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Register a new userSelf-organization without heat: the geometric ratchet effect
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We point out a surprising feature of diffusion in inhomogeneous media: under suitable conditions, the rectification of the Brownian paths by a diffusivity gradient can result in initially spread tracers spontaneously concentrating. This geometric ratchet effect demonstrates that, in violation of the classical statements of the second law of (non-equilibrium) thermodynamics, self-organization can take place in thermodynamic systems at local equilibrium without heat being produced or exchanged with the environment. We stress the role of Bayesian priors in a suitable reformulation of the second law accommodating this geometric ratchet effect.
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In this chapter we discuss how the results developed within the theory of fractals and Self-Organized Criticality (SOC) can be fruitfully exploited as ingredients of adaptive network models. In order to maintain the presentation self-contained, we first review the basic ideas behind fractal theory and SOC. We then briefly review some results in the field of complex networks, and some of the models that have been proposed. Finally, we present a self-organized model recently proposed by Garlaschelli et al. [Nat. Phys. 3, 813 (2007)] that couples the fitness network model defined by Caldarelli et al. [Phys. Rev. Lett. 89, 258702 (2002)] with the evolution model proposed by Bak and Sneppen [Phys. Rev. Lett. 71, 4083 (1993)] as a prototype of SOC. Remarkably, we show that the results obtained for the two models separately change dramatically when they are coupled together. This indicates that self-organized networks may represent an entirely novel class of complex systems, whose properties cannot be straightforwardly understood in terms of what we have learnt so far.
In this paper, we begin by reviewing a certain number of mathematical challenges posed by the modelling of collective dynamics and self-organization. Then, we focus on two specific problems, first, the derivation of fluid equations from particle dynamics of collective motion and second, the study of phase transitions and the stability of the associated equilibria.
We study the ratchet effect of a damped relativistic particle driven by both asymmetric temporal bi-harmonic and time-periodic piecewise constant forces. This system can be formally solved for any external force, providing the ratchet velocity as a non-linear functional of the driving force. This allows us to explicitly illustrate the functional Taylor expansion formalism recently proposed for this kind of systems. The Taylor expansion reveals particularly useful to obtain the shape of the current when the force is periodic, piecewise constant. We also illustrate the somewhat counterintuitive effect that introducing damping may induce a ratchet effect. When the force is symmetric under time-reversal and the system is undamped, under symmetry principles no ratchet effect is possible. In this situation increasing damping generates a ratchet current which, upon increasing the damping coefficient eventually reaches a maximum and decreases toward zero. We argue that this effect is not specific of this example and should appear in any ratchet system with tunable damping driven by a time-reversible external force.
We present a detailed analysis of the self-organization phenomenon in which the stylized facts originate from finite size effects with respect to the number of agents considered and disappear in the limit of an infinite population. By introducing the possibility that agents can enter or leave the market depending on the behavior of the price, it is possible to show that the system self-organizes in a regime with a finite number of agents which corresponds to the stylized facts. The mechanism to enter or leave the market is based on the idea that a too stable market is unappealing for traders while the presence of price movements attracts agents to enter and speculate on the market. We show that this mechanism is also compatible with the idea that agents are scared by a noisy and risky market at shorter time scales. We also show that the mechanism for self-organization is robust with respect to variations of the exit/entry rules and that the attempt to trigger the system to self-organize in a region without stylized facts leads to an unrealistic dynamics. We study the self-organization in a specific agent based model but we believe that the basic ideas should be of general validity.
We consider an experimentally relevant model of a geometric ratchet in which particles undergo drift and diffusive motion in a two-dimensional periodic array of obstacles, and which is used for the continuous separation of particles subject to different forces. The macroscopic drift velocity and diffusion tensor are calculated by a Monte-Carlo simulation and by a master-equation approach, using the correponding microscopic quantities and the shape of the obstacles as input. We define a measure of separation quality and investigate its dependence on the applied force and the shape of the obstacles.
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