WITH CERTAIN NON-PISOT NUMBERS

1　IntroductionForany 0 <λ <1 ,letνλ　denotethedistributionof ∞n=0 εnλn wherethecoefficientsεnareeither0or1 ,chosenindependentlywithprobability12 foreach .Itistheinfiniteconvo lutionproductofthedistributions 12 (δ0 +δλn) ,givingrisetotheterm“infiniteBernoulliconvolution”orsimply“Bernoulliconvolution” .TheBernoulliconvolutioncanbeexpressedasaself similarmeasureνλsatisfyingtheequationνλ =12 νλ φ- 10 + 12 νλ φ- 11,( 1 .1 )whereφ0 (x) =λxand φ1(x) =λx + 1 .Thisme…     

VECTOR-VALUED RANDOM POWER SERIES ON THE UNIT BALL OF C^n

In this article, the authors study the vector-valued random power series on the unit ball of Cn and get vector-valued Salem-Zygmund theorem for them by using martingale technique. Further, the relationships between vector-valued random power series and several function spaces are also studied.     

Magnetisation reversal in media with perpendicular anisotropy

In this paper, we discuss two key aspects of magnetisation reversal in magnetic thin films with perpendicular anisotropy. Firstly, a study has been made of the additional field required to erase data written perpendicular to a thin film recording disk as the linear data density is increased. It has been found that an increase in data density from 40 to 360 kfci results in an increase of 1.25 kOe in the field required to erase the data. Secondly, the effect of varying the level of exchange coupling by co-sputtering CoCrPt samples with SiO₂ has been studied using a characterisation technique that is independent of the self-demagnetising field. It has been found that the samples are fully exchange de-coupled when the film contains >9.8% SiO₂ and the activation volume of reversal remains constant for higher levels of SiO₂.     

Algebraic Dirichlet-to-Neumann mapping for linear elasticity problems with extreme contrasts in the coefficients

The convergence of iterative based domain decomposition methods is linked with the absorbing boundary conditions defined on the interface between the sub-domains. For linear elasticity problems, the optimal absorbing boundary conditions are associated with non-local Dirichlet-to-Neumann maps. Most of the methods to approximate these non-local maps are based on a continuous analysis. In this paper, an original algebraic technique based on the computation of local Dirichlet-to-Neumann maps is investigated. Numerical experiments are presented for linear elasticity problems with extreme contrasts in the coefficients.     

Body waves in fractured porous media saturated by two immiscible newtonian fluids

A study of body waves in fractured porous media saturated by two fluids is presented. We show the existence of four compressional and one rotational waves. The first and third compressional waves are analogous to the fast and slow compressional waves in Biot's theory. The second compressional wave arises because of fractures, whereas the fourth compressional wave is associated with the pressure difference between the fluid phases in the porous blocks. The effects of fractures on the phase velocity and attenuation coefficient of body waves are numerically investigated for a fractured sandstone saturated by air and water phases. All compressional waves except the first compressional wave are diffusive-type waves, i.e., highly attenuated and do not exist at low frequencies.Now at Izmir Institute of Technology, Faculty of Engineering, Gaziosmanpasa Bulvari, No.16, Cankaya, Izmir, Turkey.     

A new class of long-tailed pausing time densities for the CTRW

We present some asymptotic results for the family of pausing time densities having the asymptotic (t) property(t) [t ln¹⁺(t/T)]^–1. In particular, we show that for this class of pausing time densities the mean-squared displacement r ²(t) is asymptotically proportional to ln(t/T), and the asymptotic distribution of the displacement has a negative exponential form.     

On random walks arising in queueing systems: ergodicity and transience via quadratic forms as lyapounov functions — Part I

A simple and quite general approach is proposed to derive criteria for transience and ergodicity of a certain class of irreducibleN-dimensional Markov chains in ₊ ^N assuming a boundedness condition on the second moment of the jumps. The method consists in constructing convenient smooth supermartingales outside some compact set. The Lyapounov functions introduced belong to the set of quadratic forms in ₊ ^N and do not always have a definite sign. Existence and construction of these forms is shown to be basically equivalent to finding vectors satisfying a system of linear inequalities.Part I is restricted toN=2, in which case a complete characterization is obtained for the type of random walks analyzed by Malyshev and Mensikov, thus relaxing their condition of boundedness of the jumps. The motivation for this work is partly from a large class of queueing systems that give rise to random walks in ₊ ^N      

On the cover time of random walks on graphs

This article deals with random walks on arbitrary graphs. We consider the cover time of finite graphs. That is, we study the expected time needed for a random walk on a finite graph to visit every vertex at least once. We establish an upper bound ofO(n ²) for the expectation of the cover time for regular (or nearly regular) graphs. We prove a lower bound of (n logn) for the expected cover time for trees. We present examples showing all our bounds to be tight.Mike Saks was supported by NSF-DMS87-03541 and by AFOSR-0271. Jeff Kahn was supported by MCS-83-01867 and by AFOSR-0271.