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The influence of statistical properties of Fourier coefficients on random surfaces: Many examples of natural systems can be described by random Gaussian surfaces. Much can be learned by analyzing the Fourier expansion of the surfaces, from which it is possible to determine the corresponding Hurst exponent and consequently establish the presence of scale invariance. We show that this symmetry is not affected by the distribution of the modulus of the Fourier coefficients. Furthermore, we investigate the role of the Fourier phases of random surfaces. In particular, we show how the surface is affected by a non-uniform distribution of phases.
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Gaussian fluctuations in an ideal bose-gas -- a simple model: Based on the canonical ensemble, we suggested the simple scheme for taking into account Gaussian fluctuations in a finite system of ideal boson gas. Within framework of scheme we investigated the influence of fluctuations on the particle distribution in Bose -gas for two cases - with taking into account the number of particles in the ground state and without this assumption. The temperature and fluctuation parameter dependences of the modified Bose- Einstein distribution have been determined. Also the dependence of the condensation temperature on the fluctuation distribution parameter has been obtained.
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Pushing the limits of EPD zeros method: The use of partition function zeros in the study of phase transition is growing in the last decade mainly due to improved numerical methods as well as novel formulations and analysis. In this paper the impact of different parameters choice for the energy probability distribution (EPD) zeros recently introduced by Costa et al is explored in search for optimal values. Our results indicate that the EPD method is very robust against parameter variations and only small deviations on estimated critical temperatures are found even for large variation of parameters, allowing to obtain accurate results with low computational cost. A proposal to circumvent potential convergence issues of the original algorithm is presented and validated for the case where it occurs.
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Intermolecular effects in the center-of-mass dynamics of unentangled polymer fluids: We investigate the anomalous dynamics of unentangled polymer melts. The proposed equation of motion formally relates the anomalous center-of-mass diffusion, as observed in computer simulations and experiments, to the nature of the effective intermolecular mean-force potential. An analytical Gaussian-core form of the potential between the centers of mass of two polymers is derived, which agrees with computer simulations and allows the analytical solution of the equation of motion. The calculated center-of-mass dynamics is characterized by an initial subdiffusive regime that persists for the spatial range of the intermolecular mean-force potential, and for time intervals shorter than the first intramolecular relaxation time, in agreement with experiments and computer simulations of unentangled polymer melt dynamics.
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Large deviations and conditioning for chaotic non-invertible deterministic maps: analysis via the forward deterministic dynamics and the backward stochastic dynamics: The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares, arXiv:2304.13754 are revisited in order to analyze in detail the similarities and the differences with the case of stochastic Markov chains. To be concrete, we focus on the simplest example displaying the two essential properties of local-stretching and global-folding, namely the doubling map $ x_{t+1} = 2 x_t [\text{mod} 1] $ on the real-space interval $x \in [0,1[$ that can be also analyzed via the decomposition $x= \sum_{l=1}^{+\infty} \frac{\sigma_l}{2^l} $ into binary coefficients $\sigma_l=0,1$. The large deviations properties of trajectory observables can be studied either via deformations of the forward deterministic dynamics or via deformations of the backward stochastic dynamics. Our main conclusions concerning the construction of the corresponding Doob canonical conditioned processes are: (i) non-trivial conditioned dynamics can be constructed only in the backward stochastic perspective where the reweighting of existing transitions is possible, and not in the forward deterministic perspective ; (ii) the corresponding conditioned steady state is not smooth on the real-space interval $x \in [0,1[$ and can be better characterized in the binary space $\sigma_{l=1,2,..,+\infty}$. As a consequence, the backward stochastic dynamics in the binary space is also the most appropriate framework to write the explicit large deviations at level 2 for the probability of the empirical density of long backward trajectories.
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Renormalization-group study of the many-body localization transition in one dimension: Using a new approximate strong-randomness renormalization group (RG), we study the many-body localized (MBL) phase and phase transition in one-dimensional quantum systems with short-range interactions and quenched disorder. Our RG is built on those of Zhang $\textit{et al.}$ [1] and Goremykina $\textit{et al.}$ [2], which are based on thermal and insulating blocks. Our main addition is to characterize each insulating block with two lengths: a physical length, and an internal decay length $\zeta$ for its effective interactions. In this approach, the MBL phase is governed by a RG fixed line that is parametrized by a global decay length $\tilde{\zeta}$, and the rare large thermal inclusions within the MBL phase have a fractal geometry. As the phase transition is approached from within the MBL phase, $\tilde{\zeta}$ approaches the finite critical value corresponding to the avalanche instability, and the fractal dimension of large thermal inclusions approaches zero. Our analysis is consistent with a Kosterlitz-Thouless-like RG flow, with no intermediate critical MBL phase.
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Statics and dynamics of the ten-state nearest-neighbor Potts glass on the simple-cubic lattice: We present the results of Monte Carlo simulations of two different Potts glass models with short range random interactions. In the first model a \pm J-distribution of the bonds is chosen, in the second model a Gaussian distribution. In both cases the first two moments of the distribution are chosen to be J_0=-1, Delta J=+1, so that no ferromagnetic ordering of the Potts spins can occur. We find that for all temperatures investigated the spin glass susceptibility remains finite, the spin glass order parameter remains zero, and that the specific heat has only a smooth Schottky-like peak. These results can be understood quantitatively by considering small but independent clusters of spins. Hence we have evidence that there is no static phase transition at any nonzero temperature. Consistent with these findings, only very minor size effects are observed, which implies that all correlation lengths of the models remain very short. We also compute for both models the time auto-correlation function C(t) of the Potts spins. While in the Gaussian model C(t) shows a smooth uniform decay, the correlator for the \pm J model has several distinct steps. These steps correspond to the breaking of bonds in small clusters of ferromagnetically coupled spins (dimers, trimers, etc.). The relaxation times follow simple Arrhenius laws, with activation energies that are readily interpreted within the cluster picture, giving evidence that the system does not have a dynamic transition at a finite temperature. Hence we find that for the present models all the transitions known for the mean-field version of the model are completely wiped out. Finally we also determine the time auto-correlation functions of individual spins, and show that the system is dynamically very heterogeneous.
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An Efficient Monte-Carlo Method for Calculating Free-Energy in Long-Range Interacting Systems: We present an efficient Monte-Carlo method for long-range interacting systems to calculate free energy as a function of an order parameter. In this method, a variant of the Wang-Landau method regarding the order parameter is combined with the stochastic cutoff method, which has recently been developed for long-range interacting systems. This method enables us to calculate free energy in long-range interacting systems with reasonable computational time despite the fact that no approximation is involved. This method is applied to a three-dimensional magnetic dipolar system to measure free energy as a function of magnetization. By using the present method, we can calculate free energy for a large system size of $16^3$ spins despite the presence of long-range magnetic dipolar interactions. We also discuss the merits and demerits of the present method in comparison with the conventional Wang-Landau method in which free energy is calculated from the joint density of states of energy and order parameter.
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Dynamical Rare event simulation techniques for equilibrium and non-equilibrium systems: I give an overview of rare event simulation techniques to generate dynamical pathways across high free energy barriers. The methods on which I will concentrate are the reactive flux approach, transition path sampling, (replica-exchange) transition interface sampling, partial path sampling/milestoning, and forward flux sampling. These methods have in common that they aim to simulate true molecular dynamics trajectories at a much faster rate than naive brute force molecular dynamics. The advantages and disadvantages of these methods are discussed and compared for a simple one-dimensional test system. These numerical results reveal some important pitfalls of the present non-equilibrium methods that have no easy solution and show that caution is necessary when interpreting their results.
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Bose-Einstein condensation under external conditions: We discuss the phenomenon of Bose-Einstein condensation under general external conditions using connections between partition sums and the heat-equation. Thermodynamical quantities like the critical temperature are given in terms of the heat-kernel coefficients of the associated Schr\"odinger equation. The general approach is applied to situations where the gas is confined by arbitrary potentials or by boxes of arbitrary shape.
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Exact thermodynamics and phase diagram of integrable t-J model with chiral interaction: We study the phase diagram and finite temperature properties of an integrable generalization of the one-dimensional super-symmetric t-J model containing interactions explicitly breaking parity-time reversal (PT) symmetries. To this purpose, we apply the quantum transfer matrix method which results in a finite set of non-linear integral equations. We obtain numerical solutions to these equations leading to results for thermodynamic quantities as function of temperature, magnetic field, particle density and staggering parameter. Studying the maxima lines of entropy at low but non zero temperature reveals the phase diagram of the model. There are ten different phases which we may classify in terms of the qualitative behaviour of auxiliary functions, closely related to the dressed energy functions.
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Three lectures on statistical mechanics: These lectures were prepared for the 2014 PCMI graduate summer school and were designed to be a lightweight introduction to statistical mechanics for mathematicians. The applications feature some of the themes of the summer school: sphere packings and tilings.
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Application of a time-convolutionless stochastic Schrödinger equation to energy transport and thermal relaxation: Quantum stochastic methods based on effective wave functions form a framework for investigating the generally non-Markovian dynamics of a quantum-mechanical system coupled to a bath. They promise to be computationally superior to the master-equation approach, which is numerically expensive for large dimensions of the Hilbert space. Here, we numerically investigate the suitability of a known stochastic Schr\"odinger equation that is local in time to give a description of thermal relaxation and energy transport. This stochastic Schr\"odinger equation can be solved with a moderate numerical cost, indeed comparable to that of a Markovian system, and reproduces the dynamics of a system evolving according to a general non-Markovian master equation. After verifying that it describes thermal relaxation correctly, we apply it for the first time to the energy transport in a spin chain. We also discuss a portable algorithm for the generation of the coloured noise associated with the numerical solution of the non-Markovian dynamics.
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Behavior of pressure and viscosity at high densities for two-dimensional hard and soft granular materials: The pressure and the viscosity in two-dimensional sheared granular assemblies are investigated numerically. The behavior of both pressure and viscosity is smoothly changing qualitatively when starting from a mono-disperse hard-disk system without dissipation and moving towards a system of (i) poly-disperse, (ii) soft particles with (iii) considerable dissipation. In the rigid, elastic limit of mono-disperse systems, the viscosity is approximately inverse proportional to the area fraction difference from $\phi_{\eta} \simeq 0.7$, but the pressure is still finite at $\phi_{\eta}$. In moderately soft, dissipative and poly-disperse systems, on the other hand, we confirm the recent theoretical prediction that both scaled pressure (divided by the kinetic temperature $T$) and scaled viscosity (divided by $\sqrt{T}$) diverge at the same density, i.e., the jamming transition point $\phi_J > \phi_\eta$, with the exponents -2 and -3, respectively. Furthermore, we observe that the critical region of the jamming transition becomes invisible as the restitution coefficient approaches unity, i.e. for vanishing dissipation. In order to understand the conflict between these two different predictions on the divergence of the pressure and the viscosity, the transition from soft to hard particles is studied in detail and the dimensionless control parameters are defined as ratios of various time-scales. We introduce a dimensionless number, i.e. the ratio of dissipation rate and shear rate, that can identify the crossover from the scaling of very hard, i.e. rigid disks to the scaling in the soft, jamming regime.
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Stochastic dynamics of N correlated binary variables and non-extensive statistical mechanics: The non-extensive statistical mechanics has been applied to describe a variety of complex systems with inherent correlations and feedback loops. Here we present a dynamical model based on previously proposed static model exhibiting in the thermodynamic limit the extensivity of the Tsallis entropy with q<1 as well as a q-Gaussian distribution. The dynamical model consists of a one-dimensional ring of particles characterized by correlated binary random variables, which are allowed to flip according to a simple random walk rule. The proposed dynamical model provides an insight how a mesoscopic dynamics characterized by the non-extensive statistical mechanics could emerge from a microscopic description of the system.
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Effective Temperature in an Interacting, Externally Driven, Vertex System: Theory and Experiment on Artificial Spin Ice: Frustrated arrays of interacting single-domain nanomagnets provide important model systems for statistical mechanics, because they map closely onto well-studied vertex models and are amenable to direct imaging and custom engineering. Although these systems are manifestly athermal, we demonstrate that the statistical properties of both hexagonal and square lattices can be described by an effective temperature based on the magnetostatic energy of the arrays. This temperature has predictive power for the moment configurations and is intimately related to how the moments are driven by an oscillating external field.
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Thermodynamics of the Coarse-Graining Master Equation: We study the coarse-graining approach to derive a generator for the evolution of an open quantum system over a finite time interval. The approach does not require a secular approximation but nevertheless generally leads to a Lindblad-Gorini-Kossakowski-Sudarshan generator. By combining the formalism with Full Counting Statistics, we can demonstrate a consistent thermodynamic framework, once the switching work required for the coupling and decoupling with the reservoir is included. Particularly, we can write the second law in standard form, with the only difference that heat currents must be defined with respect to the reservoir. We exemplify our findings with simple but pedagogical examples.
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Monte Carlo study of an anisotropic Ising multilayer with antiferromagnetic interlayer couplings: We present a Monte Carlo study of the magnetic properties of an Ising multilayer ferrimagnet. The system consists of two kinds of non-equivalent planes, one of which is site-diluted. All intralayer couplings are ferromagnetic. The different kinds of planes are stacked alternately and the interlayer couplings are antiferromagnetic. We perform the simulations using the Wolff algorithm and employ multiple histogram reweighting and finite-size scaling methods to analyze the data with special emphasis on the study of compensation phenomena. Compensation and critical temperatures of the system are obtained as functions of the Hamiltonian parameters and we present a detailed discussion about the contribution of each parameter to the presence or absence of the compensation effect. A comparison is presented between our results and those reported in the literature for the same model using the pair approximation. We also compare our results with those obtained through both the pair approximation and Monte Carlo simulations for the bilayer system.
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Fluctuations of isolated and confined surface steps of monoatomic height: The temporal evolution of equilibrium fluctuations for surface steps of monoatomic height is analyzed studying one-dimensional solid-on-solid models. Using Monte Carlo simulations, fluctuations due to periphery-diffusion (PD) as well as due to evaporation-condensation (EC) are considered, both for isolated steps and steps confined by the presence of straight steps. For isolated steps, the dependence of the characteristic power-laws, their exponents and prefactors, on temperature, slope, and curvature is elucidated, with the main emphasis on PD, taking into account finite-size effects. The entropic repulsion due to a second straight step may lead, among others, to an interesting transient power-law like growth of the fluctuations, for PD. Findings are compared to results of previous Monte Carlo simulations and predictions based, mostly, on scaling arguments and Langevin theory.
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Anomalous behavior of ideal Fermi gas below two dimensions: Normal behavior of the thermodynamic properties of a Fermi gas in $d>2$ dimensions, integer or not, means monotonically increasing or decreasing of its specific heat, chemical potential or isothermal sound velocity, all as functions of temperature. However, for $0<d<2$ dimensions these properties develop a ``hump'' (or ``trough'') which increases (or deepens) as $d\to 0$. Though not the phase transition signaled by the sharp features (``cusp'' or ``jump'') in those properties for the ideal Bose gas in $d>2$ (known as the Bose-Einstein condensation), it is nevertheless an intriguing structural anomaly which we exhibit in detail.
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Freezing and clustering transitions for penetrable spheres: We consider a system of spherical particles interacting by means of a pair potential equal to a finite constant for interparticle distances smaller than the sphere diameter and zero outside. The model may be a prototype for the interaction between micelles in a solvent [C. Marquest and T. A. Witten, J. Phys. France 50, 1267 (1989)]. The phase diagram of these penetrable spheres is investigated using a combination of cell- and density functional theory for the solid phase together with simulations for the fluid phase. The system displays unusual phase behavior due to the fact that, in the solid, the optimal configuration is achieved when certain fractions of lattice sites are occupied by more than one particle, a property that we call `clustering'. We find that freezing from the fluid is followed, by increasing density, by a cascade of second-order, clustering transitions in the crystal.
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Quantum critical behavior of itinerant ferromagnets: We investigate the quantum phase transition of itinerant ferromagnets. It is shown that correlation effects in the underlying itinerant electron system lead to singularities in the order parameter field theory that result in an effective long-range interaction between the spin fluctuations. This interaction turns out to be generically {\em antiferromagnetic} for clean systems. In disordered systems analogous correlation effects lead to even stronger singularities. The resulting long-range interaction is, however, generically ferromagnetic. We discuss two possibilities for the ferromagnetic quantum phase transition. In clean systems, the transition is generically of first order, as is experimentally observed in MnSi. However, under certain conditions the transition may be continuous with non-mean field critical behavior. In disordered systems, one finds a very rich phase diagram showing first order and continuous phase transitions and several multicritical points.
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Information Geometry of q-Gaussian Densities and Behaviors of Solutions to Related Diffusion Equations: This paper presents new geometric aspects of the behaviors of solutions to the porous medium equation (PME) and its associated equation. First we discuss the Legendre structure with information geometry on the manifold of generalized exponential densities. Next by considering such a structure in particular on the q-Gaussian densities, we derive several physically and geometrically interesting properties of the solutions. They include, for example, characterization of the moment-conserving projection of a solution, evaluation of evolutional velocities of the second moments and the convergence rate to the manifold in terms of the geodesic curves, divergence and so on.
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Dynamics of Granular Stratification: Spontaneous stratification in granular mixtures has been recently reported by H. A. Makse et al. [Nature 386, 379 (1997)]. Here we study experimentally the dynamical processes leading to spontaneous stratification. Using a high-speed video camera, we study a rapid flow regime where the rolling grains size segregate during the avalanche. We characterize the dynamical process of stratification by measuring all relevant quantities: the velocity of the rolling grains, the velocity of the kink, the wavelength of the layers, the rate of collision between rolling and static grains, and all the angles of repose characterizing the mixture. The wavelength of the layers behaves linearly with the thickness of the layer of rolling grains (i.e., with the flow rate), in agreement with theoretical predictions. The velocity profile of the grains in the rolling phase is a linear function of the position of the grains along the moving layer. We also find that the speed of the upward-moving kink has the same value as the mean speed of the downward-moving grains. We measure the shape and size of the kink, as well as the profiles of the rolling and static phases of grains, and find agreement with recent theoretical predictions.
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Mapping of the unoccupied states and relevant bosonic modes via the time dependent momentum distribution: The unoccupied states of complex materials are difficult to measure, yet play a key role in determining their properties. We propose a technique that can measure the unoccupied states, called time-resolved Compton scattering, which measures the time-dependent momentum distribution (TDMD). Using a non-equilibrium Keldysh formalism, we study the TDMD for electrons coupled to a lattice in a pump-probe setup. We find a direct relation between temporal oscillations in the TDMD and the dispersion of the underlying unoccupied states, suggesting that both can be measured by time-resolved Compton scattering. We demonstrate the experimental feasibility by applying the method to a model of MgB$_2$ with realistic material parameters.
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Preparation and relaxation of very stable glassy states of a simulated liquid: We prepare metastable glassy states in a model glass-former made of Lennard-Jones particles by sampling biased ensembles of trajectories with low dynamical activity. These trajectories form an inactive dynamical phase whose `fast' vibrational degrees of freedom are maintained at thermal equilibrium by contact with a heat bath, while the `slow' structural degrees of freedom are located in deep valleys of the energy landscape. We examine the relaxation to equilibrium and the vibrational properties of these metastable states. The glassy states we prepare by our trajectory sampling method are very stable to thermal fluctuations and also more mechanically rigid than low-temperature equilibrated configurations.
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Third-harmonic exponent in three-dimensional N-vector models: We compute the crossover exponent associated with the spin-3 operator in three-dimensional O(N) models. A six-loop field-theoretical calculation in the fixed-dimension approach gives $\phi_3 = 0.601(10)$ for the experimentally relevant case N=2 (XY model). The corresponding exponent $\beta_3 = 1.413(10)$ is compared with the experimental estimates obtained in materials undergoing a normal-incommensurate structural transition and in liquid crystals at the smectic-A--hexatic-B phase transition, finding good agreement.
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Milestoning estimators of dissipation in systems observed at a coarse resolution: When ignorance is truly bliss: Many non-equilibrium, active processes are observed at a coarse-grained level, where different microscopic configurations are projected onto the same observable state. Such "lumped" observables display memory, and in many cases the irreversible character of the underlying microscopic dynamics becomes blurred, e.g., when the projection hides dissipative cycles. As a result, the observations appear less irreversible, and it is very challenging to infer the degree of broken time-reversal symmetry. Here we show, contrary to intuition, that by ignoring parts of the already coarse-grained state space we may -- via a process called milestoning -- improve entropy-production estimates. Milestoning systematically renders observations "closer to underlying microscopic dynamics" and thereby improves thermodynamic inference from lumped data assuming a given range of memory. Moreover, whereas the correct general physical definition of time-reversal in the presence of memory remains unknown, we here show by means of systematic, physically relevant examples that at least for semi-Markov processes of first and second order, waiting-time contributions arising from adopting a naive Markovian definition of time-reversal generally must be discarded.
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Universal threshold for the dynamical behavior of lattice systems with long-range interactions: Dynamical properties of lattice systems with long-range pair interactions, decaying like 1/r^{\alpha} with the distance r, are investigated, in particular the time scales governing the relaxation to equilibrium. Upon varying the interaction range \alpha, we find evidence for the existence of a threshold at \alpha=d/2, dependent on the spatial dimension d, at which the relaxation behavior changes qualitatively and the corresponding scaling exponents switch to a different regime. Based on analytical as well as numerical observations in systems of vastly differing nature, ranging from quantum to classical, from ferromagnetic to antiferromagnetic, and including a variety of lattice structures, we conjecture this threshold and some of its characteristic properties to be universal.
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Spontaneous symmetry breaking and Nambu-Goldstone modes in dissipative systems: We discuss spontaneous breaking of internal symmetry and its Nambu-Goldstone (NG) modes in dissipative systems. We find that there exist two types of NG modes in dissipative systems corresponding to type-A and type-B NG modes in Hamiltonian systems. To demonstrate the symmetry breaking, we consider a $O(N)$ scalar model obeying a Fokker-Planck equation. We show that the type-A NG modes in the dissipative system are diffusive modes, while they are propagating modes in Hamiltonian systems. We point out that this difference is caused by the existence of two types of Noether charges, $Q_R^\alpha$ and $Q_A^\alpha$: $Q_R^\alpha$ are symmetry generators of Hamiltonian systems, which are not conserved in dissipative systems. $Q_A^\alpha$ are symmetry generators of dissipative systems described by the Fokker-Planck equation, which are conserved. We find that the NG modes are propagating modes if $Q_R^\alpha$ are conserved, while those are diffusive modes if they are not conserved. We also consider a $SU(2)\times U(1)$ scalar model with a chemical potential to discuss the type-B NG modes. We show that the type-B NG modes have a different dispersion relation from those in the Hamiltonian systems.
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Comment on ``Solution of Classical Stochastic One-Dimensional Many-Body Systems'': In a recent Letter, Bares and Mobilia proposed the method to find solutions of the stochastic evolution operator $H=H_0 + {\gamma\over L} H_1$ with a non-trivial quartic term $H_1$. They claim, ``Because of the conservation of probability, an analog of the Wick theorem applies and all multipoint correlation functions can be computed.'' Using the Wick theorem, they expressed the density correlation functions as solutions of a closed set of integro-differential equations. In this Comment, however, we show that applicability of Wick theorem is restricted to the case $\gamma = 0$ only.
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Random Walk over Basins of Attraction to Construct Ising Energy Landscapes: An efficient algorithm is developed to construct disconnectivity graphs by a random walk over basins of attraction. This algorithm can detect a large number of local minima, find energy barriers between them, and estimate local thermal averages over each basin of attraction. It is applied to the SK spin glass Hamiltonian where existing methods have difficulties even for a moderate number of spins. Finite-size results are used to make predictions in the thermodynamic limit that match theoretical approximations and recent findings on the free energy landscapes of SK spin glasses.
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Einstein relation and hydrodynamics of nonequilibrium mass transport processes: We obtain hydrodynamic descriptions of a broad class of conserved-mass transport processes on a ring. These processes are governed by chipping, diffusion and coalescence of masses, where microscopic probability weights in their nonequilibrium steady states, having nontrivial correlations, are not known. In these processes, we analytically calculate two transport coefficients, the bulk-diffusion coefficient and the conductivity. We, remarkably, find that the two transport coefficients obey an equilibriumlike Einstein relation, although the microscopic dynamics does not satisfy detailed balance condition. Using macroscopic fluctuation theory, we also show that probability of density fluctuations obtained from the hydrodynamic description is in complete agreement with the same derived earlier in [Phys. Rev. E 93, 062135 (2016)] using an additivity property.
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Modelling quasicrystals at positive temperature: We consider a two-dimensional lattice model of equilibrium statistical mechanics, using nearest neighbor interactions based on the matching conditions for an aperiodic set of 16 Wang tiles. This model has uncountably many ground state configurations, all of which are nonperiodic. The question addressed in this paper is whether nonperiodicity persists at low but positive temperature. We present arguments, mostly numerical, that this is indeed the case. In particular, we define an appropriate order parameter, prove that it is identically zero at high temperatures, and show by Monte Carlo simulation that it is nonzero at low temperatures.
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Correlation Effects in Ultracold Two-Dimensional Bose Gases: We study various properties of an ultracold two-dimensional (2D) Bose gas that are beyond a mean-field description. We first derive the effective interaction for such a system as realized in current experiments, which requires the use of an energy dependent $T$-matrix. Using this result, we then solve the mean-field equation of state of the modified Popov theory, and compare it with the usual Hartree-Fock theory. We show that even though the former theory does not suffer from infrared divergences in both the normal and superfluid phases, there is an unphysical density discontinuity close to the Berezinskii-Kosterlitz-Thouless transition. We then improve upon the mean-field description by using a renormalization group approach and show how the density discontinuity is resolved. The flow equations in two dimensions, in particular, of the symmetry-broken phase, already contain some unique features pertinent to the 2D XY model, even though vortices have not been included explicitly. We also compute various many-body correlators, and show that correlation effects beyond the Hartree-Fock theory are important already in the normal phase as criticality is approached. We finally extend our results to the inhomogeneous case of a trapped Bose gas using the local-density approximation and show that close to criticality, the renormalization group approach is required for the accurate determination of the density profile.
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Nanowire reconstruction under external magnetic fields: We consider the different structures that a magnetic nanowire adsorbed on a surface may adopt under the influence of external magnetic or electric fields. First, we propose a theoretical framework based on an Ising-like extension of the 1D Frenkel-Kontorova model, which is analysed in detail using the transfer matrix formalism, determining a rich phase diagram displaying structural reconstructions at finite fields and an antiferromagnetic-paramagnetic phase transition of second order. Our conclusions are validated using ab initio calculations with density functional theory, paving the way for the search of actual materials where this complex phenomenon can be observed in the laboratory.
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Quantum critical behaviors and decoherence of weakly coupled quantum Ising models within an isolated global system: We discuss the quantum dynamics of an isolated composite system consisting of weakly interacting many-body subsystems. We focus on one of the subsystems, S, and study the dependence of its quantum correlations and decoherence rate on the state of the weakly-coupled complementary part E, which represents the environment. As a theoretical laboratory, we consider a composite system made of two stacked quantum Ising chains, locally and homogeneously weakly coupled. One of the chains is identified with the subsystem S under scrutiny, and the other one with the environment E. We investigate the behavior of S at equilibrium, when the global system is in its ground state, and under out-of-equilibrium conditions, when the global system evolves unitarily after a soft quench of the coupling between S and E. When S develops quantum critical correlations in the weak-coupling regime, the associated scaling behavior crucially depends on the quantum state of E whether it is characterized by short-range correlations (analogous to those characterizing disordered phases in closed systems), algebraically decaying correlations (typical of critical systems), or long-range correlations (typical of magnetized ordered phases). In particular, different scaling behaviors, depending on the state of E, are observed for the decoherence of the subsystem S, as demonstrated by the different power-law divergences of the decoherence susceptibility that quantifies the sensitivity of the coherence to the interaction with E.
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Fluctuations and correlations in hexagonal optical patterns: We analyze the influence of noise in transverse hexagonal patterns in nonlinear Kerr cavities. The near field fluctuations are determined by the neutrally stable Goldstone modes associated to translational invariance and by the weakly damped soft modes. However these modes do not contribute to the far field intensity fluctuations which are dominated by damped perturbations with the same wave vectors than the pattern. We find strong correlations between the intensity fluctuations of any arbitrary pair of wave vectors of the pattern. Correlation between pairs forming 120 degrees is larger than between pairs forming 180 degrees, contrary to what a naive interpretation of emission in terms of twin photons would suggest.
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Knot probabilities in equilateral random polygons: We consider the probability of knotting in equilateral random polygons in Euclidean 3-dimensional space, which model, for instance, random polymers. Results from an extensive Monte Carlo dataset of random polygons indicate a universal scaling formula for the knotting probability with the number of edges. This scaling formula involves an exponential function, independent of knot type, with a power law factor that depends on the number of prime components of the knot. The unknot, appearing as a composite knot with zero components, scales with a small negative power law, contrasting with previous studies that indicated a purely exponential scaling. The methodology incorporates several improvements over previous investigations: our random polygon data set is generated using a fast, unbiased algorithm, and knotting is detected using an optimised set of knot invariants based on the Alexander polynomial.
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The effect of disorder on the hierarchical modularity in complex systems: We consider a system hierarchically modular, if besides its hierarchical structure it shows a sequence of scale separations from the point of view of some functionality or property. Starting from regular, deterministic objects like the Vicsek snowflake or the deterministic scale free network by Ravasz et al. we first characterize the hierarchical modularity by the periodicity of some properties on a logarithmic scale indicating separation of scales. Then we introduce randomness by keeping the scale freeness and other important characteristics of the objects and monitor the changes in the modularity. In the presented examples sufficient amount of randomness destroys hierarchical modularity. Our findings suggest that the experimentally observed hierarchical modularity in systems with algebraically decaying clustering coefficients indicates a limited level of randomness.
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Generalized Entropies and Statistical Mechanics: We consider the problem of defining free energy and other thermodynamic functions when the entropy is given as a general function of the probablity distribution, including that for non extensive forms. We find that the free energy, which is central to the determination of all other quantities, can be obtained uniquely numerically ebven when it is the root of a transcendental equation. In particular we study the cases for Tsallis form and a new form proposed by us recently. We compare the free energy, the internal energy and the specific heat of a simple system two energy states for each of these forms.
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Minimal entropy production in the presence of anisotropic fluctuations: Anisotropy in temperature, chemical potential, or ion concentration, provides the fuel that feeds dynamical processes that sustain life. At the same time, anisotropy is a root cause of incurred losses manifested as entropy production. In this work we consider a rudimentary model of an overdamped stochastic thermodynamic system in an anisotropic temperature heat bath, and study minimum entropy production when driving the system between thermodynamic states in finite time. While entropy production in isotropic temperature environments can be expressed in terms of the length (in the Wasserstein-2 metric) traversed by the thermodynamic state of the system, anisotropy complicates substantially the mechanism of entropy production since, besides dissipation, seepage of energy between ambient anisotropic heat sources by way of the system dynamics is often a major contributing factor. A key result of the paper is to show that in the presence of anisotropy, minimization of entropy production can once again be expressed via a modified Optimal Mass Transport (OMT) problem. However, in contrast to the isotropic situation that leads to a classical OMT problem and a Wasserstein length, entropy production may not be identically zero when the thermodynamic state remains unchanged (unless one has control over non-conservative forces); this is due to the fact that maintaining a Non-Equilibrium Steady-State (NESS) incurs an intrinsic entropic cost that can be traced back to a seepage of heat between heat baths. As alluded to, NESSs represent hallmarks of life, since living matter by necessity operates far from equilibrium. Therefore, the question studied herein, to characterize minimal entropy production in anisotropic environments, appears of central importance in biological processes and on how such processes may have evolved to optimize for available usage of resources.
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Metastability for a stochastic dynamics with a parallel heat bath updating rule: We consider the problem of metastability for a stochastic dynamics with a parallel updating rule with single spin rates equal to those of the heat bath for the Ising nearest neighbors interaction. We study the exit from the metastable phase, we describe the typical exit path and evaluate the exit time. We prove that the phenomenology of metastability is different from the one observed in the case of the serial implementation of the heat bath dynamics. In particular we prove that an intermediate chessboard phase appears during the excursion from the minus metastable phase toward the plus stable phase.
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Exploring Conformational Landscapes Along Anharmonic Low-Frequency Vibrations: We aim to automatize the identification of collective variables to simplify and speed up enhanced sampling simulations of conformational dynamics in biomolecules. We focus on anharmonic low-frequency vibrations that exhibit fluctuations on timescales faster than conformational transitions but describe a path of least resistance towards structural change. A key challenge is that harmonic approximations are ill-suited to characterize these vibrations, which are observed at far-infrared frequencies and are easily excited by thermal collisions at room temperature. Here, we approached this problem with a frequency-selective anharmonic (FRESEAN) mode analysis that does not rely on harmonic approximations and successfully isolates anharmonic low-frequency vibrations from short molecular dynamics simulation trajectories. We applied FRESEAN mode analysis to simulations of alanine dipeptide, a common test system for enhanced sampling simulation protocols, and compare the performance of isolated low-frequency vibrations to conventional user-defined collective variables (here backbone dihedral angles) in enhanced sampling simulations. The comparison shows that enhanced sampling along anharmonic low-frequency vibrations not only reproduces known conformational dynamics but can even further improve sampling of slow transitions compared to user-defined collective variables. Notably, free energy surfaces spanned by low-frequency anharmonic vibrational modes exhibit lower barriers associated with conformational transitions relative to representations in backbone dihedral space. We thus conclude that anharmonic low-frequency vibrations provide a promising path for highly effective and fully automated enhanced sampling simulations of conformational dynamics in biomolecules.
cond-mat_stat-mech
Forward-Flux Sampling with Jumpy Order Parameters: Forward-flux sampling (FFS) is a path sampling technique that has gained increased popularity in recent years, and has been used to compute rates of rare event phenomena such as crystallization, condensation, hydrophobic evaporation, DNA hybridization and protein folding. The popularity of FFS is not only due to its ease of implementation, but also because it is not very sensitive to the particular choice of an order parameter. The order parameter utilized in conventional FFS, however, still needs to satisfy a stringent smoothness criterion in order to assure sequential crossing of FFS milestones. This condition is usually violated for order parameters utilized for describing aggregation phenomena such as crystallization. Here, we present a generalized FFS algorithm for which this smoothness criterion is no longer necessary, and apply it to compute homogeneous crystal nucleation rates in several systems. Our numerical tests reveal that conventional FFS can sometimes underestimate the nucleation rate by several orders of magnitude.
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Extreme event statistics of daily rainfall: Dynamical systems approach: We analyse the probability densities of daily rainfall amounts at a variety of locations on the Earth. The observed distributions of the amount of rainfall fit well to a q-exponential distribution with exponent q close to q=1.3. We discuss possible reasons for the emergence of this power law. On the contrary, the waiting time distribution between rainy days is observed to follow a near-exponential distribution. A careful investigation shows that a q-exponential with q=1.05 yields actually the best fit of the data. A Poisson process where the rate fluctuates slightly in a superstatistical way is discussed as a possible model for this. We discuss the extreme value statistics for extreme daily rainfall, which can potentially lead to flooding. This is described by Frechet distributions as the corresponding distributions of the amount of daily rainfall decay with a power law. On the other hand, looking at extreme event statistics of waiting times between rainy days (leading to droughts for very long dry periods) we obtain from the observed near-exponential decay of waiting times an extreme event statistics close to Gumbel distributions. We discuss superstatistical dynamical systems as simple models in this context.
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On the typical properties of inverse problems in statistical mechanics: In this work we consider the problem of extracting a set of interaction parameters from an high-dimensional dataset describing T independent configurations of a complex system composed of N binary units. This problem is formulated in the language of statistical mechanics as the problem of finding a family of couplings compatible with a corresponding set of empirical observables in the limit of large N. We focus on the typical properties of its solutions and highlight the possible spurious features which are associated with this regime (model condensation, degenerate representations of data, criticality of the inferred model). We present a class of models (complete models) for which the analytical solution of this inverse problem can be obtained, allowing us to characterize in this context the notion of stability and locality. We clarify the geometric interpretation of some of those aspects by using results of differential geometry, which provides means to quantify consistency, stability and criticality in the inverse problem. In order to provide simple illustrative examples of these concepts we finally apply these ideas to datasets describing two stochastic processes (simulated realizations of a Hawkes point-process and a set of time-series describing financial transactions in a real market).
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Counter-ion density profile around charged cylinders: the strong-coupling needle limit: Charged rod-like polymers are not able to bind all their neutralizing counter-ions: a fraction of them evaporates while the others are said to be condensed. We study here counter-ion condensation and its ramifications, both numerically by means of Monte Carlo simulations employing a previously introduced powerful logarithmic sampling of radial coordinates, and analytically, with special emphasis on the strong-coupling regime. We focus on the thin rod, or needle limit, that is naturally reached under strong coulombic couplings, where the typical inter-particle spacing $a'$ along the rod is much larger than its radius R. This regime is complementary and opposite to the simpler thick rod case where $a'\ll R$. We show that due account of counter-ion evaporation, a universal phenomenon in the sense that it occurs in the same clothing for both weakly and strongly coupled systems, allows to obtain excellent agreement between the numerical simulations and the strong-coupling calculations.
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Monte Carlo Results for Projected Self-Avoiding Polygons: A Two-dimensional Model for Knotted Polymers: We introduce a two-dimensional lattice model for the description of knotted polymer rings. A polymer configuration is modeled by a closed polygon drawn on the square diagonal lattice, with possible crossings describing pairs of strands of polymer passing on top of each other. Each polygon configuration can be viewed as the two- dimensional projection of a particular knot. We study numerically the statistics of large polygons with a fixed knot type, using a generalization of the BFACF algorithm for self-avoiding walks. This new algorithm incorporates both the displacement of crossings and the three types of Reidemeister transformations preserving the knot topology. Its ergodicity within a fixed knot type is not proven here rigorously but strong arguments in favor of this ergodicity are given together with a tentative sketch of proof. Assuming this ergodicity, we obtain numerically the following results for the statistics of knotted polygons: In the limit of a low crossing fugacity, we find a localization along the polygon of all the primary factors forming the knot. Increasing the crossing fugacity gives rise to a transition from a self-avoiding walk to a branched polymer behavior.
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Construction of the factorized steady state distribution in models of mass transport: For a class of one-dimensional mass transport models we present a simple and direct test on the chipping functions, which define the probabilities for mass to be transferred to neighbouring sites, to determine whether the stationary distribution is factorized. In cases where the answer is affirmative, we provide an explicit method for constructing the single-site weight function. As an illustration of the power of this approach, previously known results on the Zero-range process and Asymmetric random average process are recovered in a few lines. We also construct new models, namely a generalized Zero-range process and a binomial chipping model, which have factorized steady states.
cond-mat_stat-mech
Large Deviations of Convex Hulls of the "True" Self-Avoiding Random Walk: We study the distribution of the area and perimeter of the convex hull of the "true" self-avoiding random walk in a plane. Using a Markov chain Monte Carlo sampling method, we obtain the distributions also in their far tails, down to probabilities like $10^{-800}$. This enables us to test previous conjectures regarding the scaling of the distribution and the large-deviation rate function $\Phi$. In previous studies, e.g., for standard random walks, the whole distribution was governed by the Flory exponent $\nu$. We confirm this in the present study by considering expected logarithmic corrections. On the other hand, the behavior of the rate function deviates from the expected form. For this exception we give a qualitative reasoning.
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Boltzmann's entropy during free expansion of an interacting ideal gas: In this work we study the evolution of Boltzmann's entropy in the context of free expansion of a one dimensional interacting gas inside a box. Boltzmann's entropy is defined for single microstates and is given by the phase-space volume occupied by microstates with the same value of macrovariables which are coarse-grained physical observables. We demonstrate the idea of typicality in the growth of the Boltzmann's entropy for two choices of macro-variables -- the single particle phase space distribution and the hydrodynamic fields. Due to the presence of interaction, the growth curves for both these entropies are observed to converge to a monotonically increasing limiting curve, on taking the appropriate order of limits, of large system size and small coarse graining scale. Moreover, we observe that the limiting growth curves for the two choices of entropies are identical as implied by local thermal equilibrium. We also discuss issues related to finite size and finite coarse gaining scale which lead interesting features such as oscillations in the entropy growth curve. We also discuss shocks observed in the hydrodynamic fields.
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Levy Flights in Inhomogeneous Media: We investigate the impact of external periodic potentials on superdiffusive random walks known as Levy flights and show that even strongly superdiffusive transport is substantially affected by the external field. Unlike ordinary random walks, Levy flights are surprisingly sensitive to the shape of the potential while their asymptotic behavior ceases to depend on the Levy index $\mu $. Our analysis is based on a novel generalization of the Fokker-Planck equation suitable for systems in thermal equilibrium. Thus, the results presented are applicable to the large class of situations in which superdiffusion is caused by topological complexity, such as diffusion on folded polymers and scale-free networks.
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Generalized Theory of Landau Damping: Collisionless damping of electrical waves in plasma is investigated in the frame of the classical formulation of the problem. The new principle of regularization of the singular integral is used. The exact solution of the corresponding dispersion equation is obtained. The results of calculations lead to existence of discrete spectrum of frequencies and discrete spectrum of dispersion curves. Analytical results are in good coincidence with results of direct mathematical experiments. Key words: Foundations of the theory of transport processes and statistical physics; Boltzmann physical kinetics; damping of plasma waves, linear theory of wave`s propagation PACS: 67.55.Fa, 67.55.Hc
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An axiomatic characterization of a two-parameter extended relative entropy: The uniqueness theorem for a two-parameter extended relative entropy is proven. This result extends our previous one, the uniqueness theorem for a one-parameter extended relative entropy, to a two-parameter case. In addition, the properties of a two-parameter extended relative entropy are studied.
cond-mat_stat-mech
Dominance of extreme statistics in a prototype many-body Brownian ratchet: Many forms of cell motility rely on Brownian ratchet mechanisms that involve multiple stochastic processes. We present a computational and theoretical study of the nonequilibrium statistical dynamics of such a many-body ratchet, in the specific form of a growing polymer gel that pushes a diffusing obstacle. We find that oft-neglected correlations among constituent filaments impact steady-state kinetics and significantly deplete the gel's density within molecular distances of its leading edge. These behaviors are captured quantitatively by a self-consistent theory for extreme fluctuations in filaments' spatial distribution.
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Nematic - Isotropic Transition in Porous Media - a Monte Carlo Study: We propose a lattice model to simulate the influence of porous medium on the Nematic - Isotropic transition of liquid crystal confined to the pores. The effects of pore size and pore connectivity are modelled through a disorder parameter. Monte Carlo calculations based on the model leads to results that compare well with experiments.
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A Worm Algorithm for Two-Dimensional Spin Glasses: A worm algorithm is proposed for the two-dimensional spin glasses. The method is based on a low-temperature expansion of the partition function. The low-temperature configurations of the spin glass on square lattice can be viewed as strings connecting pairs of frustrated plaquettes. The worm algorithm directly manipulates these strings. It is shown that the worm algorithm is as efficient as any other types of cluster or replica-exchange algorithms. The worm algorithm is even more efficient if free boundary conditions are used. We obtain accurate low-temperature specific heat data consistent with a form c = T^{-2} exp(-2J/(k_BT)), where T is temperature and J is coupling constant, for the +/-J two-dimensional spin glass.
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Variation along liquid isomorphs of the driving force for crystallization: We investigate the variation of the driving force for crystallization of a supercooled liquid along isomorphs, curves along which structure and dynamics are invariant. The variation is weak, and can be predicted accurately for the Lennard-Jones fluid using a recently developed formalism and data at a reference temperature. More general analysis allows interpretation of experimental data for molecular liquids such as dimethyl phthalate and indomethacin, and suggests that the isomorph scaling exponent $\gamma$ in these cases is an increasing function of density, although this cannot be seen in measurements of viscosity or relaxation time.
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Comment on ``Deterministic equations of motion and phase ordering dynamics'': Zheng [Phys. Rev. E {\bf 61}, 153 (2000), cond-mat/9909324] claims that phase ordering dynamics in the microcanonical $\phi^4$ model displays unusual scaling laws. We show here, performing more careful numerical investigations, that Zheng only observed transient dynamics mostly due to the corrections to scaling introduced by lattice effects, and that Ising-like (model A) phase ordering actually takes place at late times. Moreover, we argue that energy conservation manifests itself in different corrections to scaling.
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Anisotropies of the Hamiltonian and the Wave Function: Inversion Phenomena in Quantum Spin Chains: We investigate the inversion phenomenon between the XXZ anisotropies of the Hamiltonian and the wave function in quantum spin chains, mainly focusing on the S=1/2 trimerized XXZ model with the next-nearest-neighbor interactions. We have obtained the ground-state phase diagram by use of the degenerate perturbation theory and the level spectroscopy analysis of the numerical data calculated by the Lanczos method. In some parameter regions, the spin-fluid is realized for the Ising-like anisotropy, and the Neel state for the XY-like anisotropy, against the ordinary situation.
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Instanton Approach to Large $N$ Harish-Chandra-Itzykson-Zuber Integrals: We reconsider the large $N$ asymptotics of Harish-Chandra-Itzykson-Zuber integrals. We provide, using Dyson's Brownian motion and the method of instantons, an alternative, transparent derivation of the Matytsin formalism for the unitary case. Our method is easily generalized to the orthogonal and symplectic ensembles. We obtain an explicit solution of Matytsin's equations in the case of Wigner matrices, as well as a general expansion method in the dilute limit, when the spectrum of eigenvalues spreads over very wide regions.
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Resonant diffusion on solid surfaces: A new approach to Brownian motion of atomic clusters on solid surfaces is developed. The main topic discussed is the dependence of the diffusion coefficient on the fit between the surface static potential and the internal cluster configuration. It is shown this dependence is non-monotonous, which is the essence of the so-called resonant diffusion. Assuming quicker inner motion of the cluster than its translation, adiabatic separation of these variables is possible and a relatively simple expression for the diffusion coefficient is obtained. In this way, the role of cluster vibrations is accounted for, thus leading to a more complex resonance in the cluster surface mobility.
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Anomalous spin frustration enforced by a magnetoelastic coupling in the mixed-spin Ising model on decorated planar lattices: The mixed spin-1/2 and spin-S Ising model on a decorated planar lattice accounting for lattice vibrations of decorating atoms is treated by making use of the canonical coordinate transformation, the decoration-iteration transformation, and the harmonic approximation. It is shown that the magnetoelastic coupling gives rise to an effective single-ion anisotropy and three-site four-spin interaction, which are responsible for the anomalous spin frustration of the decorating spins in virtue of a competition with the equilibrium nearest-neighbor exchange interaction between the nodal and decorating spins. The ground-state and finite-temperature phase diagrams are constructed for the particular case of the mixed spin-1/2 and spin-1 Ising model on a decorated square lattice for which thermal dependencies of the spontaneous magnetization and specific heat are also examined in detail. It is evidenced that a sufficiently strong magnetoelastic coupling leads to a peculiar coexistence of the antiferromagnetic long-range order of the nodal spins with the disorder of the decorating spins within the frustrated antiferromagnetic phase, which may also exhibit double reentrant phase transitions. The investigated model displays a variety of temperature dependencies of the total specific heat, which may involve in its magnetic part one or two logarithmic divergences apart from one or two additional round maxima superimposed on a standard thermal dependence of the lattice part of the specific heat.
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Dissolution in a field: We study the dissolution of a solid by continuous injection of reactive ``acid'' particles at a single point, with the reactive particles undergoing biased diffusion in the dissolved region. When acid encounters the substrate material, both an acid particle and a unit of the material disappear. We find that the lengths of the dissolved cavity parallel and perpendicular to the bias grow as t^{2/(d+1)} and t^{1/(d+1)}, respectively, in d-dimensions, while the number of reactive particles within the cavity grows as t^{2/(d+1)}. We also obtain the exact density profile of the reactive particles and the relation between this profile and the motion of the dissolution boundary. The extension to variable acid strength is also discussed.
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A Fractional entropy in Fractal phase space: properties and characterization: A two parameter generalization of Boltzmann-Gibbs-Shannon entropy based on natural logarithm is introduced. The generalization of the Shannon-Kinchinn axioms corresponding to the two parameter entropy is proposed and verified. We present the relative entropy, Jensen-Shannon divergence measure and check their properties. The Fisher information measure, relative Fisher information and the Jensen-Fisher information corresponding to this entropy are also derived. The canonical distribution maximizing this entropy is derived and is found to be in terms of the Lambert's W function. Also the Lesche stability and the thermodynamic stability conditions are verified. Finally we propose a generalization of a complexity measure and apply it to a two level system and a system obeying exponential distribution. The results are compared with the corresponding ones obtained using a similar measure based on the Shannon entropy.
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Dissipative Quantum Systems and the Heat Capacity Enigma: We present a detailed study of the quantum dissipative dynamics of a charged particle in a magnetic field. Our focus of attention is the effect of dissipation on the low- and high-temperature behavior of the specific heat at constant volume. After providing a brief overview of two distinct approaches to the statistical mechanics of dissipative quantum systems, viz., the ensemble approach of Gibbs and the quantum Brownian motion approach due to Einstein, we present exact analyses of the specific heat. While the low-temperature expressions for the specific heat, based on the two approaches, are in conformity with power-law temperature-dependence, predicted by the third law of thermodynamics, and the high-temperature expressions are in agreement with the classical equipartition theorem, there are surprising differences between the dependencies of the specific heat on different parameters in the theory, when calculations are done from these two distinct methods. In particular, we find puzzling influences of boundary-confinement and the bath-induced spectral cutoff frequency. Further, when it comes to the issue of approach to equilibrium, based on the Einstein method, the way the asymptotic limit (time going to infinity) is taken, seems to assume significance.
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A constrained stochastic state selection method applied to quantum spin systems: We describe a further development of the stochastic state selection method, which is a kind of Monte Carlo method we have proposed in order to numerically study large quantum spin systems. In the stochastic state selection method we make a sampling which is simultaneous for many states. This feature enables us to modify the method so that a number of given constraints are satisfied in each sampling. In this paper we discuss this modified stochastic state selection method that will be called the constrained stochastic state selection method in distinction from the previously proposed one (the conventional stochastic state selection method) in this paper. We argue that in virtue of the constrained sampling some quantities obtained in each sampling become more reliable, i.e. their statistical fluctuations are less than those from the conventional stochastic state selection method. In numerical calculations of the spin-1/2 quantum Heisenberg antiferromagnet on a 36-site triangular lattice we explicitly show that data errors in our estimation of the ground state energy are reduced. Then we successfully evaluate several low-lying energy eigenvalues of the model on a 48-site lattice. Our results support that this system can be described by the theory based on the spontaneous symmetry breaking in the semiclassical Neel ordered antiferromagnet.
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Dissipative Effects in Nonlinear Klein-Gordon Dynamics: We consider dissipation in a recently proposed nonlinear Klein-Gordon dynamics that admits soliton-like solutions of the power-law form $e_q^{i(kx-wt)}$, involving the $q$-exponential function naturally arising within the nonextensive thermostatistics [$e_q^z \equiv [1+(1-q)z]^{1/(1-q)}$, with $e_1^z=e^z$]. These basic solutions behave like free particles, complying, for all values of $q$, with the de Broglie-Einstein relations $p=\hbar k$, $E=\hbar \omega$ and satisfying a dispersion law corresponding to the relativistic energy-momentum relation $E^2 = c^2p^2 + m^2c^4 $. The dissipative effects explored here are described by an evolution equation that can be regarded as a nonlinear version of the celebrated telegraphists equation, unifying within one single theoretical framework the nonlinear Klein-Gordon equation, a nonlinear Schroedinger equation, and the power-law diffusion (porous media) equation. The associated dynamics exhibits physically appealing soliton-like traveling solutions of the $q$-plane wave form with a complex frequency $\omega$ and a $q$-Gaussian square modulus profile.
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Collective excitations of a periodic Bose condensate in the Wannier representation: We study the dispersion relation of the excitations of a dilute Bose-Einstein condensate confined in a periodic optical potential and its Bloch oscillations in an accelerated frame. The problem is reduced to one-dimensionality through a renormalization of the s-wave scattering length and the solution of the Bogolubov - de Gennes equations is formulated in terms of the appropriate Wannier functions. Some exact properties of a periodic one-dimensional condensate are easily demonstrated: (i) the lowest band at positive energy refers to phase modulations of the condensate and has a linear dispersion relation near the Brillouin zone centre; (ii) the higher bands arise from the superposition of localized excitations with definite phase relationships; and (iii) the wavenumber-dependent current under a constant force in the semiclassical transport regime vanishes at the zone boundaries. Early results by J. C. Slater [Phys. Rev. 87, 807 (1952)] on a soluble problem in electron energy bands are used to specify the conditions under which the Wannier functions may be approximated by on-site tight-binding orbitals of harmonic- oscillator form. In this approximation the connections between the low-lying excitations in a lattice and those in a harmonic well are easily visualized. Analytic results are obtained in the tight-binding scheme and are illustrated with simple numerical calculations for the dispersion relation and semiclassical transport in the lowest energy band, at values of the system parameters which are relevant to experiment.
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Phase diagram of asymmetric Fermi gas across Feshbach resonance: We study the phase diagram of the dilute two-component Fermi gas at zero temperature as a function of the polarization and coupling strength. We map out the detailed phase separations between superfluid and normal states near the Feshbach resonance. We show that there are three different coexistence of superfluid and normal phases corresponding to phase separated states between: (I) the partially polarized superfluid and the fully polarized normal phases, (II) the unpolarized superfluid and the fully polarized normal phases and (III) the unpolarized superfluid and the partially polarized normal phases from strong-coupling BEC side to weak-coupling BCS side. For pairing between two species, we found this phase separation regime gets wider and moves toward the BEC side for the majority species are heavier but shifts to BCS side and becomes narrow if they are lighter.
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A complete theory of low-energy phase diagrams for two-dimensional turbulence steady states and equilibria: For the 2D Euler equations and related models of geophysical flows, minima of energy--Casimir variational problems are stable steady states of the equations (Arnol'd theorems). The same variational problems also describe sets of statistical equilibria of the equations. In this paper, we make use of Lyapunov--Schmidt reduction in order to study the bifurcation diagrams for these variational problems, in the limit of small energy or, equivalently, of small departure from quadratic Casimir functionals. We show a generic occurrence of phase transitions, either continuous or discontinuous. We derive the type of phase transitions for any domain geometry and any model analogous to the 2D Euler equations. The bifurcations depend crucially on a_4, the quartic coefficient in the Taylor expansion of the Casimir functional around its minima. Note that a_4 can be related to the fourth moment of the vorticity in the statistical mechanics framework. A tricritical point (bifurcation from a continuous to a discontinuous phase transition) often occurs when a_4 changes sign. The bifurcations depend also on possible constraints on the variational problems (circulation, energy). These results show that the analytical results obtained with quadratic Casimir functionals by several authors are non-generic (not robust to a small change in the parameters).
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Energy fluctuations of a Brownian particle freely moving in a liquid: We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin equation that includes the inertia of both the particle and the displaced fluid, we derive an analytical expression for the probability density function of such a kinetic energy variation during an arbitrary time interval, which exactly amounts to the energy exchanged with the fluid in absence of external forces. We also determine all the moments of this probability distribution, which can be fully expressed in terms of a function that is proportional to the velocity autocorrelation function of the particle. The derived expressions are verified by means of numerical simulations of the stochastic motion of a particle in a viscous liquid with hydrodynamic backflow for representative values of the time-scales of the system. Furthermore, we also investigate the effect of viscoelasticity on the statistics of the kinetic energy variation of the particle, which reveals the existence of three distinct regimes of the energy exchange process depending on the values of the viscoelastic parameters of the fluid.
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Resonant Activation Phenomenon for Non-Markovian Potential-Fluctuation Processes: We consider a generalization of the model by Doering and Gadoua to non-Markovian potential-switching generated by arbitrary renewal processes. For the Markovian switching process, we extend the original results by Doering and Gadoua by giving a complete description of the absorption process. For all non-Markovian processes having the first moment of the waiting time distributions, we get qualitatively the same results as in the Markovian case. However, for distributions without the first moment, the mean first passage time curves do not exhibit the resonant activation minimum. We thus come to the conjecture that the generic mechanism of the resonant activation fails for fluctuating processes widely deviating from Markovian.
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Broken Ergodicity in classically chaotic spin systems: A one dimensional classically chaotic spin chain with asymmetric coupling and two different inter-spin interactions, nearest neighbors and all-to-all, has been considered. Depending on the interaction range, dynamical properties, as ergodicity and chaoticity are strongly different. Indeed, even in presence of chaoticity, the model displays a lack of ergodicity only in presence of all to all interaction and below an energy threshold, that persists in the thermodynamical limit. Energy threshold can be found analytically and results can be generalized for a generic XY model with asymmetric coupling.
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Computer simulation of fluid phase transitions: The task of accurately locating fluid phase boundaries by means of computer simulation is hampered by problems associated with sampling both coexisting phases in a single simulation run. We explain the physical background to these problems and describe how they can be tackled using a synthesis of biased Monte Carlo sampling and histogram extrapolation methods, married to a standard fluid simulation algorithm. It is demonstrated that the combined approach provides a powerful method for tracing fluid phase boundaries.
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Efficiency fluctuations of small machines with unknown losses: The efficiency statistics of a small thermodynamic machine has been recently investigated assuming that the total dissipation was a linear combination of two currents: the input and output currents. Here, we relax this standard assumption and reconsider the question of the efficiency fluctuations for a machine involving three different processes, first in full generality and second for two different examples. Since the third process may not be measurable and/or may decrease the machine efficiency, our motivation is to study the effect of unknown losses in small machines.
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Nonequilibrium work statistics of an Aharonov-Bohm flux: We investigate the statistics of work performed on a noninteracting electron gas confined into a ring as a threaded magnetic field is turned on. For an electron gas initially prepared in a grand canonical state it is demonstrated that the Jarzynski equality continues to hold in this case, with the free energy replaced by the grand potential. The work distribution displays a marked dependence on the temperature. While in the classical (high temperature) regime, the work probability density function follows a Gaussian distribution and the free energy difference entering the Jarzynski equality is null, the free energy difference is finite in the quantum regime, and the work probability distribution function becomes multimodal. We point out the dependence of the work statistics on the number of electrons composing the system.
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Preroughening transitions in a model for Si and Ge (001) type crystal surfaces: The uniaxial structure of Si and Ge (001) facets leads to nontrivial topological properties of steps and hence to interesting equilibrium phase transitions. The disordered flat phase and the preroughening transition can be stabilized without the need for step-step interactions. A model describing this is studied numerically by transfer matrix type finite-size-scaling of interface free energies. Its phase diagram contains a flat, rough, and disordered flat phase, separated by roughening and preroughening transition lines. Our estimate for the location of the multicritical point where the preroughening line merges with the roughening line, predicts that Si and Ge (001) undergo preroughening induced simultaneous deconstruction transitions.
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First-order phase transition in $1d$ Potts model with long-range interactions: The first-order phase transition in the one-dimensional $q$-state Potts model with long-range interactions decaying with distance as $1/r^{1+\sigma}$ has been studied by Monte Carlo numerical simulations for $0 < \sigma \le 1$ and integer values of $q > 2$. On the basis of finite-size scaling analysis of interface free energy $\Delta F_L$, specific heat and Binder's fourth order cumulant, we obtain the first-order transition which occurs for $\sigma$ below a threshold value $\sigma_c(q)$.
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Reply to the comment on "Avalanches and Non-Gaussian Fluctuations of the Global Velocity of Imbibition Fronts": In [R. Planet, S. Santucci and J. Ortin, Phys. Rev. Lett. 102, 094502 (2009)], we reported that both the size and duration of the global avalanches observed during a forced imbibition process follow power law distributions with cut-offs. Following a comment by G. Pruessner, we discuss here the right procedure to perfom, in order to extract reliable exponents characterising those pdf's.
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An exact solution of the inelastic Boltzmann equation for the Couette flow with uniform heat flux: In the steady Couette flow of a granular gas the sign of the heat flux gradient is governed by the competition between viscous heating and inelastic cooling. We show from the Boltzmann equation for inelastic Maxwell particles that a special class of states exists where the viscous heating and the inelastic cooling exactly compensate each other at every point, resulting in a uniform heat flux. In this state the (reduced) shear rate is enslaved to the coefficient of restitution $\alpha$, so that the only free parameter is the (reduced) thermal gradient $\epsilon$. It turns out that the reduced moments of order $k$ are polynomials of degree $k-2$ in $\epsilon$, with coefficients that are nonlinear functions of $\alpha$. In particular, the rheological properties ($k=2$) are independent of $\epsilon$ and coincide exactly with those of the simple shear flow. The heat flux ($k=3$) is linear in the thermal gradient (generalized Fourier's law), but with an effective thermal conductivity differing from the Navier--Stokes one. In addition, a heat flux component parallel to the flow velocity and normal to the thermal gradient exists. The theoretical predictions are validated by comparison with direct Monte Carlo simulations for the same model.
cond-mat_stat-mech
Escape from bounded domains driven by multi-variate $α$-stable noises: In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bi-variate $\alpha$-stable L\'evy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage time reveals non-trivial, non-monotonous dependence on the stability index $\alpha$ describing jumps' length asymptotics both for spherical and Cartesian L\'evy flights. Finally, we study escape from $d$-dimensional hyper-sphere showing that $d$-dimensional escape process can be used to discriminate between various types of multi-variate $\alpha$-stable noises, especially spherical and Cartesian L\'evy flights.
cond-mat_stat-mech
A Cellular Automaton Model for the Traffic Flow in Bogota: In this work we propose a car cellular automaton model that reproduces the experimental behavior of traffic flows in Bogot\'a. Our model includes three elements: hysteresis between the acceleration and brake gaps, a delay time in the acceleration, and an instantaneous brake. The parameters of our model were obtained from direct measurements inside a car on motorways in Bogot\'a. Next, we simulated with this model the flux-density fundamental diagram for a single-lane traffic road and compared it with experimental data. Our simulations are in very good agreement with the experimental measurements, not just in the shape of the fundamental diagram, but also in the numerical values for both the road capacity and the density of maximal flux. Our model reproduces, too, the qualitative behavior of shock waves. In addition, our work identifies the periodic boundary conditions as the source of false peaks in the fundamental diagram, when short roads are simulated, that have been also found in previous works. The phase transition between free and congested traffic is also investigated by computing both the relaxation time and the order parameter. Our work shows how different the traffic behavior from one city to another can be, and how important is to determine the model parameters for each city.
cond-mat_stat-mech
Universality in volume law entanglement of pure quantum states: A pure quantum state can fully describe thermal equilibrium as long as one focuses on local observables. Thermodynamic entropy can also be recovered as the entanglement entropy of small subsystems. When the size of the subsystem increases, however, quantum correlations break the correspondence and cause a correction to this simple volume-law. To elucidate the size dependence of the entanglement entropy is of essential importance in linking quantum physics with thermodynamics, and in addressing recent experiments in ultra-cold atoms. Here we derive an analytic formula of the entanglement entropy for a class of pure states called cTPQ states representing thermal equilibrium. We further find that our formula applies universally to any sufficiently scrambled pure states representing thermal equilibrium, i.e., general energy eigenstates of non-integrable models and states after quantum quenches. Our universal formula can be exploited as a diagnostic of chaotic systems; we can distinguish integrable models from chaotic ones and detect many-body localization with high accuracy.
cond-mat_stat-mech
Nonequilibrium Dynamic Phase transitions in ferromagnetic systems: Some new phenomena: The nonequilibrium dynamic phase transition in ferromagnetic systems is reviewed. Very recent results of dynamic transition in kinetic Ising model and that in Heisenberg ferromagnet is discussed.
cond-mat_stat-mech
Levy flights and Levy -Schroedinger semigroups: We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger semigroups which induce so-called topological Levy processes (Levy flights with locally modified jump rates in the master equation). Given a stationary probability function (pdf) associated with the Langevin-based fractional Fokker-Planck equation, we demonstrate that generically there exists a topological L\'{e}vy process with the very same invariant pdf and in the reverse.
cond-mat_stat-mech
Exact Analysis of ESR Shift in the Spin-1/2 Heisenberg Antiferromagnetic Chain: A systematic perturbation theory is developed for the ESR shift and is applied to the spin-1/2 Heisenberg chain. Using the Bethe ansatz technique, we exactly analyze the resonance shift in the first order of perturbative expansion with respect to an anisotropic exchange interaction. Exact result for the whole range of temperature and magnetic field, as well as asymptotic behavior in the low-temperature limit are presented. The obtained g-shift strongly depends on magnetic fields at low temperature, showing a significant deviation from the previous classical result.
cond-mat_stat-mech
Dynamical phase diagram of the dc-driven underdamped Frenkel-Kontorova chain: Multistep dynamical phase transition from the locked to the running state of atoms in response to a dc external force is studied by MD simulations of the generalized Frenkel-Kontorova model in the underdamped limit. We show that the hierarchy of transition recently reported [Braun et al, Phys. Rev. Lett. 78, 1295 (1997)] strongly depends on the value of the friction constant. A simple phenomenological explanation for the friction dependence of the various critical forces separating intermediate regimes is given.
cond-mat_stat-mech
Thermodynamic and magnetic properties of the Ising model with nonmagnetic impurities: We consider a system of Ising spins s=1/2 with nonmagnetic impurities with charge associated with pseudospin S=1. The charge density is fixed pursuant to the concentration n. Analysis of the thermodynamic properties in the one-dimensional case showed the presence of so-called pseudotransitions at the boundaries between the staggered charge ordering and (anti)ferromagnetic ordering. In the case of n=0, a "1st order" pseudotransition was discovered. This type of pseudotransition is inherent for a series of other one-dimensional frustrated models. However, for n != 0 we discovered a new type of "2nd order" pseudotransition, which had not previously been observed in other systems.
cond-mat_stat-mech
Description of the dynamics of a random chain with rigid constraints in the path integral framework: In this work we discuss the dynamics of a three dimensional chain which is described by generalized nonlinear sigma model The formula of the probability distribution of two topologically entangled chain is provided. The interesting case of a chain which can form only discrete angles with respect to the $z-$axis is also presented.
cond-mat_stat-mech
Chiral exponents in frustrated spin models with noncollinear ordering: We compute the chiral critical exponents for the chiral transition in frustrated two- and three-component spin systems with noncollinear order, such as stacked triangular antiferromagnets (STA). For this purpose, we calculate and analyze the six-loop field-theoretical expansion of the renormalization-group function associated with the chiral operator. The results are in satisfactory agreement with those obtained in the recent experiment on the XY STA CsMnBr_3 reported by V. P. Plakhty et al., Phys. Rev. Lett. 85, 3942 (2000), providing further support for the continuous nature of the chiral transition.
cond-mat_stat-mech
Thermodynamics of interacting hard rods on a lattice: We present an exact derivation of the isobaric partition function of lattice hard rods with arbitrary nearest neighbor interactions. Free energy and all thermodynamics functions are derived accordingly and they written in a form that is a suitable for numerical implementation. As an application, we have considered lattice rods with pure hard core interactions, rods with long range gravitational attraction and finally a charged hard rods with charged boundaries (Bose gas), a model that is relevant for studying several phenomena such as charge regulation, ionic liquids near charged interfaces, and an array of charged smectic layers or lipid multilayers. In all cases, thermodynamic analysis have been done numerically using the Broyden algorithm.
cond-mat_stat-mech
Rare events in stochastic processes with sub-exponential distributions and the Big Jump principle: Rare events in stochastic processes with heavy-tailed distributions are controlled by the big jump principle, which states that a rare large fluctuation is produced by a single event and not by an accumulation of coherent small deviations. The principle has been rigorously proved for sums of independent and identically distributed random variables and it has recently been extended to more complex stochastic processes involving L\'evy distributions, such as L\'evy walks and the L\'evy-Lorentz gas, using an effective rate approach. We review the general rate formalism and we extend its applicability to continuous time random walks and to the Lorentz gas, both with stretched exponential distributions, further enlarging its applicability. We derive an analytic form for the probability density functions for rare events in the two models, which clarify specific properties of stretched exponentials.
cond-mat_stat-mech
Energy Landscape and Isotropic Tensile Strength of n-Alkane Glasses: Submission has been withdrawn due to copyright issues.
cond-mat_stat-mech
Scaling of wetting and pre-wetting transitions on nano-patterned walls: We consider a nano-patterned planar wall consisting of a periodic array of stripes of width $L$, which are completely wet by liquid (contact angle $\theta=0$), separated by regions of width $D$ which are completely dry (contact angle $\theta=\pi)$. Using microscopic Density Functional Theory we show that in the presence of long-ranged dispersion forces, the wall-gas interface undergoes a first-order wetting transition, at bulk coexistence, as the separation $D$ is reduced to a value $D_w\propto\ln L$, induced by the bridging between neighboring liquid droplets. Associated with this is a line of pre-wetting transitions occurring off coexistence. By varying the stripe width $L$ we show that the pre-wetting line shows universal scaling behaviour and data collapse. This verifies predictions based on mesoscopic models for the scaling properties associated with finite-size effects at complete wetting including the logarithmic singular contribution to the surface free-energy.
cond-mat_stat-mech
Capturing exponential variance using polynomial resources: applying tensor networks to non-equilibrium stochastic processes: Estimating the expected value of an observable appearing in a non-equilibrium stochastic process usually involves sampling. If the observable's variance is high, many samples are required. In contrast, we show that performing the same task without sampling, using tensor network compression, efficiently captures high variances in systems of various geometries and dimensions. We provide examples for which matching the accuracy of our efficient method would require a sample size scaling exponentially with system size. In particular, the high variance observable $\mathrm{e}^{-\beta W}$, motivated by Jarzynski's equality, with $W$ the work done quenching from equilibrium at inverse temperature $\beta$, is exactly and efficiently captured by tensor networks.
cond-mat_stat-mech
Swarming in disordered environments: The emergence of collective motion, also known as flocking or swarming, in groups of moving individuals who orient themselves using only information from their neighbors is a very general phenomenon that is manifested at multiple spatial and temporal scales. Swarms that occur in natural environments typically have to contend with spatial disorder such as obstacles that hinder an individual's motion or communication with neighbors. We study swarming particles, with both aligning and repulsive interactions, on percolated networks where topological disorder is modeled by the random removal of lattice bonds. We find that an infinitesimal amount of disorder can completely suppress swarming for particles that utilize only alignment interactions suggesting that alignment alone is insufficient. The addition of repulsive forces between particles produces a critical phase transition from a collectively moving swarm to a disordered gas-like state. This novel phase transition is entirely driven by the amount of topological disorder in the particles environment and displays critical features that are similar to those of 2D percolation, while occurring at a value of disorder that is far from the percolation critical point.
cond-mat_stat-mech
Statistics of interfacial fluctuations of radially growing clusters: The dynamics of fluctuating radially growing interfaces is approached using the formalism of stochastic growth equations on growing domains. This framework reveals a number of dynamic features arising during surface growth. For fast growth, dilution, which spatially reorders the incoming matter, is responsible for the transmission of correlations. Its effects include the erasing of memory with respect to the initial condition, a partial attenuation of geometrically originated instabilities, and the restoring of universality in some special cases in which the critical exponents depend on the parameters of the equation of motion. In this sense, dilution rends the dynamics more similar to the usual one of planar systems. This fast growth regime is also characterized by the spatial decorrelation of the interface, which in the case of radially growing interfaces naturally originates rapid roughening and scale dependent fractality, and suggests the advent of a self-similar fractal dimension. The center of mass fluctuations of growing clusters are also studied, and our analysis suggests the possible non-applicability of usual scalings to the long range surface fluctuations of the radial Eden model. In fact, our study points to the fact that this model belongs to a dilution-free universality class.
cond-mat_stat-mech
Edwards-like statistical mechanical description of the parking lot model for vibrated granular materials: We apply the statistical mechanical approach based on the ``flat'' measure proposed by Edwards and coworkers to the parking lot model, a model that reproduces the main features of the phenomenology of vibrated granular materials. We first build the flat measure for the case of vanishingly small tapping strength and then generalize the approach to finite tapping strengths by introducing a new ``thermodynamic'' parameter, the available volume for particle insertion, in addition to the particle density. This description is able to take into account the various memory effects observed in vibrated granular media. Although not exact, the approach gives a good description of the behavior of the parking-lot model in the regime of slow compaction.
cond-mat_stat-mech