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The relaxation dynamics of a viscous silica melt: II The intermediate scattering functions: We use molecular dynamics computer simulations to study the relaxation dynamics of a viscous melt of silica. The coherent and incoherent intermediate scattering functions, F_d(q,t) and F_s(q,t), show a crossover from a nearly exponential decay at high temperatures to a two-step relaxation at low temperatures. Close to the critical temperature of mode-coupling theory (MCT) the correlators obey in the alpha-regime the time temperature superposition principle (TTSP) and show a weak stretching. We determine the wave-vector dependence of the stretching parameter and find that for F_d(q,t) it shows oscillations which are in phase with the static structure factor. The temperature dependence of the alpha- relaxation times tau shows a crossover from an Arrhenius law at low temperatures to a weaker T-dependence at intermediate and high temperatures. At the latter temperatures the T-dependence is described well by a power law. We find that the exponent gamma of the power law for tau are significantly larger than the one for the diffusion constant. The q-dependence of the alpha-relaxation times for F_d(q,t) oscillates around tau(q) for F_s(q,t) and is in phase with the structure factor. Due to the strong vibrational component of the dynamics at short times the TTSP is not valid in the beta- relaxation regime. We show, however, that in this time window the shape of the curves is independent of the correlator and is given by a functional form proposed by MCT. We find that the value of the von Schweidler exponent and the value of gamma for finite q are compatible with the expression proposed by MCT. We conclude that, in the temperature regime where the relaxation times are mesoscopic, many aspects of the dynamics of this strong glass former can be rationalized very well by MCT.
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Attractive and repulsive polymer-mediated forces between scale-free surfaces: We consider forces acting on objects immersed in, or attached to, long fluctuating polymers. The confinement of the polymer by the obstacles results in polymer-mediated forces that can be repulsive (due to loss of entropy) or attractive (if some or all surfaces are covered by adsorbing layers). The strength and sign of the force in general depends on the detailed shape and adsorption properties of the obstacles, but assumes simple universal forms if characteristic length scales associated with the objects are large. This occurs for scale-free shapes (such as a flat plate, straight wire, or cone), when the polymer is repelled by the obstacles, or is marginally attracted to it (close to the depinning transition where the absorption length is infinite). In such cases, the separation $h$ between obstacles is the only relevant macroscopic length scale, and the polymer mediated force equals ${\cal A} \, k_{B}T/h$, where $T$ is temperature. The amplitude ${\cal A}$ is akin to a critical exponent, depending only on geometry and universality of the polymer system. The value of ${\cal A}$, which we compute for simple geometries and ideal polymers, can be positive or negative. Remarkably, we find ${\cal A}=0$ for ideal polymers at the adsorption transition point, irrespective of shapes of the obstacles, i.e. at this special point there is no polymer-mediated force between obstacles (scale-free or not).
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Cooperative Transport of Brownian Particles: We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the reversal of direction of the net current as the particle density is increased and (ii) a very strong and complex dependence of the average velocity on both the size and the average distance of the particles.
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On controlling simple dynamics by a disagreement function: We introduce a formula for the disagreement function which is used to control a recently proposed dynamics of the Ising spin system. This leads to four different phases of the Ising spin chain in a zero temperature. One of these phases is doubly degenerated (anti- and ferromagnetic states are equally probable). On the borders between the phases two types of transitions are observed: infinite degeneration and instability lines. The relaxation of the system depends strongly on the phase.
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Statistics of the work done by splitting a one-dimensional quasi-condensate: Motivated by experiments on splitting one-dimensional quasi-condensates, we study the statistics of the work done by a quantum quench in a bosonic system. We discuss the general features of the probability distribution of the work and focus on its behaviour at the lowest energy threshold, which develops an edge singularity. A formal connection between this probability distribution and the critical Casimir effect in thin classical films shows that certain features of the edge singularity are universal as the post-quench gap tends to zero. Our results are quantitatively illustrated by an exact calculation for non-interacting bosonic systems. The effects of finite system size, dimensionality, and non-zero initial temperature are discussed in detail.
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Domain-wall structure of a classical Heisenberg ferromagnet on a Mobius strip: We study theoretically the structure of domain walls in ferromagnetic states on Mobius strips. A two-dimensional classical Heisenberg ferromagnet with single-site anisotropy is treated within a mean-field approximation by taking into account the boundary condition to realize the Mobius geometry. It is found that two types of domain walls can be formed, namely, parallel or perpendicular to the circumference, and that the relative stability of these domain walls is sensitive to the change in temperature and an applied magnetic field. The magnetization has a discontinuity as a function of temperature and the external field.
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Legendre transform structure and extremal properties of the relative Fisher information: Variational extremization of the relative Fisher information (RFI, hereafter) is performed. Reciprocity relations, akin to those of thermodynamics are derived, employing the extremal results of the RFI expressed in terms of probability amplitudes. A time independent Schr\"{o}dinger-like equation (Schr\"{o}dinger-like link) for the RFI is derived. The concomitant Legendre transform structure (LTS, hereafter) is developed by utilizing a generalized RFI-Euler theorem, which shows that the entire mathematical structure of thermodynamics translates into the RFI framework, both for equilibrium and non-equilibrium cases. The qualitatively distinct nature of the present results \textit{vis-\'{a}-vis} those of prior studies utilizing the Shannon entropy and/or the Fisher information measure (FIM, hereafter) is discussed. A principled relationship between the RFI and the FIM frameworks is derived. The utility of this relationship is demonstrated by an example wherein the energy eigenvalues of the Schr\"{o}dinger-like link for the RFI is inferred solely using the quantum mechanical virial theorem and the LTS of the RFI.
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Counterintuitive effect of gravity on the heat capacity of a metal sphere: re-examination of a well-known problem: A well-known high-school problem asking the final temperature of two spheres that are given the same amount of heat, one lying on a table and the other hanging from a thread, is re-examined. The conventional solution states that the sphere on the table ends up colder, since thermal expansion raises its center of mass. It is found that this solution violates the second law of thermodynamics and is therefore incorrect. Two different new solutions are proposed. The first uses statistical mechanics, while the second is based on purely classical thermodynamical arguments. It is found that gravity produces a counterintuitive effect on the heat capacity, and the new answer to the problem goes in the opposite direction of what traditionally thought.
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Randomly dilute Ising model: A nonperturbative approach: The N-vector cubic model relevant, among others, to the physics of the randomly dilute Ising model is analyzed in arbitrary dimension by means of an exact renormalization-group equation. This study provides a unified picture of its critical physics between two and four dimensions. We give the critical exponents for the three-dimensional randomly dilute Ising model which are in good agreement with experimental and numerical data. The relevance of the cubic anisotropy in the O(N) model is also treated.
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Optimal tuning of a confined Brownian information engine: A Brownian information engine is a device extracting a mechanical work from a single heat bath by exploiting the information on the state of a Brownian particle immersed in the bath. As for engines, it is important to find the optimal operating condition that yields the maximum extracted work or power. The optimal condition for a Brownian information engine with a finite cycle time $\tau$ has been rarely studied because of the difficulty in finding the nonequilibrium steady state. In this study, we introduce a model for the Brownian information engine and develop an analytic formalism for its steady state distribution for any $\tau$. We find that the extracted work per engine cycle is maximum when $\tau$ approaches infinity, while the power is maximum when $\tau$ approaches zero.
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Correlation functions of the integrable spin-s chain: We study the correlation functions of su(2) invariant spin-s chains in the thermodynamic limit. We derive non-linear integral equations for an auxiliary correlation function $\omega$ for any spin s and finite temperature T. For the spin-3/2 chain for arbitrary temperature and zero magnetic field we obtain algebraic expressions for the reduced density matrix of two-sites. In the zero temperature limit, the density matrix elements are evaluated analytically and appear to be given in terms of Riemann's zeta function values of even and odd arguments.
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Investigation of the seismicity after the initiation of a Seismic Electric Signal activity until the main shock: The behavior of seismicity in the area candidate to suffer a main shock is investigated after the observation of the Seismic Electric Signal activity until the impending mainshock. This makes use of the concept of natural time $\chi$ and reveals that the probability density function of the variance $\kappa_1(=< \chi^2 > -< \chi > ^2)$ exhibits distinct features before the occurrence of the mainshock. Examples are presented, which refer to magnitude class 6.0 earthquakes that occurred in Greece during the first two months in 2008.
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Critical dynamics of nonconserved $N$-vector model with anisotropic nonequilibrium perturbations: We study dynamic field theories for nonconserving $N$-vector models that are subject to spatial-anisotropic bias perturbations. We first investigate the conditions under which these field theories can have a single length scale. When N=2 or $N \ge 4$, it turns out that there are no such field theories, and, hence, the corresponding models are pushed by the bias into the Ising class. We further construct nontrivial field theories for N=3 case with certain bias perturbations and analyze the renormalization-group flow equations. We find that the three-component systems can exhibit rich critical behavior belonging to two different universality classes.
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Single-vehicle data of highway traffic: microscopic description of traffic phases: We present a detailed analysis of single-vehicle data which sheds some light on the microscopic interaction of the vehicles. Besides the analysis of free flow and synchronized traffic the data sets especially provide information about wide jams which persist for a long time. The data have been collected at a location far away from ramps and in the absence of speed limits which allows a comparison with idealized traffic simulations. We also resolve some open questions concerning the time-headway distribution.
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Coil-Globule transition of a single short polymer chain - an exact enumeration study: We present an exact enumeration study of short SAWs in two as well as three dimensions that addresses the question, `what is the shortest walk for which the existence of all the three phases - coil, globule and the {\it theta} - could be demonstrated'. Even though we could easily demonstrate the coil and the globule phases from Free Energy considerations, we could demonstrate the existence of a {\it theta} phase only by using a scaling form for the distribution of gyration radius. That even such short walks have a scaling behavior is an unexpected result of this work.
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How cooperatively folding are homopolymer molecular knots?: Detailed thermodynamic analysis of complex systems with multiple stable configurational states allows for insight into the cooperativity of each individual transition. In this work we derive a heat capacity decomposition comprising contributions from each individual configurational state, which together sum to a baseline heat capacity, and contributions from each state-to-state transition. We apply this analysis framework to a series of replica exchange molecular dynamics simulations of linear and 1-1 coarse-grained homo-oligomer models which fold into stable, configurationally well-defined molecular knots, in order to better understand the parameters leading to stable and cooperative folding of these knots. We find that a stiff harmonic backbone bending angle potential is key to achieving knots with specific 3D structures. Tuning the backbone equilibrium angle in small increments yields a variety of knot topologies, including $3_1$, $5_1$, $7_1$, and $8_{19}$ types. Populations of different knotted states as functions of temperature can also be manipulated by tuning backbone torsion stiffness or by adding side chain beads. We find that sharp total heat capacity peaks for the homo-oligomer knots are largely due to a coil-to-globule transition, rather than a cooperative knotting step. However, in some cases the cooperativity of globule-to-knot and coil-to-globule transitions are comparable, suggesting that highly cooperative folding to knotted structures can be achieved by refining the model parameters or adding sequence specificity.
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Finite-time scaling for kinetic rough interfaces: We consider discrete models of kinetic rough interfaces that exhibit space-time scale-invariance in height-height correlation. A generic scaling theory implies that the dynamical structure factor of the height profile can uniquely characterize the underlying dynamics. We provide a finite-time scaling that systematically allows an estimation of the critical exponents and the scaling functions, eventually establishing the universality class accurately. As an illustration, we investigate a class of self-organized interface models in random media with extremal dynamics. The isotropic version shows a faceted pattern and belongs to the same universality class (as shown numerically) as the Sneppen (model A). We also introduce an anisotropic version of the Sneppen (model A) and suggest that the model belongs to the universality class of the tensionless one-dimensional Kardar-Parisi-Zhang equation.
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Fermionic theory of nonequilibrium steady states: As the quantification of metabolism, nonequilibrium steady states play a central role in living matter, but are beyond the purview of equilibrium statistical mechanics. Here we develop a fermionic theory of nonequilibrium steady states in continuous-time Markovian systems. The response to an arbitrary perturbation is computed, and simplified in canonical cases. Beyond response, we consider ensembles of NESS and derive a fluctuation-response relation over a non-equilibrium ensemble. Some connections to quantum gravity are pointed out, and the formulation is extended to a supersymmetric integral one, which may form the basis of nontrivial solvable models of nonequilibrium steady states.
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Phases fluctuations, self-similarity breaking and anomalous scalings in driven nonequilibrium critical phenomena: We study in detail the dynamic scaling of the three-dimensional (3D) Ising model driven through its critical point on finite-size lattices and show that a series of new critical exponents are needed to account for the anomalous scalings originating from breaking of self-similarity of the so-called phases fluctuations. Our results demonstrate that new exponents are generally required for scaling in the whole driven process once the lattice size or an externally applied field are taken into account. These open a new door in critical phenomena and suggest that much is yet to be explored in driven nonequilibrium critical phenomena.
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Shearing of loose granular materials: A statistical mesoscopic model: A two-dimensional lattice model for the formation and evolution of shear bands in granular media is proposed. Each lattice site is assigned a random variable which reflects the local density. At every time step, the strain is localized along a single shear-band which is a spanning path on the lattice chosen through an extremum condition. The dynamics consists of randomly changing the `density' of the sites only along the shear band, and then repeating the procedure of locating the extremal path and changing it. Starting from an initially uncorrelated density field, it is found that this dynamics leads to a slow compaction along with a non-trivial patterning of the system, with high density regions forming which shelter long-lived low-density valleys. Further, as a result of these large density fluctuations, the shear band which was initially equally likely to be found anywhere on the lattice, gets progressively trapped for longer and longer periods of time. This state is however meta-stable, and the system continues to evolve slowly in a manner reminiscent of glassy dynamics. Several quantities have been studied numerically which support this picture and elucidate the unusual system-size effects at play.
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Understanding how both the partitions of a bipartite network affect its one-mode projection: It is a well-known fact that the degree distribution (DD) of the nodes in a partition of a bipartite network influences the DD of its one-mode projection on that partition. However, there are no studies exploring the effect of the DD of the other partition on the one-mode projection. In this article, we show that the DD of the other partition, in fact, has a very strong influence on the DD of the one-mode projection. We establish this fact by deriving the exact or approximate closed-forms of the DD of the one-mode projection through the application of generating function formalism followed by the method of iterative convolution. The results are cross-validated through appropriate simulations.
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Phase-ordering dynamics in itinerant quantum ferromagnets: The phase-ordering dynamics that result from domain coarsening are considered for itinerant quantum ferromagnets. The fluctuation effects that invalidate the Hertz theory of the quantum phase transition also affect the phase ordering. For a quench into the ordered phase a transient regime appears, where the domain growth follows a different power law than in the classical case, and for asymptotically long times the prefactor of the t^{1/2} growth law has an anomalous magnetization dependence. A quench to the quantum critical point results in a growth law that is not a power-law function of time. Both phenomenological scaling arguments and renormalization-group arguments are given to derive these results, and estimates of experimentally relevant length and time scales are presented.
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A detailed investigation into near degenerate exponential random graphs: The exponential family of random graphs has been a topic of continued research interest. Despite the relative simplicity, these models capture a variety of interesting features displayed by large-scale networks and allow us to better understand how phases transition between one another as tuning parameters vary. As the parameters cross certain lines, the model asymptotically transitions from a very sparse graph to a very dense graph, completely skipping all intermediate structures. We delve deeper into this near degenerate tendency and give an explicit characterization of the asymptotic graph structure as a function of the parameters.
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Entropy Production of Open Quantum System in Multi-Bath Environment: We study the entropy production of an open quantum system surrounded by a complex environment consisting of several heat baths at different temperatures. The detailed balance is elaborated in view of the distinguishable channels provided by the couplings to different heat baths, and a refined entropy production rate is derived accordingly. It is demonstrated that the entropy production rates can characterize the quantum statistical property of the baths: the bosonic and fermionic baths display different behaviors in the high-temperature limit while they have the same asymptotic behavior at low temperature.
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Jamming and pattern formation in models of segregation: We investigate the Schelling model of social segregation, formulated as an intrinsically non-equilibrium system, in which the agents occupy districts (or patches) rather than sites on a grid. We show that this allows the equations governing the dynamical behaviour of the model to be derived. Analysis of these equations reveals a jamming transition in the regime of low-vacancy density, and inclusion of a spatial dimension in the model leads to a pattern forming instability. Both of these phenomena exhibit unusual characteristics which may be studied through our approach.
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Exploration of Order in Chaos with Replica Exchange Monte Carlo: A method for exploring unstable structures generated by nonlinear dynamical systems is introduced. It is based on the sampling of initial conditions and parameters by Replica Exchange Monte Carlo (REM), and efficient both for the search of rare initial conditions and for the combined search of rare initial conditions and parameters. Examples discussed here include the sampling of unstable periodic orbits in chaos and search for the stable manifold of unstable fixed points, as well as construction of the global bifurcation diagram of a map.
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Nanoswimmers in a ratchet potential: Effects of a transverse rocking force: We study the dynamics of a chemical nanoswimmer in a ratchet potential, which is periodically rocked in the transverse direction. As a result of the mechanochemical coupling, the self-propulsion velocity becomes force-dependent and particle trajectories are rectified in the direction of the ratchet modulation. The magnitude and direction of the nanoswimmer mean velocity depend upon both the rocking amplitude and the frequency. Remarkably, for frequencies larger than the inverse correlation time of the rotational diffusion, the velocity exhibits oscillatory behaviour as a function of the amplitude and the frequency with multiple reversals of the sign. These findings suggest that mechanochemical coupling can be utilized for controlling the motion of chemically active particles at the nanoscale.
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Detecting fuzzy community structures in complex networks with a Potts model: A fast community detection algorithm based on a q-state Potts model is presented. Communities in networks (groups of densely interconnected nodes that are only loosely connected to the rest of the network) are found to coincide with the domains of equal spin value in the minima of a modified Potts spin glass Hamiltonian. Comparing global and local minima of the Hamiltonian allows for the detection of overlapping (``fuzzy'') communities and quantifying the association of nodes to multiple communities as well as the robustness of a community. No prior knowledge of the number of communities has to be assumed.
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Ultracold Fermion Cooling Cycle using Heteronuclear Feshbach Resonances: We consider an ideal gas of Bose and Fermi atoms in a harmonic trap, with a Feshbach resonance in the interspecies atomic scattering that can lead to formation of fermionic molecules. We map out the phase diagram for this three-component mixture in chemical and thermal equilibrium. Considering adiabatic association and dissociation of the molecules, we identify a possible cooling cycle, which in ideal circumstances can yield an exponential increase of the phase-space density.
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Low self-affine exponents of fracture surfaces of glass ceramics: The geometry of post mortem rough fracture surfaces of porous glass ceramics made of sintered glass beads is shown experimentally to be self-affine with an exponent zeta=0.40 (0.04) remarkably lower than the 'universal' value zeta=0.8 frequently measured for many materials. This low value of zeta is similar to that found for sandstone samples of similar micro structure and is also practically independent on the porosity phi in the range investigated (3% < phi < 26%) as well as on the bead diameter d and of the crack growth velocity. In contrast, the roughness amplitude normalized by d increases linearly with phi while it is still independent, within experimental error, of d and of the crack propagation velocity. An interpretation of this variation is suggested in terms of a transition from transgranular to intergranular fracture propagation with no influence, however, on the exponent zeta.
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Glassy behavior of the site frustrated percolation model: The dynamical properties of the site frustrated percolation model are investigated and compared with those of glass forming liquids. When the density of the particles on the lattice becomes high enough, the dynamics of the model becomes very slow, due to geometrical constraints, and rearrangement on large scales is needed to allow relaxation. The autocorrelation functions, the specific volume for different cooling rates, and the mean square displacement are evaluated, and are found to exhibit glassy behavior.
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Variational HFB Equations in the Thomas-Fermi Limit for Ultracold Trapped Gases: We derive variationally the HFB equations for a trapped self-interacting Bose gas at finite temperature. In the Thomas-Fermi limit, we obtain simple expressions for the condensate, the non condensate and the anomalous densities. Their behavior in terms of the condensate fraction meets qualitatively the experimental data. In particular, the non condensate and the anomalous densities are peaked at the center of the trap and not at the edges as predicted by the self-consistent HFB calculations.
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Parameters of state in the global thermodynamics of binary ideal gas mixtures in a stationary heat flow: We formulate the first law of global thermodynamics for stationary states of the binary ideal gas mixture subjected to heat flow. We map the non-uniform system onto the uniform one and show that the internal energy $U(S^*,V,N_1,N_2,f_1^*,f_2^*)$ is the function of the following parameters of state: a non-equilibrium entropy $S^*$, volume $V$, number of particles of the first component, $N_1$, number of particles of the second component $N_2$ and the renormalized degrees of freedom. The parameters $f_1^*,f_2^*$, $N_1, N_2$ satisfy the relation $x_1f_1^*/f_1+x_2f_2^*/f_2=1$ ($f_1$, where $x_i$ is the fraction of $i$ component, and $f_2$ are the degrees of freedom for each component respectively). Thus only 5 parameters of state describe the non-equilibrium state of the binary mixture in the heat flow. We calculate the non-equilibrium entropy $S^{*}$ and new thermodynamic parameters of state $f_1^*, f_2^*$ explicitly. The latter are responsible for heat generation due to the concentration gradients. The theory reduces to equilibrium thermodynamics, when the heat flux goes to zero. As in equilibrium thermodynamics, the steady-state fundamental equation also leads to the thermodynamic Maxwell relations for measurable steady-state properties.
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Single-particle excitations and the order parameter for a trapped superfluid Fermi gas: We reveal a strong influence of a superfluid phase transition on the character of single-particle excitations of a trapped neutral-atom Fermi gas. Below the transition temperature the presence of a spatially inhomogeneous order parameter (gap) shifts up the excitation eigenenergies and leads to the appearance of in-gap excitations localized in the outer part of the gas sample. The eigenenergies become sensitive to the gas temperature and are no longer multiples of the trap frequencies. These features should manifest themselves in a strong change of the density oscillations induced by modulations of the trap frequencies and can be used for identifying the superfluid phase transition.
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Pricing Derivatives by Path Integral and Neural Networks: Recent progress in the development of efficient computational algorithms to price financial derivatives is summarized. A first algorithm is based on a path integral approach to option pricing, while a second algorithm makes use of a neural network parameterization of option prices. The accuracy of the two methods is established from comparisons with the results of the standard procedures used in quantitative finance.
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Relativistic Nonextensive Thermodynamics: Starting from the basic prescriptions of the Tsallis' nonextensive thermostatistics, i.e. generalized entropy and normalized q-expectation values, we study the relativistic nonextensive thermodynamics and derive a Boltzmann transport equation that implies the validity of the H-theorem where a local nonextensive four-entropy density is considered. Macroscopic thermodynamic functions and the equation of state for a perfect gas are derived at the equilibrium.
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Coulomb Systems with Ideal Dielectric Boundaries: Free Fermion Point and Universality: A two-component Coulomb gas confined by walls made of ideal dielectric material is considered. In two dimensions at the special inverse temperature $\beta = 2$, by using the Pfaffian method, the system is mapped onto a four-component Fermi field theory with specific boundary conditions. The exact solution is presented for a semi-infinite geometry of the dielectric wall (the density profiles, the correlation functions) and for the strip geometry (the surface tension, a finite-size correction of the grand potential). The universal finite-size correction of the grand potential is shown to be a consequence of the good screening properties, and its generalization is derived for the conducting Coulomb gas confined in a slab of arbitrary dimension $\ge 2$ at any temperature.
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The Magnetic Eden Model: In the magnetic Eden model (MEM), particles have a spin and grow in contact with a thermal bath. Although Ising-like interactions affect the growth dynamics, deposited spins are frozen and not allowed to flip. This review article focuses on recent developments and future prospects, such as spontaneous switching phenomena, critical behavior associated with fractal, wetting, and order-disorder phase transitions, the equilibrium/nonequilibrium correspondence conjecture, as well as dynamical and critical features of the MEM defined on complex network substrates.
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Constructing effective free energies for dynamical quantum phase transitions in the transverse-field Ising chain: The theory of dynamical quantum phase transitions represents an attempt to extend the concept of phase transitions to the far from equilibrium regime. While there are many formal analogies to conventional transitions, it is a major question to which extent it is possible to formulate a nonequilibrium counterpart to a Landau-Ginzburg theory. In this work we take a first step in this direction by constructing an effective free energy for continuous dynamical quantum phase transitions appearing after quantum quenches in the transverse-field Ising chain. Due to unitarity of quantum time evolution this effective free energy becomes a complex quantity transforming the conventional minimization principle of the free energy into a saddle-point equation in the complex plane of the order parameter, which as in equilibrium is the magnetization. We study this effective free energy in the vicinity of the dynamical quantum phase transition by performing an expansion in terms of the complex magnetization and discuss the connections to the equilibrium case. Furthermore, we study the influence of perturbations and signatures of these dynamical quantum phase transitions in spin correlation functions.
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Symmetries and zero modes in sample path large deviations: Sharp large deviation estimates for stochastic differential equations with small noise, based on minimizing the Freidlin-Wentzell action functional under appropriate boundary conditions, can be obtained by integrating certain matrix Riccati differential equations along the large deviation minimizers or instantons, either forward or backward in time. Previous works in this direction often rely on the existence of isolated minimizers with positive definite second variation. By adopting techniques from field theory and explicitly evaluating the large deviation prefactors as functional determinant ratios using Forman's theorem, we extend the approach to general systems where degenerate submanifolds of minimizers exist. The key technique for this is a boundary-type regularization of the second variation operator. This extension is particularly relevant if the system possesses continuous symmetries that are broken by the instantons. We find that removing the vanishing eigenvalues associated with the zero modes is possible within the Riccati formulation and amounts to modifying the initial or final conditions and evaluation of the Riccati matrices. We apply our results in multiple examples including a dynamical phase transition for the average surface height in short-time large deviations of the one-dimensional Kardar-Parisi-Zhang equation with flat initial profile.
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On the spatially periodic ordering in the system of electrons above the surface of liquid helium in an external electric field: A theory of equilibrium states of electrons above a liquid helium surface in the presence of an external clamping field is built based on the first principles of quantum statistics for the system of many identical Fermi-particles. The approach is based on the variation principle modified for the considered system and on Thomas-Fermi model. In terms of the developed theory we obtain the self-consistency equations that connect the parameters of the system description, i.e., the potential of a static electric field, the distribution function of electrons and the surface profile of a liquid dielectric. The equations are used to study the phase transition of the system to a spatially periodic state. To demonstrate the capabilities of the proposed method, the characteristics of the phase transition of the system to a spatially periodic state of a trough type are analyzed.
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Random Matrix Theory approach to Mesoscopic Fluctuations of Heat Current: We consider an ensemble of fully connected networks of N oscillators coupled harmonically with random springs and show, using Random Matrix Theory considerations, that both the average phonon heat current and its variance are scale-invariant and take universal values in the large N-limit. These anomalous mesoscopic uctuations is the hallmark of strong correlations between normal modes.
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Asymptotic Dynamics of Breathers in Fermi-Pasta-Ulam Chains: We study the asymptotic dynamics of breathers in finite Fermi-Pasta-Ulam chains at zero and non-zero temperatures. While such breathers are essentially stationary and very long-lived at zero temperature, thermal fluctuations tend to lead to breather motion and more rapid decay.
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Active XY model on a substrate: Density fluctuations and phase ordering: We explore the generic long wavelength properties of an active XY model on a substrate, consisting of collection of nearly phase-ordered active XY spins in contact with a diffusing, conserved species, as a representative system of active spinners with a conservation law. The spins rotate actively in response to the local density fluctuations and local phase differences, on a solid substrate. We investigate this system by Monte-Carlo simulations of an agent-based model, which we set up, complemented by the hydrodynamic theory for the system. We demonstrate that this system can phase-synchronize without any hydrodynamic interactions. Our combined numerical and analytical studies show that this model, when stable, displays hitherto unstudied scaling behavior: As a consequence of the interplay between the mobility, active rotation and number conservation, such a system can be stable over a wide range of the model parameters characterized by a novel correspondence between the phase and density fluctuations. In different regions of the phase space where the phase-ordered system is stable, it shows phase ordering which is generically either logarithmically stronger than the conventional quasi long range order (QLRO) found in its equilibrium limit, together with "miniscule number fluctuations", or logarithmically weaker than QLRO along with "giant number fluctuations", showing a novel one-to-one correspondence between phase ordering and density fluctuations in the ordered states. Intriguingly, these scaling exponents are found to depend explicitly on the model parameters. We further show that in other parameter regimes there are no stable, ordered phases. Instead, two distinct types of disordered states with short range phase-order are found, characterized by the presence or absence of stable clusters of finite sizes.
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Ballistic spin transport in a periodically driven integrable quantum system: We demonstrate ballistic spin transport of an integrable unitary quantum circuit, which can be understood either as a paradigm of an integrable periodically driven (Floquet) spin chain, or as a Trotterized anisotropic ($XXZ$) Heisenberg spin-1/2 model. We construct an analytic family of quasi-local conservation laws that break the spin-reversal symmetry and compute a lower bound on the spin Drude weight which is found to be a fractal function of the anisotropy parameter. Extensive numerical simulations of spin transport suggest that this fractal lower bound is in fact tight.
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Collision densities and mean residence times for $d$-dimensional exponential flights: In this paper we analyze some aspects of {\em exponential flights}, a stochastic process that governs the evolution of many random transport phenomena, such as neutron propagation, chemical/biological species migration, or electron motion. We introduce a general framework for $d$-dimensional setups, and emphasize that exponential flights represent a deceivingly simple system, where in most cases closed-form formulas can hardly be obtained. We derive a number of novel exact (where possible) or asymptotic results, among which the stationary probability density for 2d systems, a long-standing issue in Physics, and the mean residence time in a given volume. Bounded or unbounded, as well as scattering or absorbing domains are examined, and Monte Carlo simulations are performed so as to support our findings.
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A Simple Model of Superconducting Vortex Avalanches: We introduce a simple lattice model of superconducting vortices driven by repulsive interactions through a random pinning potential. The model describes the behavior at the scale of the London length lambda or larger. It self-organizes to a critical state, characterized by a constant flux density gradient, where the activity takes place in terms of avalanches spanning all length scales up to the system size. We determine scaling relations as well as four universal critical exponents for avalanche moments and durations: tau = 1.63 +/- 0.02, D = 2.7 +/- 0.1, z = 1.5 +/- 0.1, and tau_t = 2.13 +/- 0.14, for the system driven at the boundary.
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Information Geometry, Phase Transitions, and Widom Lines : Magnetic and Liquid Systems: We study information geometry of the thermodynamics of first and second order phase transitions, and beyond criticality, in magnetic and liquid systems. We establish a universal microscopic characterization of such phase transitions via the equality of correlation lengths $\xi$ in coexisting phases, where $\xi$ is related to the scalar curvature of the equilibrium thermodynamic state space. The 1-D Ising model, and the mean-field Curie-Weiss model are discussed, and we show that information geometry correctly describes the phase behavior for the latter. The Widom lines for these systems are also established. We further study a simple model for the thermodynamics of liquid-liquid phase co-existence, and show that our method provides a simple and direct way to obtain its phase behavior and the locations of the Widom lines. Our analysis points towards multiple Widom lines in liquid systems.
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Entanglement in Far From Equilibrium Stationary States: We present four estimators of the entanglement (or interdepency) of ground-states in which the coefficients are all real nonnegative and therefore can be interpreted as probabilities of configurations. Such ground-states of hermitian and non-hermitian Hamiltonians can be given, for example, by superpositions of valence bond states which can describe equilibrium but also stationary states of stochastic models. We consider in detail the last case. Using analytical and numerical methods we compare the values of the estimators in the directed polymer and the raise and peel models which have massive, conformal invariant and non-conformal invariant massless phases. We show that like in the case of the quantum problem, the estimators verify the area law and can therefore be used to signal phase transitions in stationary states.
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Rejoinder to the Response arXiv:0812.2330 to 'Comment on a recent conjectured solution of the three-dimensional Ising model': We comment on Z. D. Zhang's Response [arXiv:0812.2330] to our recent Comment [arXiv:0811.3876] addressing the conjectured solution of the three-dimensional Ising model reported in [arXiv:0705.1045].
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Injected Power Fluctuations in 1D Dissipative Systems: Using fermionic techniques, we compute exactly the large deviation function (ldf) of the time-integrated injected power in several one-dimensional dissipative systems of classical spins. The dynamics are T=0 Glauber dynamics supplemented by an injection mechanism, which is taken as a Poissonian flipping of one particular spin. We discuss the physical content of the results, specifically the influence of the rate of the Poisson process on the properties of the ldf.
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Vertex dynamics during domain growth in three-state models: Topological aspects of interfaces are studied by comparing quantitatively the evolving three-color patterns in three different models, such as the three-state voter, Potts and extended voter models. The statistical analysis of some geometrical features allows to explore the role of different elementary processes during distinct coarsening phenomena in the above models.
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Phase transition of $q$-state clock models on heptagonal lattices: We study the $q$-state clock models on heptagonal lattices assigned on a negatively curved surface. We show that the system exhibits three classes of equilibrium phases; in between ordered and disordered phases, an intermediate phase characterized by a diverging susceptibility with no magnetic order is observed at every $q \ge 2$. The persistence of the third phase for all $q$ is in contrast with the disappearance of the counterpart phase in a planar system for small $q$, which indicates the significance of nonvanishing surface-volume ratio that is peculiar in the heptagonal lattice. Analytic arguments based on Ginzburg-Landau theory and generalized Cayley trees make clear that the two-stage transition in the present system is attributed to an energy gap of spin-wave excitations and strong boundary-spin contributions. We further demonstrate that boundary effects breaks the mean-field character in the bulk region, which establishes the consistency with results of clock models on boundary-free hyperbolic lattices.
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Phase diagram of S=1/2 XXZ chain with NNN interaction: We study the ground state properties of one-dimensional XXZ model with next-nearest neighbor coupling alpha and anisotropy Delta. We find the direct transition between the ferromagnetic phase and the spontaneously dimerized phase. This is surprising, because the ferromagnetic phase is classical, whereas the dimer phase is a purely quantum and nonmagnetic phase. We also discuss the effect of bond alternation which arises in realistic systems due to lattice distortion. Our results mean that the direct transition between the ferromagnetic and spin-Peierls phase occur.
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Efficiency of autonomous soft nano-machines at maximum power: We consider nano-sized artificial or biological machines working in steady state enforced by imposing non-equilibrium concentrations of solutes or by applying external forces, torques or electric fields. For unicyclic and strongly coupled multicyclic machines, efficiency at maximum power is not bounded by the linear response value 1/2. For strong driving, it can even approach the thermodynamic limit 1. Quite generally, such machines fall in three different classes characterized, respectively, as "strong and efficient", "strong and inefficient", and "balanced". For weakly coupled multicyclic machines, efficiency at maximum power has lost any universality even in the linear response regime.
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Finite Size Effect on Bose-Einstein Condensation: We show various aspects of finite size effects on Bose-Einstein condensation(BEC). In the first section we introduce very briefly the BEC of harmonically trapped ideal Bose gas. In the second section we theoretically argued that Bose-Einstein(B-E) statistics needs a correction for finite system at ultralow temperatures. As a corrected statistics we introduced a Tsallis type of generalized B-E statistics. The condensate fraction calculated with this generalized B-E statistics, is satisfied well with the experimental result. In the third section we show how to apply the scaling theory in an inhomogeneous system like harmonically trapped Bose condensate at finite temperatures. We calculate the temperature dependence of the critical number of particles by a scaling theory within the Hartree-Fock approximation and find that there is a dramatic increase in the critical number of particles as the condensation point is approached. Our results support the experimental result which was obtained well below the condensation temperature. In the fourth section we concentrate on the thermodynamic Casimir force on the Bose-Einstein condensate. We explored the temperature dependence of the Casimir force.
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Phase diagram of two-lane driven diffusive systems: We consider a large class of two-lane driven diffusive systems in contact with reservoirs at their boundaries and develop a stability analysis as a method to derive the phase diagrams of such systems. We illustrate the method by deriving phase diagrams for the asymmetric exclusion process coupled to various second lanes: a diffusive lane; an asymmetric exclusion process with advection in the same direction as the first lane, and an asymmetric exclusion process with advection in the opposite direction. The competing currents on the two lanes naturally lead to a very rich phenomenology and we find a variety of phase diagrams. It is shown that the stability analysis is equivalent to an `extremal current principle' for the total current in the two lanes. We also point to classes of models where both the stability analysis and the extremal current principle fail.
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Z_2-vortex ordering of the triangular-lattice Heisenberg antiferromagnet: Ordering of the classical Heisenberg antiferromagnet on the triangular lattice is studied by means of a mean-field calculation, a scaling argument and a Monte Carlo simulation, with special attention to its vortex degree of freedom. The model exhibits a thermodynamic transition driven by the Z_2-vortex binding-unbinding, at which various thermodynamic quantities exhibit an essential singularity. The low-temperature state is a "spin-gel" state with a long but finite spin correlation length where the ergodicity is broken topologically. Implications to recent experiments on triangular-lattice Heisenberg antiferromagnets are discussed.
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Complementary aspects of non-equilibrium thermodynamics: Bio-molecules are active agents in that they consume energy to perform tasks. The standard theoretical description, however, considers only a system-external work agent. Fluctuation theorems, for example, do not allow work-exchange between fluctuating molecules. This tradition leaves `action through work', an essential characteristic of an active agent, out of proper thermodynamic consideration. Here, we investigate thermodynamics that considers internal-work. We find a complementary set of relations that capture the production of free energy in molecular interactions while obeying the second law of thermodynamics. This thermodynamic description is in stark contrast to the traditional one. A choice of an axiom whether one treats a portion of Hamiltonian as `internal-work' or `internal-energy' decides which of the two complementary descriptions manifests among the dual. We illustrate, by examining an allosteric transition and a single-molecule fluorescence-resonance-energy-transfer measurement of proteins, that the complementary set is useful in identifying work content by experimental and numerical observation.
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Complex-valued second difference as a measure of stabilization of complex dissipative statistical systems: Girko ensemble: A quantum statistical system with energy dissipation is studied. Its statistics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure. Analogy of Wigner and Dyson with system of electrical charges is drawn.
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Master equation approach to the stochastic accumulation dynamics of bacterial cell cycle: The mechanism of bacterial cell size control has been a mystery for decades, which involves the well-coordinated growth and division in the cell cycle. The revolutionary modern techniques of microfluidics and the advanced live imaging analysis techniques allow long term observations and high-throughput analysis of bacterial growth on single cell level, promoting a new wave of quantitative investigations on this puzzle. Taking the opportunity, this theoretical study aims to clarify the stochastic nature of bacterial cell size control under the assumption of the accumulation mechanism, which is favoured by recent experiments on species of bacteria. Via the master equation approach with properly chosen boundary conditions, the distributions concerned in cell size control are estimated and are confirmed by experiments. In this analysis, the inter-generation Green's function is analytically evaluated as the key to bridge two kinds of statistics used in batch-culture and mother machine experiments. This framework allows us to quantify the noise level in growth and accumulation according to experimental data. As a consequence of non-Gaussian noises of the added sizes, the non-equilibrium nature of bacterial cell size homeostasis is predicted, of which the biological meaning requires further investigation.
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Occupation times on a comb with ramified teeth: We investigate occupation time statistics for random walks on a comb with ramified teeth. This is achieved through the relation between the occupation time and the first passage times. Statistics of occupation times in half space follows Lamperti's distribution, i.e. the generalized arcsine law holds. Transitions between different behaviors are observed, which are controlled by the size of the backbone and teeth of the comb, as well as bias. Occupation time on a non-simply connected domain is analyzed with a mean-field theory and numerical simulations. In that case, the generalized arcsine law isn't valid.
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Firms Growth Dynamics, Competition and Power Law Scaling: We study the growth dynamics of the size of manufacturing firms considering competition and normal distribution of competency. We start with the fact that all components of the system struggle with each other for growth as happened in real competitive bussiness world. The detailed quantitative agreement of the theory with empirical results of firms growth based on a large economic database spanning over 20 years is good .Further we find that this basic law of competition leads approximately a power law scaling over a wide range of parameters. The empirical datas are in accordance with present theory rather than a simple power law.
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Self-Similar Factor Approximants: The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is based on the self-similar approximation theory, which presents the passage from one approximant to another as the motion realized by a dynamical system with the property of group self-similarity. The derived approximants, because of their form, are named the self-similar factor approximants. These complement the obtained earlier self-similar exponential approximants and self-similar root approximants. The specific feature of the self-similar factor approximants is that their control functions, providing convergence of the computational algorithm, are completely defined from the accuracy-through-order conditions. These approximants contain the Pade approximants as a particular case, and in some limit they can be reduced to the self-similar exponential approximants previously introduced by two of us. It is proved that the self-similar factor approximants are able to reproduce exactly a wide class of functions which include a variety of transcendental functions. For other functions, not pertaining to this exactly reproducible class, the factor approximants provide very accurate approximations, whose accuracy surpasses significantly that of the most accurate Pade approximants. This is illustrated by a number of examples showing the generality and accuracy of the factor approximants even when conventional techniques meet serious difficulties.
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Numerical validation of the Complex Swift-Hohenberg equation for lasers: Order parameter equations, such as the complex Swift-Hohenberg (CSH) equation, offer a simplified and universal description that hold close to an instability threshold. The universality of the description refers to the fact that the same kind of instability produces the same order parameter equation. In the case of lasers, the instability usually corresponds to the emitting threshold, and the CSH equation can be obtained from the Maxwell-Bloch (MB) equations for a class C laser with small detuning. In this paper we numerically check the validity of the CSH equation as an approximation of the MB equations, taking into account that its terms are of different asymptotic order, and that, despite of having been systematically overlooked in the literature, this fact is essential in order to correctly capture the weakly nonlinear dynamics of the MB. The approximate distance to threshold range for which the CSH equation holds is also estimated.
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Improved Lower Bounds on the Ground-State Entropy of the Antiferromagnetic Potts Model: We present generalized methods for calculating lower bounds on the ground-state entropy per site, $S_0$, or equivalently, the ground-state degeneracy per site, $W=e^{S_0/k_B}$, of the antiferromagnetic Potts model. We use these methods to derive improved lower bounds on $W$ for several lattices.
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Thermal buckling and symmetry breaking in thin ribbons under compression: Understanding thin sheets, ranging from the macro to the nanoscale, can allow control of mechanical properties such as deformability. Out-of-plane buckling due to in-plane compression can be a key feature in designing new materials. While thin-plate theory can predict critical buckling thresholds for thin frames and nanoribbons at very low temperatures, a unifying framework to describe the effects of thermal fluctuations on buckling at more elevated temperatures presents subtle difficulties. We develop and test a theoretical approach that includes both an in-plane compression and an out-of-plane perturbing field to describe the mechanics of thermalised ribbons above and below the buckling transition. We show that, once the elastic constants are renormalised to take into account the ribbon's width (in units of the thermal length scale), we can map the physics onto a mean-field treatment of buckling, provided the length is short compared to a ribbon persistence length. Our theoretical predictions are checked by extensive molecular dynamics simulations of thin thermalised ribbons under axial compression.
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Accuracy and Efficiency of Simplified Tensor Network Codes: We examine in detail the accuracy, efficiency and implementation issues that arise when a simplified code structure is employed to evaluate the partition function of the two-dimensional square Ising model on periodic lattices though repeated tensor contractions.
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Nontrivial critical crossover between directed percolation models: Effect of infinitely many absorbing states: At non-equilibrium phase transitions into absorbing (trapped) states, it is well known that the directed percolation (DP) critical scaling is shared by two classes of models with a single (S) absorbing state and with infinitely many (IM) absorbing states. We study the crossover behavior in one dimension, arising from a considerable reduction of the number of absorbing states (typically from the IM-type to the S-type DP models), by following two different (excitatory or inhibitory) routes which make the auxiliary field density abruptly jump at the crossover. Along the excitatory route, the system becomes overly activated even for an infinitesimal perturbation and its crossover becomes discontinuous. Along the inhibitory route, we find continuous crossover with the universal crossover exponent $\phi\simeq 1.78(6)$, which is argued to be equal to $\nu_\|$, the relaxation time exponent of the DP universality class on a general footing. This conjecture is also confirmed in the case of the directed Ising (parity-conserving) class. Finally, we discuss the effect of diffusion to the IM-type models and suggest an argument why diffusive models with some hybrid-type reactions should belong to the DP class.
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Feedback and Fluctuations in a Totally Asymmetric Simple Exclusion Process with Finite Resources: We revisit a totally asymmetric simple exclusion process (TASEP) with open boundaries and a global constraint on the total number of particles [Adams, et. al. 2008 J. Stat. Mech. P06009]. In this model, the entry rate of particles into the lattice depends on the number available in the reservoir. Thus, the total occupation on the lattice feeds back into its filling process. Although a simple domain wall theory provided reasonably good predictions for Monte Carlo simulation results for certain quantities, it did not account for the fluctuations of this feedback. We generalize the previous study and find dramatically improved predictions for, e.g., the density profile on the lattice and provide a better understanding of the phenomenon of "shock localization."
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Spectral fingerprints of non-equilibrium dynamics: The case of a Brownian gyrator: The same system can exhibit a completely different dynamical behavior when it evolves in equilibrium conditions or when it is driven out-of-equilibrium by, e.g., connecting some of its components to heat baths kept at different temperatures. Here we concentrate on an analytically solvable and experimentally-relevant model of such a system -- the so-called Brownian gyrator -- a two-dimensional nanomachine that performs a systematic, on average, rotation around the origin under non-equilibrium conditions, while no net rotation takes place in equilibrium. On this example, we discuss a question whether it is possible to distinguish between two types of a behavior judging not upon the statistical properties of the trajectories of components, but rather upon their respective spectral densities. The latter are widely used to characterize diverse dynamical systems and are routinely calculated from the data using standard built-in packages. From such a perspective, we inquire whether the power spectral densities possess some "fingerprint" properties specific to the behavior in non-equilibrium. We show that indeed one can conclusively distinguish between equilibrium and non-equilibrium dynamics by analyzing the cross-correlations between the spectral densities of both components in the short frequency limit, or from the spectral densities of both components evaluated at zero frequency. Our analytical predictions, corroborated by experimental and numerical results, open a new direction for the analysis of a non-equilibrium dynamics.
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Effects of node position on diffusion and trapping efficiency for random walks on fractal scale-free trees: We study unbiased discrete random walks on the FSFT based on the its self-similar structure and the relations between random walks and electrical networks. First, we provide new methods to derive analytic solutions of the MFPT for any pair of nodes, the MTT for any target node and MDT for any starting node. And then, using the MTT and the MDT as the measures of trapping efficiency and diffusion efficiency respectively, we analyze the effect of trap's position on trapping efficiency and the effect of starting position on diffusion efficiency. Comparing the trapping efficiency and diffusion efficiency among all nodes of FSFT, we find the best (or worst) trapping sites and the best (or worst) diffusing sites. Our results show that: the node which is at the center of FSFT is the best trapping site, but it is also the worst diffusing site. The nodes which are the farthest nodes from the two hubs are the worst trapping sites, but they are also the best diffusion sites. Comparing the maximum and minimum of MTT and MDT, we found that the maximum of MTT is almost $\frac{20m^2+32m+12}{4m^2+4m+1}$ times of the minimum of MTT, but the the maximum of MDT is almost equal to the minimum of MDT. These results shows that the position of target node has big effect on trapping efficiency, but the position of starting node almost has no effect on diffusion efficiency. We also conducted numerical simulation to test the results we have derived, the results we derived are consistent with those obtained by numerical simulation.
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Diffusive transport on networks with stochastic resetting to multiple nodes: We study the diffusive transport of Markovian random walks on arbitrary networks with stochastic resetting to multiple nodes. We deduce analytical expressions for the stationary occupation probability and for the mean and global first passage times. This general approach allows us to characterize the effect of resetting on the capacity of random walk strategies to reach a particular target or to explore the network. Our formalism holds for ergodic random walks and can be implemented from the spectral properties of the random walk without resetting, providing a tool to analyze the efficiency of search strategies with resetting to multiple nodes. We apply the methods developed here to the dynamics with two reset nodes and derive analytical results for normal random walks and L\'evy flights on rings. We also explore the effect of resetting to multiple nodes on a comb graph, L\'evy flights that visit specific locations in a continuous space, and the Google random walk strategy on regular networks.
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Path statistics, memory, and coarse-graining of continuous-time random walks on networks: Continuous-time random walks (CTRWs) on discrete state spaces, ranging from regular lattices to complex networks, are ubiquitous across physics, chemistry, and biology. Models with coarse-grained states, for example those employed in studies of molecular kinetics, and models with spatial disorder can give rise to memory and non-exponential distributions of waiting times and first-passage statistics. However, existing methods for analyzing CTRWs on complex energy landscapes do not address these effects. We therefore use statistical mechanics of the nonequilibrium path ensemble to characterize first-passage CTRWs on networks with arbitrary connectivity, energy landscape, and waiting time distributions. Our approach is valuable for calculating higher moments (beyond the mean) of path length, time, and action, as well as statistics of any conservative or non-conservative force along a path. For homogeneous networks we derive exact relations between length and time moments, quantifying the validity of approximating a continuous-time process with its discrete-time projection. For more general models we obtain recursion relations, reminiscent of transfer matrix and exact enumeration techniques, to efficiently calculate path statistics numerically. We have implemented our algorithm in PathMAN, a Python script that users can easily apply to their model of choice. We demonstrate the algorithm on a few representative examples which underscore the importance of non-exponential distributions, memory, and coarse-graining in CTRWs.
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Dynamic Phase Transition in the Kinetic Spin-3/2 Blume-Capel Model: Phase Diagrams in the Temperature and Crystal-Field Interaction Plane: We analyze, within a mean-field approach, the stationary states of the kinetic spin-3/2 Blume-Capel model by the Glauber-type stochastic dynamics and subject to a time-dependent oscillating external magnetic field. The dynamic phase transition points are obtained by investigating the behavior of the dynamic magnetization as a function of temperature and as well as calculating the Liapunov exponent. Phase diagrams are constructed in the temperature and crystal-field interaction plane. We find five fundamental types of phase diagrams for the different values of the reduced magnetic field amplitude parameter (h) in which they present a disordered, two ordered phases and the coexistences phase regions. The phase diagrams also exhibit a dynamic double critical end point for 0<h<1.44, one dynamic tricritical point for 1.44<h<5.06 and two dynamic tricritical points for h>5.06.
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Universal bridge functional for infinitely diluted solutions: a case study for Lennard-Jones spheres of different diameter: In the paper we propose an universal bridge functional for the closure of the Ornstein-Zernike (OZ) equation for the case of infinitely diluted solutions of Lennard-Jones shperes of different size in the Lennard-Jones fluid. Bridge functional is paprameterized using the data of the Molecular Dynamics (MD) simulations. We show that for all investigated systems the bridge functional can be efficiently papameterized with the exponential function which depends only on the ratio of sizes of the solute and solvent atoms. To check the parameterization we solve the OZ equation with the closure which includes the parametrized functional and with the closure without the bridge functional (Hyper-netted chain closure). We show that introducing the bridge functional allows to obtain radial distribution functions (RDFs), which are close to the MD results and essentially improve predictions of the location and height of the first peak of the RDF.
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Dynamics of Ising models coupled microscopically to bath systems: Based on the Robertson theory the nonlinear dynamics of general Ising systems coupled microscopically to bath systems is investigated leading to two complimentary approaches. Within the master equation approach microscopically founded transition rates are presented which essentially differ from the usual phenological rates. The second approach leads to coupled equations of motion for the local magnetizations and the exchange energy. Simple examples are discussed and the general results are applied to the Sherrington-Kirkpatrick spin glass model.
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Phase Transitions in a Forest-Fire Model: We investigate a forest-fire model with the density of empty sites as control parameter. The model exhibits three phases, separated by one first-order phase transition and one 'mixed' phase transition which shows critical behavior on only one side and hysteresis. The critical behavior is found to be that of the self-organized critical forest-fire model [B. Drossel and F. Schwabl, Phys. Rev. Lett. 69, 1629 (1992)], whereas in the adjacent phase one finds the spiral waves of the Bak et al. forest-fire model [P. Bak, K. Chen and C. Tang, Phys. Lett. A 147, 297 (1990)]. In the third phase one observes clustering of trees with the fire burning at the edges of the clusters. The relation between the density distribution in the spiral state and the percolation threshold is explained and the implications for stationary states with spiral waves in arbitrary excitable systems are discussed. Furthermore, we comment on the possibility of mapping self-organized critical systems onto 'ordinary' critical systems.
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Renewal equations for single-particle diffusion through a semipermeable interface: Diffusion through semipermeable interfaces has a wide range of applications, ranging from molecular transport through biological membranes to reverse osmosis for water purification using artificial membranes. At the single-particle level, one-dimensional diffusion through a barrier with constant permeability $\kappa_0$ can be modeled in terms of so-called snapping out Brownian motion (BM). The latter sews together successive rounds of partially reflecting BMs that are restricted to either the left or right of the barrier. Each round is killed (absorbed) at the barrier when its Brownian local time exceeds an exponential random variable parameterized by $\kappa_0$. A new round is then immediately started in either direction with equal probability. It has recently been shown that the probability density for snapping out BM satisfies a renewal equation that relates the full density to the probability densities of partially reflected BM on either side of the barrier. Moreover, generalized versions of the renewal equation can be constructed that incorporate non-Markovian, encounter-based models of absorption. In this paper we extend the renewal theory of snapping out BM to single-particle diffusion in bounded domains and higher spatial dimensions. We also consider an example of an asymmetric interface in which the directional switching after each absorption event is biased. Finally, we show how to incorporate an encounter-based model of absorption for single-particle diffusion through a spherically symmetric interface. We find that, even when the same non-Markovian model of absorption applies on either side of the interface, the resulting permeability is an asymmetric time-dependent function with memory. Moreover, the permeability functions tend to be heavy-tailed.
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Some universal trends of the Mie(n,m) fluid thermodynamics: By using canonical Monte Carlo simulation, the liquid-vapor phase diagram, surface tension, interface width, and pressure for the Mie(n,m) model fluids are calculated for six pairs of parameters $m$ and $n$. It is shown that after certain re-scaling of fluid density the corresponding states rule can be applied for the calculations of the thermodynamic properties of the Mie model fluids, and for some real substances
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Innovative insights into which statements the third law of thermodynamics includes exactly: It is found from textbooks and literature that the third law of thermodynamics has three different statements, i.e., the Nernst theorem, unattainability statement of absolute zero temperature, and heat capacity statement. It is pointed out that such three statements correspond to three thermodynamic parameters, which are, respectively, the entropy, temperature, and heat capacity, and can be obtained by extrapolating the experimental results of different parameters at ultra-low temperatures to absolute zero. It is expounded that because there's no need for additional assumptions in the derivation of the Nernst equation, the Nernst theorem should be renamed as the Nernst statement. Moreover, it is proved that both the Nernst statement and the heat capacity statement are mutually deducible and equivalent, while the unattainability of absolute zero temperature is only a corollary of the Nernst statement or the heat capacity statement so that it is unsuitably referred to as one statement of the third law of thermodynamics. The conclusion is that the Nernst statement and the heat capacity statement are two equivalent statements of the third law of thermodynamics.
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Cardy states, defect lines and chiral operators of coset CFTs on the lattice: We construct Cardy states, defect lines and chiral operators for rational coset conformal field theories on the lattice. The bulk theory is obtained by taking the overlap between tensor network representations of different string-nets, while the primary fields emerge from using the topological superselection sectors of the anyons in the original topological theory. This mapping provides an explicit manifestation of the equivalence between conformal field theories in two dimensions and topological field theories in three dimensions: their groundstates and elementary excitations are represented by exactly the same tensors.
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Random-cluster multi-histogram sampling for the q-state Potts model: Using the random-cluster representation of the $q$-state Potts models we consider the pooling of data from cluster-update Monte Carlo simulations for different thermal couplings $K$ and number of states per spin $q$. Proper combination of histograms allows for the evaluation of thermal averages in a broad range of $K$ and $q$ values, including non-integer values of $q$. Due to restrictions in the sampling process proper normalization of the combined histogram data is non-trivial. We discuss the different possibilities and analyze their respective ranges of applicability.
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Properties of pattern formation and selection processes in nonequilibrium systems with external fluctuations: We extend the phase field crystal method for nonequilibrium patterning to stochastic systems with external source where transient dynamics is essential. It was shown that at short time scales the system manifests pattern selection processes. These processes are studied by means of the structure function dynamics analysis. Nonequilibrium pattern-forming transitions are analyzed by means of numerical simulations.
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Coherent Averaging: an Alternative to the Average Hamiltonian Theory: Line-narrowing by periodic modulation of nuclear spin interaction Hamiltonians is the central element of various experimental techniques in NMR spectroscopy. In this study, we present a theoretical formulation of coherent averaging to calculate the heights of narrowed spectral peaks. This concept is experimentally demonstrated using proton spectra of solids obtained under fast magic-angle spinning.
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Sluggish Kinetics in the Parking Lot Model: We investigate, both analytically and by computer simulation, the kinetics of a microscopic model of hard rods adsorbing on a linear substrate. For a small, but finite desorption rate, the system reaches the equilibrium state very slowly, and the long-time kinetics display three successive regimes: an algebraic one where the density varies as $1/t$, a logarithmic one where the density varies as $1/ln(t)$, followed by a terminal exponential approach. A mean-field approach fails to predict the relaxation rate associated with the latter. We show that the correct answer can only be provided by using a systematic description based on a gap-distribution approach.
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Bi-Critical Central Point Of J FN -J SN Ising Model Phase Diagram: When interfaces between ordered domains are ordered clusters, frustration disappears. A phase with mixed ordered structures emerges but no length scale can be associated to. We show that sum of densities of each structure plays the role of order parameter. For, we consider a regular half full lattice with repulsive interaction extended to second neighboring particles. Ordered structures are p(2X2) when ratio between second and first neighboring interaction energies R=J SN /J FN <0.5 and degenerate p(2X1)/p(1X2) for R>0.5. The ground states coexist with another named p(4X2)/p(2X4) at central bi-critical point: a state to cross when passing between non-frustrated ordered phases.
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Thermal noise of a cryo-cooled silicon cantilever locally heated up to its melting point: The Fluctuation-Dissipation Theorem (FDT) is a powerful tool to estimate the thermal noise of physical systems in equilibrium. In general however, thermal equilibrium is an approximation, or cannot be assumed at all. A more general formulation of the FDT is then needed to describe the behavior of the fluctuations. In our experiment we study a micro-cantilever brought out-ofequilibrium by a strong heat flux generated by the absorption of the light of a laser. While the base is kept at cryogenic temperatures, the tip is heated up to the melting point, thus creating the highest temperature difference the system can sustain. We independently estimate the temperature profile of the cantilever and its mechanical fluctuations, as well as its dissipation. We then demonstrate how the thermal fluctuations of all the observed degrees of freedom, though increasing with the heat flux, are much lower than what is expected from the average temperature of the system. We interpret these results thanks to a minimal extension of the FDT: this dearth of thermal noise arises from a dissipation shared between clamping losses and distributed damping.
cond-mat_stat-mech
Short-range Ising spin glasses: the metastate interpretation of replica symmetry breaking: Parisi's formal replica-symmetry--breaking (RSB) scheme for mean-field spin glasses has long been interpreted in terms of many pure states organized ultrametrically. However, the early version of this interpretation, as applied to the short-range Edwards-Anderson model, runs into problems because as shown by Newman and Stein (NS) it does not allow for chaotic size dependence, and predicts non-self-averaging that cannot occur. NS proposed the concept of the metastate (a probability distribution over infinite-size Gibbs states in a given sample that captures the effects of chaotic size dependence) and a non-standard interpretation of the RSB results in which the metastate is non-trivial and is responsible for what was called non-self-averaging. Here we use the effective field theory of RSB, in conjunction with the rigorous definitions of pure states and the metastate in infinite-size systems, to show that the non-standard picture follows directly from the RSB mean-field theory. In addition, the metastate-averaged state possesses power-law correlations throughout the low temperature phase; the corresponding exponent $\zeta$ takes the value $4$ according to the field theory in high dimensions $d$, and describes the effective fractal dimension of clusters of spins. Further, the logarithm of the number of pure states in the decomposition of the metastate-averaged state that can be distinguished if only correlations in a window of size $W$ can be observed is of order $W^{d-\zeta}$. These results extend the non-standard picture quantitatively; we show that arguments against this scenario are inconclusive.
cond-mat_stat-mech
Tsallis nonextensive statistical mechanics of El Nino Southern Oscillation Index: The shape and tails of partial distribution functions (PDF) for a climatological signal, i.e. the El Nino SOI and the turbulent nature of the ocean-atmosphere variability are linked through a model encompassing Tsallis nonextensive statistics and leading to evolution equations of the Langevin and Fokker-Planck type. A model originally proposed to describe the intermittent behavior of turbulent flows describes the behavior of the normalized variability for such a climatological index, for small and large time windows, both for small and large variability. This normalized variabil- ity distributions can be sufficiently well fitted with a chi-square-distribution. The transition between the small time scale model of nonextensive, intermittent process and the large scale Gaussian exten- sive homogeneous fluctuation picture is found to occur at above ca. a 48 months time lag. The intermittency exponent ($\kappa$) in the framework of the Kolmogorov log-normal model is found to be related to the scaling exponent of the PDF moments. The value of $\kappa$ (= 0.25) is in agreement with the intermittency exponent recently obtained for other atmospheric data.
cond-mat_stat-mech
Exact solution for a sample space reducing stochastic process: Stochastic processes wherein the size of the state space is changing as a function of time offer models for the emergence of scale-invariant features observed in complex systems. I consider such a sample-space reducing (SSR) stochastic process that results in a random sequence of strictly decreasing integers $\{x(t)\}$, $0\le t \le \tau$, with boundary conditions $x(0) = N$ and $x(\tau)$ = 1. This model is shown to be exactly solvable: $\mathcal{P}_N(\tau)$, the probability that the process survives for time $\tau$ is analytically evaluated. In the limit of large $N$, the asymptotic form of this probability distribution is Gaussian, with mean and variance both varying logarithmically with system size: $\langle \tau \rangle \sim \ln N$ and $\sigma_{\tau}^{2} \sim \ln N$. Correspondence can be made between survival time statistics in the SSR process and record statistics of i.i.d. random variables.
cond-mat_stat-mech
Scaling laws for single-file diffusion of adhesive particles: Single-file diffusion refers to the Brownian motion in narrow channels where particles cannot pass each other. In such processes, the diffusion of a tagged particle is typically normal at short times and becomes subdiffusive at long times. For hard-sphere interparticle interaction, the time-dependent mean squared displacement of a tracer is well understood. Here we develop a scaling theory for adhesive particles. It provides a full description of the time-dependent diffusive behavior with a scaling function that depends on an effective strength of adhesive interaction. Particle clustering induced by the adhesive interaction slows down the diffusion at short times, while it enhances subdiffusion at long times. The enhancement effect can be quantified in measurements irrespective of how tagged particles are injected into the system. Combined effects of pore structure and particle adhesiveness should speed up translocation of molecules through narrow pores.
cond-mat_stat-mech
Sensitivity of solid phase stability to the interparticle potential range: studies of a new Lennard-Jones like model: In a recent article, Wang et al (Phys. Chem. Chem. Phys., 22, 10624 (2020)) introduced a new class of interparticle potential for molecular simulations. The potential is defined by a single range parameter, eliminating the need to decide how to truncate truly long-range interactions like the Lennard-Jones (LJ) potential. The authors explored the phase diagram for a particular value of the range parameter for which their potential is similar in shape to the LJ 12-6 potential. We have reevaluated the solid phase behaviour of this model using both Lattice Switch Monte Carlo and thermodynamic integration. In addition to finding that the boundary between hexagonal close packed (hcp) and face centred cubic (fcc) phases presented by Wang et al was calculated incorrectly, we show that owing to its finite range, the new potential exhibits several 'artifact' reentrant transitions between hcp and fcc phases. The artifact phases, which do not occur in the full (untruncated) LJ system, are also found for typically adopted forms of the truncated and shifted LJ potential. However, whilst in the latter case one can systematically investigate and correct for the effects of the finite range on the calculated phase behaviour, this is not possible for the new potential because the choice of range parameter affects the entire potential shape. Our results highlight that potentials with finite range may fail to represent the crystalline phase behaviour of systems with long-range dispersion interactions, even qualitatively.
cond-mat_stat-mech
Introduction to Markov Chain Monte Carlo Simulations and their Statistical Analysis: This article is a tutorial on Markov chain Monte Carlo simulations and their statistical analysis. The theoretical concepts are illustrated through many numerical assignments from the author's book on the subject. Computer code (in Fortran) is available for all subjects covered and can be downloaded from the web.
cond-mat_stat-mech
Quantum Films Adsorbed on Graphite: Third and Fourth Helium Layers: Using a path-integral Monte Carlo method for simulating superfluid quantum films, we investigate helium layers adsorbed on a substrate consisting of graphite plus two solid helium layers. Our results for the promotion densities and the dependence of the superfluid density on coverage are in agreement with experiment. We can also explain certain features of the measured heat capacity as a function of temperature and coverage.
cond-mat_stat-mech
Memory and irreversibility on two-dimensional overdamped Brownian dynamics: We consider the effects of memory on the stationary behavior of a two-dimensional Langevin dynamics in a confining potential. The system is treated in an overdamped approximation and the degrees of freedom are under the influence of distinct kinds of stochastic forces, described by Gaussian white and colored noises, as well as different effective temperatures. The joint distribution function is calculated by time-averaging approaches, and the long-term behavior is analyzed. We determine the influence of noise temporal correlations on the steady-state behavior of heat flux and entropy production. Non-Markovian effects lead to a decaying heat exchange with spring force parameter, which is in contrast to the usual linear dependence when only Gaussian white noises are presented in overdamped treatments. Also, the model exhibits non-equilibrium states characterized by a decreasing entropy production with memory time-scale.
cond-mat_stat-mech
Cascading Dynamics in Modular Networks: In this paper we study a simple cascading process in a structured heterogeneous population, namely, a network composed of two loosely coupled communities. We demonstrate that under certain conditions the cascading dynamics in such a network has a two--tiered structure that characterizes activity spreading at different rates in the communities. We study the dynamics of the model using both simulations and an analytical approach based on annealed approximation, and obtain good agreement between the two. Our results suggest that network modularity might have implications in various applications, such as epidemiology and viral marketing.
cond-mat_stat-mech
Asymmetric temperature equilibration with heat flow from cold to hot in a quantum thermodynamic system: A model computational quantum thermodynamic network is constructed with two variable temperature baths coupled by a linker system, with an asymmetry in the coupling of the linker to the two baths. It is found in computational simulations that the baths come to "thermal equilibrium" at different bath energies and temperatures. In a sense, heat is observed to flow from cold to hot. A description is given in which a recently defined quantum entropy $S^Q_{univ}$ for a pure state "universe" continues to increase after passing through the classical equilibrium point of equal temperatures, reaching a maximum at the asymmetric equilibrium. Thus, a second law account $\Delta S^Q_{univ} \ge 0$ holds for the asymmetric quantum process. In contrast, a von Neumann entropy description fails to uphold the entropy law, with a maximum near when the two temperatures are equal, then a decrease $\Delta S^{vN} < 0$ on the way to the asymmetric equilibrium.
cond-mat_stat-mech
Reaction Front in an A+B -> C Reaction-Subdiffusion Process: We study the reaction front for the process A+B -> C in which the reagents move subdiffusively. Our theoretical description is based on a fractional reaction-subdiffusion equation in which both the motion and the reaction terms are affected by the subdiffusive character of the process. We design numerical simulations to check our theoretical results, describing the simulations in some detail because the rules necessarily differ in important respects from those used in diffusive processes. Comparisons between theory and simulations are on the whole favorable, with the most difficult quantities to capture being those that involve very small numbers of particles. In particular, we analyze the total number of product particles, the width of the depletion zone, the production profile of product and its width, as well as the reactant concentrations at the center of the reaction zone, all as a function of time. We also analyze the shape of the product profile as a function of time, in particular its unusual behavior at the center of the reaction zone.
cond-mat_stat-mech
Constructing smooth potentials of mean force, radial, distribution functions and probability densities from sampled data: In this paper a method of obtaining smooth analytical estimates of probability densities, radial distribution functions and potentials of mean force from sampled data in a statistically controlled fashion is presented. The approach is general and can be applied to any density of a single random variable. The method outlined here avoids the use of histograms, which require the specification of a physical parameter (bin size) and tend to give noisy results. The technique is an extension of the Berg-Harris method [B.A. Berg and R.C. Harris, Comp. Phys. Comm. 179, 443 (2008)], which is typically inaccurate for radial distribution functions and potentials of mean force due to a non-uniform Jacobian factor. In addition, the standard method often requires a large number of Fourier modes to represent radial distribution functions, which tends to lead to oscillatory fits. It is shown that the issues of poor sampling due to a Jacobian factor can be resolved using a biased resampling scheme, while the requirement of a large number of Fourier modes is mitigated through an automated piecewise construction approach. The method is demonstrated by analyzing the radial distribution functions in an energy-discretized water model. In addition, the fitting procedure is illustrated on three more applications for which the original Berg-Harris method is not suitable, namely, a random variable with a discontinuous probability density, a density with long tails, and the distribution of the first arrival times of a diffusing particle to a sphere, which has both long tails and short-time structure. In all cases, the resampled, piecewise analytical fit outperforms the histogram and the original Berg-Harris method.
cond-mat_stat-mech