No Arabic abstract
Starting from a master equation, we derive the evolution equation for the size distribution of elements in an evolving system, where each element can grow, divide into two, and produce new elements. We then probe general solutions of the evolution quation, to obtain such skew distributions as power-law, log-normal, and Weibull distributions, depending on the growth or division and production. Specifically, repeated production of elements of uniform size leads to power-law distributions, whereas production of elements with the size distributed according to the current distribution as well as no production of new elements results in log-normal distributions. Finally, division into two, or binary fission, bears Weibull distributions. Numerical simulations are also carried out, confirming the validity of the obtained solutions.
Among the Markov chains breaking detailed-balance that have been proposed in the field of Monte-Carlo sampling in order to accelerate the convergence towards the steady state with respect to the detailed-balance dynamics, the idea of Lifting consists in duplicating the configuration space into two copies $sigma=pm$ and in imposing directed flows in each copy in order to explore the configuration space more efficiently. The skew-detailed-balance Lifted-Markov-chain introduced by K. S. Turitsyn, M. Chertkov and M. Vucelja [Physica D Nonlinear Phenomena 240 , 410 (2011)] is revisited for the Curie-Weiss mean-field ferromagnetic model, where the dynamics for the magnetization is closed. The large deviations at various levels for empirical time-averaged observables are analyzed and compared with their detailed-balance counterparts, both for the discrete extensive magnetization $M$ and for the continuous intensive magnetization $m=frac{M}{N}$ for large system-size $N$.
In this thesis we present few theoretical studies of the models of self-organized criticality. Following a brief introduction of self-organized criticality, we discuss three main problems. The first problem is about growing patterns formed in the abelian sandpile model (ASM). The patterns exhibit proportionate growth where different parts of the pattern grow in same rate, keeping the overall shape unchanged. This non-trivial property, often found in biological growth, has received increasing attention in recent years. In this thesis, we present a mathematical characterization of a large class of such patterns in terms of discrete holomorphic functions. In the second problem, we discuss a well known model of self-organized criticality introduced by Zhang in 1989. We present an exact analysis of the model and quantitatively explain an intriguing property known as the emergence of quasi-units. In the third problem, we introduce an operator algebra to determine the steady state of a class of stochastic sandpile models.
We consider the dynamics of fluctuations in the quantum asymmetric simple exclusion process (Q-ASEP) with periodic boundary conditions. The Q-ASEP describes a chain of spinless fermions with random hoppings that are induced by a Markovian environment. We show that fluctuations of the fermionic degrees of freedom obey evolution equations of Lindblad type, and derive the corresponding Lindbladians. We identify the underlying algebraic structure by mapping them to non-Hermitian spin chains and demonstrate that the operator space fragments into exponentially many (in system size) sectors that are invariant under time evolution. At the level of quadratic fluctuations we consider the Lindbladian on the sectors that determine the late time dynamics for the particular case of the quantum symmetric simple exclusion process (Q-SSEP). We show that the corresponding blocks in some cases correspond to known Yang-Baxter integrable models and investigate the level-spacing statistics in others. We carry out a detailed analysis of the steady states and slow modes that govern the late time behaviour and show that the dynamics of fluctuations of observables is described in terms of closed sets of coupled linear differential-difference equations. The behaviour of the solutions to these equations is essentially diffusive but with relevant deviations, that at sufficiently late times and large distances can be described in terms of a continuum scaling limit which we construct. We numerically check the validity of this scaling limit over a significant range of time and space scales. These results are then applied to the study of operator spreading at large scales, focusing on out-of-time ordered correlators and operator entanglement.
In a microcanonical ensemble (constant $NVE$, hard reflecting walls) and in a molecular dynamics ensemble (constant $NVEmathbf{PG}$, periodic boundary conditions) with a number $N$ of smooth elastic hard spheres in a $d$-dimensional volume $V$ having a total energy $E$, a total momentum $mathbf{P}$, and an overall center of mass position $mathbf{G}$, the individual velocity components, velocity moduli, and energies have transformed beta distributions with different arguments and shape parameters depending on $d$, $N$, $E$, the boundary conditions, and possible symmetries in the initial conditions. This can be shown marginalizing the joint distribution of individual energies, which is a symmetric Dirichlet distribution. In the thermodynamic limit the beta distributions converge to gamma distributions with different arguments and shape or scale parameters, corresponding respectively to the Gaussian, i.e., Maxwell-Boltzmann, Maxwell, and Boltzmann or Boltzmann-Gibbs distribution. These analytical results agree with molecular dynamics and Monte Carlo simulations with different numbers of hard disks or spheres and hard reflecting walls or periodic boundary conditions. The agreement is perfect with our Monte Carlo algorithm, which acts only on velocities independently of positions with the collision versor sampled uniformly on a unit half sphere in $d$ dimensions, while slight deviations appear with our molecular dynamics simulations for the smallest values of $N$.
Large deviation theory and instanton calculus for stochastic systems are widely used to gain insight into the evolution and probability of rare events. At its core lies the realization that rare events are, under the right circumstances, dominated by their least unlikely realization. Their computation through a saddle-point approximation of the path integral for the corresponding stochastic field theory then reduces an inefficient stochastic sampling problem into a deterministic optimization problem: finding the path of smallest action, the instanton. In the presence of heavy tails, though, standard algorithms to compute the instanton critically fail to converge. The reason for this failure is the divergence of the scaled cumulant generating function (CGF) due to a non-convex large deviation rate function. We propose a solution to this problem by convexifying the rate function through nonlinear reparametrization of the observable, which allows us to compute instantons even in the presence of super-exponential or algebraic tail decay. The approach is generalizable to other situations where the existence of the CGF is required, such as exponential tilting in importance sampling for Monte-Carlo algorithms. We demonstrate the proposed formalism by applying it to rare events in several stochastic systems with heavy tails, including extreme power spikes in fiber optics induced by soliton formation.