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At least 415 records · Page 23Linked to original sources

Probabilistic description of traffic breakdowns.

We analyze the characteristic features of traffic breakdown. To describe this phenomenon we apply the probabilistic model regarding the jam emergence as the formation of a large car cluster on a highway. In these terms, the breakdown occurs through the formation of a certain critical nucleus in the metastable vehicle flow, which enables us to confine ourselves to one cluster model. We assume that, first, the growth of the car cluster is governed by attachment of cars to the cluster whose rate is mainly determined by the mean headway distance between the car in the vehicle flow and, maybe, also by the headway distance in the cluster. Second, the cluster dissolution is determined by the car escape from the cluster whose rate depends on the cluster size directly. The latter is justified using the available experimental data for the correlation properties of the synchronized mode. We write the appropriate master equation converted then into the Fokker-Planck equation for the cluster distribution function and analyze the formation of the critical car cluster due to the climb over a certain potential barrier. The further cluster growth irreversibly causes jam formation. Numerical estimates of the obtained characteristics and the experimental data of the traffic breakdown are compared. In particular, we draw a conclusion that the characteristic intrinsic time scale of the breakdown phenomenon should be about 1 min and explain the case why the traffic volume interval inside which traffic breakdown is observed is sufficiently wide.

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Moment ratios for an urn model of sand compartmentalization.

Numerically solving a master equation for a recently introduced nonequilibrium urn model of sand compartmentalization, we show that the order-parameter moment ratios of the fourth and sixth order remain constant along an exactly located line of critical points. Obtained values are in very good agreement with values predicted by Brézin and Zinn-Justin for the equilibrium Ising model above the critical dimension. At the tricritical point, these ratios acquire values that also agree with a suitably extended Brézin and Zinn-Justin approach.

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Survival and residence times in disordered chains with bias.

We present a unified framework for first-passage time and residence time of random walks in finite one-dimensional disordered biased systems. The derivation is based on the exact expansion of the backward master equation in cumulants. The dependence on the initial condition, system size, and bias strength is explicitly studied for models with weak and strong disorders. Application to thermally activated processes is also developed.

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Non-Markovian random processes and traveling fronts in a reaction-transport system with memory and long-range interactions.

The problem of finding the propagation rate for traveling waves in reaction-transport systems with memory and long-range interactions has been considered. Our approach makes use of the generalized master equation with logistic growth, hyperbolic scaling, and Hamilton-Jacobi theory. We consider the case when the waiting-time distribution for the underlying microscopic random walk is modeled by the family of gamma distributions, which in turn leads to non-Markovian random processes and corresponding memory effects on mesoscopic scales. We derive formulas that enable us to determine the front propagation rate and understand how the memory and long-range interactions influence the propagation rate for traveling fronts. Several examples involving the Gaussian and discrete distributions for jump densities are presented.

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Three-state model for cooperative desorption on a one-dimensional lattice.

We develop a master equation approach to the dynamics of immobile reactants on a one-dimensional lattice, in the presence of two different species undergoing cooperative desorption. A common feature of all the schemes studied is the strong dependence of the final coverage on the initial conditions, associated with the lack of ergodicity of the invariant state. Our approach leads to full agreement with Monte Carlo simulations, both asymptotically and transiently.

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Non-Markoffian effects of a simple nonlinear bath.

We analyze a model of a nonlinear bath consisting of a single two-level system coupled to a linear bath (a classical noise force in the limit considered here). This allows us to study the effects of a nonlinear, non-Markoffian bath in a particularly simple situation. We analyze the effects of this bath onto the dynamics of a spin by calculating the decay of the equilibrium correlator of the z-component of the spin. The exact results are compared with those obtained using three commonly used approximations: a Markoffian master equation for the spin dynamics, a weak-coupling approximation, and the substitution of a linear bath for the original nonlinear bath.

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Diffusion of epicenters of earthquake aftershocks, Omori's law, and generalized continuous-time random walk models.

The epidemic-type aftershock sequence (ETAS) model is a simple stochastic process modeling seismicity, based on the two best-established empirical laws, the Omori law (power-law decay approximately 1/t(1+theta) of seismicity after an earthquake) and Gutenberg-Richter law (power-law distribution of earthquake energies). In order to describe also the space distribution of seismicity, we use in addition a power-law distribution approximately 1/r(1+mu) of distances between triggered and triggering earthquakes. The ETAS model has been studied for the last two decades to model real seismicity catalogs and to obtain short-term probabilistic forecasts. Here, we present a mapping between the ETAS model and a class of CTRW (continuous time random walk) models, based on the identification of their corresponding master equations. This mapping allows us to use the wealth of results previously obtained on anomalous diffusion of CTRW. After translating into the relevant variable for the ETAS model, we provide a classification of the different regimes of diffusion of seismic activity triggered by a mainshock. Specifically, we derive the relation between the average distance between aftershocks and the mainshock as a function of the time from the mainshock and of the joint probability distribution of the times and locations of the aftershocks. The different regimes are fully characterized by the two exponents theta and mu. Our predictions are checked by careful numerical simulations. We stress the distinction between the "bare" Omori law describing the seismic rate activated directly by a mainshock and the "renormalized" Omori law taking into account all possible cascades from mainshocks to aftershocks of aftershock of aftershock, and so on. In particular, we predict that seismic diffusion or subdiffusion occurs and should be observable only when the observed Omori exponent is less than 1, because this signals the operation of the renormalization of the bare Omori law, also at the origin of seismic diffusion in the ETAS model. We present predictions and insights provided by the ETAS to CTRW mapping which suggest different ways for studying seismic catalogs. Finally, we discuss the present evidence for our predicted subdiffusion of seismicity triggered by a main shock, stressing the caveats and limitations of previous empirical works.

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Exponential velocity tails in a driven inelastic Maxwell model.

The problem of the steady-state velocity distribution in a driven inelastic Maxwell model of shaken granular material is revisited. Numerical solution of the master equation and analytical arguments show that the model has bilateral exponential velocity tails [P(v) approximately e(-|v|/sqrt[D])], where D is the amplitude of the noise. Previous study of this model predicted Gaussian tails [P(v) approximately e(-av(2))].

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Analytic study of the urn model for separation of sand.

We present an analytic study of the urn model for separation of sand recently introduced by Lipowski and Droz [Phys. Rev. E 65, 031307 (2002)]. We solve analytically the master equation and the first-passage problem. The analytic results confirm the numerical results obtained by Lipowski and Droz. We find that the stationary probability distribution and the shortest one among the characteristic times are governed by the same free energy. We also analytically derive the form of the critical probability distribution on the critical line, which supports their results obtained by numerically calculating Binder cumulants (A. Lipowski and M. Droz, e-print cond-mat/0201472).

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Family of additive entropy functions out of thermodynamic limit.

We derive a one-parametric family of entropy functions that respect the additivity condition, and which describe effects of finiteness of statistical systems, in particular, distribution functions with long tails. This one-parametric family is different from the Tsallis entropies, and is a convex combination of the Boltzmann-Gibbs-Shannon entropy and the entropy function proposed by Burg. An example of how longer tails are described within the present approach is worked out for the canonical ensemble. We also discuss a possible origin of a hidden statistical dependence, and give explicit recipes on how to construct corresponding generalizations of the master equation.

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Performance analysis of an irreversible quantum heat engine working with harmonic oscillators.

The cycle model of a regenerative quantum heat engine working with many noninteracting harmonic oscillators is established. The cycle consists of two isothermal and two constant-frequency processes. The performance of the cycle is investigated, based on the quantum master equation and semigroup approach. The inherent regenerative losses in the two constant-frequency processes are calculated. The expressions of several important performance parameters such as the efficiency, power output, and rate of the entropy production are derived for several interesting cases. Especially, the optimal performance of the cycle in high-temperature limit is discussed in detail. The maximum power output and the corresponding parameters are calculated. The optimal region of the efficiency and the optimal ranges of the temperatures of the working substance in the two isothermal processes are determined.

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Infinitely fast diffusion in single-file systems.

We have used dynamic Monte Carlo(DMC) methods and analytical techniques to analyze single-file systems for which diffusion is infinitely fast. We have simplified the master equation removing the fast reactions, and we have introduced a DMC algorithm for infinitely fast diffusion. The DMC method for fast diffusion give similar results as the standard DMC with high diffusion rates. We have investigated the influence of characteristic parameters, such as pipe length, adsorption, desorption, and conversion rate constants on the steady-state properties of single-file systems with a reaction, looking at cases when all the sites are reactive and when only some of them are reactive. We find that the effect of fast diffusion on single-file properties of the system is absent even when diffusion is infinitely fast. Diffusion is not important in these systems. Smaller systems are less reactive and the occupancy profiles for infinitely long systems show an exponential behavior.

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General quantum Brownian motion with initially correlated and nonlinearly coupled environment.

The dynamics of an open quantum system exhibiting the quantum Brownian motion is analyzed when the coupling between the system and its environment is nonlinear, and the system and the reservoir are initially correlated. For couplings quadratic in the environment variables, the influence functional for the system is obtained perturbatively up to second order in the coupling constant, and then the propagator is explicitly evaluated when the particle is under the influence of a harmonic potential and an additional anharmonic potential, the so-called washboard potential. As an application of the propagator, the master equation and the Wigner equation are obtained for the quantum Brownian particle moving in a harmonic potential for the generalized correlated initial condition, and then for the specific case of the simplified "thermal" initial condition. The system is shown to obey the corresponding fluctuation-dissipation theorem.

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Critical dynamics of the Gaussian model with multispin transitions.

In this paper, we present a multispin transition mechanism, which is an extension of the Glauber one, to investigate critical dynamics. By exactly solving the master equation, the influence of the multispin transition mechanism on the dynamic critical behavior is studied for the Gaussian model with nearest-neighbor interactions on d-dimensional lattices (d=1, 2, and 3). The time evolution of magnetization is exactly calculated, and the exact results of relaxation time and dynamic critical exponent are obtained. Our models are divided into two kinds: one is the spin-cluster transition and the other is the arbitrary multispin transition. It is found that there are different relaxation times, but the same dynamical critical exponent for different kinds of multispin transitions. The results show that the dynamical critical exponents are independent of spatial dimensions and configurations of transitional spins, and that the dynamical critical exponent is the same as that of the Glauber dynamics, and thus give a strong support to the simple single-spin-transition dynamics. Finally, we give a brief discussion on the results.

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Fluctuating reaction rates and their application to problems of gene expression.

A reduced description is presented for noisy chemical reactions in small systems, such as cells. We show that, even when the number of molecules of a chemical species is small, its elimination from the description is possible provided that its characteristic time scale is short. The resulting effective chemical reaction has a reaction rate which fluctuates in time. The strength of the fluctuations depends on the time scale of the eliminated species as well as its variance. We derive the master equation of the reduced system, which includes additional terms of a diffusive kind, yielding a contribution towards fluctuations from the eliminated species. The stochastic kinetic equation for the reduced system is also derived. Finally, these results are applied to some problems of gene expression.

Biochemistry↗

Optimal analysis on the performance of an irreversible harmonic quantum Brayton refrigeration cycle.

An irreversible model of a quantum refrigeration cycle working with many noninteracting harmonic oscillators is established. The refrigeration cycle consists of two adiabatic and two constant-frequency processes. The general performance characteristics of the cycle are investigated, based on the quantum master equation and the semigroup approach. The expressions for several important performance parameters such as the coefficient of performance, cooling rate, power input, and rate of entropy production are derived. By using numerical solutions, the cooling rate of the refrigeration cycle subject to finite cycle duration is optimized. The maximum cooling rate and the corresponding parameters are calculated numerically. The optimal region of the coefficient of performance and the optimal ranges of temperatures of the working substance and times spent on the two constant-frequency processes are determined. Moreover, the optimal performance of the cycle in the high-temperature limit is compared with that of a classical Brayton refrigerator working with an ideal gas. The results obtained here show that in the high-temperature limit a harmonic quantum Brayton cycle may be equivalent to a classical Brayton cycle.

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Nonequilibrium kinetics of a radiative CO flow behind a shock wave.

An investigation is presented of a highly nonequilibrium CO flow with consistently coupled vibrational energy exchanges, chemical reactions, and radiation. A detailed state-to-state model taking into account vibration-vibration, vibration-translation, and vibration-electronic transitions, dissociation-recombination reactions, and radiative transitions between vibrational and electronic states is developed on the basis of kinetic theory methods. A closed set of master equations for vibration-electronic level populations, number densities of atomic species, radiation intensity, temperature, and velocity is derived, and a one-dimensional inviscid carbon monoxide flow behind a plane shock wave is studied numerically. Several models of vibrational transition and dissociation rates in high temperature carbon monoxide are tested, and a model satisfying both accuracy and feasibility requirements is recommended. The role of various energy transfers and chemical reactions in the formation of nonequilibrium vibrational distributions in a shock heated CO flow is studied, and the influence of state-to-state distributions on macroscopic flow parameters and radiation intensity is discussed.

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Spin relaxation in a complex environment.

We report the study of a model of a two-level system interacting in a nondiagonal way with a complex environment described by Gaussian orthogonal random matrices (GORM). The effect of the interaction on the total spectrum and its consequences on the dynamics of the two-level system is analyzed. We show the existence of a critical value of the interaction, depending on the mean level spacing of the environment, above which the dynamics is self-averaging and closely obey a master equation for the time evolution of the observables of the two-level system. Analytic results are also obtained in the strong coupling regimes. We finally study the equilibrium values of the two-level system population and show under which condition it thermalizes to the environment temperature.

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