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arXiv2013

Statistics of Superior Records

We study statistics of records in a sequence of random variables. These identical and independently distributed variables are drawn from the parent distribution rho. The running record equals the maximum of all elements in the sequence up to a given point. We define a superior sequence as one where all running records are above the average record, expected for the parent distribution rho. We find that the fraction of superior sequences S_N decays algebraically with sequence length N, S_N ~ N^{-beta} in the limit N-->infty. Interestingly, the decay exponent beta is nontrivial, being the root of an integral equation. For example, when rho is a uniform distribution with compact support, we find beta=0.450265. In general, the tail of the parent distribution governs the exponent beta. We also consider the dual problem of inferior sequences, where all records are below average, and find that the fraction of inferior sequences I_N decays algebraically, albeit with a different decay exponent, I_N ~ N^{-alpha}. We use the above statistical measures to analyze earthquake data.

cond-mat.stat-mech↗

arXiv2013

Long-range interactions in randomly driven granular fluids

We study the long-range spatial correlations in the nonequilibrium steady state of a randomly driven granular fluid with the emphasis on obtaining the explicit form of the static structure factors. The presence of immobile particles immersed in such a fluidized bed of fine particles leads to the confinement of the fluctuation spectrum of the hydrodynamic fields, which results in effective long-range interactions between the intruders. The analytical predictions are in agreement with the results of discrete element method simulations. By changing the shape and orientation of the intruders, we address how the effective force is affected by small changes in the boundary conditions.

cond-mat.soft↗

arXiv2013

Overlap fluctuations in glass-forming liquids

We analyse numerically thermal fluctuations of the static overlap between equilibrium configurations in a glass-forming liquid approaching the glass transition. We find that the emergence of slow dynamics near the onset temperature correlates with the development of non-Gaussian probability distributions of overlap fluctuations, measured using both annealed and quenched definitions. Below a critical temperature, a thermodynamic field conjugate to the overlap induces a first-order phase transition, whose existence we numerically demonstrate in the annealed case. These results establish that the approach to the glass transition is accompanied by profound changes in the nature of thermodynamic fluctuations, deconstructing the view that glassy dynamics occurs with little structural evolution.

cond-mat.stat-mech↗

arXiv2012

Analytic Partition Function Zeros of the Wako-Saito-Munoz-Eaton beta-hairpin Model

An analytic formula for the density of states of Wako-Saito-Munoz-Eaton model, for a simple class of beta-hairpins, is obtained. Under certain simplifying assumptions on the structure of the native contacts and the values of local entropy, the partition function zeros are also obtained in analytic forms. The zeros are uniformly distributed on a circle, exhibiting a first-order-like nature of the folding transition. After introducing hydrophobic core at the central region of the hairpin, the zeros are shown to distribute uniformly on two concentric circles corresponding to the hydrophobic collapse and the transition to the fully folded conformations. The dependence of the distribution of the zeros on the position of the hydrophobic core, is shown to have a clear physical interpretation. The exact partition function zeros for a hairpin with a more complex structure of native contacts, the 16 C-terminal residues of streptococcal protein G B1, are also numerically computed, and their loci are also shown to be closely approximated by concentric circles.

cond-mat.stat-mech↗

arXiv2013

Duality between equilibrium and growing networks

In statistical physics any given system can be either at an equilibrium or away from it. Networks are not an exception. Most network models can be classified as either equilibrium or growing. Here we show that under certain conditions there exists an equilibrium formulation for any growing network model, and vice versa. The equivalence between the equilibrium and nonequilibrium formulations is exact not only asymptotically, but even for any finite system size. The required conditions are satisfied in random geometric graphs in general and causal sets in particular, and to a large extent in some real networks.

cond-mat.stat-mech↗

arXiv2013

Non mean-field behaviour of critical wetting transition for short-range forces

Critical wetting transition for short-range forces in three dimensions ($d=3$) is reinvestigated by means of Monte Carlo simulation. Using anisotropic finite size scaling approach, as well as approaches that do not rely on finite size scaling, we show that the critical wetting transition shows clear deviation from mean-field behaviour. We estimate that the effective critical exponent $ν_{\|}^{\textrm{eff}}=1.76\pm 0.08$ for $J/kT=0.35$ and $ν_{\|}^{\textrm{eff}}=1.85\pm 0.07$ for $J/kT=0.25$. These values are in accord with predictions of Parry {\it et al.} [Phys. Rev. Lett. {\bf 100}, 136105 (2008)]. We also point out that the anisotropic finite size scaling approach in $d=3$ requires additional modification in order to reach full consistency of simulational results.

cond-mat.stat-mech↗

arXiv2013

Statistics of Avalanches with Relaxation, and Barkhausen Noise: A Solvable Model

We study a generalization of the Alessandro-Beatrice-Bertotti-Montorsi (ABBM) model of a particle in a Brownian force landscape, including retardation effects. We show that under monotonous driving the particle moves forward at all times, as it does in absence of retardation (Middleton's theorem). This remarkable property allows us to develop an analytical treatment. The model with an exponentially decaying memory kernel is realized in Barkhausen experiments with eddy-current relaxation, and has previously been shown numerically to account for the experimentally observed asymmetry of Barkhausen-pulse shapes. We elucidate another qualitatively new feature: the breakup of each avalanche of the standard ABBM model into a cluster of sub-avalanches, sharply delimited for slow relaxation under quasi-static driving. These conditions are typical for earthquake dynamics. With relaxation and aftershock clustering, the present model includes important ingredients for an effective description of earthquakes. We analyze quantitatively the limits of slow and fast relaxation for stationary driving with velocity v>0. The v-dependent power-law exponent for small velocities, and the critical driving velocity at which the particle velocity never vanishes, are modified. We also analyze non-stationary avalanches following a step in the driving magnetic field. Analytically, we obtain the mean avalanche shape at fixed size, the duration distribution of the first sub-avalanche, and the time dependence of the mean velocity. We propose to study these observables in experiments, allowing to directly measure the shape of the memory kernel, and to trace eddy current relaxation in Barkhausen noise.

cond-mat.dis-nn↗

arXiv2013

Density-Independent Model of Self-Propelled Particles

We examine a density-independent modification of the Vicsek model in which a particle interacts with neighbors defined by Delaunay triangulation. To feasibly simulate the model, an algorithm for repairing the triangulation over time was developed. This algorithm may also be applied to any time-varying two-dimensional Delaunay triangulation. This model exhibits a continuous phase transition with noise, and a distinct set of critical exponents were measured which satisfy a hyperscaling relationship. The critical exponents are found to vary between a low and high velocity regime, but they are robust under the inclusion of a repulsive interaction. We present evidence that the correlation length approximately scales with the size of the system even in the ordered phase.

cond-mat.stat-mech↗

arXiv2013

Spectral analysis and slow spreading dynamics on complex networks

The Susceptible-Infected-Susceptible (SIS) model is one of the simplest memoryless system for describing information/epidemic spreading phenomena with competing creation and spontaneous annihilation reactions. The effect of quenched disorder on the dynamical behavior has recently been compared to quenched mean-field (QMF) approximations in scale-free networks. QMF can take into account topological heterogeneity and clustering effects of the activity in the steady state by spectral decomposition analysis of the adjacency matrix. Therefore, it can provide predictions on possible rare-region effects, thus on the occurrence of slow dynamics. I compare QMF results of SIS with simulations on various large dimensional graphs. In particular, I show that for Erd\H os-Rényi graphs this method predicts correctly the epidemic threshold and the rare-region effects. Griffiths Phases emerge if the graph is fragmented or if we apply strong, exponentially suppressing weighting scheme on the edges. The latter model describes the connection time distributions in the face-to-face experiments. In case of generalized Barabási-Albert type of networks with aging connections strong rare-region effects and numerical evidence for Griffiths Phase dynamics are shown.

physics.soc-ph↗

arXiv2013

Nonequilibrium identities and response theory for dissipative particles

We derive some nonequilibrium identities such as the integral fluctuation theorem and the Jarzynski equality starting from a nonequilibrium state for dissipative classical systems. Thanks to the existence of the integral fluctuation theorem we can naturally introduce an entropy-like quantity for dissipative classical systems in far from equilibrium states. We also derive the generalized Green-Kubo formula as a nonlinear response theory for a steady dynamics around a nonequilibrium state. We numerically verify the validity of the derived formulas for sheared frictionless granular particles.

cond-mat.stat-mech↗

arXiv2013

Influence of long-range interactions on charge ordering phenomena on a square lattice

Usually complex charge ordering phenomena arise due to competing interactions. We have studied how such ordered patterns emerge from the frustration of a long-ranged interaction on a lattice. Using the lattice gas model on a square lattice with fixed particle density, we have identified several interesting phases; such as a generalization of Wigner crystals at low particle densities and stripe phases at densities in between rho = 1/3 and rho = 1/2. These stripes act as domain walls in the checkerboard phase present at half-filling. The phases are characterised at zero temperatures using numerical simulations, and mean field theory is used to construct a finite temperature phase diagram.

cond-mat.stat-mech↗

arXiv2013

Fluctuation theorems for quantum processes

We present fluctuation theorems and moment generating function equalities for generalized thermodynamic observables and quantum dynamics described by completely positive trace preserving (CPTP) maps, with and without feedback control. Our results include the quantum Jarzynski equality and Crooks fluctuation theorem, and clarify the special role played by the thermodynamic work and thermal equilibrium states in previous studies. We show that for a specific class of generalized measurements, which include projective measurements, unitality replaces microreversibility as the condition for the physicality of the reverse process in our fluctuation theorems. We present an experimental application of our theory to the problem of extracting the system-bath coupling magnitude, which we do for a system of pairs of coupled superconducting flux qubits undergoing quantum annealing.

quant-ph↗

arXiv2013

Criticality in Alternating Layered Ising Models : I. Effects of connectivity and proximity

The specific heats of exactly solvable alternating layered planar Ising models with strips of width $m_1$ lattice spacings and ``strong'' couplings $J_1$ sandwiched between strips of width $m_2$ and ``weak'' coupling $J_2$, have been studied numerically to investigate the effects of connectivity and proximity. We find that the enhancements of the specific heats of the strong layers and of the overall or `bulk' critical temperature, $T_c(J_1,J_2;m_1,m_2)$, arising from the collective effects reflect the observations of Gasparini and coworkers in experiments on confined superfluid helium. Explicitly, we demonstrate that finite-size scaling holds in the vicinity of the upper limiting critical point $T_{1c}$ ($\propto J_1/k_B$) and close to the corresponding lower critical limit $T_{2c}$ ($\propto J_2/k_B$) when $m_1$ and $m_2$ increase. However, the residual {\it enhancement}, defined via appropriate subtractions of leading contributions from the total specific heat, is dominated (away from $T_{1c}$ and $T_{2c}$) by a decay factor $1/(m_1+m_2)$ arising from the {\it seams} (or boundaries) separating the strips; close to $T_{1c}$ and $T_{2c}$ the decay is slower by a factor $\ln m_1$ and $\ln m_2$, respectively.

cond-mat.stat-mech↗

arXiv2013

Symmetry breaking in optimal timing of traffic signals on an idealized two-way street

Simple physical models based on fluid mechanics have long been used to understand the flow of vehicular traffic on freeways; analytically tractable models of flow on an urban grid, however, have not been as extensively explored. In an ideal world, traffic signals would be timed such that consecutive lights turned green just as vehicles arrived, eliminating the need to stop at each block. Unfortunately, this "green wave" scenario is generally unworkable due to frustration imposed by competing demands of traffic moving in different directions. Until now this has typically been resolved by numerical simulation and optimization. Here, we develop a theory for the flow in an idealized system consisting of a long two-way road with periodic intersections. We show that optimal signal timing can be understood analytically and that there are counter-intuitive asymmetric solutions to this signal coordination problem. We further explore how these theoretical solutions degrade as traffic conditions vary and automotive density increases.

physics.soc-ph↗

arXiv2013

Spectral properties of the Laplacian of multiplex networks

One of the more challenging tasks in the understanding of dynamical properties of models on top of complex networks is to capture the precise role of multiplex topologies. In a recent paper, Gomez et al. [Phys. Rev. Lett. 101, 028701 (2013)] proposed a framework for the study of diffusion processes in such networks. Here, we extend the previous framework to deal with general configurations in several layers of networks, and analyze the behavior of the spectrum of the Laplacian of the full multiplex. We derive an interesting decoupling of the problem that allow us to unravel the role played by the interconnections of the multiplex in the dynamical processes on top of them. Capitalizing on this decoupling we perform an asymptotic analysis that allow us to derive analytical expressions for the full spectrum of eigenvalues. This spectrum is used to gain insight into physical phenomena on top of multiplex, specifically, diffusion processes and synchronizability.

physics.soc-ph↗

arXiv2013

A Fokker-Planck description for the queue dynamics of large tick stocks

Motivated by empirical data, we develop a statistical description of the queue dynamics for large tick assets based on a two-dimensional Fokker-Planck (diffusion) equation, that explicitly includes state dependence, i.e. the fact that the drift and diffusion depends on the volume present on both sides of the spread. "Jump" events, corresponding to sudden changes of the best limit price, must also be included as birth-death terms in the Fokker-Planck equation. All quantities involved in the equation can be calibrated using high-frequency data on best quotes. One of our central finding is the the dynamical process is approximately scale invariant, i.e., the only relevant variable is the ratio of the current volume in the queue to its average value. While the latter shows intraday seasonalities and strong variability across stocks and time periods, the dynamics of the rescaled volumes is universal. In terms of rescaled volumes, we found that the drift has a complex two-dimensional structure, which is a sum of a gradient contribution and a rotational contribution, both stable across stocks and time. This drift term is entirely responsible for the dynamical correlations between the ask queue and the bid queue.

q-fin.TR↗

arXiv2013

Universal properties of magnetization dynamics in polycrystalline ferromagnetic films

We investigate the scaling behavior in the statistical properties of Barkhausen noise in ferromagnetic films. We apply the statistical treatment usually employed for bulk materials in experimental Barkhausen noise time series measured with the traditional inductive technique in polycrystalline ferromagnetic films having different thickness from 100 up to 1000 nm, and investigate the scaling exponents. Based on this procedure, we can group the samples in a single universality class, characterized by exponents τ\sim 1.5, α\sim 2.0, and 1/σνz \sim \vartheta \sim 2.0. We interpret these results in terms of theoretical models and provide experimental evidence that a well-known mean-field model for the dynamics of a ferromagnetic domain wall in three-dimensional ferromagnets can be extended for films. We identify that the films present an universal three-dimensional magnetization dynamics, governed by long-range dipolar interactions, even at the smallest thicknesses, indicating that the two-dimensional magnetic behavior commonly verified for films cannot be generalized for all thickness ranges.

cond-mat.mtrl-sci↗

arXiv2013

Efficient simulation of the random-cluster model

The simulation of spin models close to critical points of continuous phase transitions is heavily impeded by the occurrence of critical slowing down. A number of cluster algorithms, usually based on the Fortuin-Kasteleyn representation of the Potts model, and suitable generalizations for continuous-spin models have been used to increase simulation efficiency. The first algorithm making use of this representation, suggested by Sweeny in 1983, has not found widespread adoption due to problems in its implementation. However, it has been recently shown that it is indeed more efficient in reducing critical slowing down than the more well-known algorithm due to Swendsen and Wang. Here, we present an efficient implementation of Sweeny's approach for the random-cluster model using recent algorithmic advances in dynamic connectivity algorithms.

cond-mat.stat-mech↗