On the quantum langevin equation

The quantum Langevin equation is the Heisenberg equation of motion for the (operator) coordinate of a Brownian particle coupled to a heat bath. We give an elementary derivation of this equation for a simple coupled-oscillator model of the heat bath.Deceased.     

Variations on a theme by Mark Kac

Mark Kac's theorem on the mean recurrence time in a stationary stochastic process in discrete time with discrete states is taken as the starting point for a series of variations, most of which are formulated in terms of 0–1 processes. Whereas the original theorem deals with the mean recurrence time of a given state under the condition that the state is realized at time 0, this condition is dropped in part of the variations; two others refer to the variance of the recurrence time and two to the Poincaré cycle of a dynamical system. Most variations consist in inequalities and formal identities for the mean first-arrival time and subsequent recurrence times for the given state.     

Corrigendum: Stochastic resonance in a parallel array of linear elements

In this paper,we point out the errors occurring in the paper(Dong X J 2009 Chin.Phys.B 18 70) and present a correct conclusion.     

Numerical study of the directed polymer in a 1 + 3 dimensional random medium

The directed polymer in a 1+3 dimensional random medium is known to present a disorder-induced phase transition. For a polymer of length L, the high temperature phase is characterized by a diffusive behavior for the end-point displacement R² ∼L and by free-energy fluctuations of order ΔF(L) ∼O(1). The low-temperature phase is characterized by an anomalous wandering exponent R²/L ∼L^ω and by free-energy fluctuations of order ΔF(L) ∼L^ω where ω∼0.18. In this paper, we first study the scaling behavior of various properties to localize the critical temperature T_c. Our results concerning R²/L and ΔF(L) point towards 0.76 < T_c ≤T₂=0.79, so our conclusion is that T_c is equal or very close to the upper bound T₂ derived by Derrida and coworkers (T₂ corresponds to the temperature above which the ratio remains finite as L ↦ ∞). We then present histograms for the free-energy, energy and entropy over disorder samples. For T ≫T_c, the free-energy distribution is found to be Gaussian. For T ≪T_c, the free-energy distribution coincides with the ground state energy distribution, in agreement with the zero-temperature fixed point picture. Moreover the entropy fluctuations are of order ΔS ∼L^1/2 and follow a Gaussian distribution, in agreement with the droplet predictions, where the free-energy term ΔF ∼L^ω is a near cancellation of energy and entropy contributions of order L^1/2.     

Kinetic market models with single commodity having price fluctuations

We study here numerically the behavior of an ideal gas like model of markets having only one non-consumable commodity. We investigate the behavior of the steady-state distributions of money, commodity and total wealth, as the dynamics of trading or exchange of money and commodity proceeds, with local (in time) fluctuations in the price of the commodity. These distributions are studied in markets with agents having uniform and random saving factors. The self-organizing features in money distribution are similar to the cases without any commodity (or with consumable commodities), while the commodity distribution shows an exponential decay. The wealth distribution shows interesting behavior: gamma like distribution for uniform saving propensity and has the same power-law tail, as that of the money distribution, for a market with agents having random saving propensity.     

Soluble models for dynamics driven by a super-diffusive noise

We explicitly discuss scalar Langevin type of equations where the deterministic part is linear, but where the integrated noise source is a non-linear diffusion process exhibiting superdiffusive behavior. We calculate transient and stationary probabilities and study the possibility of noise induced transitions from a unimodal to a bimodal probability shape. Illustrations from finance and dynamical systems are given.     

小世界神经元网络随机共振现象:混合突触和部分时滞的影响

实际神经元网络中,信息传递时电突触和化学突触同时存在,并且有些神经元间的时滞很小可以忽略.本文构建了带有不同类型突触耦合的小世界网络,研究部分时滞、混合突触及噪声对随机共振的影响.结果表明:兴奋性和抑制性突触的比例影响共振的产生;在抑制性突触为主的网络里,几乎不产生随机共振.系统最佳噪声强度和化学突触比例大致呈线性递增关系;特别是在以化学耦合为主的混合突触网络里,仅当兴奋性突触与抑制性突触比例约为4:1时,噪声才可诱导网络产生共振行为.在此比例下,引入部分时滞发现时滞可诱导网络产生随机多共振,且随网络中时滞边比例的增加,系统响应强度达到最优水平的时滞取值区间逐渐变窄;同时发现,网络中含有的化学突触越多,部分时滞诱导产生的多共振行为越强.此外,当时滞为系统固有周期的整数倍时,时滞越大共振所对应的噪声区域越广;并且网络中时滞边越多,越容易促使噪声和时滞诱导其产生明显的共振行为.     

Kinetic limits of the HPP cellular automaton

We study the Boltzmann-Grad limit in various versions of the two-dimensional HPP cellular automaton. In the completely deterministic case we prove convergence to an evolution that is not of kinetic type, a well-known phenomenon after Uchyiama's paper on the Broadwell gas, whereas the limiting equation becomes of kinetic type in the model with random collisions. The main part of the paper concerns the case where the collisions are deterministic and the randomness comes from inserting, between any two successive HPP updatings, ^- stirring updatings, <1 being any fixed positive number and a parameter which tends to 0. The initial measure is a product measure with average occupation numbers of the order of (low-density limit) and varying on distances of the order of ^–1. The limit as 0 of the system evolved for times of the order of ^-1- corresponds to the Boltzmann-Grad limit. We prove propagation of chaos and that the renormalized average occupation numbers (i.e., divided by) converge to the solution of the Broadwell equation. Convergence is proven at all times for which the solution of the Broadwell equation is bounded.     

Higher-order implicit strong numerical schemes for stochastic differential equations

Higher-order implicit numerical methods which are suitable for stiff stochastic differential equations are proposed. These are based on a stochastic Taylor expansion and converge strongly to the corresponding solution of the stochastic differential equation as the time step size converges to zero. The regions of absolute stability of these implicit and related explicit methods are also examined.     

Measuring causality by taking the directional symbolic mutual information approach

We propose a novel measure to assess causality through the comparison of symbolic mutual information between the future of one random quantity and the past of the other.This provides a new perspective that is different from the conventional conceptions.Based on this point of view,a new causality index is derived that uses the definition of directional symbolic mutual information.This measure presents properties that are different from the time delayed mutual information since the symbolization captures the dynamic features of the analyzed time series.In addition to characterizing the direction and the amplitude of the information flow,it can also detect coupling delays.This method has the property of robustness,conceptual simplicity,and fast computational speed.