Search results for "Statistical physic"

showing 10 items of 1403 documents

Finite-size effects in dynamics of zero-range processes

2010

The finite-size effects prominent in zero-range processes exhibiting a condensation transition are studied by using continuous-time Monte Carlo simulations. We observe that, well above the thermodynamic critical point, both static and dynamic properties display fluid-like behavior up to a density {\rho}c (L), which is the finite-size counterpart of the critical density {\rho}c = {\rho}c (L \rightarrow \infty). We determine this density from the cross-over behavior of the average size of the largest cluster. We then show that several dynamical characteristics undergo a qualitative change at this density. In particular, the size distribution of the largest cluster at the moment of relocation,…

Statistical Mechanics (cond-mat.stat-mech)Stochastic processCrossoverMonte Carlo methodFOS: Physical sciencesMonihiukkasmallitfaasimuutoksetMany-particle modelsphase transitionsAverage sizeCritical point (thermodynamics)transport theorykuljetusteoriaStatistical physicsCondensed Matter - Statistical MechanicsMathematicsstokastiset prosessit
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Linear and nonlinear experimental regimes of stochastic resonance

2000

We investigate the stochastic resonance phenomenon in a physical system based on a tunnel diode. The experimental control parameters are set to allow the control of the frequency and amplitude of the deterministic modulating signal over an interval of values spanning several orders of magnitude. We observe both a regime described by the linear response theory and the nonlinear deviation from it. In the nonlinear regime we detect saturation of the power spectral density of the output signal detected at the frequency of the modulating signal and a dip in the noise level of the same spectral density. When these effects are observed we detect a phase and frequency synchronization between the st…

Statistical Mechanics (cond-mat.stat-mech)Stochastic resonanceSpectral densitySpectral density estimationFOS: Physical sciencesSignalSynchronization (alternating current)Nonlinear systemAmplitudeOrders of magnitude (time)Control theoryStatistical physicsCondensed Matter - Statistical MechanicsMathematics
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Classical Statistical Mechanics

2003

Some aspects of statistical mechanics that are particularly important for computer simulation approaches are recalled. Using Ising and classical Heisenberg models as examples, various statistical ensembles and appropriate thermodynamic potentials are introduced, and concepts such as Legendre transformations between ensembles and the thermodynamic integration method to obtain the entropy are mentioned. Probability distributions characterizing statistical fluctuations are discussed, fluctuation relations for response functions are derived, and the behavior of these quantities at first and second order phase transitions are described qualitatively. Also the general consequences of phase coexis…

Statistical ensembleEntropy (statistical thermodynamics)Thermodynamic limitStatistical physicsStatistical mechanicsStatistical fluctuationsQuantum statistical mechanicsAnalytical dynamicsThermodynamic potentialMathematics
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Transitions between imperfectly ordered crystalline structures: A phase switch Monte Carlo study

2012

A model for two-dimensional colloids confined laterally by ``structured boundaries'' (i.e., ones that impose a periodicity along the slit) is studied by Monte Carlo simulations. When the distance $D$ between the confining walls is reduced at constant particle number from an initial value ${D}_{0}$, for which a crystalline structure commensurate with the imposed periodicity fits, to smaller values, a succession of phase transitions to imperfectly ordered structures occur. These structures have a reduced number of rows parallel to the boundaries (from $n$ to $n\ensuremath{-}1$ to $n\ensuremath{-}2$, etc.) and are accompanied by an almost periodic strain pattern, due to ``soliton staircases'' …

Statistical ensemblePhase transitionMathematical optimizationStatistical Mechanics (cond-mat.stat-mech)Monte Carlo methodPhase (waves)Thermodynamic integrationFOS: Physical sciencesStatistical mechanicsOrders of magnitude (time)Statistical physicsEnergy (signal processing)Condensed Matter - Statistical MechanicsMathematics
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Second‐order analysis of marked inhomogeneous spatiotemporal point processes: Applications to earthquake data

2018

To analyse interactions in marked spatio-temporal point processes (MSTPPs), we introduce marked second-order reduced moment measures and K-functions for inhomogeneous second-order intensity reweigh ...

Statistics and Probability05 social sciencesMathematical statistics01 natural sciencesPoint processMoment (mathematics)010104 statistics & probabilitySecond order analysis0502 economics and businessStatistical physics0101 mathematicsStatistics Probability and UncertaintyIntensity (heat transfer)050205 econometrics MathematicsScandinavian Journal of Statistics
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One-dimensional random walks with self-blocking immigration

2017

We consider a system of independent one-dimensional random walkers where new particles are added at the origin at fixed rate whenever there is no older particle present at the origin. A Poisson ansatz leads to a semi-linear lattice heat equation and predicts that starting from the empty configuration the total number of particles grows as $c \sqrt{t} \log t$. We confirm this prediction and also describe the asymptotic macroscopic profile of the particle configuration.

Statistics and Probability60G50Particle numbervacant timeInteracting random walksPoisson distributionPoisson comparison01 natural sciences010104 statistics & probabilitysymbols.namesakeLattice (order)FOS: Mathematicsdensity-dependent immigrationStatistical physics0101 mathematicsAnsatzMathematics010102 general mathematicsProbability (math.PR)Random walk60K35symbolsHeat equationStatistics Probability and Uncertainty60F99Mathematics - Probability
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Random walks in dynamic random environments and ancestry under local population regulation

2015

We consider random walks in dynamic random environments, with an environment generated by the time-reversal of a Markov process from the oriented percolation universality class. If the influence of the random medium on the walk is small in space-time regions where the medium is typical, we obtain a law of large numbers and an averaged central limit theorem for the walk via a regeneration construction under suitable coarse-graining. Such random walks occur naturally as spatial embeddings of ancestral lineages in spatial population models with local regulation. We verify that our assumptions hold for logistic branching random walks when the population density is sufficiently high.

Statistics and Probability82B43Markov processRandom walklogistic branching random walk01 natural sciences60K37 60J10 60K35 82B43010104 statistics & probabilitysymbols.namesakeMathematics::ProbabilityFOS: MathematicsLocal populationStatistical physics0101 mathematicsoriented percolationCentral limit theoremMathematicsdynamical random environmentProbability (math.PR)010102 general mathematicsRandom mediaRenormalization groupsupercritical clusterRandom walk60K37Population model60K35central limit theorem in random environmentPercolationsymbols60J10Statistics Probability and UncertaintyMathematics - ProbabilityElectronic Journal of Probability
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Versatile entropic measure of grey level inhomogeneity

2009

The entropic measure for analysis of grey level inhomogeneity (GLI) is proposed as a function of length scale. It allows us to quantify the statistical dissimilarity of the actual macrostate and the maximizing entropy of the reference one. The maximums (minimums) of the measure indicate those scales at which higher (lower) average grey level inhomogeneity appears compared to neighbour scales. Even a deeply hidden statistical grey level periodicity can be detected by the equally distant minimums of the measure. The striking effect of multiple intersecting curves (MIC) of the measure has been revealed for pairs of simulated patterns, which differ in shades of grey or symmetry properties, only…

Statistics and ProbabilityAstronLength scalePhotosphereStatistical Mechanics (cond-mat.stat-mech)StatisticsEntropy (information theory)Grey levelFOS: Physical sciencesStatistical physicsCondensed Matter PhysicsCondensed Matter - Statistical MechanicsMathematics
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A Stochastic Approach to Quantum Statistics Distributions: Theoretical Derivation and Monte Carlo Modelling

2009

Abstract. We present a method aimed at a stochastic derivation of the equilibrium distribution of a classical/quantum ideal gas in the framework of the canonical ensemble. The time evolution of these ideal systems is modelled as a series of transitions from one system microstate to another one and thermal equilibrium is reached via a random walk in the single-particle state space. We look at this dynamic process as a Markov chain satisfying the condition of detailed balance and propose a variant of the Monte Carlo Metropolis algorithm able to take into account indistinguishability of identical quantum particles. Simulations performed on different two-dimensional (2D) systems are revealed to…

Statistics and ProbabilityCanonical ensemblePhysicsclassical Monte Carlo simulations quantum Monte Carlo simulations stochastic particle dynamics (theory)Monte Carlo methodStatistical and Nonlinear PhysicsMarkov chain Monte CarloIdeal gasMicrostate (statistical mechanics)symbols.namesakeThermodynamic limitDynamic Monte Carlo methodsymbolsStatistical physicsStatistics Probability and UncertaintyQuantum statistical mechanics
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Entropic descriptor of a complex behaviour

2009

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum possible value Smax and its minimum possible value Smin. When these two departures are similar to each other, the statistical complexity is maximal. We apply the new concept to the variability, over a range of length scales, of spatial or grey-level pattern arrangements in simple models. The pertinent results confirm the fact that a highly non-trivial, length-scale dependence of the entropic descriptor makes it an adequate complexity-measure, able to disting…

Statistics and ProbabilityCombinatoricsLength scaleStatistical Mechanics (cond-mat.stat-mech)Information complexityFOS: Physical sciencesEntropy (information theory)Statistical physicsStatistical complexityCondensed Matter PhysicsCondensed Matter - Statistical MechanicsMathematicsPhysica A: Statistical Mechanics and its Applications
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