Ergodic theorem, ergodic theory, and statistical mechanics
Moore, Calvin C.
2015-01-01
This perspective highlights the mean ergodic theorem established by John von Neumann and the pointwise ergodic theorem established by George Birkhoff, proofs of which were published nearly simultaneously in PNAS in 1931 and 1932. These theorems were of great significance both in mathematics and in statistical mechanics. In statistical mechanics they provided a key insight into a 60-y-old fundamental problem of the subject—namely, the rationale for the hypothesis that time averages can be set equal to phase averages. The evolution of this problem is traced from the origins of statistical mechanics and Boltzman's ergodic hypothesis to the Ehrenfests' quasi-ergodic hypothesis, and then to the ergodic theorems. We discuss communications between von Neumann and Birkhoff in the Fall of 1931 leading up to the publication of these papers and related issues of priority. These ergodic theorems initiated a new field of mathematical-research called ergodic theory that has thrived ever since, and we discuss some of recent developments in ergodic theory that are relevant for statistical mechanics. PMID:25691697
Are atmospheric surface layer flows ergodic?
NASA Astrophysics Data System (ADS)
Higgins, Chad W.; Katul, Gabriel G.; Froidevaux, Martin; Simeonov, Valentin; Parlange, Marc B.
2013-06-01
The transposition of atmospheric turbulence statistics from the time domain, as conventionally sampled in field experiments, is explained by the so-called ergodic hypothesis. In micrometeorology, this hypothesis assumes that the time average of a measured flow variable represents an ensemble of independent realizations from similar meteorological states and boundary conditions. That is, the averaging duration must be sufficiently long to include a large number of independent realizations of the sampled flow variable so as to represent the ensemble. While the validity of the ergodic hypothesis for turbulence has been confirmed in laboratory experiments, and numerical simulations for idealized conditions, evidence for its validity in the atmospheric surface layer (ASL), especially for nonideal conditions, continues to defy experimental efforts. There is some urgency to make progress on this problem given the proliferation of tall tower scalar concentration networks aimed at constraining climate models yet are impacted by nonideal conditions at the land surface. Recent advancements in water vapor concentration lidar measurements that simultaneously sample spatial and temporal series in the ASL are used to investigate the validity of the ergodic hypothesis for the first time. It is shown that ergodicity is valid in a strict sense above uniform surfaces away from abrupt surface transitions. Surprisingly, ergodicity may be used to infer the ensemble concentration statistics of a composite grass-lake system using only water vapor concentration measurements collected above the sharp transition delineating the lake from the grass surface.
NASA Astrophysics Data System (ADS)
Benfenati, Francesco; Beretta, Gian Paolo
2018-04-01
We show that to prove the Onsager relations using the microscopic time reversibility one necessarily has to make an ergodic hypothesis, or a hypothesis closely linked to that. This is true in all the proofs of the Onsager relations in the literature: from the original proof by Onsager, to more advanced proofs in the context of linear response theory and the theory of Markov processes, to the proof in the context of the kinetic theory of gases. The only three proofs that do not require any kind of ergodic hypothesis are based on additional hypotheses on the macroscopic evolution: Ziegler's maximum entropy production principle (MEPP), the principle of time reversal invariance of the entropy production, or the steepest entropy ascent principle (SEAP).
Ergodic theory and experimental visualization of chaos in 3D flows
NASA Astrophysics Data System (ADS)
Sotiropoulos, Fotis; Mezic, Igor
2000-11-01
In his motivation for the ergodic hypothesis Gibbs invoked an analogy with fluid mixing: “…Yet no fact is more familiar to us than that stirring tends to bring a liquid to a state of uniform mixture, or uniform densities of its components…”. Although proof of the ergodic hypothesis is possible only for the simplest of systems using methods from ergodic theory, the use of the hypothesis has led to many accurate predictions in statistical mechanics. The problem of fluid mixing, however, turned out to be considerably more complicated than Gibbs envisioned. Chaotic advection can indeed lead to efficient mixing even in non-turbulent flows, but many non-mixed islands are known to persist within well-mixed regions. In numerical studies, Poincaré maps can be used to reveal the structure of such islands but their visualization in the laboratory requires laborious experimental procedures and is possible only for certain types of flows. Here we propose the first non-intrusive, simple to implement, and generally applicable technique for constructing experimental Poincaré maps and apply it to a steady, 3D, vortex breakdown bubble. We employ standard laser-induced fluorescence (LIF) and construct Poincaré maps by time averaging a sufficiently long sequence of instantaneous LIF images. We also show that ergodic theory methods provide a rigorous theoretical justification for this approach whose main objective is to reveal the non-ergodic regions of the flow.
Singularities and non-hyperbolic manifolds do not coincide
NASA Astrophysics Data System (ADS)
Simányi, Nándor
2013-06-01
We consider the billiard flow of elastically colliding hard balls on the flat ν-torus (ν ⩾ 2), and prove that no singularity manifold can even locally coincide with a manifold describing future non-hyperbolicity of the trajectories. As a corollary, we obtain the ergodicity (actually the Bernoulli mixing property) of all such systems, i.e. the verification of the Boltzmann-Sinai ergodic hypothesis.
Brief Communication: Understanding disasters and early-warning systems
NASA Astrophysics Data System (ADS)
Castaños, H.; Lomnitz, C.
2014-08-01
This paper discusses some methodological questions on understanding disasters. Destructive earthquakes continue to claim thousands of lives. Tsunamis may be caused by recoil of the upper plate. Darwin's twin-epicenter hypothesis is applied to a theory of tsunamis. The ergodicity hypothesis may help estimating the return periods of extremely rare events. A social science outline on the causation of the Tôhoku nuclear disaster is provided.
Brief Communication: Understanding disasters and early-warning systems
NASA Astrophysics Data System (ADS)
Castaños, H.; Lomnitz, C.
2014-12-01
This paper discusses some methodological questions on understanding disasters. Destructive earthquakes continue to claim thousands of lives. Tsunamis may be caused by recoil of the upper plate. Darwin's twin-epicenter hypothesis is applied to a theory of tsunamis. The ergodicity hypothesis may help to estimate the return periods of extremely rare events. A social science outline on the causation of the Tôhoku nuclear disaster is provided.
da Cunha, C. R.; Mineharu, M.; Matsunaga, M.; Matsumoto, N.; Chuang, C.; Ochiai, Y.; Kim, G.-H.; Watanabe, K.; Taniguchi, T.; Ferry, D. K.; Aoki, N.
2016-01-01
We have fabricated a high mobility device, composed of a monolayer graphene flake sandwiched between two sheets of hexagonal boron nitride. Conductance fluctuations as functions of a back gate voltage and magnetic field were obtained to check for ergodicity. Non-linear dynamics concepts were used to study the nature of these fluctuations. The distribution of eigenvalues was estimated from the conductance fluctuations with Gaussian kernels and it indicates that the carrier motion is chaotic at low temperatures. We argue that a two-phase dynamical fluid model best describes the transport in this system and can be used to explain the violation of the so-called ergodic hypothesis found in graphene. PMID:27609184
da Cunha, C R; Mineharu, M; Matsunaga, M; Matsumoto, N; Chuang, C; Ochiai, Y; Kim, G-H; Watanabe, K; Taniguchi, T; Ferry, D K; Aoki, N
2016-09-09
We have fabricated a high mobility device, composed of a monolayer graphene flake sandwiched between two sheets of hexagonal boron nitride. Conductance fluctuations as functions of a back gate voltage and magnetic field were obtained to check for ergodicity. Non-linear dynamics concepts were used to study the nature of these fluctuations. The distribution of eigenvalues was estimated from the conductance fluctuations with Gaussian kernels and it indicates that the carrier motion is chaotic at low temperatures. We argue that a two-phase dynamical fluid model best describes the transport in this system and can be used to explain the violation of the so-called ergodic hypothesis found in graphene.
NASA Astrophysics Data System (ADS)
Suciu, N.; Vamos, C.; Vereecken, H.; Vanderborght, J.; Hardelauf, H.
2003-04-01
When the small scale transport is modeled by a Wiener process and the large scale heterogeneity by a random velocity field, the effective coefficients, Deff, can be decomposed as sums between the local coefficient, D, a contribution of the random advection, Dadv, and a contribution of the randomness of the trajectory of plume center of mass, Dcm: Deff=D+Dadv-Dcm. The coefficient Dadv is similar to that introduced by Taylor in 1921, and more recent works associate it with the thermodynamic equilibrium. The ``ergodic hypothesis'' says that over large time intervals Dcm vanishes and the effect of the heterogeneity is described by Dadv=Deff-D. In this work we investigate numerically the long time behavior of the effective coefficients as well as the validity of the ergodic hypothesis. The transport in every realization of the velocity field is modeled with the Global Random Walk Algorithm, which is able to track as many particles as necessary to achieve a statistically reliable simulation of the process. Averages over realizations are further used to estimate mean coefficients and standard deviations. In order to remain in the frame of most of the theoretical approaches, the velocity field was generated in a linear approximation and the logarithm of the hydraulic conductivity was taken to be exponential decaying correlated with variance equal to 0.1. Our results show that even in these idealized conditions, the effective coefficients tend to asymptotic constant values only when the plume travels thousands of correlations lengths (while the first order theories usually predict Fickian behavior after tens of correlations lengths) and that the ergodicity conditions are still far from being met.
James Clerk Maxwell and the Kinetic Theory of Gases: A Review Based on Recent Historical Studies
ERIC Educational Resources Information Center
Brush, Stephen G.
1971-01-01
Maxwell's four major papers and some shorter publications relating to kinetic theory and statistical mechanics are discussed in the light of subsequent research. Reviews Maxwell's ideas on such topics as velocity, distribution law, the theory of heat conduction, the mechanism of the radiometer effect, the ergodic hypothesis, and his views on the…
Stability and instability towards delocalization in many-body localization systems
NASA Astrophysics Data System (ADS)
De Roeck, Wojciech; Huveneers, François
2017-04-01
We propose a theory that describes quantitatively the (in)stability of fully many-body localization (MBL) systems due to ergodic, i.e., delocalized, grains, that can be, for example, due to disorder fluctuations. The theory is based on the ETH hypothesis and elementary notions of perturbation theory. The main idea is that we assume as much chaoticity as is consistent with conservation laws. The theory describes correctly—even without relying on the theory of local integrals of motion (LIOM)—the MBL phase in one dimension at strong disorder. It yields an explicit and quantitative picture of the spatial boundary between localized and ergodic systems. We provide numerical evidence for this picture. When the theory is taken to its extreme logical consequences, it predicts that the MBL phase is destabilised in the long time limit whenever (1) interactions decay slower than exponentially in d =1 and (2) always in d >1 . Finer numerics is required to assess these predictions.
Buonomano against Bell: Nonergodicity or nonlocality?
NASA Astrophysics Data System (ADS)
Khrennikov, Andrei
The aim of this note is to attract attention of the quantum foundational community to the fact that in Bell’s arguments, one cannot distinguish two hypotheses: (a) quantum mechanics is nonlocal, (b) quantum mechanics is nonergodic. Therefore, experimental violations of Bell’s inequality can be as well interpreted as supporting the hypothesis that stochastic processes induced by quantum measurements are nonergodic. The latter hypothesis was discussed actively by Buonomano since 1980. However, in contrast to Bell’s hypothesis on nonlocality, it did not attract so much attention. The only experiment testing the hypothesis on nonergodicity was performed in neutron interferometry (by Summhammer, in 1989). This experiment can be considered as rejecting this hypothesis. However, it cannot be considered as a decisive experiment. New experiments are badly needed. We point out that a nonergodic model can be realistic, i.e. the distribution of hidden (local!) variables is well-defined. We also discuss coupling of violation of the Bell inequality with violation of the condition of weak mixing for ergodic dynamical systems.
The Wigner distribution and 2D classical maps
NASA Astrophysics Data System (ADS)
Sakhr, Jamal
2017-07-01
The Wigner spacing distribution has a long and illustrious history in nuclear physics and in the quantum mechanics of classically chaotic systems. In this paper, a novel connection between the Wigner distribution and 2D classical mechanics is introduced. Based on a well-known correspondence between the Wigner distribution and the 2D Poisson point process, the hypothesis that typical pseudo-trajectories of a 2D ergodic map have a Wignerian nearest-neighbor spacing distribution (NNSD) is put forward and numerically tested. The standard Euclidean metric is used to compute the interpoint spacings. In all test cases, the hypothesis is upheld, and the range of validity of the hypothesis appears to be robust in the sense that it is not affected by the presence or absence of: (i) mixing; (ii) time-reversal symmetry; and/or (iii) dissipation.
NASA Astrophysics Data System (ADS)
Sato, Kenji; Yano, Makoto
2012-09-01
Unique existence of the absolutely continuous ergodic measure, or existence of ergodic chaos (in a strong sense), has been considered important in economics since it explains the mechanism underlying economic fluctuations. In the present study, a simple sufficient condition for ergodic chaos is proved and applied to economic models.
Weak ergodicity of population evolution processes.
Inaba, H
1989-10-01
The weak ergodic theorems of mathematical demography state that the age distribution of a closed population is asymptotically independent of the initial distribution. In this paper, we provide a new proof of the weak ergodic theorem of the multistate population model with continuous time. The main tool to attain this purpose is a theory of multiplicative processes, which was mainly developed by Garrett Birkhoff, who showed that ergodic properties generally hold for an appropriate class of multiplicative processes. First, we construct a general theory of multiplicative processes on a Banach lattice. Next, we formulate a dynamical model of a multistate population and show that its evolution operator forms a multiplicative process on the state space of the population. Subsequently, we investigate a sufficient condition that guarantees the weak ergodicity of the multiplicative process. Finally, we prove the weak and strong ergodic theorems for the multistate population and resolve the consistency problem.
The ergodicity landscape of quantum theories
NASA Astrophysics Data System (ADS)
Ho, Wen Wei; Radičević, Đorđe
2018-02-01
This paper is a physicist’s review of the major conceptual issues concerning the problem of spectral universality in quantum systems. Here, we present a unified, graph-based view of all archetypical models of such universality (billiards, particles in random media, interacting spin or fermion systems). We find phenomenological relations between the onset of ergodicity (Gaussian-random delocalization of eigenstates) and the structure of the appropriate graphs, and we construct a heuristic picture of summing trajectories on graphs that describes why a generic interacting system should be ergodic. We also provide an operator-based discussion of quantum chaos and propose criteria to distinguish bases that can usefully diagnose ergodicity. The result of this analysis is a rough but systematic outline of how ergodicity changes across the space of all theories with a given Hilbert space dimension. As a particular example, we study the SYK model and report on the transition from maximal to partial ergodicity as the disorder strength is decreased.
Broken Ergodicity in Two-Dimensional Homogeneous Magnetohydrodynamic Turbulence
NASA Technical Reports Server (NTRS)
Shebalin, John V.
2010-01-01
Two-dimensional (2-D) homogeneous magnetohydrodynamic (MHD) turbulence has many of the same qualitative features as three-dimensional (3-D) homogeneous MHD turbulence.The se features include several ideal invariants, along with the phenomenon of broken ergodicity. Broken ergodicity appears when certain modes act like random variables with mean values that are large compared to their standard deviations, indicating a coherent structure or dynamo.Recently, the origin of broken ergodicity in 3-D MHD turbulence that is manifest in the lowest wavenumbers was explained. Here, a detailed description of the origins of broken ergodicity in 2-D MHD turbulence is presented. It will be seen that broken ergodicity in ideal 2-D MHD turbulence can be manifest in the lowest wavenumbers of a finite numerical model for certain initial conditions or in the highest wavenumbers for another set of initial conditions.T he origins of broken ergodicity in ideal 2-D homogeneous MHD turbulence are found through an eigen analysis of the covariance matrices of the modal probability density functions.It will also be shown that when the lowest wavenumber magnetic field becomes quasi-stationary, the higher wavenumber modes can propagate as Alfven waves on these almost static large-scale magnetic structures
Ergodicity of the generalized lemon billiards
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Jingyu; Mohr, Luke; Zhang, Hong-Kun, E-mail: hongkun@math.umass.edu
2013-12-15
In this paper, we study a two-parameter family of convex billiard tables, by taking the intersection of two round disks (with different radii) in the plane. These tables give a generalization of the one-parameter family of lemon-shaped billiards. Initially, there is only one ergodic table among all lemon tables. In our generalized family, we observe numerically the prevalence of ergodicity among the some perturbations of that table. Moreover, numerical estimates of the mixing rate of the billiard dynamics on some ergodic tables are also provided.
Karczyńska, Agnieszka S; Czaplewski, Cezary; Krupa, Paweł; Mozolewska, Magdalena A; Joo, Keehyoung; Lee, Jooyoung; Liwo, Adam
2017-12-05
Molecular simulations restrained to single or multiple templates are commonly used in protein-structure modeling. However, the restraints introduce additional barriers, thus impairing the ergodicity of simulations, which can affect the quality of the resulting models. In this work, the effect of restraint types and simulation schemes on ergodicity and model quality was investigated by performing template-restrained canonical molecular dynamics (MD), multiplexed replica-exchange molecular dynamics, and Hamiltonian replica exchange molecular dynamics (HREMD) simulations with the coarse-grained UNRES force field on nine selected proteins, with pseudo-harmonic log-Gaussian (unbounded) or Lorentzian (bounded) restraint functions. The best ergodicity was exhibited by HREMD. It has been found that non-ergodicity does not affect model quality if good templates are used to generate restraints. However, when poor-quality restraints not covering the entire protein are used, the improved ergodicity of HREMD can lead to significantly improved protein models. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.
NASA Astrophysics Data System (ADS)
Loch-Olszewska, Hanna; Szwabiński, Janusz
2018-05-01
The ergodicity breaking phenomenon has already been in the area of interest of many scientists, who tried to uncover its biological and chemical origins. Unfortunately, testing ergodicity in real-life data can be challenging, as sample paths are often too short for approximating their asymptotic behaviour. In this paper, the authors analyze the minimal lengths of empirical trajectories needed for claiming the ɛ-ergodicity based on two commonly used variants of an autoregressive fractionally integrated moving average model. The dependence of the dynamical functional on the parameters of the process is studied. The problem of choosing proper ɛ for ɛ-ergodicity testing is discussed with respect to especially the variation of the innovation process and the data sample length, with a presentation on two real-life examples.
Loch-Olszewska, Hanna; Szwabiński, Janusz
2018-05-28
The ergodicity breaking phenomenon has already been in the area of interest of many scientists, who tried to uncover its biological and chemical origins. Unfortunately, testing ergodicity in real-life data can be challenging, as sample paths are often too short for approximating their asymptotic behaviour. In this paper, the authors analyze the minimal lengths of empirical trajectories needed for claiming the ε-ergodicity based on two commonly used variants of an autoregressive fractionally integrated moving average model. The dependence of the dynamical functional on the parameters of the process is studied. The problem of choosing proper ε for ε-ergodicity testing is discussed with respect to especially the variation of the innovation process and the data sample length, with a presentation on two real-life examples.
Efficiency bounds for nonequilibrium heat engines
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mehta, Pankaj; Polkovnikov, Anatoli, E-mail: asp@bu.edu
2013-05-15
We analyze the efficiency of thermal engines (either quantum or classical) working with a single heat reservoir like an atmosphere. The engine first gets an energy intake, which can be done in an arbitrary nonequilibrium way e.g. combustion of fuel. Then the engine performs the work and returns to the initial state. We distinguish two general classes of engines where the working body first equilibrates within itself and then performs the work (ergodic engine) or when it performs the work before equilibrating (non-ergodic engine). We show that in both cases the second law of thermodynamics limits their efficiency. For ergodicmore » engines we find a rigorous upper bound for the efficiency, which is strictly smaller than the equivalent Carnot efficiency. I.e. the Carnot efficiency can be never achieved in single reservoir heat engines. For non-ergodic engines the efficiency can be higher and can exceed the equilibrium Carnot bound. By extending the fundamental thermodynamic relation to nonequilibrium processes, we find a rigorous thermodynamic bound for the efficiency of both ergodic and non-ergodic engines and show that it is given by the relative entropy of the nonequilibrium and initial equilibrium distributions. These results suggest a new general strategy for designing more efficient engines. We illustrate our ideas by using simple examples. -- Highlights: ► Derived efficiency bounds for heat engines working with a single reservoir. ► Analyzed both ergodic and non-ergodic engines. ► Showed that non-ergodic engines can be more efficient. ► Extended fundamental thermodynamic relation to arbitrary nonequilibrium processes.« less
Ergodicity in natural earthquake fault networks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tiampo, K. F.; Rundle, J. B.; Holliday, J.
2007-06-15
Numerical simulations have shown that certain driven nonlinear systems can be characterized by mean-field statistical properties often associated with ergodic dynamics [C. D. Ferguson, W. Klein, and J. B. Rundle, Phys. Rev. E 60, 1359 (1999); D. Egolf, Science 287, 101 (2000)]. These driven mean-field threshold systems feature long-range interactions and can be treated as equilibriumlike systems with statistically stationary dynamics over long time intervals. Recently the equilibrium property of ergodicity was identified in an earthquake fault system, a natural driven threshold system, by means of the Thirumalai-Mountain (TM) fluctuation metric developed in the study of diffusive systems [K. F.more » Tiampo, J. B. Rundle, W. Klein, J. S. Sa Martins, and C. D. Ferguson, Phys. Rev. Lett. 91, 238501 (2003)]. We analyze the seismicity of three naturally occurring earthquake fault networks from a variety of tectonic settings in an attempt to investigate the range of applicability of effective ergodicity, using the TM metric and other related statistics. Results suggest that, once variations in the catalog data resulting from technical and network issues are accounted for, all of these natural earthquake systems display stationary periods of metastable equilibrium and effective ergodicity that are disrupted by large events. We conclude that a constant rate of events is an important prerequisite for these periods of punctuated ergodicity and that, while the level of temporal variability in the spatial statistics is the controlling factor in the ergodic behavior of seismic networks, no single statistic is sufficient to ensure quantification of ergodicity. Ergodicity in this application not only requires that the system be stationary for these networks at the applicable spatial and temporal scales, but also implies that they are in a state of metastable equilibrium, one in which the ensemble averages can be substituted for temporal averages in studying their spatiotemporal evolution.« less
On the analogues of Szegő's theorem for ergodic operators
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kirsch, W; Pastur, L A
2015-01-31
Szegő's theorem on the asymptotic behaviour of the determinants of large Toeplitz matrices is generalized to the class of ergodic operators. The generalization is formulated in terms of a triple consisting of an ergodic operator and two functions, the symbol and the test function. It is shown that in the case of the one-dimensional discrete Schrödinger operator with random ergodic or quasiperiodic potential and various choices of the symbol and the test function this generalization leads to asymptotic formulae which have no analogues in the situation of Toeplitz operators. Bibliography: 22 titles.
Ergodic Transition in a Simple Model of the Continuous Double Auction
Radivojević, Tijana; Anselmi, Jonatha; Scalas, Enrico
2014-01-01
We study a phenomenological model for the continuous double auction, whose aggregate order process is equivalent to two independent queues. The continuous double auction defines a continuous-time random walk for trade prices. The conditions for ergodicity of the auction are derived and, as a consequence, three possible regimes in the behavior of prices and logarithmic returns are observed. In the ergodic regime, prices are unstable and one can observe a heteroskedastic behavior in the logarithmic returns. On the contrary, non-ergodicity triggers stability of prices, even if two different regimes can be seen. PMID:24558377
Ergodic transition in a simple model of the continuous double auction.
Radivojević, Tijana; Anselmi, Jonatha; Scalas, Enrico
2014-01-01
We study a phenomenological model for the continuous double auction, whose aggregate order process is equivalent to two independent M/M/1 queues. The continuous double auction defines a continuous-time random walk for trade prices. The conditions for ergodicity of the auction are derived and, as a consequence, three possible regimes in the behavior of prices and logarithmic returns are observed. In the ergodic regime, prices are unstable and one can observe a heteroskedastic behavior in the logarithmic returns. On the contrary, non-ergodicity triggers stability of prices, even if two different regimes can be seen.
A statistical evaluation of non-ergodic variogram estimators
Curriero, F.C.; Hohn, M.E.; Liebhold, A.M.; Lele, S.R.
2002-01-01
Geostatistics is a set of statistical techniques that is increasingly used to characterize spatial dependence in spatially referenced ecological data. A common feature of geostatistics is predicting values at unsampled locations from nearby samples using the kriging algorithm. Modeling spatial dependence in sampled data is necessary before kriging and is usually accomplished with the variogram and its traditional estimator. Other types of estimators, known as non-ergodic estimators, have been used in ecological applications. Non-ergodic estimators were originally suggested as a method of choice when sampled data are preferentially located and exhibit a skewed frequency distribution. Preferentially located samples can occur, for example, when areas with high values are sampled more intensely than other areas. In earlier studies the visual appearance of variograms from traditional and non-ergodic estimators were compared. Here we evaluate the estimators' relative performance in prediction. We also show algebraically that a non-ergodic version of the variogram is equivalent to the traditional variogram estimator. Simulations, designed to investigate the effects of data skewness and preferential sampling on variogram estimation and kriging, showed the traditional variogram estimator outperforms the non-ergodic estimators under these conditions. We also analyzed data on carabid beetle abundance, which exhibited large-scale spatial variability (trend) and a skewed frequency distribution. Detrending data followed by robust estimation of the residual variogram is demonstrated to be a successful alternative to the non-ergodic approach.
Are there ergodic limits to evolution? Ergodic exploration of genome space and convergence.
McLeish, Tom C B
2015-12-06
We examine the analogy between evolutionary dynamics and statistical mechanics to include the fundamental question of ergodicity-the representative exploration of the space of possible states (in the case of evolution this is genome space). Several properties of evolutionary dynamics are identified that allow a generalization of the ergodic dynamics, familiar in dynamical systems theory, to evolution. Two classes of evolved biological structure then arise, differentiated by the qualitative duration of their evolutionary time scales. The first class has an ergodicity time scale (the time required for representative genome exploration) longer than available evolutionary time, and has incompletely explored the genotypic and phenotypic space of its possibilities. This case generates no expectation of convergence to an optimal phenotype or possibility of its prediction. The second, more interesting, class exhibits an evolutionary form of ergodicity-essentially all of the structural space within the constraints of slower evolutionary variables have been sampled; the ergodicity time scale for the system evolution is less than the evolutionary time. In this case, some convergence towards similar optima may be expected for equivalent systems in different species where both possess ergodic evolutionary dynamics. When the fitness maximum is set by physical, rather than co-evolved, constraints, it is additionally possible to make predictions of some properties of the evolved structures and systems. We propose four structures that emerge from evolution within genotypes whose fitness is induced from their phenotypes. Together, these result in an exponential speeding up of evolution, when compared with complete exploration of genomic space. We illustrate a possible case of application and a prediction of convergence together with attaining a physical fitness optimum in the case of invertebrate compound eye resolution.
Quantum Ergodicity and L p Norms of Restrictions of Eigenfunctions
NASA Astrophysics Data System (ADS)
Hezari, Hamid
2018-02-01
We prove an analogue of Sogge's local L p estimates for L p norms of restrictions of eigenfunctions to submanifolds, and use it to show that for quantum ergodic eigenfunctions one can get improvements of the results of Burq-Gérard-Tzvetkov, Hu, and Chen-Sogge. The improvements are logarithmic on negatively curved manifolds (without boundary) and by o(1) for manifolds (with or without boundary) with ergodic geodesic flows. In the case of ergodic billiards with piecewise smooth boundary, we get o(1) improvements on L^∞ estimates of Cauchy data away from a shrinking neighborhood of the corners, and as a result using the methods of Ghosh et al., Jung and Zelditch, Jung and Zelditch, we get that the number of nodal domains of 2-dimensional ergodic billiards tends to infinity as λ \\to ∞. These results work only for a full density subsequence of any given orthonormal basis of eigenfunctions. We also present an extension of the L p estimates of Burq-Gérard-Tzvetkov, Hu, Chen-Sogge for the restrictions of Dirichlet and Neumann eigenfunctions to compact submanifolds of the interior of manifolds with piecewise smooth boundary. This part does not assume ergodicity on the manifolds.
NASA Technical Reports Server (NTRS)
Metzger, Philip T.
2006-01-01
Ergodicity is proved for granular contact forces. To obtain this proof from first principles, this paper generalizes Boltzmann's stosszahlansatz (molecular chaos) so that it maintains the necessary correlations and symmetries of granular packing ensembles. Then it formally counts granular contact force states and thereby defines the proper analog of Boltzmann's H functional. This functional is used to prove that (essentially) all static granular packings must exist at maximum entropy with respect to their contact forces. Therefore, the propagation of granular contact forces through a packing is a truly ergodic process in the Boltzmannian sense, or better, it is self-ergodic. Self-ergodicity refers to the non-dynamic, internal relationships that exist between the layer-by-layer and column-by-column subspaces contained within the phase space locus of any particular granular packing microstate. The generalized H Theorem also produces a recursion equation that may be solved numerically to obtain the density of single particle states and hence the distribution of granular contact forces corresponding to the condition of self-ergodicity. The predictions of the theory are overwhelmingly validated by comparison to empirical data from discrete element modeling.
Jennings, Robert C; Zucchelli, Giuseppe
2014-01-01
We examine ergodicity and configurational entropy for a dilute pigment solution and for a suspension of plant photosystem particles in which both ground and excited state pigments are present. It is concluded that the pigment solution, due to the extreme brevity of the excited state lifetime, is non-ergodic and the configurational entropy approaches zero. Conversely, due to the rapid energy transfer among pigments, each photosystem is ergodic and the configurational entropy is positive. This decreases the free energy of the single photosystem pigment array by a small amount. On the other hand, the suspension of photosystems is non-ergodic and the configurational entropy approaches zero. The overall configurational entropy which, in principle, includes contributions from both the single excited photosystems and the suspension which contains excited photosystems, also approaches zero. Thus the configurational entropy upon photon absorption by either a pigment solution or a suspension of photosystem particles is approximately zero. Copyright © 2014 Elsevier B.V. All rights reserved.
Kuritz, K; Stöhr, D; Pollak, N; Allgöwer, F
2017-02-07
Cyclic processes, in particular the cell cycle, are of great importance in cell biology. Continued improvement in cell population analysis methods like fluorescence microscopy, flow cytometry, CyTOF or single-cell omics made mathematical methods based on ergodic principles a powerful tool in studying these processes. In this paper, we establish the relationship between cell cycle analysis with ergodic principles and age structured population models. To this end, we describe the progression of a single cell through the cell cycle by a stochastic differential equation on a one dimensional manifold in the high dimensional dataspace of cell cycle markers. Given the assumption that the cell population is in a steady state, we derive transformation rules which transform the number density on the manifold to the steady state number density of age structured population models. Our theory facilitates the study of cell cycle dependent processes including local molecular events, cell death and cell division from high dimensional "snapshot" data. Ergodic analysis can in general be applied to every process that exhibits a steady state distribution. By combining ergodic analysis with age structured population models we furthermore provide the theoretic basis for extensions of ergodic principles to distribution that deviate from their steady state. Copyright © 2016 Elsevier Ltd. All rights reserved.
Mixing, ergodicity and slow relaxation phenomena
NASA Astrophysics Data System (ADS)
Costa, I. V. L.; Vainstein, M. H.; Lapas, L. C.; Batista, A. A.; Oliveira, F. A.
2006-11-01
Investigations on diffusion in systems with memory [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] have established a hierarchical connection between mixing, ergodicity, and the fluctuation-dissipation theorem (FDT). This hierarchy means that ergodicity is a necessary condition for the validity of the FDT, and mixing is a necessary condition for ergodicity. In this work, we compare those results with recent investigations using the Lee recurrence relations method [M.H. Lee, Phys. Rev. B 26 (1982) 2547; M.H. Lee, Phys. Rev. Lett. 87 (2001) 250601; M.H. Lee, J. Phys. A: Math. Gen. 39 (2006) 4651]. Lee shows that ergodicity is violated in the dynamics of the electron gas [M.H. Lee, J. Phys. A: Math. Gen. 39 (2006) 4651]. This reinforces both works and implies that the results of [I.V.L. Costa, R. Morgado, M.V.B.T. Lima, F.A. Oliveira, Europhys. Lett. 63 (2003) 173] are more general than the framework in which they were obtained. Some applications to slow relaxation phenomena are discussed.
A new approach to measuring tortuosity
NASA Astrophysics Data System (ADS)
Wert, Amanda; Scott, Sherry E.
2012-03-01
The detection and measurement of the tortuosity - i.e. the bending and winding - of vessels has been shown to be potentially useful in the assessment of cancer progression and treatment response. Although several metrics for tortuosity are used, no single one measure is able to capture all types of tortuosity. This report presents a new multiscale technique for measuring vessel tortuosity. The approach is based on a method - called the ergodicity defect - which gives a scale-dependent measure of deviation from ergodicity. Ergodicity is a concept that captures the manner in which trajectories or signals sample the space; thus, ergodicity and vessel tortuosity both involve the notion of how a signal samples space. Here we begin to explore this connection. We first apply the ergodicity defect tortuosity measure to both 2D and 3D synthetic data in order to demonstrate the response of the method to three types of tortuosity observed in clinical patterns. We then implement the technique on segmented vessels extracted from brain tumor MRA images. Results indicate that the method can be effectively used to detect and measure several types of vessel tortuosity.
An Estimation of the Logarithmic Timescale in Ergodic Dynamics
NASA Astrophysics Data System (ADS)
Gomez, Ignacio S.
An estimation of the logarithmic timescale in quantum systems having an ergodic dynamics in the semiclassical limit, is presented. The estimation is based on an extension of the Krieger’s finite generator theorem for discretized σ-algebras and using the time rescaling property of the Kolmogorov-Sinai entropy. The results are in agreement with those obtained in the literature but with a simpler mathematics and within the context of the ergodic theory. Moreover, some consequences of the Poincaré’s recurrence theorem are also explored.
Uncountably many maximizing measures for a dense subset of continuous functions
NASA Astrophysics Data System (ADS)
Shinoda, Mao
2018-05-01
Ergodic optimization aims to single out dynamically invariant Borel probability measures which maximize the integral of a given ‘performance’ function. For a continuous self-map of a compact metric space and a dense set of continuous functions, we show the existence of uncountably many ergodic maximizing measures. We also show that, for a topologically mixing subshift of finite type and a dense set of continuous functions there exist uncountably many ergodic maximizing measures with full support and positive entropy.
In Vivo Anomalous Diffusion and Weak Ergodicity Breaking of Lipid Granules
NASA Astrophysics Data System (ADS)
Jeon, Jae-Hyung; Tejedor, Vincent; Burov, Stas; Barkai, Eli; Selhuber-Unkel, Christine; Berg-Sørensen, Kirstine; Oddershede, Lene; Metzler, Ralf
2011-01-01
Combining extensive single particle tracking microscopy data of endogenous lipid granules in living fission yeast cells with analytical results we show evidence for anomalous diffusion and weak ergodicity breaking. Namely we demonstrate that at short times the granules perform subdiffusion according to the laws of continuous time random walk theory. The associated violation of ergodicity leads to a characteristic turnover between two scaling regimes of the time averaged mean squared displacement. At longer times the granule motion is consistent with fractional Brownian motion.
Self-averaging and weak ergodicity breaking of diffusion in heterogeneous media
NASA Astrophysics Data System (ADS)
Russian, Anna; Dentz, Marco; Gouze, Philippe
2017-08-01
Diffusion in natural and engineered media is quantified in terms of stochastic models for the heterogeneity-induced fluctuations of particle motion. However, fundamental properties such as ergodicity and self-averaging and their dependence on the disorder distribution are often not known. Here, we investigate these questions for diffusion in quenched disordered media characterized by spatially varying retardation properties, which account for particle retention due to physical or chemical interactions with the medium. We link self-averaging and ergodicity to the disorder sampling efficiency Rn, which quantifies the number of disorder realizations a noise ensemble may sample in a single disorder realization. Diffusion for disorder scenarios characterized by a finite mean transition time is ergodic and self-averaging for any dimension. The strength of the sample to sample fluctuations decreases with increasing spatial dimension. For an infinite mean transition time, particle motion is weakly ergodicity breaking in any dimension because single particles cannot sample the heterogeneity spectrum in finite time. However, even though the noise ensemble is not representative of the single-particle time statistics, subdiffusive motion in q ≥2 dimensions is self-averaging, which means that the noise ensemble in a single realization samples a representative part of the heterogeneity spectrum.
Ergodic Theory, Interpretations of Probability and the Foundations of Statistical Mechanics
NASA Astrophysics Data System (ADS)
van Lith, Janneke
The traditional use of ergodic theory in the foundations of equilibrium statistical mechanics is that it provides a link between thermodynamic observables and microcanonical probabilities. First of all, the ergodic theorem demonstrates the equality of microcanonical phase averages and infinite time averages (albeit for a special class of systems, and up to a measure zero set of exceptions). Secondly, one argues that actual measurements of thermodynamic quantities yield time averaged quantities, since measurements take a long time. The combination of these two points is held to be an explanation why calculating microcanonical phase averages is a successful algorithm for predicting the values of thermodynamic observables. It is also well known that this account is problematic. This survey intends to show that ergodic theory nevertheless may have important roles to play, and it explores three other uses of ergodic theory. Particular attention is paid, firstly, to the relevance of specific interpretations of probability, and secondly, to the way in which the concern with systems in thermal equilibrium is translated into probabilistic language. With respect to the latter point, it is argued that equilibrium should not be represented as a stationary probability distribution as is standardly done; instead, a weaker definition is presented.
NASA Astrophysics Data System (ADS)
Mukherjee, Sudip; Rajak, Atanu; Chakrabarti, Bikas K.
2018-02-01
We explore the behavior of the order parameter distribution of the quantum Sherrington-Kirkpatrick model in the spin glass phase using Monte Carlo technique for the effective Suzuki-Trotter Hamiltonian at finite temperatures and that at zero temperature obtained using the exact diagonalization method. Our numerical results indicate the existence of a low- but finite-temperature quantum-fluctuation-dominated ergodic region along with the classical fluctuation-dominated high-temperature nonergodic region in the spin glass phase of the model. In the ergodic region, the order parameter distribution gets narrower around the most probable value of the order parameter as the system size increases. In the other region, the Parisi order distribution function has nonvanishing value everywhere in the thermodynamic limit, indicating nonergodicity. We also show that the average annealing time for convergence (to a low-energy level of the model, within a small error range) becomes system size independent for annealing down through the (quantum-fluctuation-dominated) ergodic region. It becomes strongly system size dependent for annealing through the nonergodic region. Possible finite-size scaling-type behavior for the extent of the ergodic region is also addressed.
NASA Astrophysics Data System (ADS)
Zhao, Wencai; Li, Juan; Zhang, Tongqian; Meng, Xinzhu; Zhang, Tonghua
2017-07-01
Taking into account of both white and colored noises, a stochastic mathematical model with impulsive toxicant input is formulated. Based on this model, we investigate dynamics, such as the persistence and ergodicity, of plant infectious disease model with Markov conversion in a polluted environment. The thresholds of extinction and persistence in mean are obtained. By using Lyapunov functions, we prove that the system is ergodic and has a stationary distribution under certain sufficient conditions. Finally, numerical simulations are employed to illustrate our theoretical analysis.
Physical aspects of biophotons.
Popp, F A; Li, K H; Mei, W P; Galle, M; Neurohr, R
1988-07-15
By comparing the theoretically expected results of photon emission from a chaotic (thermal) field and those of an ordered (fully coherent) field with the actual experimental data, one finds ample indications for the hypothesis that 'biophotons' originate from a coherent field occurring within living tissues. A direct proof may be seen in the hyperbolic relaxation dynamics of spectral delayed luminescence under ergodic conditions. A possible mechanism has to be founded on Einstein's balance equation and, under stationary conditions, on energy conservation including a photochemical potential. It is shown that the considered equations deliver, besides the thermal equilibrium, a conditionally stable region far away from equilibrium, which can help to describe both 'biophoton emission' and biological regulation.
Quantum ergodicity in the SYK model
NASA Astrophysics Data System (ADS)
Altland, Alexander; Bagrets, Dmitry
2018-05-01
We present a replica path integral approach describing the quantum chaotic dynamics of the SYK model at large time scales. The theory leads to the identification of non-ergodic collective modes which relax and eventually give way to an ergodic long time regime (describable by random matrix theory). These modes, which play a role conceptually similar to the diffusion modes of dirty metals, carry quantum numbers which we identify as the generators of the Clifford algebra: each of the 2N different products that can be formed from N Majorana operators defines one effective mode. The competition between a decay rate quickly growing in the order of the product and a density of modes exponentially growing in the same parameter explains the characteristics of the system's approach to the ergodic long time regime. We probe this dynamics through various spectral correlation functions and obtain favorable agreement with existing numerical data.
Weak ergodicity breaking, irreproducibility, and ageing in anomalous diffusion processes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Metzler, Ralf
2014-01-14
Single particle traces are standardly evaluated in terms of time averages of the second moment of the position time series r(t). For ergodic processes, one can interpret such results in terms of the known theories for the corresponding ensemble averaged quantities. In anomalous diffusion processes, that are widely observed in nature over many orders of magnitude, the equivalence between (long) time and ensemble averages may be broken (weak ergodicity breaking), and these time averages may no longer be interpreted in terms of ensemble theories. Here we detail some recent results on weakly non-ergodic systems with respect to the time averagedmore » mean squared displacement, the inherent irreproducibility of individual measurements, and methods to determine the exact underlying stochastic process. We also address the phenomenon of ageing, the dependence of physical observables on the time span between initial preparation of the system and the start of the measurement.« less
Ergodicity bounds for birth-death processes with particularities
NASA Astrophysics Data System (ADS)
Zeifman, Alexander I.; Satin, Yacov; Korotysheva, Anna; Shilova, Galina; Kiseleva, Ksenia; Korolev, Victor Yu.; Bening, Vladimir E.; Shorgin, Sergey Ya.
2016-06-01
We introduce an inhomogeneous birth-death process with birth rates λk(t), death rates µk(t), and possible transitions to/from zero with rates βk(t), rk(t) respectively, and obtain ergodicity bounds for this process.
Ergodicity of a singly-thermostated harmonic oscillator
NASA Astrophysics Data System (ADS)
Hoover, William Graham; Sprott, Julien Clinton; Hoover, Carol Griswold
2016-03-01
Although Nosé's thermostated mechanics is formally consistent with Gibbs' canonical ensemble, the thermostated Nosé-Hoover (harmonic) oscillator, with its mean kinetic temperature controlled, is far from ergodic. Much of its phase space is occupied by regular conservative tori. Oscillator ergodicity has previously been achieved by controlling two oscillator moments with two thermostat variables. Here we use computerized searches in conjunction with visualization to find singly-thermostated motion equations for the oscillator which are consistent with Gibbs' canonical distribution. Such models are the simplest able to bridge the gap between Gibbs' statistical ensembles and Newtonian single-particle dynamics.
Ergodicity of two hard balls in integrable polygons
NASA Astrophysics Data System (ADS)
Bálint, Péter; Troubetzkoy, Serge
2004-11-01
We prove the hyperbolicity, ergodicity and thus the Bernoulli property of two hard balls in one of the following four polygons: the square, the equilateral triangle, the 45°-45°-90° triangle or the 30°-60°-90° triangle.
Are there ergodic limits to evolution? Ergodic exploration of genome space and convergence
McLeish, Tom C. B.
2015-01-01
We examine the analogy between evolutionary dynamics and statistical mechanics to include the fundamental question of ergodicity—the representative exploration of the space of possible states (in the case of evolution this is genome space). Several properties of evolutionary dynamics are identified that allow a generalization of the ergodic dynamics, familiar in dynamical systems theory, to evolution. Two classes of evolved biological structure then arise, differentiated by the qualitative duration of their evolutionary time scales. The first class has an ergodicity time scale (the time required for representative genome exploration) longer than available evolutionary time, and has incompletely explored the genotypic and phenotypic space of its possibilities. This case generates no expectation of convergence to an optimal phenotype or possibility of its prediction. The second, more interesting, class exhibits an evolutionary form of ergodicity—essentially all of the structural space within the constraints of slower evolutionary variables have been sampled; the ergodicity time scale for the system evolution is less than the evolutionary time. In this case, some convergence towards similar optima may be expected for equivalent systems in different species where both possess ergodic evolutionary dynamics. When the fitness maximum is set by physical, rather than co-evolved, constraints, it is additionally possible to make predictions of some properties of the evolved structures and systems. We propose four structures that emerge from evolution within genotypes whose fitness is induced from their phenotypes. Together, these result in an exponential speeding up of evolution, when compared with complete exploration of genomic space. We illustrate a possible case of application and a prediction of convergence together with attaining a physical fitness optimum in the case of invertebrate compound eye resolution. PMID:26640648
Two-way DF relaying assisted D2D communication: ergodic rate and power allocation
NASA Astrophysics Data System (ADS)
Ni, Yiyang; Wang, Yuxi; Jin, Shi; Wong, Kai-Kit; Zhu, Hongbo
2017-12-01
In this paper, we investigate the ergodic rate for a device-to-device (D2D) communication system aided by a two-way decode-and-forward (DF) relay node. We first derive closed-form expressions for the ergodic rate of the D2D link under asymmetric and symmetric cases, respectively. We subsequently discuss two special scenarios including weak interference case and high signal-to-noise ratio case. Then we derive the tight approximations for each of the considered scenarios. Assuming that each transmitter only has access to its own statistical channel state information (CSI), we further derive closed-form power allocation strategy to improve the system performance according to the analytical results of the ergodic rate. Furthermore, some insights are provided for the power allocation strategy based on the analytical results. The strategies are easy to compute and require to know only the channel statistics. Numerical results show the accuracy of the analysis results under various conditions and test the availability of the power allocation strategy.
How a Small Quantum Bath Can Thermalize Long Localized Chains
NASA Astrophysics Data System (ADS)
Luitz, David J.; Huveneers, François; De Roeck, Wojciech
2017-10-01
We investigate the stability of the many-body localized phase for a system in contact with a single ergodic grain modeling a Griffiths region with low disorder. Our numerical analysis provides evidence that even a small ergodic grain consisting of only three qubits can delocalize a localized chain as soon as the localization length exceeds a critical value separating localized and extended regimes of the whole system. We present a simple theory, consistent with De Roeck and Huveneers's arguments in [Phys. Rev. B 95, 155129 (2017), 10.1103/PhysRevB.95.155129] that assumes a system to be locally ergodic unless the local relaxation time determined by Fermi's golden rule is larger than the inverse level spacing. This theory predicts a critical value for the localization length that is perfectly consistent with our numerical calculations. We analyze in detail the behavior of local operators inside and outside the ergodic grain and find excellent agreement of numerics and theory.
Hierarchical relaxation dynamics in a tilted two-band Bose-Hubbard model
NASA Astrophysics Data System (ADS)
Cosme, Jayson G.
2018-04-01
We numerically examine slow and hierarchical relaxation dynamics of interacting bosons described by a tilted two-band Bose-Hubbard model. The system is found to exhibit signatures of quantum chaos within the spectrum and the validity of the eigenstate thermalization hypothesis for relevant physical observables is demonstrated for certain parameter regimes. Using the truncated Wigner representation in the semiclassical limit of the system, dynamics of relevant observables reveal hierarchical relaxation and the appearance of prethermalized states is studied from the perspective of statistics of the underlying mean-field trajectories. The observed prethermalization scenario can be attributed to different stages of glassy dynamics in the mode-time configuration space due to dynamical phase transition between ergodic and nonergodic trajectories.
Microscopic pressure-cooker model for studying molecules in confinement
NASA Astrophysics Data System (ADS)
Santamaria, Ruben; Adamowicz, Ludwik; Rosas-Acevedo, Hortensia
2015-04-01
A model for a system of a finite number of molecules in confinement is presented and expressions for determining the temperature, pressure, and volume of the system are derived. The present model is a generalisation of the Zwanzig-Langevin model because it includes pressure effects in the system. It also has general validity, preserves the ergodic hypothesis, and provides a formal framework for previous studies of hydrogen clusters in confinement. The application of the model is illustrated by an investigation of a set of prebiotic compounds exposed to varying pressure and temperature. The simulations performed within the model involve the use of a combination of molecular dynamics and density functional theory methods implemented on a computer system with a mixed CPU-GPU architecture.
Special ergodic theorems and dynamical large deviations
NASA Astrophysics Data System (ADS)
Kleptsyn, Victor; Ryzhov, Dmitry; Minkov, Stanislav
2012-11-01
Let f : M → M be a self-map of a compact Riemannian manifold M, admitting a global SRB measure μ. For a continuous test function \\varphi\\colon M\\to R and a constant α > 0, consider the set Kφ,α of the initial points for which the Birkhoff time averages of the function φ differ from its μ-space average by at least α. As the measure μ is a global SRB one, the set Kφ,α should have zero Lebesgue measure. The special ergodic theorem, whenever it holds, claims that, moreover, this set has a Hausdorff dimension less than the dimension of M. We prove that for Lipschitz maps, the special ergodic theorem follows from the dynamical large deviations principle. We also define and prove analogous result for flows. Applying the theorems of Young and of Araújo and Pacifico, we conclude that the special ergodic theorem holds for transitive hyperbolic attractors of C2-diffeomorphisms, as well as for some other known classes of maps (including the one of partially hyperbolic non-uniformly expanding maps) and flows.
Gobeljic, D.; Shvartsman, V. V.; Belianinov, A.; ...
2016-01-05
Relaxor/ferroelectric ceramic/ceramic composites have shown to be promising in generating large electromechanical strain at moderate electric fields. However, the mechanisms of polarization and strain coupling between grains of different nature in the composites remain unclear. To rationalize the coupling mechanisms we performed advanced piezoresponse force microscopy (PFM) studies of 0.92BNT-0.06BT-0.02KNN/0.93BNT-0.07BT (ergodic/non-ergodic relaxor) composites. PFM is able to distinguish grains of different phases by characteristic domain patterns. Polarization switching has been probed locally, on a sub-grain scale. k-Means clustering analysis applied to arrays of local hysteresis loops reveals variations of polarization switching characteristics between the ergodic and non-ergodic relaxor grains. Here,more » we report a different set of switching parameters for grains in the composites as opposed to the pure phase samples. These results confirm ceramic/ceramic composites to be a viable approach to tailor the piezoelectric properties and optimize the macroscopic electromechanical characteristics.« less
Deterministic time-reversible thermostats: chaos, ergodicity, and the zeroth law of thermodynamics
NASA Astrophysics Data System (ADS)
Patra, Puneet Kumar; Sprott, Julien Clinton; Hoover, William Graham; Griswold Hoover, Carol
2015-09-01
The relative stability and ergodicity of deterministic time-reversible thermostats, both singly and in coupled pairs, are assessed through their Lyapunov spectra. Five types of thermostat are coupled to one another through a single Hooke's-law harmonic spring. The resulting dynamics shows that three specific thermostat types, Hoover-Holian, Ju-Bulgac, and Martyna-Klein-Tuckerman, have very similar Lyapunov spectra in their equilibrium four-dimensional phase spaces and when coupled in equilibrium or nonequilibrium pairs. All three of these oscillator-based thermostats are shown to be ergodic, with smooth analytic Gaussian distributions in their extended phase spaces (coordinate, momentum, and two control variables). Evidently these three ergodic and time-reversible thermostat types are particularly useful as statistical-mechanical thermometers and thermostats. Each of them generates Gibbs' universal canonical distribution internally as well as for systems to which they are coupled. Thus they obey the zeroth law of thermodynamics, as a good heat bath should. They also provide dissipative heat flow with relatively small nonlinearity when two or more such temperature baths interact and provide useful deterministic replacements for the stochastic Langevin equation.
NASA Astrophysics Data System (ADS)
Ullah, Aman; Gul, Hafiza Bushra; Ullah, Amir; Sheeraz, Muhammad; Bae, Jong-Seong; Jo, Wook; Ahn, Chang Won; Kim, Ill Won; Kim, Tae Heon
2018-01-01
A thermotropic phase boundary between non-ergodic and ergodic relaxor phases is tuned in lead-free Bi1/2Na1/2TiO3-based ceramics through a structural transition driven by compositional modification (usually named as "morphotropic approach"). The substitution of Bi(Ni1/2Ti1/2)O3 for Bi1/2(Na0.78K0.22)1/2TiO3 induces a transition from tetragonal to "metrically" cubic phase and thereby, the ergodic relaxor ferroelectric phase becomes predominant at room temperature. A shift of the transition temperature (denoted as TF-R) in the non-ergodic-to-ergodic phase transition is corroborated via temperature-dependent dielectric permittivity and loss measurements. By monitoring the chemical composition dependence of polarization-electric field and strain-electric field hysteresis loops, it is possible to track the critical concentration of Bi(Ni1/2Ti1/2)O3 where the (1 - x)Bi0.5(Na0.78K0.22)0.5TiO3-xBi(Ni0.5Ti0.5)O3 ceramic undergoes the phase transition around room temperature. At the Bi(Ni0.5Ti0.5)O3 content of x = 0.050, the highest room-temperature electrostrictive coefficient of 0.030 m4/C2 is achieved with no hysteretic characteristic, which can foster the realization of actual electrostrictive devices with high operational efficiency at room temperature.
Impact of nonzero boresight pointing error on ergodic capacity of MIMO FSO communication systems.
Boluda-Ruiz, Rubén; García-Zambrana, Antonio; Castillo-Vázquez, Beatriz; Castillo-Vázquez, Carmen
2016-02-22
A thorough investigation of the impact of nonzero boresight pointing errors on the ergodic capacity of multiple-input/multiple-output (MIMO) free-space optical (FSO) systems with equal gain combining (EGC) reception under different turbulence models, which are modeled as statistically independent, but not necessarily identically distributed (i.n.i.d.) is addressed in this paper. Novel closed-form asymptotic expressions at high signal-to-noise ratio (SNR) for the ergodic capacity of MIMO FSO systems are derived when different geometric arrangements of the receive apertures at the receiver are considered in order to reduce the effect of nonzero inherent boresight displacement, which is inevitably present when more than one receive aperture is considered. As a result, the asymptotic ergodic capacity of MIMO FSO systems is evaluated over log-normal (LN), gamma-gamma (GG) and exponentiated Weibull (EW) atmospheric turbulence in order to study different turbulence conditions, different sizes of receive apertures as well as different aperture averaging conditions. It is concluded that the use of single-input/multiple-output (SIMO) and MIMO techniques can significantly increase the ergodic capacity respect to the direct path link when the inherent boresight displacement takes small values, i.e. when the spacing among receive apertures is not too big. The effect of nonzero additional boresight errors, which is due to the thermal expansion of the building, is evaluated in multiple-input/single-output (MISO) and single-input/single-output (SISO) FSO systems. Simulation results are further included to confirm the analytical results.
Entropy, a Unifying Concept: from Physics to Cognitive Psychology
NASA Astrophysics Data System (ADS)
Tsallis, Constantino; Tsallis, Alexandra C.
Together with classical, relativistic and quantum mechanics, as well as Maxwell electromagnetism, Boltzmann-Gibbs (BG) statistical mechanics constitutes one of the main theories of contemporary physics. This theory primarily concerns inanimate matter, and at its generic foundation we find nonlinear dynamical systems satisfying the ergodic hypothesis. This hypothesis is typically guaranteed for systems whose maximal Lyapunov exponent is positive. What happens when this crucial quantity is zero instead? We suggest here that, in what concerns thermostatistical properties, we typically enter what in some sense may be considered as a new world — the world of living systems — . The need emerges, at least for many systems, for generalizing the basis of BG statistical mechanics, namely the Boltzmann-Gibbs-von Neumann-Shannon en-tropic functional form, which connects the oscopic, thermodynamic quantity, with the occurrence probabilities of microscopic configurations. This unifying approach is briefly reviewed here, and its widespread applications — from physics to cognitive psychology — are overviewed. Special attention is dedicated to the learning/memorizing process in humans and computers. The present observations might be related to the gestalt theory of visual perceptions and the actor-network theory.
Competitive agents in a market: Statistical physics of the minority game
NASA Astrophysics Data System (ADS)
Sherrington, David
2007-10-01
A brief review is presented of the minority game, a simple frustrated many-body system stimulated by considerations of a market of competitive speculative agents. Its cooperative behaviour exhibits phase transitions and both ergodic and non-ergodic regimes. It provides novel challenges to statistical physics, reminiscent of those of mean-field spin glasses.
Ergodicity convergence test suggests telomere motion obeys fractional dynamics
NASA Astrophysics Data System (ADS)
Kepten, E.; Bronshtein, I.; Garini, Y.
2011-04-01
Anomalous diffusion, observed in many biological processes, is a generalized description of a wide variety of processes, all obeying the same law of mean-square displacement. Identifying the basic mechanisms of these observations is important for deducing the nature of the biophysical systems measured. We implement a previously suggested method for distinguishing between fractional Langevin dynamics, fractional Brownian motion, and continuous time random walk based on the ergodic nature of the data. We apply the method together with the recently suggested P-variation test and the displacement correlation to the lately measured dynamics of telomeres in the nucleus of mammalian cells and find strong evidence that the telomeres motion obeys fractional dynamics. The ergodic dynamics are observed experimentally to fit fractional Brownian or Langevin dynamics.
Robust Criterion for the Existence of Nonhyperbolic Ergodic Measures
NASA Astrophysics Data System (ADS)
Bochi, Jairo; Bonatti, Christian; Díaz, Lorenzo J.
2016-06-01
We give explicit C 1-open conditions that ensure that a diffeomorphism possesses a nonhyperbolic ergodic measure with positive entropy. Actually, our criterion provides the existence of a partially hyperbolic compact set with one-dimensional center and positive topological entropy on which the center Lyapunov exponent vanishes uniformly. The conditions of the criterion are met on a C 1-dense and open subset of the set of diffeomorphisms having a robust cycle. As a corollary, there exists a C 1-open and dense subset of the set of non-Anosov robustly transitive diffeomorphisms consisting of systems with nonhyperbolic ergodic measures with positive entropy. The criterion is based on a notion of a blender defined dynamically in terms of strict invariance of a family of discs.
Chaotic attractors and physical measures for some density dependent Leslie population models
NASA Astrophysics Data System (ADS)
Ugarcovici, Ilie; Weiss, Howard
2007-12-01
Following ecologists' discoveries, mathematicians have begun studying extensions of the ubiquitous age structured Leslie population model that allow some survival probabilities and/or fertility rates to depend on population densities. These nonlinear extensions commonly exhibit very complicated dynamics: through computer studies, some authors have discovered robust Hénon-like strange attractors in several families. Population biologists and demographers frequently wish to average a function over many generations and conclude that the average is independent of the initial population distribution. This type of 'ergodicity' seems to be a fundamental tenet in population biology. In this paper we develop the first rigorous ergodic theoretic framework for density dependent Leslie population models. We study two generation models with Ricker and Hassell (recruitment type) fertility terms. We prove that for some parameter regions these models admit a chaotic (ergodic) attractor which supports a unique physical probability measure. This physical measure, having full Lebesgue measure basin, satisfies in the strongest possible sense the population biologist's requirement for ergodicity in their population models. We use the celebrated work of Wang and Young 2001 Commun. Math. Phys. 218 1-97, and our results are the first applications of their method to biology, ecology or demography.
Applications of Ergodic Theory to Coverage Analysis
NASA Technical Reports Server (NTRS)
Lo, Martin W.
2003-01-01
The study of differential equations, or dynamical systems in general, has two fundamentally different approaches. We are most familiar with the construction of solutions to differential equations. Another approach is to study the statistical behavior of the solutions. Ergodic Theory is one of the most developed methods to study the statistical behavior of the solutions of differential equations. In the theory of satellite orbits, the statistical behavior of the orbits is used to produce 'Coverage Analysis' or how often a spacecraft is in view of a site on the ground. In this paper, we consider the use of Ergodic Theory for Coverage Analysis. This allows us to greatly simplify the computation of quantities such as the total time for which a ground station can see a satellite without ever integrating the trajectory, see Lo 1,2. More over, for any quantity which is an integrable function of the ground track, its average may be computed similarly without the integration of the trajectory. For example, the data rate for a simple telecom system is a function of the distance between the satellite and the ground station. We show that such a function may be averaged using the Ergodic Theorem.
Equilibration of energy in slow–fast systems
Shah, Kushal; Gelfreich, Vassili; Rom-Kedar, Vered
2017-01-01
Ergodicity is a fundamental requirement for a dynamical system to reach a state of statistical equilibrium. However, in systems with several characteristic timescales, the ergodicity of the fast subsystem impedes the equilibration of the whole system because of the presence of an adiabatic invariant. In this paper, we show that violation of ergodicity in the fast dynamics can drive the whole system to equilibrium. To show this principle, we investigate the dynamics of springy billiards, which are mechanical systems composed of a small particle bouncing elastically in a bounded domain, where one of the boundary walls has finite mass and is attached to a linear spring. Numerical simulations show that the springy billiard systems approach equilibrium at an exponential rate. However, in the limit of vanishing particle-to-wall mass ratio, the equilibration rates remain strictly positive only when the fast particle dynamics reveal two or more ergodic components for a range of wall positions. For this case, we show that the slow dynamics of the moving wall can be modeled by a random process. Numerical simulations of the corresponding springy billiards and their random models show equilibration with similar positive rates. PMID:29183966
Ergodic actions of SμU(2) on C∗-algebras from II1 subfactors
NASA Astrophysics Data System (ADS)
Pinzari, Claudia; Roberts, John E.
2010-03-01
To a proper inclusion N⊂M of II factors of finite Jones index [M:N], we associate an ergodic C∗-action of the quantum group SμU(2) (or more generally of certain groups Ao(F)). The higher relative commutant N'∩M can be identified with the spectral space of the rth tensor power u of the defining representation of the quantum group. The index and the deformation parameter are related by -1≤μ<0 and [M:N]=|μ+μ-1|. This ergodic action may be thought of as a virtual subgroup of SμU(2) in the sense of Mackey arising from the tensor category generated by the N-bimodule NMN. μ is negative as NMN is a real bimodule.
NASA Astrophysics Data System (ADS)
Drótos, Gábor; Bódai, Tamás; Tél, Tamás
2016-08-01
In nonautonomous dynamical systems, like in climate dynamics, an ensemble of trajectories initiated in the remote past defines a unique probability distribution, the natural measure of a snapshot attractor, for any instant of time, but this distribution typically changes in time. In cases with an aperiodic driving, temporal averages taken along a single trajectory would differ from the corresponding ensemble averages even in the infinite-time limit: ergodicity does not hold. It is worth considering this difference, which we call the nonergodic mismatch, by taking time windows of finite length for temporal averaging. We point out that the probability distribution of the nonergodic mismatch is qualitatively different in ergodic and nonergodic cases: its average is zero and typically nonzero, respectively. A main conclusion is that the difference of the average from zero, which we call the bias, is a useful measure of nonergodicity, for any window length. In contrast, the standard deviation of the nonergodic mismatch, which characterizes the spread between different realizations, exhibits a power-law decrease with increasing window length in both ergodic and nonergodic cases, and this implies that temporal and ensemble averages differ in dynamical systems with finite window lengths. It is the average modulus of the nonergodic mismatch, which we call the ergodicity deficit, that represents the expected deviation from fulfilling the equality of temporal and ensemble averages. As an important finding, we demonstrate that the ergodicity deficit cannot be reduced arbitrarily in nonergodic systems. We illustrate via a conceptual climate model that the nonergodic framework may be useful in Earth system dynamics, within which we propose the measure of nonergodicity, i.e., the bias, as an order-parameter-like quantifier of climate change.
Broken Ergodicity in Ideal, Homogeneous, Incompressible Turbulence
NASA Technical Reports Server (NTRS)
Morin, Lee; Shebalin, John; Fu, Terry; Nguyen, Phu; Shum, Victor
2010-01-01
We discuss the statistical mechanics of numerical models of ideal homogeneous, incompressible turbulence and their relevance for dissipative fluids and magnetofluids. These numerical models are based on Fourier series and the relevant statistical theory predicts that Fourier coefficients of fluid velocity and magnetic fields (if present) are zero-mean random variables. However, numerical simulations clearly show that certain coefficients have a non-zero mean value that can be very large compared to the associated standard deviation. We explain this phenomena in terms of broken ergodicity', which is defined to occur when dynamical behavior does not match ensemble predictions on very long time-scales. We review the theoretical basis of broken ergodicity, apply it to 2-D and 3-D fluid and magnetohydrodynamic simulations of homogeneous turbulence, and show new results from simulations using GPU (graphical processing unit) computers.
Ergodicity Breaking in Geometric Brownian Motion
NASA Astrophysics Data System (ADS)
Peters, O.; Klein, W.
2013-03-01
Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by nonergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time average. A common tactic for bringing time averages closer to ensemble averages is diversification. In this Letter, we study the effects of diversification using the concept of ergodicity breaking.
Occupation times and ergodicity breaking in biased continuous time random walks
NASA Astrophysics Data System (ADS)
Bel, Golan; Barkai, Eli
2005-12-01
Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found.
Information, Consistent Estimation and Dynamic System Identification.
1976-11-01
Washington,DC 232129 Tj-CUOSITORING AGENCY NAMIE 6 AOORESS(lI dittevmet Itroo CuooottaaII Offics) IS.- SECURITY CLASS. (of this *.part) SCHEDULE ’B...representative model from a given model set, applicable to infinite and even non-compact model sets. S-UNCLASSIFIED SECURITY CLASSIFICATION OF THIS PAOrj(*whe...ergodicity. For a thorough development of ergodic theory the reader is referred to, e.g., Doob [1953], Halmos [1956] and Chacon and Ornstein [1959
Liao, Yunxiang; Foster, Matthew S
2018-06-08
In two dimensions, dephasing by a bath cuts off Anderson localization that would otherwise occur at any energy density for fermions with disorder. For an isolated system with short-range interactions, the system can be its own bath, exhibiting diffusive (non-Markovian) thermal density fluctuations. We recast the dephasing of weak localization due to a diffusive bath as a self-interacting polymer loop. We investigate the critical behavior of the loop in d=4-ε dimensions, and find a nontrivial fixed point corresponding to a temperature T^{*}∼ε>0 where the dephasing time diverges. Assuming that this fixed point survives to ε=2, we associate it with a possible instability of the ergodic phase. Our approach may open a new line of attack against the problem of the ergodic to many-body-localized phase transition in d>1 spatial dimensions.
NASA Astrophysics Data System (ADS)
Liao, Yunxiang; Foster, Matthew S.
2018-06-01
In two dimensions, dephasing by a bath cuts off Anderson localization that would otherwise occur at any energy density for fermions with disorder. For an isolated system with short-range interactions, the system can be its own bath, exhibiting diffusive (non-Markovian) thermal density fluctuations. We recast the dephasing of weak localization due to a diffusive bath as a self-interacting polymer loop. We investigate the critical behavior of the loop in d =4 -ɛ dimensions, and find a nontrivial fixed point corresponding to a temperature T*˜ɛ >0 where the dephasing time diverges. Assuming that this fixed point survives to ɛ =2 , we associate it with a possible instability of the ergodic phase. Our approach may open a new line of attack against the problem of the ergodic to many-body-localized phase transition in d >1 spatial dimensions.
Ergodic model for the expansion of spherical nanoplasmas.
Peano, F; Coppa, G; Peinetti, F; Mulas, R; Silva, L O
2007-06-01
Recently, the collisionless expansion of spherical nanoplasmas has been analyzed with a new ergodic model, clarifying the transition from hydrodynamiclike to Coulomb-explosion regimes, and providing accurate laws for the relevant features of the phenomenon. A complete derivation of the model is presented here. The important issue of the self-consistent initial conditions is addressed by analyzing the initial charging transient due to the electron expansion, in the approximation of immobile ions. A comparison among different kinetic models for the expansion is presented, showing that the ergodic model provides a simplified description, which retains the essential information on the electron distribution, in particular, the energy spectrum. Results are presented for a wide range of initial conditions (determined from a single dimensionless parameter), in excellent agreement with calculations from the exact Vlasov-Poisson theory, thus providing a complete and detailed characterization of all the stages of the expansion.
Passive runaway electron suppression in tokamak disruptions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Smith, H. M.; Helander, P.; Boozer, A. H.
2013-07-15
Runaway electrons created in disruptions pose a serious problem for tokamaks with large current. It would be desirable to have a runaway electron suppression method which is passive, i.e., a method that does not rely on an uncertain disruption prediction system. One option is to let the large electric field inherent in the disruption drive helical currents in the wall. This would create ergodic regions in the plasma and increase the runaway losses. Whether these regions appear at a suitable time and place to affect the formation of the runaway beam depends on disruption parameters, such as electron temperature andmore » density. We find that it is difficult to ergodize the central plasma before a beam of runaway current has formed. However, the ergodic outer region will make the Ohmic current profile contract, which can lead to instabilities that yield large runaway electron losses.« less
The condition of a finite Markov chain and perturbation bounds for the limiting probabilities
NASA Technical Reports Server (NTRS)
Meyer, C. D., Jr.
1979-01-01
The inequalities bounding the relative error the norm of w- w squiggly/the norm of w are exhibited by a very simple function of E and A. Let T denote the transition matrix of an ergodic chain, C, and let A = I - T. Let E be a perturbation matrix such that T squiggly = T - E is also the transition matrix of an ergodic chain, C squiggly. Let w and w squiggly denote the limiting probability (row) vectors for C and C squiggly. The inequality is the best one possible. This bound can be significant in the numerical determination of the limiting probabilities for an ergodic chain. In addition to presenting a sharp bound for the norm of w-w squiggly/the norm of w an explicit expression for w squiggly will be derived in which w squiggly is given as a function of E, A, w and some other related terms.
Ergodicity-breaking bifurcations and tunneling in hyperbolic transport models
NASA Astrophysics Data System (ADS)
Giona, M.; Brasiello, A.; Crescitelli, S.
2015-11-01
One of the main differences between parabolic transport, associated with Langevin equations driven by Wiener processes, and hyperbolic models related to generalized Kac equations driven by Poisson processes, is the occurrence in the latter of multiple stable invariant densities (Frobenius multiplicity) in certain regions of the parameter space. This phenomenon is associated with the occurrence in linear hyperbolic balance equations of a typical bifurcation, referred to as the ergodicity-breaking bifurcation, the properties of which are thoroughly analyzed.
Quantifying non-ergodic dynamics of force-free granular gases.
Bodrova, Anna; Chechkin, Aleksei V; Cherstvy, Andrey G; Metzler, Ralf
2015-09-14
Brownian motion is ergodic in the Boltzmann-Khinchin sense that long time averages of physical observables such as the mean squared displacement provide the same information as the corresponding ensemble average, even at out-of-equilibrium conditions. This property is the fundamental prerequisite for single particle tracking and its analysis in simple liquids. We study analytically and by event-driven molecular dynamics simulations the dynamics of force-free cooling granular gases and reveal a violation of ergodicity in this Boltzmann-Khinchin sense as well as distinct ageing of the system. Such granular gases comprise materials such as dilute gases of stones, sand, various types of powders, or large molecules, and their mixtures are ubiquitous in Nature and technology, in particular in Space. We treat-depending on the physical-chemical properties of the inter-particle interaction upon their pair collisions-both a constant and a velocity-dependent (viscoelastic) restitution coefficient ε. Moreover we compare the granular gas dynamics with an effective single particle stochastic model based on an underdamped Langevin equation with time dependent diffusivity. We find that both models share the same behaviour of the ensemble mean squared displacement (MSD) and the velocity correlations in the limit of weak dissipation. Qualitatively, the reported non-ergodic behaviour is generic for granular gases with any realistic dependence of ε on the impact velocity of particles.
Dynamics of Granular Materials
NASA Technical Reports Server (NTRS)
Behringer, Robert P.
1996-01-01
Granular materials exhibit a rich variety of dynamical behavior, much of which is poorly understood. Fractal-like stress chains, convection, a variety of wave dynamics, including waves which resemble capillary waves, l/f noise, and fractional Brownian motion provide examples. Work beginning at Duke will focus on gravity driven convection, mixing and gravitational collapse. Although granular materials consist of collections of interacting particles, there are important differences between the dynamics of a collections of grains and the dynamics of a collections of molecules. In particular, the ergodic hypothesis is generally invalid for granular materials, so that ordinary statistical physics does not apply. In the absence of a steady energy input, granular materials undergo a rapid collapse which is strongly influenced by the presence of gravity. Fluctuations on laboratory scales in such quantities as the stress can be very large-as much as an order of magnitude greater than the mean.
Spectra of random operators with absolutely continuous integrated density of states
DOE Office of Scientific and Technical Information (OSTI.GOV)
Rio, Rafael del, E-mail: delrio@iimas.unam.mx, E-mail: delriomagia@gmail.com
2014-04-15
The structure of the spectrum of random operators is studied. It is shown that if the density of states measure of some subsets of the spectrum is zero, then these subsets are empty. In particular follows that absolute continuity of the integrated density of states implies singular spectra of ergodic operators is either empty or of positive measure. Our results apply to Anderson and alloy type models, perturbed Landau Hamiltonians, almost periodic potentials, and models which are not ergodic.
Speckle dynamics under ergodicity breaking
NASA Astrophysics Data System (ADS)
Sdobnov, Anton; Bykov, Alexander; Molodij, Guillaume; Kalchenko, Vyacheslav; Jarvinen, Topias; Popov, Alexey; Kordas, Krisztian; Meglinski, Igor
2018-04-01
Laser speckle contrast imaging (LSCI) is a well-known and versatile approach for the non-invasive visualization of flows and microcirculation localized in turbid scattering media, including biological tissues. In most conventional implementations of LSCI the ergodic regime is typically assumed valid. However, most composite turbid scattering media, especially biological tissues, are non-ergodic, containing a mixture of dynamic and static centers of light scattering. In the current study, we examined the speckle contrast in different dynamic conditions with the aim of assessing limitations in the quantitative interpretation of speckle contrast images. Based on a simple phenomenological approach, we introduced a coefficient of speckle dynamics to quantitatively assess the ratio of the dynamic part of a scattering medium to the static one. The introduced coefficient allows one to distinguish real changes in motion from the mere appearance of static components in the field of view. As examples of systems with static/dynamic transitions, thawing and heating of Intralipid samples were studied by the LSCI approach.
Tracking single Kv2.1 channels in live cells reveals anomalous subdiffusion and ergodicity breaking
NASA Astrophysics Data System (ADS)
Weigel, Aubrey; Simon, Blair; Tamkun, Michael; Krapf, Diego
2011-03-01
The dynamic organization of the plasma membrane is responsible for essential cellular processes, such as receptor trafficking and signaling. By studying the dynamics of transmembrane proteins a greater understanding of these processes as a whole can be achieved. It is broadly observed that the diffusion pattern of membrane protein displays anomalous subdiffusion. However, the mechanisms responsible for this behavior are not yet established. We explore the dynamics of the voltage gated potassium channel Kv2.1 by using single-particle tracking. We analyze Kv2.1 channel trajectories in terms of the time and ensemble distributions of square displacements. Our results reveal that all Kv2.1 channels experience anomalous subdiffusion and we observe that the Kv2.1 diffusion pattern is non-ergodic. We further investigated the role of the actin cytoskeleton in these channel dynamics by applying actin depolymerizing drugs. It is seen that with the breakdown of the actin cytoskeleton the Kv2.1 channel trajectories recover ergodicity.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fishman, S., E-mail: fishman@physics.technion.ac.il; Soffer, A., E-mail: soffer@math.rutgers.edu
2016-07-15
We employ the recently developed multi-time scale averaging method to study the large time behavior of slowly changing (in time) Hamiltonians. We treat some known cases in a new way, such as the Zener problem, and we give another proof of the adiabatic theorem in the gapless case. We prove a new uniform ergodic theorem for slowly changing unitary operators. This theorem is then used to derive the adiabatic theorem, do the scattering theory for such Hamiltonians, and prove some classical propagation estimates and asymptotic completeness.
NASA Astrophysics Data System (ADS)
Wang, Huiqin; Wang, Xue; Cao, Minghua
2017-02-01
The spatial correlation extensively exists in the multiple-input multiple-output (MIMO) free space optical (FSO) communication systems due to the channel fading and the antenna space limitation. Wilkinson's method was utilized to investigate the impact of spatial correlation on the MIMO FSO communication system employing multipulse pulse-position modulation. Simulation results show that the existence of spatial correlation reduces the ergodic channel capacity, and the reception diversity is more competent to resist this kind of performance degradation.
Transport Phenomena of Water in Molecular Fluidic Channels
Vo, Truong Quoc; Kim, BoHung
2016-01-01
In molecular-level fluidic transport, where the discrete characteristics of a molecular system are not negligible (in contrast to a continuum description), the response of the molecular water system might still be similar to the continuum description if the time and ensemble averages satisfy the ergodic hypothesis and the scale of the average is enough to recover the classical thermodynamic properties. However, even in such cases, the continuum description breaks down on the material interfaces. In short, molecular-level liquid flows exhibit substantially different physics from classical fluid transport theories because of (i) the interface/surface force field, (ii) thermal/velocity slip, (iii) the discreteness of fluid molecules at the interface and (iv) local viscosity. Therefore, in this study, we present the result of our investigations using molecular dynamics (MD) simulations with continuum-based energy equations and check the validity and limitations of the continuum hypothesis. Our study shows that when the continuum description is subjected to the proper treatment of the interface effects via modified boundary conditions, the so-called continuum-based modified-analytical solutions, they can adequately predict nanoscale fluid transport phenomena. The findings in this work have broad effects in overcoming current limitations in modeling/predicting the fluid behaviors of molecular fluidic devices. PMID:27650138
On base station cooperation using statistical CSI in jointly correlated MIMO downlink channels
NASA Astrophysics Data System (ADS)
Zhang, Jun; Jiang, Bin; Jin, Shi; Gao, Xiqi; Wong, Kai-Kit
2012-12-01
This article studies the transmission of a single cell-edge user's signal using statistical channel state information at cooperative base stations (BSs) with a general jointly correlated multiple-input multiple-output (MIMO) channel model. We first present an optimal scheme to maximize the ergodic sum capacity with per-BS power constraints, revealing that the transmitted signals of all BSs are mutually independent and the optimum transmit directions for each BS align with the eigenvectors of the BS's own transmit correlation matrix of the channel. Then, we employ matrix permanents to derive a closed-form tight upper bound for the ergodic sum capacity. Based on these results, we develop a low-complexity power allocation solution using convex optimization techniques and a simple iterative water-filling algorithm (IWFA) for power allocation. Finally, we derive a necessary and sufficient condition for which a beamforming approach achieves capacity for all BSs. Simulation results demonstrate that the upper bound of ergodic sum capacity is tight and the proposed cooperative transmission scheme increases the downlink system sum capacity considerably.
Generalized continued fractions and ergodic theory
NASA Astrophysics Data System (ADS)
Pustyl'nikov, L. D.
2003-02-01
In this paper a new theory of generalized continued fractions is constructed and applied to numbers, multidimensional vectors belonging to a real space, and infinite-dimensional vectors with integral coordinates. The theory is based on a concept generalizing the procedure for constructing the classical continued fractions and substantially using ergodic theory. One of the versions of the theory is related to differential equations. In the finite-dimensional case the constructions thus introduced are used to solve problems posed by Weyl in analysis and number theory concerning estimates of trigonometric sums and of the remainder in the distribution law for the fractional parts of the values of a polynomial, and also the problem of characterizing algebraic and transcendental numbers with the use of generalized continued fractions. Infinite-dimensional generalized continued fractions are applied to estimate sums of Legendre symbols and to obtain new results in the classical problem of the distribution of quadratic residues and non-residues modulo a prime. In the course of constructing these continued fractions, an investigation is carried out of the ergodic properties of a class of infinite-dimensional dynamical systems which are also of independent interest.
Inhomogeneous diffusion and ergodicity breaking induced by global memory effects
NASA Astrophysics Data System (ADS)
Budini, Adrián A.
2016-11-01
We introduce a class of discrete random-walk model driven by global memory effects. At any time, the right-left transitions depend on the whole previous history of the walker, being defined by an urnlike memory mechanism. The characteristic function is calculated in an exact way, which allows us to demonstrate that the ensemble of realizations is ballistic. Asymptotically, each realization is equivalent to that of a biased Markovian diffusion process with transition rates that strongly differs from one trajectory to another. Using this "inhomogeneous diffusion" feature, the ergodic properties of the dynamics are analytically studied through the time-averaged moments. Even in the long-time regime, they remain random objects. While their average over realizations recovers the corresponding ensemble averages, departure between time and ensemble averages is explicitly shown through their probability densities. For the density of the second time-averaged moment, an ergodic limit and the limit of infinite lag times do not commutate. All these effects are induced by the memory effects. A generalized Einstein fluctuation-dissipation relation is also obtained for the time-averaged moments.
Fluctuations around equilibrium laws in ergodic continuous-time random walks.
Schulz, Johannes H P; Barkai, Eli
2015-06-01
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the nonergodic phase, the finite-time fluctuations around this mean are large and nontrivial. They exhibit dual time scaling and distribution laws: the infinite density of large fluctuations complements the Lévy-stable density of bulk fluctuations. Neither of the two should be interpreted as a stand-alone limiting law, as each has its own deficiency: the infinite density has an infinite norm (despite particle conservation), while the stable distribution has an infinite variance (although occupation times are bounded). These unphysical divergences are remedied by consistent use and interpretation of both formulas. Interestingly, while the system's canonical equilibrium laws naturally determine the mean occupation time of the ergodic motion, they also control the infinite and Lévy-stable densities of fluctuations. The duality of stable and infinite densities is in fact ubiquitous for these dynamics, as it concerns the time averages of general physical observables.
Evaluating gambles using dynamics
NASA Astrophysics Data System (ADS)
Peters, O.; Gell-Mann, M.
2016-02-01
Gambles are random variables that model possible changes in wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes. Utility functions aim to capture individual psychological characteristics, but their generality limits predictive power. Expectation value maximizers are defined as rational in economics, but expectation values are only meaningful in the presence of ensembles or in systems with ergodic properties, whereas decision-makers have no access to ensembles, and the variables representing wealth in the usual growth models do not have the relevant ergodic properties. Simultaneously addressing the shortcomings of utility and those of expectations, we propose to evaluate gambles by averaging wealth growth over time. No utility function is needed, but a dynamic must be specified to compute time averages. Linear and logarithmic "utility functions" appear as transformations that generate ergodic observables for purely additive and purely multiplicative dynamics, respectively. We highlight inconsistencies throughout the development of decision theory, whose correction clarifies that our perspective is legitimate. These invalidate a commonly cited argument for bounded utility functions.
Chaos, ergodic convergence, and fractal instability for a thermostated canonical harmonic oscillator
NASA Astrophysics Data System (ADS)
Hoover, Wm. G.; Hoover, Carol G.; Isbister, Dennis J.
2001-02-01
The authors thermostat a qp harmonic oscillator using the two additional control variables ζ and ξ to simulate Gibbs' canonical distribution. In contrast to the motion of purely Hamiltonian systems, the thermostated oscillator motion is completely ergodic, covering the full four-dimensional \\{q,p,ζ,ξ\\} phase space. The local Lyapunov spectrum (instantaneous growth rates of a comoving corotating phase-space hypersphere) exhibits singularities like those found earlier for Hamiltonian chaos, reinforcing the notion that chaos requires kinetic-as opposed to statistical-study, both at and away from equilibrium. The exponent singularities appear to have a fractal character.
Hierarchical layered and semantic-based image segmentation using ergodicity map
NASA Astrophysics Data System (ADS)
Yadegar, Jacob; Liu, Xiaoqing
2010-04-01
Image segmentation plays a foundational role in image understanding and computer vision. Although great strides have been made and progress achieved on automatic/semi-automatic image segmentation algorithms, designing a generic, robust, and efficient image segmentation algorithm is still challenging. Human vision is still far superior compared to computer vision, especially in interpreting semantic meanings/objects in images. We present a hierarchical/layered semantic image segmentation algorithm that can automatically and efficiently segment images into hierarchical layered/multi-scaled semantic regions/objects with contextual topological relationships. The proposed algorithm bridges the gap between high-level semantics and low-level visual features/cues (such as color, intensity, edge, etc.) through utilizing a layered/hierarchical ergodicity map, where ergodicity is computed based on a space filling fractal concept and used as a region dissimilarity measurement. The algorithm applies a highly scalable, efficient, and adaptive Peano- Cesaro triangulation/tiling technique to decompose the given image into a set of similar/homogenous regions based on low-level visual cues in a top-down manner. The layered/hierarchical ergodicity map is built through a bottom-up region dissimilarity analysis. The recursive fractal sweep associated with the Peano-Cesaro triangulation provides efficient local multi-resolution refinement to any level of detail. The generated binary decomposition tree also provides efficient neighbor retrieval mechanisms for contextual topological object/region relationship generation. Experiments have been conducted within the maritime image environment where the segmented layered semantic objects include the basic level objects (i.e. sky/land/water) and deeper level objects in the sky/land/water surfaces. Experimental results demonstrate the proposed algorithm has the capability to robustly and efficiently segment images into layered semantic objects/regions with contextual topological relationships.
Local conditional entropy in measure for covers with respect to a fixed partition
NASA Astrophysics Data System (ADS)
Romagnoli, Pierre-Paul
2018-05-01
In this paper we introduce two measure theoretical notions of conditional entropy for finite measurable covers conditioned to a finite measurable partition and prove that they are equal. Using this we state a local variational principle with respect to the notion of conditional entropy defined by Misiurewicz (1976 Stud. Math. 55 176–200) for the case of open covers. This in particular extends the work done in Romagnoli (2003 Ergod. Theor. Dynam. Syst. 23 1601–10), Glasner and Weiss (2006 Handbook of Dynamical Systems vol 1B (Amsterdam: Elsevier)) and Huang et al (2006 Ergod. Theor. Dynam. Syst. 26 219–45).
Dynamically induced many-body localization
NASA Astrophysics Data System (ADS)
Choi, Soonwon; Abanin, Dmitry A.; Lukin, Mikhail D.
2018-03-01
We show that a quantum phase transition from ergodic to many-body localized (MBL) phases can be induced via periodic pulsed manipulation of spin systems. Such a transition is enabled by the interplay between weak disorder and slow heating rates. Specifically, we demonstrate that the Hamiltonian of a weakly disordered ergodic spin system can be effectively engineered, by using sufficiently fast coherent controls, to yield a stable MBL phase, which in turn completely suppresses the energy absorption from external control field. Our results imply that a broad class of existing many-body systems can be used to probe nonequilibrium phases of matter for a long time, limited only by coupling to external environment.
NASA Astrophysics Data System (ADS)
Das, Suddhasattwa; Saiki, Yoshitaka; Sander, Evelyn; Yorke, James A.
2017-11-01
The Birkhoff ergodic theorem concludes that time averages, i.e. Birkhoff averages, B_N( f):=Σn=0N-1 f(x_n)/N of a function f along a length N ergodic trajectory (x_n) of a function T converge to the space average \\int f dμ , where μ is the unique invariant probability measure. Convergence of the time average to the space average is slow. We use a modified average of f(x_n) by giving very small weights to the ‘end’ terms when n is near 0 or N-1 . When (x_n) is a trajectory on a quasiperiodic torus and f and T are C^∞ , our weighted Birkhoff average (denoted \
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gurvitis, Leonid
2009-01-01
An upper bound on the ergodic capacity of MIMO channels was introduced recently in [1]. This upper bound amounts to the maximization on the simplex of some multilinear polynomial p({lambda}{sub 1}, ..., {lambda}{sub n}) with non-negative coefficients. In general, such maximizations problems are NP-HARD. But if say, the functional log(p) is concave on the simplex and can be efficiently evaluated, then the maximization can also be done efficiently. Such log-concavity was conjectured in [1]. We give in this paper self-contained proof of the conjecture, based on the theory of H-Stable polynomials.
A semigroup approach to the strong ergodic theorem of the multistate stable population process.
Inaba, H
1988-01-01
"In this paper we first formulate the dynamics of multistate stable population processes as a partial differential equation. Next, we rewrite this equation as an abstract differential equation in a Banach space, and solve it by using the theory of strongly continuous semigroups of bounded linear operators. Subsequently, we investigate the asymptotic behavior of this semigroup to show the strong ergodic theorem which states that there exists a stable distribution independent of the initial distribution. Finally, we introduce the dual problem in order to obtain a logical definition for the reproductive value and we discuss its applications." (SUMMARY IN FRE) excerpt
Decryption of pure-position permutation algorithms.
Zhao, Xiao-Yu; Chen, Gang; Zhang, Dan; Wang, Xiao-Hong; Dong, Guang-Chang
2004-07-01
Pure position permutation image encryption algorithms, commonly used as image encryption investigated in this work are unfortunately frail under known-text attack. In view of the weakness of pure position permutation algorithm, we put forward an effective decryption algorithm for all pure-position permutation algorithms. First, a summary of the pure position permutation image encryption algorithms is given by introducing the concept of ergodic matrices. Then, by using probability theory and algebraic principles, the decryption probability of pure-position permutation algorithms is verified theoretically; and then, by defining the operation system of fuzzy ergodic matrices, we improve a specific decryption algorithm. Finally, some simulation results are shown.
Bogdan, Paul; Wei, Guopeng; Marculescu, Radu; Zhuang, Jiang; Carlsen, Rika Wright; Sitti, Metin
2017-01-01
To add to the current state of knowledge about bacterial swimming dynamics, in this paper, we study the fractal swimming dynamics of populations of Serratia marcescens bacteria both in vitro and in silico, while accounting for realistic conditions like volume exclusion, chemical interactions, obstacles and distribution of chemoattractant in the environment. While previous research has shown that bacterial motion is non-ergodic, we demonstrate that, besides the non-ergodicity, the bacterial swimming dynamics is multi-fractal in nature. Finally, we demonstrate that the multi-fractal characteristic of bacterial dynamics is strongly affected by bacterial density and chemoattractant concentration. PMID:28804259
Electric Field-Induced Large Strain in Ni/Sb-co Doped (Bi0.5Na0.5) TiO3-Based Lead-Free Ceramics
NASA Astrophysics Data System (ADS)
Li, Liangliang; Hao, Jigong; Xu, Zhijun; Li, Wei; Chu, Ruiqing
2018-02-01
Lead-free piezoelectric ceramics (Bi0.5Na0.5)0.935Ba0.065Ti1- x (Ni0.5Sb0.5) x O3 (BNBT6.5- xNS) have been fabricated using conventional solid sintering technique. The effect of (Ni, Sb) doping on the phase structure and electrical properties of BNBT6.5 ceramics were systematically investigated. Results show that the addition of (Ni, Sb) destroyed the ferroelectric long-range order of BNBT6.5 and shifted the ferroelectric-relaxor transition temperature ( T F-R) down to room temperature. Thus, this process induced an ergodic relaxor phase at zero field in samples with x = 0.005. Under the electric field, the ergodic relaxor phase could reversibly transform to ferroelectric phase, which promotes the strain response with peak value of 0.38% (at 80 kV/cm, corresponding to d 33 * = 479 pm/V) at x = 0.005. Temperature-dependent measurements of both polarization and strain confirmed that the large strain originated from a reversible field-induced ergodic relaxor to ferroelectric phase transformation. The proposed material exhibits potential for nonlinear actuators.
Ergodicity, hidden bias and the growth rate gain
NASA Astrophysics Data System (ADS)
Rochman, Nash D.; Popescu, Dan M.; Sun, Sean X.
2018-05-01
Many single-cell observables are highly heterogeneous. A part of this heterogeneity stems from age-related phenomena: the fact that there is a nonuniform distribution of cells with different ages. This has led to a renewed interest in analytic methodologies including use of the ‘von Foerster equation’ for predicting population growth and cell age distributions. Here we discuss how some of the most popular implementations of this machinery assume a strong condition on the ergodicity of the cell cycle duration ensemble. We show that one common definition for the term ergodicity, ‘a single individual observed over many generations recapitulates the behavior of the entire ensemble’ is implied by the other, ‘the probability of observing any state is conserved across time and over all individuals’ in an ensemble with a fixed number of individuals but that this is not true when the ensemble is growing. We further explore the impact of generational correlations between cell cycle durations on the population growth rate. Finally, we explore the ‘growth rate gain’—the phenomenon that variations in the cell cycle duration leads to an improved population-level growth rate—in this context. We highlight that, fundamentally, this effect is due to asymmetric division.
Cho, Sunghyun; Choi, Ji-Woong; You, Cheolwoo
2013-10-02
Mobile wireless multimedia sensor networks (WMSNs), which consist of mobile sink or sensor nodes and use rich sensing information, require much faster and more reliable wireless links than static wireless sensor networks (WSNs). This paper proposes an adaptive multi-node (MN) multiple input and multiple output (MIMO) transmission to improve the transmission reliability and capacity of mobile sink nodes when they experience spatial correlation. Unlike conventional single-node (SN) MIMO transmission, the proposed scheme considers the use of transmission antennas from more than two sensor nodes. To find an optimal antenna set and a MIMO transmission scheme, a MN MIMO channel model is introduced first, followed by derivation of closed-form ergodic capacity expressions with different MIMO transmission schemes, such as space-time transmit diversity coding and spatial multiplexing. The capacity varies according to the antenna correlation and the path gain from multiple sensor nodes. Based on these statistical results, we propose an adaptive MIMO mode and antenna set switching algorithm that maximizes the ergodic capacity of mobile sink nodes. The ergodic capacity of the proposed scheme is compared with conventional SN MIMO schemes, where the gain increases as the antenna correlation and path gain ratio increase.
Cho, Sunghyun; Choi, Ji-Woong; You, Cheolwoo
2013-01-01
Mobile wireless multimedia sensor networks (WMSNs), which consist of mobile sink or sensor nodes and use rich sensing information, require much faster and more reliable wireless links than static wireless sensor networks (WSNs). This paper proposes an adaptive multi-node (MN) multiple input and multiple output (MIMO) transmission to improve the transmission reliability and capacity of mobile sink nodes when they experience spatial correlation. Unlike conventional single-node (SN) MIMO transmission, the proposed scheme considers the use of transmission antennas from more than two sensor nodes. To find an optimal antenna set and a MIMO transmission scheme, a MN MIMO channel model is introduced first, followed by derivation of closed-form ergodic capacity expressions with different MIMO transmission schemes, such as space-time transmit diversity coding and spatial multiplexing. The capacity varies according to the antenna correlation and the path gain from multiple sensor nodes. Based on these statistical results, we propose an adaptive MIMO mode and antenna set switching algorithm that maximizes the ergodic capacity of mobile sink nodes. The ergodic capacity of the proposed scheme is compared with conventional SN MIMO schemes, where the gain increases as the antenna correlation and path gain ratio increase. PMID:24152920
Making sense of snapshot data: ergodic principle for clonal cell populations
2017-01-01
Population growth is often ignored when quantifying gene expression levels across clonal cell populations. We develop a framework for obtaining the molecule number distributions in an exponentially growing cell population taking into account its age structure. In the presence of generation time variability, the average acquired across a population snapshot does not obey the average of a dividing cell over time, apparently contradicting ergodicity between single cells and the population. Instead, we show that the variation observed across snapshots with known cell age is captured by cell histories, a single-cell measure obtained from tracking an arbitrary cell of the population back to the ancestor from which it originated. The correspondence between cells of known age in a population with their histories represents an ergodic principle that provides a new interpretation of population snapshot data. We illustrate the principle using analytical solutions of stochastic gene expression models in cell populations with arbitrary generation time distributions. We further elucidate that the principle breaks down for biochemical reactions that are under selection, such as the expression of genes conveying antibiotic resistance, which gives rise to an experimental criterion with which to probe selection on gene expression fluctuations. PMID:29187636
Making sense of snapshot data: ergodic principle for clonal cell populations.
Thomas, Philipp
2017-11-01
Population growth is often ignored when quantifying gene expression levels across clonal cell populations. We develop a framework for obtaining the molecule number distributions in an exponentially growing cell population taking into account its age structure. In the presence of generation time variability, the average acquired across a population snapshot does not obey the average of a dividing cell over time, apparently contradicting ergodicity between single cells and the population. Instead, we show that the variation observed across snapshots with known cell age is captured by cell histories, a single-cell measure obtained from tracking an arbitrary cell of the population back to the ancestor from which it originated. The correspondence between cells of known age in a population with their histories represents an ergodic principle that provides a new interpretation of population snapshot data. We illustrate the principle using analytical solutions of stochastic gene expression models in cell populations with arbitrary generation time distributions. We further elucidate that the principle breaks down for biochemical reactions that are under selection, such as the expression of genes conveying antibiotic resistance, which gives rise to an experimental criterion with which to probe selection on gene expression fluctuations. © 2017 The Author(s).
Statistical characterization of discrete conservative systems: The web map
NASA Astrophysics Data System (ADS)
Ruiz, Guiomar; Tirnakli, Ugur; Borges, Ernesto P.; Tsallis, Constantino
2017-10-01
We numerically study the two-dimensional, area preserving, web map. When the map is governed by ergodic behavior, it is, as expected, correctly described by Boltzmann-Gibbs statistics, based on the additive entropic functional SB G[p (x ) ] =-k ∫d x p (x ) lnp (x ) . In contrast, possible ergodicity breakdown and transitory sticky dynamical behavior drag the map into the realm of generalized q statistics, based on the nonadditive entropic functional Sq[p (x ) ] =k 1/-∫d x [p(x ) ] q q -1 (q ∈R ;S1=SB G ). We statistically describe the system (probability distribution of the sum of successive iterates, sensitivity to the initial condition, and entropy production per unit time) for typical values of the parameter that controls the ergodicity of the map. For small (large) values of the external parameter K , we observe q -Gaussian distributions with q =1.935 ⋯ (Gaussian distributions), like for the standard map. In contrast, for intermediate values of K , we observe a different scenario, due to the fractal structure of the trajectories embedded in the chaotic sea. Long-standing non-Gaussian distributions are characterized in terms of the kurtosis and the box-counting dimension of chaotic sea.
Fuzzy fractals, chaos, and noise
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zardecki, A.
1997-05-01
To distinguish between chaotic and noisy processes, the authors analyze one- and two-dimensional chaotic mappings, supplemented by the additive noise terms. The predictive power of a fuzzy rule-based system allows one to distinguish ergodic and chaotic time series: in an ergodic series the likelihood of finding large numbers is small compared to the likelihood of finding them in a chaotic series. In the case of two dimensions, they consider the fractal fuzzy sets whose {alpha}-cuts are fractals, arising in the context of a quadratic mapping in the extended complex plane. In an example provided by the Julia set, the conceptmore » of Hausdorff dimension enables one to decide in favor of chaotic or noisy evolution.« less
Preserving the Boltzmann ensemble in replica-exchange molecular dynamics.
Cooke, Ben; Schmidler, Scott C
2008-10-28
We consider the convergence behavior of replica-exchange molecular dynamics (REMD) [Sugita and Okamoto, Chem. Phys. Lett. 314, 141 (1999)] based on properties of the numerical integrators in the underlying isothermal molecular dynamics (MD) simulations. We show that a variety of deterministic algorithms favored by molecular dynamics practitioners for constant-temperature simulation of biomolecules fail either to be measure invariant or irreducible, and are therefore not ergodic. We then show that REMD using these algorithms also fails to be ergodic. As a result, the entire configuration space may not be explored even in an infinitely long simulation, and the simulation may not converge to the desired equilibrium Boltzmann ensemble. Moreover, our analysis shows that for initial configurations with unfavorable energy, it may be impossible for the system to reach a region surrounding the minimum energy configuration. We demonstrate these failures of REMD algorithms for three small systems: a Gaussian distribution (simple harmonic oscillator dynamics), a bimodal mixture of Gaussians distribution, and the alanine dipeptide. Examination of the resulting phase plots and equilibrium configuration densities indicates significant errors in the ensemble generated by REMD simulation. We describe a simple modification to address these failures based on a stochastic hybrid Monte Carlo correction, and prove that this is ergodic.
Constructing local integrals of motion in the many-body localized phase
NASA Astrophysics Data System (ADS)
Chandran, Anushya; Kim, Isaac H.; Vidal, Guifre; Abanin, Dmitry A.
2015-02-01
Many-body localization provides a generic mechanism of ergodicity breaking in quantum systems. In contrast to conventional ergodic systems, many-body-localized (MBL) systems are characterized by extensively many local integrals of motion (LIOM), which underlie the absence of transport and thermalization in these systems. Here we report a physically motivated construction of local integrals of motion in the MBL phase. We show that any local operator (e.g., a local particle number or a spin-flip operator), evolved with the system's Hamiltonian and averaged over time, becomes a LIOM in the MBL phase. Such operators have a clear physical meaning, describing the response of the MBL system to a local perturbation. In particular, when a local operator represents a density of some globally conserved quantity, the corresponding LIOM describes how this conserved quantity propagates through the MBL phase. Being uniquely defined and experimentally measurable, these LIOMs provide a natural tool for characterizing the properties of the MBL phase, in both experiments and numerical simulations. We demonstrate the latter by numerically constructing an extensive set of LIOMs in the MBL phase of a disordered spin-chain model. We show that the resulting LIOMs are quasilocal and use their decay to extract the localization length and establish the location of the transition between the MBL and ergodic phases.
Joshi, Nidhi; Rawat, Kamla; Bohidar, H B
2016-01-20
In order to customize the viscoelastic properties of pectin gels, it is necessary to work on a composite platform. Herein, the gelation kinetics, and viscoelastic characterization of anionic polysaccharide pectin dispersion prepared in presence of nanoclay laponite are reported using dynamic light scattering and rheology measurements. The ratio Rg/Rh (Rg and Rh are radius of gyration and hydrodynamic radius respectively) determined from light scattering data revealed the presence of random coils of pectin chains inside the gel matrix. When nanoclay laponite was added to the pectin chains solution, two-phase separation was noticed instantaneously. Therefore, the surfactant cetyltrimethylammonium bromide [CTAB] was added to exfoliate the clay platelets in the dispersion, and also in its gel phase. The exfoliating agent cetyltrimethylammonium bromide ([CTAB]≈ cmc/10) helped to enhance the homogeneity and stability of the pectin-clay sols and gels. The storage and loss moduli (G' and G") of the composite gel changed significantly as function of nanoclay laponite content for concentration up to 0.03% (w/v) causing the softening of the gels (gel strength reduced by close to 50%) compared to pectin-calcium gel. However, as the concentration of nanoclay laponite was maintained between 0.01% and 0.03% (w/v), the gel rigidity (G') recovered by 30% (35-45 Pa). The transition from ergodic to non-ergodic state occurred during sol-gel transition owing to the presence of the nanoclay laponite. The gelation time was not too different from the ergodicity breaking time. Thus, the presence of nanoclay laponite in such minute concentration is shown to cause considerable change in the thermo-physical property of the composite gels. This material property modulation will facilitate designing of soft gels having storage modulus continuously varying in the wide range of 10-70 Pa while keeping the gelation temperature mostly unaltered. Copyright © 2015 Elsevier Ltd. All rights reserved.
Principle of Parsimony, Fake Science, and Scales
NASA Astrophysics Data System (ADS)
Yeh, T. C. J.; Wan, L.; Wang, X. S.
2017-12-01
Considering difficulties in predicting exact motions of water molecules, and the scale of our interests (bulk behaviors of many molecules), Fick's law (diffusion concept) has been created to predict solute diffusion process in space and time. G.I. Taylor (1921) demonstrated that random motion of the molecules reach the Fickian regime in less a second if our sampling scale is large enough to reach ergodic condition. Fick's law is widely accepted for describing molecular diffusion as such. This fits the definition of the parsimony principle at the scale of our concern. Similarly, advection-dispersion or convection-dispersion equation (ADE or CDE) has been found quite satisfactory for analysis of concentration breakthroughs of solute transport in uniformly packed soil columns. This is attributed to the solute is often released over the entire cross-section of the column, which has sampled many pore-scale heterogeneities and met the ergodicity assumption. Further, the uniformly packed column contains a large number of stationary pore-size heterogeneity. The solute thus reaches the Fickian regime after traveling a short distance along the column. Moreover, breakthrough curves are concentrations integrated over the column cross-section (the scale of our interest), and they meet the ergodicity assumption embedded in the ADE and CDE. To the contrary, scales of heterogeneity in most groundwater pollution problems evolve as contaminants travel. They are much larger than the scale of our observations and our interests so that the ergodic and the Fickian conditions are difficult. Upscaling the Fick's law for solution dispersion, and deriving universal rules of the dispersion to the field- or basin-scale pollution migrations are merely misuse of the parsimony principle and lead to a fake science ( i.e., the development of theories for predicting processes that can not be observed.) The appropriate principle of parsimony for these situations dictates mapping of large-scale heterogeneities as detailed as possible and adapting the Fick's law for effects of small-scale heterogeneity resulting from our inability to characterize them in detail.
Three dimensional cross-correlation dynamic light scattering by non-ergodic turbid media.
Haro-Pérez, C; Ojeda-Mendoza, G J; Rojas-Ochoa, L F
2011-06-28
We investigate dynamic light scattering by non-ergodic turbid media with an adapted version of the method proposed by Pusey and van Megen [Physica A 157, 705 (1989)]. Our formulation follows the derivation of the original method by extending it to the three dimensional cross-correlation scheme (3DDLS). The main finding is an expression to obtain the dynamic structure factor from light scattering that takes into account the system turbidity and the peculiarities of the 3D geometry. From 3DDLS measurements in well-controlled solid-like systems of different turbidity, we confirm that our results can be interpreted reasonably well by the theoretical approach described here. Good agreement is found with earlier reported results on similar systems.
Periodically driven ergodic and many-body localized quantum systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ponte, Pedro; Department of Physics and Astronomy, University of Waterloo, ON N2L 3G1; Chandran, Anushya
2015-02-15
We study dynamics of isolated quantum many-body systems whose Hamiltonian is switched between two different operators periodically in time. The eigenvalue problem of the associated Floquet operator maps onto an effective hopping problem. Using the effective model, we establish conditions on the spectral properties of the two Hamiltonians for the system to localize in energy space. We find that ergodic systems always delocalize in energy space and heat up to infinite temperature, for both local and global driving. In contrast, many-body localized systems with quenched disorder remain localized at finite energy. We support our conclusions by numerical simulations of disorderedmore » spin chains. We argue that our results hold for general driving protocols, and discuss their experimental implications.« less
Unusual strain glassy phase in Fe doped Ni2Mn1.5In0.5
NASA Astrophysics Data System (ADS)
Nevgi, R.; Priolkar, K. R.
2018-01-01
Fe doped Ni2Mn1.5In0.5, particularly, Ni2Mn1.4Fe0.1In0.5, despite having an incommensurate, modulated 7M martensitic structure at room temperature exhibits frequency dependent behavior of storage modulus and loss which obeys the Vogel-Fulcher law as well as shows ergodicity breaking between zero field cooled and field cooled strain measurements just above the transition temperature. Both frequency dependence and ergodicity breaking are characteristics of a strain glassy phase and occur due to the presence of strain domains which are large enough to present signatures of long range martensitic order in diffraction but are non-interacting with other strain domains due to the presence of Fe impurities.
Natural Divertor Spherical Tokamak Plasmas with bean shape and ergodic limiter
NASA Astrophysics Data System (ADS)
Ribeiro, Celso; Herrera, Julio; Chavez, Esteban; Tritz, Kevin
2013-10-01
The former spherical tokamak (ST) MEDUSA (Madison EDUcation Small Aspect.ratio tokamak, R < 0.14 m, a < 0.10 m, BT < 0.5T, Ip < 40 kA, 3 ms pulse) is being recommissioned in Costa Rica Institute of Technology. The main objectives of the MEDUSA-CR project are training and to clarify several issues in relevant physics for conventional and mainly STs, including beta studies in bean-shaped ST plasmas, transport, heating and current drive via Alfvén wave, and natural divertor STs with ergodic magnetic limiter. We report here improvements in the self-consistency of these equilibrium comparisons and a preliminary study of their MHD stability beta limits. VIE-ITCR, IAEA-CRP contract 17592, National Instruments of Costa Rica.
Ergodicity breaking and ageing of underdamped Brownian dynamics with quenched disorder
NASA Astrophysics Data System (ADS)
Guo, Wei; Li, Yong; Song, Wen-Hua; Du, Lu-Chun
2018-03-01
The dynamics of an underdamped Brownian particle moving in one-dimensional quenched disorder under the action of an external force is investigated. Within the tailored parameter regime, the transiently anomalous diffusion and ergodicity breaking, spanning several orders of magnitude in time, have been obtained. The ageing nature of the system weakens as the dissipation of the system increases for other given parameters. Its origin is ascribed to the highly local heterogeneity of the disorder. Two kinds of approximations (in the stationary state), respectively, for large bias and large damping are derived. These results may be helpful in further understanding the nontrivial response of nonlinear dynamics, and also have potential applications to experiments and activities of biological processes.
Integrability versus Thermalizability in Isolated Quantum Systems
NASA Astrophysics Data System (ADS)
Olshanii, Maxim
2012-02-01
The purpose of this presentation is to assess the status of our understanding of the transition from integrability to thermalizability in isolated quantum systems. In Classical Mechanics, the boundary stripe between the two is relatively sharp: its integrability edge is marked by the appearance of finite Lyapunov's exponents that further converge to a unique value when the ergodicity edge is reached. Classical ergodicity is a universal property: if a system is ergodic, then every observable attains its microcanonical value in the infinite time average over the trajectory. On the contrary, in Quantum Mechanics, Lyapunov's exponents are always zero. Furthermore, since quantum dynamics necessarily invokes coherent superpositions of eigenstates of different energy, projectors to the eigenstates become more relevant; those in turn never thermalize. All of the above indicates that in quantum many-body systems, (a) the integrability-thermalizability transition is smooth, and (b) the degree of thermalizability is not absolute like in classical mechanics, but it is relative to the class of observables of interest. In accordance with these observations, we propose a concrete measure of the degree of quantum thermalizability, consistent with the expected empirical manifestations of it. As a practical application of this measure, we devise a unified recipe for choosing an optimal set of conserved quantities to govern the after-relaxation values of observables, in both integrable quantum systems and in quantum systems in between integrable and thermalizable.
NASA Astrophysics Data System (ADS)
Houdayer, Cyril; Isono, Yusuke
2016-12-01
We investigate the asymptotic structure of (possibly type III) crossed product von Neumann algebras {M = B rtimes Γ} arising from arbitrary actions {Γ \\curvearrowright B} of bi-exact discrete groups (e.g. free groups) on amenable von Neumann algebras. We prove a spectral gap rigidity result for the central sequence algebra {N' \\cap M^ω} of any nonamenable von Neumann subalgebra with normal expectation {N subset M}. We use this result to show that for any strongly ergodic essentially free nonsingular action {Γ \\curvearrowright (X, μ)} of any bi-exact countable discrete group on a standard probability space, the corresponding group measure space factor {L^∞(X) rtimes Γ} has no nontrivial central sequence. Using recent results of Boutonnet et al. (Local spectral gap in simple Lie groups and applications, 2015), we construct, for every {0 < λ ≤ 1}, a type {III_λ} strongly ergodic essentially free nonsingular action {F_∞ \\curvearrowright (X_λ, μ_λ)} of the free group {{F}_∞} on a standard probability space so that the corresponding group measure space type {III_λ} factor {L^∞(X_λ, μ_λ) rtimes F_∞} has no nontrivial central sequence by our main result. In particular, we obtain the first examples of group measure space type {III} factors with no nontrivial central sequence.
Broken Ergodicity in MHD Turbulence in a Spherical Domain
NASA Technical Reports Server (NTRS)
Shebalin, John V.; wang, Yifan
2011-01-01
Broken ergodicity (BE) occurs in Fourier method numerical simulations of ideal, homogeneous, incompressible magnetohydrodynamic (MHD) turbulence. Although naive statistical theory predicts that Fourier coefficients of fluid velocity and magnetic field are zero-mean random variables, numerical simulations clearly show that low-wave-number coefficients have non-zero mean values that can be very large compared to the associated standard deviation. In other words, large-scale coherent structure (i.e., broken ergodicity) in homogeneous MHD turbulence can spontaneously grow out of random initial conditions. Eigenanalysis of the modal covariance matrices in the probability density functions of ideal statistical theory leads to a theoretical explanation of observed BE in homogeneous MHD turbulence. Since dissipation is minimal at the largest scales, BE is also relevant for resistive magnetofluids, as evidenced in numerical simulations. Here, we move beyond model magnetofluids confined by periodic boxes to examine BE in rotating magnetofluids in spherical domains using spherical harmonic expansions along with suitable boundary conditions. We present theoretical results for 3-D and 2-D spherical models and also present computational results from dynamical simulations of 2-D MHD turbulence on a rotating spherical surface. MHD turbulence on a 2-D sphere is affected by Coriolus forces, while MHD turbulence on a 2-D plane is not, so that 2-D spherical models are a useful (and simpler) intermediate stage on the path to understanding the much more complex 3-D spherical case.
Deterministic or Probabilistic - Robustness or Resilience: How to Respond to Climate Change?
NASA Astrophysics Data System (ADS)
Plag, H.; Earnest, D.; Jules-Plag, S.
2013-12-01
Our response to climate change is dominated by a deterministic approach that emphasizes the interaction between only the natural and the built environment. But in the non-ergodic world of unprecedented climate change, social factors drive recovery from unforeseen Black Swans much more than natural or built ones. Particularly the sea level rise discussion focuses on deterministic predictions, accounting for uncertainties in major driving processes with a set of forcing scenarios and public deliberations on which of the plausible trajectories is most likely. Science focuses on the prediction of future climate change, and policies focus on mitigation of both climate change itself and its impacts. The deterministic approach is based on two basic assumptions: 1) Climate change is an ergodic process; 2) The urban coast is a robust system. Evidence suggests that these assumptions may not hold. Anthropogenic changes are pushing key parameters of the climate system outside of the natural range of variability from the last 1 Million years, creating the potential for environmental Black Swans. A probabilistic approach allows for non-ergodic processes and focuses more on resilience, hence does not depend on the two assumptions. Recent experience with hurricanes revealed threshold limitations of the built environment of the urban coast, which, once exceeded, brought to the forefront the importance of the social fabric and social networking in evaluating resilience. Resilience strongly depends on social capital, and building social capital that can create resilience must be a key element in our response to climate change. Although social capital cannot mitigate hazards, social scientists have found that communities rich in strong norms of cooperation recover more quickly than communities without social capital. There is growing evidence that the built environment can affect the social capital of a community, for example public health and perceptions of public safety. This suggests an intriguing hypothesis: disaster risk reduction programs need to account for whether they also facilitate the public trust, cooperation, and communication needed to recover from a disaster. Our work in the Hampton Roads area, where the probability of hazardous flooding and inundation events exceeding the thresholds of the infrastructure is high, suggests that to facilitate the paradigm shift from the deterministic to a probabilistic approach, natural sciences have to focus on hazard probabilities, while engineering and social sciences have to work together to understand how interactions of the built and social environments impact robustness and resilience. The current science-policy relationship needs to be augmented by social structures that can learn from previous unexpected events. In this response to climate change, science does not have the primary goal to reduce uncertainties and prediction errors, but rather to develop processes that can utilize uncertainties and surprises to increase robustness, strengthen resilience, and reduce fragility of the social systems during times when infrastructure fails.
The generalized Lyapunov theorem and its application to quantum channels
NASA Astrophysics Data System (ADS)
Burgarth, Daniel; Giovannetti, Vittorio
2007-05-01
We give a simple and physically intuitive necessary and sufficient condition for a map acting on a compact metric space to be mixing (i.e. infinitely many applications of the map transfer any input into a fixed convergency point). This is a generalization of the 'Lyapunov direct method'. First we prove this theorem in topological spaces and for arbitrary continuous maps. Finally we apply our theorem to maps which are relevant in open quantum systems and quantum information, namely quantum channels. In this context, we also discuss the relations between mixing and ergodicity (i.e. the property that there exists only a single input state which is left invariant by a single application of the map) showing that the two are equivalent when the invariant point of the ergodic map is pure.
Effective ergodicity breaking in an exclusion process with varying system length
NASA Astrophysics Data System (ADS)
Schultens, Christoph; Schadschneider, Andreas; Arita, Chikashi
2015-09-01
Stochastic processes of interacting particles in systems with varying length are relevant e.g. for several biological applications. We try to explore what kind of new physical effects one can expect in such systems. As an example, we extend the exclusive queueing process that can be viewed as a one-dimensional exclusion process with varying length, by introducing Langmuir kinetics. This process can be interpreted as an effective model for a queue that interacts with other queues by allowing incoming and leaving of customers in the bulk. We find surprising indications for breaking of ergodicity in a certain parameter regime, where the asymptotic growth behavior depends on the initial length. We show that a random walk with site-dependent hopping probabilities exhibits qualitatively the same behavior.
Structure of chaotic magnetic field lines in IR-T1 tokamak due to ergodic magnetic limiter
NASA Astrophysics Data System (ADS)
Ahmadi, S.; Salar Elahi, A.; Ghorannevis, M.
2018-03-01
In this paper we have studied an Ergodic Magnetic Limiter (EML) based chaotic magnetic field for transport control in the edge plasma of IR-T1 tokamak. The resonance created by the EML causes perturbation of the equilibrium field line in tokamak and as a result, the field lines are chaotic in the vicinity of the dimerized island chains. Transport barriers are formed in the chaotic field line and actually observe in tokamak with reverse magnetic shear. We used area-preserving non-twist (and twist) Poincaré maps to describe the formation of transport barriers, which are actually features of Hamiltonian systems. This transport barrier is useful in reducing radial diffusion of the field line and thus improving the plasma confinement.
Kinetic control of the coverage of oil droplets by DNA-functionalized colloids
Joshi, Darshana; Bargteil, Dylan; Caciagli, Alessio; Burelbach, Jerome; Xing, Zhongyang; Nunes, André S.; Pinto, Diogo E. P.; Araújo, Nuno A. M.; Brujic, Jasna; Eiser, Erika
2016-01-01
We report a study of reversible adsorption of DNA-coated colloids on complementary functionalized oil droplets. We show that it is possible to control the surface coverage of oil droplets using colloidal particles by exploiting the fact that, during slow adsorption, compositional arrest takes place well before structural arrest occurs. As a consequence, we can prepare colloid-coated oil droplets with a “frozen” degree of loading but with fully ergodic colloidal dynamics on the droplets. We illustrate the equilibrium nature of the adsorbed colloidal phase by exploring the quasi–two-dimensional phase behavior of the adsorbed colloids under the influence of depletion interactions and present simulations of a simple model that illustrates the nature of the compositional arrest and the structural ergodicity. PMID:27532053
Many-body delocalization with random vector potentials
NASA Astrophysics Data System (ADS)
Cheng, Chen; Mondaini, Rubem
2016-11-01
We study the ergodic properties of excited states in a model of interacting fermions in quasi-one-dimensional chains subjected to a random vector potential. In the noninteracting limit, we show that arbitrarily small values of this complex off-diagonal disorder trigger localization for the whole spectrum; the divergence of the localization length in the single-particle basis is characterized by a critical exponent ν which depends on the energy density being investigated. When short-range interactions are included, the localization is lost, and the system is ergodic regardless of the magnitude of disorder in finite chains. Our numerical results suggest a delocalization scheme for arbitrary small values of interactions. This finding indicates that the standard scenario of the many-body localization cannot be obtained in a model with random gauge fields.
Statistical Mechanics of Turbulent Dynamos
NASA Technical Reports Server (NTRS)
Shebalin, John V.
2014-01-01
Incompressible magnetohydrodynamic (MHD) turbulence and magnetic dynamos, which occur in magnetofluids with large fluid and magnetic Reynolds numbers, will be discussed. When Reynolds numbers are large and energy decays slowly, the distribution of energy with respect to length scale becomes quasi-stationary and MHD turbulence can be described statistically. In the limit of infinite Reynolds numbers, viscosity and resistivity become zero and if these values are used in the MHD equations ab initio, a model system called ideal MHD turbulence results. This model system is typically confined in simple geometries with some form of homogeneous boundary conditions, allowing for velocity and magnetic field to be represented by orthogonal function expansions. One advantage to this is that the coefficients of the expansions form a set of nonlinearly interacting variables whose behavior can be described by equilibrium statistical mechanics, i.e., by a canonical ensemble theory based on the global invariants (energy, cross helicity and magnetic helicity) of ideal MHD turbulence. Another advantage is that truncated expansions provide a finite dynamical system whose time evolution can be numerically simulated to test the predictions of the associated statistical mechanics. If ensemble predictions are the same as time averages, then the system is said to be ergodic; if not, the system is nonergodic. Although it had been implicitly assumed in the early days of ideal MHD statistical theory development that these finite dynamical systems were ergodic, numerical simulations provided sufficient evidence that they were, in fact, nonergodic. Specifically, while canonical ensemble theory predicted that expansion coefficients would be (i) zero-mean random variables with (ii) energy that decreased with length scale, it was found that although (ii) was correct, (i) was not and the expected ergodicity was broken. The exact cause of this broken ergodicity was explained, after much investigation, by greatly extending the statistical theory of ideal MHD turbulence. The mathematical details of broken ergodicity, in fact, give a quantitative explanation of how coherent structure, dynamic alignment and force-free states appear in turbulent magnetofluids. The relevance of these ideal results to real MHD turbulence occurs because broken ergodicity is most manifest in the ideal case at the largest length scales and it is in these largest scales that a real magnetofluid has the least dissipation, i.e., most closely approaches the behavior of an ideal magnetofluid. Furthermore, the effects grow stronger when cross and magnetic helicities grow large with respect to energy, and this is exactly what occurs with time in a real magnetofluid, where it is called selective decay. The relevance of these results found in ideal MHD turbulence theory to the real world is that they provide at least a qualitative explanation of why confined turbulent magnetofluids, such as the liquid iron that fills the Earth's outer core, produce stationary, large-scale magnetic fields, i.e., the geomagnetic field. These results should also apply to other planets as well as to plasma confinement devices on Earth and in space, and the effects should be manifest if Reynolds numbers are high enough and there is enough time for stationarity to occur, at least approximately. In the presentation, details will be given for both theoretical and numerical results, and references will be provided.
MHD Turbulence and Magnetic Dynamos
NASA Technical Reports Server (NTRS)
Shebalin, John V
2014-01-01
Incompressible magnetohydrodynamic (MHD) turbulence and magnetic dynamos, which occur in magnetofluids with large fluid and magnetic Reynolds numbers, will be discussed. When Reynolds numbers are large and energy decays slowly, the distribution of energy with respect to length scale becomes quasi-stationary and MHD turbulence can be described statistically. In the limit of infinite Reynolds numbers, viscosity and resistivity become zero and if these values are used in the MHD equations ab initio, a model system called ideal MHD turbulence results. This model system is typically confined in simple geometries with some form of homogeneous boundary conditions, allowing for velocity and magnetic field to be represented by orthogonal function expansions. One advantage to this is that the coefficients of the expansions form a set of nonlinearly interacting variables whose behavior can be described by equilibrium statistical mechanics, i.e., by a canonical ensemble theory based on the global invariants (energy, cross helicity and magnetic helicity) of ideal MHD turbulence. Another advantage is that truncated expansions provide a finite dynamical system whose time evolution can be numerically simulated to test the predictions of the associated statistical mechanics. If ensemble predictions are the same as time averages, then the system is said to be ergodic; if not, the system is nonergodic. Although it had been implicitly assumed in the early days of ideal MHD statistical theory development that these finite dynamical systems were ergodic, numerical simulations provided sufficient evidence that they were, in fact, nonergodic. Specifically, while canonical ensemble theory predicted that expansion coefficients would be (i) zero-mean random variables with (ii) energy that decreased with length scale, it was found that although (ii) was correct, (i) was not and the expected ergodicity was broken. The exact cause of this broken ergodicity was explained, after much investigation, by greatly extending the statistical theory of ideal MHD turbulence. The mathematical details of broken ergodicity, in fact, give a quantitative explanation of how coherent structure, dynamic alignment and force-free states appear in turbulent magnetofluids. The relevance of these ideal results to real MHD turbulence occurs because broken ergodicity is most manifest in the ideal case at the largest length scales and it is in these largest scales that a real magnetofluid has the least dissipation, i.e., most closely approaches the behavior of an ideal magnetofluid. Furthermore, the effects grow stronger when cross and magnetic helicities grow large with respect to energy, and this is exactly what occurs with time in a real magnetofluid, where it is called selective decay. The relevance of these results found in ideal MHD turbulence theory to the real world is that they provide at least a qualitative explanation of why confined turbulent magnetofluids, such as the liquid iron that fills the Earth's outer core, produce stationary, large-scale magnetic fields, i.e., the geomagnetic field. These results should also apply to other planets as well as to plasma confinement devices on Earth and in space, and the effects should be manifest if Reynolds numbers are high enough and there is enough time for stationarity to occur, at least approximately. In the presentation, details will be given for both theoretical and numerical results, and references will be provided.
Optimal state points of the subadditive ergodic theorem
NASA Astrophysics Data System (ADS)
Dai, Xiongping
2011-05-01
Let T\\colon (X,\\mathscr{B},\\mu)\\rightarrow(X,\\mathscr{B},\\mu) be an ergodic measure-preserving Borel measurable transformation of a separable metric space X that is not necessarily compact, and suppose that \\{\\varphi_n\\}_{n\\ge1}\\colon X\\rightarrow{R}\\cup\\{-\\infty\\} is a T-subadditive sequence of \\mathscr{B} -measurable upper-bounded functions. In this paper, we prove that, if the sets D_{\\varphi_n} of phivn-discontinuities are of μ-measure 0 for all n >= 1 and if the growth rates \\[ \\begin{equation*} {\\bvarphi}^*(x):=\\limsup_{n\\to+\\infty}\\frac{1}{n}\\varphi_n(x)<0\\tqs for \\mu-a.e. x\\in X, \\end{equation*} \\] then bold varphi*(x) < 0 for all points x in the basin BT(μ) of (T, μ). We apply this to considering the Oseledets regular points.
Robustness of Many-Body Localization in the Presence of Dissipation
NASA Astrophysics Data System (ADS)
Levi, Emanuele; Heyl, Markus; Lesanovsky, Igor; Garrahan, Juan P.
2016-06-01
Many-body localization (MBL) has emerged as a novel paradigm for robust ergodicity breaking in closed quantum many-body systems. However, it is not yet clear to which extent MBL survives in the presence of dissipative processes induced by the coupling to an environment. Here we study heating and ergodicity for a paradigmatic MBL system—an interacting fermionic chain subject to quenched disorder—in the presence of dephasing. We find that, even though the system is eventually driven into an infinite-temperature state, heating as monitored by the von Neumann entropy can progress logarithmically slowly, implying exponentially large time scales for relaxation. This slow loss of memory of initial conditions makes signatures of nonergodicity visible over a long, but transient, time regime. We point out a potential controlled realization of the considered setup with cold atomic gases held in optical lattices.
Supervised self-organization of homogeneous swarms using ergodic projections of Markov chains.
Chattopadhyay, Ishanu; Ray, Asok
2009-12-01
This paper formulates a self-organization algorithm to address the problem of global behavior supervision in engineered swarms of arbitrarily large population sizes. The swarms considered in this paper are assumed to be homogeneous collections of independent identical finite-state agents, each of which is modeled by an irreducible finite Markov chain. The proposed algorithm computes the necessary perturbations in the local agents' behavior, which guarantees convergence to the desired observed state of the swarm. The ergodicity property of the swarm, which is induced as a result of the irreducibility of the agent models, implies that while the local behavior of the agents converges to the desired behavior only in the time average, the overall swarm behavior converges to the specification and stays there at all times. A simulation example illustrates the underlying concept.
A method for determining the weak statistical stationarity of a random process
NASA Technical Reports Server (NTRS)
Sadeh, W. Z.; Koper, C. A., Jr.
1978-01-01
A method for determining the weak statistical stationarity of a random process is presented. The core of this testing procedure consists of generating an equivalent ensemble which approximates a true ensemble. Formation of an equivalent ensemble is accomplished through segmenting a sufficiently long time history of a random process into equal, finite, and statistically independent sample records. The weak statistical stationarity is ascertained based on the time invariance of the equivalent-ensemble averages. Comparison of these averages with their corresponding time averages over a single sample record leads to a heuristic estimate of the ergodicity of a random process. Specific variance tests are introduced for evaluating the statistical independence of the sample records, the time invariance of the equivalent-ensemble autocorrelations, and the ergodicity. Examination and substantiation of these procedures were conducted utilizing turbulent velocity signals.
Liu, Jing; Duan, Yongrui; Sun, Min
2017-01-01
This paper introduces a symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming with linear equality constraints, which inherits the superiorities of the classical alternating direction method of multipliers (ADMM), and which extends the feasible set of the relaxation factor α of the generalized ADMM to the infinite interval [Formula: see text]. Under the conditions that the objective function is convex and the solution set is nonempty, we establish the convergence results of the proposed method, including the global convergence, the worst-case [Formula: see text] convergence rate in both the ergodic and the non-ergodic senses, where k denotes the iteration counter. Numerical experiments to decode a sparse signal arising in compressed sensing are included to illustrate the efficiency of the new method.
Revisitation of the dipole tracer test for heterogeneous porous formations
NASA Astrophysics Data System (ADS)
Zech, Alraune; D'Angelo, Claudia; Attinger, Sabine; Fiori, Aldo
2018-05-01
In this paper, a new analytical solution for interpreting dipole tests in heterogeneous media is derived by associating the shape of the tracer breakthrough curve with the log-conductivity variance. It is presented how the solution can be used for interpretation of dipole field test in view of geostatistical aquifer characterization on three illustrative examples. The analytical solution for the tracer breakthrough curve at the pumping well in a dipole tracer test is developed by considering a perfectly stratified formation. The analysis is carried out making use of the travel time of a generic solute particle, from the injection to the pumping well. Injection conditions are adapted to different possible field setting. Solutions are presented for resident and flux proportional injection mode as well as for an instantaneous pulse of solute and continuous solute injections. The analytical form of the solution allows a detailed investigation on the impact of heterogeneity, the tracer input conditions and ergodicity conditions at the well. The impact of heterogeneity manifests in a significant spreading of solute particles that increases the natural tendency to spreading induced by the dipole setup. Furthermore, with increasing heterogeneity the number of layers needed to reach ergodic conditions become larger. Thus, dipole test in highly heterogeneous aquifers might take place under non-ergodic conditions giving that the log-conductivity variance is underestimated. The method is a promising geostatistical analyzing tool being the first analytical solution for dipole tracer test analysis taking heterogeneity of hydraulic conductivity into account.
Thermalization dynamics in a quenched many-body state
NASA Astrophysics Data System (ADS)
Kaufman, Adam; Preiss, Philipp; Tai, Eric; Lukin, Alex; Rispoli, Matthew; Schittko, Robert; Greiner, Markus
2016-05-01
Quantum and classical many-body systems appear to have disparate behavior due to the different mechanisms that govern their evolution. The dynamics of a classical many-body system equilibrate to maximally entropic states and quickly re-thermalize when perturbed. The assumptions of ergodicity and unbiased configurations lead to a successful framework of describing classical systems by a sampling of thermal ensembles that are blind to the system's microscopic details. By contrast, an isolated quantum many-body system is governed by unitary evolution: the system retains memory of past dynamics and constant global entropy. However, even with differing characteristics, the long-term behavior for local observables in quenched, non-integrable quantum systems are often well described by the same thermal framework. We explore the onset of this convergence in a many-body system of bosonic atoms in an optical lattice. Our system's finite size allows us to verify full state purity and measure local observables. We observe rapid growth and saturation of the entanglement entropy with constant global purity. The combination of global purity and thermalized local observables agree with the Eigenstate Thermalization Hypothesis in the presence of a near-volume law in the entanglement entropy.
Emulating Many-Body Localization with a Superconducting Quantum Processor
NASA Astrophysics Data System (ADS)
Xu, Kai; Chen, Jin-Jun; Zeng, Yu; Zhang, Yu-Ran; Song, Chao; Liu, Wuxin; Guo, Qiujiang; Zhang, Pengfei; Xu, Da; Deng, Hui; Huang, Keqiang; Wang, H.; Zhu, Xiaobo; Zheng, Dongning; Fan, Heng
2018-02-01
The law of statistical physics dictates that generic closed quantum many-body systems initialized in nonequilibrium will thermalize under their own dynamics. However, the emergence of many-body localization (MBL) owing to the interplay between interaction and disorder, which is in stark contrast to Anderson localization, which only addresses noninteracting particles in the presence of disorder, greatly challenges this concept, because it prevents the systems from evolving to the ergodic thermalized state. One critical evidence of MBL is the long-time logarithmic growth of entanglement entropy, and a direct observation of it is still elusive due to the experimental challenges in multiqubit single-shot measurement and quantum state tomography. Here we present an experiment fully emulating the MBL dynamics with a 10-qubit superconducting quantum processor, which represents a spin-1 /2 X Y model featuring programmable disorder and long-range spin-spin interactions. We provide essential signatures of MBL, such as the imbalance due to the initial nonequilibrium, the violation of eigenstate thermalization hypothesis, and, more importantly, the direct evidence of the long-time logarithmic growth of entanglement entropy. Our results lay solid foundations for precisely simulating the intriguing physics of quantum many-body systems on the platform of large-scale multiqubit superconducting quantum processors.
Cai, PingGen; Takahashi, Ryosuke; Kuribayashi-Shigetomi, Kaori; Subagyo, Agus; Sueoka, Kazuhisa; Maloney, John M; Van Vliet, Krystyn J; Okajima, Takaharu
2017-08-08
Changes in the cytoskeletal organization within cells can be characterized by large spatial and temporal variations in rheological properties of the cell (e.g., the complex shear modulus G ∗ ). Although the ensemble variation in G ∗ of single cells has been elucidated, the detailed temporal variation of G ∗ remains unknown. In this study, we investigated how the rheological properties of individual fibroblast cells change under a spatially confined environment in which the cell translational motion is highly restricted and the whole cell shape remains unchanged. The temporal evolution of single-cell rheology was probed at the same measurement location within the cell, using atomic force microscopy-based oscillatory deformation. The measurements reveal that the temporal variation in the power-law rheology of cells is quantitatively consistent with the ensemble variation, indicating that the cell system satisfies an ergodic hypothesis in which the temporal statistics are identical to the ensemble statistics. The autocorrelation of G ∗ implies that the cell mechanical state evolves in the ensemble of possible states with a characteristic timescale. Copyright © 2017 Biophysical Society. Published by Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Yu, Xingwang; Yuan, Sanling; Zhang, Tonghua
2018-06-01
Allee effect can interact with environment stochasticity and is active when population numbers are small. Our goal of this paper is to investigate such effect on population dynamics. More precisely, we develop and investigate a stochastic single species model with Allee effect under regime switching. We first prove the existence of global positive solution of the model. Then, we perform the survival analysis to seek sufficient conditions for the extinction, non-persistence in mean, persistence in mean and stochastic permanence. By constructing a suitable Lyapunov function, we show that the model is positive recurrent and ergodic. Our results indicate that the regime switching can suppress the extinction of the species. Finally, numerical simulations are carried out to illustrate the obtained theoretical results, where a real-life example is also discussed showing the inclusion of Allee effect in the model provides a better match to the data.
Understanding the impact of Light cone effect on the EoR/CD 21-cm power spectrum
NASA Astrophysics Data System (ADS)
Datta, Kanan K.; Mondal, Rajesh; Ghara, Raghunath; Bharadwaj, Somnath; Choudhury, T. Roy
2018-05-01
Redshifted HI 21-cm signal from the cosmic dawn and epoch of reionization evolve considerably along the LoS. We study the impact of this evolution (so called the light cone effect) on the HI 21-cm power spectrum. It is found that the LC effect has a significant impact on the 3D power spectrum and the change could be up to a factor of few. The LC effect is particularly strong during the cosmic dawn near the `peaks' and `dips' in the power spectrum when plotted with redshift. We also show that the 3D power spectrum, which could fully describe ergodic and periodic signal, losses out some information regarding the second order statistics of the signal as the EoR/CD 21-cm signal is non-ergodic and non-periodic along the line of sight. We show that the multi-frequency angular power spectrum (MAPS) \\ell (\
Ergodic theory and visualization. II. Fourier mesochronic plots visualize (quasi)periodic sets
DOE Office of Scientific and Technical Information (OSTI.GOV)
Levnajić, Zoran; Department of Mechanical Engineering, University of California Santa Barbara, Santa Barbara, California 93106; Mezić, Igor
We present an application and analysis of a visualization method for measure-preserving dynamical systems introduced by I. Mezić and A. Banaszuk [Physica D 197, 101 (2004)], based on frequency analysis and Koopman operator theory. This extends our earlier work on visualization of ergodic partition [Z. Levnajić and I. Mezić, Chaos 20, 033114 (2010)]. Our method employs the concept of Fourier time average [I. Mezić and A. Banaszuk, Physica D 197, 101 (2004)], and is realized as a computational algorithms for visualization of periodic and quasi-periodic sets in the phase space. The complement of periodic phase space partition contains chaotic zone,more » and we show how to identify it. The range of method's applicability is illustrated using well-known Chirikov standard map, while its potential in illuminating higher-dimensional dynamics is presented by studying the Froeschlé map and the Extended Standard Map.« less
Ergodic theory and visualization. II. Fourier mesochronic plots visualize (quasi)periodic sets.
Levnajić, Zoran; Mezić, Igor
2015-05-01
We present an application and analysis of a visualization method for measure-preserving dynamical systems introduced by I. Mezić and A. Banaszuk [Physica D 197, 101 (2004)], based on frequency analysis and Koopman operator theory. This extends our earlier work on visualization of ergodic partition [Z. Levnajić and I. Mezić, Chaos 20, 033114 (2010)]. Our method employs the concept of Fourier time average [I. Mezić and A. Banaszuk, Physica D 197, 101 (2004)], and is realized as a computational algorithms for visualization of periodic and quasi-periodic sets in the phase space. The complement of periodic phase space partition contains chaotic zone, and we show how to identify it. The range of method's applicability is illustrated using well-known Chirikov standard map, while its potential in illuminating higher-dimensional dynamics is presented by studying the Froeschlé map and the Extended Standard Map.
Temporal correlation functions of concentration fluctuations: an anomalous case.
Lubelski, Ariel; Klafter, Joseph
2008-10-09
We calculate, within the framework of the continuous time random walk (CTRW) model, multiparticle temporal correlation functions of concentration fluctuations (CCF) in systems that display anomalous subdiffusion. The subdiffusion stems from the nonstationary nature of the CTRW waiting times, which also lead to aging and ergodicity breaking. Due to aging, a system of diffusing particles tends to slow down as time progresses, and therefore, the temporal correlation functions strongly depend on the initial time of measurement. As a consequence, time averages of the CCF differ from ensemble averages, displaying therefore ergodicity breaking. We provide a simple example that demonstrates the difference between these two averages, a difference that might be amenable to experimental tests. We focus on the case of ensemble averaging and assume that the preparation time of the system coincides with the starting time of the measurement. Our analytical calculations are supported by computer simulations based on the CTRW model.
NASA Astrophysics Data System (ADS)
Feng, Jianfeng; Zhao, Xiaohui
2017-11-01
For an FSO communication system with imprecise channel model, we investigate its system performance based on outage probability, average BEP and ergodic capacity. The exact FSO links are modeled as Gamma-Gamma fading channel in consideration of both atmospheric turbulence and pointing errors, and the imprecise channel model is treated as the superposition of exact channel gain and a Gaussian random variable. After we derive the PDF, CDF and nth moment of the imprecise channel gain, and based on these statistics the expressions for the outage probability, the average BEP and the ergodic capacity in terms of the Meijer's G functions are obtained. Both numerical and analytical results are presented. The simulation results show that the communication performance deteriorates in the imprecise channel model, and approaches to the exact performance curves as the channel model becomes accurate.
NASA Astrophysics Data System (ADS)
Anikushina, T. A.; Naumov, A. V.
2013-12-01
This article demonstrates the principal advantages of the technique for analysis of the long-term spectral evolution of single molecules (SM) in the study of the microscopic nature of the dynamic processes in low-temperature polymers. We performed the detailed analysis of the spectral trail of single tetra-tert-butylterrylene (TBT) molecule in an amorphous polyisobutylene matrix, measured over 5 hours at T = 7K. It has been shown that the slow temporal dynamics is in qualitative agreement with the standard model of two-level systems and stochastic sudden-jump model. At the same time the distributions of the first four moments (cumulants) of the spectra of the selected SM measured at different time points were found not consistent with the standard theory prediction. It was considered as evidence that in a given time interval the system is not ergodic
Surface-induced dissociation of methanol cations: A non-ergodic process
Shukla, Anil K.
2017-09-01
Here, dissociation of methanol molecular cations, CH 3OH +, to CH 2OH + on collision with a self-assembled monolayer surface of fluorinated alkyl thiol on gold 111 crystal has been studied at 12.5 eV collision energy. Two energetically and spatially distinct processes contribute to the dissociation process: one involving loss of very large amount of energy approaching the initial kinetic energy of the primary ions with scattering of fragment ions over a broad angular range between surface normal and surface parallel while the second process results from small amount of energy loss with fragment ions scattered over a narrow angularmore » range close to the surface parallel. There is a third process with relatively small contribution to total dissociation whose characteristics are very similar to the low energy loss process. Finally, these results demonstrate that surface-induced dissociation of methanol cations via hydrogen loss is non-ergodic.« less
Reformulation of time-convolutionless mode-coupling theory near the glass transition
NASA Astrophysics Data System (ADS)
Tokuyama, Michio
2017-10-01
The time-convolutionless mode-coupling theory (TMCT) recently proposed is reformulated under the condition that one of two approximations, which have been used to formulate the original TMCT in addition to the MCT approximations done on a derivation of nonlinear memory function in terms of the intermediate-scattering function, is not employed because it causes unphysical results for intermediate times. The improved TMCT equation is then derived consistently under another approximation. It is first checked that the ergodic to non-ergodic transition obtained by a new equation is exactly the same as that obtained by an old one because the long-time dynamics of both equations coincides with each other. However, it is emphasized that a difference between them appears in the intermediate-time dynamics of physical quantities. Such a difference is explored numerically in the dynamics of a non-Gaussian parameter by employing the Percus-Yevick static structure factor to calculate the nonlinear memory function.
Surface-induced dissociation of methanol cations: A non-ergodic process
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shukla, Anil K.
Here, dissociation of methanol molecular cations, CH 3OH +, to CH 2OH + on collision with a self-assembled monolayer surface of fluorinated alkyl thiol on gold 111 crystal has been studied at 12.5 eV collision energy. Two energetically and spatially distinct processes contribute to the dissociation process: one involving loss of very large amount of energy approaching the initial kinetic energy of the primary ions with scattering of fragment ions over a broad angular range between surface normal and surface parallel while the second process results from small amount of energy loss with fragment ions scattered over a narrow angularmore » range close to the surface parallel. There is a third process with relatively small contribution to total dissociation whose characteristics are very similar to the low energy loss process. Finally, these results demonstrate that surface-induced dissociation of methanol cations via hydrogen loss is non-ergodic.« less
NASA Astrophysics Data System (ADS)
Obrosova, N. K.; Shananin, A. A.
2015-04-01
A production model with allowance for a working capital deficit and a restricted maximum possible sales volume is proposed and analyzed. The study is motivated by an attempt to analyze the problems of functioning of low competitive macroeconomic structures. The model is formalized in the form of a Bellman equation, for which a closed-form solution is found. The stochastic process of product stock variations is proved to be ergodic and its final probability distribution is found. Expressions for the average production load and the average product stock are found by analyzing the stochastic process. A system of model equations relating the model variables to official statistical parameters is derived. The model is identified using data from the Fiat and KAMAZ companies. The influence of the credit interest rate on the firm market value assessment and the production load level are analyzed using comparative statics methods.
Flow and transport in digitized images of Berea sandstone: ergodicity, stationarity and upscaling
NASA Astrophysics Data System (ADS)
Puyguiraud, A.; Dentz, M.; Gouze, P.
2017-12-01
We perform Stokes flow simulations on digitized images of a Berea sandstone sample obtained through micro-tomography imaging and segmentation processes. We obtain accurate information on the transport using a streamline reconstruction algorithm which uses the velocity field obtained from the flow simulation as input data. This technique is based on the method proposed by Pollock (Groundwater, 1988) but employs a quadratic interpolation near the rock mesh cells of the domain similarly to Mostaghimi et al. (SPE, 2012). This allows an accurate resolution of the velocity field near the solid interface which plays an important role on the transport characteristics, such as the probability density of first arrival times and the growth of the mean squared displacement, among others, which exhibit non-Fickian behavior. We analyze Lagrangian and Eulerian velocity statistics and their relation, and then focus on the ergodicity and the stationarity properties of the transport.We analyze the temporal evolution of Lagrangian velocity statistics for different injection conditions, and findd quick convergence to a limiting velocity distribution, indicating the transport to be near-stationary. The equivalence between velocity samplings within and across streamlines, as well as the independency of the statistics on the number of sampled streamlines, lead as to conclude that the transport may be modeled as ergodic.These characteristics then allow us to upscale the 3-dimensional simulations using a 1-dimensional Continuous Time Random Walk model. This model, parametrized by the velocity results and the characteristic correlation length obtained from the above mentioned simulations, is able to efficiently reproduce the results and to predict larger scale behaviors.
Symmetry, Statistics and Structure in MHD Turbulence
NASA Technical Reports Server (NTRS)
Shebalin, John V.
2007-01-01
Here, we examine homogeneous MHD turbulence in terms of truncated Fourier series. The ideal MHD equations and the associated statistical theory of absolute equilibrium ensembles are symmetric under P, C and T. However, the presence of invariant helicities, which are pseudoscalars under P and C, dynamically breaks this symmetry. This occurs because the surface of constant energy in phase space has disjoint parts, called components: while ensemble averages are taken over all components, a dynamical phase trajectory is confined to only one component. As the Birkhoff-Khinchin theorem tells us, ideal MHD turbulence is thus non-ergodic. This non-ergodicity manifests itself in low-wave number Fourier modes that have large mean values (while absolute ensemble theory predicts mean values of zero). Therefore, we have coherent structure in ideal MHD turbulence. The level of non-ergodicity and amount of energy contained in the associated coherent structure depends on the values of the helicities, as well as on the presence, or not, of a mean magnetic field and/or overall rotation. In addition to the well known cross and magnetic helicities, we also present a new invariant, which we call the parallel helicity, since it occurs when mean field and rotation axis are aligned. The question of applicability of these results to real (i.e., dissipative) MHD turbulence is also examined. Several long-time numerical simulations on a 64(exp 3) grid are given as examples. It is seen that coherent structure begins to form before decay dominates over nonlinearity. The connection of these results with inverse spectral cascades, selective decay, and magnetic dynamos is also discussed.
Ergodicity of Truncated Stochastic Navier Stokes with Deterministic Forcing and Dispersion
NASA Astrophysics Data System (ADS)
Majda, Andrew J.; Tong, Xin T.
2016-10-01
Turbulence in idealized geophysical flows is a very rich and important topic. The anisotropic effects of explicit deterministic forcing, dispersive effects from rotation due to the β -plane and F-plane, and topography together with random forcing all combine to produce a remarkable number of realistic phenomena. These effects have been studied through careful numerical experiments in the truncated geophysical models. These important results include transitions between coherent jets and vortices, and direct and inverse turbulence cascades as parameters are varied, and it is a contemporary challenge to explain these diverse statistical predictions. Here we contribute to these issues by proving with full mathematical rigor that for any values of the deterministic forcing, the β - and F-plane effects and topography, with minimal stochastic forcing, there is geometric ergodicity for any finite Galerkin truncation. This means that there is a unique smooth invariant measure which attracts all statistical initial data at an exponential rate. In particular, this rigorous statistical theory guarantees that there are no bifurcations to multiple stable and unstable statistical steady states as geophysical parameters are varied in contrast to claims in the applied literature. The proof utilizes a new statistical Lyapunov function to account for enstrophy exchanges between the statistical mean and the variance fluctuations due to the deterministic forcing. It also requires careful proofs of hypoellipticity with geophysical effects and uses geometric control theory to establish reachability. To illustrate the necessity of these conditions, a two-dimensional example is developed which has the square of the Euclidean norm as the Lyapunov function and is hypoelliptic with nonzero noise forcing, yet fails to be reachable or ergodic.
Single-Station Sigma for the Iranian Strong Motion Stations
NASA Astrophysics Data System (ADS)
Zafarani, H.; Soghrat, M. R.
2017-11-01
In development of ground motion prediction equations (GMPEs), the residuals are assumed to have a log-normal distribution with a zero mean and a standard deviation, designated as sigma. Sigma has significant effect on evaluation of seismic hazard for designing important infrastructures such as nuclear power plants and dams. Both aleatory and epistemic uncertainties are involved in the sigma parameter. However, ground-motion observations over long time periods are not available at specific sites and the GMPEs have been derived using observed data from multiple sites for a small number of well-recorded earthquakes. Therefore, sigma is dominantly related to the statistics of the spatial variability of ground motion instead of temporal variability at a single point (ergodic assumption). The main purpose of this study is to reduce the variability of the residuals so as to handle it as epistemic uncertainty. In this regard, it is tried to partially apply the non-ergodic assumption by removing repeatable site effects from total variability of six GMPEs driven from the local, Europe-Middle East and worldwide data. For this purpose, we used 1837 acceleration time histories from 374 shallow earthquakes with moment magnitudes ranging from M w 4.0 to 7.3 recorded at 370 stations with at least two recordings per station. According to estimated single-station sigma for the Iranian strong motion stations, the ratio of event-corrected single-station standard deviation ( Φ ss) to within-event standard deviation ( Φ) is about 0.75. In other words, removing the ergodic assumption on site response resulted in 25% reduction of the within-event standard deviation that reduced the total standard deviation by about 15%.
Ground Motion Uncertainty and Variability (single-station sigma): Insights from Euroseistest, Greece
NASA Astrophysics Data System (ADS)
Ktenidou, O. J.; Roumelioti, Z.; Abrahamson, N. A.; Cotton, F.; Pitilakis, K.
2014-12-01
Despite recent improvements in networks and data, the global aleatory uncertainty (sigma) in GMPEs is still large. One reason is the ergodic approach, where we combine data in space to make up for lack of data in time. By estimating the systematic site response, we can make site-specific GMPEs and use a lower, site-specific uncertainty: single-station sigma. In this study we use the EUROSEISTEST database (http://euroseisdb.civil.auth.gr), which has two distinct advantages: good existing knowledge of site conditions at all stations, and careful relocation of the recorded events. Constraining the site and source parameters as best we can, we minimise the within- and between-events components of the global, ergodic sigma. Following that, knowledge of the site response from empirical and theoretical approaches permits us to move on to single-station sigma. The variability per site is not clearly correlated to the site class. We show that in some cases knowledge of Vs30 is not sufficient, and that site-specific data are needed to capture the response, possibly due to 2D/3D effects from complex geometry. Our values of single-station sigma are low compared to the literature. This may be due to the good ray coverage we have in all directions for small, nearby records. Indeed, our single-station sigma values are similar to published single-path values, which means that they may correspond to a fully -rather than partially- non-ergodic approach. We find larger ground motion variability for short distances and small magnitudes. This may be related to the uncertainty in the depth affecting nearby records more, or to stress drop and causing trade-offs between the source and site terms for small magnitudes.
Nonequilibrium viscosity of glass
NASA Astrophysics Data System (ADS)
Mauro, John C.; Allan, Douglas C.; Potuzak, Marcel
2009-09-01
Since glass is a nonequilibrium material, its properties depend on both composition and thermal history. While most prior studies have focused on equilibrium liquid viscosity, an accurate description of nonequilibrium viscosity is essential for understanding the low temperature dynamics of glass. Departure from equilibrium occurs as a glass-forming system is cooled through the glass transition range. The glass transition involves a continuous breakdown of ergodicity as the system gradually becomes trapped in a subset of the available configurational phase space. At very low temperatures a glass is perfectly nonergodic (or “isostructural”), and the viscosity is described well by an Arrhenius form. However, the behavior of viscosity during the glass transition range itself is not yet understood. In this paper, we address the problem of glass viscosity using the enthalpy landscape model of Mauro and Loucks [Phys. Rev. B 76, 174202 (2007)] for selenium, an elemental glass former. To study a wide range of thermal histories, we compute nonequilibrium viscosity with cooling rates from 10-12 to 1012K/s . Based on these detailed landscape calculations, we propose a simplified phenomenological model capturing the essential physics of glass viscosity. The phenomenological model incorporates an ergodicity parameter that accounts for the continuous breakdown of ergodicity at the glass transition. We show a direct relationship between the nonequilibrium viscosity parameters and the fragility of the supercooled liquid. The nonequilibrium viscosity model is validated against experimental measurements of Corning EAGLE XG™ glass. The measurements are performed using a specially designed beam-bending apparatus capable of accurate nonequilibrium viscosity measurements up to 1016Pas . Using a common set of parameters, the phenomenological model provides an accurate description of EAGLE XG™ viscosity over the full range of measured temperatures and fictive temperatures.
Improved Scheduling Mechanisms for Synchronous Information and Energy Transmission.
Qin, Danyang; Yang, Songxiang; Zhang, Yan; Ma, Jingya; Ding, Qun
2017-06-09
Wireless energy collecting technology can effectively reduce the network time overhead and prolong the wireless sensor network (WSN) lifetime. However, the traditional energy collecting technology cannot achieve the balance between ergodic channel capacity and average collected energy. In order to solve the problem of the network transmission efficiency and the limited energy of wireless devices, three improved scheduling mechanisms are proposed: improved signal noise ratio (SNR) scheduling mechanism (IS2M), improved N-SNR scheduling mechanism (INS2M) and an improved Equal Throughput scheduling mechanism (IETSM) for different channel conditions to improve the whole network performance. Meanwhile, the average collected energy of single users and the ergodic channel capacity of three scheduling mechanisms can be obtained through the order statistical theory in Rayleig, Ricean, Nakagami- m and Weibull fading channels. It is concluded that the proposed scheduling mechanisms can achieve better balance between energy collection and data transmission, so as to provide a new solution to realize synchronous information and energy transmission for WSNs.
Spiechowicz, Jakub; Łuczka, Jerzy; Hänggi, Peter
2016-01-01
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected for a SQUID ratchet dynamics, the mean square deviation of the particle position from its average may involve three distinct intermediate, although extended diffusive regimes: initially as superdiffusion, followed by subdiffusion and finally, normal diffusion in the asymptotic long time limit. Even though these anomalies are transient effects, their lifetime can be many, many orders of magnitude longer than the characteristic time scale of the setup and turns out to be extraordinarily sensitive to the system parameters like temperature or the potential asymmetry. In the paper we reveal mechanisms of diffusion anomalies related to ergodicity of the system, symmetry breaking of the periodic potential and ultraslow relaxation of the particle velocity towards its steady state. Similar sequences of the diffusive behaviours could be detected in various systems including, among others, colloidal particles in random potentials, glass forming liquids and granular gases. PMID:27492219
Nanoprobe diffusion in entangled polymer solutions: Linear vs. unconcatenated ring chains
NASA Astrophysics Data System (ADS)
Nahali, Negar; Rosa, Angelo
2018-05-01
We employ large-scale molecular dynamics computer simulations to study the problem of nanoprobe diffusion in entangled solutions of linear polymers and unknotted and unconcatenated circular (ring) polymers. By tuning both the diameter of the nanoprobe and the density of the solution, we show that nanoprobes of diameter smaller than the entanglement distance (tube diameter) of the solution display the same (Rouse-like) behavior in solutions of both polymer architectures. Instead, nanoprobes with larger diameters appear to diffuse markedly faster in solutions of rings than in solutions of linear chains. Finally, by analysing the distribution functions of spatial displacements, we find that nanoprobe motion in rings' solutions shows both Gaussian and ergodic behaviors, in all regimes considered, while, in solutions of linear chains, nanoprobes exceeding the size of the tube diameter show a transition to non-Gaussian and non-ergodic motion. Our results emphasize the role of chain architecture in the motion of nanoprobes dispersed in polymer solutions.
Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem
NASA Astrophysics Data System (ADS)
Li, Lei; Liu, Jian-Guo; Lu, Jianfeng
2017-10-01
We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.
Non-thermalization in trapped atomic ion spin chains
NASA Astrophysics Data System (ADS)
Hess, P. W.; Becker, P.; Kaplan, H. B.; Kyprianidis, A.; Lee, A. C.; Neyenhuis, B.; Pagano, G.; Richerme, P.; Senko, C.; Smith, J.; Tan, W. L.; Zhang, J.; Monroe, C.
2017-10-01
Linear arrays of trapped and laser-cooled atomic ions are a versatile platform for studying strongly interacting many-body quantum systems. Effective spins are encoded in long-lived electronic levels of each ion and made to interact through laser-mediated optical dipole forces. The advantages of experiments with cold trapped ions, including high spatio-temporal resolution, decoupling from the external environment and control over the system Hamiltonian, are used to measure quantum effects not always accessible in natural condensed matter samples. In this review, we highlight recent work using trapped ions to explore a variety of non-ergodic phenomena in long-range interacting spin models, effects that are heralded by the memory of out-of-equilibrium initial conditions. We observe long-lived memory in static magnetizations for quenched many-body localization and prethermalization, while memory is preserved in the periodic oscillations of a driven discrete time crystal state. This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'.
Non-thermalization in trapped atomic ion spin chains.
Hess, P W; Becker, P; Kaplan, H B; Kyprianidis, A; Lee, A C; Neyenhuis, B; Pagano, G; Richerme, P; Senko, C; Smith, J; Tan, W L; Zhang, J; Monroe, C
2017-12-13
Linear arrays of trapped and laser-cooled atomic ions are a versatile platform for studying strongly interacting many-body quantum systems. Effective spins are encoded in long-lived electronic levels of each ion and made to interact through laser-mediated optical dipole forces. The advantages of experiments with cold trapped ions, including high spatio-temporal resolution, decoupling from the external environment and control over the system Hamiltonian, are used to measure quantum effects not always accessible in natural condensed matter samples. In this review, we highlight recent work using trapped ions to explore a variety of non-ergodic phenomena in long-range interacting spin models, effects that are heralded by the memory of out-of-equilibrium initial conditions. We observe long-lived memory in static magnetizations for quenched many-body localization and prethermalization, while memory is preserved in the periodic oscillations of a driven discrete time crystal state.This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'. © 2017 The Author(s).
Improved Scheduling Mechanisms for Synchronous Information and Energy Transmission
Qin, Danyang; Yang, Songxiang; Zhang, Yan; Ma, Jingya; Ding, Qun
2017-01-01
Wireless energy collecting technology can effectively reduce the network time overhead and prolong the wireless sensor network (WSN) lifetime. However, the traditional energy collecting technology cannot achieve the balance between ergodic channel capacity and average collected energy. In order to solve the problem of the network transmission efficiency and the limited energy of wireless devices, three improved scheduling mechanisms are proposed: improved signal noise ratio (SNR) scheduling mechanism (IS2M), improved N-SNR scheduling mechanism (INS2M) and an improved Equal Throughput scheduling mechanism (IETSM) for different channel conditions to improve the whole network performance. Meanwhile, the average collected energy of single users and the ergodic channel capacity of three scheduling mechanisms can be obtained through the order statistical theory in Rayleig, Ricean, Nakagami-m and Weibull fading channels. It is concluded that the proposed scheduling mechanisms can achieve better balance between energy collection and data transmission, so as to provide a new solution to realize synchronous information and energy transmission for WSNs. PMID:28598395
NASA Astrophysics Data System (ADS)
Tsallis, Constantino
2012-06-01
The celebrated Boltzmann-Gibbs (BG) entropy, S BG = -kΣi p i ln p i, and associated statistical mechanics are essentially based on hypotheses such as ergodicity, i.e., when ensemble averages coincide with time averages. This dynamical simplification occurs in classical systems (and quantum counterparts) whose microscopic evolution is governed by a positive largest Lyapunov exponent (LLE). Under such circumstances, relevant microscopic variables behave, from the probabilistic viewpoint, as (nearly) independent. Many phenomena exist, however, in natural, artificial and social systems (geophysics, astrophysics, biophysics, economics, and others) that violate ergodicity. To cover a (possibly) wide class of such systems, a generalization (nonextensive statistical mechanics) of the BG theory was proposed in 1988. This theory is based on nonadditive entropies such as S_q = kfrac{{1 - sumnolimits_i {p_i^q } }} {{q - 1}}left( {S_1 = S_{BG} } right). Here we comment some central aspects of this theory, and briefly review typical predictions, verifications and applications in geophysics and elsewhere, as illustrated through theoretical, experimental, observational, and computational results.
NASA Astrophysics Data System (ADS)
Hogan, J.; Demichelis, C.; Monier-Garbet, P.; Guirlet, R.; Hess, W.; Schunke, B.
2000-10-01
A model combining the MIST (core symmetric) and BBQ (SOL asymmetric) codes is used to study the relation between impurity density and radiated power for representative cases from Tore Supra experiments on strong radiation regimes using the ergodic divertor. Transport predictions of external radiation are compared with observation to estimate the absolute impurity density. BBQ provides the incoming distribution of recycling impurity charge states for the radial transport calculation. The shots studied use the ergodic divertor and high ICRH power. Power is first applied and then the extrinsic impurity (Ne, N or Ar) is injected. Separate time dependent intrinsic (C and O) impurity transport calculations match radiation levels before and during the high power and impurity injection phases. Empirical diffusivities are sought to reproduce the UV (CV R, I lines), CVI Lya, OVIII Lya, Zeff, and horizontal bolometer data. The model has been used to calculate the relative radiative efficiency (radiated power / extrinsically contributed electron) for the sample database.
Jeon, Jae-Hyung; Metzler, Ralf
2010-02-01
Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.
On the continuing relevance of Mandelbrot's non-ergodic fractional renewal models of 1963 to 1967
NASA Astrophysics Data System (ADS)
Watkins, Nicholas W.
2017-12-01
The problem of "1/f" noise has been with us for about a century. Because it is so often framed in Fourier spectral language, the most famous solutions have tended to be the stationary long range dependent (LRD) models such as Mandelbrot's fractional Gaussian noise. In view of the increasing importance to physics of non-ergodic fractional renewal models, and their links to the CTRW, I present preliminary results of my research into the history of Mandelbrot's very little known work in that area from 1963 to 1967. I speculate about how the lack of awareness of this work in the physics and statistics communities may have affected the development of complexity science, and I discuss the differences between the Hurst effect, "1/f" noise and LRD, concepts which are often treated as equivalent. Contribution to the "Topical Issue: Continuous Time Random Walk Still Trendy: Fifty-year History, Current State and Outlook", edited by Ryszard Kutner and Jaume Masoliver.
Random walk to a nonergodic equilibrium concept
NASA Astrophysics Data System (ADS)
Bel, G.; Barkai, E.
2006-01-01
Random walk models, such as the trap model, continuous time random walks, and comb models, exhibit weak ergodicity breaking, when the average waiting time is infinite. The open question is, what statistical mechanical theory replaces the canonical Boltzmann-Gibbs theory for such systems? In this paper a nonergodic equilibrium concept is investigated, for a continuous time random walk model in a potential field. In particular we show that in the nonergodic phase the distribution of the occupation time of the particle in a finite region of space approaches U- or W-shaped distributions related to the arcsine law. We show that when conditions of detailed balance are applied, these distributions depend on the partition function of the problem, thus establishing a relation between the nonergodic dynamics and canonical statistical mechanics. In the ergodic phase the distribution function of the occupation times approaches a δ function centered on the value predicted based on standard Boltzmann-Gibbs statistics. The relation of our work to single-molecule experiments is briefly discussed.
Power-law decay exponents: A dynamical criterion for predicting thermalization
NASA Astrophysics Data System (ADS)
Távora, Marco; Torres-Herrera, E. J.; Santos, Lea F.
2017-01-01
From the analysis of the relaxation process of isolated lattice many-body quantum systems quenched far from equilibrium, we deduce a criterion for predicting when they are certain to thermalize. It is based on the algebraic behavior ∝t-γ of the survival probability at long times. We show that the value of the power-law exponent γ depends on the shape and filling of the weighted energy distribution of the initial state. Two scenarios are explored in detail: γ ≥2 and γ <1 . Exponents γ ≥2 imply that the energy distribution of the initial state is ergodically filled and the eigenstates are uncorrelated, so thermalization is guaranteed to happen. In this case, the power-law behavior is caused by bounds in the energy spectrum. Decays with γ <1 emerge when the energy eigenstates are correlated and signal lack of ergodicity. They are typical of systems undergoing localization due to strong onsite disorder and are found also in clean integrable systems.
NASA Astrophysics Data System (ADS)
Alimi, Isiaka; Shahpari, Ali; Ribeiro, Vítor; Sousa, Artur; Monteiro, Paulo; Teixeira, António
2017-05-01
In this paper, we present experimental results on channel characterization of single input single output (SISO) free-space optical (FSO) communication link that is based on channel measurements. The histograms of the FSO channel samples and the log-normal distribution fittings are presented along with the measured scintillation index. Furthermore, we extend our studies to diversity schemes and propose a closed-form expression for determining ergodic channel capacity of multiple input multiple output (MIMO) FSO communication systems over atmospheric turbulence fading channels. The proposed empirical model is based on SISO FSO channel characterization. Also, the scintillation effects on the system performance are analyzed and results for different turbulence conditions are presented. Moreover, we observed that the histograms of the FSO channel samples that we collected from a 1548.51 nm link have good fits with log-normal distributions and the proposed model for MIMO FSO channel capacity is in conformity with the simulation results in terms of normalized mean-square error (NMSE).
Many-body delocalization with random vector potentials
NASA Astrophysics Data System (ADS)
Cheng, Chen; Mondaini, Rubem
In this talk we present the ergodic properties of excited states in a model of interacting fermions in quasi-one dimensional chains subjected to a random vector potential. In the non-interacting limit, we show that arbitrarily small values of this complex off-diagonal disorder triggers localization for the whole spectrum; the divergence of the localization length in the single particle basis is characterized by a critical exponent ν which depends on the energy density being investigated. However, when short-ranged interactions are included, the localization is lost and the system is ergodic regardless of the magnitude of disorder in finite chains. Our numerical results suggest a delocalization scheme for arbitrary small values of interactions. This finding indicates that the standard scenario of the many-body localization cannot be obtained in a model with random gauge fields. This research is financially supported by the National Natural Science Foundation of China (NSFC) (Grant Nos. U1530401 and 11674021). RM also acknowledges support from NSFC (Grant No. 11650110441).
Generalized Riemann hypothesis and stochastic time series
NASA Astrophysics Data System (ADS)
Mussardo, Giuseppe; LeClair, André
2018-06-01
Using the Dirichlet theorem on the equidistribution of residue classes modulo q and the Lemke Oliver–Soundararajan conjecture on the distribution of pairs of residues on consecutive primes, we show that the domain of convergence of the infinite product of Dirichlet L-functions of non-principal characters can be extended from down to , without encountering any zeros before reaching this critical line. The possibility of doing so can be traced back to a universal diffusive random walk behavior of a series C N over the primes which underlies the convergence of the infinite product of the Dirichlet functions. The series C N presents several aspects in common with stochastic time series and its control requires to address a problem similar to the single Brownian trajectory problem in statistical mechanics. In the case of the Dirichlet functions of non principal characters, we show that this problem can be solved in terms of a self-averaging procedure based on an ensemble of block variables computed on extended intervals of primes. Those intervals, called inertial intervals, ensure the ergodicity and stationarity of the time series underlying the quantity C N . The infinity of primes also ensures the absence of rare events which would have been responsible for a different scaling behavior than the universal law of the random walks.
Stochastic theory of size exclusion chromatography by the characteristic function approach.
Dondi, Francesco; Cavazzini, Alberto; Remelli, Maurizio; Felinger, Attila; Martin, Michel
2002-01-18
A general stochastic theory of size exclusion chromatography (SEC) able to account for size dependence on both pore ingress and egress processes, moving zone dispersion and pore size distribution, was developed. The relationship between stochastic-chromatographic and batch equilibrium conditions are discussed and the fundamental role of the 'ergodic' hypothesis in establishing a link between them is emphasized. SEC models are solved by means of the characteristic function method and chromatographic parameters like plate height, peak skewness and excess are derived. The peak shapes are obtained by numerical inversion of the characteristic function under the most general conditions of the exploited models. Separate size effects on pore ingress and pore egress processes are investigated and their effects on both retention selectivity and efficiency are clearly shown. The peak splitting phenomenon and peak tailing due to incomplete sample sorption near to the exclusion limit is discussed. An SEC model for columns with two types of pores is discussed and several effects on retention selectivity and efficiency coming from pore size differences and their relative abundance are singled out. The relevance of moving zone dispersion on separation is investigated. The present approach proves to be general and able to account for more complex SEC conditions such as continuous pore size distributions and mixed retention mechanism.
When Time Makes a Difference: Addressing Ergodicity and Complexity in Education
ERIC Educational Resources Information Center
Koopmans, Matthijs
2015-01-01
The detection of complexity in behavioral outcomes often requires an estimation of their variability over a prolonged time spectrum to assess processes of stability and transformation. Conventional scholarship typically relies on time-independent measures, "snapshots", to analyze those outcomes, assuming that group means and their…
Coherence Properties of Strongly Interacting Atomic Vapors in Waveguides
2011-12-31
lattice in the mean-field regime [22]. There the goal was to repeat, for our system, the Chirikiov-lzrailev program for Fermi- Pasta -Ulam chain and...define a typical deviation from ergodicity), we introduce a geometric structure— based on the Frobenius or Hilbert-Schmidt inner product—to the space of
ERIC Educational Resources Information Center
Molenaar, Peter C. M.
2004-01-01
Psychology is focused on variation between cases (interindividual variation). Results thus obtained are considered to be generalizable to the understanding and explanation of variation within single cases (intraindividual variation). It is indicated, however, that the direct consequences of the classical ergodic theorems for psychology and…
A Proposal for Research on Complex Media, Imagining and Uncertainty Quantification
2013-11-26
demonstration that the Green’s function for wave propagation in an ergodic cavity can be recovered exactly by cross correlation of signals at two points...the continuation of a project in which we have developed autofocus methods based on a phase space formulation ( Wigner transform) of the array data and
From localization to anomalous diffusion in the dynamics of coupled kicked rotors
NASA Astrophysics Data System (ADS)
Notarnicola, Simone; Iemini, Fernando; Rossini, Davide; Fazio, Rosario; Silva, Alessandro; Russomanno, Angelo
2018-02-01
We study the effect of many-body quantum interference on the dynamics of coupled periodically kicked systems whose classical dynamics is chaotic and shows an unbounded energy increase. We specifically focus on an N -coupled kicked rotors model: We find that the interplay of quantumness and interactions dramatically modifies the system dynamics, inducing a transition between energy saturation and unbounded energy increase. We discuss this phenomenon both numerically and analytically through a mapping onto an N -dimensional Anderson model. The thermodynamic limit N →∞ , in particular, always shows unbounded energy growth. This dynamical delocalization is genuinely quantum and very different from the classical one: Using a mean-field approximation, we see that the system self-organizes so that the energy per site increases in time as a power law with exponent smaller than 1. This wealth of phenomena is a genuine effect of quantum interference: The classical system for N ≥2 always behaves ergodically with an energy per site linearly increasing in time. Our results show that quantum mechanics can deeply alter the regularity or ergodicity properties of a many-body-driven system.
A fast ergodic algorithm for generating ensembles of equilateral random polygons
NASA Astrophysics Data System (ADS)
Varela, R.; Hinson, K.; Arsuaga, J.; Diao, Y.
2009-03-01
Knotted structures are commonly found in circular DNA and along the backbone of certain proteins. In order to properly estimate properties of these three-dimensional structures it is often necessary to generate large ensembles of simulated closed chains (i.e. polygons) of equal edge lengths (such polygons are called equilateral random polygons). However finding efficient algorithms that properly sample the space of equilateral random polygons is a difficult problem. Currently there are no proven algorithms that generate equilateral random polygons with its theoretical distribution. In this paper we propose a method that generates equilateral random polygons in a 'step-wise uniform' way. We prove that this method is ergodic in the sense that any given equilateral random polygon can be generated by this method and we show that the time needed to generate an equilateral random polygon of length n is linear in terms of n. These two properties make this algorithm a big improvement over the existing generating methods. Detailed numerical comparisons of our algorithm with other widely used algorithms are provided.
Revealing nonergodic dynamics in living cells from a single particle trajectory
NASA Astrophysics Data System (ADS)
Lanoiselée, Yann; Grebenkov, Denis S.
2016-05-01
We propose the improved ergodicity and mixing estimators to identify nonergodic dynamics from a single particle trajectory. The estimators are based on the time-averaged characteristic function of the increments and can thus capture additional information on the process as compared to the conventional time-averaged mean-square displacement. The estimators are first investigated and validated for several models of anomalous diffusion, such as ergodic fractional Brownian motion and diffusion on percolating clusters, and nonergodic continuous-time random walks and scaled Brownian motion. The estimators are then applied to two sets of earlier published trajectories of mRNA molecules inside live Escherichia coli cells and of Kv2.1 potassium channels in the plasma membrane. These statistical tests did not reveal nonergodic features in the former set, while some trajectories of the latter set could be classified as nonergodic. Time averages along such trajectories are thus not representative and may be strongly misleading. Since the estimators do not rely on ensemble averages, the nonergodic features can be revealed separately for each trajectory, providing a more flexible and reliable analysis of single-particle tracking experiments in microbiology.
Statistical Analysis of the First Passage Path Ensemble of Jump Processes
NASA Astrophysics Data System (ADS)
von Kleist, Max; Schütte, Christof; Zhang, Wei
2018-02-01
The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.
A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems
NASA Astrophysics Data System (ADS)
Dragičević, D.; Froyland, G.; González-Tokman, C.; Vaienti, S.
2018-06-01
We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly used in limit laws for deterministic maps, to the general random setting. We achieve this via multiplicative ergodic theory and the development of a general framework to control the regularity of Lyapunov exponents of twisted transfer operator cocycles with respect to a twist parameter. While some versions of the LDP and CLT have previously been proved with other techniques, the local central limit theorem is, to our knowledge, a completely new result, and one that demonstrates the strength of our method. Applications include non-autonomous (piecewise) expanding maps, defined by random compositions of the form {T_{σ^{n-1} ω} circ\\cdotscirc T_{σω}circ T_ω}. An important aspect of our results is that we only assume ergodicity and invertibility of the random driving {σ:Ω\\toΩ} ; in particular no expansivity or mixing properties are required.
Ideas of Flat and Curved Space in History of Physics
NASA Astrophysics Data System (ADS)
Berezin, Alexander A.
2006-04-01
Since ``everything which is not prohibited is compulsory'' (assigned to Gell-Mann) we can postulate infinite flat Cartesian N-dimensional (N: any integer) space-time (ST) as embedding for any curved ST. Ergodicity raises quest of whether total number of inflationary and/or Everett bubbles (mini-verses) is finite, countably infinite (aleph-zero) or uncountably infinite (aleph-one). Are these bubbles form Gaussian distribution or form some non-random subsetting? Perhaps, communication between mini-verses (idea of D.Deutsch) can be facilitated by a kind of minimax non-local dynamics akin to Fermat principle? (Minimax Principle in Bubble Cosmology). Even such classical effects as magnetism and polarization have some non-local features. Can we go below the Planck length to perhaps Compton wavelength of our ``Hubble's bubble'' (h/Mc = 10 to minus 95 m, if M = 10 to 54 kg)? When talking about time loops and ergodicity (eternal return paradigm) is there some hysterisis in the way quantum states are accessed in ``forward'' or ``reverse'' direction? (reverse direction implies backward causality of J.Wheeler and/or Aristotelian final causation).
Linking density functional and mode coupling models for supercooled liquids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Premkumar, Leishangthem; Bidhoodi, Neeta; Das, Shankar P.
2016-03-28
We compare predictions from two familiar models of the metastable supercooled liquid, respectively, constructed with thermodynamic and dynamic approaches. In the so called density functional theory the free energy F[ρ] of the liquid is a functional of the inhomogeneous density ρ(r). The metastable state is identified as a local minimum of F[ρ]. The sharp density profile characterizing ρ(r) is identified as a single particle oscillator, whose frequency is obtained from the parameters of the optimum density function. On the other hand, a dynamic approach to supercooled liquids is taken in the mode coupling theory (MCT) which predict a sharp ergodicity-non-ergodicitymore » transition at a critical density. The single particle dynamics in the non-ergodic state, treated approximately, represents a propagating mode whose characteristic frequency is computed from the corresponding memory function of the MCT. The mass localization parameters in the above two models (treated in their simplest forms) are obtained, respectively, in terms of the corresponding natural frequencies depicted and are shown to have comparable magnitudes.« less
A Spectral Approach for Quenched Limit Theorems for Random Expanding Dynamical Systems
NASA Astrophysics Data System (ADS)
Dragičević, D.; Froyland, G.; González-Tokman, C.; Vaienti, S.
2018-01-01
We prove quenched versions of (i) a large deviations principle (LDP), (ii) a central limit theorem (CLT), and (iii) a local central limit theorem for non-autonomous dynamical systems. A key advance is the extension of the spectral method, commonly used in limit laws for deterministic maps, to the general random setting. We achieve this via multiplicative ergodic theory and the development of a general framework to control the regularity of Lyapunov exponents of twisted transfer operator cocycles with respect to a twist parameter. While some versions of the LDP and CLT have previously been proved with other techniques, the local central limit theorem is, to our knowledge, a completely new result, and one that demonstrates the strength of our method. Applications include non-autonomous (piecewise) expanding maps, defined by random compositions of the form {T_{σ^{n-1} ω} circ\\cdotscirc T_{σω}circ T_ω} . An important aspect of our results is that we only assume ergodicity and invertibility of the random driving {σ:Ω\\toΩ} ; in particular no expansivity or mixing properties are required.
Collision-induced evaporation of water clusters and contribution of momentum transfer
NASA Astrophysics Data System (ADS)
Calvo, Florent; Berthias, Francis; Feketeová, Linda; Abdoul-Carime, Hassan; Farizon, Bernadette; Farizon, Michel
2017-05-01
The evaporation of water molecules from high-velocity argon atoms impinging on protonated water clusters has been computationally investigated using molecular dynamics simulations with the reactive OSS2 potential to model water clusters and the ZBL pair potential to represent their interaction with the projectile. Swarms of trajectories and an event-by-event analysis reveal the conditions under which a specific number of molecular evaporation events is found one nanosecond after impact, thereby excluding direct knockout events from the analysis. These simulations provide velocity distributions that exhibit two main features, with a major statistical component arising from a global redistribution of the collision energy into intermolecular degrees of freedom, and another minor but non-ergodic feature at high velocities. The latter feature is produced by direct impacts on the peripheral water molecules and reflects a more complete momentum transfer. These two components are consistent with recent experimental measurements and confirm that electronic processes are not explicitly needed to explain the observed non-ergodic behavior. Contribution to the Topical Issue "Dynamics of Systems at the Nanoscale", edited by Andrey Solov'yov and Andrei Korol.
A Pumping Algorithm for Ergodic Stochastic Mean Payoff Games with Perfect Information
NASA Astrophysics Data System (ADS)
Boros, Endre; Elbassioni, Khaled; Gurvich, Vladimir; Makino, Kazuhisa
In this paper, we consider two-person zero-sum stochastic mean payoff games with perfect information, or BWR-games, given by a digraph G = (V = V B ∪ V W ∪ V R , E), with local rewards r: E to { R}, and three types of vertices: black V B , white V W , and random V R . The game is played by two players, White and Black: When the play is at a white (black) vertex v, White (Black) selects an outgoing arc (v,u). When the play is at a random vertex v, a vertex u is picked with the given probability p(v,u). In all cases, Black pays White the value r(v,u). The play continues forever, and White aims to maximize (Black aims to minimize) the limiting mean (that is, average) payoff. It was recently shown in [7] that BWR-games are polynomially equivalent with the classical Gillette games, which include many well-known subclasses, such as cyclic games, simple stochastic games (SSG's), stochastic parity games, and Markov decision processes. In this paper, we give a new algorithm for solving BWR-games in the ergodic case, that is when the optimal values do not depend on the initial position. Our algorithm solves a BWR-game by reducing it, using a potential transformation, to a canonical form in which the optimal strategies of both players and the value for every initial position are obvious, since a locally optimal move in it is optimal in the whole game. We show that this algorithm is pseudo-polynomial when the number of random nodes is constant. We also provide an almost matching lower bound on its running time, and show that this bound holds for a wider class of algorithms. Let us add that the general (non-ergodic) case is at least as hard as SSG's, for which no pseudo-polynomial algorithm is known.
NASA Astrophysics Data System (ADS)
Anishchenko, V. S.; Boev, Ya. I.; Semenova, N. I.; Strelkova, G. I.
2015-07-01
We review rigorous and numerical results on the statistics of Poincaré recurrences which are related to the modern development of the Poincaré recurrence problem. We analyze and describe the rigorous results which are achieved both in the classical (local) approach and in the recently developed global approach. These results are illustrated by numerical simulation data for simple chaotic and ergodic systems. It is shown that the basic theoretical laws can be applied to noisy systems if the probability measure is ergodic and stationary. Poincaré recurrences are studied numerically in nonautonomous systems. Statistical characteristics of recurrences are analyzed in the framework of the global approach for the cases of positive and zero topological entropy. We show that for the positive entropy, there is a relationship between the Afraimovich-Pesin dimension, Lyapunov exponents and the Kolmogorov-Sinai entropy either without and in the presence of external noise. The case of zero topological entropy is exemplified by numerical results for the Poincare recurrence statistics in the circle map. We show and prove that the dependence of minimal recurrence times on the return region size demonstrates universal properties for the golden and the silver ratio. The behavior of Poincaré recurrences is analyzed at the critical point of Feigenbaum attractor birth. We explore Poincaré recurrences for an ergodic set which is generated in the stroboscopic section of a nonautonomous oscillator and is similar to a circle shift. Based on the obtained results we show how the Poincaré recurrence statistics can be applied for solving a number of nonlinear dynamics issues. We propose and illustrate alternative methods for diagnosing effects of external and mutual synchronization of chaotic systems in the context of the local and global approaches. The properties of the recurrence time probability density can be used to detect the stochastic resonance phenomenon. We also discuss how the fractal dimension of chaotic attractors can be estimated using the Poincaré recurrence statistics.
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed
2017-03-01
In this paper, we develop a mathematical model for a tuberculosis model with constant recruitment and varying total population size by incorporating stochastic perturbations. By constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of an ergodic stationary distribution as well as extinction of the disease to the stochastic system.
The three-body problem and equivariant Riemannian geometry
NASA Astrophysics Data System (ADS)
Alvarez-Ramírez, M.; García, A.; Meléndez, J.; Reyes-Victoria, J. G.
2017-08-01
We study the planar three-body problem with 1/r2 potential using the Jacobi-Maupertuis metric, making appropriate reductions by Riemannian submersions. We give a different proof of the Gaussian curvature's sign and the completeness of the space reported by Montgomery [Ergodic Theory Dyn. Syst. 25, 921-947 (2005)]. Moreover, we characterize the geodesics contained in great circles.
The spectral method and the central limit theorem for general Markov chains
NASA Astrophysics Data System (ADS)
Nagaev, S. V.
2017-12-01
We consider Markov chains with an arbitrary phase space and develop a modification of the spectral method that enables us to prove the central limit theorem (CLT) for non-uniformly ergodic Markov chains. The conditions imposed on the transition function are more general than those by Athreya-Ney and Nummelin. Our proof of the CLT is purely analytical.
A Nonlinear Transfer Operator Theorem
NASA Astrophysics Data System (ADS)
Pollicott, Mark
2017-02-01
In recent papers, Kenyon et al. (Ergod Theory Dyn Syst 32:1567-1584 2012), and Fan et al. (C R Math Acad Sci Paris 349:961-964 2011, Adv Math 295:271-333 2016) introduced a form of non-linear thermodynamic formalism based on solutions to a non-linear equation using matrices. In this note we consider the more general setting of Hölder continuous functions.
space and time in ergodic gemorphology
NASA Astrophysics Data System (ADS)
Seyed Ebrahimi, S.
2009-04-01
Epistemological perspectives rank among the main factors contributing to word coinage in scientific literature. New words come into existence as new epistemological fields evolve (Sack1992). Each field, however, tends to impose its own interpretation on the words associated with it. To illustrate the point, certain words retain formal structure and relate to the same subject area, but can nonetheless be employed in totally different epistemological fields. The semantic content undergoes a drastic change in each case. Granted that numerous theoretical stances can be identified within the discipline of geomorphology, acquaintance with the semantic content of certain words should help toward a more realistic understanding of what the theorists and practitioners in this field have in mind. This paper, which is based on an analysis of these three theoretical positions aims to highlight the importance of the semantic content of the term equilibrium as utilized in ergodic geomorphology, and the ways in which it is construed from different viewpoints. For this purpose, the authors have of necessity availed themselves of dated sources, rather than up-to-date ones. The paper also argues that familiarity with concepts such as these will ensure a better grasp of the paradigms in question.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ehara, Yoshitaka, E-mail: Ehara@ceramics.tu-darmstadt.de; Novak, Nikola; Yasui, Shintaro
2015-12-28
An electric field–temperature (E-T) phase diagram for a lead-free 0.5 mol. % Mn-doped Bi(Na{sub 0.1}K{sub 0.9})TiO{sub 3} ceramics was investigated. The x-ray diffraction, dielectric and polarization measurements revealed relaxor behavior and were used to characterize the stability regions of the non-ergodic relaxor, ergodic relaxor and electric field induced ferroelectric states. As indicated by the polarization–current density profiles, transformation between two electric fields, induced ferroelectric states with opposite polarization direction arise via a two-step process through an intermediate relaxor state. Interplay between the ferroelectric state conversion and intermediate relaxor state is governed by the dynamics of polarization relaxation. The presented E-T phase diagrammore » revealed the effects of the applied electric field and temperature on stability regions. This is of special interest since the Bi{sub 0.5}(Na{sub 0.1}K{sub 0.9}){sub 0.5}TiO{sub 3} ceramics were proposed as a potential piezoceramic material.« less
Multipoint entanglement in disordered systems
NASA Astrophysics Data System (ADS)
Magán, Javier M.; Paganelli, Simone; Oganesyan, Vadim
2017-02-01
We develop an approach to characterize excited states of disordered many-body systems using spatially resolved structures of entanglement. We show that the behavior of the mutual information (MI) between two parties of a many-body system can signal a qualitative difference between thermal and localized phases - MI is finite in insulators while it approaches zero in the thermodynamic limit in the ergodic phase. Related quantities, such as the recently introduced Codification Volume (CV), are shown to be suitable to quantify the correlation length of the system. These ideas are illustrated using prototypical non-interacting wavefunctions of localized and extended particles and then applied to characterize states of strongly excited interacting spin chains. We especially focus on evolution of spatial structure of quantum information between high temperature diffusive and many-body localized (MBL) phases believed to exist in these models. We study MI as a function of disorder strength both averaged over the eigenstates and in time-evolved product states drawn from continuously deformed family of initial states realizable experimentally. As expected, spectral and time-evolved averages coincide inside the ergodic phase and differ significantly outside. We also highlight dispersion among the initial states within the localized phase - some of these show considerable generation and delocalization of quantum information.
Dynamics of hot random quantum spin chains: from anyons to Heisenberg spins
NASA Astrophysics Data System (ADS)
Parameswaran, Siddharth; Potter, Andrew; Vasseur, Romain
2015-03-01
We argue that the dynamics of the random-bond Heisenberg spin chain are ergodic at infinite temperature, in contrast to the many-body localized behavior seen in its random-field counterpart. First, we show that excited-state real-space renormalization group (RSRG-X) techniques suffer from a fatal breakdown of perturbation theory due to the proliferation of large effective spins that grow without bound. We repair this problem by deforming the SU (2) symmetry of the Heisenberg chain to its `anyonic' version, SU(2)k , where the growth of effective spins is truncated at spin S = k / 2 . This enables us to construct a self-consistent RSRG-X scheme that is particularly simple at infinite temperature. Solving the flow equations, we compute the excited-state entanglement and show that it crosses over from volume-law to logarithmic scaling at a length scale ξk ~eαk3 . This reveals that (a) anyon chains have random-singlet-like excited states for any finite k; and (b) ergodicity is restored in the Heisenberg limit k --> ∞ . We acknowledge support from the Quantum Materials program of LBNL (RV), the Gordon and Betty Moore Foundation (ACP), and UC Irvine startup funds (SAP).
Transport in the barrier billiard
NASA Astrophysics Data System (ADS)
Saberi Fathi, S. M.; Ettoumi, W.; Courbage, M.
2016-06-01
We investigate transport properties of an ensemble of particles moving inside an infinite periodic horizontal planar barrier billiard. A particle moves among bars and elastically reflects on them. The motion is a uniform translation along the bars' axis. When the tangent of the incidence angle, α , is fixed and rational, the second moment of the displacement along the orthogonal axis at time n ,
Ergodicity of the Stochastic Nosé-Hoover Heat Bath
NASA Astrophysics Data System (ADS)
Wei Chung Lo,; Baowen Li,
2010-07-01
We numerically study the ergodicity of the stochastic Nosé-Hoover heat bath whose formalism is based on the Markovian approximation for the Nosé-Hoover equation [J. Phys. Soc. Jpn. 77 (2008) 103001]. The approximation leads to a Langevin-like equation driven by a fluctuating dissipative force and multiplicative Gaussian white noise. The steady state solution of the associated Fokker-Planck equation is the canonical distribution. We investigate the dynamics of this method for the case of (i) free particle, (ii) nonlinear oscillators and (iii) lattice chains. We derive the Fokker-Planck equation for the free particle and present approximate analytical solution for the stationary distribution in the context of the Markovian approximation. Numerical simulation results for nonlinear oscillators show that this method results in a Gaussian distribution for the particles velocity. We also employ the method as heat baths to study nonequilibrium heat flow in one-dimensional Fermi-Pasta-Ulam (FPU-β) and Frenkel-Kontorova (FK) lattices. The establishment of well-defined temperature profiles are observed only when the lattice size is large. Our results provide numerical justification for such Markovian approximation for classical single- and many-body systems.
Quasi-equilibria in reduced Liouville spaces.
Halse, Meghan E; Dumez, Jean-Nicolas; Emsley, Lyndon
2012-06-14
The quasi-equilibrium behaviour of isolated nuclear spin systems in full and reduced Liouville spaces is discussed. We focus in particular on the reduced Liouville spaces used in the low-order correlations in Liouville space (LCL) simulation method, a restricted-spin-space approach to efficiently modelling the dynamics of large networks of strongly coupled spins. General numerical methods for the calculation of quasi-equilibrium expectation values of observables in Liouville space are presented. In particular, we treat the cases of a time-independent Hamiltonian, a time-periodic Hamiltonian (with and without stroboscopic sampling) and powder averaging. These quasi-equilibrium calculation methods are applied to the example case of spin diffusion in solid-state nuclear magnetic resonance. We show that there are marked differences between the quasi-equilibrium behaviour of spin systems in the full and reduced spaces. These differences are particularly interesting in the time-periodic-Hamiltonian case, where simulations carried out in the reduced space demonstrate ergodic behaviour even for small spins systems (as few as five homonuclei). The implications of this ergodic property on the success of the LCL method in modelling the dynamics of spin diffusion in magic-angle spinning experiments of powders is discussed.
Dynamics of a stochastic HIV-1 infection model with logistic growth
NASA Astrophysics Data System (ADS)
Jiang, Daqing; Liu, Qun; Shi, Ningzhong; Hayat, Tasawar; Alsaedi, Ahmed; Xia, Peiyan
2017-03-01
This paper is concerned with a stochastic HIV-1 infection model with logistic growth. Firstly, by constructing suitable stochastic Lyapunov functions, we establish sufficient conditions for the existence of ergodic stationary distribution of the solution to the HIV-1 infection model. Then we obtain sufficient conditions for extinction of the infection. The stationary distribution shows that the infection can become persistent in vivo.
Vision-Based Autonomous Sensor-Tasking in Uncertain Adversarial Environments
2015-01-02
motion segmentation and change detection in crowd behavior. In particular we investigated Finite Time Lyapunov Exponents, Perron Frobenius Operator and...deformation tensor [11]. On the other hand, eigenfunctions of, the Perron Frobenius operator can be used to detect Almost Invariant Sets (AIS) which are... Perron Frobenius operator. Finally, Figure 1.12d shows the ergodic partitions (EP) obtained based on the eigenfunctions of the Koopman operator
A classification of large amplitude oscillations of a spring-pendulum system
NASA Technical Reports Server (NTRS)
Broucke, R.
1977-01-01
We present a detailed classification of large amplitude oscillations of a non-integrable autonomous system with two degrees of freedom: the spring pendulum system. The classification is made with the method of invariant curves. The results show the importance of three types of motion: periodic, quasi-periodic and semi-ergodic. The numerical results are given for nine different values of the energy constant.
Nonlinear dynamics and predictability in the atmospheric sciences
NASA Technical Reports Server (NTRS)
Ghil, M.; Kimoto, M.; Neelin, J. D.
1991-01-01
Systematic applications of nonlinear dynamics to studies of the atmosphere and climate are reviewed for the period 1987-1990. Problems discussed include paleoclimatic applications, low-frequency atmospheric variability, and interannual variability of the ocean-atmosphere system. Emphasis is placed on applications of the successive bifurcation approach and the ergodic theory of dynamical systems to understanding and prediction of intraseasonal, interannual, and Quaternary climate changes.
Stationary conditions for stochastic differential equations
NASA Technical Reports Server (NTRS)
Adomian, G.; Walker, W. W.
1972-01-01
This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.
O the Derivation of the Schroedinger Equation from Stochastic Mechanics.
NASA Astrophysics Data System (ADS)
Wallstrom, Timothy Clarke
The thesis is divided into four largely independent chapters. The first three chapters treat mathematical problems in the theory of stochastic mechanics. The fourth chapter deals with stochastic mechanisms as a physical theory and shows that the Schrodinger equation cannot be derived from existing formulations of stochastic mechanics, as had previously been believed. Since the drift coefficients of stochastic mechanical diffusions are undefined on the nodes, or zeros of the density, an important problem has been to show that the sample paths stay away from the nodes. In Chapter 1, it is shown that for a smooth wavefunction, the closest approach to the nodes can be bounded solely in terms of the time -integrated energy. The ergodic properties of stochastic mechanical diffusions are greatly complicated by the tendency of the particles to avoid the nodes. In Chapter 2, it is shown that a sufficient condition for a stationary process to be ergodic is that there exist positive t and c such that for all x and y, p^{t} (x,y) > cp(y), and this result is applied to show that the set of spin-1over2 diffusions is uniformly ergodic. In stochastic mechanics, the Bopp-Haag-Dankel diffusions on IR^3times SO(3) are used to represent particles with spin. Nelson has conjectured that in the limit as the particle's moment of inertia I goes to zero, the projections of the Bopp -Haag-Dankel diffusions onto IR^3 converge to a Markovian limit process. This conjecture is proved for the spin-1over2 case in Chapter 3, and the limit process identified as the diffusion naturally associated with the solution to the regular Pauli equation. In Chapter 4 it is shown that the general solution of the stochastic Newton equation does not correspond to a solution of the Schrodinger equation, and that there are solutions to the Schrodinger equation which do not satisfy the Guerra-Morato Lagrangian variational principle. These observations are shown to apply equally to other existing formulations of stochastic mechanics, and it is argued that these difficulties represent fundamental inadequacies in the physical foundation of stochastic mechanics.
A statistical mechanical model of economics
NASA Astrophysics Data System (ADS)
Lubbers, Nicholas Edward Williams
Statistical mechanics pursues low-dimensional descriptions of systems with a very large number of degrees of freedom. I explore this theme in two contexts. The main body of this dissertation explores and extends the Yard Sale Model (YSM) of economic transactions using a combination of simulations and theory. The YSM is a simple interacting model for wealth distributions which has the potential to explain the empirical observation of Pareto distributions of wealth. I develop the link between wealth condensation and the breakdown of ergodicity due to nonlinear diffusion effects which are analogous to the geometric random walk. Using this, I develop a deterministic effective theory of wealth transfer in the YSM that is useful for explaining many quantitative results. I introduce various forms of growth to the model, paying attention to the effect of growth on wealth condensation, inequality, and ergodicity. Arithmetic growth is found to partially break condensation, and geometric growth is found to completely break condensation. Further generalizations of geometric growth with growth in- equality show that the system is divided into two phases by a tipping point in the inequality parameter. The tipping point marks the line between systems which are ergodic and systems which exhibit wealth condensation. I explore generalizations of the YSM transaction scheme to arbitrary betting functions to develop notions of universality in YSM-like models. I find that wealth vi condensation is universal to a large class of models which can be divided into two phases. The first exhibits slow, power-law condensation dynamics, and the second exhibits fast, finite-time condensation dynamics. I find that the YSM, which exhibits exponential dynamics, is the critical, self-similar model which marks the dividing line between the two phases. The final chapter develops a low-dimensional approach to materials microstructure quantification. Modern materials design harnesses complex microstructure effects to develop high-performance materials, but general microstructure quantification is an unsolved problem. Motivated by statistical physics, I envision microstructure as a low-dimensional manifold, and construct this manifold by leveraging multiple machine learning approaches including transfer learning, dimensionality reduction, and computer vision breakthroughs with convolutional neural networks.
Polur, Prasad D; Miller, Gerald E
2006-10-01
Computer speech recognition of individuals with dysarthria, such as cerebral palsy patients requires a robust technique that can handle conditions of very high variability and limited training data. In this study, application of a 10 state ergodic hidden Markov model (HMM)/artificial neural network (ANN) hybrid structure for a dysarthric speech (isolated word) recognition system, intended to act as an assistive tool, was investigated. A small size vocabulary spoken by three cerebral palsy subjects was chosen. The effect of such a structure on the recognition rate of the system was investigated by comparing it with an ergodic hidden Markov model as a control tool. This was done in order to determine if this modified technique contributed to enhanced recognition of dysarthric speech. The speech was sampled at 11 kHz. Mel frequency cepstral coefficients were extracted from them using 15 ms frames and served as training input to the hybrid model setup. The subsequent results demonstrated that the hybrid model structure was quite robust in its ability to handle the large variability and non-conformity of dysarthric speech. The level of variability in input dysarthric speech patterns sometimes limits the reliability of the system. However, its application as a rehabilitation/control tool to assist dysarthric motor impaired individuals holds sufficient promise.
Phase transition of Boolean networks with partially nested canalizing functions
NASA Astrophysics Data System (ADS)
Jansen, Kayse; Matache, Mihaela Teodora
2013-07-01
We generate the critical condition for the phase transition of a Boolean network governed by partially nested canalizing functions for which a fraction of the inputs are canalizing, while the remaining non-canalizing inputs obey a complementary threshold Boolean function. Past studies have considered the stability of fully or partially nested canalizing functions paired with random choices of the complementary function. In some of those studies conflicting results were found with regard to the presence of chaotic behavior. Moreover, those studies focus mostly on ergodic networks in which initial states are assumed equally likely. We relax that assumption and find the critical condition for the sensitivity of the network under a non-ergodic scenario. We use the proposed mathematical model to determine parameter values for which phase transitions from order to chaos occur. We generate Derrida plots to show that the mathematical model matches the actual network dynamics. The phase transition diagrams indicate that both order and chaos can occur, and that certain parameters induce a larger range of values leading to order versus chaos. The edge-of-chaos curves are identified analytically and numerically. It is shown that the depth of canalization does not cause major dynamical changes once certain thresholds are reached; these thresholds are fairly small in comparison to the connectivity of the nodes.
NASA Astrophysics Data System (ADS)
Thurner, Stefan; Corominas-Murtra, Bernat; Hanel, Rudolf
2017-09-01
There are at least three distinct ways to conceptualize entropy: entropy as an extensive thermodynamic quantity of physical systems (Clausius, Boltzmann, Gibbs), entropy as a measure for information production of ergodic sources (Shannon), and entropy as a means for statistical inference on multinomial processes (Jaynes maximum entropy principle). Even though these notions represent fundamentally different concepts, the functional form of the entropy for thermodynamic systems in equilibrium, for ergodic sources in information theory, and for independent sampling processes in statistical systems, is degenerate, H (p ) =-∑ipilogpi . For many complex systems, which are typically history-dependent, nonergodic, and nonmultinomial, this is no longer the case. Here we show that for such processes, the three entropy concepts lead to different functional forms of entropy, which we will refer to as SEXT for extensive entropy, SIT for the source information rate in information theory, and SMEP for the entropy functional that appears in the so-called maximum entropy principle, which characterizes the most likely observable distribution functions of a system. We explicitly compute these three entropy functionals for three concrete examples: for Pólya urn processes, which are simple self-reinforcing processes, for sample-space-reducing (SSR) processes, which are simple history dependent processes that are associated with power-law statistics, and finally for multinomial mixture processes.
Analyzing the dynamics of cell cycle processes from fixed samples through ergodic principles
Wheeler, Richard John
2015-01-01
Tools to analyze cyclical cellular processes, particularly the cell cycle, are of broad value for cell biology. Cell cycle synchronization and live-cell time-lapse observation are widely used to analyze these processes but are not available for many systems. Simple mathematical methods built on the ergodic principle are a well-established, widely applicable, and powerful alternative analysis approach, although they are less widely used. These methods extract data about the dynamics of a cyclical process from a single time-point “snapshot” of a population of cells progressing through the cycle asynchronously. Here, I demonstrate application of these simple mathematical methods to analysis of basic cyclical processes—cycles including a division event, cell populations undergoing unicellular aging, and cell cycles with multiple fission (schizogony)—as well as recent advances that allow detailed mapping of the cell cycle from continuously changing properties of the cell such as size and DNA content. This includes examples using existing data from mammalian, yeast, and unicellular eukaryotic parasite cell biology. Through the ongoing advances in high-throughput cell analysis by light microscopy, electron microscopy, and flow cytometry, these mathematical methods are becoming ever more important and are a powerful complementary method to traditional synchronization and time-lapse cell cycle analysis methods. PMID:26543196
Disordered crystals from first principles I: Quantifying the configuration space
NASA Astrophysics Data System (ADS)
Kühne, Thomas D.; Prodan, Emil
2018-04-01
This work represents the first chapter of a project on the foundations of first-principle calculations of the electron transport in crystals at finite temperatures. We are interested in the range of temperatures, where most electronic components operate, that is, room temperature and above. The aim is a predictive first-principle formalism that combines ab-initio molecular dynamics and a finite-temperature Kubo-formula for homogeneous thermodynamic phases. The input for this formula is the ergodic dynamical system (Ω , G , dP) defining the thermodynamic crystalline phase, where Ω is the configuration space for the atomic degrees of freedom, G is the space group acting on Ω and dP is the ergodic Gibbs measure relative to the G-action. The present work develops an algorithmic method for quantifying (Ω , G , dP) from first principles. Using the silicon crystal as a working example, we find the Gibbs measure to be extremely well characterized by a multivariate normal distribution, which can be quantified using a small number of parameters. The latter are computed at various temperatures and communicated in the form of a table. Using this table, one can generate large and accurate thermally-disordered atomic configurations to serve, for example, as input for subsequent simulations of the electronic degrees of freedom.
Bienvenu, François; Akçay, Erol; Legendre, Stéphane; McCandlish, David M
2017-06-01
Matrix projection models are a central tool in many areas of population biology. In most applications, one starts from the projection matrix to quantify the asymptotic growth rate of the population (the dominant eigenvalue), the stable stage distribution, and the reproductive values (the dominant right and left eigenvectors, respectively). Any primitive projection matrix also has an associated ergodic Markov chain that contains information about the genealogy of the population. In this paper, we show that these facts can be used to specify any matrix population model as a triple consisting of the ergodic Markov matrix, the dominant eigenvalue and one of the corresponding eigenvectors. This decomposition of the projection matrix separates properties associated with lineages from those associated with individuals. It also clarifies the relationships between many quantities commonly used to describe such models, including the relationship between eigenvalue sensitivities and elasticities. We illustrate the utility of such a decomposition by introducing a new method for aggregating classes in a matrix population model to produce a simpler model with a smaller number of classes. Unlike the standard method, our method has the advantage of preserving reproductive values and elasticities. It also has conceptually satisfying properties such as commuting with changes of units. Copyright © 2017 Elsevier Inc. All rights reserved.
The significance of heterogeneity of evolving scales to transport in porous formations
NASA Astrophysics Data System (ADS)
Dagan, Gedeon
1994-12-01
Flow takes place in a heterogeneous formation of spatially variable conductivity, which is modeled as a stationary space random function. To model the variability at the regional scale, the formation is viewed as one of a two-dimensional, horizontal structure. A constant head gradient is applied on the formation boundary such that the flow is uniform in the mean. A plume of inert solute is injected at t = 0 in a volume V0. Under ergodic conditions the plume centroid moves with the constant, mean flow velocity U, and a longitudinal macrodispersion coefficient dL may be defined as half of the time rate of change of the plume second spatial moment with respect to the centroid. For a log-conductivity covariance CY of finite integral scale I, at first order in the variance σY2 and for a travel distance L = Ut ≫ I, dL → σY2UI and transport is coined as Fickian. Ergodicity of the moments is ensured if l ≫ I, where l is the initial plume scale. Some field observations have suggested that heterogeneity may be of evolving scales and that the macrodispersion coefficient may grow with L without reaching a constant limit (anomalous diffusion). To model such a behavior, previous studies have assumed that CY is stationary but of unbounded integral scale with CY ˜ arβ (-1 < β < 0) for large lag r. Under ergodic conditions, it was found that asymptotically dL ˜ aUL1+β, i.e., non-Fickian behavior and anomalous dispersion. The present study claims that an ergodic behavior is not possible for a given finite plume of initial size l, since the basic requirement that l ≫ I cannot be satisfied for CY of unbounded scale. For instance, the centroid does not move any more with U but is random (Figure 1), owing to the large-scale heterogeneity. In such a situation the actual effective dispersion coefficient DL is defined as half the rate of change of the mean second spatial moment with respect to the plume centroid in each realization. This is the accessible entity in a given experiment. We show that in contrast with dL, the behavior of DL is controlled by l and it has the Fickian limit DL ˜ aUl1+β (Figure 3). We also discuss the case in which Y is of stationary increments and is characterized by its variogram γy. Then U and dL can be defined only if γY is truncated (equivalently, an "infrared cutoff" is carried out in the spectrum of Y). However, for a bounded U it is shown that DL depends only on γY. Furthermore, for γY = arβ, DL ˜ aUl2Lβ-1; i.e., dispersion is Fickian for 0 < β < 1, whereas for 1 < β < 2, transport is non-Fickian. Since β < 2, DL cannot grow faster than L = Ut. This is in contrast with a recently proposed model (Neuman, 1990) in which the dispersion coefficient is independent of the plume size and it grows approximately like L1.5.
Topological order, entanglement, and quantum memory at finite temperature
NASA Astrophysics Data System (ADS)
Mazáč, Dalimil; Hamma, Alioscia
2012-09-01
We compute the topological entropy of the toric code models in arbitrary dimension at finite temperature. We find that the critical temperatures for the existence of full quantum (classical) topological entropy correspond to the confinement-deconfinement transitions in the corresponding Z2 gauge theories. This implies that the thermal stability of topological entropy corresponds to the stability of quantum (classical) memory. The implications for the understanding of ergodicity breaking in topological phases are discussed.
Nonlinear Filtering in High Dimension
2014-06-02
portion of this thesis deals with controlling the distance between conditional distributions in high dimension, we present a few elementary lemmas that...ergodicity. 14 Chapter 2 Preliminaries This chapter is devoted to introducing some elementary concepts and facts in prob- ability theory that will be...measurable space (E,E) to R̄ := [−∞,+∞], or a subset of it, is E-measurable it if is measurable relative to E and the Borel σ- algebra on R̄. We write
Data Encoding using Periodic Nano-Optical Features
NASA Astrophysics Data System (ADS)
Vosoogh-Grayli, Siamack
Successful trials have been made through a designed algorithm to quantize, compress and optically encode unsigned 8 bit integer values in the form of images using Nano optical features. The periodicity of the Nano-scale features (Nano-gratings) have been designed and investigated both theoretically and experimentally to create distinct states of variation (three on states and one off state). The use of easy to manufacture and machine readable encoded data in secured authentication media has been employed previously in bar-codes for bi-state (binary) models and in color barcodes for multiple state models. This work has focused on implementing 4 states of variation for unit information through periodic Nano-optical structures that separate an incident wavelength into distinct colors (variation states) in order to create an encoding system. Compared to barcodes and magnetic stripes in secured finite length storage media the proposed system encodes and stores more data. The benefits of multiple states of variation in an encoding unit are 1) increased numerically representable range 2) increased storage density and 3) decreased number of typical set elements for any ergodic or semi-ergodic source that emits these encoding units. A thorough investigation has targeted the effects of the use of multi-varied state Nano-optical features on data storage density and consequent data transmission rates. The results show that use of Nano-optical features for encoding data yields a data storage density of circa 800 Kbits/in2 via the implementation of commercially available high resolution flatbed scanner systems for readout. Such storage density is far greater than commercial finite length secured storage media such as Barcode family with maximum practical density of 1kbits/in2 and highest density magnetic stripe cards with maximum density circa 3 Kbits/in2. The numerically representable range of the proposed encoding unit for 4 states of variation is [0 255]. The number of typical set elements for an ergodic source emitting the optical encoding units compared to a bi-state encoding unit (bit) shows a 36 orders of magnitude decrease for the error probability interval of [0 0.01]. The algorithms for the proposed encoding system have been implemented in MATLAB and the Nano-optical structures have been fabricated using Electron Beam Lithography on optical medium.
The Entropy of Non-Ergodic Complex Systems — a Derivation from First Principles
NASA Astrophysics Data System (ADS)
Thurner, Stefan; Hanel, Rudolf
In information theory the 4 Shannon-Khinchin1,2 (SK) axioms determine Boltzmann Gibbs entropy, S -∑i pilog pi, as the unique entropy. Physics is different from information in the sense that physical systems can be non-ergodic or non-Markovian. To characterize such strongly interacting, statistical systems - complex systems in particular - within a thermodynamical framework it might be necessary to introduce generalized entropies. A series of such entropies have been proposed in the past decades. Until now the understanding of their fundamental origin and their deeper relations to complex systems remains unclear. To clarify the situation we note that non-ergodicity explicitly violates the fourth SK axiom. We show that by relaxing this axiom the entropy generalizes to, S ∑i Γ(d + 1, 1 - c log pi), where Γ is the incomplete Gamma function, and c and d are scaling exponents. All recently proposed entropies compatible with the first 3 SK axioms appear to be special cases. We prove that each statistical system is uniquely characterized by the pair of the two scaling exponents (c, d), which defines equivalence classes for all systems. The corresponding distribution functions are special forms of Lambert-W exponentials containing, as special cases, Boltzmann, stretched exponential and Tsallis distributions (power-laws) - all widely abundant in nature. This derivation is the first ab initio justification for generalized entropies. We next show how the phasespace volume of a system is related to its generalized entropy, and provide a concise criterion when it is not of Boltzmann-Gibbs type but assumes a generalized form. We show that generalized entropies only become relevant when the dynamically (statistically) relevant fraction of degrees of freedom in a system vanishes in the thermodynamic limit. These are systems where the bulk of the degrees of freedom is frozen. Systems governed by generalized entropies are therefore systems whose phasespace volume effectively collapses to a lower-dimensional 'surface'. We explicitly illustrate the situation for accelerating random walks, and a spin system on a constant-conectancy network. We argue that generalized entropies should be relevant for self-organized critical systems such as sand piles, for spin systems which form meta-structures such as vortices, domains, instantons, etc., and for problems associated with anomalous diffusion.
Learning-automaton-based online discovery and tracking of spatiotemporal event patterns.
Yazidi, Anis; Granmo, Ole-Christoffer; Oommen, B John
2013-06-01
Discovering and tracking of spatiotemporal patterns in noisy sequences of events are difficult tasks that have become increasingly pertinent due to recent advances in ubiquitous computing, such as community-based social networking applications. The core activities for applications of this class include the sharing and notification of events, and the importance and usefulness of these functionalities increase as event sharing expands into larger areas of one's life. Ironically, instead of being helpful, an excessive number of event notifications can quickly render the functionality of event sharing to be obtrusive. Indeed, any notification of events that provides redundant information to the application/user can be seen to be an unnecessary distraction. In this paper, we introduce a new scheme for discovering and tracking noisy spatiotemporal event patterns, with the purpose of suppressing reoccurring patterns, while discerning novel events. Our scheme is based on maintaining a collection of hypotheses, each one conjecturing a specific spatiotemporal event pattern. A dedicated learning automaton (LA)--the spatiotemporal pattern LA (STPLA)--is associated with each hypothesis. By processing events as they unfold, we attempt to infer the correctness of each hypothesis through a real-time guided random walk. Consequently, the scheme that we present is computationally efficient, with a minimal memory footprint. Furthermore, it is ergodic, allowing adaptation. Empirical results involving extensive simulations demonstrate the superior convergence and adaptation speed of STPLA, as well as an ability to operate successfully with noise, including both the erroneous inclusion and omission of events. An empirical comparison study was performed and confirms the superiority of our scheme compared to a similar state-of-the-art approach. In particular, the robustness of the STPLA to inclusion as well as to omission noise constitutes a unique property compared to other related approaches. In addition, the results included, which involve the so-called " presence sharing" application, are both promising and, in our opinion, impressive. It is thus our opinion that the proposed STPLA scheme is, in general, ideal for improving the usefulness of event notification and sharing systems, since it is capable of significantly, robustly, and adaptively suppressing redundant information.
Observation time scale, free-energy landscapes, and molecular symmetry
Wales, David J.; Salamon, Peter
2014-01-01
When structures that interconvert on a given time scale are lumped together, the corresponding free-energy surface becomes a function of the observation time. This view is equivalent to grouping structures that are connected by free-energy barriers below a certain threshold. We illustrate this time dependence for some benchmark systems, namely atomic clusters and alanine dipeptide, highlighting the connections to broken ergodicity, local equilibrium, and “feasible” symmetry operations of the molecular Hamiltonian. PMID:24374625
Central limit theorem for recurrent random walks on a strip with bounded potential
NASA Astrophysics Data System (ADS)
Dolgopyat, D.; Goldsheid, I.
2018-07-01
We prove that the recurrent random walk (RW) in random environment (RE) on a strip in bounded potential satisfies the central limit theorem (CLT). The key ingredients of the proof are the analysis of the invariant measure equation and construction of a linearly growing martingale for walks in bounded potential. Our main result implies a complete classification of recurrent i.i.d. RWRE on the strip. Namely the walk either exhibits the Sinai behaviour in the sense that converges, as , to a (random) limit (the Sinai law) or, it satisfies the CLT. Another application of our main result is the CLT for the quasiperiodic environments with Diophantine frequencies in the recurrent case. We complement this result by proving that in the transient case the CLT holds for all uniquely ergodic environments. We also investigate the algebraic structure of the environments satisfying the CLT. In particular, we show that there exists a collection of proper algebraic subvarieties in the space of transition probabilities, such that: • If RE is stationary and ergodic and the transition probabilities are con-centrated on one of subvarieties from our collection then the CLT holds. • If the environment is i.i.d then the above condition is also necessary forthe CLT. All these results are valid for one-dimensional RWRE with bounded jumps as a particular case of the strip model.
Non-equilibrium theory of arrested spinodal decomposition
DOE Office of Scientific and Technical Information (OSTI.GOV)
Olais-Govea, José Manuel; López-Flores, Leticia; Medina-Noyola, Magdaleno
The non-equilibrium self-consistent generalized Langevin equation theory of irreversible relaxation [P. E. Ramŕez-González and M. Medina-Noyola, Phys. Rev. E 82, 061503 (2010); 82, 061504 (2010)] is applied to the description of the non-equilibrium processes involved in the spinodal decomposition of suddenly and deeply quenched simple liquids. For model liquids with hard-sphere plus attractive (Yukawa or square well) pair potential, the theory predicts that the spinodal curve, besides being the threshold of the thermodynamic stability of homogeneous states, is also the borderline between the regions of ergodic and non-ergodic homogeneous states. It also predicts that the high-density liquid-glass transition line, whosemore » high-temperature limit corresponds to the well-known hard-sphere glass transition, at lower temperature intersects the spinodal curve and continues inside the spinodal region as a glass-glass transition line. Within the region bounded from below by this low-temperature glass-glass transition and from above by the spinodal dynamic arrest line, we can recognize two distinct domains with qualitatively different temperature dependence of various physical properties. We interpret these two domains as corresponding to full gas-liquid phase separation conditions and to the formation of physical gels by arrested spinodal decomposition. The resulting theoretical scenario is consistent with the corresponding experimental observations in a specific colloidal model system.« less
Describing Directional Cell Migration with a Characteristic Directionality Time
Loosley, Alex J.; O’Brien, Xian M.; Reichner, Jonathan S.; Tang, Jay X.
2015-01-01
Many cell types can bias their direction of locomotion by coupling to external cues. Characteristics such as how fast a cell migrates and the directedness of its migration path can be quantified to provide metrics that determine which biochemical and biomechanical factors affect directional cell migration, and by how much. To be useful, these metrics must be reproducible from one experimental setting to another. However, most are not reproducible because their numerical values depend on technical parameters like sampling interval and measurement error. To address the need for a reproducible metric, we analytically derive a metric called directionality time, the minimum observation time required to identify motion as directionally biased. We show that the corresponding fit function is applicable to a variety of ergodic, directionally biased motions. A motion is ergodic when the underlying dynamical properties such as speed or directional bias do not change over time. Measuring the directionality of nonergodic motion is less straightforward but we also show how this class of motion can be analyzed. Simulations are used to show the robustness of directionality time measurements and its decoupling from measurement errors. As a practical example, we demonstrate the measurement of directionality time, step-by-step, on noisy, nonergodic trajectories of chemotactic neutrophils. Because of its inherent generality, directionality time ought to be useful for characterizing a broad range of motions including intracellular transport, cell motility, and animal migration. PMID:25992908
Resolution-Adaptive Hybrid MIMO Architectures for Millimeter Wave Communications
NASA Astrophysics Data System (ADS)
Choi, Jinseok; Evans, Brian L.; Gatherer, Alan
2017-12-01
In this paper, we propose a hybrid analog-digital beamforming architecture with resolution-adaptive ADCs for millimeter wave (mmWave) receivers with large antenna arrays. We adopt array response vectors for the analog combiners and derive ADC bit-allocation (BA) solutions in closed form. The BA solutions reveal that the optimal number of ADC bits is logarithmically proportional to the RF chain's signal-to-noise ratio raised to the 1/3 power. Using the solutions, two proposed BA algorithms minimize the mean square quantization error of received analog signals under a total ADC power constraint. Contributions of this paper include 1) ADC bit-allocation algorithms to improve communication performance of a hybrid MIMO receiver, 2) approximation of the capacity with the BA algorithm as a function of channels, and 3) a worst-case analysis of the ergodic rate of the proposed MIMO receiver that quantifies system tradeoffs and serves as the lower bound. Simulation results demonstrate that the BA algorithms outperform a fixed-ADC approach in both spectral and energy efficiency, and validate the capacity and ergodic rate formula. For a power constraint equivalent to that of fixed 4-bit ADCs, the revised BA algorithm makes the quantization error negligible while achieving 22% better energy efficiency. Having negligible quantization error allows existing state-of-the-art digital beamformers to be readily applied to the proposed system.
Microcanonical Szilárd engines beyond the quasistatic regime
NASA Astrophysics Data System (ADS)
Acconcia, Thiago V.; Bonança, Marcus V. S.
2017-12-01
We discuss the possibility of extracting energy from a single thermal bath using microcanonical Szilárd engines operating in finite time. This extends previous works on the topic which are restricted to the quasistatic regime. The feedback protocol is implemented based on linear response predictions of the excess work. It is claimed that the underlying mechanism leading to energy extraction does not violate Liouville's theorem and preserves ergodicity throughout the cycle. We illustrate our results with several examples including an exactly solvable model.
Microcanonical Szilárd engines beyond the quasistatic regime.
Acconcia, Thiago V; Bonança, Marcus V S
2017-12-01
We discuss the possibility of extracting energy from a single thermal bath using microcanonical Szilárd engines operating in finite time. This extends previous works on the topic which are restricted to the quasistatic regime. The feedback protocol is implemented based on linear response predictions of the excess work. It is claimed that the underlying mechanism leading to energy extraction does not violate Liouville's theorem and preserves ergodicity throughout the cycle. We illustrate our results with several examples including an exactly solvable model.
Equality of the Spectral and Dynamical Definitions of Reflection
NASA Astrophysics Data System (ADS)
Breuer, Jonathan; Ryckman, Eric; Simon, Barry
2010-04-01
For full-line Jacobi matrices, Schrödinger operators, and CMV matrices, we show that being reflectionless, in the sense of the well-known property of m-functions, is equivalent to a lack of reflection in the dynamics in the sense that any state that goes entirely to x = -∞ as t → -∞ goes entirely to x = ∞ as t → ∞. This allows us to settle a conjecture of Deift and Simon from 1983 regarding ergodic Jacobi matrices.
Sharp Estimates in Ruelle Theorems for Matrix Transfer Operators
NASA Astrophysics Data System (ADS)
Campbell, J.; Latushkin, Y.
A matrix coefficient transfer operator , on the space of -sections of an m-dimensional vector bundle over n-dimensional compact manifold is considered. The spectral radius of is estimated bya; and the essential spectral radius by
2011-08-01
component in an airborne platform. Authorized licensed use limited to: ROME AFB. Downloaded on August 05,2010 at 14:47:37 UTC from IEEE Xplore ...UTC from IEEE Xplore . Restrictions apply. 2 . (7) For instance, it is not difficult to show that the MGF of for Nakagami-m fading with i.n.d fading...August 05,2010 at 14:47:37 UTC from IEEE Xplore . Restrictions apply. 3 ditions. Once again, using integration by parts, (14) can be concisely expressed
Research in Stochastic Processes.
1984-10-01
Handbook of Statistics, Volume 5: Time Series in Time Domain, E.J. Hannan, P.R. Krishnaiah and M.M. Rao, eds., North Holland, 1984, to appear. 5. J.A...designs for time series." S. Cambanis, Handbook of Statistics. Volume 5: Time Series in Time Domain, E.J. Hannan, P.R. Krishnaiah and M.M. Rao, eds... Krishnaiah and M.M. Rao, eds., North Holland, 1984, to appear. 59. "Ergodic properties of stationary stable processes." S. Cambanis, C.D. Hardin, and A
The uncertainty principle and quantum chaos
NASA Technical Reports Server (NTRS)
Chirikov, Boris V.
1993-01-01
The conception of quantum chaos is described in some detail. The most striking feature of this novel phenomenon is that all the properties of classical dynamical chaos persist here but, typically, on the finite and different time scales only. The ultimate origin of such a universal quantum stability is in the fundamental uncertainty principle which makes discrete the phase space and, hence, the spectrum of bounded quantum motion. Reformulation of the ergodic theory, as a part of the general theory of dynamical systems, is briefly discussed.
Physical models of polarization mode dispersion
DOE Office of Scientific and Technical Information (OSTI.GOV)
Menyuk, C.R.; Wai, P.K.A.
The effect of randomly varying birefringence on light propagation in optical fibers is studied theoretically in the parameter regime that will be used for long-distance communications. In this regime, the birefringence is large and varies very rapidly in comparison to the nonlinear and dispersive scale lengths. We determine the polarization mode dispersion, and we show that physically realistic models yield the same result for polarization mode dispersion as earlier heuristic models that were introduced by Poole. We also prove an ergodic theorem.
NASA Technical Reports Server (NTRS)
Scargle, Jeffrey D.
2017-01-01
Questions in data analysis involving the concepts of time and measurement are often pushed into the background or reserved for a philosophical discussion. Some examples are: a) Is causality a consequence of the laws of physics, or can the arrow of time be reversed? b) Can we determine the arrow of time of an event? c) Do we need the continuum hypothesis for the underlying function in any measurement process? d) Can we say anything about the analyticity of the underlying process of an event? e) Would it be valid to model a non-analytical process as function of time? f) What are the implications of all these questions for classical Fourier techniques? However, in the age of big data gathered either from space missions supplying ultra-precise long time series, or e.g. LIGO data from the ground, the moment to bring these questions to the foreground seems arrived. The limitations of our understanding of some fundamental processes is emphasized by the lack of solution for problems open for more than 2 decades, such as the non-detection of solar g-modes, or the modal identification of main sequence stellar pulsators like delta Scuti stars. Flicker noise or 1/f noise, for example, attributed in solar-like stars to granulation, is analyzed mostly only to apply noise reduction techniques, neither considering the classical problem of 1/f noise that was introduced a 100 years ago, nor taking into account ergodic or non-ergodic solutions that make inapplicable spectral analysis techniques in practice. This topic was discussed by Nicholas W. Watkins during the ITISE meeting held in Granada in 2016. There he presented preliminary results of his research on Mandelbrot's related work. We reproduce here his quotation of Mandelbrot (1999) "There is a sharp contrast between a highly anomalous ("non-white") noise that proceeds in ordinary clock time and a noise whose principal anomaly is that it is restricted to fractal time", suggesting a connection with the above proposed topics that could be phrased as the following additional questions:a) Is self-organized criticality (SOC) frequent in astrophysical phenomena? b) Could all fractals in nature be considered stochastic? c) Could we establish mathematical/physical relationships between chaotic and fractal behaviors in time series? d) Could the differences between fractals and chaos in terms of analyticity be used to understand the residuals of the fitting of stellar light curves? In this meeting we would like to approximate these problems from a holistic and multidisciplinary perspective, taking into account not only technical issues but also the deeper implications. In particular the concept of connectivity (introduced in Pascual-Granado et al. A&A, 2015) could be used to implement, within the framework of ARMA processes, an "arrow of time" (see attached document), and so studying the possible implications in the concept of time as envisaged by Watkins.
Towards simulating and quantifying the light-cone EoR 21-cm signal
NASA Astrophysics Data System (ADS)
Mondal, Rajesh; Bharadwaj, Somnath; Datta, Kanan K.
2018-02-01
The light-cone (LC) effect causes the Epoch of Reionization (EoR) 21-cm signal T_b (\\hat{n}, ν ) to evolve significantly along the line-of-sight (LoS) direction ν. In the first part of this paper, we present a method to properly incorporate the LC effect in simulations of the EoR 21-cm signal that includes peculiar velocities. Subsequently, we discuss how to quantify the second-order statistics of the EoR 21-cm signal in the presence of the LC effect. We demonstrate that the 3D power spectrum P(k) fails to quantify the entire information because it assumes the signal to be ergodic and periodic, whereas the LC effect breaks these conditions along the LoS. Considering a LC simulation centred at redshift 8 where the mean neutral fraction drops from 0.65 to 0.35 across the box, we find that P(k) misses out ˜ 40 per cent of the information at the two ends of the 17.41 MHz simulation bandwidth. The multifrequency angular power spectrum (MAPS) C_{ℓ}(ν_1,ν_2) quantifies the statistical properties of T_b (\\hat{n}, ν ) without assuming the signal to be ergodic and periodic along the LoS. We expect this to quantify the entire statistical information of the EoR 21-cm signal. We apply MAPS to our LC simulation and present preliminary results for the EoR 21-cm signal.
The emergent Copenhagen interpretation of quantum mechanics
NASA Astrophysics Data System (ADS)
Hollowood, Timothy J.
2014-05-01
We introduce a new and conceptually simple interpretation of quantum mechanics based on reduced density matrices of sub-systems from which the standard Copenhagen interpretation emerges as an effective description of macroscopically large systems. This interpretation describes a world in which definite measurement results are obtained with probabilities that reproduce the Born rule. Wave function collapse is seen to be a useful but fundamentally unnecessary piece of prudent book keeping which is only valid for macro-systems. The new interpretation lies in a class of modal interpretations in that it applies to quantum systems that interact with a much larger environment. However, we show that it does not suffer from the problems that have plagued similar modal interpretations like macroscopic superpositions and rapid flipping between macroscopically distinct states. We describe how the interpretation fits neatly together with fully quantum formulations of statistical mechanics and that a measurement process can be viewed as a process of ergodicity breaking analogous to a phase transition. The key feature of the new interpretation is that joint probabilities for the ergodic subsets of states of disjoint macro-systems only arise as emergent quantities. Finally we give an account of the EPR-Bohm thought experiment and show that the interpretation implies the violation of the Bell inequality characteristic of quantum mechanics but in a way that is rather novel. The final conclusion is that the Copenhagen interpretation gives a completely satisfactory phenomenology of macro-systems interacting with micro-systems.
NASA Astrophysics Data System (ADS)
Jordan, Andrew Noble
2002-09-01
In this dissertation, we study the quantum mechanics of classically chaotic dynamical systems. We begin by considering the decoherence effects a quantum chaotic system has on a simple quantum few state system. Typical time evolution of a quantum system whose classical limit is chaotic generates structures in phase space whose size is much smaller than Planck's constant. A naive application of Heisenberg's uncertainty principle indicates that these structures are not physically relevant. However, if we take the quantum chaotic system in question to be an environment which interacts with a simple two state quantum system (qubit), we show that these small phase-space structures cause the qubit to generically lose quantum coherence if and only if the environment has many degrees of freedom, such as a dilute gas. This implies that many-body environments may be crucial for the phenomenon of quantum decoherence. Next, we turn to an analysis of statistical properties of time correlation functions and matrix elements of quantum chaotic systems. A semiclassical evaluation of matrix elements of an operator indicates that the dominant contribution will be related to a classical time correlation function over the energy surface. For a highly chaotic class of dynamics, these correlation functions may be decomposed into sums of Ruelle resonances, which control exponential decay to the ergodic distribution. The theory is illustrated both numerically and theoretically on the Baker map. For this system, we are able to isolate individual Ruelle modes. We further consider dynamical systems whose approach to ergodicity is given by a power law rather than an exponential in time. We propose a billiard with diffusive boundary conditions, whose classical solution may be calculated analytically. We go on to compare the exact solution with an approximation scheme, as well calculate asympotic corrections. Quantum spectral statistics are calculated assuming the validity of the Again, Altshuler and Andreev ansatz. We find singular behavior of the two point spectral correlator in the limit of small spacing. Finally, we analyse the effect that slow decay to ergodicity has on the structure of the quantum propagator, as well as wavefunction localization. We introduce a statistical quantum description of systems that are composed of both an orderly region and a random region. By averaging over the random region only, we find that measures of localization in momentum space semiclassically diverge with the dimension of the Hilbert space. We illustrate this numerically with quantum maps and suggest various other systems where this behavior should be important.
Derivation of the spin-glass order parameter from stochastic thermodynamics
NASA Astrophysics Data System (ADS)
Crisanti, A.; Picco, M.; Ritort, F.
2018-05-01
A fluctuation relation is derived to extract the order parameter function q (x ) in weakly ergodic systems. The relation is based on measuring and classifying entropy production fluctuations according to the value of the overlap q between configurations. For a fixed value of q , entropy production fluctuations are Gaussian distributed allowing us to derive the quasi-FDT so characteristic of aging systems. The theory is validated by extracting the q (x ) in various types of glassy models. It might be generally applicable to other nonequilibrium systems and experimental small systems.
Asymptotic behaviors of a cell-to-cell HIV-1 infection model perturbed by white noise
NASA Astrophysics Data System (ADS)
Liu, Qun
2017-02-01
In this paper, we analyze a mathematical model of cell-to-cell HIV-1 infection to CD4+ T cells perturbed by stochastic perturbations. First of all, we investigate that there exists a unique global positive solution of the system for any positive initial value. Then by using Lyapunov analysis methods, we study the asymptotic property of this solution. Moreover, we discuss whether there is a stationary distribution for this system and if it owns the ergodic property. Numerical simulations are presented to illustrate the theoretical results.
Entropy, Ergodicity, and Stem Cell Multipotency
NASA Astrophysics Data System (ADS)
Ridden, Sonya J.; Chang, Hannah H.; Zygalakis, Konstantinos C.; MacArthur, Ben D.
2015-11-01
Populations of mammalian stem cells commonly exhibit considerable cell-cell variability. However, the functional role of this diversity is unclear. Here, we analyze expression fluctuations of the stem cell surface marker Sca1 in mouse hematopoietic progenitor cells using a simple stochastic model and find that the observed dynamics naturally lie close to a critical state, thereby producing a diverse population that is able to respond rapidly to environmental changes. We propose an information-theoretic interpretation of these results that views cellular multipotency as an instance of maximum entropy statistical inference.
Long Time Quantum Evolution of Observables on Cusp Manifolds
NASA Astrophysics Data System (ADS)
Bonthonneau, Yannick
2016-04-01
The Eisenstein functions {E(s)} are some generalized eigenfunctions of the Laplacian on manifolds with cusps. We give a version of Quantum Unique Ergodicity for them, for {|{I}s| to ∞} and {R}s to d/2} with {{R}s - d/2 ≥ log log |{I}s| / log |{I}s|}. For the purpose of the proof, we build a semi-classical quantization procedure for finite volume manifolds with hyperbolic cusps, adapted to a geometrical class of symbols. We also prove an Egorov Lemma until Ehrenfest times on such manifolds.
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing
2018-04-01
In this paper, two stochastic predator-prey models with general functional response and higher-order perturbation are proposed and investigated. For the nonautonomous periodic case of the system, by using Khasminskii's theory of periodic solution, we show that the system admits a nontrivial positive T-periodic solution. For the system disturbed by both white and telegraph noises, sufficient conditions for positive recurrence and the existence of an ergodic stationary distribution to the solutions are established. The existence of stationary distribution implies stochastic weak stability to some extent.
Time's arrow: A numerical experiment
NASA Astrophysics Data System (ADS)
Fowles, G. Richard
1994-04-01
The dependence of time's arrow on initial conditions is illustrated by a numerical example in which plane waves produced by an initial pressure pulse are followed as they are multiply reflected at internal interfaces of a layered medium. Wave interactions at interfaces are shown to be analogous to the retarded and advanced waves of point sources. The model is linear and the calculation is exact and demonstrably time reversible; nevertheless the results show most of the features expected of a macroscopically irreversible system, including the approach to the Maxwell-Boltzmann distribution, ergodicity, and concomitant entropy increase.
Nonlinear dynamics; Proceedings of the International Conference, New York, NY, December 17-21, 1979
NASA Technical Reports Server (NTRS)
Helleman, R. H. G.
1980-01-01
Papers were presented on turbulence, ergodic and integrable behavior, chaotic maps and flows, chemical and fully developed turbulence, and strange attractors. Specific attention was given to measures describing a turbulent flow, stochastization and collapse of vortex systems, a subharmonic route to turbulent convection, and weakly nonlinear turbulence in a rotating convection layer. The Korteweg-de Vries and Hill equations, plasma transport in three dimensions, a horseshoe in the dynamics of a forced beam, and the explosion of strange attractors exhibited by Duffing's equation were also considered.
Optimal harvesting of a stochastic delay logistic model with Lévy jumps
NASA Astrophysics Data System (ADS)
Qiu, Hong; Deng, Wenmin
2016-10-01
The optimal harvesting problem of a stochastic time delay logistic model with Lévy jumps is considered in this article. We first show that the model has a unique global positive solution and discuss the uniform boundedness of its pth moment with harvesting. Then we prove that the system is globally attractive and asymptotically stable in distribution under our assumptions. Furthermore, we obtain the existence of the optimal harvesting effort by the ergodic method, and then we give the explicit expression of the optimal harvesting policy and maximum yield.
Diffusive mixing and Tsallis entropy
O'Malley, Daniel; Vesselinov, Velimir V.; Cushman, John H.
2015-04-29
Brownian motion, the classical diffusive process, maximizes the Boltzmann-Gibbs entropy. The Tsallis q-entropy, which is non-additive, was developed as an alternative to the classical entropy for systems which are non-ergodic. A generalization of Brownian motion is provided that maximizes the Tsallis entropy rather than the Boltzmann-Gibbs entropy. This process is driven by a Brownian measure with a random diffusion coefficient. In addition, the distribution of this coefficient is derived as a function of q for 1 < q < 3. Applications to transport in porous media are considered.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pesin, Y.; Weiss, H.
1997-01-01
In this paper we establish the complete multifractal formalism for equilibrium measures for Holder continuous conformal expanding maps and expanding Markov Moran-like geometric constructions. Examples include Markov maps of an interval, beta transformations of an interval, rational maps with hyperbolic Julia sets, and conformal total endomorphisms. We also construct a Holder continuous homeomorphism of a compact metric space with an ergodic invariant measure of positive entropy for which the dimension spectrum is not convex, and hence the multifractal formalism fails.
Ergodic properties of the multidimensional rayleigh gas with a semipermeable barrier
NASA Astrophysics Data System (ADS)
Erdős, L.; Tuyen, D. Q.
1990-06-01
We consider a multidimensional system consisting of a particle of mass M and radius r (molecule), surrounded by an infinite ideal gas of point particles of mass m (atoms). The molecule is confined to the unit ball and interacts with its boundary ( barrier) via elastic collision, while the atoms are not affected by the boundary. We obtain convergence to equilibrium for the molecule from almost every initial distribution on its position and velocity. Furthermore, we prove that the infinite composite system of the molecule and the atoms is Bernoulli.
A recurrence-weighted prediction algorithm for musical analysis
NASA Astrophysics Data System (ADS)
Colucci, Renato; Leguizamon Cucunuba, Juan Sebastián; Lloyd, Simon
2018-03-01
Forecasting the future behaviour of a system using past data is an important topic. In this article we apply nonlinear time series analysis in the context of music, and present new algorithms for extending a sample of music, while maintaining characteristics similar to the original piece. By using ideas from ergodic theory, we adapt the classical prediction method of Lorenz analogues so as to take into account recurrence times, and demonstrate with examples, how the new algorithm can produce predictions with a high degree of similarity to the original sample.
Dynamics of a stochastic cell-to-cell HIV-1 model with distributed delay
NASA Astrophysics Data System (ADS)
Ji, Chunyan; Liu, Qun; Jiang, Daqing
2018-02-01
In this paper, we consider a stochastic cell-to-cell HIV-1 model with distributed delay. Firstly, we show that there is a global positive solution of this model before exploring its long-time behavior. Then sufficient conditions for extinction of the disease are established. Moreover, we obtain sufficient conditions for the existence of an ergodic stationary distribution of the model by constructing a suitable stochastic Lyapunov function. The stationary distribution implies that the disease is persistent in the mean. Finally, we provide some numerical examples to illustrate theoretical results.
Structural analysis of vibroacoustical processes
NASA Technical Reports Server (NTRS)
Gromov, A. P.; Myasnikov, L. L.; Myasnikova, Y. N.; Finagin, B. A.
1973-01-01
The method of automatic identification of acoustical signals, by means of the segmentation was used to investigate noises and vibrations in machines and mechanisms, for cybernetic diagnostics. The structural analysis consists of presentation of a noise or vibroacoustical signal as a sequence of segments, determined by the time quantization, in which each segment is characterized by specific spectral characteristics. The structural spectrum is plotted as a histogram of the segments, also as a relation of the probability density of appearance of a segment to the segment type. It is assumed that the conditions of ergodic processes are maintained.
Decentralized learning in Markov games.
Vrancx, Peter; Verbeeck, Katja; Nowé, Ann
2008-08-01
Learning automata (LA) were recently shown to be valuable tools for designing multiagent reinforcement learning algorithms. One of the principal contributions of the LA theory is that a set of decentralized independent LA is able to control a finite Markov chain with unknown transition probabilities and rewards. In this paper, we propose to extend this algorithm to Markov games--a straightforward extension of single-agent Markov decision problems to distributed multiagent decision problems. We show that under the same ergodic assumptions of the original theorem, the extended algorithm will converge to a pure equilibrium point between agent policies.
Untenable nonstationarity: An assessment of the fitness for purpose of trend tests in hydrology
NASA Astrophysics Data System (ADS)
Serinaldi, Francesco; Kilsby, Chris G.; Lombardo, Federico
2018-01-01
The detection and attribution of long-term patterns in hydrological time series have been important research topics for decades. A significant portion of the literature regards such patterns as 'deterministic components' or 'trends' even though the complexity of hydrological systems does not allow easy deterministic explanations and attributions. Consequently, trend estimation techniques have been developed to make and justify statements about tendencies in the historical data, which are often used to predict future events. Testing trend hypothesis on observed time series is widespread in the hydro-meteorological literature mainly due to the interest in detecting consequences of human activities on the hydrological cycle. This analysis usually relies on the application of some null hypothesis significance tests (NHSTs) for slowly-varying and/or abrupt changes, such as Mann-Kendall, Pettitt, or similar, to summary statistics of hydrological time series (e.g., annual averages, maxima, minima, etc.). However, the reliability of this application has seldom been explored in detail. This paper discusses misuse, misinterpretation, and logical flaws of NHST for trends in the analysis of hydrological data from three different points of view: historic-logical, semantic-epistemological, and practical. Based on a review of NHST rationale, and basic statistical definitions of stationarity, nonstationarity, and ergodicity, we show that even if the empirical estimation of trends in hydrological time series is always feasible from a numerical point of view, it is uninformative and does not allow the inference of nonstationarity without assuming a priori additional information on the underlying stochastic process, according to deductive reasoning. This prevents the use of trend NHST outcomes to support nonstationary frequency analysis and modeling. We also show that the correlation structures characterizing hydrological time series might easily be underestimated, further compromising the attempt to draw conclusions about trends spanning the period of records. Moreover, even though adjusting procedures accounting for correlation have been developed, some of them are insufficient or are applied only to some tests, while some others are theoretically flawed but still widely applied. In particular, using 250 unimpacted stream flow time series across the conterminous United States (CONUS), we show that the test results can dramatically change if the sequences of annual values are reproduced starting from daily stream flow records, whose larger sizes enable a more reliable assessment of the correlation structures.
Why many polymers are so fragile: A new perspective
Dalle-Ferrier, C.; Kisliuk, A.; Hong, L.; ...
2016-10-21
Many polymers exhibit much steeper temperature dependence of their structural relaxation time (higher fragility) than liquids of small molecules, and the mechanism of this unusually high fragility in polymers remains a puzzle. To reveal additional hints for understanding the underlying mechanism, we analyzed correlation of many properties of polymers to their fragility on example of model polymer polystyrene with various molecular weights (MWs). Here, we demonstrate that these correlations work for short chains (oligomers), but fail progressively with increase in MW. Our surprising discovery is that the steepness of the temperature dependence (fragility) of the viscosity that is determined bymore » chain relaxation follows the correlations at all molecular weights. These results suggest that the molecular level relaxation still follows the behavior usual for small molecules even in polymers, and its fragility (chain fragility) falls in the range usual for molecular liquids. It is the segmental relaxation that has this unusually high fragility. We also speculate that many polymers cannot reach an ergodic state on the time scale of segmental dynamics due to chain connectivity and rigidity. This leads to sharper decrease in accessible configurational entropy upon cooling and results in steeper temperature dependence of segmental relaxation. Our proposed scenario provides a new important insight into the specifics of polymer dynamics: the role of ergodicity time and length scale. At the end, we suggest that a similar scenario can be applicable also to other molecular systems with slow intra-molecular degrees of freedom and to chemically complex systems where the time scale of chemical fluctuations can be longer than the time scale of structural relaxation.« less
Analyzing the dynamics of cell cycle processes from fixed samples through ergodic principles.
Wheeler, Richard John
2015-11-05
Tools to analyze cyclical cellular processes, particularly the cell cycle, are of broad value for cell biology. Cell cycle synchronization and live-cell time-lapse observation are widely used to analyze these processes but are not available for many systems. Simple mathematical methods built on the ergodic principle are a well-established, widely applicable, and powerful alternative analysis approach, although they are less widely used. These methods extract data about the dynamics of a cyclical process from a single time-point "snapshot" of a population of cells progressing through the cycle asynchronously. Here, I demonstrate application of these simple mathematical methods to analysis of basic cyclical processes--cycles including a division event, cell populations undergoing unicellular aging, and cell cycles with multiple fission (schizogony)--as well as recent advances that allow detailed mapping of the cell cycle from continuously changing properties of the cell such as size and DNA content. This includes examples using existing data from mammalian, yeast, and unicellular eukaryotic parasite cell biology. Through the ongoing advances in high-throughput cell analysis by light microscopy, electron microscopy, and flow cytometry, these mathematical methods are becoming ever more important and are a powerful complementary method to traditional synchronization and time-lapse cell cycle analysis methods. © 2015 Wheeler. This article is distributed by The American Society for Cell Biology under license from the author(s). Two months after publication it is available to the public under an Attribution–Noncommercial–Share Alike 3.0 Unported Creative Commons License (http://creativecommons.org/licenses/by-nc-sa/3.0).
Why many polymers are so fragile: A new perspective
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dalle-Ferrier, C.; Kisliuk, A.; Hong, L.
Many polymers exhibit much steeper temperature dependence of their structural relaxation time (higher fragility) than liquids of small molecules, and the mechanism of this unusually high fragility in polymers remains a puzzle. To reveal additional hints for understanding the underlying mechanism, we analyzed correlation of many properties of polymers to their fragility on example of model polymer polystyrene with various molecular weights (MWs). Here, we demonstrate that these correlations work for short chains (oligomers), but fail progressively with increase in MW. Our surprising discovery is that the steepness of the temperature dependence (fragility) of the viscosity that is determined bymore » chain relaxation follows the correlations at all molecular weights. These results suggest that the molecular level relaxation still follows the behavior usual for small molecules even in polymers, and its fragility (chain fragility) falls in the range usual for molecular liquids. It is the segmental relaxation that has this unusually high fragility. We also speculate that many polymers cannot reach an ergodic state on the time scale of segmental dynamics due to chain connectivity and rigidity. This leads to sharper decrease in accessible configurational entropy upon cooling and results in steeper temperature dependence of segmental relaxation. Our proposed scenario provides a new important insight into the specifics of polymer dynamics: the role of ergodicity time and length scale. At the end, we suggest that a similar scenario can be applicable also to other molecular systems with slow intra-molecular degrees of freedom and to chemically complex systems where the time scale of chemical fluctuations can be longer than the time scale of structural relaxation.« less
The Quest for the Ultimate Anisotropic Banach Space
NASA Astrophysics Data System (ADS)
Baladi, Viviane
2017-02-01
We present a new scale U^{t,s}_p (s<-t<0 and 1≤p <∞) of anisotropic Banach spaces, defined via Paley-Littlewood, on which the transfer operator L_g φ = (g \\cdot φ) circ T^{-1} associated to a hyperbolic dynamical system T has good spectral properties. When p=1 and t is an integer, the spaces are analogous to the "geometric" spaces B^{t,|s+t|} considered by Gouëzel and Liverani (Ergod Theory Dyn Syst 26:189-217, 2006). When p>1 and -1+1/p
NASA Astrophysics Data System (ADS)
Borycki, Dawid; Kholiqov, Oybek; Zhou, Wenjun; Srinivasan, Vivek J.
2017-03-01
Sensing and imaging methods based on the dynamic scattering of coherent light, including laser speckle, laser Doppler, and diffuse correlation spectroscopy quantify scatterer motion using light intensity (speckle) fluctuations. The underlying optical field autocorrelation (OFA), rather than being measured directly, is typically inferred from the intensity autocorrelation (IA) through the Siegert relationship, by assuming that the scattered field obeys Gaussian statistics. In this work, we demonstrate interferometric near-infrared spectroscopy (iNIRS) for measurement of time-of-flight (TOF) resolved field and intensity autocorrelations in fluid tissue phantoms and in vivo. In phantoms, we find a breakdown of the Siegert relationship for short times-of-flight due to a contribution from static paths whose optical field does not decorrelate over experimental time scales, and demonstrate that eliminating such paths by polarization gating restores the validity of the Siegert relationship. Inspired by these results, we developed a method, called correlation gating, for separating the OFA into static and dynamic components. Correlation gating enables more precise quantification of tissue dynamics. To prove this, we show that iNIRS and correlation gating can be applied to measure cerebral hemodynamics of the nude mouse in vivo using dynamically scattered (ergodic) paths and not static (non-ergodic) paths, which may not be impacted by blood. More generally, correlation gating, in conjunction with TOF resolution, enables more precise separation of diffuse and non-diffusive contributions to OFA than is possible with TOF resolution alone. Finally, we show that direct measurements of OFA are statistically more efficient than indirect measurements based on IA.
Finite Beta Boundary Magnetic Fields of NCSX
NASA Astrophysics Data System (ADS)
Grossman, A.; Kaiser, T.; Mioduszewski, P.
2004-11-01
The magnetic field between the plasma surface and wall of the National Compact Stellarator (NCSX), which uses quasi-symmetry to combine the best features of the tokamak and stellarator in a configuration of low aspect ratio is mapped via field line tracing in a range of finite beta in which part of the rotational transform is generated by the bootstrap current. We adopt the methodology developed for W7-X, in which an equilibrium solution is computed by an inverse equilibrium solver based on an energy minimizing variational moments code, VMEC2000[1], which solves directly for the shape of the flux surfaces given the external coils and their currents as well as a bootstrap current provided by a separate transport calculation. The VMEC solution and the Biot-Savart vacuum fields are coupled to the magnetic field solver for finite-beta equilibrium (MFBE2001)[2] code to determine the magnetic field on a 3D grid over a computational domain. It is found that the edge plasma is more stellarator-like, with a complex 3D structure, and less like the ordered 2D symmetric structure of a tokamak. The field lines make a transition from ergodically covering a surface to ergodically covering a volume, as the distance from the last closed magnetic surface is increased. The results are compared with the PIES[3] calculations. [1] S.P. Hirshman et al. Comput. Phys. Commun. 43 (1986) 143. [2] E. Strumberger, et al. Nucl. Fusion 42 (2002) 827. [3] A.H. Reiman and H.S. Greenside, Comput. Phys. Commun. 43, 157 (1986).
NASA Astrophysics Data System (ADS)
Ghannam, Khaled
The atmospheric boundary-layer is the lowest 500-2000 m of the Earth's atmosphere where much of human life and ecosystem services reside. This layer responds to land surface (e.g. buoyancy and roughness elements) and slowly evolving free tropospheric (e.g. temperature and humidity lapse rates) conditions that arguably mediate and modulate biosphere-atmosphere interactions. Such response often results in spatially- and temporally-rich turbulence scales that continue to be the subject of inquiry given their significance to a plethora of applications in environmental sciences and engineering. The work here addresses key aspects of boundary layer turbulence with a focus on the role of roughness elements (vegetation canopies) and buoyancy (surface heating) in modifying the well-studied picture of shear-dominated wall-bounded turbulence. A combination of laboratory channel experiments, field experiments, and numerical simulations are used to explore three distinct aspects of boundary layer turbulence. These are: • The concept of ergodicity in turbulence statistics within canopies: It has been long-recognized that homogeneous and stationary turbulence is ergodic, but less is known about the effects of inhomogeneity introduced by the presence of canopies on the turbulence statistics. A high resolution (temporal and spatial) flume experiment is used here to test the convergence of the time statistics of turbulent scalar concentrations to their ensemble (spatio-temporal) counterpart. The findings indicate that within-canopy scalar statistics have a tendency to be ergodic, mostly in shallow layers (close to canopy top) where the sweeping flow events appear to randomize the statistics. Deeper layers within the canopy are dominated by low-dimensional (quasi-deterministic) von Karman vortices that tend to break ergodicity. • Scaling laws of turbulent velocity spectra and structure functions in near-surface atmospheric turbulence: the existence of a logarithmic scaling in the structure function of the longitudinal and vertical velocity components is examined using five experimental data sets that span the roughness sub-layer above vegetation canopies, the atmospheric surface-layer above a lake and a grass field, and an open channel experiment. The results indicate that close to the wall/surface, this scaling exists in the longitudinal velocity structure function only, with the vertical velocity counterpart exhibiting a much narrower extent of this range due to smaller separation of scales. Phenomenological aspects of the large-scale eddies show that the length scale formed by the friction velocity and energy dissipation acts as a dominant similarity length scale in collapsing experimental data at different heights, mainly due to the imbalance between local production and dissipation of turbulence kinetic energy. • Nonlocal heat transport in the convective atmospheric boundary-layer: Failure of the mean gradient-diffusion (K-theory) in the convective boundary-layer is explored. Using large eddy simulation runs for the atmospheric boundary layer spanning weakly to strongly convective conditions, a generic diagnostic framework that encodes the role of third-order moments in nonlocal heat transport is developed and tested. The premise is that these nonlocal effects are responsible for the inherent asymmetry in vertical transport, and hence the necessary non-Gaussian nature of the joint probability density function (JPDF) of vertical velocity and potential temperature must account for these effects. Conditional sampling (quadrant analysis) of this function and the imbalance between the flow mechanisms of ejections and sweeps are used to characterize this asymmetry, which is then linked to the third-order moments using a cumulant-discard method for the Gram-Charlier expansion of the JPDF. The connection between the ejection-sweep events and the third-order moments shows that the concepts of bottom-up/top-down diffusion, or updraft/downdraft models, are accounted for by various quadrants of this joint probability density function. To this end, future research directions that build upon this work are also discussed.
Maximizing information exchange between complex networks
NASA Astrophysics Data System (ADS)
West, Bruce J.; Geneston, Elvis L.; Grigolini, Paolo
2008-10-01
Science is not merely the smooth progressive interaction of hypothesis, experiment and theory, although it sometimes has that form. More realistically the scientific study of any given complex phenomenon generates a number of explanations, from a variety of perspectives, that eventually requires synthesis to achieve a deep level of insight and understanding. One such synthesis has created the field of out-of-equilibrium statistical physics as applied to the understanding of complex dynamic networks. Over the past forty years the concept of complexity has undergone a metamorphosis. Complexity was originally seen as a consequence of memory in individual particle trajectories, in full agreement with a Hamiltonian picture of microscopic dynamics and, in principle, macroscopic dynamics could be derived from the microscopic Hamiltonian picture. The main difficulty in deriving macroscopic dynamics from microscopic dynamics is the need to take into account the actions of a very large number of components. The existence of events such as abrupt jumps, considered by the conventional continuous time random walk approach to describing complexity was never perceived as conflicting with the Hamiltonian view. Herein we review many of the reasons why this traditional Hamiltonian view of complexity is unsatisfactory. We show that as a result of technological advances, which make the observation of single elementary events possible, the definition of complexity has shifted from the conventional memory concept towards the action of non-Poisson renewal events. We show that the observation of crucial processes, such as the intermittent fluorescence of blinking quantum dots as well as the brain’s response to music, as monitored by a set of electrodes attached to the scalp, has forced investigators to go beyond the traditional concept of complexity and to establish closer contact with the nascent field of complex networks. Complex networks form one of the most challenging areas of modern research overarching all of the traditional scientific disciplines. The transportation networks of planes, highways and railroads; the economic networks of global finance and stock markets; the social networks of terrorism, governments, businesses and churches; the physical networks of telephones, the Internet, earthquakes and global warming and the biological networks of gene regulation, the human body, clusters of neurons and food webs, share a number of apparently universal properties as the networks become increasingly complex. Ubiquitous aspects of such complex networks are the appearance of non-stationary and non-ergodic statistical processes and inverse power-law statistical distributions. Herein we review the traditional dynamical and phase-space methods for modeling such networks as their complexity increases and focus on the limitations of these procedures in explaining complex networks. Of course we will not be able to review the entire nascent field of network science, so we limit ourselves to a review of how certain complexity barriers have been surmounted using newly applied theoretical concepts such as aging, renewal, non-ergodic statistics and the fractional calculus. One emphasis of this review is information transport between complex networks, which requires a fundamental change in perception that we express as a transition from the familiar stochastic resonance to the new concept of complexity matching.
Exact Results for the Nonergodicity of d -Dimensional Generalized Lévy Walks
NASA Astrophysics Data System (ADS)
Albers, Tony; Radons, Günter
2018-03-01
We provide analytical results for the ensemble-averaged and time-averaged squared displacement, and the randomness of the latter, in the full two-dimensional parameter space of the d -dimensional generalized Lévy walk introduced by Shlesinger et al. [Phys. Rev. Lett. 58, 1100 (1987), 10.1103/PhysRevLett.58.1100]. In certain regions of the parameter plane, we obtain surprising results such as the divergence of the mean-squared displacements, the divergence of the ergodicity breaking parameter despite a finite mean-squared displacement, and subdiffusion which appears superdiffusive when one only considers time averages.
Phase-space networks of geometrically frustrated systems.
Han, Yilong
2009-11-01
We illustrate a network approach to the phase-space study by using two geometrical frustration models: antiferromagnet on triangular lattice and square ice. Their highly degenerated ground states are mapped as discrete networks such that the quantitative network analysis can be applied to phase-space studies. The resulting phase spaces share some comon features and establish a class of complex networks with unique Gaussian spectral densities. Although phase-space networks are heterogeneously connected, the systems are still ergodic due to the random Poisson processes. This network approach can be generalized to phase spaces of some other complex systems.
Observations on the Proper Orthogonal Decomposition
NASA Technical Reports Server (NTRS)
Berkooz, Gal
1992-01-01
The Proper Orthogonal Decomposition (P.O.D.), also known as the Karhunen-Loeve expansion, is a procedure for decomposing a stochastic field in an L(2) optimal sense. It is used in diverse disciplines from image processing to turbulence. Recently the P.O.D. is receiving much attention as a tool for studying dynamics of systems in infinite dimensional space. This paper reviews the mathematical fundamentals of this theory. Also included are results on the span of the eigenfunction basis, a geometric corollary due to Chebyshev's inequality and a relation between the P.O.D. symmetry and ergodicity.
On the number of infinite geodesics and ground states in disordered systems
NASA Astrophysics Data System (ADS)
Wehr, Jan
1997-04-01
We study first-passage percolation models and their higher dimensional analogs—models of surfaces with random weights. We prove that under very general conditions the number of lines or, in the second case, hypersurfaces which locally minimize the sum of the random weights is with probability one equal to 0 or with probability one equal to +∞. As corollaries we show that in any dimension d≥2 the number of ground states of an Ising ferromagnet with random coupling constants equals (with probability one) 2 or +∞. Proofs employ simple large-deviation estimates and ergodic arguments.
Molenaar, Peter C M
2007-03-01
I am in general agreement with Toomela's (Integrative Psychological and Behavioral Science doi:10.1007/s12124-007-9004-0, 2007) plea for an alternative psychological methodology inspired by his description of the German-Austrian orientation. I will argue, however, that this alternative methodology has to be based on the classical ergodic theorems, using state-of-the-art statistical time series analysis of intra-individual variation as its main tool. Some more specific points made by Toomela will be criticized, while for others a more extreme elaboration along the lines indicated by Toomela is proposed.
Scattering General Analysis; ANALISIS GENERAL DE LA DISPERSION
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tixaire, A.G.
1962-01-01
A definition of scattering states is given. It is shown that such states must belong to the absolutely continuous part of the spectrum of the total hamiltonian whenever scattering systems are considered. Such embedding may be proper unless the quantum system is physically admissible. The Moller wave operators are analyzed using Abel- and Cesaro-limit theoretical arguments. Von Neumann s ergodic theorem is partially generalized. A rigorous derivation of the Gell-Mann and Goldberger and Lippmann and Schwinger equations is obtained by making use of results on spectral theory, wave function, and eigendifferential concepts contained. (auth)
Dynamical behavior of a stochastic SVIR epidemic model with vaccination
NASA Astrophysics Data System (ADS)
Zhang, Xinhong; Jiang, Daqing; Hayat, Tasawar; Ahmad, Bashir
2017-10-01
In this paper, we investigate the dynamical behavior of SVIR models in random environments. Firstly, we show that if R0s < 1, the disease of stochastic autonomous SVIR model will die out exponentially; if R˜0s > 1, the disease will be prevail. Moreover, this system admits a unique stationary distribution and it is ergodic when R˜0s > 1. Results show that environmental white noise is helpful for disease control. Secondly, we give sufficient conditions for the existence of nontrivial periodic solutions to stochastic SVIR model with periodic parameters. Finally, numerical simulations validate the analytical results.
1982-05-01
functions for every ergodic ensemble or process, but this frequency for each time-acceleration involves in principle a different kind data input, but...geometries Journal Phys. E: Sci. Instrum. 14, (solid and hollow) are different . 202-207. 5. CONCLUSION It has been shown in principle that tests with a...Center, Huntsville, AL SPACE SIIUI’LE SOLID ROCKE FIOOSTEIt WATER ENTRY CAVITY COLLAPSE LOADS I. T. Keefe and E. A. Rawls , Chrysler Corporation, Slidell
Faithful actions of locally compact quantum groups on classical spaces
NASA Astrophysics Data System (ADS)
Goswami, Debashish; Roy, Sutanu
2017-07-01
We construct examples of locally compact quantum groups coming from bicrossed product construction, including non-Kac ones, which can faithfully and ergodically act on connected classical (noncompact) smooth manifolds. However, none of these actions can be isometric in the sense of Goswami (Commun Math Phys 285(1):141-160, 2009), leading to the conjecture that the result obtained by Goswami and Joardar (Rigidity of action of compact quantum groups on compact, connected manifolds, 2013. arXiv:1309.1294) about nonexistence of genuine quantum isometry of classical compact connected Riemannian manifolds may hold in the noncompact case as well.
Calibration of a universal indicated turbulence system
NASA Technical Reports Server (NTRS)
Chapin, W. G.
1977-01-01
Theoretical and experimental work on a Universal Indicated Turbulence Meter is described. A mathematical transfer function from turbulence input to output indication was developed. A random ergodic process and a Gaussian turbulence distribution were assumed. A calibration technique based on this transfer function was developed. The computer contains a variable gain amplifier to make the system output independent of average velocity. The range over which this independence holds was determined. An optimum dynamic response was obtained for the tubulation between the system pitot tube and pressure transducer by making dynamic response measurements for orifices of various lengths and diameters at the source end.
Spatiotemporal chaos of fractional order logistic equation in nonlinear coupled lattices
NASA Astrophysics Data System (ADS)
Zhang, Ying-Qian; Wang, Xing-Yuan; Liu, Li-Yan; He, Yi; Liu, Jia
2017-11-01
We investigate a new spatiotemporal dynamics with fractional order differential logistic map and spatial nonlinear coupling. The spatial nonlinear coupling features such as the higher percentage of lattices in chaotic behaviors for most of parameters and none periodic windows in bifurcation diagrams are held, which are more suitable for encryptions than the former adjacent coupled map lattices. Besides, the proposed model has new features such as the wider parameter range and wider range of state amplitude for ergodicity, which contributes a wider range of key space when applied in encryptions. The simulations and theoretical analyses are developed in this paper.
Bistability, non-ergodicity, and inhibition in pairwise maximum-entropy models
Grün, Sonja; Helias, Moritz
2017-01-01
Pairwise maximum-entropy models have been used in neuroscience to predict the activity of neuronal populations, given only the time-averaged correlations of the neuron activities. This paper provides evidence that the pairwise model, applied to experimental recordings, would produce a bimodal distribution for the population-averaged activity, and for some population sizes the second mode would peak at high activities, that experimentally would be equivalent to 90% of the neuron population active within time-windows of few milliseconds. Several problems are connected with this bimodality: 1. The presence of the high-activity mode is unrealistic in view of observed neuronal activity and on neurobiological grounds. 2. Boltzmann learning becomes non-ergodic, hence the pairwise maximum-entropy distribution cannot be found: in fact, Boltzmann learning would produce an incorrect distribution; similarly, common variants of mean-field approximations also produce an incorrect distribution. 3. The Glauber dynamics associated with the model is unrealistically bistable and cannot be used to generate realistic surrogate data. This bimodality problem is first demonstrated for an experimental dataset from 159 neurons in the motor cortex of macaque monkey. Evidence is then provided that this problem affects typical neural recordings of population sizes of a couple of hundreds or more neurons. The cause of the bimodality problem is identified as the inability of standard maximum-entropy distributions with a uniform reference measure to model neuronal inhibition. To eliminate this problem a modified maximum-entropy model is presented, which reflects a basic effect of inhibition in the form of a simple but non-uniform reference measure. This model does not lead to unrealistic bimodalities, can be found with Boltzmann learning, and has an associated Glauber dynamics which incorporates a minimal asymmetric inhibition. PMID:28968396
Matchmaker, Matchmaker, Make Me a Match: Migration of Populations via Marriages in the Past
NASA Astrophysics Data System (ADS)
Lee, Sang Hoon; Ffrancon, Robyn; Abrams, Daniel M.; Kim, Beom Jun; Porter, Mason A.
2014-10-01
The study of human mobility is both of fundamental importance and of great potential value. For example, it can be leveraged to facilitate efficient city planning and improve prevention strategies when faced with epidemics. The newfound wealth of rich sources of data—including banknote flows, mobile phone records, and transportation data—has led to an explosion of attempts to characterize modern human mobility. Unfortunately, the dearth of comparable historical data makes it much more difficult to study human mobility patterns from the past. In this paper, we present an analysis of long-term human migration, which is important for processes such as urbanization and the spread of ideas. We demonstrate that the data record from Korean family books (called "jokbo") can be used to estimate migration patterns via marriages from the past 750 years. We apply two generative models of long-term human mobility to quantify the relevance of geographical information to human marriage records in the data, and we find that the wide variety in the geographical distributions of the clans poses interesting challenges for the direct application of these models. Using the different geographical distributions of clans, we quantify the "ergodicity" of clans in terms of how widely and uniformly they have spread across Korea, and we compare these results to those obtained using surname data from the Czech Republic. To examine population flow in more detail, we also construct and examine a population-flow network between regions. Based on the correlation between ergodicity and migration in Korea, we identify two different types of migration patterns: diffusive and convective. We expect the analysis of diffusive versus convective effects in population flows to be widely applicable to the study of mobility and migration patterns across different cultures.
Bistability, non-ergodicity, and inhibition in pairwise maximum-entropy models.
Rostami, Vahid; Porta Mana, PierGianLuca; Grün, Sonja; Helias, Moritz
2017-10-01
Pairwise maximum-entropy models have been used in neuroscience to predict the activity of neuronal populations, given only the time-averaged correlations of the neuron activities. This paper provides evidence that the pairwise model, applied to experimental recordings, would produce a bimodal distribution for the population-averaged activity, and for some population sizes the second mode would peak at high activities, that experimentally would be equivalent to 90% of the neuron population active within time-windows of few milliseconds. Several problems are connected with this bimodality: 1. The presence of the high-activity mode is unrealistic in view of observed neuronal activity and on neurobiological grounds. 2. Boltzmann learning becomes non-ergodic, hence the pairwise maximum-entropy distribution cannot be found: in fact, Boltzmann learning would produce an incorrect distribution; similarly, common variants of mean-field approximations also produce an incorrect distribution. 3. The Glauber dynamics associated with the model is unrealistically bistable and cannot be used to generate realistic surrogate data. This bimodality problem is first demonstrated for an experimental dataset from 159 neurons in the motor cortex of macaque monkey. Evidence is then provided that this problem affects typical neural recordings of population sizes of a couple of hundreds or more neurons. The cause of the bimodality problem is identified as the inability of standard maximum-entropy distributions with a uniform reference measure to model neuronal inhibition. To eliminate this problem a modified maximum-entropy model is presented, which reflects a basic effect of inhibition in the form of a simple but non-uniform reference measure. This model does not lead to unrealistic bimodalities, can be found with Boltzmann learning, and has an associated Glauber dynamics which incorporates a minimal asymmetric inhibition.
Lucarini, Valerio; Fraedrich, Klaus
2009-08-01
Starting from the classical Saltzman two-dimensional convection equations, we derive via a severe spectral truncation a minimal 10 ODE system which includes the thermal effect of viscous dissipation. Neglecting this process leads to a dynamical system which includes a decoupled generalized Lorenz system. The consideration of this process breaks an important symmetry and couples the dynamics of fast and slow variables, with the ensuing modifications to the structural properties of the attractor and of the spectral features. When the relevant nondimensional number (Eckert number Ec) is different from zero, an additional time scale of O(Ec(-1)) is introduced in the system, as shown with standard multiscale analysis and made clear by several numerical evidences. Moreover, the system is ergodic and hyperbolic, the slow variables feature long-term memory with 1/f(3/2) power spectra, and the fast variables feature amplitude modulation. Increasing the strength of the thermal-viscous feedback has a stabilizing effect, as both the metric entropy and the Kaplan-Yorke attractor dimension decrease monotonically with Ec. The analyzed system features very rich dynamics: it overcomes some of the limitations of the Lorenz system and might have prototypical value in relevant processes in complex systems dynamics, such as the interaction between slow and fast variables, the presence of long-term memory, and the associated extreme value statistics. This analysis shows how neglecting the coupling of slow and fast variables only on the basis of scale analysis can be catastrophic. In fact, this leads to spurious invariances that affect essential dynamical properties (ergodicity, hyperbolicity) and that cause the model losing ability in describing intrinsically multiscale processes.
A characterization of linearly repetitive cut and project sets
NASA Astrophysics Data System (ADS)
Haynes, Alan; Koivusalo, Henna; Walton, James
2018-02-01
For the development of a mathematical theory which can be used to rigorously investigate physical properties of quasicrystals, it is necessary to understand regularity of patterns in special classes of aperiodic point sets in Euclidean space. In one dimension, prototypical mathematical models for quasicrystals are provided by Sturmian sequences and by point sets generated by substitution rules. Regularity properties of such sets are well understood, thanks mostly to well known results by Morse and Hedlund, and physicists have used this understanding to study one dimensional random Schrödinger operators and lattice gas models. A key fact which plays an important role in these problems is the existence of a subadditive ergodic theorem, which is guaranteed when the corresponding point set is linearly repetitive. In this paper we extend the one-dimensional model to cut and project sets, which generalize Sturmian sequences in higher dimensions, and which are frequently used in mathematical and physical literature as models for higher dimensional quasicrystals. By using a combination of algebraic, geometric, and dynamical techniques, together with input from higher dimensional Diophantine approximation, we give a complete characterization of all linearly repetitive cut and project sets with cubical windows. We also prove that these are precisely the collection of such sets which satisfy subadditive ergodic theorems. The results are explicit enough to allow us to apply them to known classical models, and to construct linearly repetitive cut and project sets in all pairs of dimensions and codimensions in which they exist. Research supported by EPSRC grants EP/L001462, EP/J00149X, EP/M023540. HK also gratefully acknowledges the support of the Osk. Huttunen foundation.
Crowding Induces Complex Ergodic Diffusion and Dynamic Elongation of Large DNA Molecules
Chapman, Cole D.; Gorczyca, Stephanie; Robertson-Anderson, Rae M.
2015-01-01
Despite the ubiquity of molecular crowding in living cells, the effects of crowding on the dynamics of genome-sized DNA are poorly understood. Here, we track single, fluorescent-labeled large DNA molecules (11, 115 kbp) diffusing in dextran solutions that mimic intracellular crowding conditions (0–40%), and determine the effects of crowding on both DNA mobility and conformation. Both DNAs exhibit ergodic Brownian motion and comparable mobility reduction in all conditions; however, crowder size (10 vs. 500 kDa) plays a critical role in the underlying diffusive mechanisms and dependence on crowder concentration. Surprisingly, in 10-kDa dextran, crowder influence saturates at ∼20% with an ∼5× drop in DNA diffusion, in stark contrast to exponentially retarded mobility, coupled to weak anomalous subdiffusion, with increasing concentration of 500-kDa dextran. Both DNAs elongate into lower-entropy states (compared to random coil conformations) when crowded, with elongation states that are gamma distributed and fluctuate in time. However, the broadness of the distribution of states and the time-dependence and length scale of elongation length fluctuations depend on both DNA and crowder size with concentration having surprisingly little impact. Results collectively show that mobility reduction and coil elongation of large crowded DNAs are due to a complex interplay between entropic effects and crowder mobility. Although elongation and initial mobility retardation are driven by depletion interactions, subdiffusive dynamics, and the drastic exponential slowing of DNA, up to ∼300×, arise from the reduced mobility of larger crowders. Our results elucidate the highly important and widely debated effects of cellular crowding on genome-sized DNA. PMID:25762333
Berthias, F; Feketeová, L; Abdoul-Carime, H; Calvo, F; Farizon, B; Farizon, M; Märk, T D
2018-06-22
Velocity distributions of neutral water molecules evaporated after collision induced dissociation of protonated water clusters H+(H2O)n≤10 were measured using the combined correlated ion and neutral fragment time-of-flight (COINTOF) and velocity map imaging (VMI) techniques. As observed previously, all measured velocity distributions exhibit two contributions, with a low velocity part identified by statistical molecular dynamics (SMD) simulations as events obeying the Maxwell-Boltzmann statistics and a high velocity contribution corresponding to non-ergodic events in which energy redistribution is incomplete. In contrast to earlier studies, where the evaporation of a single molecule was probed, the present study is concerned with events involving the evaporation of up to five water molecules. In particular, we discuss here in detail the cases of two and three evaporated molecules. Evaporation of several water molecules after CID can be interpreted in general as a sequential evaporation process. In addition to the SMD calculations, a Monte Carlo (MC) based simulation was developed allowing the reconstruction of the velocity distribution produced by the evaporation of m molecules from H+(H2O)n≤10 cluster ions using the measured velocity distributions for singly evaporated molecules as the input. The observed broadening of the low-velocity part of the distributions for the evaporation of two and three molecules as compared to the width for the evaporation of a single molecule results from the cumulative recoil velocity of the successive ion residues as well as the intrinsically broader distributions for decreasingly smaller parent clusters. Further MC simulations were carried out assuming that a certain proportion of non-ergodic events is responsible for the first evaporation in such a sequential evaporation series, thereby allowing to model the entire velocity distribution.
Universality and Thouless energy in the supersymmetric Sachdev-Ye-Kitaev model
NASA Astrophysics Data System (ADS)
García-García, Antonio M.; Jia, Yiyang; Verbaarschot, Jacobus J. M.
2018-05-01
We investigate the supersymmetric Sachdev-Ye-Kitaev (SYK) model, N Majorana fermions with infinite range interactions in 0 +1 dimensions. We have found that, close to the ground state E ≈0 , discrete symmetries alter qualitatively the spectral properties with respect to the non-supersymmetric SYK model. The average spectral density at finite N , which we compute analytically and numerically, grows exponentially with N for E ≈0 . However the chiral condensate, which is normalized with respect the total number of eigenvalues, vanishes in the thermodynamic limit. Slightly above E ≈0 , the spectral density grows exponentially with the energy. Deep in the quantum regime, corresponding to the first O (N ) eigenvalues, the average spectral density is universal and well described by random matrix ensembles with chiral and superconducting discrete symmetries. The dynamics for E ≈0 is investigated by level fluctuations. Also in this case we find excellent agreement with the prediction of chiral and superconducting random matrix ensembles for eigenvalue separations smaller than the Thouless energy, which seems to scale linearly with N . Deviations beyond the Thouless energy, which describes how ergodicity is approached, are universally characterized by a quadratic growth of the number variance. In the time domain, we have found analytically that the spectral form factor g (t ), obtained from the connected two-level correlation function of the unfolded spectrum, decays as 1 /t2 for times shorter but comparable to the Thouless time with g (0 ) related to the coefficient of the quadratic growth of the number variance. Our results provide further support that quantum black holes are ergodic and therefore can be classified by random matrix theory.
Formation of Low Symmetry Ordered Phases in Block Polymer Melts
NASA Astrophysics Data System (ADS)
Bates, Frank
Until recently the phase behavior of asymmetric AB diblock copolymers in the melt state was universally accepted as a solved problem: spherical domains packed on a body centered cubic (BCC) lattice. Recent experiments with low molecular weight diblocks have upended this picture, beginning with the discovery of the Frank-Kasper sigma phase in poly(isoprene)- b-poly(lactide) (PI-PLA) followed recently by the identification of a dodecagonal quasicrystal phase (DDQC) as a metastable state that evolves from the supercooled disordered liquid. Self-consistent mean-field theory shows that introducing conformational asymmetry (bA >bB where b is the statistical segment length) opens a window in the phase portrait at fA <<1/2 that supports the formation of various low symmetry ordered phases. However, contrary to the widely accepted mean-field picture, the disordered state near the order-disorder transition (ODT) is highly structured and rapid cooling of this micellar fluid several tens of degrees below the ODT temperature arrests macromolecular chain exchange transitioning the material from an ergodic to non-ergodic state. We have explored the evolution of order following such temperature quenches and during subsequent reheating using synchrotron small-angle X-ray scattering (SAXS) revealing surprising analogies with the behavior of metal alloys. This presentation will associate the formation of ordered low symmetry phases with the concept of sphericity, the tendency for the self-assembled nanoparticles to be spherical in competition with the constraints imposed by periodic and aperiodic packing without voids and subject to the condition of incompressibility. Supported by NSF-DMR-1104368. This work was conducted in collaboration with Kyungtae Kim, Morgan Schulze, Akash Arora, Ronald Lewis, Timothy Gillard, Sangwoo Lee, Kevin Dorfman and Marc Hillmyer.
Khammash, Mustafa
2014-01-01
Reaction networks are systems in which the populations of a finite number of species evolve through predefined interactions. Such networks are found as modeling tools in many biological disciplines such as biochemistry, ecology, epidemiology, immunology, systems biology and synthetic biology. It is now well-established that, for small population sizes, stochastic models for biochemical reaction networks are necessary to capture randomness in the interactions. The tools for analyzing such models, however, still lag far behind their deterministic counterparts. In this paper, we bridge this gap by developing a constructive framework for examining the long-term behavior and stability properties of the reaction dynamics in a stochastic setting. In particular, we address the problems of determining ergodicity of the reaction dynamics, which is analogous to having a globally attracting fixed point for deterministic dynamics. We also examine when the statistical moments of the underlying process remain bounded with time and when they converge to their steady state values. The framework we develop relies on a blend of ideas from probability theory, linear algebra and optimization theory. We demonstrate that the stability properties of a wide class of biological networks can be assessed from our sufficient theoretical conditions that can be recast as efficient and scalable linear programs, well-known for their tractability. It is notably shown that the computational complexity is often linear in the number of species. We illustrate the validity, the efficiency and the wide applicability of our results on several reaction networks arising in biochemistry, systems biology, epidemiology and ecology. The biological implications of the results as well as an example of a non-ergodic biological network are also discussed. PMID:24968191
Thermodynamic phase transitions for Pomeau-Manneville maps
NASA Astrophysics Data System (ADS)
Venegeroles, Roberto
2012-08-01
We study phase transitions in the thermodynamic description of Pomeau-Manneville intermittent maps from the point of view of infinite ergodic theory, which deals with diverging measure dynamical systems. For such systems, we use a distributional limit theorem to provide both a powerful tool for calculating thermodynamic potentials as also an understanding of the dynamic characteristics at each instability phase. In particular, topological pressure and Rényi entropy are calculated exactly for such systems. Finally, we show the connection of the distributional limit theorem with non-Gaussian fluctuations of the algorithmic complexity proposed by Gaspard and Wang [Proc. Natl. Acad. Sci. USA10.1073/pnas.85.13.4591 85, 4591 (1988)].
The threshold of a stochastic avian-human influenza epidemic model with psychological effect
NASA Astrophysics Data System (ADS)
Zhang, Fengrong; Zhang, Xinhong
2018-02-01
In this paper, a stochastic avian-human influenza epidemic model with psychological effect in human population and saturation effect within avian population is investigated. This model describes the transmission of avian influenza among avian population and human population in random environments. For stochastic avian-only system, persistence in the mean and extinction of the infected avian population are studied. For the avian-human influenza epidemic system, sufficient conditions for the existence of an ergodic stationary distribution are obtained. Furthermore, a threshold of this stochastic model which determines the outcome of the disease is obtained. Finally, numerical simulations are given to support the theoretical results.
Blessing and curse of chaos in numerical turbulence simulations
NASA Astrophysics Data System (ADS)
Lee, Jon
1994-03-01
Because of the trajectory instability, time reversal is not possible beyond a certain evolution time and hence the time irreversibility prevails under the finite-accuracy trajectory computation. This therefore provides a practical reconciliation of the dynamic reversibility and macroscopic irreversibility (blessing of chaos). On the other hand, the trajectory instability is also responsible for a limited evolution time, so that finite-accuracy computation would yield a pseudo-orbit which is totally unrelated to the true trajectory (curse of chaos). For the inviscid 2D flow, however, we can accurately compute the long- time average of flow quantities with a pseudo-orbit by invoking the ergodic theorem.
Felderhof, B U
2013-08-01
Recently, a critical test of the Navier-Stokes-Fourier equations for compressible fluid continua was proposed [H. Brenner, Phys. Rev. E 87, 013014 (2013)]. It was shown that the equations of bivelocity hydrodynamics imply that a compressible fluid in an isolated rotating circular cylinder attains a nonequilibrium steady state with a nonuniform temperature increasing radially with distance from the axis. We demonstrate that statistical mechanical arguments, involving Hamiltonian dynamics and ergodicity due to irregularity of the wall, lead instead to a thermal equilibrium state with uniform temperature. This is the situation to be expected in experiment.
Mixing properties of the one-atom maser
NASA Astrophysics Data System (ADS)
Bruneau, Laurent
2014-06-01
We study the relaxation properties of the quantized electromagnetic field in a cavity under repeated interactions with single two-level atoms, so-called one-atom maser. We improve the ergodic results obtained in Bruneau and Pillet (J Stat Phys 134(5-6):1071-1095, 2009) and prove that, whenever the atoms are initially distributed according to the canonical ensemble at temperature , all the invariant states are mixing. Under some non-resonance condition this invariant state is known to be thermal equilibirum at some renormalized temperature and we prove that the mixing is then arbitrarily slow, in other words that there is no lower bound on the relaxation speed.
Ranking and clustering of nodes in networks with smart teleportation
NASA Astrophysics Data System (ADS)
Lambiotte, R.; Rosvall, M.
2012-05-01
Random teleportation is a necessary evil for ranking and clustering directed networks based on random walks. Teleportation enables ergodic solutions, but the solutions must necessarily depend on the exact implementation and parametrization of the teleportation. For example, in the commonly used PageRank algorithm, the teleportation rate must trade off a heavily biased solution with a uniform solution. Here we show that teleportation to links rather than nodes enables a much smoother trade-off and effectively more robust results. We also show that, by not recording the teleportation steps of the random walker, we can further reduce the effect of teleportation with dramatic effects on clustering.
NASA Astrophysics Data System (ADS)
Wang, Huiqin; Wang, Xue; Lynette, Kibe; Cao, Minghua
2018-06-01
The performance of multiple-input multiple-output wireless optical communication systems that adopt Q-ary pulse position modulation over spatial correlated log-normal fading channel is analyzed in terms of its un-coded bit error rate and ergodic channel capacity. The analysis is based on the Wilkinson's method which approximates the distribution of a sum of correlated log-normal random variables to a log-normal random variable. The analytical and simulation results corroborate the increment of correlation coefficients among sub-channels lead to system performance degradation. Moreover, the receiver diversity has better performance in resistance of spatial correlation caused channel fading.
Optimal control strategy for an impulsive stochastic competition system with time delays and jumps
NASA Astrophysics Data System (ADS)
Liu, Lidan; Meng, Xinzhu; Zhang, Tonghua
2017-07-01
Driven by both white and jump noises, a stochastic delayed model with two competitive species in a polluted environment is proposed and investigated. By using the comparison theorem of stochastic differential equations and limit superior theory, sufficient conditions for persistence in mean and extinction of two species are established. In addition, we obtain that the system is asymptotically stable in distribution by using ergodic method. Furthermore, the optimal harvesting effort and the maximum of expectation of sustainable yield (ESY) are derived from Hessian matrix method and optimal harvesting theory of differential equations. Finally, some numerical simulations are provided to illustrate the theoretical results.
The Shannon entropy as a measure of diffusion in multidimensional dynamical systems
NASA Astrophysics Data System (ADS)
Giordano, C. M.; Cincotta, P. M.
2018-05-01
In the present work, we introduce two new estimators of chaotic diffusion based on the Shannon entropy. Using theoretical, heuristic and numerical arguments, we show that the entropy, S, provides a measure of the diffusion extent of a given small initial ensemble of orbits, while an indicator related with the time derivative of the entropy, S', estimates the diffusion rate. We show that in the limiting case of near ergodicity, after an appropriate normalization, S' coincides with the standard homogeneous diffusion coefficient. The very first application of this formulation to a 4D symplectic map and to the Arnold Hamiltonian reveals very successful and encouraging results.
An accelerated proximal augmented Lagrangian method and its application in compressive sensing.
Sun, Min; Liu, Jing
2017-01-01
As a first-order method, the augmented Lagrangian method (ALM) is a benchmark solver for linearly constrained convex programming, and in practice some semi-definite proximal terms are often added to its primal variable's subproblem to make it more implementable. In this paper, we propose an accelerated PALM with indefinite proximal regularization (PALM-IPR) for convex programming with linear constraints, which generalizes the proximal terms from semi-definite to indefinite. Under mild assumptions, we establish the worst-case [Formula: see text] convergence rate of PALM-IPR in a non-ergodic sense. Finally, numerical results show that our new method is feasible and efficient for solving compressive sensing.
Quantum memories and Landauer's principle
NASA Astrophysics Data System (ADS)
Alicki, Robert
2011-10-01
Two types of arguments concerning (im)possibility of constructing a scalable, exponentially stable quantum memory equipped with Hamiltonian controls are discussed. The first type concerns ergodic properties of open Kitaev models which are considered as promising candidates for such memories. It is shown that, although the 4D Kitaev model provides stable qubit observables, the Hamiltonian control is not possible. The thermodynamical approach leads to the new proposal of the revised version of Landauer's principle and suggests that the existence of quantum memory implies the existence of the perpetuum mobile of the second kind. Finally, a discussion of the stability property of information and its implications is presented.
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects
Baumann, Hendrik; Sandmann, Werner
2016-01-01
Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity. PMID:27010993
Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.
Baumann, Hendrik; Sandmann, Werner
2016-01-01
Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.
Stochastic methods for analysis of power flow in electric networks
NASA Astrophysics Data System (ADS)
1982-09-01
The modeling and effects of probabilistic behavior on steady state power system operation were analyzed. A solution to the steady state network flow equations which adhere both to Kirchoff's Laws and probabilistic laws, using either combinatorial or functional approximation techniques was obtained. The development of sound techniques for producing meaningful data to serve as input is examined. Electric demand modeling, equipment failure analysis, and algorithm development are investigated. Two major development areas are described: a decomposition of stochastic processes which gives stationarity, ergodicity, and even normality; and a powerful surrogate probability approach using proportions of time which allows the calculation of joint events from one dimensional probability spaces.
Sridhar, T; Nguyen, D A; Prabhakar, R; Prakash, J Ravi
2007-04-20
It has long been conjectured that the macroscopic dynamics of dilute polymer solutions may exhibit a glasslike slowdown caused by ergodicity breaking, in the vicinity of the coil-stretch transition in elongational flows. We report experimental observations using a filament stretching rheometer that confirm the existence of such glassy states. It is observed that different time-dependent elongational strain-rate profiles lead to a pronounced history dependence and aging effects within a narrow range of strain rates. The results have a direct bearing on the analysis and design of processes employing dilute polymer solutions, such as ink-jet printing, surface coating, and turbulent-drag reduction.
Effect of heating on the suppression of tearing modes in tokamaks.
Classen, I G J; Westerhof, E; Domier, C W; Donné, A J H; Jaspers, R J E; Luhmann, N C; Park, H K; van de Pol, M J; Spakman, G W; Jakubowski, M W
2007-01-19
The suppression of (neoclassical) tearing modes is of great importance for the success of future fusion reactors like ITER. Electron cyclotron waves can suppress islands, both by driving noninductive current in the island region and by heating the island, causing a perturbation to the Ohmic plasma current. This Letter reports on experiments on the TEXTOR tokamak, investigating the effect of heating, which is usually neglected. The unique set of tools available on TEXTOR, notably the dynamic ergodic divertor to create islands with a fully known driving term, and the electron cyclotron emission imaging diagnostic to provide detailed 2D electron temperature information, enables a detailed study of the suppression process and a comparison with theory.
Quantum phase slips: from condensed matter to ultracold quantum gases.
D'Errico, C; Abbate, S Scaffidi; Modugno, G
2017-12-13
Quantum phase slips (QPS) are the primary excitations in one-dimensional superfluids and superconductors at low temperatures. They have been well characterized in most condensed-matter systems, and signatures of their existence have been recently observed in superfluids based on quantum gases too. In this review, we briefly summarize the main results obtained on the investigation of phase slips from superconductors to quantum gases. In particular, we focus our attention on recent experimental results of the dissipation in one-dimensional Bose superfluids flowing along a shallow periodic potential, which show signatures of QPS.This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'. © 2017 The Author(s).
NASA Astrophysics Data System (ADS)
Mathieu, P.; Piatnitski, A.
2018-04-01
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle, we introduce the notions of steady state and weak steady state. We establish the continuity of weak steady states for an ergodic and uniformly elliptic environment. When the environment has finite range of dependence, we prove the existence of the steady state and weak steady state and compute its derivative at a vanishing force. Thus we obtain a complete `fluctuation-dissipation Theorem' in this context as well as the continuity of the effective variance.
Dimer motion on a periodic substrate: spontaneous symmetry breaking and absolute negative mobility.
Speer, David; Eichhorn, Ralf; Evstigneev, Mykhaylo; Reimann, Peter
2012-06-01
We consider two coupled particles moving along a periodic substrate potential with negligible inertia effects (overdamped limit). Even when the particles are identical and the substrate spatially symmetric, a sinusoidal external driving of appropriate amplitude and frequency may lead to spontaneous symmetry breaking in the form of a permanent directed motion of the dimer. Thermal noise restores ergodicity and thus zero net velocity, but entails arbitrarily fast diffusion of the dimer for sufficiently weak noise. Moreover, upon application of a static bias force, the dimer exhibits a motion opposite to that force (absolute negative mobility). The key requirement for all these effects is a nonconvex interaction potential of the two particles.
Unbiased Sampling of Globular Lattice Proteins in Three Dimensions
NASA Astrophysics Data System (ADS)
Jacobsen, Jesper Lykke
2008-03-01
We present a Monte Carlo method that allows efficient and unbiased sampling of Hamiltonian walks on a cubic lattice. Such walks are self-avoiding and visit each lattice site exactly once. They are often used as simple models of globular proteins, upon adding suitable local interactions. Our algorithm can easily be equipped with such interactions, but we study here mainly the flexible homopolymer case where each conformation is generated with uniform probability. We argue that the algorithm is ergodic and has dynamical exponent z=0. We then use it to study polymers of size up to 643=262144 monomers. Results are presented for the effective interaction between end points, and the interaction with the boundaries of the system.
NASA Astrophysics Data System (ADS)
Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.
2014-01-01
In stochastic optimal control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterized by a vector potential. We propose derivation of the generalized gauge-invariant Hamilton-Jacobi-Bellman equation as a variation over density and current, suggest hydrodynamic interpretation and discuss examples, e.g., ergodic control of a particle-within-a-circle, illustrating non-equilibrium space-time complexity.
NASA Astrophysics Data System (ADS)
Liao, Yunxiang; Levchenko, Alex; Foster, Matthew S.
2017-11-01
We derive the finite temperature Keldysh response theory for interacting fermions in the presence of quenched short-ranged disorder, as applicable to any of the 10 Altland-Zirnbauer classes in an Anderson delocalized phase with at least a U(1) continuous symmetry. In this formulation of the interacting Finkel'stein nonlinear sigma model, the statistics of one-body wave functions are encoded by the constrained matrix field, while physical correlations follow from the hydrodynamic density or spin response field, which decouples the interactions. Integrating out the matrix field first, we obtain weak (anti) localization and Altshuler-Aronov quantum conductance corrections from the hydrodynamic response function. This procedure automatically incorporates the correct infrared cutoff physics, and in particular gives the Altshuler-Aronov-Khmelnitsky (AAK) equations for dephasing of weak (anti)localization due to electron-electron collisions. We explicate the method by deriving known quantumcorrections in two dimensions for the symplectic metal class AII, as well as the spin-SU(2) invariant superconductor classes C and CI. We show that quantum conductance corrections due to the special modes at zero energy in nonstandard classes are automatically cut off by temperature, as previously expected, while the Wigner-Dyson class Cooperon modes that persist to all energies are cut by dephasing. We also show that for short-ranged interactions, the standard self-consistent solution for the dephasing rate is equivalent to a particular summation of diagrams via the self-consistent Born approximation. This should be compared to the corresponding AAK solution for long-ranged Coulomb interactions, which exploits the Markovian noise correlations induced by thermal fluctuations of the electromagnetic field. We discuss prospects for exploring the many-body localization transition as a dephasing catastrophe in short-range interacting models, as encountered by approaching from the ergodic side.
Elizondo-Aguilera, L F; Zubieta Rico, P F; Ruiz-Estrada, H; Alarcón-Waess, O
2014-11-01
A self-consistent generalized Langevin-equation theory is proposed to describe the self- and collective dynamics of a liquid of linear Brownian particles. The equations of motion for the spherical harmonics projections of the collective and self-intermediate-scattering functions, F_{lm,lm}(k,t) and F_{lm,lm}^{S}(k,t), are derived as a contraction of the description involving the stochastic equations of the corresponding tensorial one-particle density n_{lm}(k,t) and the translational (α=T) and rotational (α=R) current densities j_{lm}^{α}(k,t). Similar to the spherical case, these dynamic equations require as an external input the equilibrium structural properties of the system contained in the projections of the static structure factor, denoted by S_{lm,lm}(k). Complementing these exact equations with simple (Vineyard-like) approximate relations for the collective and the self-memory functions we propose a closed self-consistent set of equations for the dynamic properties involved. In the long-time asymptotic limit, these equations become the so-called bifurcation equations, whose solutions (the nonergodicity parameters) can be written, extending the spherical case, in terms of one translational and one orientational scalar dynamic order parameter, γ_{T} and γ_{R}, which characterize the possible dynamical arrest transitions of the system. As a concrete illustrative application of this theory we determine the dynamic arrest diagram of the dipolar hard-sphere fluid. In qualitative agreement with mode coupling theory, the present self-consistent equations also predict three different regions in the state space spanned by the macroscopic control parameters η (volume fraction) and T* (scaled temperature): a region of fully ergodic states, a region of mixed states, in which the translational degrees of freedom become arrested while the orientational degrees of freedom remain ergodic, and a region of fully nonergodic states.
Limmer, David T; Chandler, David
2014-07-01
We derive a phase diagram for amorphous solids and liquid supercooled water and explain why the amorphous solids of water exist in several different forms. Application of large-deviation theory allows us to prepare such phases in computer simulations. Along with nonequilibrium transitions between the ergodic liquid and two distinct amorphous solids, we establish coexistence between these two amorphous solids. The phase diagram we predict includes a nonequilibrium triple point where two amorphous phases and the liquid coexist. Whereas the amorphous solids are long-lived and slowly aging glasses, their melting can lead quickly to the formation of crystalline ice. Further, melting of the higher density amorphous solid at low pressures takes place in steps, transitioning to the lower-density glass before accessing a nonequilibrium liquid from which ice coarsens.
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed
2018-01-01
In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Makarashvili, Vakhtang; Merzari, Elia; Obabko, Aleksandr
We analyze the potential performance benefits of estimating expected quantities in large eddy simulations of turbulent flows using true ensembles rather than ergodic time averaging. Multiple realizations of the same flow are simulated in parallel, using slightly perturbed initial conditions to create unique instantaneous evolutions of the flow field. Each realization is then used to calculate statistical quantities. Provided each instance is sufficiently de-correlated, this approach potentially allows considerable reduction in the time to solution beyond the strong scaling limit for a given accuracy. This study focuses on the theory and implementation of the methodology in Nek5000, a massively parallelmore » open-source spectral element code.« less
Makarashvili, Vakhtang; Merzari, Elia; Obabko, Aleksandr; ...
2017-06-07
We analyze the potential performance benefits of estimating expected quantities in large eddy simulations of turbulent flows using true ensembles rather than ergodic time averaging. Multiple realizations of the same flow are simulated in parallel, using slightly perturbed initial conditions to create unique instantaneous evolutions of the flow field. Each realization is then used to calculate statistical quantities. Provided each instance is sufficiently de-correlated, this approach potentially allows considerable reduction in the time to solution beyond the strong scaling limit for a given accuracy. This study focuses on the theory and implementation of the methodology in Nek5000, a massively parallelmore » open-source spectral element code.« less
Lipschitz regularity results for nonlinear strictly elliptic equations and applications
NASA Astrophysics Data System (ADS)
Ley, Olivier; Nguyen, Vinh Duc
2017-10-01
Most of Lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic growth power in gradient, one usually uses weak Bernstein-type arguments which require regularity and/or convex-type assumptions on the gradient nonlinearity. In this article, we obtain new Lipschitz regularity results for a large class of nonlinear strictly elliptic equations with possibly arbitrary growth power of the Hamiltonian with respect to the gradient variable using some ideas coming from Ishii-Lions' method. We use these bounds to solve an ergodic problem and to study the regularity and the large time behavior of the solution of the evolution equation.
NASA Astrophysics Data System (ADS)
Liu, Qun; Jiang, Daqing; Hayat, Tasawar; Alsaedi, Ahmed
2018-06-01
In this paper, we develop and study a stochastic predator-prey model with stage structure for predator and Holling type II functional response. First of all, by constructing a suitable stochastic Lyapunov function, we establish sufficient conditions for the existence and uniqueness of an ergodic stationary distribution of the positive solutions to the model. Then, we obtain sufficient conditions for extinction of the predator populations in two cases, that is, the first case is that the prey population survival and the predator populations extinction; the second case is that all the prey and predator populations extinction. The existence of a stationary distribution implies stochastic weak stability. Numerical simulations are carried out to demonstrate the analytical results.
Metastable Distributions of Markov Chains with Rare Transitions
NASA Astrophysics Data System (ADS)
Freidlin, M.; Koralov, L.
2017-06-01
In this paper we consider Markov chains X^\\varepsilon _t with transition rates that depend on a small parameter \\varepsilon . We are interested in the long time behavior of X^\\varepsilon _t at various \\varepsilon -dependent time scales t = t(\\varepsilon ). The asymptotic behavior depends on how the point (1/\\varepsilon , t(\\varepsilon )) approaches infinity. We introduce a general notion of complete asymptotic regularity (a certain asymptotic relation between the ratios of transition rates), which ensures the existence of the metastable distribution for each initial point and a given time scale t(\\varepsilon ). The technique of i-graphs allows one to describe the metastable distribution explicitly. The result may be viewed as a generalization of the ergodic theorem to the case of parameter-dependent Markov chains.
Self-consistent approach to many-body localization and subdiffusion
NASA Astrophysics Data System (ADS)
Prelovšek, P.; Herbrych, J.
2017-07-01
An analytical theory, based on the perturbative treatment of the disorder and extended into a self-consistent set of equations for the dynamical density correlations, is developed and applied to the prototype one-dimensional model of many-body localization. Results show a qualitative agreement with the numerically obtained dynamical structure factor in the whole range of frequencies and wave vectors, as well as across the transition to nonergodic behavior. The theory reveals the singular nature of the one-dimensional problem, whereby on the ergodic side the dynamics is subdiffusive with dynamical conductivity σ (ω ) ∝|ω| α , i.e., with vanishing dc limit σ0=0 and α <1 varying with disorder, while we get α >1 in the localized phase.
Chaos-assisted tunneling in the presence of Anderson localization.
Doggen, Elmer V H; Georgeot, Bertrand; Lemarié, Gabriel
2017-10-01
Tunneling between two classically disconnected regular regions can be strongly affected by the presence of a chaotic sea in between. This phenomenon, known as chaos-assisted tunneling, gives rise to large fluctuations of the tunneling rate. Here we study chaos-assisted tunneling in the presence of Anderson localization effects in the chaotic sea. Our results show that the standard tunneling rate distribution is strongly modified by localization, going from the Cauchy distribution in the ergodic regime to a log-normal distribution in the strongly localized case, for both a deterministic and a disordered model. We develop a single-parameter scaling description which accurately describes the numerical data. Several possible experimental implementations using cold atoms, photonic lattices, or microwave billiards are discussed.
NASA Astrophysics Data System (ADS)
He, Yaoyao; Yang, Shanlin; Xu, Qifa
2013-07-01
In order to solve the model of short-term cascaded hydroelectric system scheduling, a novel chaotic particle swarm optimization (CPSO) algorithm using improved logistic map is introduced, which uses the water discharge as the decision variables combined with the death penalty function. According to the principle of maximum power generation, the proposed approach makes use of the ergodicity, symmetry and stochastic property of improved logistic chaotic map for enhancing the performance of particle swarm optimization (PSO) algorithm. The new hybrid method has been examined and tested on two test functions and a practical cascaded hydroelectric system. The experimental results show that the effectiveness and robustness of the proposed CPSO algorithm in comparison with other traditional algorithms.
Baumann, Gerd; Place, Robert F; Földes-Papp, Zeno
2010-08-01
In living cell or its nucleus, the motions of molecules are complicated due to the large crowding and expected heterogeneity of the intracellular environment. Randomness in cellular systems can be either spatial (anomalous) or temporal (heterogeneous). In order to separate both processes, we introduce anomalous random walks on fractals that represented crowded environments. We report the use of numerical simulation and experimental data of single-molecule detection by fluorescence fluctuation microscopy for detecting resolution limits of different mobile fractions in crowded environment of living cells. We simulate the time scale behavior of diffusion times tau(D)(tau) for one component, e.g. the fast mobile fraction, and a second component, e.g. the slow mobile fraction. The less the anomalous exponent alpha the higher the geometric crowding of the underlying structure of motion that is quantified by the ratio of the Hausdorff dimension and the walk exponent d(f)/d(w) and specific for the type of crowding generator used. The simulated diffusion time decreases for smaller values of alpha # 1 but increases for a larger time scale tau at a given value of alpha # 1. The effect of translational anomalous motion is substantially greater if alpha differs much from 1. An alpha value close to 1 contributes little to the time dependence of subdiffusive motions. Thus, quantitative determination of molecular weights from measured diffusion times and apparent diffusion coefficients, respectively, in temporal auto- and crosscorrelation analyses and from time-dependent fluorescence imaging data are difficult to interpret and biased in crowded environments of living cells and their cellular compartments; anomalous dynamics on different time scales tau must be coupled with the quantitative analysis of how experimental parameters change with predictions from simulated subdiffusive dynamics of molecular motions and mechanistic models. We first demonstrate that the crowding exponent alpha also determines the resolution of differences in diffusion times between two components in addition to photophysical parameters well-known for normal motion in dilute solution. The resolution limit between two different kinds of single molecule species is also analyzed under translational anomalous motion with broken ergodicity. We apply our theoretical predictions of diffusion times and lower limits for the time resolution of two components to fluorescence images in human prostate cancer cells transfected with GFP-Ago2 and GFP-Ago1. In order to mimic heterogeneous behavior in crowded environments of living cells, we need to introduce so-called continuous time random walks (CTRW). CTRWs were originally performed on regular lattice. This purely stochastic molecule behavior leads to subdiffusive motion with broken ergodicity in our simulations. For the first time, we are able to quantitatively differentiate between anomalous motion without broken ergodicity and anomalous motion with broken ergodicity in time-dependent fluorescence microscopy data sets of living cells. Since the experimental conditions to measure a selfsame molecule over an extended period of time, at which biology is taken place, in living cells or even in dilute solution are very restrictive, we need to perform the time average over a subpopulation of different single molecules of the same kind. For time averages over subpopulations of single molecules, the temporal auto- and crosscorrelation functions are first found. Knowing the crowding parameter alpha for the cell type and cellular compartment type, respectively, the heterogeneous parameter gamma can be obtained from the measurements in the presence of the interacting reaction partner, e.g. ligand, with the same alpha value. The product alpha x gamma = gamma is not a simple fitting parameter in the temporal auto- and two-color crosscorrelation functions because it is related to the proper physical models of anomalous (spatial) and heterogeneous (temporal) randomness in cellular systems.We have already derived an analytical solution gamma for in the special case of gamma = 3/2. In the case of two-color crosscorrelation or/and two-color fluorescence imaging (co-localization experiments), the second component is also a two-color species gr, for example a different molecular complex with an additional ligand. Here, we first show that plausible biological mechanisms from FCS/ FCCS and fluorescence imaging in living cells are highly questionable without proper quantitative physical models of subdiffusive motion and temporal randomness. At best, such quantitative FCS/ FCCS and fluorescence imaging data are difficult to interpret under crowding and heterogeneous conditions. It is challenging to translate proper physical models of anomalous (spatial) and heterogeneous (temporal) randomness in living cells and their cellular compartments like the nucleus into biological models of the cell biological process under study testable by single-molecule approaches. Otherwise, quantitative FCS/FCCS and fluorescence imaging measurements in living cells are not well described and cannot be interpreted in a meaningful way.
NASA Astrophysics Data System (ADS)
Lakhani, Archana; Kushwaha, Pallavi; Rawat, R.; Kumar, Kranti; Banerjee, A.; Chaddah, P.
2010-01-01
Glass-like arrest has recently been reported in various magnetic materials. As in structural glasses, the kinetics of a first order transformation is arrested while retaining the higher entropy phase as a non-ergodic state. We show visual mesoscopic evidence of the irreversible transformation of the arrested antiferromagnetic-insulating phase in Pr0.5Ca0.5Mn0.975Al0.025O3 to its equilibrium ferromagnetic-metallic phase with an isothermal increase of magnetic field, similar to its iso-field transformation on warming. The magnetic field dependence of the non-equilibrium to equilibrium transformation temperature is shown to be governed by Le Chatelier's principle.
Interacting with an artificial partner: modeling the role of emotional aspects.
Cattinelli, Isabella; Goldwurm, Massimiliano; Borghese, N Alberto
2008-12-01
In this paper we introduce a simple model based on probabilistic finite state automata to describe an emotional interaction between a robot and a human user, or between simulated agents. Based on the agent's personality, attitude, and nature, and on the emotional inputs it receives, the model will determine the next emotional state displayed by the agent itself. The probabilistic and time-varying nature of the model yields rich and dynamic interactions, and an autonomous adaptation to the interlocutor. In addition, a reinforcement learning technique is applied to have one agent drive its partner's behavior toward desired states. The model may also be used as a tool for behavior analysis, by extracting high probability patterns of interaction and by resorting to the ergodic properties of Markov chains.
The modified turning bands (MTB) model for space-time rainfall. I. Model definition and properties
NASA Astrophysics Data System (ADS)
Mellor, Dale
1996-02-01
A new stochastic model of space-time rainfall, the Modified Turning Bands (MTB) model, is proposed which reproduces, in particular, the movements and developments of rainbands, cluster potential regions and raincells, as well as their respective interactions. The ensemble correlation structure is unsuitable for practical estimation of the model parameters because the model is not ergodic in this statistic, and hence it cannot easily be measured from a single real storm. Thus, some general theory on the internal covariance structure of a class of stochastic models is presented, of which the MTB model is an example. It is noted that, for the MTB model, the internal covariance structure may be measured from a single storm, and can thus be used for model identification.
The generalization ability of online SVM classification based on Markov sampling.
Xu, Jie; Yan Tang, Yuan; Zou, Bin; Xu, Zongben; Li, Luoqing; Lu, Yang
2015-03-01
In this paper, we consider online support vector machine (SVM) classification learning algorithms with uniformly ergodic Markov chain (u.e.M.c.) samples. We establish the bound on the misclassification error of an online SVM classification algorithm with u.e.M.c. samples based on reproducing kernel Hilbert spaces and obtain a satisfactory convergence rate. We also introduce a novel online SVM classification algorithm based on Markov sampling, and present the numerical studies on the learning ability of online SVM classification based on Markov sampling for benchmark repository. The numerical studies show that the learning performance of the online SVM classification algorithm based on Markov sampling is better than that of classical online SVM classification based on random sampling as the size of training samples is larger.
Limmer, David T.; Chandler, David
2014-01-01
We derive a phase diagram for amorphous solids and liquid supercooled water and explain why the amorphous solids of water exist in several different forms. Application of large-deviation theory allows us to prepare such phases in computer simulations. Along with nonequilibrium transitions between the ergodic liquid and two distinct amorphous solids, we establish coexistence between these two amorphous solids. The phase diagram we predict includes a nonequilibrium triple point where two amorphous phases and the liquid coexist. Whereas the amorphous solids are long-lived and slowly aging glasses, their melting can lead quickly to the formation of crystalline ice. Further, melting of the higher density amorphous solid at low pressures takes place in steps, transitioning to the lower-density glass before accessing a nonequilibrium liquid from which ice coarsens. PMID:24858957
On Another Edge of Defocusing: Hyperbolicity of Asymmetric Lemon Billiards
NASA Astrophysics Data System (ADS)
Bunimovich, Leonid; Zhang, Hong-Kun; Zhang, Pengfei
2016-02-01
Defocusing mechanism provides a way to construct chaotic (hyperbolic) billiards with focusing components by separating all regular components of the boundary of a billiard table sufficiently far away from each focusing component. If all focusing components of the boundary of the billiard table are circular arcs, then the above separation requirement reduces to that all circles obtained by completion of focusing components are contained in the billiard table. In the present paper we demonstrate that a class of convex tables— asymmetric lemons, whose boundary consists of two circular arcs, generate hyperbolic billiards. This result is quite surprising because the focusing components of the asymmetric lemon table are extremely close to each other, and because these tables are perturbations of the first convex ergodic billiard constructed more than 40 years ago.
Daydreaming, Thought Blocking and Strudels in the Taskless, Resting Human Brain's Magnetic Fields
NASA Astrophysics Data System (ADS)
Mandell, Arnold J.; Selz, Karen A.; Aven, John; Holroyd, Tom; Coppola, Richard
2011-04-01
The incidence, i(S), and duration, l(S), of transient, intermittent, hierarchical vorticities, strudels, S, in magnetic flux fluctuations, were computed from MEG records. from 91 task-free resting subjects. The MEG's i(S) and l(S) manifested characteristic times and entropic sensitivity resembling those reported in psychological studies of daydreaming and task-unrelated thoughts, TUTs. Transient reduction or absences of strudels can be found in patients with syndromes characterized by thought blocking. Positive ergodic single orbit measures of expansiveness and mixing predict i(S) and l(S). An analogy with the relationship between intermittent pontine-geniculate-occipital waves and dreaming is made to strudels with daydreaming. Both can be interpreted as neurophysiological correlates of the spontaneous intrusions into consciousness of the never idle unconscious mind.
NASA Astrophysics Data System (ADS)
Hu, Zixi; Yao, Zhewei; Li, Jinglai
2017-03-01
Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.
NASA Astrophysics Data System (ADS)
Iadecola, Thomas; Hsieh, Timothy H.
2018-05-01
We show that time-reflection symmetry in periodically driven (Floquet) quantum systems enables an inherently nonequilibrium phenomenon structurally similar to quantum-mechanical supersymmetry. In particular, we find Floquet analogs of the Witten index that place lower bounds on the degeneracies of states with quasienergies 0 and π . Moreover, we show that in some cases time-reflection symmetry can also interchange fermions and bosons, leading to fermion-boson pairs with opposite quasienergy. We provide a simple class of disordered, interacting, and ergodic Floquet models with an exponentially large number of states at quasienergies 0 and π , which are robust as long as the time-reflection symmetry is preserved. Floquet supersymmetry manifests itself in the evolution of certain local observables as a period-doubling effect with dramatic finite-size scaling, providing a clear signature for experiments.
Intermittent many-body dynamics at equilibrium
NASA Astrophysics Data System (ADS)
Danieli, C.; Campbell, D. K.; Flach, S.
2017-06-01
The equilibrium value of an observable defines a manifold in the phase space of an ergodic and equipartitioned many-body system. A typical trajectory pierces that manifold infinitely often as time goes to infinity. We use these piercings to measure both the relaxation time of the lowest frequency eigenmode of the Fermi-Pasta-Ulam chain, as well as the fluctuations of the subsequent dynamics in equilibrium. The dynamics in equilibrium is characterized by a power-law distribution of excursion times far off equilibrium, with diverging variance. Long excursions arise from sticky dynamics close to q -breathers localized in normal mode space. Measuring the exponent allows one to predict the transition into nonergodic dynamics. We generalize our method to Klein-Gordon lattices where the sticky dynamics is due to discrete breathers localized in real space.
Dynamical manifestations of quantum chaos
NASA Astrophysics Data System (ADS)
Torres Herrera, Eduardo Jonathan; Santos, Lea
2017-04-01
A main feature of a chaotic quantum system is a rigid spectrum, where the levels do not cross. Dynamical quantities, such as the von Neumann entanglement entropy, Shannon information entropy, and out-of-time correlators can differentiate the ergodic from the nonergodic phase in disordered interacting systems, but not level repulsion from level crossing in the delocalized phase of disordered and clean models. This is in contrast with the long-time evolution of the survival probability of the initial state. The onset of correlated energy levels is manifested by a drop, referred to as correlation hole, below the asymptotic value of the survival probability. The correlation hole is an unambiguous indicator of the presence of level repulsion. EJTH is grateful to VIEP, BUAP for financial support through the VIEP projects program.
NASA Astrophysics Data System (ADS)
Beyhaghi, Pooriya
2016-11-01
This work considers the problem of the efficient minimization of the infinite time average of a stationary ergodic process in the space of a handful of independent parameters which affect it. Problems of this class, derived from physical or numerical experiments which are sometimes expensive to perform, are ubiquitous in turbulence research. In such problems, any given function evaluation, determined with finite sampling, is associated with a quantifiable amount of uncertainty, which may be reduced via additional sampling. This work proposes the first algorithm of this type. Our algorithm remarkably reduces the overall cost of the optimization process for problems of this class. Further, under certain well-defined conditions, rigorous proof of convergence is established to the global minimum of the problem considered.
Texture Analysis of Chaotic Coupled Map Lattices Based Image Encryption Algorithm
NASA Astrophysics Data System (ADS)
Khan, Majid; Shah, Tariq; Batool, Syeda Iram
2014-09-01
As of late, data security is key in different enclosures like web correspondence, media frameworks, therapeutic imaging, telemedicine and military correspondence. In any case, a large portion of them confronted with a few issues, for example, the absence of heartiness and security. In this letter, in the wake of exploring the fundamental purposes of the chaotic trigonometric maps and the coupled map lattices, we have presented the algorithm of chaos-based image encryption based on coupled map lattices. The proposed mechanism diminishes intermittent impact of the ergodic dynamical systems in the chaos-based image encryption. To assess the security of the encoded image of this scheme, the association of two nearby pixels and composition peculiarities were performed. This algorithm tries to minimize the problems arises in image encryption.
Quantum Anosov flows: A new family of examples
NASA Astrophysics Data System (ADS)
Peter, Ingo J.; Emch, Gérard G.
1998-09-01
A quantum version is presented for the Anosov system defined by the time evolution implemented by the geodesic coflow on the cotangent bundle of any compact quotient manifold obtained from the Poincaré half-plane. While the canonical Weyl algebra does not close under time evolution, the symplectic structure of these classical systems can be exploited to produce objects akin to the CCR algebras encountered in quantum field theory. This construction allows one to lift both the geodesic and the horocyclic flows to a Weyl algebra describing the quantum dynamics corresponding to the systems under consideration. The Anosov relations as proposed in Ref. Reference 1 are found to be valid for these models. A quantum version of the classical ergodicity of these systems is discussed in the last section.
Stochastic arbitrage return and its implication for option pricing
NASA Astrophysics Data System (ADS)
Fedotov, Sergei; Panayides, Stephanos
2005-01-01
The purpose of this work is to explore the role that random arbitrage opportunities play in pricing financial derivatives. We use a non-equilibrium model to set up a stochastic portfolio, and for the random arbitrage return, we choose a stationary ergodic random process rapidly varying in time. We exploit the fact that option price and random arbitrage returns change on different time scales which allows us to develop an asymptotic pricing theory involving the central limit theorem for random processes. We restrict ourselves to finding pricing bands for options rather than exact prices. The resulting pricing bands are shown to be independent of the detailed statistical characteristics of the arbitrage return. We find that the volatility “smile” can also be explained in terms of random arbitrage opportunities.
NASA Astrophysics Data System (ADS)
Berkolaiko, G.
2003-12-01
The book represents the collected lectures given at the Summer School on Mathematical Aspects of Quantum Maps held at Bologna University in September 2001. Quantum maps gained their prominence as a testing ground for mathematical understanding of various concepts in quantum chaos, such as the spectral statistics, quantum ergodicity, scarring of the eigenfunctions and the connection to algebraic number theory. The book is nicely structured. It begins by reviewing the relevant concepts and results from dynamical systems (a contribution by A Knauf) and number theory (by Z Rudnick). A contribution by the editors, M Degli Esposti and S Graffi, explains the quantization procedure for the quantum maps and proceeds to discuss some properties of the quantized maps, such as ergodicity and scarring, and the number theoretical techniques involved in proving these properties. The contribution by A Bäacker discusses the numerical methods used to study quantum chaotic systems. It contains both the mathematical background and a detailed explanation of the numerical techniques, possible pitfalls at the implementation stage and how to avoid them. It even contains a computer program in Python used by the author to compute the eigenvalues of a perturbed cat map. The last contribution, by R Artuso, while very interesting in itself, feels somewhat disconnected from the rest of the book. It deals with deterministic transport in hyperbolic and weakly chaotic systems, where one can observe normal and anomalous diffusion respectively. Although being a collection of contributions from various authors, the book feels very much like a well-coordinated team effort, with frequent cross-contributional references underlying the connections between different facets of the discussed subjects. I consider it an invaluable reference for researchers in the field of quantum chaos and would recommend it as a first read for people just entering the field. It contains both the necessary background information and tasters of the main results and concepts of quantum chaos. The only slight drawback of the book is the misprints in some of the contributions, which can make an understanding more difficult than it should be.
Protein electron transfer: is biology (thermo)dynamic?
NASA Astrophysics Data System (ADS)
Matyushov, Dmitry V.
2015-12-01
Simple physical mechanisms are behind the flow of energy in all forms of life. Energy comes to living systems through electrons occupying high-energy states, either from food (respiratory chains) or from light (photosynthesis). This energy is transformed into the cross-membrane proton-motive force that eventually drives all biochemistry of the cell. Life’s ability to transfer electrons over large distances with nearly zero loss of free energy is puzzling and has not been accomplished in synthetic systems. The focus of this review is on how this energetic efficiency is realized. General physical mechanisms and interactions that allow proteins to fold into compact water-soluble structures are also responsible for a rugged landscape of energy states and a broad distribution of relaxation times. Specific to a protein as a fluctuating thermal bath is the protein-water interface, which is heterogeneous both dynamically and structurally. The spectrum of interfacial fluctuations is a consequence of protein’s elastic flexibility combined with a high density of surface charges polarizing water dipoles into surface nanodomains. Electrostatics is critical to the protein function and the relevant questions are: (i) What is the spectrum of interfacial electrostatic fluctuations? (ii) Does the interfacial biological water produce electrostatic signatures specific to proteins? (iii) How is protein-mediated chemistry affected by electrostatics? These questions connect the fluctuation spectrum to the dynamical control of chemical reactivity, i.e. the dependence of the activation free energy of the reaction on the dynamics of the bath. Ergodicity is often broken in protein-driven reactions and thermodynamic free energies become irrelevant. Continuous ergodicity breaking in a dense spectrum of relaxation times requires using dynamically restricted ensembles to calculate statistical averages. When applied to the calculation of the rates, this formalism leads to the nonergodic activated kinetics, which extends the transition-state theory to dynamically dispersive media. Releasing the grip of thermodynamics in kinetic calculations through nonergodicity provides the mechanism for an efficient optimization between reaction rates and the spectrum of relaxation times of the protein-water thermal bath. Bath dynamics, it appears, play as important role as the free energy in optimizing biology’s performance.
Physics-Based Hazard Assessment for Critical Structures Near Large Earthquake Sources
NASA Astrophysics Data System (ADS)
Hutchings, L.; Mert, A.; Fahjan, Y.; Novikova, T.; Golara, A.; Miah, M.; Fergany, E.; Foxall, W.
2017-09-01
We argue that for critical structures near large earthquake sources: (1) the ergodic assumption, recent history, and simplified descriptions of the hazard are not appropriate to rely on for earthquake ground motion prediction and can lead to a mis-estimation of the hazard and risk to structures; (2) a physics-based approach can address these issues; (3) a physics-based source model must be provided to generate realistic phasing effects from finite rupture and model near-source ground motion correctly; (4) wave propagations and site response should be site specific; (5) a much wider search of possible sources of ground motion can be achieved computationally with a physics-based approach; (6) unless one utilizes a physics-based approach, the hazard and risk to structures has unknown uncertainties; (7) uncertainties can be reduced with a physics-based approach, but not with an ergodic approach; (8) computational power and computer codes have advanced to the point that risk to structures can be calculated directly from source and site-specific ground motions. Spanning the variability of potential ground motion in a predictive situation is especially difficult for near-source areas, but that is the distance at which the hazard is the greatest. The basis of a "physical-based" approach is ground-motion syntheses derived from physics and an understanding of the earthquake process. This is an overview paper and results from previous studies are used to make the case for these conclusions. Our premise is that 50 years of strong motion records is insufficient to capture all possible ranges of site and propagation path conditions, rupture processes, and spatial geometric relationships between source and site. Predicting future earthquake scenarios is necessary; models that have little or no physical basis but have been tested and adjusted to fit available observations can only "predict" what happened in the past, which should be considered description as opposed to prediction. We have developed a methodology for synthesizing physics-based broadband ground motion that incorporates the effects of realistic earthquake rupture along specific faults and the actual geology between the source and site.
Many-Body Quantum Chaos: Analytic Connection to Random Matrix Theory
NASA Astrophysics Data System (ADS)
Kos, Pavel; Ljubotina, Marko; Prosen, Tomaž
2018-04-01
A key goal of quantum chaos is to establish a relationship between widely observed universal spectral fluctuations of clean quantum systems and random matrix theory (RMT). Most prominent features of such RMT behavior with respect to a random spectrum, both encompassed in the spectral pair correlation function, are statistical suppression of small level spacings (correlation hole) and enhanced stiffness of the spectrum at large spectral ranges. For single-particle systems with fully chaotic classical counterparts, the problem has been partly solved by Berry [Proc. R. Soc. A 400, 229 (1985), 10.1098/rspa.1985.0078] within the so-called diagonal approximation of semiclassical periodic-orbit sums, while the derivation of the full RMT spectral form factor K (t ) (Fourier transform of the spectral pair correlation function) from semiclassics has been completed by Müller et al. [Phys. Rev. Lett. 93, 014103 (2004), 10.1103/PhysRevLett.93.014103]. In recent years, the questions of long-time dynamics at high energies, for which the full many-body energy spectrum becomes relevant, are coming to the forefront even for simple many-body quantum systems, such as locally interacting spin chains. Such systems display two universal types of behaviour which are termed the "many-body localized phase" and "ergodic phase." In the ergodic phase, the spectral fluctuations are excellently described by RMT, even for very simple interactions and in the absence of any external source of disorder. Here we provide a clear theoretical explanation for these observations. We compute K (t ) in the leading two orders in t and show its agreement with RMT for nonintegrable, time-reversal invariant many-body systems without classical counterparts, a generic example of which are Ising spin-1 /2 models in a periodically kicking transverse field. In particular, we relate K (t ) to partition functions of a class of twisted classical Ising models on a ring of size t ; hence, the leading-order RMT behavior K (t )≃2 t is a consequence of translation and reflection symmetry of the Ising partition function.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kumar, Nitish, E-mail: nitishkumar.iitk@gmail.com; Ansell, Troy Y.; Cann, David P.
Lead-free Bi(Mg{sub 1/2}Ti{sub 1/2})O{sub 3}-(Bi{sub 1/2}K{sub 1/2})TiO{sub 3}-(Bi{sub 1/2}Na{sub 1/2})TiO{sub 3} (BMT-BKT-BNT) ceramics have been shown to exhibit large electromechanical strains under high electric fields along with negligible fatigue under strong electric fields. To investigate the role of point defects on the fatigue characteristics, the composition 5BMT-40BKT-55BNT was doped to incorporate acceptor and donor defects on the A and B sites by adjusting the Bi/Na and Ti/Mg stoichiometries. All samples had pseudo-cubic symmetries based on x-ray diffraction, typical of relaxors. Dielectric measurements showed that the high and low temperature phase transitions were largely unaffected by doping. Acceptor doping resulted inmore » the observation of a typical ferroelectric-like polarization with a remnant polarization and strain hysteresis loops with significant negative strain. Donor-doped compositions exhibited characteristics that were indicative of an ergodic relaxor phase. Fatigue measurements were carried out on all of the compositions. While the A-site acceptor-doped composition showed a small degradation in maximum strain after 10{sup 6} cycles, the other compositions were essentially fatigue free. Impedance measurements were used to identify the important conduction mechanisms in these compositions. As expected, the presence of defects did not strongly influence the fatigue behavior in donor-doped compositions owing to the nature of their reversible field-induced phase transformation. Even for the acceptor-doped compositions, which had stable domains in the absence of an electric field at room temperature, there was negligible degradation in the maximum strain due to fatigue. This suggests that either the defects introduced through stoichiometric variations do not play a prominent role in fatigue in these systems or it is compensated by factors like decrease in coercive field, an increase in ergodicity, symmetry change, or other factors.« less
Non-equilibrium phase transitions in a liquid crystal
NASA Astrophysics Data System (ADS)
Dan, K.; Roy, M.; Datta, A.
2015-09-01
The present manuscript describes kinetic behaviour of the glass transition and non-equilibrium features of the "Nematic-Isotropic" (N-I) phase transition of a well known liquid crystalline material N-(4-methoxybenzylidene)-4-butylaniline from the effects of heating rate and initial temperature on the transitions, through differential scanning calorimetry (DSC), Fourier transform infrared and fluorescence spectroscopy. Around the vicinity of the glass transition temperature (Tg), while only a change in the baseline of the ΔCp vs T curve is observed for heating rate (β) > 5 K min-1, consistent with a glass transition, a clear peak for β ≤ 5 K min-1 and the rapid reduction in the ΔCp value from the former to the latter rate correspond to an order-disorder transition and a transition from ergodic to non-ergodic behaviour. The ln β vs 1000/T curve for the glass transition shows convex Arrhenius behaviour that can be explained very well by a purely entropic activation barrier [Dan et al., Eur. Phys. Lett. 108, 36007 (2014)]. Fourier transform infrared spectroscopy indicates sudden freezing of the out-of-plane distortion vibrations of the benzene rings around the glass transition temperature and a considerable red shift indicating enhanced coplanarity of the benzene rings and, consequently, enhancement in the molecular ordering compared to room temperature. We further provide a direct experimental evidence of the non-equilibrium nature of the N-I transition through the dependence of this transition temperature (TNI) and associated enthalpy change (ΔH) on the initial temperature (at fixed β-values) for the DSC scans. A plausible qualitative explanation based on Mesquita's extension of Landau-deGennes theory [O. N. de Mesquita, Braz. J. Phys. 28, 257 (1998)] has been put forward. The change in the molecular ordering from nematic to isotropic phase has been investigated through fluorescence anisotropy measurements where the order parameter, quantified by the anisotropy, goes to zero from nematic to isotropic phase. To a point below the transition temperature, the order parameter is constant but decreases linearly with increase in temperature below that indicating the dependence of nematic ordering on the initial temperature during heating consistent with the non-equilibrium nature of nematic-isotropic phase transition.
The canonical quantization of chaotic maps on the torus
NASA Astrophysics Data System (ADS)
Rubin, Ron Shai
In this thesis, a quantization method for classical maps on the torus is presented. The quantum algebra of observables is defined as the quantization of measurable functions on the torus with generators exp (2/pi ix) and exp (2/pi ip). The Hilbert space we use remains the infinite-dimensional L2/ (/IR, dx). The dynamics is given by a unitary quantum propagator such that as /hbar /to 0, the classical dynamics is returned. We construct such a quantization for the Kronecker map, the cat map, the baker's map, the kick map, and the Harper map. For the cat map, we find the same for the propagator on the plane the same integral kernel conjectured in (HB) using semiclassical methods. We also define a quantum 'integral over phase space' as a trace over the quantum algebra. Using this definition, we proceed to define quantum ergodicity and mixing for maps on the torus. We prove that the quantum cat map and Kronecker map are both ergodic, but only the cat map is mixing, true to its classical origins. For Planck's constant satisfying the integrality condition h = 1/N, with N/in doubz+, we construct an explicit isomorphism between L2/ (/IR, dx) and the Hilbert space of sections of an N-dimensional vector bundle over a θ-torus T2 of boundary conditions. The basis functions are distributions in L2/ (/IR, dx), given by an infinite comb of Dirac δ-functions. In Bargmann space these distributions take on the form of Jacobi ϑ-functions. Transformations from position to momentum representation can be implemented via a finite N-dimensional discrete Fourier transform. With the θ-torus, we provide a connection between the finite-dimensional quantum maps given in the physics literature and the canonical quantization presented here and found in the language of pseudo-differential operators elsewhere in mathematics circles. Specifically, at a fixed point of the dynamics on the θ-torus, we return a finite-dimensional matrix propagator. We present this connection explicitly for several examples.
NASA Astrophysics Data System (ADS)
Müller, Jens; Hartmann, Benedikt; Sasaki, Takahiko
2017-12-01
The unique possibilities of fine-tuning their physical properties in the vicinity of the Mott metal-insulator transition make the quasi-two-dimensional organic charge-transfer salts ?-(BEDT-TTF)?X unprecedented model systems for studying the fundamentals of electron-electron correlations and the coupling between charge, spin and lattice degrees of freedom in reduced dimensions. The critical properties and the universality class of the Mott transition, however, are controversially debated for these materials, and information on the low-frequency dynamical properties of the correlated electrons is rather limited. By introducing fluctuation (noise) spectroscopy as a powerful new tool for studying the slow dynamics of charge carriers, in the past years we have been able to extract spectroscopic information on the coupling of charge carriers to the vibrational degrees of freedom of the crystal lattice. This is related to a glassy freezing of the BEDT-TTF molecules' ethylene end-group (EEG) rotations at elevated temperatures, which (i) results in a small amount of (intrinsic) disorder and (ii) crucially influences the ratio of bandwidth to on-site Coulomb repulsion (W / U) and therefore the samples' position in the phase diagram, i.e. the electronic ground state. The low-frequency resistance fluctuations show a dramatic enhancement and divergent behaviour when tuning the sample close to the critical point of the Mott transition, accompanied by a strong shift of spectral weight to low frequencies and the onset of non-Gaussian behaviour. This indicates the critical slowing down of the order-parameter (doublon density) fluctuations and suggests a collective dynamics of the correlated electrons. In order to enable detailed investigations of this hypothesis in future experiments, by exploiting the structural EEG relaxation, a 'warming cycle' protocol can be established that allows for fine-tuning the sample across the Mott transition and therefore precisely accessing the finite-temperature critical endpoint. We 'calibrate' this procedure by a comparison to pressure-tuning experiments on the same sample. This method will allow to map out the region of ergodicity breaking around the critical endpoint and its dependence on disorder.
Edwards statistical mechanics for jammed granular matter
NASA Astrophysics Data System (ADS)
Baule, Adrian; Morone, Flaviano; Herrmann, Hans J.; Makse, Hernán A.
2018-01-01
In 1989, Sir Sam Edwards made the visionary proposition to treat jammed granular materials using a volume ensemble of equiprobable jammed states in analogy to thermal equilibrium statistical mechanics, despite their inherent athermal features. Since then, the statistical mechanics approach for jammed matter—one of the very few generalizations of Gibbs-Boltzmann statistical mechanics to out-of-equilibrium matter—has garnered an extraordinary amount of attention by both theorists and experimentalists. Its importance stems from the fact that jammed states of matter are ubiquitous in nature appearing in a broad range of granular and soft materials such as colloids, emulsions, glasses, and biomatter. Indeed, despite being one of the simplest states of matter—primarily governed by the steric interactions between the constitutive particles—a theoretical understanding based on first principles has proved exceedingly challenging. Here a systematic approach to jammed matter based on the Edwards statistical mechanical ensemble is reviewed. The construction of microcanonical and canonical ensembles based on the volume function, which replaces the Hamiltonian in jammed systems, is discussed. The importance of approximation schemes at various levels is emphasized leading to quantitative predictions for ensemble averaged quantities such as packing fractions and contact force distributions. An overview of the phenomenology of jammed states and experiments, simulations, and theoretical models scrutinizing the strong assumptions underlying Edwards approach is given including recent results suggesting the validity of Edwards ergodic hypothesis for jammed states. A theoretical framework for packings whose constitutive particles range from spherical to nonspherical shapes such as dimers, polymers, ellipsoids, spherocylinders or tetrahedra, hard and soft, frictional, frictionless and adhesive, monodisperse, and polydisperse particles in any dimensions is discussed providing insight into a unifying phase diagram for all jammed matter. Furthermore, the connection between the Edwards ensemble of metastable jammed states and metastability in spin glasses is established. This highlights the fact that the packing problem can be understood as a constraint satisfaction problem for excluded volume and force and torque balance leading to a unifying framework between the Edwards ensemble of equiprobable jammed states and out-of-equilibrium spin glasses.
Semantic Context Detection Using Audio Event Fusion
NASA Astrophysics Data System (ADS)
Chu, Wei-Ta; Cheng, Wen-Huang; Wu, Ja-Ling
2006-12-01
Semantic-level content analysis is a crucial issue in achieving efficient content retrieval and management. We propose a hierarchical approach that models audio events over a time series in order to accomplish semantic context detection. Two levels of modeling, audio event and semantic context modeling, are devised to bridge the gap between physical audio features and semantic concepts. In this work, hidden Markov models (HMMs) are used to model four representative audio events, that is, gunshot, explosion, engine, and car braking, in action movies. At the semantic context level, generative (ergodic hidden Markov model) and discriminative (support vector machine (SVM)) approaches are investigated to fuse the characteristics and correlations among audio events, which provide cues for detecting gunplay and car-chasing scenes. The experimental results demonstrate the effectiveness of the proposed approaches and provide a preliminary framework for information mining by using audio characteristics.
Dynamics and asymptotics of correlations in a many-body localized system
NASA Astrophysics Data System (ADS)
Campbell, Steve; Power, Matthew J. M.; De Chiara, Gabriele
2017-08-01
We examine the dynamics of nearest-neighbor bipartite concurrence and total correlations in the spin-1/2 XXZ model with random fields. We show, starting from factorized random initial states, that the concurrence can suffer entanglement sudden death in the long time limit and therefore may not be a useful indicator of the properties of the system. In contrast, we show that the total correlations capture the dynamics more succinctly, and further reveal a fundamental difference in the dynamics governed by the ergodic versus many-body localized phases, with the latter exhibiting dynamical oscillations. Finally, we consider an initial state composed of several singlet pairs and show that by fixing the correlation properties, while the dynamics do not reveal noticeable differences between the phases, the long-time values of the correlation measures appear to indicate the critical region.
NASA Astrophysics Data System (ADS)
Gunawan, Fergyanto E.; Abbas, Bahtiar S.; Atmadja, Wiedjaja; Yoseph Chandra, Fajar; Agung, Alexander AS; Kusnandar, Erwin
2014-03-01
Traffic congestion in Asian megacities has become extremely worse, and any means to lessen the congestion level is urgently needed. Building an efficient mass transportation system is clearly necessary. However, implementing Intelligent Transportation Systems (ITS) have also been demonstrated effective in various advanced countries. Recently, the floating vehicle technique (FVT), an ITS implementation, has become cost effective to provide real-time traffic information with proliferation of the smartphones. Although many publications have discussed various issues related to the technique, none of them elaborates the discrepancy of a single floating car data (FCD) and the associated fleet data. This work addresses the issue based on an analysis of Sugiyama et al's experimental data. The results indicate that there is an optimum averaging time interval such that the estimated velocity by the FVT reasonably representing the traffic velocity.
Thermodynamics of quantum information scrambling
NASA Astrophysics Data System (ADS)
Campisi, Michele; Goold, John
2017-06-01
Scrambling of quantum information can conveniently be quantified by so-called out-of-time-order correlators (OTOCs), i.e., correlators of the type <[Wτ,V ] †[Wτ,V ] > , whose measurements present a formidable experimental challenge. Here we report on a method for the measurement of OTOCs based on the so-called two-point measurement scheme developed in the field of nonequilibrium quantum thermodynamics. The scheme is of broader applicability than methods employed in current experiments and provides a clear-cut interpretation of quantum information scrambling in terms of nonequilibrium fluctuations of thermodynamic quantities, such as work and heat. Furthermore, we provide a numerical example on a spin chain which highlights the utility of our thermodynamic approach when understanding the differences between integrable and ergodic behaviors. We also discuss how the method can be used to extend the reach of current experiments.
Daydreaming, Thought Blocking and Strudels in the Taskless, Resting Human Brain's Magnetic Fields
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mandell, Arnold J.; Cielo Institute, 486 Sunset Dr., Asheville, NC 28804-3727; Selz, Karen A.
The incidence, i(S), and duration, l(S), of transient, intermittent, hierarchical vorticities, strudels, S, in magnetic flux fluctuations, were computed from MEG records. from 91 task-free resting subjects. The MEG's i(S) and l(S) manifested characteristic times and entropic sensitivity resembling those reported in psychological studies of daydreaming and task-unrelated thoughts, TUTs. Transient reduction or absences of strudels can be found in patients with syndromes characterized by thought blocking. Positive ergodic single orbit measures of expansiveness and mixing predict i(S) and l(S). An analogy with the relationship between intermittent pontine-geniculate-occipital waves and dreaming is made to strudels with daydreaming. Both can bemore » interpreted as neurophysiological correlates of the spontaneous intrusions into consciousness of the never idle unconscious mind.« less
Topological order and memory time in marginally-self-correcting quantum memory
NASA Astrophysics Data System (ADS)
Siva, Karthik; Yoshida, Beni
2017-03-01
We examine two proposals for marginally-self-correcting quantum memory: the cubic code by Haah and the welded code by Michnicki. In particular, we prove explicitly that they are absent of topological order above zero temperature, as their Gibbs ensembles can be prepared via a short-depth quantum circuit from classical ensembles. Our proof technique naturally gives rise to the notion of free energy associated with excitations. Further, we develop a framework for an ergodic decomposition of Davies generators in CSS codes which enables formal reduction to simpler classical memory problems. We then show that memory time in the welded code is doubly exponential in inverse temperature via the Peierls argument. These results introduce further connections between thermal topological order and self-correction from the viewpoint of free energy and quantum circuit depth.
NASA Astrophysics Data System (ADS)
Liu, Jian; Li, Baohe; Chen, Xiaosong
2018-02-01
The space-time coupled continuous time random walk model is a stochastic framework of anomalous diffusion with many applications in physics, geology and biology. In this manuscript the time averaged mean squared displacement and nonergodic property of a space-time coupled continuous time random walk model is studied, which is a prototype of the coupled continuous time random walk presented and researched intensively with various methods. The results in the present manuscript show that the time averaged mean squared displacements increase linearly with lag time which means ergodicity breaking occurs, besides, we find that the diffusion coefficient is intrinsically random which shows both aging and enhancement, the analysis indicates that the either aging or enhancement phenomena are determined by the competition between the correlation exponent γ and the waiting time's long-tailed index α.
Connected components of irreducible maps and 1D quantum phases
DOE Office of Scientific and Technical Information (OSTI.GOV)
Szehr, Oleg, E-mail: oleg.szehr@posteo.de; Wolf, Michael M., E-mail: wolf@ma.tum.de
We investigate elementary topological properties of sets of completely positive (CP) maps that arise in quantum Perron-Frobenius theory. We prove that the set of primitive CP maps of fixed Kraus rank is path-connected and we provide a complete classification of the connected components of irreducible CP maps at given Kraus rank and fixed peripheral spectrum in terms of a multiplicity index. These findings are then applied to analyse 1D quantum phases by studying equivalence classes of translational invariant matrix product states that correspond to the connected components of the respective CP maps. Our results extend the previously obtained picture inmore » that they do not require blocking of physical sites, they lead to analytic paths, and they allow us to decompose into ergodic components and to study the breaking of translational symmetry.« less
Turbulent fluid motion IV-averages, Reynolds decomposition, and the closure problem
NASA Technical Reports Server (NTRS)
Deissler, Robert G.
1992-01-01
Ensemble, time, and space averages as applied to turbulent quantities are discussed, and pertinent properties of the averages are obtained. Those properties, together with Reynolds decomposition, are used to derive the averaged equations of motion and the one- and two-point moment or correlation equations. The terms in the various equations are interpreted. The closure problem of the averaged equations is discussed, and possible closure schemes are considered. Those schemes usually require an input of supplemental information unless the averaged equations are closed by calculating their terms by a numerical solution of the original unaveraged equations. The law of the wall for velocities and temperatures, the velocity- and temperature-defect laws, and the logarithmic laws for velocities and temperatures are derived. Various notions of randomness and their relation to turbulence are considered in light of ergodic theory.
From Weakly Chaotic Dynamics to Deterministic Subdiffusion via Copula Modeling
NASA Astrophysics Data System (ADS)
Nazé, Pierre
2018-03-01
Copula modeling consists in finding a probabilistic distribution, called copula, whereby its coupling with the marginal distributions of a set of random variables produces their joint distribution. The present work aims to use this technique to connect the statistical distributions of weakly chaotic dynamics and deterministic subdiffusion. More precisely, we decompose the jumps distribution of Geisel-Thomae map into a bivariate one and determine the marginal and copula distributions respectively by infinite ergodic theory and statistical inference techniques. We verify therefore that the characteristic tail distribution of subdiffusion is an extreme value copula coupling Mittag-Leffler distributions. We also present a method to calculate the exact copula and joint distributions in the case where weakly chaotic dynamics and deterministic subdiffusion statistical distributions are already known. Numerical simulations and consistency with the dynamical aspects of the map support our results.
Neural Network and Nearest Neighbor Algorithms for Enhancing Sampling of Molecular Dynamics.
Galvelis, Raimondas; Sugita, Yuji
2017-06-13
The free energy calculations of complex chemical and biological systems with molecular dynamics (MD) are inefficient due to multiple local minima separated by high-energy barriers. The minima can be escaped using an enhanced sampling method such as metadynamics, which apply bias (i.e., importance sampling) along a set of collective variables (CV), but the maximum number of CVs (or dimensions) is severely limited. We propose a high-dimensional bias potential method (NN2B) based on two machine learning algorithms: the nearest neighbor density estimator (NNDE) and the artificial neural network (ANN) for the bias potential approximation. The bias potential is constructed iteratively from short biased MD simulations accounting for correlation among CVs. Our method is capable of achieving ergodic sampling and calculating free energy of polypeptides with up to 8-dimensional bias potential.
Emergent kinetic constraints, ergodicity breaking, and cooperative dynamics in noisy quantum systems
NASA Astrophysics Data System (ADS)
Everest, B.; Marcuzzi, M.; Garrahan, J. P.; Lesanovsky, I.
2016-11-01
Kinetically constrained spin systems play an important role in understanding key properties of the dynamics of slowly relaxing materials, such as glasses. Recent experimental studies have revealed that manifest kinetic constraints govern the evolution of strongly interacting gases of highly excited atoms in a noisy environment. Motivated by this development we explore which types of kinetically constrained dynamics can generally emerge in quantum spin systems subject to strong noise and show how, in this framework, constraints are accompanied by conservation laws. We discuss an experimentally realizable case of a lattice gas, where the interplay between those and the geometry of the lattice leads to collective behavior and time-scale separation even at infinite temperature. This is in contrast to models of glass-forming substances which typically rely on low temperatures and the consequent suppression of thermal activation.
Tunneling with a hydrodynamic pilot-wave model
NASA Astrophysics Data System (ADS)
Nachbin, André; Milewski, Paul A.; Bush, John W. M.
2017-03-01
Eddi et al. [Phys. Rev Lett. 102, 240401 (2009), 10.1103/PhysRevLett.102.240401] presented experimental results demonstrating the unpredictable tunneling of a classical wave-particle association as may arise when a droplet walking across the surface of a vibrating fluid bath approaches a submerged barrier. We here present a theoretical model that captures the influence of bottom topography on this wave-particle association and so enables us to investigate its interaction with barriers. The coupled wave-droplet dynamics results in unpredictable tunneling events. As reported in the experiments by Eddi et al. and as is the case in quantum tunneling [Gamow, Nature (London) 122, 805 (1928), 10.1038/122805b0], the predicted tunneling probability decreases exponentially with increasing barrier width. In the parameter regimes examined, tunneling between two cavities suggests an underlying stationary ergodic process for the droplet's position.
Glass/Jamming Transition in Colloidal Aggregation
NASA Technical Reports Server (NTRS)
Segre, Philip N.; Prasad, Vikram; Weitz, David A.; Rose, M. Franklin (Technical Monitor)
2000-01-01
We have studied colloidal aggregation in a model colloid plus polymer system with short-range attractive interactions. By varying the colloid concentration and the strength of the attraction, we explored regions where the equilibrium phase is expected to consist of colloidal crystallites in coexistance with colloidal gas (i.e. monomers). This occurs for moderate values of the potential depth, U approximately equal to 2-5 kT. Crystallization was not always observed. Rather, over an extended sub-region two new metastable phases appear, one fluid-like and one solid-like. These were examined in detail with light scattering and microscopy techniques. Both phases consist of a near uniform distribution of small irregular shaped clusters of colloidal particles. The dynamical and structural characteristics of the ergodic-nonergodic transition between the two phases share much in common with the colloidal hard sphere glass transition.
Metastates in Mean-Field Models with Random External Fields Generated by Markov Chains
NASA Astrophysics Data System (ADS)
Formentin, M.; Külske, C.; Reichenbachs, A.
2012-01-01
We extend the construction by Külske and Iacobelli of metastates in finite-state mean-field models in independent disorder to situations where the local disorder terms are a sample of an external ergodic Markov chain in equilibrium. We show that for non-degenerate Markov chains, the structure of the theorems is analogous to the case of i.i.d. variables when the limiting weights in the metastate are expressed with the aid of a CLT for the occupation time measure of the chain. As a new phenomenon we also show in a Potts example that for a degenerate non-reversible chain this CLT approximation is not enough, and that the metastate can have less symmetry than the symmetry of the interaction and a Gaussian approximation of disorder fluctuations would suggest.
Dynamic Nuclear Polarization and the Paradox of Quantum Thermalization.
De Luca, Andrea; Rosso, Alberto
2015-08-21
Dynamic nuclear polarization (DNP) is to date the most effective technique to increase the nuclear polarization opening disruptive perspectives for medical applications. In a DNP setting, the interacting spin system is quasi-isolated and brought out of equilibrium by microwave irradiation. Here we show that the resulting stationary state strongly depends on the ergodicity properties of the spin many-body eigenstates. In particular, the dipolar interactions compete with the disorder induced by local magnetic fields resulting in two distinct dynamical phases: while for weak interaction, only a small enhancement of polarization is observed, for strong interactions the spins collectively equilibrate to an extremely low effective temperature that boosts DNP efficiency. We argue that these two phases are intimately related to the problem of thermalization in closed quantum systems where a many-body localization transition can occur varying the strength of the interactions.
Weakly Nonergodic Dynamics in the Gross-Pitaevskii Lattice
NASA Astrophysics Data System (ADS)
Mithun, Thudiyangal; Kati, Yagmur; Danieli, Carlo; Flach, Sergej
2018-05-01
The microcanonical Gross-Pitaevskii (also known as the semiclassical Bose-Hubbard) lattice model dynamics is characterized by a pair of energy and norm densities. The grand canonical Gibbs distribution fails to describe a part of the density space, due to the boundedness of its kinetic energy spectrum. We define Poincaré equilibrium manifolds and compute the statistics of microcanonical excursion times off them. The tails of the distribution functions quantify the proximity of the many-body dynamics to a weakly nonergodic phase, which occurs when the average excursion time is infinite. We find that a crossover to weakly nonergodic dynamics takes place inside the non-Gibbs phase, being unnoticed by the largest Lyapunov exponent. In the ergodic part of the non-Gibbs phase, the Gibbs distribution should be replaced by an unknown modified one. We relate our findings to the corresponding integrable limit, close to which the actions are interacting through a short range coupling network.
A Perron-Frobenius Type of Theorem for Quantum Operations
NASA Astrophysics Data System (ADS)
Lagro, Matthew; Yang, Wei-Shih; Xiong, Sheng
2017-10-01
We define a special class of quantum operations we call Markovian and show that it has the same spectral properties as a corresponding Markov chain. We then consider a convex combination of a quantum operation and a Markovian quantum operation and show that under a norm condition its spectrum has the same properties as in the conclusion of the Perron-Frobenius theorem if its Markovian part does. Moreover, under a compatibility condition of the two operations, we show that its limiting distribution is the same as the corresponding Markov chain. We apply our general results to partially decoherent quantum random walks with decoherence strength 0 ≤ p ≤ 1. We obtain a quantum ergodic theorem for partially decoherent processes. We show that for 0 < p ≤ 1, the limiting distribution of a partially decoherent quantum random walk is the same as the limiting distribution for the classical random walk.
NASA Astrophysics Data System (ADS)
Thieme, Horst R.
The concept of asymptotic proportionality and conditional asymptotic equality which is presented here aims at making global asymptotic stability statements for time-heterogeneous difference and differential equations. For such non-autonomous problems (apart from special cases) no prominent special solutions (equilibra, periodic solutions) exist which are natural candidates for the asymptotic behaviour of arbitrary solutions. One way out of this dilemma consists in looking for conditions under which any two solutions to the problem (with different initial conditions) behave in a similar or even the same way as time tends to infinity. We study a general sublinear difference equation in an ordered Banach space and, for illustration, time-heterogeneous versions of several well-known differential equations modelling the spread of gonorrhea in a heterogeneous population, the spread of a vector-borne infectious disease, and the dynamics of a logistically growing spatially diffusing population.
Boosting association rule mining in large datasets via Gibbs sampling.
Qian, Guoqi; Rao, Calyampudi Radhakrishna; Sun, Xiaoying; Wu, Yuehua
2016-05-03
Current algorithms for association rule mining from transaction data are mostly deterministic and enumerative. They can be computationally intractable even for mining a dataset containing just a few hundred transaction items, if no action is taken to constrain the search space. In this paper, we develop a Gibbs-sampling-induced stochastic search procedure to randomly sample association rules from the itemset space, and perform rule mining from the reduced transaction dataset generated by the sample. Also a general rule importance measure is proposed to direct the stochastic search so that, as a result of the randomly generated association rules constituting an ergodic Markov chain, the overall most important rules in the itemset space can be uncovered from the reduced dataset with probability 1 in the limit. In the simulation study and a real genomic data example, we show how to boost association rule mining by an integrated use of the stochastic search and the Apriori algorithm.
A model of non-Gaussian diffusion in heterogeneous media
NASA Astrophysics Data System (ADS)
Lanoiselée, Yann; Grebenkov, Denis S.
2018-04-01
Recent progress in single-particle tracking has shown evidence of the non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. Similar behavior has also been observed in granular materials, turbulent flows, gels and colloidal suspensions, suggesting that this is a general feature of diffusion in complex media. A possible interpretation of this phenomenon is that a tracer explores a medium with spatio-temporal fluctuations which result in local changes of diffusivity. We propose and investigate an ergodic, easily interpretable model, which implements the concept of diffusing diffusivity. Depending on the parameters, the distribution of displacements can be either flat or peaked at small displacements with an exponential tail at large displacements. We show that the distribution converges slowly to a Gaussian one. We calculate statistical properties, derive the asymptotic behavior and discuss some implications and extensions.
Quantitative recurrence for free semigroup actions
NASA Astrophysics Data System (ADS)
Carvalho, Maria; Rodrigues, Fagner B.; Varandas, Paulo
2018-03-01
We consider finitely generated free semigroup actions on a compact metric space and obtain quantitative information on Poincaré recurrence, average first return time and hitting frequency for the random orbits induced by the semigroup action. Besides, we relate the recurrence to balls with the rates of expansion of the semigroup generators and the topological entropy of the semigroup action. Finally, we establish a partial variational principle and prove an ergodic optimization for this kind of dynamical action. MC has been financially supported by CMUP (UID/MAT/00144/2013), which is funded by FCT (Portugal) with national (MEC) and European structural funds (FEDER) under the partnership agreement PT2020. FR and PV were partially supported by BREUDS. PV has also benefited from a fellowship awarded by CNPq-Brazil and is grateful to the Faculty of Sciences of the University of Porto for the excellent research conditions.
Zero entropy continuous interval maps and MMLS-MMA property
NASA Astrophysics Data System (ADS)
Jiang, Yunping
2018-06-01
We prove that the flow generated by any continuous interval map with zero topological entropy is minimally mean-attractable and minimally mean-L-stable. One of the consequences is that any oscillating sequence is linearly disjoint from all flows generated by all continuous interval maps with zero topological entropy. In particular, the Möbius function is linearly disjoint from all flows generated by all continuous interval maps with zero topological entropy (Sarnak’s conjecture for continuous interval maps). Another consequence is a non-trivial example of a flow having discrete spectrum. We also define a log-uniform oscillating sequence and show a result in ergodic theory for comparison. This material is based upon work supported by the National Science Foundation. It is also partially supported by a collaboration grant from the Simons Foundation (grant number 523341) and PSC-CUNY awards and a grant from NSFC (grant number 11571122).
Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion
NASA Astrophysics Data System (ADS)
Chen, Yao; Wang, Xudong; Deng, Weihua
2017-10-01
This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.
NASA Astrophysics Data System (ADS)
Barles, Guy; Ley, Olivier; Topp, Erwin
2017-02-01
In this paper, we provide suitable adaptations of the ‘weak version of Bernstein method’ introduced by the first author in 1991, in order to obtain Lipschitz regularity results and Lipschitz estimates for nonlinear integro-differential elliptic and parabolic equations set in the whole space. Our interest is to obtain such Lipschitz results to possibly degenerate equations, or to equations which are indeed ‘uniformly elliptic’ (maybe in the nonlocal sense) but which do not satisfy the usual ‘growth condition’ on the gradient term allowing to use (for example) the Ishii-Lions’ method. We treat the case of a model equation with a superlinear coercivity on the gradient term which has a leading role in the equation. This regularity result together with comparison principle provided for the problem allow to obtain the ergodic large time behavior of the evolution problem in the periodic setting.
Topology-driven phase transitions in the classical monomer-dimer-loop model.
Li, Sazi; Li, Wei; Chen, Ziyu
2015-06-01
In this work, we investigate the classical loop models doped with monomers and dimers on a square lattice, whose partition function can be expressed as a tensor network (TN). In the thermodynamic limit, we use the boundary matrix product state technique to contract the partition function TN, and determine the thermodynamic properties with high accuracy. In this monomer-dimer-loop model, we find a second-order phase transition between a trivial monomer-condensation and a loop-condensation (LC) phase, which cannot be distinguished by any local order parameter, while nevertheless the two phases have distinct topological properties. In the LC phase, we find two degenerate dominating eigenvalues in the transfer-matrix spectrum, as well as a nonvanishing (nonlocal) string order parameter, both of which identify the topological ergodicity breaking in the LC phase and can serve as the order parameter for detecting the phase transitions.
Control and Data Acquisition for the Spherical Tokamak MEDUSA-CR
NASA Astrophysics Data System (ADS)
Soto, Christian; Gonzalez, Jeferson; Carvajal, Johan; Ribeiro, Celso
2013-10-01
The former spherical tokamak (ST) MEDUSA (Madison EDUcation Small Aspect.ratio tokamak, R < 0.14 m, a < 0.10 m, BT < 0.5 T, Ip < 40 kA, 3 ms pulse) is being recommissioned in Costa Rica Institute of Technology. The main objectives of the MEDUSA-CR project are training and to clarify several issues in relevant physics for conventional and mainly STs, including beta studies in bean-shaped ST plasmas, transport, heating and current drive via Alfvén wave, and natural divertor STs with ergodic magnetic limiter. We present here the control and data acquisition systems for MEDUSA-CR device which are based on National Instruments (NI) software (LabView) and hardware on loan to our laboratory via NI-Costa Rica. The interface with the energy, gas fueling, and security systems are also presented. VIE-ITCR, IAEA-CRP contract 17592, National Instruments of Costa Rica.
Energy, Vacuum, Gas Fueling, and Security Systems for the Spherical Tokamak MEDUSA-CR
NASA Astrophysics Data System (ADS)
Gonzalez, Jeferson; Soto, Christian; Carvajal, Johan; Ribeiro, Celso
2013-10-01
The former spherical tokamak (ST) MEDUSA (Madison EDUcation Small Aspect.ratio tokamak, R < 0.14 m, a < 0.10 m, BT < 0.5 T, Ip < 40 kA, 3 ms pulse) is being recommissioned in Costa Rica Institute of Technology. The main objectives of the MEDUSA-CR project are training and to clarify several issues in relevant physics for conventional and mainly STs, including beta studies in bean-shaped ST plasmas, transport, heating and current drive via Alfvén wave, and natural divertor STs with ergodic magnetic limiter. We present here the energy, vacuum, gas fueling, and security systems for MEDUSA-CR device. The interface with the control and data acquisition systems based on National Instruments (NI) software (LabView) and hardware (on loan to our laboratory via NI-Costa Rica) are also presented. VIE-ITCR, IAEA-CRP contract 17592, National Instruments of Costa Rica.
Acoustic dynamics of supercooled indomethacin probed by Brillouin light scattering.
De Panfilis, S; Pogna, E A A; Virga, A; Scopigno, T
2014-07-21
Acoustics dynamics of the molecular glass-former indomethacin (IMC) have been investigated by Brillouin light scattering (BLS) at GHz frequencies. Elastic response of the system has been tracked from the melting temperature down to the glass transition through the supercooled liquid. Both the structural arrest and the vibrational dynamics are described by modeling the experimentally determined dynamic structure factor within the framework of the Langevin equation, through a simplified choice of memory function which allows one to determine sound velocity and the acoustic attenuation coefficient as a function of temperature. The density fluctuation spectra in the glassy phase, as probed by BLS, are compared with time-domain results from photoacoustics experiments. The arising scenario is discussed in the context of current literature reporting inelastic X-ray scattering and BLS in platelet geometry. The link between the probed elastic properties and the non-ergodicity factor of the glass phase is finally scrutinized.
Entropy and long-range memory in random symbolic additive Markov chains
NASA Astrophysics Data System (ADS)
Melnik, S. S.; Usatenko, O. V.
2016-06-01
The goal of this paper is to develop an estimate for the entropy of random symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov chain with long-range memory. Supposing that the correlations between random elements of the chain are weak, we express the conditional entropy of the sequence by means of the symbolic pair correlation function. We also examine an algorithm for estimating the conditional entropy of finite symbolic sequences. We show that the entropy contains two contributions, i.e., the correlation and the fluctuation. The obtained analytical results are used for numerical evaluation of the entropy of written English texts and DNA nucleotide sequences. The developed theory opens the way for constructing a more consistent and sophisticated approach to describe the systems with strong short-range and weak long-range memory.
Entropy and long-range memory in random symbolic additive Markov chains.
Melnik, S S; Usatenko, O V
2016-06-01
The goal of this paper is to develop an estimate for the entropy of random symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov chain with long-range memory. Supposing that the correlations between random elements of the chain are weak, we express the conditional entropy of the sequence by means of the symbolic pair correlation function. We also examine an algorithm for estimating the conditional entropy of finite symbolic sequences. We show that the entropy contains two contributions, i.e., the correlation and the fluctuation. The obtained analytical results are used for numerical evaluation of the entropy of written English texts and DNA nucleotide sequences. The developed theory opens the way for constructing a more consistent and sophisticated approach to describe the systems with strong short-range and weak long-range memory.
Decomposition of conditional probability for high-order symbolic Markov chains.
Melnik, S S; Usatenko, O V
2017-07-01
The main goal of this paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate on a decomposition procedure for the conditional probability function of sequences considered to be high-order Markov chains. We represent the conditional probability function as the sum of multilinear memory function monomials of different orders (from zero up to the chain order). This allows us to introduce a family of Markov chain models and to construct artificial sequences via a method of successive iterations, taking into account at each step increasingly high correlations among random elements. At weak correlations, the memory functions are uniquely expressed in terms of the high-order symbolic correlation functions. The proposed method fills the gap between two approaches, namely the likelihood estimation and the additive Markov chains. The obtained results may have applications for sequential approximation of artificial neural network training.
Decomposition of conditional probability for high-order symbolic Markov chains
NASA Astrophysics Data System (ADS)
Melnik, S. S.; Usatenko, O. V.
2017-07-01
The main goal of this paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate on a decomposition procedure for the conditional probability function of sequences considered to be high-order Markov chains. We represent the conditional probability function as the sum of multilinear memory function monomials of different orders (from zero up to the chain order). This allows us to introduce a family of Markov chain models and to construct artificial sequences via a method of successive iterations, taking into account at each step increasingly high correlations among random elements. At weak correlations, the memory functions are uniquely expressed in terms of the high-order symbolic correlation functions. The proposed method fills the gap between two approaches, namely the likelihood estimation and the additive Markov chains. The obtained results may have applications for sequential approximation of artificial neural network training.
A methodology for stochastic analysis of share prices as Markov chains with finite states.
Mettle, Felix Okoe; Quaye, Enoch Nii Boi; Laryea, Ravenhill Adjetey
2014-01-01
Price volatilities make stock investments risky, leaving investors in critical position when uncertain decision is made. To improve investor evaluation confidence on exchange markets, while not using time series methodology, we specify equity price change as a stochastic process assumed to possess Markov dependency with respective state transition probabilities matrices following the identified state pace (i.e. decrease, stable or increase). We established that identified states communicate, and that the chains are aperiodic and ergodic thus possessing limiting distributions. We developed a methodology for determining expected mean return time for stock price increases and also establish criteria for improving investment decision based on highest transition probabilities, lowest mean return time and highest limiting distributions. We further developed an R algorithm for running the methodology introduced. The established methodology is applied to selected equities from Ghana Stock Exchange weekly trading data.
NASA Astrophysics Data System (ADS)
Hu, Xiaohu; Hong, Liang; Dean Smith, Micholas; Neusius, Thomas; Cheng, Xiaolin; Smith, Jeremy C.
2016-02-01
Internal motions of proteins are essential to their function. The time dependence of protein structural fluctuations is highly complex, manifesting subdiffusive, non-exponential behaviour with effective relaxation times existing over many decades in time, from ps up to ~102 s (refs ,,,). Here, using molecular dynamics simulations, we show that, on timescales from 10-12 to 10-5 s, motions in single proteins are self-similar, non-equilibrium and exhibit ageing. The characteristic relaxation time for a distance fluctuation, such as inter-domain motion, is observation-time-dependent, increasing in a simple, power-law fashion, arising from the fractal nature of the topology and geometry of the energy landscape explored. Diffusion over the energy landscape follows a non-ergodic continuous time random walk. Comparison with single-molecule experiments suggests that the non-equilibrium self-similar dynamical behaviour persists up to timescales approaching the in vivo lifespan of individual protein molecules.
Fluorescence correlation spectroscopy: the case of subdiffusion.
Lubelski, Ariel; Klafter, Joseph
2009-03-18
The theory of fluorescence correlation spectroscopy is revisited here for the case of subdiffusing molecules. Subdiffusion is assumed to stem from a continuous-time random walk process with a fat-tailed distribution of waiting times and can therefore be formulated in terms of a fractional diffusion equation (FDE). The FDE plays the central role in developing the fluorescence correlation spectroscopy expressions, analogous to the role played by the simple diffusion equation for regular systems. Due to the nonstationary nature of the continuous-time random walk/FDE, some interesting properties emerge that are amenable to experimental verification and may help in discriminating among subdiffusion mechanisms. In particular, the current approach predicts 1), a strong dependence of correlation functions on the initial time (aging); 2), sensitivity of correlation functions to the averaging procedure, ensemble versus time averaging (ergodicity breaking); and 3), that the basic mean-squared displacement observable depends on how the mean is taken.
Invariant measures in brain dynamics
NASA Astrophysics Data System (ADS)
Boyarsky, Abraham; Góra, Paweł
2006-10-01
This note concerns brain activity at the level of neural ensembles and uses ideas from ergodic dynamical systems to model and characterize chaotic patterns among these ensembles during conscious mental activity. Central to our model is the definition of a space of neural ensembles and the assumption of discrete time ensemble dynamics. We argue that continuous invariant measures draw the attention of deeper brain processes, engendering emergent properties such as consciousness. Invariant measures supported on a finite set of ensembles reflect periodic behavior, whereas the existence of continuous invariant measures reflect the dynamics of nonrepeating ensemble patterns that elicit the interest of deeper mental processes. We shall consider two different ways to achieve continuous invariant measures on the space of neural ensembles: (1) via quantum jitters, and (2) via sensory input accompanied by inner thought processes which engender a “folding” property on the space of ensembles.
Entropy of finite random binary sequences with weak long-range correlations.
Melnik, S S; Usatenko, O V
2014-11-01
We study the N-step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and represent the entropy as a functional of the pair correlator. Since the model uses the two-point correlators instead of the block probability, it makes it possible to calculate the entropy of strings at much longer distances than using standard methods. A fluctuation contribution to the entropy due to finiteness of random chains is examined. This contribution can be of the same order as its regular part even at the relatively short lengths of subsequences. A self-similar structure of entropy with respect to the decimation transformations is revealed for some specific forms of the pair correlation function. Application of the theory to the DNA sequence of the R3 chromosome of Drosophila melanogaster is presented.
Intermittent Fermi-Pasta-Ulam Dynamics at Equilibrium
NASA Astrophysics Data System (ADS)
Campbell, David; Danieli, Carlo; Flach, Sergej
The equilibrium value of an observable defines a manifold in the phase space of an ergodic and equipartitioned many-body syste. A typical trajectory pierces that manifold infinitely often as time goes to infinity. We use these piercings to measure both the relaxation time of the lowest frequency eigenmode of the Fermi-Pasta-Ulam chain, as well as the fluctuations of the subsequent dynamics in equilibrium. We show that previously obtained scaling laws for equipartition times are modified at low energy density due to an unexpected slowing down of the relaxation. The dynamics in equilibrium is characterized by a power-law distribution of excursion times far off equilibrium, with diverging variance. The long excursions arise from sticky dynamics close to regular orbits in the phase space. Our method is generalizable to large classes of many-body systems. The authors acknowledge financial support from IBS (Project Code IBS-R024-D1).
BFACF-style algorithms for polygons in the body-centered and face-centered cubic lattices
NASA Astrophysics Data System (ADS)
Janse van Rensburg, E. J.; Rechnitzer, A.
2011-04-01
In this paper, the elementary moves of the BFACF-algorithm (Aragão de Carvalho and Caracciolo 1983 Phys. Rev. B 27 1635-45, Aragão de Carvalho and Caracciolo 1983 Nucl. Phys. B 215 209-48, Berg and Foester 1981 Phys. Lett. B 106 323-6) for lattice polygons are generalized to elementary moves of BFACF-style algorithms for lattice polygons in the body-centered (BCC) and face-centered (FCC) cubic lattices. We prove that the ergodicity classes of these new elementary moves coincide with the knot types of unrooted polygons in the BCC and FCC lattices and so expand a similar result for the cubic lattice (see Janse van Rensburg and Whittington (1991 J. Phys. A: Math. Gen. 24 5553-67)). Implementations of these algorithms for knotted polygons using the GAS algorithm produce estimates of the minimal length of knotted polygons in the BCC and FCC lattices.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cui, Jie; Krems, Roman V.; Li, Zhiying
We use classical trajectory calculations to study the effects of the interaction strength and the geometry of rigid polyatomic molecules on the formation of long-lived collision complexes at low collision energies. We first compare the results of the calculations for collisions of benzene molecules with rare gas atoms He, Ne, Ar, Kr, and Xe. The comparison illustrates that the mean lifetimes of the collision complexes increase monotonically with the strength of the atom–molecule interaction. We then compare the results of the atom–benzene calculations with those for benzene–benzene collisions. The comparison illustrates that the mean lifetimes of the benzene–benzene collision complexesmore » are significantly reduced due to non-ergodic effects prohibiting the molecules from sampling the entire configuration space. We find that the thermally averaged lifetimes of the benzene–benzene collisions are much shorter than those for Xe with benzene and similar to those for Ne with benzene.« less
Tunable resistivity due to kinetic arrest of antiferro-ferromagnetic transition in FeRh0.46Pd0.54
NASA Astrophysics Data System (ADS)
Saha, Pampi; Rawat, R.
2018-05-01
We show a large negative magnetoresistance (MR) of ≈10% near room temperature in FeRh0.46Pd0.54, which increases to more than 60% at low temperatures. The magnitude of resistivity and, hence, MR depend on the history of the sample in HT (magnetic field-temperature) space, e.g., resistivity at 5 K changes by more than 70% with thermal cycling. These results are explained due to slow kinetics of the transformation from austenite antiferromagnetic (AF) to martensite ferromagnetic (FM) state with the decrease in temperature. As a result, AF to FM transformation remains incomplete on experimental time scales and non-ergodic AF phase co-exists with a low temperature equilibrium FM phase. In the present system, the kinetics of the transition is shown to dominate up to 150 K, which is significantly high in comparison to other kinetically arrested systems.
Entropy of finite random binary sequences with weak long-range correlations
NASA Astrophysics Data System (ADS)
Melnik, S. S.; Usatenko, O. V.
2014-11-01
We study the N -step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and represent the entropy as a functional of the pair correlator. Since the model uses the two-point correlators instead of the block probability, it makes it possible to calculate the entropy of strings at much longer distances than using standard methods. A fluctuation contribution to the entropy due to finiteness of random chains is examined. This contribution can be of the same order as its regular part even at the relatively short lengths of subsequences. A self-similar structure of entropy with respect to the decimation transformations is revealed for some specific forms of the pair correlation function. Application of the theory to the DNA sequence of the R3 chromosome of Drosophila melanogaster is presented.
Dynamics of symmetry breaking during quantum real-time evolution in a minimal model system.
Heyl, Markus; Vojta, Matthias
2014-10-31
One necessary criterion for the thermalization of a nonequilibrium quantum many-particle system is ergodicity. It is, however, not sufficient in cases where the asymptotic long-time state lies in a symmetry-broken phase but the initial state of nonequilibrium time evolution is fully symmetric with respect to this symmetry. In equilibrium, one particular symmetry-broken state is chosen as a result of an infinitesimal symmetry-breaking perturbation. From a dynamical point of view the question is: Can such an infinitesimal perturbation be sufficient for the system to establish a nonvanishing order during quantum real-time evolution? We study this question analytically for a minimal model system that can be associated with symmetry breaking, the ferromagnetic Kondo model. We show that after a quantum quench from a completely symmetric state the system is able to break its symmetry dynamically and discuss how these features can be observed experimentally.
Limiting Energy Dissipation Induces Glassy Kinetics in Single-Cell High-Precision Responses
Das, Jayajit
2016-01-01
Single cells often generate precise responses by involving dissipative out-of-thermodynamic-equilibrium processes in signaling networks. The available free energy to fuel these processes could become limited depending on the metabolic state of an individual cell. How does limiting dissipation affect the kinetics of high-precision responses in single cells? I address this question in the context of a kinetic proofreading scheme used in a simple model of early-time T cell signaling. Using exact analytical calculations and numerical simulations, I show that limiting dissipation qualitatively changes the kinetics in single cells marked by emergence of slow kinetics, large cell-to-cell variations of copy numbers, temporally correlated stochastic events (dynamic facilitation), and ergodicity breaking. Thus, constraints in energy dissipation, in addition to negatively affecting ligand discrimination in T cells, can create a fundamental difficulty in determining single-cell kinetics from cell-population results. PMID:26958894
Magnetohydrodynamic Turbulence and the Geodynamo
NASA Technical Reports Server (NTRS)
Shebalin, John V.
2014-01-01
The ARES Directorate at JSC has researched the physical processes that create planetary magnetic fields through dynamo action since 2007. The "dynamo problem" has existed since 1600, when William Gilbert, physician to Queen Elizabeth I, recognized that the Earth was a giant magnet. In 1919, Joseph Larmor proposed that solar (and by implication, planetary) magnetism was due to magnetohydrodynamics (MHD), but full acceptance did not occur until Glatzmaier and Roberts solved the MHD equations numerically and simulated a geomagnetic reversal in 1995. JSC research produced a unique theoretical model in 2012 that provided a novel explanation of these physical observations and computational results as an essential manifestation of broken ergodicity in MHD turbulence. Research is ongoing, and future work is aimed at understanding quantitative details of magnetic dipole alignment in the Earth as well as in Mercury, Jupiter and its moon Ganymede, Saturn, Uranus, Neptune, and the Sun and other stars.
An investigation of chaotic Kolmogorov flows
NASA Technical Reports Server (NTRS)
Platt, N.; Sirovich, L.; Fitzmaurice, N.
1990-01-01
A two dimensional flow governed by the incompressible Navier-Stokes equations with a steady spatially periodic forcing (known as the Kolmogorov flow) is numerically simulated. The behavior of the flow and its transition states as the Reynolds number (Re) varies is investigated in detail, as well as a number of the flow features. A sequence of bifurcations is shown to take place in the flow as Re varied. Two main regimes of the flow were observed: small and large scale structure regimes corresponding to different ranges of Re. Each of the regimes includes a number of quasiperiodic, chaotic, and relaminarization windows. In addition, each range contains a chaotic window with non-ergodic chaotic attractors. Spatially disordered, but temporally steady states were discovered in large scale structure regime. Features of the diverse cases are displayed in terms of the temporal power spectrum, Poincare sections and, where possible, Lyapunov exponents and Kaplan-Yorke dimension.
Large data series: Modeling the usual to identify the unusual
DOE Office of Scientific and Technical Information (OSTI.GOV)
Downing, D.J.; Fedorov, V.V.; Lawkins, W.F.
{open_quotes}Standard{close_quotes} approaches such as regression analysis, Fourier analysis, Box-Jenkins procedure, et al., which handle a data series as a whole, are not useful for very large data sets for at least two reasons. First, even with computer hardware available today, including parallel processors and storage devices, there are no effective means for manipulating and analyzing gigabyte, or larger, data files. Second, in general it can not be assumed that a very large data set is {open_quotes}stable{close_quotes} by the usual measures, like homogeneity, stationarity, and ergodicity, that standard analysis techniques require. Both reasons dictate the necessity to use {open_quotes}local{close_quotes} data analysismore » methods whereby the data is segmented and ordered, where order leads to a sense of {open_quotes}neighbor,{close_quotes} and then analyzed segment by segment. The idea of local data analysis is central to the study reported here.« less
Chaos based video encryption using maps and Ikeda time delay system
NASA Astrophysics Data System (ADS)
Valli, D.; Ganesan, K.
2017-12-01
Chaos based cryptosystems are an efficient method to deal with improved speed and highly secured multimedia encryption because of its elegant features, such as randomness, mixing, ergodicity, sensitivity to initial conditions and control parameters. In this paper, two chaos based cryptosystems are proposed: one is the higher-dimensional 12D chaotic map and the other is based on the Ikeda delay differential equation (DDE) suitable for designing a real-time secure symmetric video encryption scheme. These encryption schemes employ a substitution box (S-box) to diffuse the relationship between pixels of plain video and cipher video along with the diffusion of current input pixel with the previous cipher pixel, called cipher block chaining (CBC). The proposed method enhances the robustness against statistical, differential and chosen/known plain text attacks. Detailed analysis is carried out in this paper to demonstrate the security and uniqueness of the proposed scheme.
NASA Astrophysics Data System (ADS)
Hou, M.; Liu, R.; Li, Y.; Lu, K.; Garrabos, Y.; Evesque, P.
2009-06-01
Dynamics of quasi-2d dissipative granular gas is studied in microgravity condition (of the order of 10-4 g) in the limit of Knudsen regime. The gas, made of 4 spheres, is confined in a square cell enforced to follow linear sinusoidal vibration in ten different vibration modes. The trajectory of one of the particles is tracked and reconstructed from the 2-hour video data. From statistical analysis, we find that (i) loss due to wall friction is small, (ii) trajectory looks ergodic in space, and (iii) distribution ρ(v) of speed follows an exponential distribution, i.e. ρ(v)≈exp(-v/vxo,yo), with vxo,yo being a characteristic velocity along a direction parallel (y) or perpendicular (x) to vibration direction. This law deviates strongly from the Boltzmann distribution of speed in molecular gas. Comparisons of this result with previous measurements in earth environment, and what was found in 3d cell [1] performed in 10-2 g environment are given.
Ergodicity of financial indices
NASA Astrophysics Data System (ADS)
Kolesnikov, A. V.; Rühl, T.
2010-05-01
We introduce the concept of the ensemble averaging for financial markets. We address the question of equality of ensemble and time averaging in their sequence and investigate if these averagings are equivalent for large amount of equity indices and branches. We start with the model of Gaussian-distributed returns, equal-weighted stocks in each index and absence of correlations within a single day and show that even this oversimplified model captures already the run of the corresponding index reasonably well due to its self-averaging properties. We introduce the concept of the instant cross-sectional volatility and discuss its relation to the ordinary time-resolved counterpart. The role of the cross-sectional volatility for the description of the corresponding index as well as the role of correlations between the single stocks and the role of non-Gaussianity of stock distributions is briefly discussed. Our model reveals quickly and efficiently some anomalies or bubbles in a particular financial market and gives an estimate of how large these effects can be and how quickly they disappear.
Designing Hyperchaotic Cat Maps With Any Desired Number of Positive Lyapunov Exponents.
Hua, Zhongyun; Yi, Shuang; Zhou, Yicong; Li, Chengqing; Wu, Yue
2018-02-01
Generating chaotic maps with expected dynamics of users is a challenging topic. Utilizing the inherent relation between the Lyapunov exponents (LEs) of the Cat map and its associated Cat matrix, this paper proposes a simple but efficient method to construct an -dimensional ( -D) hyperchaotic Cat map (HCM) with any desired number of positive LEs. The method first generates two basic -D Cat matrices iteratively and then constructs the final -D Cat matrix by performing similarity transformation on one basic -D Cat matrix by the other. Given any number of positive LEs, it can generate an -D HCM with desired hyperchaotic complexity. Two illustrative examples of -D HCMs were constructed to show the effectiveness of the proposed method, and to verify the inherent relation between the LEs and Cat matrix. Theoretical analysis proves that the parameter space of the generated HCM is very large. Performance evaluations show that, compared with existing methods, the proposed method can construct -D HCMs with lower computation complexity and their outputs demonstrate strong randomness and complex ergodicity.
Crossover from equilibration to aging: Nonequilibrium theory versus simulations.
Mendoza-Méndez, P; Lázaro-Lázaro, E; Sánchez-Díaz, L E; Ramírez-González, P E; Pérez-Ángel, G; Medina-Noyola, M
2017-08-01
Understanding glasses and the glass transition requires comprehending the nature of the crossover from the ergodic (or equilibrium) regime, in which the stationary properties of the system have no history dependence, to the mysterious glass transition region, where the measured properties are nonstationary and depend on the protocol of preparation. In this work we use nonequilibrium molecular dynamics simulations to test the main features of the crossover predicted by the molecular version of the recently developed multicomponent nonequilibrium self-consistent generalized Langevin equation theory. According to this theory, the glass transition involves the abrupt passage from the ordinary pattern of full equilibration to the aging scenario characteristic of glass-forming liquids. The same theory explains that this abrupt transition will always be observed as a blurred crossover due to the unavoidable finiteness of the time window of any experimental observation. We find that within their finite waiting-time window, the simulations confirm the general trends predicted by the theory.
Superfluidity and Chaos in low dimensional circuits
Arwas, Geva; Vardi, Amichay; Cohen, Doron
2015-01-01
The hallmark of superfluidity is the appearance of “vortex states” carrying a quantized metastable circulating current. Considering a unidirectional flow of particles in a ring, at first it appears that any amount of scattering will randomize the velocity, as in the Drude model, and eventually the ergodic steady state will be characterized by a vanishingly small fluctuating current. However, Landau and followers have shown that this is not always the case. If elementary excitations (e.g. phonons) have higher velocity than that of the flow, simple kinematic considerations imply metastability of the vortex state: the energy of the motion cannot dissipate into phonons. On the other hand if this Landau criterion is violated the circulating current can decay. Below we show that the standard Landau and Bogoliubov superfluidity criteria fail in low-dimensional circuits. Proper determination of the superfluidity regime-diagram must account for the crucial role of chaos, an ingredient missing from the conventional stability analysis. Accordingly, we find novel types of superfluidity, associated with irregular or chaotic or breathing vortex states. PMID:26315272
Hu, Xiaohu; Hong, Liang; Smith, Micholas Dean; ...
2015-11-23
Here, internal motions of proteins are essential to their function. The time dependence of protein structural fluctuations is highly complex, manifesting subdiffusive, non-exponential behavior with effective relaxation times existing over many decades in time, from ps up to ~10 2s (refs 1-4). Here, using molecular dynamics simulations, we show that, on timescales from 10 –12 to 10 –5s, motions in single proteins are self-similar, non-equilibrium and exhibit ageing. The characteristic relaxation time for a distance fluctuation, such as inter-domain motion, is observation-time-dependent, increasing in a simple, power-law fashion, arising from the fractal nature of the topology and geometry of themore » energy landscape explored. Diffusion over the energy landscape follows a non-ergodic continuous time random walk. Comparison with single-molecule experiments suggests that the non-equilibrium self-similar dynamical behavior persists up to timescales approaching the in vivo lifespan of individual protein molecules.« less
NASA Astrophysics Data System (ADS)
Li, Ling; Zhu, Mankang; Ren, Xiaowei; Wei, Qiumei; Zheng, Mupeng; Hou, Yudong
2017-12-01
A electrostrictive ceramics were designed by introducing Bi(Mg0.5Ti0.5)O3 into 0.875Bi0.5Na0.5TiO3-0.125BaTiO3 with tetragonal structure. All the specimens prepared by a conventional solid sintering technique exhibit the excellent sintering ability with a high relative density over 97%. It is found that, as BMT added, the specimens undergo a structure crossover from ferroelectric P4mm to ergodic P4bm, and the coexistence of both tetragonal structures takes bridge between them. A large field-induced strain of 0.30% and field-independent strain coefficient of 0.0254 m4/C2 occur at 4 mol.% BMT added. This material with excellent sinterability is suitable for the application in actuators and microposition controllers.
Schlink, Uwe; Ragas, Ad M J
2011-01-01
Receptor-oriented approaches can assess the individual-specific exposure to air pollution. In such an individual-based model we analyse the impact of human mobility to the personal exposure that is perceived by individuals simulated in an exemplified urban area. The mobility models comprise random walk (reference point mobility, RPM), truncated Lévy flights (TLF), and agenda-based walk (RPMA). We describe and review the general concepts and provide an inter-comparison of these concepts. Stationary and ergodic behaviour are explained and applied as well as performance criteria for a comparative evaluation of the investigated algorithms. We find that none of the studied algorithm results in purely random trajectories. TLF and RPMA prove to be suitable for human mobility modelling, because they provide conditions for very individual-specific trajectories and exposure. Suggesting these models we demonstrate the plausibility of their results for exposure to air-borne benzene and the combined exposure to benzene and nonane. Copyright © 2011 Elsevier Ltd. All rights reserved.
Fast machine-learning online optimization of ultra-cold-atom experiments.
Wigley, P B; Everitt, P J; van den Hengel, A; Bastian, J W; Sooriyabandara, M A; McDonald, G D; Hardman, K S; Quinlivan, C D; Manju, P; Kuhn, C C N; Petersen, I R; Luiten, A N; Hope, J J; Robins, N P; Hush, M R
2016-05-16
We apply an online optimization process based on machine learning to the production of Bose-Einstein condensates (BEC). BEC is typically created with an exponential evaporation ramp that is optimal for ergodic dynamics with two-body s-wave interactions and no other loss rates, but likely sub-optimal for real experiments. Through repeated machine-controlled scientific experimentation and observations our 'learner' discovers an optimal evaporation ramp for BEC production. In contrast to previous work, our learner uses a Gaussian process to develop a statistical model of the relationship between the parameters it controls and the quality of the BEC produced. We demonstrate that the Gaussian process machine learner is able to discover a ramp that produces high quality BECs in 10 times fewer iterations than a previously used online optimization technique. Furthermore, we show the internal model developed can be used to determine which parameters are essential in BEC creation and which are unimportant, providing insight into the optimization process of the system.
Fast machine-learning online optimization of ultra-cold-atom experiments
Wigley, P. B.; Everitt, P. J.; van den Hengel, A.; Bastian, J. W.; Sooriyabandara, M. A.; McDonald, G. D.; Hardman, K. S.; Quinlivan, C. D.; Manju, P.; Kuhn, C. C. N.; Petersen, I. R.; Luiten, A. N.; Hope, J. J.; Robins, N. P.; Hush, M. R.
2016-01-01
We apply an online optimization process based on machine learning to the production of Bose-Einstein condensates (BEC). BEC is typically created with an exponential evaporation ramp that is optimal for ergodic dynamics with two-body s-wave interactions and no other loss rates, but likely sub-optimal for real experiments. Through repeated machine-controlled scientific experimentation and observations our ‘learner’ discovers an optimal evaporation ramp for BEC production. In contrast to previous work, our learner uses a Gaussian process to develop a statistical model of the relationship between the parameters it controls and the quality of the BEC produced. We demonstrate that the Gaussian process machine learner is able to discover a ramp that produces high quality BECs in 10 times fewer iterations than a previously used online optimization technique. Furthermore, we show the internal model developed can be used to determine which parameters are essential in BEC creation and which are unimportant, providing insight into the optimization process of the system. PMID:27180805
NASA Astrophysics Data System (ADS)
Alimi, Isiaka A.; Monteiro, Paulo P.; Teixeira, António L.
2017-11-01
The key paths toward the fifth generation (5G) network requirements are towards centralized processing and small-cell densification systems that are implemented on the cloud computing-based radio access networks (CC-RANs). The increasing recognitions of the CC-RANs can be attributed to their valuable features regarding system performance optimization and cost-effectiveness. Nevertheless, realization of the stringent requirements of the fronthaul that connects the network elements is highly demanding. In this paper, considering the small-cell network architectures, we present multiuser mixed radio-frequency/free-space optical (RF/FSO) relay networks as feasible technologies for the alleviation of the stringent requirements in the CC-RANs. In this study, we use the end-to-end (e2e) outage probability, average symbol error probability (ASEP), and ergodic channel capacity as the performance metrics in our analysis. Simulation results show the suitability of deployment of mixed RF/FSO schemes in the real-life scenarios.
Molenaar, Peter C M
2008-01-01
It is argued that general mathematical-statistical theorems imply that standard statistical analysis techniques of inter-individual variation are invalid to investigate developmental processes. Developmental processes have to be analyzed at the level of individual subjects, using time series data characterizing the patterns of intra-individual variation. It is shown that standard statistical techniques based on the analysis of inter-individual variation appear to be insensitive to the presence of arbitrary large degrees of inter-individual heterogeneity in the population. An important class of nonlinear epigenetic models of neural growth is described which can explain the occurrence of such heterogeneity in brain structures and behavior. Links with models of developmental instability are discussed. A simulation study based on a chaotic growth model illustrates the invalidity of standard analysis of inter-individual variation, whereas time series analysis of intra-individual variation is able to recover the true state of affairs. (c) 2007 Wiley Periodicals, Inc.
The generalization ability of SVM classification based on Markov sampling.
Xu, Jie; Tang, Yuan Yan; Zou, Bin; Xu, Zongben; Li, Luoqing; Lu, Yang; Zhang, Baochang
2015-06-01
The previously known works studying the generalization ability of support vector machine classification (SVMC) algorithm are usually based on the assumption of independent and identically distributed samples. In this paper, we go far beyond this classical framework by studying the generalization ability of SVMC based on uniformly ergodic Markov chain (u.e.M.c.) samples. We analyze the excess misclassification error of SVMC based on u.e.M.c. samples, and obtain the optimal learning rate of SVMC for u.e.M.c. We also introduce a new Markov sampling algorithm for SVMC to generate u.e.M.c. samples from given dataset, and present the numerical studies on the learning performance of SVMC based on Markov sampling for benchmark datasets. The numerical studies show that the SVMC based on Markov sampling not only has better generalization ability as the number of training samples are bigger, but also the classifiers based on Markov sampling are sparsity when the size of dataset is bigger with regard to the input dimension.
Resolving mixed mechanisms of protein subdiffusion at the T cell plasma membrane
NASA Astrophysics Data System (ADS)
Golan, Yonatan; Sherman, Eilon
2017-06-01
The plasma membrane is a complex medium where transmembrane proteins diffuse and interact to facilitate cell function. Membrane protein mobility is affected by multiple mechanisms, including crowding, trapping, medium elasticity and structure, thus limiting our ability to distinguish them in intact cells. Here we characterize the mobility and organization of a short transmembrane protein at the plasma membrane of live T cells, using single particle tracking and photoactivated-localization microscopy. Protein mobility is highly heterogeneous, subdiffusive and ergodic-like. Using mobility characteristics, we segment individual trajectories into subpopulations with distinct Gaussian step-size distributions. Particles of low-to-medium mobility consist of clusters, diffusing in a viscoelastic and fractal-like medium and are enriched at the centre of the cell footprint. Particles of high mobility undergo weak confinement and are more evenly distributed. This study presents a methodological approach to resolve simultaneous mixed subdiffusion mechanisms acting on polydispersed samples and complex media such as cell membranes.
NASA Astrophysics Data System (ADS)
Leviandier, Thierry; Alber, A.; Le Ber, F.; Piégay, H.
2012-02-01
Seven methods designed to delineate homogeneous river segments, belonging to four families, namely — tests of homogeneity, contrast enhancing, spatially constrained classification, and hidden Markov models — are compared, firstly on their principles, then on a case study, and on theoretical templates. These templates contain patterns found in the case study but not considered in the standard assumptions of statistical methods, such as gradients and curvilinear structures. The influence of data resolution, noise and weak satisfaction of the assumptions underlying the methods is investigated. The control of the number of reaches obtained in order to achieve meaningful comparisons is discussed. No method is found that outperforms all the others on all trials. However, the methods with sequential algorithms (keeping at order n + 1 all breakpoints found at order n) fail more often than those running complete optimisation at any order. The Hubert-Kehagias method and Hidden Markov Models are the most successful at identifying subpatterns encapsulated within the templates. Ergodic Hidden Markov Models are, moreover, liable to exhibit transition areas.
One-Time Pad as a nonlinear dynamical system
NASA Astrophysics Data System (ADS)
Nagaraj, Nithin
2012-11-01
The One-Time Pad (OTP) is the only known unbreakable cipher, proved mathematically by Shannon in 1949. In spite of several practical drawbacks of using the OTP, it continues to be used in quantum cryptography, DNA cryptography and even in classical cryptography when the highest form of security is desired (other popular algorithms like RSA, ECC, AES are not even proven to be computationally secure). In this work, we prove that the OTP encryption and decryption is equivalent to finding the initial condition on a pair of binary maps (Bernoulli shift). The binary map belongs to a family of 1D nonlinear chaotic and ergodic dynamical systems known as Generalized Luröth Series (GLS). Having established these interesting connections, we construct other perfect secrecy systems on the GLS that are equivalent to the One-Time Pad, generalizing for larger alphabets. We further show that OTP encryption is related to Randomized Arithmetic Coding - a scheme for joint compression and encryption.
Quantum Groups, Property (T), and Weak Mixing
NASA Astrophysics Data System (ADS)
Brannan, Michael; Kerr, David
2018-06-01
For second countable discrete quantum groups, and more generally second countable locally compact quantum groups with trivial scaling group, we show that property (T) is equivalent to every weakly mixing unitary representation not having almost invariant vectors. This is a generalization of a theorem of Bekka and Valette from the group setting and was previously established in the case of low dual by Daws, Skalski, and Viselter. Our approach uses spectral techniques and is completely different from those of Bekka-Valette and Daws-Skalski-Viselter. By a separate argument we furthermore extend the result to second countable nonunimodular locally compact quantum groups, which are shown in particular not to have property (T), generalizing a theorem of Fima from the discrete setting. We also obtain quantum group versions of characterizations of property (T) of Kerr and Pichot in terms of the Baire category theory of weak mixing representations and of Connes and Weiss in terms of the prevalence of strongly ergodic actions.
Double density dynamics: realizing a joint distribution of a physical system and a parameter system
NASA Astrophysics Data System (ADS)
Fukuda, Ikuo; Moritsugu, Kei
2015-11-01
To perform a variety of types of molecular dynamics simulations, we created a deterministic method termed ‘double density dynamics’ (DDD), which realizes an arbitrary distribution for both physical variables and their associated parameters simultaneously. Specifically, we constructed an ordinary differential equation that has an invariant density relating to a joint distribution of the physical system and the parameter system. A generalized density function leads to a physical system that develops under nonequilibrium environment-describing superstatistics. The joint distribution density of the physical system and the parameter system appears as the Radon-Nikodym derivative of a distribution that is created by a scaled long-time average, generated from the flow of the differential equation under an ergodic assumption. The general mathematical framework is fully discussed to address the theoretical possibility of our method, and a numerical example representing a 1D harmonic oscillator is provided to validate the method being applied to the temperature parameters.
High-frequency stock linkage and multi-dimensional stationary processes
NASA Astrophysics Data System (ADS)
Wang, Xi; Bao, Si; Chen, Jingchao
2017-02-01
In recent years, China's stock market has experienced dramatic fluctuations; in particular, in the second half of 2014 and 2015, the market rose sharply and fell quickly. Many classical financial phenomena, such as stock plate linkage, appeared repeatedly during this period. In general, these phenomena have usually been studied using daily-level data or minute-level data. Our paper focuses on the linkage phenomenon in Chinese stock 5-second-level data during this extremely volatile period. The method used to select the linkage points and the arbitrage strategy are both based on multi-dimensional stationary processes. A new program method for testing the multi-dimensional stationary process is proposed in our paper, and the detailed program is presented in the paper's appendix. Because of the existence of the stationary process, the strategy's logarithmic cumulative average return will converge under the condition of the strong ergodic theorem, and this ensures the effectiveness of the stocks' linkage points and the more stable statistical arbitrage strategy.
Extended slow dynamical regime close to the many-body localization transition
NASA Astrophysics Data System (ADS)
Luitz, David J.; Laflorencie, Nicolas; Alet, Fabien
2016-02-01
Many-body localization is characterized by a slow logarithmic growth of the entanglement entropy after a global quantum quench while the local memory of an initial density imbalance remains at infinite time. We investigate how much the proximity of a many-body localized phase can influence the dynamics in the delocalized ergodic regime where thermalization is expected. Using an exact Krylov space technique, the out-of-equilibrium dynamics of the random-field Heisenberg chain is studied up to L =28 sites, starting from an initially unentangled high-energy product state. Within most of the delocalized phase, we find a sub-ballistic entanglement growth S (t ) ∝t1 /z with a disorder-dependent exponent z ≥1 , in contrast with the pure ballistic growth z =1 of clean systems. At the same time, anomalous relaxation is also observed for the spin imbalance I (t ) ∝t-ζ with a continuously varying disorder-dependent exponent ζ , vanishing at the transition. This provides a clear experimental signature for detecting this nonconventional regime.
Dynamical complexity of short and noisy time series. Compression-Complexity vs. Shannon entropy
NASA Astrophysics Data System (ADS)
Nagaraj, Nithin; Balasubramanian, Karthi
2017-07-01
Shannon entropy has been extensively used for characterizing complexity of time series arising from chaotic dynamical systems and stochastic processes such as Markov chains. However, for short and noisy time series, Shannon entropy performs poorly. Complexity measures which are based on lossless compression algorithms are a good substitute in such scenarios. We evaluate the performance of two such Compression-Complexity Measures namely Lempel-Ziv complexity (LZ) and Effort-To-Compress (ETC) on short time series from chaotic dynamical systems in the presence of noise. Both LZ and ETC outperform Shannon entropy (H) in accurately characterizing the dynamical complexity of such systems. For very short binary sequences (which arise in neuroscience applications), ETC has higher number of distinct complexity values than LZ and H, thus enabling a finer resolution. For two-state ergodic Markov chains, we empirically show that ETC converges to a steady state value faster than LZ. Compression-Complexity measures are promising for applications which involve short and noisy time series.
Detecting many-body-localization lengths with cold atoms
NASA Astrophysics Data System (ADS)
Guo, Xuefei; Li, Xiaopeng
2018-03-01
Considering ultracold atoms in optical lattices, we propose experimental protocols to study many-body-localization (MBL) length and criticality in quench dynamics. Through numerical simulations with exact diagonalization, we show that in the MBL phase the perturbed density profile following a local quench remains exponentially localized in postquench dynamics. The size of this density profile after long-time-dynamics defines a localization length, which tends to diverge at the MBL-to-ergodic transition as we increase the system size. The determined localization transition point agrees with previous exact diagonalization calculations using other diagnostics. Our numerical results provide evidence for violation of the Harris-Chayes bound for the MBL criticality. The critical exponent ν can be extracted from our proposed dynamical procedure, which can then be used directly in experiments to determine whether the Harris-Chayes-bound holds for the MBL transition. These proposed protocols to detect localization criticality are justified by benchmarking to the well-established results for the noninteracting three-dimensional Anderson localization.
Driven Phases of Quantum Matter
NASA Astrophysics Data System (ADS)
Khemani, Vedika; von Keyserlingk, Curt; Lazarides, Achilleas; Moessner, Roderich; Sondhi, Shivaji
Clean and interacting periodically driven quantum systems are believed to exhibit a single, trivial ``infinite-temperature'' Floquet-ergodic phase. By contrast, I will show that their disordered Floquet many-body localized counterparts can exhibit distinct ordered phases with spontaneously broken symmetries delineated by sharp transitions. Some of these are analogs of equilibrium states, while others are genuinely new to the Floquet setting. I will show that a subset of these novel phases are absolutely stableto all weak local deformations of the underlying Floquet drives, and spontaneously break Hamiltonian dependent emergent symmetries. Strikingly, they simultaneously also break the underlying time-translation symmetry of the Floquet drive and the order parameter exhibits oscillations at multiples of the fundamental period. This ``time-crystallinity'' goes hand in hand with spatial symmetry breaking and, altogether, these phases exhibit a novel form of simultaneous long-range order in space and time. I will describe how this spatiotemporal order can be detected in experiments involving quenches from a broad class of initial states.
NASA Astrophysics Data System (ADS)
Malicet, Dominique
2017-12-01
In this paper, we study random walks {g_n=f_{n-1}\\ldots f_0} on the group Homeo ( S 1) of the homeomorphisms of the circle, where the homeomorphisms f k are chosen randomly, independently, with respect to a same probability measure {ν}. We prove that under the only condition that there is no probability measure invariant by {ν}-almost every homeomorphism, the random walk almost surely contracts small intervals. It generalizes what has been known on this subject until now, since various conditions on {ν} were imposed in order to get the phenomenon of contractions. Moreover, we obtain the surprising fact that the rate of contraction is exponential, even in the lack of assumptions of smoothness on the f k 's. We deduce various dynamical consequences on the random walk ( g n ): finiteness of ergodic stationary measures, distribution of the trajectories, asymptotic law of the evaluations, etc. The proof of the main result is based on a modification of the Ávila-Viana's invariance principle, working for continuous cocycles on a space fibred in circles.
Limiting Energy Dissipation Induces Glassy Kinetics in Single-Cell High-Precision Responses.
Das, Jayajit
2016-03-08
Single cells often generate precise responses by involving dissipative out-of-thermodynamic-equilibrium processes in signaling networks. The available free energy to fuel these processes could become limited depending on the metabolic state of an individual cell. How does limiting dissipation affect the kinetics of high-precision responses in single cells? I address this question in the context of a kinetic proofreading scheme used in a simple model of early-time T cell signaling. Using exact analytical calculations and numerical simulations, I show that limiting dissipation qualitatively changes the kinetics in single cells marked by emergence of slow kinetics, large cell-to-cell variations of copy numbers, temporally correlated stochastic events (dynamic facilitation), and ergodicity breaking. Thus, constraints in energy dissipation, in addition to negatively affecting ligand discrimination in T cells, can create a fundamental difficulty in determining single-cell kinetics from cell-population results. Copyright © 2016 Biophysical Society. Published by Elsevier Inc. All rights reserved.
On the distribution of saliency.
Berengolts, Alexander; Lindenbaum, Michael
2006-12-01
Detecting salient structures is a basic task in perceptual organization. Saliency algorithms typically mark edge-points with some saliency measure, which grows with the length and smoothness of the curve on which these edge-points lie. Here, we propose a modified saliency estimation mechanism that is based on probabilistically specified grouping cues and on curve length distributions. In this framework, the Shashua and Ullman saliency mechanism may be interpreted as a process for detecting the curve with maximal expected length. Generalized types of saliency naturally follow. We propose several specific generalizations (e.g., gray-level-based saliency) and rigorously derive the limitations on generalized saliency types. We then carry out a probabilistic analysis of expected length saliencies. Using ergodicity and asymptotic analysis, we derive the saliency distributions associated with the main curves and with the rest of the image. We then extend this analysis to finite-length curves. Using the derived distributions, we derive the optimal threshold on the saliency for discriminating between figure and background and bound the saliency-based figure-from-ground performance.
Finding exact constants in a Markov model of Zipfs law generation
NASA Astrophysics Data System (ADS)
Bochkarev, V. V.; Lerner, E. Yu.; Nikiforov, A. A.; Pismenskiy, A. A.
2017-12-01
According to the classical Zipfs law, the word frequency is a power function of the word rank with an exponent -1. The objective of this work is to find multiplicative constant in a Markov model of word generation. Previously, the case of independent letters was mathematically strictly investigated in [Bochkarev V V and Lerner E Yu 2017 International Journal of Mathematics and Mathematical Sciences Article ID 914374]. Unfortunately, the methods used in this paper cannot be generalized in case of Markov chains. The search of the correct formulation of the Markov generalization of this results was performed using experiments with different ergodic matrices of transition probability P. Combinatory technique allowed taking into account all the words with probability of more than e -300 in case of 2 by 2 matrices. It was experimentally proved that the required constant in the limit is equal to the value reciprocal to conditional entropy of matrix row P with weights presenting the elements of the vector π of the stationary distribution of the Markov chain.
Equation of state of an ideal gas with nonergodic behavior in two connected vessels.
Naplekov, D M; Semynozhenko, V P; Yanovsky, V V
2014-01-01
We consider a two-dimensional collisionless ideal gas in the two vessels connected through a small hole. One of them is a well-behaved chaotic billiard, another one is known to be nonergodic. A significant part of the second vessel's phase space is occupied by an island of stability. In the works of Zaslavsky and coauthors, distribution of Poincaré recurrence times in similar systems was considered. We study the gas pressure in the vessels; it is uniform in the first vessel and not uniform in second one. An equation of the gas state in the first vessel is obtained. Despite the very different phase-space structure, behavior of the second vessel is found to be very close to the behavior of a good ergodic billiard but of different volume. The equation of state differs from the ordinary equation of ideal gas state by an amendment to the vessel's volume. Correlation of this amendment with a share of the phase space under remaining intact islands of stability is shown.
Combining pressure and temperature control in dynamics on energy landscapes
NASA Astrophysics Data System (ADS)
Hoffmann, Karl Heinz; Christian Schön, J.
2017-05-01
Complex systems from science, technology or mathematics usually appear to be very different in their specific dynamical evolution. However, the concept of an energy landscape with its basins corresponding to locally ergodic regions separated by energy barriers provides a unifying approach to the description of complex systems dynamics. In such systems one is often confronted with the task to control the dynamics such that a certain basin is reached with the highest possible probability. Typically one aims for the global minimum, e.g. when dealing with global optimization problems, but frequently other local minima such as the metastable compounds in materials science are of primary interest. Here we show how this task can be solved by applying control theory using magnesium fluoride as an example system, where different modifications of MgF2 are considered as targets. In particular, we generalize previous work restricted to temperature controls only and present controls which simultaneously adjust temperature and pressure in an optimal fashion.
Frequency-dependent scaling from mesoscale to macroscale in viscoelastic random composites
Zhang, Jun
2016-01-01
This paper investigates the scaling from a statistical volume element (SVE; i.e. mesoscale level) to representative volume element (RVE; i.e. macroscale level) of spatially random linear viscoelastic materials, focusing on the quasi-static properties in the frequency domain. Requiring the material statistics to be spatially homogeneous and ergodic, the mesoscale bounds on the RVE response are developed from the Hill–Mandel homogenization condition adapted to viscoelastic materials. The bounds are obtained from two stochastic initial-boundary value problems set up, respectively, under uniform kinematic and traction boundary conditions. The frequency and scale dependencies of mesoscale bounds are obtained through computational mechanics for composites with planar random chessboard microstructures. In general, the frequency-dependent scaling to RVE can be described through a complex-valued scaling function, which generalizes the concept originally developed for linear elastic random composites. This scaling function is shown to apply for all different phase combinations on random chessboards and, essentially, is only a function of the microstructure and mesoscale. PMID:27274689
Many-body localization transition: Schmidt gap, entanglement length, and scaling
NASA Astrophysics Data System (ADS)
Gray, Johnnie; Bose, Sougato; Bayat, Abolfazl
2018-05-01
Many-body localization has become an important phenomenon for illuminating a potential rift between nonequilibrium quantum systems and statistical mechanics. However, the nature of the transition between ergodic and localized phases in models displaying many-body localization is not yet well understood. Assuming that this is a continuous transition, analytic results show that the length scale should diverge with a critical exponent ν ≥2 in one-dimensional systems. Interestingly, this is in stark contrast with all exact numerical studies which find ν ˜1 . We introduce the Schmidt gap, new in this context, which scales near the transition with an exponent ν >2 compatible with the analytical bound. We attribute this to an insensitivity to certain finite-size fluctuations, which remain significant in other quantities at the sizes accessible to exact numerical methods. Additionally, we find that a physical manifestation of the diverging length scale is apparent in the entanglement length computed using the logarithmic negativity between disjoint blocks.
NASA Astrophysics Data System (ADS)
Korepanov, Alexey
2017-12-01
Let {T : M \\to M} be a nonuniformly expanding dynamical system, such as logistic or intermittent map. Let {v : M \\to R^d} be an observable and {v_n = \\sum_{k=0}^{n-1} v circ T^k} denote the Birkhoff sums. Given a probability measure {μ} on M, we consider v n as a discrete time random process on the probability space {(M, μ)} . In smooth ergodic theory there are various natural choices of {μ} , such as the Lebesgue measure, or the absolutely continuous T-invariant measure. They give rise to different random processes. We investigate relation between such processes. We show that in a large class of measures, it is possible to couple (redefine on a new probability space) every two processes so that they are almost surely close to each other, with explicit estimates of "closeness". The purpose of this work is to close a gap in the proof of the almost sure invariance principle for nonuniformly hyperbolic transformations by Melbourne and Nicol.
Unimodular lattice triangulations as small-world and scale-free random graphs
NASA Astrophysics Data System (ADS)
Krüger, B.; Schmidt, E. M.; Mecke, K.
2015-02-01
Real-world networks, e.g., the social relations or world-wide-web graphs, exhibit both small-world and scale-free behaviour. We interpret lattice triangulations as planar graphs by identifying triangulation vertices with graph nodes and one-dimensional simplices with edges. Since these triangulations are ergodic with respect to a certain Pachner flip, applying different Monte Carlo simulations enables us to calculate average properties of random triangulations, as well as canonical ensemble averages, using an energy functional that is approximately the variance of the degree distribution. All considered triangulations have clustering coefficients comparable with real-world graphs; for the canonical ensemble there are inverse temperatures with small shortest path length independent of system size. Tuning the inverse temperature to a quasi-critical value leads to an indication of scale-free behaviour for degrees k≥slant 5. Using triangulations as a random graph model can improve the understanding of real-world networks, especially if the actual distance of the embedded nodes becomes important.
Retrieving infinite numbers of patterns in a spin-glass model of immune networks
NASA Astrophysics Data System (ADS)
Agliari, E.; Annibale, A.; Barra, A.; Coolen, A. C. C.; Tantari, D.
2017-01-01
The similarity between neural and (adaptive) immune networks has been known for decades, but so far we did not understand the mechanism that allows the immune system, unlike associative neural networks, to recall and execute a large number of memorized defense strategies in parallel. The explanation turns out to lie in the network topology. Neurons interact typically with a large number of other neurons, whereas interactions among lymphocytes in immune networks are very specific, and described by graphs with finite connectivity. In this paper we use replica techniques to solve a statistical mechanical immune network model with “coordinator branches” (T-cells) and “effector branches” (B-cells), and show how the finite connectivity enables the coordinators to manage an extensive number of effectors simultaneously, even above the percolation threshold (where clonal cross-talk is not negligible). A consequence of its underlying topological sparsity is that the adaptive immune system exhibits only weak ergodicity breaking, so that also spontaneous switch-like effects as bi-stabilities are present: the latter may play a significant role in the maintenance of immune homeostasis.
Exploring conservative islands using correlated and uncorrelated noise
NASA Astrophysics Data System (ADS)
da Silva, Rafael M.; Manchein, Cesar; Beims, Marcus W.
2018-02-01
In this work, noise is used to analyze the penetration of regular islands in conservative dynamical systems. For this purpose we use the standard map choosing nonlinearity parameters for which a mixed phase space is present. The random variable which simulates noise assumes three distributions, namely equally distributed, normal or Gaussian, and power law (obtained from the same standard map but for other parameters). To investigate the penetration process and explore distinct dynamical behaviors which may occur, we use recurrence time statistics (RTS), Lyapunov exponents and the occupation rate of the phase space. Our main findings are as follows: (i) the standard deviations of the distributions are the most relevant quantity to induce the penetration; (ii) the penetration of islands induce power-law decays in the RTS as a consequence of enhanced trapping; (iii) for the power-law correlated noise an algebraic decay of the RTS is observed, even though sticky motion is absent; and (iv) although strong noise intensities induce an ergodic-like behavior with exponential decays of RTS, the largest Lyapunov exponent is reminiscent of the regular islands.
NASA Astrophysics Data System (ADS)
Quan, Ji; Liu, Wei; Chu, Yuqing; Wang, Xianjia
2018-07-01
Continuous noise caused by mutation is widely present in evolutionary systems. Considering the noise effects and under the optional participation mechanism, a stochastic model for evolutionary public goods game in a finite size population is established. The evolutionary process of strategies in the population is described as a multidimensional ergodic and continuous time Markov process. The stochastic stable state of the system is analyzed by the limit distribution of the stochastic process. By numerical experiments, the influences of the fixed income coefficient for non-participants and the investment income coefficient of the public goods on the stochastic stable equilibrium of the system are analyzed. Through the numerical calculation results, we found that the optional participation mechanism can change the evolutionary dynamics and the equilibrium of the public goods game, and there is a range of parameters which can effectively promote the evolution of cooperation. Further, we obtain the accurate quantitative relationship between the parameters and the probabilities for the system to choose different stable equilibriums, which can be used to realize the control of cooperation.
A perspective on quantum integrability in many-body-localized and Yang-Baxter systems
NASA Astrophysics Data System (ADS)
Moore, Joel E.
2017-10-01
Two of the most active areas in quantum many-particle dynamics involve systems with an unusually large number of conservation laws. Many-body-localized systems generalize ideas of Anderson localization by disorder to interacting systems. While localization still exists with interactions and inhibits thermalization, the interactions between conserved quantities lead to some dramatic differences from the Anderson case. Quantum integrable models such as the XXZ spin chain or Bose gas with delta-function interactions also have infinite sets of conservation laws, again leading to modifications of conventional thermalization. A practical way to treat the hydrodynamic evolution from local equilibrium to global equilibrium in such models is discussed. This paper expands upon a presentation at a discussion meeting of the Royal Society on 7 February 2017. The work described was carried out with a number of collaborators, including Jens Bardarson, Vir Bulchandani, Roni Ilan, Christoph Karrasch, Siddharth Parameswaran, Frank Pollmann and Romain Vasseur. This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'.
Disordered Berezinskii-Kosterlitz-Thouless transition and superinsulation
Sankar, S.; Vinokur, V. M.; Tripathi, V.
2018-01-22
Here, we investigate the critical Berezinskii-Kosterlitz-Thouless (BKT) behavior of disordered two-dimensional Josephson-junction arrays (JJA) on the insulating side of the superconductor-insulator transition (SIT) taking into account the effect of hitherto ignored residual random dipole moments of the superconducting grains. We show that for weak Josephson coupling the model is equivalent to a Coulomb gas subjected to a disorder potential with logarithmic correlations. We demonstrate that strong enough disorder transforms the BKT divergence of the correlation length, ξ BKT ∝ exp (const / √T-T BKT), characterizing the average distance between the unbound topological excitations of the opposite signs, into a moremore » singular Vogel-Fulcher-Tamman (VFT) behavior, ξ VFT ∝ exp [const / (T-T VFT)] , which is viewed as a hallmark of glass transitions in glass-forming materials. We further show that the VFT criticality is a precursor of the transition into a nonergodic superinsulating state, while the BKT critical behavior implies freezing into an ergodic confined BKT state. Finally, our finding sheds light on the yet unresolved problem of the origin of the VFT criticality.« less
Inferring the parameters of a Markov process from snapshots of the steady state
NASA Astrophysics Data System (ADS)
Dettmer, Simon L.; Berg, Johannes
2018-02-01
We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is generally unknown and hard to compute, which prevents the application of established equilibrium inference methods. We propose a quantity we call propagator likelihood, which takes on the role of the likelihood in equilibrium processes. This propagator likelihood is based on fictitious transitions between those configurations of the system which occur in the samples. The propagator likelihood can be derived by minimising the relative entropy between the empirical distribution and a distribution generated by propagating the empirical distribution forward in time. Maximising the propagator likelihood leads to an efficient reconstruction of the parameters of the underlying model in different systems, both with discrete configurations and with continuous configurations. We apply the method to non-equilibrium models from statistical physics and theoretical biology, including the asymmetric simple exclusion process (ASEP), the kinetic Ising model, and replicator dynamics.
Optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps
NASA Astrophysics Data System (ADS)
Qiu, Hong; Deng, Wenmin
2018-02-01
In this paper, the optimal harvesting of a stochastic delay tri-trophic food-chain model with Lévy jumps is considered. We introduce two kinds of environmental perturbations in this model. One is called white noise which is continuous and is described by a stochastic integral with respect to the standard Brownian motion. And the other one is jumping noise which is modeled by a Lévy process. Under some mild assumptions, the critical values between extinction and persistent in the mean of each species are established. The sufficient and necessary criteria for the existence of optimal harvesting policy are established and the optimal harvesting effort and the maximum of sustainable yield are also obtained. We utilize the ergodic method to discuss the optimal harvesting problem. The results show that white noises and Lévy noises significantly affect the optimal harvesting policy while time delays is harmless for the optimal harvesting strategy in some cases. At last, some numerical examples are introduced to show the validity of our results.
Temperature specification in atomistic molecular dynamics and its impact on simulation efficacy
NASA Astrophysics Data System (ADS)
Ocaya, R. O.; Terblans, J. J.
2017-10-01
Temperature is a vital thermodynamical function for physical systems. Knowledge of system temperature permits assessment of system ergodicity, entropy, system state and stability. Rapid theoretical and computational developments in the fields of condensed matter physics, chemistry, material science, molecular biology, nanotechnology and others necessitate clarity in the temperature specification. Temperature-based materials simulations, both standalone and distributed computing, are projected to grow in prominence over diverse research fields. In this article we discuss the apparent variability of temperature modeling formalisms used currently in atomistic molecular dynamics simulations, with respect to system energetics,dynamics and structural evolution. Commercial simulation programs, which by nature are heuristic, do not openly discuss this fundamental question. We address temperature specification in the context of atomistic molecular dynamics. We define a thermostat at 400K relative to a heat bath at 300K firstly using a modified ab-initio Newtonian method, and secondly using a Monte-Carlo method. The thermostatic vacancy formation and cohesion energies, equilibrium lattice constant for FCC copper is then calculated. Finally we compare and contrast the results.
Anosov C-systems and random number generators
NASA Astrophysics Data System (ADS)
Savvidy, G. K.
2016-08-01
We further develop our previous proposal to use hyperbolic Anosov C-systems to generate pseudorandom numbers and to use them for efficient Monte Carlo calculations in high energy particle physics. All trajectories of hyperbolic dynamical systems are exponentially unstable, and C-systems therefore have mixing of all orders, a countable Lebesgue spectrum, and a positive Kolmogorov entropy. These exceptional ergodic properties follow from the C-condition introduced by Anosov. This condition defines a rich class of dynamical systems forming an open set in the space of all dynamical systems. An important property of C-systems is that they have a countable set of everywhere dense periodic trajectories and their density increases exponentially with entropy. Of special interest are the C-systems defined on higher-dimensional tori. Such C-systems are excellent candidates for generating pseudorandom numbers that can be used in Monte Carlo calculations. An efficient algorithm was recently constructed that allows generating long C-system trajectories very rapidly. These trajectories have good statistical properties and can be used for calculations in quantum chromodynamics and in high energy particle physics.
Linear and nonlinear stability of periodic orbits in annular billiards.
Dettmann, Carl P; Fain, Vitaly
2017-04-01
An annular billiard is a dynamical system in which a particle moves freely in a disk except for elastic collisions with the boundary and also a circular scatterer in the interior of the disk. We investigate the stability properties of some periodic orbits in annular billiards in which the scatterer is touching or close to the boundary. We analytically show that there exist linearly stable periodic orbits of an arbitrary period for scatterers with decreasing radii that are located near the boundary of the disk. As the position of the scatterer moves away from a symmetry line of a periodic orbit, the stability of periodic orbits changes from elliptic to hyperbolic, corresponding to a saddle-center bifurcation. When the scatterer is tangent to the boundary, the periodic orbit is parabolic. We prove that slightly changing the reflection angle of the orbit in the tangential situation leads to the existence of Kolmogorov-Arnold-Moser islands. Thus, we show that there exists a decreasing to zero sequence of open intervals of scatterer radii, along which the billiard table is not ergodic.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kamberaj, Hiqmet, E-mail: hkamberaj@ibu.edu.mk
In this paper, we present a new method based on swarm particle social intelligence for use in replica exchange molecular dynamics simulations. In this method, the replicas (representing the different system configurations) are allowed communicating with each other through the individual and social knowledge, in additional to considering them as a collection of real particles interacting through the Newtonian forces. The new method is based on the modification of the equations of motion in such way that the replicas are driven towards the global energy minimum. The method was tested for the Lennard-Jones clusters of N = 4, 5, andmore » 6 atoms. Our results showed that the new method is more efficient than the conventional replica exchange method under the same practical conditions. In particular, the new method performed better on optimizing the distribution of the replicas among the thermostats with time and, in addition, ergodic convergence is observed to be faster. We also introduce a weighted histogram analysis method allowing analyzing the data from simulations by combining data from all of the replicas and rigorously removing the inserted bias.« less
Effect of randomness in logistic maps
NASA Astrophysics Data System (ADS)
Khaleque, Abdul; Sen, Parongama
2015-01-01
We study a random logistic map xt+1 = atxt[1 - xt] where at are bounded (q1 ≤ at ≤ q2), random variables independently drawn from a distribution. xt does not show any regular behavior in time. We find that xt shows fully ergodic behavior when the maximum allowed value of at is 4. However
Search strategy in a complex and dynamic environment (the Indian Ocean case)
NASA Astrophysics Data System (ADS)
Loire, Sophie; Arbabi, Hassan; Clary, Patrick; Ivic, Stefan; Crnjaric-Zic, Nelida; Macesic, Senka; Crnkovic, Bojan; Mezic, Igor; UCSB Team; Rijeka Team
2014-11-01
The disappearance of Malaysia Airlines Flight 370 (MH370) in the early morning hours of 8 March 2014 has exposed the disconcerting lack of efficient methods for identifying where to look and how to look for missing objects in a complex and dynamic environment. The search area for plane debris is a remote part of the Indian Ocean. Searches, of the lawnmower type, have been unsuccessful so far. Lagrangian kinematics of mesoscale features are visible in hypergraph maps of the Indian Ocean surface currents. Without a precise knowledge of the crash site, these maps give an estimate of the time evolution of any initial distribution of plane debris and permits the design of a search strategy. The Dynamic Spectral Multiscale Coverage search algorithm is modified to search a spatial distribution of targets that is evolving with time following the dynamic of ocean surface currents. Trajectories are generated for multiple search agents such that their spatial coverage converges to the target distribution. Central to this DSMC algorithm is a metric for the ergodicity.
Transient aging in fractional Brownian and Langevin-equation motion.
Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf
2013-12-01
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.
Jeon, Jae-Hyung; Chechkin, Aleksei V; Metzler, Ralf
2014-08-14
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is 〈x(2)(t)〉 ≃ 2K(t)t with K(t) ≃ t(α-1) for 0 < α < 2. SBM may provide a seemingly adequate description in the case of unbounded diffusion, for which its probability density function coincides with that of fractional Brownian motion. Here we show that free SBM is weakly non-ergodic but does not exhibit a significant amplitude scatter of the time averaged mean squared displacement. More severely, we demonstrate that under confinement, the dynamics encoded by SBM is fundamentally different from both fractional Brownian motion and continuous time random walks. SBM is highly non-stationary and cannot provide a physical description for particles in a thermalised stationary system. Our findings have direct impact on the modelling of single particle tracking experiments, in particular, under confinement inside cellular compartments or when optical tweezers tracking methods are used.
Linear and nonlinear stability of periodic orbits in annular billiards
NASA Astrophysics Data System (ADS)
Dettmann, Carl P.; Fain, Vitaly
2017-04-01
An annular billiard is a dynamical system in which a particle moves freely in a disk except for elastic collisions with the boundary and also a circular scatterer in the interior of the disk. We investigate the stability properties of some periodic orbits in annular billiards in which the scatterer is touching or close to the boundary. We analytically show that there exist linearly stable periodic orbits of an arbitrary period for scatterers with decreasing radii that are located near the boundary of the disk. As the position of the scatterer moves away from a symmetry line of a periodic orbit, the stability of periodic orbits changes from elliptic to hyperbolic, corresponding to a saddle-center bifurcation. When the scatterer is tangent to the boundary, the periodic orbit is parabolic. We prove that slightly changing the reflection angle of the orbit in the tangential situation leads to the existence of Kolmogorov-Arnold-Moser islands. Thus, we show that there exists a decreasing to zero sequence of open intervals of scatterer radii, along which the billiard table is not ergodic.
NASA Astrophysics Data System (ADS)
Miyaguchi, Tomoshige
2017-10-01
There have been increasing reports that the diffusion coefficient of macromolecules depends on time and fluctuates randomly. Here a method is developed to elucidate this fluctuating diffusivity from trajectory data. Time-averaged mean-square displacement (MSD), a common tool in single-particle-tracking (SPT) experiments, is generalized to a second-order tensor with which both magnitude and orientation fluctuations of the diffusivity can be clearly detected. This method is used to analyze the center-of-mass motion of four fundamental polymer models: the Rouse model, the Zimm model, a reptation model, and a rigid rodlike polymer. It is found that these models exhibit distinctly different types of magnitude and orientation fluctuations of diffusivity. This is an advantage of the present method over previous ones, such as the ergodicity-breaking parameter and a non-Gaussian parameter, because with either of these parameters it is difficult to distinguish the dynamics of the four polymer models. Also, the present method of a time-averaged MSD tensor could be used to analyze trajectory data obtained in SPT experiments.
A Theoretical Framework for Lagrangian Descriptors
NASA Astrophysics Data System (ADS)
Lopesino, C.; Balibrea-Iniesta, F.; García-Garrido, V. J.; Wiggins, S.; Mancho, A. M.
This paper provides a theoretical background for Lagrangian Descriptors (LDs). The goal of achieving rigorous proofs that justify the ability of LDs to detect invariant manifolds is simplified by introducing an alternative definition for LDs. The definition is stated for n-dimensional systems with general time dependence, however we rigorously prove that this method reveals the stable and unstable manifolds of hyperbolic points in four particular 2D cases: a hyperbolic saddle point for linear autonomous systems, a hyperbolic saddle point for nonlinear autonomous systems, a hyperbolic saddle point for linear nonautonomous systems and a hyperbolic saddle point for nonlinear nonautonomous systems. We also discuss further rigorous results which show the ability of LDs to highlight additional invariants sets, such as n-tori. These results are just a simple extension of the ergodic partition theory which we illustrate by applying this methodology to well-known examples, such as the planar field of the harmonic oscillator and the 3D ABC flow. Finally, we provide a thorough discussion on the requirement of the objectivity (frame-invariance) property for tools designed to reveal phase space structures and their implications for Lagrangian descriptors.
Comparison of forcing functions in magnetohydrodynamics
NASA Astrophysics Data System (ADS)
McKay, Mairi E.; Linkmann, Moritz; Clark, Daniel; Chalupa, Adam A.; Berera, Arjun
2017-11-01
Results are presented of direct numerical simulations of incompressible, homogeneous magnetohydrodynamic turbulence without a mean magnetic field, subject to different mechanical forcing functions commonly used in the literature. Specifically, the forces are negative damping (which uses the large-scale velocity field as a forcing function), a nonhelical random force, and a nonhelical static sinusoidal force (analogous to helical ABC forcing). The time evolution of the three ideal invariants (energy, magnetic helicity, and cross helicity), the time-averaged energy spectra, the energy ratios, and the dissipation ratios are examined. All three forcing functions produce qualitatively similar steady states with regard to the time evolution of the energy and magnetic helicity. However, differences in the cross-helicity evolution are observed, particularly in the case of the static sinusoidal method of energy injection. Indeed, an ensemble of sinusoidally forced simulations with identical parameters shows significant variations in the cross helicity over long time periods, casting some doubt on the validity of the principle of ergodicity in systems in which the injection of helicity cannot be controlled. Cross helicity can unexpectedly enter the system through the forcing function and must be carefully monitored.
NASA Astrophysics Data System (ADS)
Zhao, Yu; Yuan, Sanling
2017-07-01
As well known that the sudden environmental shocks and toxicant can affect the population dynamics of fish species, a mechanistic understanding of how sudden environmental change and toxicant influence the optimal harvesting policy requires development. This paper presents the optimal harvesting of a stochastic two-species competitive model with Lévy noise in a polluted environment, where the Lévy noise is used to describe the sudden climate change. Due to the discontinuity of the Lévy noise, the classical optimal harvesting methods based on the explicit solution of the corresponding Fokker-Planck equation are invalid. The object of this paper is to fill up this gap and establish the optimal harvesting policy. By using of aggregation and ergodic methods, the approximation of the optimal harvesting effort and maximum expectation of sustainable yields are obtained. Numerical simulations are carried out to support these theoretical results. Our analysis shows that the Lévy noise and the mean stress measure of toxicant in organism may affect the optimal harvesting policy significantly.
Exploring Replica-Exchange Wang-Landau sampling in higher-dimensional parameter space
DOE Office of Scientific and Technical Information (OSTI.GOV)
Valentim, Alexandra; Rocha, Julio C. S.; Tsai, Shan-Ho
We considered a higher-dimensional extension for the replica-exchange Wang-Landau algorithm to perform a random walk in the energy and magnetization space of the two-dimensional Ising model. This hybrid scheme combines the advantages of Wang-Landau and Replica-Exchange algorithms, and the one-dimensional version of this approach has been shown to be very efficient and to scale well, up to several thousands of computing cores. This approach allows us to split the parameter space of the system to be simulated into several pieces and still perform a random walk over the entire parameter range, ensuring the ergodicity of the simulation. Previous work, inmore » which a similar scheme of parallel simulation was implemented without using replica exchange and with a different way to combine the result from the pieces, led to discontinuities in the final density of states over the entire range of parameters. From our simulations, it appears that the replica-exchange Wang-Landau algorithm is able to overcome this diculty, allowing exploration of higher parameter phase space by keeping track of the joint density of states.« less
NASA Astrophysics Data System (ADS)
Kamberaj, Hiqmet
2015-09-01
In this paper, we present a new method based on swarm particle social intelligence for use in replica exchange molecular dynamics simulations. In this method, the replicas (representing the different system configurations) are allowed communicating with each other through the individual and social knowledge, in additional to considering them as a collection of real particles interacting through the Newtonian forces. The new method is based on the modification of the equations of motion in such way that the replicas are driven towards the global energy minimum. The method was tested for the Lennard-Jones clusters of N = 4, 5, and 6 atoms. Our results showed that the new method is more efficient than the conventional replica exchange method under the same practical conditions. In particular, the new method performed better on optimizing the distribution of the replicas among the thermostats with time and, in addition, ergodic convergence is observed to be faster. We also introduce a weighted histogram analysis method allowing analyzing the data from simulations by combining data from all of the replicas and rigorously removing the inserted bias.
Mirror Numbers and Wigner's ``Unreasonable Effectiveness''
NASA Astrophysics Data System (ADS)
Berezin, Alexander
2006-04-01
Wigner's ``unreasonable effectiveness of mathematics in physics'' can be augmented by concept of mirror number (MN). It is defined as digital string infinite in both directions. Example is ()5141327182() where first 5 digits is Pi ``spelled'' backward (``mirrored'') and last 5 digits is the beginning of decimal exp1 string. Let MN be constructed from two different transcendental (or algebraically irrational) numbers, set of such MNs is Cantor-uncountable. Most MNs have contain any finite digital sequence repeated infinitely many times. In spirit of ``Contact'' (C.Sagan) each normal MN contains ``Library of Babel'' of all possible texts and patterns (J.L.Borges). Infinite at both ends, MN do not have any numerical values and, contrary to numbers written in positional systems, all digits in MNs have equal weight -- sort of ``numerological democracy''. In Pythagorean-Platonic models (space-time and physical world originating from pure numbers) idea of MN resolves paradox of ``beginning'' (or ``end'') of time. Because in MNs all digits have equal status, (quantum) randomness leads to more uniform and fully ergodic phase trajectories (cf. F.Dyson, Infinite in All Directions) .
On the Study of Cognitive Bidirectional Relaying with Asymmetric Traffic Demands
NASA Astrophysics Data System (ADS)
Ji, Xiaodong
2015-05-01
In this paper, we consider a cognitive radio network scenario, where two primary users want to exchange information with each other and meanwhile, one secondary node wishes to send messages to a cognitive base station. To meet the target quality of service (QoS) of the primary users and raise the communication opportunity of the secondary nodes, a cognitive bidirectional relaying (BDR) scheme is examined. First, system outage probabilities of conventional direct transmission and BDR schemes are presented. Next, a new system parameter called operating region is defined and calculated, which indicates in which position a secondary node can be a cognitive relay to assist the primary users. Then, a cognitive BDR scheme is proposed, giving a transmission protocol along with a time-slot splitting algorithm between the primary and secondary transmissions. Information-theoretic metric of ergodic capacity is studied for the cognitive BDR scheme to evaluate its performance. Simulation results show that with the proposed scheme, the target QoS of the primary users can be guaranteed, while increasing the communication opportunity for the secondary nodes.
Wireless Energy Harvesting Two-Way Relay Networks with Hardware Impairments.
Peng, Chunling; Li, Fangwei; Liu, Huaping
2017-11-13
This paper considers a wireless energy harvesting two-way relay (TWR) network where the relay has energy-harvesting abilities and the effects of practical hardware impairments are taken into consideration. In particular, power splitting (PS) receiver is adopted at relay to harvests the power it needs for relaying the information between the source nodes from the signals transmitted by the source nodes, and hardware impairments is assumed suffered by each node. We analyze the effect of hardware impairments [-20]on both decode-and-forward (DF) relaying and amplify-and-forward (AF) relaying networks. By utilizing the obtained new expressions of signal-to-noise-plus-distortion ratios, the exact analytical expressions of the achievable sum rate and ergodic capacities for both DF and AF relaying protocols are derived. Additionally, the optimal power splitting (OPS) ratio that maximizes the instantaneous achievable sum rate is formulated and solved for both protocols. The performances of DF and AF protocols are evaluated via numerical results, which also show the effects of various network parameters on the system performance and on the OPS ratio design.
Scalar spectral measures associated with an operator-fractal
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jorgensen, Palle E. T., E-mail: jorgen@math.uiowa.edu; Kornelson, Keri A., E-mail: kkornelson@ou.edu; Shuman, Karen L.
2014-02-15
We study a spectral-theoretic model on a Hilbert space L{sup 2}(μ) where μ is a fixed Cantor measure. In addition to μ, we also consider an independent scaling operator U acting in L{sup 2}(μ). To make our model concrete, we focus on explicit formulas: We take μ to be the Bernoulli infinite-convolution measure corresponding to scale number 1/4 . We then define the unitary operator U in L{sup 2}(μ) from a scale-by-5 operation. The spectral-theoretic and geometric properties we have previously established for U are as follows: (i) U acts as an ergodic operator; (ii) the action of U ismore » not spatial; and finally, (iii) U is fractal in the sense that it is unitarily equivalent to a countable infinite direct sum of (twisted) copies of itself. In this paper, we prove new results about the projection-valued measures and scalar spectral measures associated to U and its constituent parts. Our techniques make use of the representations of the Cuntz algebra O{sub 2} on L{sup 2}(μ)« less
Many-body localization-delocalization transition in the quantum Sherrington-Kirkpatrick model
NASA Astrophysics Data System (ADS)
Mukherjee, Sudip; Nag, Sabyasachi; Garg, Arti
2018-04-01
We analyze the many-body localization- (MBL) to-delocalization transition in the Sherrington-Kirkpatrick (SK) model of Ising spin glass in the presence of a transverse field Γ . Based on energy-resolved analysis, which is of relevance for a closed quantum system, we show that the quantum SK model has many-body mobility edges separating the MBL phase, which is nonergodic and nonthermal, from the delocalized phase, which is ergodic and thermal. The range of the delocalized regime increases with an increase in the strength of Γ , and eventually for Γ larger than ΓCP the entire many-body spectrum is delocalized. We show that the Renyi entropy is almost independent of the system size in the MBL phase while the delocalized phase shows extensive Renyi entropy. We further obtain the spin-glass transition curve in the energy density ɛ -Γ plane from the collapse of the eigenstate spin susceptibility. We demonstrate that in most of the parameter regime, the spin-glass transition occurs close to the MBL transition, indicating that the spin-glass phase is nonergodic and nonthermal while the paramagnetic phase is delocalized and thermal.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sankar, S.; Vinokur, V. M.; Tripathi, V.
Here, we investigate the critical Berezinskii-Kosterlitz-Thouless (BKT) behavior of disordered two-dimensional Josephson-junction arrays (JJA) on the insulating side of the superconductor-insulator transition (SIT) taking into account the effect of hitherto ignored residual random dipole moments of the superconducting grains. We show that for weak Josephson coupling the model is equivalent to a Coulomb gas subjected to a disorder potential with logarithmic correlations. We demonstrate that strong enough disorder transforms the BKT divergence of the correlation length, ξ BKT ∝ exp (const / √T-T BKT), characterizing the average distance between the unbound topological excitations of the opposite signs, into a moremore » singular Vogel-Fulcher-Tamman (VFT) behavior, ξ VFT ∝ exp [const / (T-T VFT)] , which is viewed as a hallmark of glass transitions in glass-forming materials. We further show that the VFT criticality is a precursor of the transition into a nonergodic superinsulating state, while the BKT critical behavior implies freezing into an ergodic confined BKT state. Finally, our finding sheds light on the yet unresolved problem of the origin of the VFT criticality.« less
NASA Astrophysics Data System (ADS)
Xu, Lei; Zhai, Wanming; Gao, Jianmin
2017-11-01
Track irregularities are inevitably in a process of stochastic evolution due to the uncertainty and continuity of wheel-rail interactions. For depicting the dynamic behaviours of vehicle-track coupling system caused by track random irregularities thoroughly, it is a necessity to develop a track irregularity probabilistic model to simulate rail surface irregularities with ergodic properties on amplitudes, wavelengths and probabilities, and to build a three-dimensional vehicle-track coupled model by properly considering the wheel-rail nonlinear contact mechanisms. In the present study, the vehicle-track coupled model is programmed by combining finite element method with wheel-rail coupling model firstly. Then, in light of the capability of power spectral density (PSD) in characterising amplitudes and wavelengths of stationary random signals, a track irregularity probabilistic model is presented to reveal and simulate the whole characteristics of track irregularity PSD. Finally, extended applications from three aspects, that is, extreme analysis, reliability analysis and response relationships between dynamic indices, are conducted to the evaluation and application of the proposed models.
Ergodic properties of spiking neuronal networks with delayed interactions
NASA Astrophysics Data System (ADS)
Palmigiano, Agostina; Wolf, Fred
The dynamical stability of neuronal networks, and the possibility of chaotic dynamics in the brain pose profound questions to the mechanisms underlying perception. Here we advance on the tractability of large neuronal networks of exactly solvable neuronal models with delayed pulse-coupled interactions. Pulse coupled delayed systems with an infinite dimensional phase space can be studied in equivalent systems of fixed and finite degrees of freedom by introducing a delayer variable for each neuron. A Jacobian of the equivalent system can be analytically obtained, and numerically evaluated. We find that depending on the action potential onset rapidness and the level of heterogeneities, the asynchronous irregular regime characteristic of balanced state networks loses stability with increasing delays to either a slow synchronous irregular or a fast synchronous irregular state. In networks of neurons with slow action potential onset, the transition to collective oscillations leads to an increase of the exponential rate of divergence of nearby trajectories and of the entropy production rate of the chaotic dynamics. The attractor dimension, instead of increasing linearly with increasing delay as reported in many other studies, decreases until eventually the network reaches full synchrony
Minority games, evolving capitals and replicator dynamics
NASA Astrophysics Data System (ADS)
Galla, Tobias; Zhang, Yi-Cheng
2009-11-01
We discuss a simple version of the minority game (MG) in which agents hold only one strategy each, but in which their capitals evolve dynamically according to their success and in which the total trading volume varies in time accordingly. This feature is known to be crucial for MGs to reproduce stylized facts of real market data. The stationary states and phase diagram of the model can be computed, and we show that the ergodicity breaking phase transition common for MGs, and marked by a divergence of the integrated response, is present also in this simplified model. An analogous majority game turns out to be relatively void of interesting features, and the total capital is found to diverge in time. Introducing a restraining force leads to a model akin to the replicator dynamics of evolutionary game theory, and we demonstrate that here a different type of phase transition is observed. Finally we briefly discuss the relation of this model with one strategy per player to more sophisticated minority games with dynamical capitals and several trading strategies per agent.
A study of the Boltzmann and Gibbs entropies in the context of a stochastic toy model
NASA Astrophysics Data System (ADS)
Malgieri, Massimiliano; Onorato, Pasquale; De Ambrosis, Anna
2018-05-01
In this article we reconsider a stochastic toy model of thermal contact, first introduced in Onorato et al (2017 Eur. J. Phys. 38 045102), showing its educational potential for clarifying some current issues in the foundations of thermodynamics. The toy model can be realized in practice using dice and coins, and can be seen as representing thermal coupling of two subsystems with energy bounded from above. The system is used as a playground for studying the different behaviours of the Boltzmann and Gibbs temperatures and entropies in the approach to steady state. The process that models thermal contact between the two subsystems can be proved to be an ergodic, reversible Markov chain; thus the dynamics produces an equilibrium distribution in which the weight of each state is proportional to its multiplicity in terms of microstates. Each one of the two subsystems, taken separately, is formally equivalent to an Ising spin system in the non-interacting limit. The model is intended for educational purposes, and the level of readership of the article is aimed at advanced undergraduates.
Slow relaxation dynamics of clogs in a vibrated granular silo.
Guerrero, B V; Pugnaloni, L A; Lozano, C; Zuriguel, I; Garcimartín, A
2018-04-01
We experimentally explore the vibration-induced unclogging of arches halting the flow in a two-dimensional silo. The endurance of arches is determined by carrying out a survival analysis of their breaking times. By analyzing the dynamics of two morphological variables, we demonstrate that arches evolve toward less regular structures and it seems that there may exist a certain degree of irregularity that the arch reaches before collapsing. Moreover, we put forward that σ (the standard deviation of all angles between consecutive beads) describes faithfully the morphological evolution of the arch. Focusing on long-lasting arches, we study σ calculating its two-time autocorrelation function and its mean-squared displacement. In particular, the apparent logarithmic increase of the correlation and the decrease of the mean-squared displacement of σ when the waiting time is increased reveal a slowing down of the dynamics. This behavior is a clear hallmark of aging phenomena and confirms the lack of ergodicity in the unclogging dynamics. Our findings provide new insights on how an arch tends to destabilize and how the probability that it breaks with a long sustained vibration decreases with time.
Slow relaxation dynamics of clogs in a vibrated granular silo
NASA Astrophysics Data System (ADS)
Guerrero, B. V.; Pugnaloni, L. A.; Lozano, C.; Zuriguel, I.; Garcimartín, A.
2018-04-01
We experimentally explore the vibration-induced unclogging of arches halting the flow in a two-dimensional silo. The endurance of arches is determined by carrying out a survival analysis of their breaking times. By analyzing the dynamics of two morphological variables, we demonstrate that arches evolve toward less regular structures and it seems that there may exist a certain degree of irregularity that the arch reaches before collapsing. Moreover, we put forward that σ (the standard deviation of all angles between consecutive beads) describes faithfully the morphological evolution of the arch. Focusing on long-lasting arches, we study σ calculating its two-time autocorrelation function and its mean-squared displacement. In particular, the apparent logarithmic increase of the correlation and the decrease of the mean-squared displacement of σ when the waiting time is increased reveal a slowing down of the dynamics. This behavior is a clear hallmark of aging phenomena and confirms the lack of ergodicity in the unclogging dynamics. Our findings provide new insights on how an arch tends to destabilize and how the probability that it breaks with a long sustained vibration decreases with time.
Plasma Equilibria With Stochastic Magnetic Fields
NASA Astrophysics Data System (ADS)
Krommes, J. A.; Reiman, A. H.
2009-05-01
Plasma equilibria that include regions of stochastic magnetic fields are of interest in a variety of applications, including tokamaks with ergodic limiters and high-pressure stellarators. Such equilibria are examined theoretically, and a numerical algorithm for their construction is described.^2,3 % The balance between stochastic diffusion of magnetic lines and small effects^2 omitted from the simplest MHD description can support pressure and current profiles that need not be flattened in stochastic regions. The diffusion can be described analytically by renormalizing stochastic Langevin equations for pressure and parallel current j, with particular attention being paid to the satisfaction of the periodicity constraints in toroidal configurations with sheared magnetic fields. The equilibrium field configuration can then be constructed by coupling the prediction for j to Amp'ere's law, which is solved numerically. A. Reiman et al., Pressure-induced breaking of equilibrium flux surfaces in the W7AS stellarator, Nucl. Fusion 47, 572--8 (2007). J. A. Krommes and A. H. Reiman, Plasma equilibrium in a magnetic field with stochastic regions, submitted to Phys. Plasmas. J. A. Krommes, Fundamental statistical theories of plasma turbulence in magnetic fields, Phys. Reports 360, 1--351.
NASA Astrophysics Data System (ADS)
Vardhan, Shreya; De Tomasi, Giuseppe; Heyl, Markus; Heller, Eric J.; Pollmann, Frank
2017-07-01
We study the effects of local perturbations on the dynamics of disordered fermionic systems in order to characterize time irreversibility. We focus on three different systems: the noninteracting Anderson and Aubry-André-Harper (AAH) models and the interacting spinless disordered t -V chain. First, we consider the effect on the full many-body wave functions by measuring the Loschmidt echo (LE). We show that in the extended or ergodic phase the LE decays exponentially fast with time, while in the localized phase the decay is algebraic. We demonstrate that the exponent of the decay of the LE in the localized phase diverges proportionally to the single-particle localization length as we approach the metal-insulator transition in the AAH model. Second, we probe different phases of disordered systems by studying the time expectation value of local observables evolved with two Hamiltonians that differ by a spatially local perturbation. Remarkably, we find that many-body localized systems could lose memory of the initial state in the long-time limit, in contrast to the noninteracting localized phase where some memory is always preserved.
Overview of RWM Stabilization and Other Experiments With New Internal Coils in the DIII-D Tokamak
NASA Astrophysics Data System (ADS)
Jackson, G. L.; Evans, T. E.; La Haye, R. J.; Kellman, A. G.; Schaffer, M. J.; Scoville, J. T.; Strait, E. J.; Szymanski, D. D.; Bialek, J.; Garofalo, A. M.; Navratil, G. A.; Reimerdes, H.; Edgell, D. H.; Okabayashi, M.; Hatcher, R.
2003-10-01
A set of 12 single-turn internal coils (I-coils) has been installed and operated in the DIII-D tokamak. The primary purpose of these coils (A_coil = 1.1 m^2, I ≤,7 kA, d_wall = 1.47 cm) is to improve stabilization of the n=1 resistive wall mode (RWM), compared to the existing external C-coil set, especially for high βN advanced tokamak discharges in low toroidal rotation plasmas. The versatility of the I-coil set and its associated power systems allow for a variety of experiments: fast feedback stabilization of RWMs, dc error field correction, edge stochastic fields, n=1,2, or 3 toroidal magnetic braking, and MHD spectroscopy (0-60 Hz). The resonant field amplification from an applied n=1 field was found to be completely suppressed, demonstrating successfully the controllability with the new system. With the I-coils, the high βN regime (above the no wall limit) has been explored both with RWM feedback and with dynamic error field correction. Experiments on edge ergodization will also be discussed.
Eddy diffusivity of quasi-neutrally-buoyant inertial particles
NASA Astrophysics Data System (ADS)
Martins Afonso, Marco; Muratore-Ginanneschi, Paolo; Gama, Sílvio M. A.; Mazzino, Andrea
2018-04-01
We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the inertial-particle terminal velocity and eddy diffusivity from first principles in a perturbative expansion around the limit of added-mass factor close to unity. Physically, this limit corresponds to the case where the mass density of the particles is constant and close in value to the mass density of the fluid, which is also constant. Our approach differs from the usual over-damped expansion inasmuch as we do not assume a separation of time scales between thermalization and small-scale convection effects. For a general flow in the class of incompressible zero-mean periodic velocity fields, we derive closed-form cell equations for the auxiliary quantities determining the terminal velocity and effective diffusivity. In the special case of parallel flows these equations admit explicit analytic solution. We use parallel flows to show that our approach sheds light onto the behavior of terminal velocity and effective diffusivity for Stokes numbers of the order of unity.
Critical phenomena on k -booklets
NASA Astrophysics Data System (ADS)
Grassberger, Peter
2017-01-01
We define a "k -booklet" to be a set of k semi-infinite planes with -∞
NASA Astrophysics Data System (ADS)
Evans, Kellie Michele
Larger than Life (LtL), is a four-parameter family of two-dimensional cellular automata that generalizes John Conway's Game of Life (Life) to large neighborhoods and general birth and survival thresholds. LtL was proposed by David Griffeath in the early 1990s to explore whether Life might be a clue to a critical phase point in the threshold-range scaling limit. The LtL family of rules includes Life as well as a rich set of two-dimensional rules, some of which exhibit dynamics vastly different from Life. In this chapter we present rigorous results and conjectures about the ergodic classifications of several sets of "simplified" LtL rules, each of which has a property that makes the rule easier to analyze. For example, these include symmetric rules such as the threshold voter automaton and the anti-voter automaton, monotone rules such as the threshold growth models, and others. We also provide qualitative results and speculation about LtL rules on various phase boundaries and summarize results and open questions about our favorite "Life-like" LtL rules.
Hypothesis analysis methods, hypothesis analysis devices, and articles of manufacture
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sanfilippo, Antonio P; Cowell, Andrew J; Gregory, Michelle L
Hypothesis analysis methods, hypothesis analysis devices, and articles of manufacture are described according to some aspects. In one aspect, a hypothesis analysis method includes providing a hypothesis, providing an indicator which at least one of supports and refutes the hypothesis, using the indicator, associating evidence with the hypothesis, weighting the association of the evidence with the hypothesis, and using the weighting, providing information regarding the accuracy of the hypothesis.
[Dilemma of null hypothesis in ecological hypothesis's experiment test.
Li, Ji
2016-06-01
Experimental test is one of the major test methods of ecological hypothesis, though there are many arguments due to null hypothesis. Quinn and Dunham (1983) analyzed the hypothesis deduction model from Platt (1964) and thus stated that there is no null hypothesis in ecology that can be strictly tested by experiments. Fisher's falsificationism and Neyman-Pearson (N-P)'s non-decisivity inhibit statistical null hypothesis from being strictly tested. Moreover, since the null hypothesis H 0 (α=1, β=0) and alternative hypothesis H 1 '(α'=1, β'=0) in ecological progresses are diffe-rent from classic physics, the ecological null hypothesis can neither be strictly tested experimentally. These dilemmas of null hypothesis could be relieved via the reduction of P value, careful selection of null hypothesis, non-centralization of non-null hypothesis, and two-tailed test. However, the statistical null hypothesis significance testing (NHST) should not to be equivalent to the causality logistical test in ecological hypothesis. Hence, the findings and conclusions about methodological studies and experimental tests based on NHST are not always logically reliable.
Polur, Prasad D; Miller, Gerald E
2005-01-01
Computer speech recognition of individuals with dysarthria, such as cerebral palsy patients, requires a robust technique that can handle conditions of very high variability and limited training data. In this study, a hidden Markov model (HMM) was constructed and conditions investigated that would provide improved performance for a dysarthric speech (isolated word) recognition system intended to act as an assistive/control tool. In particular, we investigated the effect of high-frequency spectral components on the recognition rate of the system to determine if they contributed useful additional information to the system. A small-size vocabulary spoken by three cerebral palsy subjects was chosen. Mel-frequency cepstral coefficients extracted with the use of 15 ms frames served as training input to an ergodic HMM setup. Subsequent results demonstrated that no significant useful information was available to the system for enhancing its ability to discriminate dysarthric speech above 5.5 kHz in the current set of dysarthric data. The level of variability in input dysarthric speech patterns limits the reliability of the system. However, its application as a rehabilitation/control tool to assist dysarthric motor-impaired individuals such as cerebral palsy subjects holds sufficient promise.
Non-equilibrium Statistical Mechanics and the Sea Ice Thickness Distribution
NASA Astrophysics Data System (ADS)
Wettlaufer, John; Toppaladoddi, Srikanth
We use concepts from non-equilibrium statistical physics to transform the original evolution equation for the sea ice thickness distribution g (h) due to Thorndike et al., (1975) into a Fokker-Planck like conservation law. The steady solution is g (h) = calN (q) hqe - h / H , where q and H are expressible in terms of moments over the transition probabilities between thickness categories. The solution exhibits the functional form used in observational fits and shows that for h << 1 , g (h) is controlled by both thermodynamics and mechanics, whereas for h >> 1 only mechanics controls g (h) . Finally, we derive the underlying Langevin equation governing the dynamics of the ice thickness h, from which we predict the observed g (h) . This allows us to demonstrate that the ice thickness field is ergodic. The genericity of our approach provides a framework for studying the geophysical scale structure of the ice pack using methods of broad relevance in statistical mechanics. Swedish Research Council Grant No. 638-2013-9243, NASA Grant NNH13ZDA001N-CRYO and the National Science Foundation and the Office of Naval Research under OCE-1332750 for support.
Obtaining highly excited eigenstates of the localized XX chain via DMRG-X.
Devakul, Trithep; Khemani, Vedika; Pollmann, Frank; Huse, David A; Sondhi, S L
2017-12-13
We benchmark a variant of the recently introduced density matrix renormalization group (DMRG)-X algorithm against exact results for the localized random field XX chain. We find that the eigenstates obtained via DMRG-X exhibit a highly accurate l-bit description for system sizes much bigger than the direct, many-body, exact diagonalization in the spin variables is able to access. We take advantage of the underlying free fermion description of the XX model to accurately test the strengths and limitations of this algorithm for large system sizes. We discuss the theoretical constraints on the performance of the algorithm from the entanglement properties of the eigenstates, and its actual performance at different values of disorder. A small but significant improvement to the algorithm is also presented, which helps significantly with convergence. We find that, at high entanglement, DMRG-X shows a bias towards eigenstates with low entanglement, but can be improved with increased bond dimension. This result suggests that one must be careful when applying the algorithm for interacting many-body localized spin models near a transition.This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'. © 2017 The Author(s).
Obtaining highly excited eigenstates of the localized XX chain via DMRG-X
NASA Astrophysics Data System (ADS)
Devakul, Trithep; Khemani, Vedika; Pollmann, Frank; Huse, David A.; Sondhi, S. L.
2017-10-01
We benchmark a variant of the recently introduced density matrix renormalization group (DMRG)-X algorithm against exact results for the localized random field XX chain. We find that the eigenstates obtained via DMRG-X exhibit a highly accurate l-bit description for system sizes much bigger than the direct, many-body, exact diagonalization in the spin variables is able to access. We take advantage of the underlying free fermion description of the XX model to accurately test the strengths and limitations of this algorithm for large system sizes. We discuss the theoretical constraints on the performance of the algorithm from the entanglement properties of the eigenstates, and its actual performance at different values of disorder. A small but significant improvement to the algorithm is also presented, which helps significantly with convergence. We find that, at high entanglement, DMRG-X shows a bias towards eigenstates with low entanglement, but can be improved with increased bond dimension. This result suggests that one must be careful when applying the algorithm for interacting many-body localized spin models near a transition. This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'.
A laboratory study of nonlinear changes in the directionality of extreme seas
NASA Astrophysics Data System (ADS)
Latheef, M.; Swan, C.; Spinneken, J.
2017-03-01
This paper concerns the description of surface water waves, specifically nonlinear changes in the directionality. Supporting calculations are provided to establish the best method of directional wave generation, the preferred method of directional analysis and the inputs on which such a method should be based. These calculations show that a random directional method, in which the phasing, amplitude and direction of propagation of individual wave components are chosen randomly, has benefits in achieving the required ergodicity. In terms of analysis procedures, the extended maximum entropy principle, with inputs based upon vector quantities, produces the best description of directionality. With laboratory data describing the water surface elevation and the two horizontal velocity components at a single point, several steep sea states are considered. The results confirm that, as the steepness of a sea state increases, the overall directionality of the sea state reduces. More importantly, it is also shown that the largest waves become less spread or more unidirectional than the sea state as a whole. This provides an important link to earlier descriptions of deterministic wave groups produced by frequency focusing, helps to explain recent field observations and has important practical implications for the design of marine structures and vessels.
Asymptotic Time Decay in Quantum Physics: a Selective Review and Some New Results
NASA Astrophysics Data System (ADS)
Marchetti, Domingos H. U.; Wreszinski, Walter F.
2013-05-01
Decay of various quantities (return or survival probability, correlation functions) in time are the basis of a multitude of important and interesting phenomena in quantum physics, ranging from spectral properties, resonances, return and approach to equilibrium, to dynamical stability properties and irreversibility and the "arrow of time" in [Asymptotic Time Decay in Quantum Physics (World Scientific, 2013)]. In this review, we study several types of decay — decay in the average, decay in the Lp-sense, and pointwise decay — of the Fourier-Stieltjes transform of a measure, usually identified with the spectral measure, which appear naturally in different mathematical and physical settings. In particular, decay in the Lp-sense is related both to pointwise decay and to decay in the average and, from a physical standpoint, relates to a rigorous form of the time-energy uncertainty relation. Both decay on the average and in the Lp-sense are related to spectral properties, in particular, absolute continuity of the spectral measure. The study of pointwise decay for singular continuous measures (Rajchman measures) provides a bridge between ergodic theory, number theory and analysis, including the method of stationary phase. The theory is illustrated by some new results in the theory of sparse models.
NASA Astrophysics Data System (ADS)
Lopes, Sílvia R. C.; Prass, Taiane S.
2014-05-01
Here we present a theoretical study on the main properties of Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic (FIEGARCH) processes. We analyze the conditions for the existence, the invertibility, the stationarity and the ergodicity of these processes. We prove that, if { is a FIEGARCH(p,d,q) process then, under mild conditions, { is an ARFIMA(q,d,0) with correlated innovations, that is, an autoregressive fractionally integrated moving average process. The convergence order for the polynomial coefficients that describes the volatility is presented and results related to the spectral representation and to the covariance structure of both processes { and { are discussed. Expressions for the kurtosis and the asymmetry measures for any stationary FIEGARCH(p,d,q) process are also derived. The h-step ahead forecast for the processes {, { and { are given with their respective mean square error of forecast. The work also presents a Monte Carlo simulation study showing how to generate, estimate and forecast based on six different FIEGARCH models. The forecasting performance of six models belonging to the class of autoregressive conditional heteroskedastic models (namely, ARCH-type models) and radial basis models is compared through an empirical application to Brazilian stock market exchange index.
Direct measurement of electrocaloric effect in lead-free Ba(SnxTi1-x)O3 ceramics
NASA Astrophysics Data System (ADS)
Sanlialp, Mehmet; Luo, Zhengdong; Shvartsman, Vladimir V.; Wei, Xianzhu; Liu, Yang; Dkhil, Brahim; Lupascu, Doru C.
2017-10-01
In this study, we report on investigation of the electrocaloric (EC) effect in lead-free Ba(SnxTi1-x)O3 (BSnT) ceramics with compositions in the range of 0.08 ≤ x ≤ 0.15 by the direct measurement method using a differential scanning calorimeter. The maximum EC temperature change, ΔTEC-max = 0.63 K under an electric field of 2 kV/mm, was observed for the composition with x = 0.11 at ˜44 °C around the multiphase coexistence region. We observed that the EC effect also peaks at transitions between ferroelectric phases of different symmetries. Comparison with the results of indirect EC measurements from our previous work shows that the indirect approach provides reasonable estimations of the magnitude of the largest EC temperature changes and EC strength. However, it fails to describe correctly temperature dependences of the EC effect for the compositions showing relaxor-like behaviour (x = 0.14 and 0.15) because of their non-ergodic nature. Our study provides strong evidence supporting that looking for multiphase ferroelectric materials can be very useful to optimize EC performance.
The Statistical Mechanics of Ideal MHD Turbulence
NASA Technical Reports Server (NTRS)
Shebalin, John V.
2003-01-01
Turbulence is a universal, nonlinear phenomenon found in all energetic fluid and plasma motion. In particular. understanding magneto hydrodynamic (MHD) turbulence and incorporating its effects in the computation and prediction of the flow of ionized gases in space, for example, are great challenges that must be met if such computations and predictions are to be meaningful. Although a general solution to the "problem of turbulence" does not exist in closed form, numerical integrations allow us to explore the phase space of solutions for both ideal and dissipative flows. For homogeneous, incompressible turbulence, Fourier methods are appropriate, and phase space is defined by the Fourier coefficients of the physical fields. In the case of ideal MHD flows, a fairly robust statistical mechanics has been developed, in which the symmetry and ergodic properties of phase space is understood. A discussion of these properties will illuminate our principal discovery: Coherent structure and randomness co-exist in ideal MHD turbulence. For dissipative flows, as opposed to ideal flows, progress beyond the dimensional analysis of Kolmogorov has been difficult. Here, some possible future directions that draw on the ideal results will also be discussed. Our conclusion will be that while ideal turbulence is now well understood, real turbulence still presents great challenges.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Frey, Brian J.; Kuang, Ping; Hsieh, Mei-Li
A 900 nm thick TiO 2 simple cubic photonic crystal with lattice constant 450 nm was fabricated and used to experimentally validate a newly-discovered mechanism for extreme light-bending. Absorption enhancement was observed extending 1–2 orders of magnitude over that of a reference TiO 2 film. Several enhancement peaks in the region from 600–950 nm were identified, which far exceed both the ergodic fundamental limit and the limit based on surface-gratings, with some peaks exceeding 100 times enhancement. These results are attributed to radically sharp refraction where the optical path length approaches infinity due to the Poynting vector lying nearly parallelmore » to the photonic crystal interface. The observed phenomena follow directly from the simple cubic symmetry of the photonic crystal, and can be achieved by integrating the light-trapping architecture into the absorbing volume. These results are not dependent on the material used, and can be applied to any future light trapping applications such as phosphor-converted white light generation, water-splitting, or thin-film solar cells, where increased response in areas of weak absorption is desired.« less
Many-body localization in disorder-free systems: The importance of finite-size constraints
DOE Office of Scientific and Technical Information (OSTI.GOV)
Papić, Z., E-mail: zpapic@perimeterinstitute.ca; Perimeter Institute for Theoretical Physics, Waterloo, ON N2L 2Y5; Stoudenmire, E. Miles
2015-11-15
Recently it has been suggested that many-body localization (MBL) can occur in translation-invariant systems, and candidate 1D models have been proposed. We find that such models, in contrast to MBL systems with quenched disorder, typically exhibit much more severe finite-size effects due to the presence of two or more vastly different energy scales. In a finite system, this can artificially split the density of states (DOS) into bands separated by large gaps. We argue for such models to faithfully represent the thermodynamic limit behavior, the ratio of relevant coupling must exceed a certain system-size depedent cutoff, chosen such that variousmore » bands in the DOS overlap one another. Setting the parameters this way to minimize finite-size effects, we study several translation-invariant MBL candidate models using exact diagonalization. Based on diagnostics including entanglement and local observables, we observe thermal (ergodic), rather than MBL-like behavior. Our results suggest that MBL in translation-invariant systems with two or more very different energy scales is less robust than perturbative arguments suggest, possibly pointing to the importance of non-perturbative effects which induce delocalization in the thermodynamic limit.« less
Dynamical manifestations of quantum chaos: correlation hole and bulge
NASA Astrophysics Data System (ADS)
Torres-Herrera, E. J.; Santos, Lea F.
2017-10-01
A main feature of a chaotic quantum system is a rigid spectrum where the levels do not cross. We discuss how the presence of level repulsion in lattice many-body quantum systems can be detected from the analysis of their time evolution instead of their energy spectra. This approach is advantageous to experiments that deal with dynamics, but have limited or no direct access to spectroscopy. Dynamical manifestations of avoided crossings occur at long times. They correspond to a drop, referred to as correlation hole, below the asymptotic value of the survival probability and to a bulge above the saturation point of the von Neumann entanglement entropy and the Shannon information entropy. By contrast, the evolution of these quantities at shorter times reflects the level of delocalization of the initial state, but not necessarily a rigid spectrum. The correlation hole is a general indicator of the integrable-chaos transition in disordered and clean models and as such can be used to detect the transition to the many-body localized phase in disordered interacting systems. This article is part of the themed issue 'Breakdown of ergodicity in quantum systems: from solids to synthetic matter'.
Dimensionality and entropy of spontaneous and evoked rate activity
NASA Astrophysics Data System (ADS)
Engelken, Rainer; Wolf, Fred
Cortical circuits exhibit complex activity patterns both spontaneously and evoked by external stimuli. Finding low-dimensional structure in population activity is a challenge. What is the diversity of the collective neural activity and how is it affected by an external stimulus? Using concepts from ergodic theory, we calculate the attractor dimensionality and dynamical entropy production of these networks. We obtain these two canonical measures of the collective network dynamics from the full set of Lyapunov exponents. We consider a randomly-wired firing-rate network that exhibits chaotic rate fluctuations for sufficiently strong synaptic weights. We show that dynamical entropy scales logarithmically with synaptic coupling strength, while the attractor dimensionality saturates. Thus, despite the increasing uncertainty, the diversity of collective activity saturates for strong coupling. We find that a time-varying external stimulus drastically reduces both entropy and dimensionality. Finally, we analytically approximate the full Lyapunov spectrum in several limiting cases by random matrix theory. Our study opens a novel avenue to characterize the complex dynamics of rate networks and the geometric structure of the corresponding high-dimensional chaotic attractor. received funding from Evangelisches Studienwerk Villigst, DFG through CRC 889 and Volkswagen Foundation.
Initial condition of stochastic self-assembly
NASA Astrophysics Data System (ADS)
Davis, Jason K.; Sindi, Suzanne S.
2016-02-01
The formation of a stable protein aggregate is regarded as the rate limiting step in the establishment of prion diseases. In these systems, once aggregates reach a critical size the growth process accelerates and thus the waiting time until the appearance of the first critically sized aggregate is a key determinant of disease onset. In addition to prion diseases, aggregation and nucleation is a central step of many physical, chemical, and biological process. Previous studies have examined the first-arrival time at a critical nucleus size during homogeneous self-assembly under the assumption that at time t =0 the system was in the all-monomer state. However, in order to compare to in vivo biological experiments where protein constituents inherited by a newly born cell likely contain intermediate aggregates, other possibilities must be considered. We consider one such possibility by conditioning the unique ergodic size distribution on subcritical aggregate sizes; this least-informed distribution is then used as an initial condition. We make the claim that this initial condition carries fewer assumptions than an all-monomer one and verify that it can yield significantly different averaged waiting times relative to the all-monomer condition under various models of assembly.
NASA Astrophysics Data System (ADS)
Akimoto, Takuma; Yamamoto, Eiji
2016-12-01
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of single-particle-tracking measurements. Irreproducibility of time-averaged observables has been theoretically studied in the context of weak ergodicity breaking in stochastic processes. Here, we provide rigorous descriptions of equilibrium and non-equilibrium diffusion processes for the annealed transit time model, which is a heterogeneous diffusion model in living cells. We give analytical solutions for the mean square displacement (MSD) and the relative standard deviation of the time-averaged MSD for equilibrium and non-equilibrium situations. We find that the time-averaged MSD grows linearly with time and that the time-averaged diffusion coefficients are intrinsically random (irreproducible) even in the long-time measurements in non-equilibrium situations. Furthermore, the distribution of the time-averaged diffusion coefficients converges to a universal distribution in the sense that it does not depend on initial conditions. Our findings pave the way for a theoretical understanding of distributional behavior of the time-averaged diffusion coefficients in disordered systems.
The Spherical Tokamak MEDUSA for Costa Rica
NASA Astrophysics Data System (ADS)
Ribeiro, Celso; Vargas, Ivan; Guadamuz, Saul; Mora, Jaime; Ansejo, Jose; Zamora, Esteban; Herrera, Julio; Chaves, Esteban; Romero, Carlos
2012-10-01
The former spherical tokamak (ST) MEDUSA (Madison EDUcation Small Aspect.ratio tokamak, R<0.14m, a<0.10m, BT<0.5T, Ip<40kA, 3ms pulse)[1] is in a process of donation to Costa Rica Institute of Technology. The main objective of MEDUSA is to train students in plasma physics /technical related issues which will help all tasks of the very low aspect ratio stellarator SCR-1(A≡R/>=3.6, under design[2]) and also the ongoing activities in low temperature plasmas. Courses in plasma physics at undergraduate and post-graduate joint programme levels are regularly conducted. The scientific programme is intend to clarify several issues in relevant physics for conventional and mainly STs, including transport, heating and current drive via Alfv'en wave, and natural divertor STs with ergodic magnetic limiter[3,4]. [1] G.D.Garstka, PhD thesis, University of Wisconsin at Madison, 1997 [2] L.Barillas et al., Proc. 19^th Int. Conf. Nucl. Eng., Japan, 2011 [3] C.Ribeiro et al., IEEJ Trans. Electrical and Electronic Eng., 2012(accepted) [4] C.Ribeiro et al., Proc. 39^th EPS Conf. Contr. Fusion and Plasma Phys., Sweden, 2012
Santitissadeekorn, N; Bollt, E M
2007-06-01
In this paper, we present an approach to approximate the Frobenius-Perron transfer operator from a sequence of time-ordered images, that is, a movie dataset. Unlike time-series data, successive images do not provide a direct access to a trajectory of a point in a phase space; more precisely, a pixel in an image plane. Therefore, we reconstruct the velocity field from image sequences based on the infinitesimal generator of the Frobenius-Perron operator. Moreover, we relate this problem to the well-known optical flow problem from the computer vision community and we validate the continuity equation derived from the infinitesimal operator as a constraint equation for the optical flow problem. Once the vector field and then a discrete transfer operator are found, then, in addition, we present a graph modularity method as a tool to discover basin structure in the phase space. Together with a tool to reconstruct a velocity field, this graph-based partition method provides us with a way to study transport behavior and other ergodic properties of measurable dynamical systems captured only through image sequences.
The timing of sequences of saccades in visual search.
Van Loon, E M; Hooge, I Th C; Van den Berg, A V
2002-01-01
According to the LATER model (linear approach to thresholds with ergodic rate), the latency of a single saccade in response to target appearance can be understood as a decision process, which is subject to (i) variations in the rate of (visual) information processing; and (ii) the threshold for the decision. We tested whether the LATER model can also be applied to the sequences of saccades in a multiple fixation search, during which latencies of second and subsequent saccades are typically shorter than that of the initial saccade. We found that the distributions of the reciprocal latencies for later saccades, unlike those of the first saccade, are highly asymmetrical, much like a gamma distribution. This suggests that the normal distribution of the rate r, which the LATER model assumes, is not appropriate to describe the rate distributions of subsequent saccades in a scanning sequence. By contrast, the gamma distribution is also appropriate to describe the distribution of reciprocal latencies for the first saccade. The change of the gamma distribution parameters as a function of the ordinal number of the saccade suggests a lowering of the threshold for second and later saccades, as well as a reduction in the number of target elements analysed. PMID:12184827
Dipole Alignment in Rotating MHD Turbulence
NASA Technical Reports Server (NTRS)
Shebalin, John V.; Fu, Terry; Morin, Lee
2012-01-01
We present numerical results from long-term CPU and GPU simulations of rotating, homogeneous, magnetohydrodynamic (MHD) turbulence, and discuss their connection to the spherically bounded case. We compare our numerical results with a statistical theory of geodynamo action that has evolved from the absolute equilibrium ensemble theory of ideal MHD turbulence, which is based on the ideal MHD invariants are energy, cross helicity and magnetic helicity. However, for rotating MHD turbulence, the cross helicity is no longer an exact invariant, although rms cross helicity becomes quasistationary during an ideal MHD simulation. This and the anisotropy imposed by rotation suggests an ansatz in which an effective, nonzero value of cross helicity is assigned to axisymmetric modes and zero cross helicity to non-axisymmetric modes. This hybrid statistics predicts a large-scale quasistationary magnetic field due to broken ergodicity , as well as dipole vector alignment with the rotation axis, both of which are observed numerically. We find that only a relatively small value of effective cross helicity leads to the prediction of a dipole moment vector that is closely aligned (less than 10 degrees) with the rotation axis. We also discuss the effect of initial conditions, dissipation and grid size on the numerical simulations and statistical theory.
Markov chain model for demersal fish catch analysis in Indonesia
NASA Astrophysics Data System (ADS)
Firdaniza; Gusriani, N.
2018-03-01
As an archipelagic country, Indonesia has considerable potential fishery resources. One of the fish resources that has high economic value is demersal fish. Demersal fish is a fish with a habitat in the muddy seabed. Demersal fish scattered throughout the Indonesian seas. Demersal fish production in each Indonesia’s Fisheries Management Area (FMA) varies each year. In this paper we have discussed the Markov chain model for demersal fish yield analysis throughout all Indonesia’s Fisheries Management Area. Data of demersal fish catch in every FMA in 2005-2014 was obtained from Directorate of Capture Fisheries. From this data a transition probability matrix is determined by the number of transitions from the catch that lie below the median or above the median. The Markov chain model of demersal fish catch data was an ergodic Markov chain model, so that the limiting probability of the Markov chain model can be determined. The predictive value of demersal fishing yields was obtained by calculating the combination of limiting probability with average catch results below the median and above the median. The results showed that for 2018 and long-term demersal fishing results in most of FMA were below the median value.
Vogel, J.R.; Brown, G.O.
2003-01-01
Semivariograms of samples of Culebra Dolomite have been determined at two different resolutions for gamma ray computed tomography images. By fitting models to semivariograms, small-scale and large-scale correlation lengths are determined for four samples. Different semivariogram parameters were found for adjacent cores at both resolutions. Relative elementary volume (REV) concepts are related to the stationarity of the sample. A scale disparity factor is defined and is used to determine sample size required for ergodic stationarity with a specified correlation length. This allows for comparison of geostatistical measures and representative elementary volumes. The modifiable areal unit problem is also addressed and used to determine resolution effects on correlation lengths. By changing resolution, a range of correlation lengths can be determined for the same sample. Comparison of voxel volume to the best-fit model correlation length of a single sample at different resolutions reveals a linear scaling effect. Using this relationship, the range of the point value semivariogram is determined. This is the range approached as the voxel size goes to zero. Finally, these results are compared to the regularization theory of point variables for borehole cores and are found to be a better fit for predicting the volume-averaged range.
Long, Zhili; Wang, Rui; Fang, Jiwen; Dai, Xufei; Li, Zuohua
2017-07-01
Piezoelectric actuators invariably exhibit hysteresis nonlinearities that tend to become significant under the open-loop condition and could cause oscillations and errors in nanometer-positioning tasks. Chaotic map modified particle swarm optimization (MPSO) is proposed and implemented to identify the Prandtl-Ishlinskii model for piezoelectric actuators. Hysteresis compensation is attained through application of an inverse Prandtl-Ishlinskii model, in which the parameters are formulated based on the original model with chaotic map MPSO. To strengthen the diversity and improve the searching ergodicity of the swarm, an initial method of adaptive inertia weight based on a chaotic map is proposed. To compare and prove that the swarm's convergence occurs before stochastic initialization and to attain an optimal particle swarm optimization algorithm, the parameters of a proportional-integral-derivative controller are searched using self-tuning, and the simulated results are used to verify the search effectiveness of chaotic map MPSO. The results show that chaotic map MPSO is superior to its competitors for identifying the Prandtl-Ishlinskii model and that the inverse Prandtl-Ishlinskii model can provide hysteresis compensation under different conditions in a simple and effective manner.
Image Encryption Algorithm Based on Hyperchaotic Maps and Nucleotide Sequences Database
2017-01-01
Image encryption technology is one of the main means to ensure the safety of image information. Using the characteristics of chaos, such as randomness, regularity, ergodicity, and initial value sensitiveness, combined with the unique space conformation of DNA molecules and their unique information storage and processing ability, an efficient method for image encryption based on the chaos theory and a DNA sequence database is proposed. In this paper, digital image encryption employs a process of transforming the image pixel gray value by using chaotic sequence scrambling image pixel location and establishing superchaotic mapping, which maps quaternary sequences and DNA sequences, and by combining with the logic of the transformation between DNA sequences. The bases are replaced under the displaced rules by using DNA coding in a certain number of iterations that are based on the enhanced quaternary hyperchaotic sequence; the sequence is generated by Chen chaos. The cipher feedback mode and chaos iteration are employed in the encryption process to enhance the confusion and diffusion properties of the algorithm. Theoretical analysis and experimental results show that the proposed scheme not only demonstrates excellent encryption but also effectively resists chosen-plaintext attack, statistical attack, and differential attack. PMID:28392799
Frey, Brian J.; Kuang, Ping; Hsieh, Mei-Li; ...
2017-06-23
A 900 nm thick TiO 2 simple cubic photonic crystal with lattice constant 450 nm was fabricated and used to experimentally validate a newly-discovered mechanism for extreme light-bending. Absorption enhancement was observed extending 1–2 orders of magnitude over that of a reference TiO 2 film. Several enhancement peaks in the region from 600–950 nm were identified, which far exceed both the ergodic fundamental limit and the limit based on surface-gratings, with some peaks exceeding 100 times enhancement. These results are attributed to radically sharp refraction where the optical path length approaches infinity due to the Poynting vector lying nearly parallelmore » to the photonic crystal interface. The observed phenomena follow directly from the simple cubic symmetry of the photonic crystal, and can be achieved by integrating the light-trapping architecture into the absorbing volume. These results are not dependent on the material used, and can be applied to any future light trapping applications such as phosphor-converted white light generation, water-splitting, or thin-film solar cells, where increased response in areas of weak absorption is desired.« less
Informational Aspects of Isotopic Diversity in Biology and Medicine
NASA Astrophysics Data System (ADS)
Berezin, Alexander A.
2004-10-01
Use of stable and radioactive isotopes in biology and medicine is intensive, yet informational aspects of isotopes as such are largely neglected (A.A.Berezin, J.Theor.Biol.,1992). Classical distinguishability (``labelability'') of isotopes allows for pattern generation dynamics. Quantum mechanically advantages of isotopicity (diversity of stable isotopes) arise from (almost perfect) degeneracy of various isotopic configurations; this in turn allows for isotopic sweeps (hoppings) by resonance neutron tunneling (Eccles mechanism). Isotopic variations of de Broglie wavelength affect quantum tunneling, diffusivity, magnetic interactions (e.g. by Lorentz force), etc. Ergodicity principle (all isoenergetic states are eventually accessed) implies possibility of fast scanning of library of morphogenetic patterns (cf metaphors of universal ``Platonic'' Library of Patterns: e.g. J.L.Borges, R.Sheldrake) with subsequent Darwinian reinforcement (e.g. by targeted mutations) of evolutionary advantageous patterns and structures. Isotopic shifts in organisms, from viruses and protozoa to mammalians, (e.g. DNA with enriched or depleted C-13) are tools to elucidate possible informational (e.g. Shannon entropy) role of isotopicity in genetic (e.g. evolutionary and morphological), dynamical (e.g. physiological and neurological) as well as medical (e.g. carcinogenesis, aging) aspects of biology and medicine.
Diversity Performance Analysis on Multiple HAP Networks.
Dong, Feihong; Li, Min; Gong, Xiangwu; Li, Hongjun; Gao, Fengyue
2015-06-30
One of the main design challenges in wireless sensor networks (WSNs) is achieving a high-data-rate transmission for individual sensor devices. The high altitude platform (HAP) is an important communication relay platform for WSNs and next-generation wireless networks. Multiple-input multiple-output (MIMO) techniques provide the diversity and multiplexing gain, which can improve the network performance effectively. In this paper, a virtual MIMO (V-MIMO) model is proposed by networking multiple HAPs with the concept of multiple assets in view (MAV). In a shadowed Rician fading channel, the diversity performance is investigated. The probability density function (PDF) and cumulative distribution function (CDF) of the received signal-to-noise ratio (SNR) are derived. In addition, the average symbol error rate (ASER) with BPSK and QPSK is given for the V-MIMO model. The system capacity is studied for both perfect channel state information (CSI) and unknown CSI individually. The ergodic capacity with various SNR and Rician factors for different network configurations is also analyzed. The simulation results validate the effectiveness of the performance analysis. It is shown that the performance of the HAPs network in WSNs can be significantly improved by utilizing the MAV to achieve overlapping coverage, with the help of the V-MIMO techniques.
Spectral estimation for characterization of acoustic aberration.
Varslot, Trond; Angelsen, Bjørn; Waag, Robert C
2004-07-01
Spectral estimation based on acoustic backscatter from a motionless stochastic medium is described for characterization of aberration in ultrasonic imaging. The underlying assumptions for the estimation are: The correlation length of the medium is short compared to the length of the transmitted acoustic pulse, an isoplanatic region of sufficient size exists around the focal point, and the backscatter can be modeled as an ergodic stochastic process. The motivation for this work is ultrasonic imaging with aberration correction. Measurements were performed using a two-dimensional array system with 80 x 80 transducer elements and an element pitch of 0.6 mm. The f number for the measurements was 1.2 and the center frequency was 3.0 MHz with a 53% bandwidth. Relative phase of aberration was extracted from estimated cross spectra using a robust least-mean-square-error method based on an orthogonal expansion of the phase differences of neighboring wave forms as a function of frequency. Estimates of cross-spectrum phase from measurements of random scattering through a tissue-mimicking aberrator have confidence bands approximately +/- 5 degrees wide. Both phase and magnitude are in good agreement with a reference characterization obtained from a point scatterer.
NASA Astrophysics Data System (ADS)
Coppa, G. G.; Ricci, Paolo
2002-10-01
This work deals with a noncollisional kinetic model for non-neutral plasmas in a Penning trap. Using the spatial coordinates r, θ, z and the axial velocity vz as phase-space variables, a kinetic model is developed starting from the kinetic equation for the distribution function f(r,θ,z,vz,t). In order to reduce the complexity of the model, the kinetic equations are integrated along the axial direction by assuming an ergodic distribution in the phase space (z,vz) for particles of the same axial energy ɛ and the same planar position. In this way, a kinetic equation for the z-integrated electron distribution F(r,θ,ɛ,t) is obtained taking into account implicitly the three-dimensionality of the problem. The general properties of the model are discussed, in particular the conservation laws. The model is also related to the fluid model that was introduced by Finn et al. [Phys. Plasmas 6, 3744 (1999); Phys. Rev. Lett. 84, 2401 (2000)] and developed by Coppa et al. [Phys. Plasmas 8, 1133 (2001)]. Finally, numerical investigations are presented regarding the stationary solutions of the model.
Akhgarnusch, Amou; Tang, Wai Kit; Zhang, Han; Siu, Chi-Kit; Beyer, Martin K
2016-09-14
The recombination reactions of gas-phase hydrated electrons (H2O)n˙(-) with CO2 and O2, as well as the charge exchange reaction of CO2˙(-)(H2O)n with O2, were studied by Fourier transform ion cyclotron resonance (FT-ICR) mass spectrometry in the temperature range T = 80-300 K. Comparison of the rate constants with collision models shows that CO2 reacts with 50% collision efficiency, while O2 reacts considerably slower. Nanocalorimetry yields internally consistent results for the three reactions. Converted to room temperature condensed phase, this yields hydration enthalpies of CO2˙(-) and O2˙(-), ΔHhyd(CO2˙(-)) = -334 ± 44 kJ mol(-1) and ΔHhyd(O2˙(-)) = -404 ± 28 kJ mol(-1). Quantum chemical calculations show that the charge exchange reaction proceeds via a CO4˙(-) intermediate, which is consistent with a fully ergodic reaction and also with the small efficiency. Ab initio molecular dynamics simulations corroborate this picture and indicate that the CO4˙(-) intermediate has a lifetime significantly above the ps regime.
Many-body localization of bosons in optical lattices
NASA Astrophysics Data System (ADS)
Sierant, Piotr; Zakrzewski, Jakub
2018-04-01
Many-body localization for a system of bosons trapped in a one-dimensional lattice is discussed. Two models that may be realized for cold atoms in optical lattices are considered. The model with a random on-site potential is compared with previously introduced random interactions model. While the origin and character of the disorder in both systems is different they show interesting similar properties. In particular, many-body localization appears for a sufficiently large disorder as verified by a time evolution of initial density wave states as well as using statistical properties of energy levels for small system sizes. Starting with different initial states, we observe that the localization properties are energy-dependent which reveals an inverted many-body localization edge in both systems (that finding is also verified by statistical analysis of energy spectrum). Moreover, we consider computationally challenging regime of transition between many body localized and extended phases where we observe a characteristic algebraic decay of density correlations which may be attributed to subdiffusion (and Griffiths-like regions) in the studied systems. Ergodicity breaking in the disordered Bose–Hubbard models is compared with the slowing-down of the time evolution of the clean system at large interactions.
ERIC Educational Resources Information Center
Lee, Jun-Ki; Kwon, Yongju
2012-01-01
Fourteen science high school students participated in this study, which investigated neural-network plasticity associated with hypothesis-generating and hypothesis-understanding in learning. The students were divided into two groups and participated in either hypothesis-generating or hypothesis-understanding type learning programs, which were…
ERIC Educational Resources Information Center
Ponniah, Joseph
2011-01-01
The Comprehension Hypothesis (CH) is the most powerful hypothesis in the field of Second Language Acquisition despite the presence of the rivals the skill-building hypothesis, the output hypothesis, and the interaction hypothesis. The competing hypotheses state that consciously learned linguistic knowledge is a necessary step for the development…
Developing the research hypothesis.
Toledo, Alexander H; Flikkema, Robert; Toledo-Pereyra, Luis H
2011-01-01
The research hypothesis is needed for a sound and well-developed research study. The research hypothesis contributes to the solution of the research problem. Types of research hypotheses include inductive and deductive, directional and non-directional, and null and alternative hypotheses. Rejecting the null hypothesis and accepting the alternative hypothesis is the basis for building a good research study. This work reviews the most important aspects of organizing and establishing an efficient and complete hypothesis.
Evolution of Motor Control: From Reflexes and Motor Programs to the Equilibrium-Point Hypothesis.
Latash, Mark L
2008-01-01
This brief review analyzes the evolution of motor control theories along two lines that emphasize active (motor programs) and reactive (reflexes) features of voluntary movements. It suggests that the only contemporary hypothesis that integrates both approaches in a fruitful way is the equilibrium-point hypothesis. Physical, physiological, and behavioral foundations of the EP-hypothesis are considered as well as relations between the EP-hypothesis and the recent developments of the notion of motor synergies. The paper ends with a brief review of the criticisms of the EP-hypothesis and challenges that the hypothesis faces at this time.
P value and the theory of hypothesis testing: an explanation for new researchers.
Biau, David Jean; Jolles, Brigitte M; Porcher, Raphaël
2010-03-01
In the 1920s, Ronald Fisher developed the theory behind the p value and Jerzy Neyman and Egon Pearson developed the theory of hypothesis testing. These distinct theories have provided researchers important quantitative tools to confirm or refute their hypotheses. The p value is the probability to obtain an effect equal to or more extreme than the one observed presuming the null hypothesis of no effect is true; it gives researchers a measure of the strength of evidence against the null hypothesis. As commonly used, investigators will select a threshold p value below which they will reject the null hypothesis. The theory of hypothesis testing allows researchers to reject a null hypothesis in favor of an alternative hypothesis of some effect. As commonly used, investigators choose Type I error (rejecting the null hypothesis when it is true) and Type II error (accepting the null hypothesis when it is false) levels and determine some critical region. If the test statistic falls into that critical region, the null hypothesis is rejected in favor of the alternative hypothesis. Despite similarities between the two, the p value and the theory of hypothesis testing are different theories that often are misunderstood and confused, leading researchers to improper conclusions. Perhaps the most common misconception is to consider the p value as the probability that the null hypothesis is true rather than the probability of obtaining the difference observed, or one that is more extreme, considering the null is true. Another concern is the risk that an important proportion of statistically significant results are falsely significant. Researchers should have a minimum understanding of these two theories so that they are better able to plan, conduct, interpret, and report scientific experiments.
A Critique of One-Tailed Hypothesis Test Procedures in Business and Economics Statistics Textbooks.
ERIC Educational Resources Information Center
Liu, Tung; Stone, Courtenay C.
1999-01-01
Surveys introductory business and economics statistics textbooks and finds that they differ over the best way to explain one-tailed hypothesis tests: the simple null-hypothesis approach or the composite null-hypothesis approach. Argues that the composite null-hypothesis approach contains methodological shortcomings that make it more difficult for…
Feldman, Anatol G; Latash, Mark L
2005-02-01
Criticisms of the equilibrium point (EP) hypothesis have recently appeared that are based on misunderstandings of some of its central notions. Starting from such interpretations of the hypothesis, incorrect predictions are made and tested. When the incorrect predictions prove false, the hypothesis is claimed to be falsified. In particular, the hypothesis has been rejected based on the wrong assumptions that it conflicts with empirically defined joint stiffness values or that it is incompatible with violations of equifinality under certain velocity-dependent perturbations. Typically, such attempts use notions describing the control of movements of artificial systems in place of physiologically relevant ones. While appreciating constructive criticisms of the EP hypothesis, we feel that incorrect interpretations have to be clarified by reiterating what the EP hypothesis does and does not predict. We conclude that the recent claims of falsifying the EP hypothesis and the calls for its replacement by EMG-force control hypothesis are unsubstantiated. The EP hypothesis goes far beyond the EMG-force control view. In particular, the former offers a resolution for the famous posture-movement paradox while the latter fails to resolve it.
Evolution of Motor Control: From Reflexes and Motor Programs to the Equilibrium-Point Hypothesis
Latash, Mark L.
2009-01-01
This brief review analyzes the evolution of motor control theories along two lines that emphasize active (motor programs) and reactive (reflexes) features of voluntary movements. It suggests that the only contemporary hypothesis that integrates both approaches in a fruitful way is the equilibrium-point hypothesis. Physical, physiological, and behavioral foundations of the EP-hypothesis are considered as well as relations between the EP-hypothesis and the recent developments of the notion of motor synergies. The paper ends with a brief review of the criticisms of the EP-hypothesis and challenges that the hypothesis faces at this time. PMID:19823595
Pulsations, interpulsations, and sea-floor spreading.
NASA Technical Reports Server (NTRS)
Pessagno, E. A., Jr.
1973-01-01
It is postulated that worldwide transgressions (pulsations) and regressions (interpulsations) through the course of geologic time are related to the elevation and subsidence of oceanic ridge systems and to sea-floor spreading. Two multiple working hypotheses are advanced to explain major transgressions and regressions and the elevation and subsidence of oceanic ridge systems. One hypothesis interrelates the sea-floor spreading hypothesis to the hypothesis of sub-Mohorovicic serpentinization. The second hypothesis relates the sea-floor spreading hypothesis to a hypothesis involving thermal expansion and contraction.
Groothuis, Ton G G; McManus, I C; Schaafsma, Sara M; Geuze, Reint H
2013-06-01
The strong population bias in hand preference in favor of right-handedness seems to be a typical human trait. An elegant evolutionary hypothesis explaining this trait is the so-called fighting hypothesis that postulates that left-handedness is under frequency-dependent selection. The fighting hypothesis assumes that left-handers, being in the minority because of health issues, are still maintained in the population since they would have a greater chance of winning in fights than right-handers due to a surprise effect. This review critically evaluates the assumptions and evidence for this hypothesis and concludes that some evidence, although consistent with the fighting hypothesis, does not directly support it and may also be interpreted differently. Other supportive data are ambiguous or open for both statistical and theoretical criticism. We conclude that, presently, evidence for the fighting hypothesis is not particularly strong, but that there is little evidence to reject it either. The hypothesis thus remains an intuitively plausible explanation for the persistent left-hand preference in the population. We suggest alternative explanations and several ways forward for obtaining more crucial data for testing this frequently cited hypothesis. © 2013 New York Academy of Sciences.
A Random Walk in the Park: An Individual-Based Null Model for Behavioral Thermoregulation.
Vickers, Mathew; Schwarzkopf, Lin
2016-04-01
Behavioral thermoregulators leverage environmental temperature to control their body temperature. Habitat thermal quality therefore dictates the difficulty and necessity of precise thermoregulation, and the quality of behavioral thermoregulation in turn impacts organism fitness via the thermal dependence of performance. Comparing the body temperature of a thermoregulator with a null (non-thermoregulating) model allows us to estimate habitat thermal quality and the effect of behavioral thermoregulation on body temperature. We define a null model for behavioral thermoregulation that is a random walk in a temporally and spatially explicit thermal landscape. Predicted body temperature is also integrated through time, so recent body temperature history, environmental temperature, and movement influence current body temperature; there is no particular reliance on an organism's equilibrium temperature. We develop a metric called thermal benefit that equates body temperature to thermally dependent performance as a proxy for fitness. We measure thermal quality of two distinct tropical habitats as a temporally dynamic distribution that is an ergodic property of many random walks, and we compare it with the thermal benefit of real lizards in both habitats. Our simple model focuses on transient body temperature; as such, using it we observe such subtleties as shifts in the thermoregulatory effort and investment of lizards throughout the day, from thermoregulators to thermoconformers.