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Composite Bound States and Broken U(1) symmetry in the Chemical Master Equation derivation of the Gray-Scott Model

We give a first principles derivation of the stochastic partial differential equations that describe the chemical reactions of the Gray-Scott model (GS): $U+2V {\stackrel λ{\rightarrow}} 3 V;$ and $V {\stackrel μ{\rightarrow}} P$, $U {\stackrel ν{\rightarrow}} Q$, with a constant feed rate for $U$. We find that the conservation of probability ensured by the chemical master equation leads to a modification of the usual differential equations for the GS model which now involves two composite fields and also intrinsic noise terms. One of the composites is $ψ_1 = ϕ_v^2$, where $ < ϕ_v >_η = v$ is the concentration of the species $V$ and the averaging is over the internal noise $η_{u,v,ψ_1}$. The second composite field is the product of three fields $ χ= λϕ_u ϕ_v^2$ and requires a noise source to ensure probability conservation. A third composite $ψ_2 = ϕ_{u} ϕ_{v}$ can be also be identified from the noise-induced reactions. The Hamiltonian that governs the time evolution of the many-body wave function, associated with the master equation, has a broken U(1) symmetry related to particle number conservation. By expanding around the (broken symmetry) zero energy solution of the Hamiltonian (by performing a Doi shift) one obtains from our path integral formulation the usual reaction diffusion equation, at the classical level. The Langevin equations that are derived from the chemical master equation have multiplicative noise sources for the density fields $ϕ_u, ϕ_v, χ$ that induce higher order processes such as $n \rightarrow n$ scattering for $n > 3$. The amplitude of the noise acting on $ ϕ_v$ is itself stochastic in nature.

cond-mat.stat-mech↗

Highly Dispersed Networks

We introduce a new class of networks that grow by enhanced redirection. Nodes are introduced sequentially, and each either attaches to a randomly chosen target node with probability 1-r or to the ancestor of the target with probability r, where r an increasing function of the degree of the ancestor. This mechanism leads to highly-dispersed networks with unusual properties: (i) existence of multiple macrohubs---nodes whose degree is a finite fraction of the total number of network nodes N, (ii) lack of self averaging, and (iii) anomalous scaling, in which N_k, the number of nodes of degree k scales as N_k N^{nu-1}/k^{nu}, with 1<nu<2.

cond-mat.stat-mech↗

Percolation with long-range correlated disorder

Long-range power-law correlated percolation is investigated using Monte Carlo simulations. We obtain several static and dynamic critical exponents as function of the Hurst exponent $H$ which characterizes the degree of spatial correlation among the occupation of sites. In particular, we study the fractal dimension of the largest cluster and the scaling behavior of the second moment of the cluster size distribution, as well as the complete and accessible perimeters of the largest cluster. Concerning the inner structure and transport properties of the largest cluster, we analyze its shortest path, backbone, red sites, and conductivity. Finally, bridge site growth is also considered. We propose expressions for the functional dependence of the critical exponents on $H$.

cond-mat.stat-mech↗

Weak-noise limit of a piecewise-smooth stochastic differential equation

We investigate the validity and accuracy of weak-noise (saddle-point or instanton) approximations for piecewise-smooth stochastic differential equations (SDEs), taking as an illustrative example a piecewise-constant SDE, which serves as a simple model of Brownian motion with solid friction. For this model, we show that the weak-noise approximation of the path integral correctly reproduces the known propagator of the SDE at lowest order in the noise power, as well as the main features of the exact propagator with higher-order corrections, provided that the singularity of the path integral associated with the non-smooth SDE is treated with some heuristics. We also show that, as in the case of smooth SDEs, the deterministic paths of the noiseless system correctly describe the behaviour of the non-smooth SDE in the low-noise limit. Finally, we consider a smooth regularisation of the piecewise-constant SDE and study to which extent this regularisation can rectify some of the problems encountered when dealing with discontinuous drifts and singularities in SDEs.

cond-mat.stat-mech↗

Critical Casimir forces between homogeneous and chemically striped surfaces

Recent experiments have measured the critical Casimir force acting on a colloid immersed in a binary liquid mixture near its continuous demixing phase transition and exposed to a chemically structured substrate. Motivated by these experiments, we study the critical behavior of a system, which belongs to the Ising universality class, for the film geometry with one planar wall chemically striped, such that there is a laterally alternating adsorption preference for the two species of the binary liquid mixture, which is implemented by surface fields. For the opposite wall we employ alternatively a homogeneous adsorption preference or homogeneous Dirichlet boundary conditions, which within a lattice model are realized by open boundary conditions. By means of mean-field theory, Monte Carlo simulations, and finite-size scaling analysis we determine the critical Casimir force acting on the two parallel walls and its corresponding universal scaling function. We show that in the limit of stripe widths small compared with the film thickness, on the striped surface the system effectively realizes Dirichlet boundary conditions, which generically do not hold for actual fluids. Moreover, the critical Casimir force is found to be attractive or repulsive, depending on the width of the stripes of the chemically patterned surface and on the boundary condition applied to the opposing surface.

cond-mat.stat-mech↗

Approximate solution to the stochastic Kuramoto model

We study Kuramoto phase oscillators with temporal fluctuations in the frequencies. The infinite-dimensional system can be reduced in a Gaussian approximation to two first-order differential equations. This yields a solution for the \emph{time-dependent} order parameter, which characterizes the synchronization between the oscillators. The known critical coupling strength is exactly recovered by the Gaussian theory. Extensive numerical experiments further show that the analytical results are very accurate below and sufficiently above the critical value. We obtain the asymptotic order parameter \emph{in closed form}, which suggests a tighter upper bound for the corresponding scaling. As a last point, we elaborate the Gaussian approximation in complex networks with distributed degrees.

cond-mat.stat-mech↗

Validity of Fourier's law in one-dimensional momentum-conserving lattices with asymmetric interparticle interactions

We have numerically studied heat conduction in a few one-dimensional momentum-conserving lattices with asymmetric interparticle interactions by the nonequilibrium heat bath method, the equilibrium Green-Kubo method, and the heat current power spectra analysis. Very strong finite-size effects are clearly observed. Such effects make the heat conduction obey a Fourier-like law in a wide range of lattice lengths. However, in yet longer lattice lengths, the heat conductivity regains its power-law divergence. Therefore the power-law divergence of the heat conductivity in the thermodynamic limit is verified, as is expected by many existing theories.

cond-mat.stat-mech↗

Products of Rectangular Random Matrices: Singular Values and Progressive Scattering

We discuss the product of $M$ rectangular random matrices with independent Gaussian entries, which have several applications including wireless telecommunication and econophysics. For complex matrices an explicit expression for the joint probability density function is obtained using the Harish-Chandra--Itzykson--Zuber integration formula. Explicit expressions for all correlation functions and moments for finite matrix sizes are obtained using a two-matrix model and the method of bi-orthogonal polynomials. This generalises the classical result for the so-called Wishart--Laguerre Gaussian unitary ensemble (or chiral unitary ensemble) at M=1, and previous results for the product of square matrices. The correlation functions are given by a determinantal point process, where the kernel can be expressed in terms of Meijer $G$-functions. We compare the results with numerical simulations and known results for the macroscopic level density in the limit of large matrices. The location of the endpoints of support for the latter are analysed in detail for general $M$. Finally, we consider the so-called ergodic mutual information, which gives an upper bound for the spectral efficiency of a MIMO communication channel with multi-fold scattering.

math-ph↗

DC electric field effect on the anomalous exponent of the hopping conduction in the one-dimensional disorder model

DC electric field effect on the anomalous exponent of the hopping conduction in the disorder model is investigated. First, we explain the model and derive an analytical expression of the effective waiting time for the general case. We show that the exponent depends on the external field. Then we focus on a one-dimensional system in order to illustrate the features of the anomalous exponent. We derive approximate expressions of the anomalous exponent of the system analytically. For the case of a weak field, the anomalous exponent is consistent with that of diffusive systems. This is consistent with the treatments of Barkai et al. [Phys. Rev. E {\bf 63}, 046118 (2001)] and our result supports their theory. On the other hand, for the case of a strong field and a strong disorder, the time evolution of the exponent clearly differs from that in the weak field. The exponent is consistent with the well-known expression of the anomalous exponent in the Multiple Trapping Model at mesoscopic time scales. In the long time limit, a transition of the anomalous exponent to the same value of the weak field occurs. For the case of a strong field and a weak disorder, the exponent is equal to 1 and thus the diffusion is normal. These findings are verified by the Monte Carlo simulation.

cond-mat.dis-nn↗

Time asymmetry of the Kramers equation with nonlinear friction: fluctuation-dissipation relation and ratchet effect

We show by numerical simulations that the presence of nonlinear velocity-dependent friction forces can induce a finite net drift in the stochastic motion of a particle in contact with an equilibrium thermal bath and in an asymmetric periodic spatial potential. In particular, we study the Kramers equation for a particle subjected to Coulomb friction, namely a constant force acting in the direction opposite to the particle's velocity. We characterize the nonequilibrium irreversible dynamics by studying the generalized fluctuation-dissipation relation for this ratchet model driven by Coulomb friction.

cond-mat.stat-mech↗

Reduced density matrix for nonequilibrium steady states: A modified Redfield solution approach

We describe a method to obtain the reduced density matrix (RDM) correct up to second order in system-bath coupling in \emph{nonequilibrium} steady state situations. The RDM is obtained via a scheme based on analytic continuation, using the time-local Redfield-like quantum master equation, which was earlier used by the same authors [J. Chem. Phys. \textbf{136}, 194110 (2012)] to obtain the correct thermal equilibrium description. This nonequilibrium modified Redfield solution is then corroborated with the exact RDM obtained via the nonequilibrium Green's function technique for the quantum harmonic oscillator. Lastly, the scheme is compared to different quantum master equations (QMEs), namely the time-local Redfield-like and the Lindblad-like QMEs, in order to illustrate the differences between each of these approaches.

cond-mat.stat-mech↗

Thermal phase transitions in a honeycomb lattice gas with three-body interactions

We study the thermal phase transitions in a classical (hard-core) lattice gas model with nearest-neighbor three-body interactions on the honeycomb lattice, based on parallel tempering Monte Carlo simulations. This system realizes incompressible low-temperature phases at fractional fillings of 9/16, 5/8 and 3/4 that were identified in a previous study of a related quantum model. In particular, both the 9/16 and the 5/8 phase exhibit an extensive ground state degeneracy reflecting the frustrated nature of the three-body interactions on the honeycomb lattice. The thermal melting of the 9/16 phase is found to be a first-order, discontinuous phase transition. On the other hand, from the thermodynamic behavior we obtain indications for a four-states Potts-model thermal transition out of the 5/8 phase. Employing an exact mapping to a hard-core dimer model on an embedded honeycomb super-lattice, we find that this thermal Potts-model transition relates to the selection of one out of four extensive sectors within the low-energy manifold of the 5/8 phase.

cond-mat.stat-mech↗

Quasistationarity in a long-range interacting model of particles moving on a sphere

We consider a long-range interacting system of $N$ particles moving on a spherical surface under an attractive Heisenberg-like interaction of infinite range, and evolving under deterministic Hamilton dynamics. The system may also be viewed as one of globally coupled Heisenberg spins. In equilibrium, the system has a continuous phase transition from a low-energy magnetized phase, in which the particles are clustered on the spherical surface, to a high-energy homogeneous phase. The dynamical behavior of the model is studied analytically by analyzing the Vlasov equation for the evolution of the single-particle distribution, and numerically by direct simulations. The model is found to exhibit long lived non-magnetized quasistationary states (QSSs) which in the thermodynamic limit are dynamically stable within an energy range where the equilibrium state is magnetized. For finite $N$, these states relax to equilibrium over a time that increases algebraically with $N$. In the dynamically unstable regime, non-magnetized states relax fast to equilibrium over a time that scales as $\log N$. These features are retained in presence of a global anisotropy in the magnetization.

cond-mat.stat-mech↗

Transport coefficients for driven granular mixtures at low-density

The transport coefficients of a granular binary mixture driven by a stochastic bath with friction are determined from the inelastic Boltzmann kinetic equation. A normal solution is obtained via the Chapman-Enskog method for states near homogeneous steady states. The mass, momentum, and heat fluxes are determined to first order in the spatial gradients of the hydrodynamic fields, and the associated transport coefficients are identified. They are given in terms of the solutions of a set of coupled linear integral equations. As in the monocomponent case, since the collisional cooling cannot be compensated locally for by the heat produced by the external driving, the reference distributions (zeroth-order approximations) $f_i^{(0)}$ ($i=1,2$) for each species depend on time through their dependence on the pressure and the temperature. Explicit forms for the diffusion transport coefficients and the shear viscosity coefficient are obtained by assuming the steady state conditions and by considering the leading terms in a Sonine polynomial expansion. A comparison with previous results obtained for granular Brownian motion and by using a (local) stochastic thermostat is also carried out. The present work extends previous theoretical results derived for monocomponent dense gases [V. Garzó, M. G. Chamorro, and F. Vega Reyes, Phys. Rev. E \textbf{87}, 032201 (2013)] to granular mixtures at low density.

cond-mat.stat-mech↗

Yield stress in amorphous solids: A mode-coupling theory analysis

The yield stress is a defining feature of amorphous materials which is difficult to analyze theoretically, because it stems from the strongly non-linear response of an arrested solid to an applied deformation. Mode-coupling theory predicts the flow curves of materials undergoing a glass transition, and thus offers predictions for the yield stress of amorphous solids. We use this approach to analyse several classes of disordered solids, using simple models of hard sphere glasses, soft glasses, and metallic glasses for which the mode-coupling predictions can be directly compared to the outcome of numerical measurements. The theory correctly describes the emergence of a yield stress of entropic nature in hard sphere glasses, and its rapid growth as density approaches random close packing at qualitative level. By contrast, the emergence of solid behavior in soft and metallic glasses, which originates from direct particle interactions is not well described by the theory. We show that similar shortcomings arise in the description of the vibrational dynamics of the glass phase at rest. We discuss the range of applicability of mode-coupling theory to understand the yield stress and non-linear rheology of amorphous materials.

cond-mat.stat-mech↗

Stability and roughness of tensile cracks in disordered materials

We study the stability and roughness of propagating cracks in heterogeneous brittle two-dimensional elastic materials. We begin by deriving an equation of motion describing the dynamics of such a crack in the framework of Linear Elastic Fracture Mechanics, based on the Griffith criterion and the Principle of Local Symmetry. This result allows us to extend the stability analysis of Cotterell and Rice to disordered materials. In the stable regime we find stochastic crack paths. Using tools of statistical physics we obtain the power spectrum of these paths and their probability distribution function, and conclude they do not exhibit self-affinity. We show that a real-space fractal analysis of these paths can lead to the wrong conclusion that the paths are self-affine. To complete the picture, we unravel the systematic bias in such real-space methods, and thus contribute to the general discussion of reliability of self-affine measurements.

cond-mat.dis-nn↗

Self-organized defect strings in two-dimensional crystals

Using experiments with single particle resolution and computer simulations we study the collective behaviour of multiple vacancies injected into two-dimensional crystals. We find that the defects assemble into linear strings that propagate through the crystal in a succession of rapid one-dimensional gliding phases and rare rotations, during which the direction of motion changes. At both ends, strings are terminated by dislocations with anti-parallel Burgers vectors. By monitoring the separation of the dislocations, we measure their effective interactions with high precision, for the first time beyond spontaneous formation and annihilation, and explain the double-well form of the dislocation interaction in terms of continuum elasticity theory. Our results give a detailed picture of the motion and interaction of dislocations in two dimensions and enhance our understanding of topological defects in two-dimensional nano-materials.

cond-mat.stat-mech↗

Stochastic fluctuations and the detectability limit of network communities

We have analyzed the detectability limits of network communities in the framework of the popular Girvan and Newman benchmark. By carefully taking into account the inevitable stochastic fluctuations that affect the construction of each and every instance of the benchmark, we come to the conclusions that the native, putative partition of the network is completely lost even before the in-degree/out-degree ratio becomes equal to the one of a structure-less Erdös-Rényi network. We develop a simple iterative scheme, analytically well described by an infinite branching-process, to provide an estimate of the true detectability limit. Using various algorithms based on modularity optimization, we show that all of them behave (semi-quantitatively) in the same way, with the same functional form of the detectability threshold as a function of the network parameters. Because the same behavior has also been found by further modularity-optimization methods and for methods based on different heuristics implementations, we conclude that indeed a correct definition of the detectability limit must take into account the stochastic fluctuations of the network construction.

physics.soc-ph↗