Search results for " Statistical"
showing 10 items of 1649 documents
New trends in nonequilibrium statistical mechanics: classical and quantum systems
2020
The main aim of this special issue is to report recent advances and new trends in nonequilibrium statistical mechanics of classical and quantum systems, from both theoretical and experimental points of view, within an interdisciplinary context. In particular, the nonlinear relaxation processes in the dynamics of out-of-equilibrium systems and the role of the metastability and environmental noise will be overviewed. Three main areas of nonequilibrium statistical mechanics will be covered: slow relaxation phenomena and dissipative dynamics; long-range interactions and classical systems; quantum systems. New trends such as quantum thermodynamics and novel types of quantum phase transitions occ…
On form-factor expansions for the XXZ chain in the massive regime
2014
We study the large-volume-$L$ limit of form factors of the longitudinal spin operators for the XXZ spin-$1/2$ chain in the massive regime. We find that the individual form factors decay as $L^{-n}$, $n$ being an even integer counting the number of physical excitations -- the holes -- that constitute the excited state. Our expression allows us to derive the form-factor expansion of two-point spin-spin correlation functions in the thermodynamic limit $L\rightarrow +\infty$. The staggered magnetisation appears naturally as the first term in this expansion. We show that all other contributions to the two-point correlation function are exponentially small in the large-distance regime.
Thermalization of Random Motion in Weakly Confining Potentials
2010
We show that in weakly confining conservative force fields, a subclass of diffusion-type (Smoluchowski) processes, admits a family of "heavy-tailed" non-Gaussian equilibrium probability density functions (pdfs), with none or a finite number of moments. These pdfs, in the standard Gibbs-Boltzmann form, can be also inferred directly from an extremum principle, set for Shannon entropy under a constraint that the mean value of the force potential has been a priori prescribed. That enforces the corresponding Lagrange multiplier to play the role of inverse temperature. Weak confining properties of the potentials are manifested in a thermodynamical peculiarity that thermal equilibria can be approa…
Microcanonical foundation of nonextensivity and generalized thermostatistics based on the fractality of the phase space
2005
We develop a generalized theory of (meta)equilibrium statistical mechanics in the thermodynamic limit valid for both smooth and fractal phase spaces. In the former case, our approach leads naturally to Boltzmann-Gibbs standard thermostatistics while, in the latter, Tsallis thermostatistics is straightforwardly obtained as the most appropriate formalism. We first focus on the microcanonical ensemble stressing the importance of the limit $t \to \infty$ on the form of the microcanonical measure. Interestingly, this approach leads to interpret the entropic index $q$ as the box-counting dimension of the (microcanonical) phase space when fractality is considered.
Duality and spatial inhomogeneity
2001
Within the framework on non-extensive thermostatistics we revisit the recently advanced q-duality concept. We focus our attention here on a modified q-entropic measure of the spatial inhomogeneity for binary patterns. At a fixed length-scale this measure exhibits a generalised duality that links appropriate pairs of q and q' values. The simplest q q' invariant function, without any free parameters, is deduced here. Within an adequate interval q < qo < q', in which the function reaches its maximum value at qo, this invariant function accurately approximates the investigated q-measure, nitidly evidencing the duality phenomenon. In the close vicinity of qo, the approximate meaningful rel…
Noise driven translocation of short polymers in crowded solutions
2008
In this work we study the noise induced effects on the dynamics of short polymers crossing a potential barrier, in the presence of a metastable state. An improved version of the Rouse model for a flexible polymer has been adopted to mimic the molecular dynamics by taking into account both the interactions between adjacent monomers and introducing a Lennard-Jones potential between all beads. A bending recoil torque has also been included in our model. The polymer dynamics is simulated in a two-dimensional domain by numerically solving the Langevin equations of motion with a Gaussian uncorrelated noise. We find a nonmonotonic behaviour of the mean first passage time and the most probable tran…
Entropic measure of spatial disorder for systems of finite-sized objects
2000
We consider the relative configurational entropy per cell S_Delta as a measure of the degree of spatial disorder for systems of finite-sized objects. It is highly sensitive to deviations from the most spatially ordered reference configuration of the objects. When applied to a given binary image it provides the quantitatively correct results in comparison to its point object version. On examples of simple cluster configurations, two-dimensional Sierpinski carpets and population of interacting particles, the behaviour of S_Delta is compared with the normalized information entropy H' introduced by Van Siclen [Phys. Rev. E 56, (1997) 5211]. For the latter example, the additional middle-scale fe…
The problem of analytical calculation of barrier crossing characteristics for Levy flights
2008
By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.
Dynamics of the Number of Trades of Financial Securities
1999
We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range of stock capitalization. The observed spectral densities show a different power-law behavior. We confirm the $1/f^2$ behavior for the spectral density of the logarithm of stock price whereas we detect a $1/f$-like behavior for the spectral density of the daily number of trades.
L\'{e}vy flights in inhomogeneous environments
2009
We study the long time asymptotics of probability density functions (pdfs) of L\'{e}vy flights in different confining potentials. For that we use two models: Langevin - driven and (L\'{e}vy - Schr\"odinger) semigroup - driven dynamics. It turns out that the semigroup modeling provides much stronger confining properties than the standard Langevin one. Since contractive semigroups set a link between L\'{e}vy flights and fractional (pseudo-differential) Hamiltonian systems, we can use the latter to control the long - time asymptotics of the pertinent pdfs. To do so, we need to impose suitable restrictions upon the Hamiltonian and its potential. That provides verifiable criteria for an invarian…