We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or Levy statistics according to whether the fluctuation correlation function is integrable or not. We analyze with a numerical calculation the border between the two basins of attraction.
Levy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of animals, humans, robots, and viruses. We here investigate a key feature of LWs, their response to an external harmonic potential. In this generic setting for confined motion we demonstrate that LWs equilibrate exponentially and may assume a bimodal stationary distribution. We also show that the stationary distribution has a horizontal slope next to a reflecting boundary placed at the origin, in contrast to correlated superdiffusive processes. Our results generalize LWs to confining forces and settle some long-standing puzzles around LWs.
We investigate a motion of a colloid in a harmonic trap driven out of equilibrium by an external non-conservative force producing a torque in the presence of a uniform magnetic field. We find that steady state exists only for a proper range of parameters such as mass, viscosity coefficient, and stiffness of the harmonic potential, and the magnetic field, which is not observed in the overdamped limit. We derive the existence condition for the steady state. We examine the combined influence of the non-conservative force and the magnetic field on non-equilibrium characteristics such as non-Boltzmann steady-state probability distribution function, probability currents, entropy production, position-velocity correlation, and violation of fluctuation-dissipation relation.
We present a numerical study based on Monte Carlo algorithm of the magnetic properties of a mixed Ising ferrimagnetic model on a cubic lattice where spins $sigma =pm 1/2$ and spins $S=0,pm 1$ are in alternating sites on the lattice. We carried out exact ground state calculations and employ a Monte Carlo simulation to obtain the finite-temperature phase diagram of the model. A compensation point appears when the next-nearest-neighbor interaction between the spins $sigma =pm 1/2$ exceeds a minimum value. We found a strong dependence of the compensation temperature with the interactions in the Hamiltonian, particulary the crystal field and the external field. An applied field can change the range of values of the compensation temperature from zero up to a maximum value that depends on the field.
We study the dynamical response of a two-dimensional Ising model subject to a square-wave oscillating external field. In contrast to earlier studies, the system evolves under a so-called soft Glauber dynamic [P.A. Rikvold and M. Kolesik, J. Phys. A: Math. Gen. 35, L117 (2002)], for which both nucleation and interface propagation are slower and the interfaces smoother than for the standard Glauber dynamic. We choose the temperature and magnitude of the external field such that the metastable decay of the system following field reversal occurs through nucleation and growth of many droplets of the stable phase, i.e., the multidroplet regime. Using kinetic Monte Carlo simulations, we find that the system undergoes a nonequilibrium phase transition, in which the symmetry-broken dynamic phase corresponds to an asymmetric stationary limit cycle for the time-dependent magnetization. The critical point is located where the half-period of the external field is approximately equal to the metastable lifetime of the system. We employ finite-size scaling analysis to investigate the characteristics of this dynamical phase transition. The critical exponents and the fixed-point value of the fourth-order cumulant are found to be consistent with the universality class of the two-dimensional equilibrium Ising model. As this universality class has previously been established for the same nonequilibrium model evolving under the standard Glauber dynamic, our results indicate that this far-from-equilibrium phase transition is universal with respect to the choice of the stochastic dynamics.
One notion of phase for stochastic oscillators is based on the mean return-time (MRT): a set of points represents a certain phase if the mean time to return from any point in this set to this set after one rotation is equal to the mean rotation period of the oscillator (irrespective of the starting point). For this so far only algorithmically defined phase, we derive here analytical expressions for the important class of isotropic stochastic oscillators. This allows us to evaluate cases from the literature explicitly and to study the behavior of the MRT phase in the limits of strong noise. We also use the same formalism to show that lines of constant return time variance (instead of constant mean return time) can be defined, and that they in general differ from the MRT-isochrons.
M. Annunziato Physics Dep.tn University of Pisa
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(1999)
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"Stochastic versus dynamic approach to Levy statistics in the presence of an external perturbation"
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Mario Annunziato
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