Journal of Statistical Mechanics: Theory and Experiment最新文献

{"title":"Entropy production of the contact model","authors":"Tânia Tomé, Mário J de Oliveira","doi":"10.1088/1742-5468/ad72db","DOIUrl":"https://doi.org/10.1088/1742-5468/ad72db","url":null,"abstract":"We propose an expression for the production of entropy for a system described by a stochastic dynamics which is appropriate for the case where the reverse transition rate vanishes but the forward transition is nonzero. The expression is positive definite and based on the inequality <inline-formula>\u0000<tex-math><?CDATA $xln x-(x-1)unicode{x2A7E}0$?></tex-math><mml:math overflow=\"scroll\"><mml:mrow><mml:mi>x</mml:mi><mml:mi>ln</mml:mi><mml:mo>⁡</mml:mo><mml:mi>x</mml:mi><mml:mo>−</mml:mo><mml:mo stretchy=\"false\">(</mml:mo><mml:mi>x</mml:mi><mml:mo>−</mml:mo><mml:mn>1</mml:mn><mml:mo stretchy=\"false\">)</mml:mo><mml:mtext>⩾</mml:mtext><mml:mn>0</mml:mn></mml:mrow></mml:math><inline-graphic xlink:href=\"jstatad72dbieqn1.gif\"></inline-graphic></inline-formula>. The corresponding entropy flux is linear in the probability distribution allowing its calculation as an average. The expression is applied to the one-dimensional contact process at the stationary state. We found that the rate of entropy production per site is finite with a singularity at the critical point with diverging slope.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188497","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"1/fα noise in the Robin Hood model","authors":"Abha Singh, Rahul Chhimpa, Avinash Chand Yadav","doi":"10.1088/1742-5468/ad72d9","DOIUrl":"https://doi.org/10.1088/1742-5468/ad72d9","url":null,"abstract":"We consider the Robin Hood dynamics, a one-dimensional extremal self-organized critical model that describes the low-temperature creep phenomenon. One of the key quantities is the time evolution of the state variable (force noise). To understand the temporal correlations, we compute the power spectra of the local force fluctuations and apply finite-size scaling to get scaling functions and critical exponents. We find a signature of the <inline-formula>\u0000<tex-math><?CDATA $1/f^{alpha}$?></tex-math><mml:math overflow=\"scroll\"><mml:mrow><mml:mn>1</mml:mn><mml:mrow><mml:mo>/</mml:mo></mml:mrow><mml:msup><mml:mi>f</mml:mi><mml:mrow><mml:mi>α</mml:mi></mml:mrow></mml:msup></mml:mrow></mml:math><inline-graphic xlink:href=\"jstatad72d9ieqn3.gif\"></inline-graphic></inline-formula> noise for the local force with a nontrivial value of the spectral exponent <inline-formula>\u0000<tex-math><?CDATA $0 lt alpha lt 2$?></tex-math><mml:math overflow=\"scroll\"><mml:mrow><mml:mn>0</mml:mn><mml:mo>&lt;</mml:mo><mml:mi>α</mml:mi><mml:mo>&lt;</mml:mo><mml:mn>2</mml:mn></mml:mrow></mml:math><inline-graphic xlink:href=\"jstatad72d9ieqn4.gif\"></inline-graphic></inline-formula>. We also examine temporal fluctuations in the position of the extremal site and a local activity signal. We present results for different local interaction rules of the model.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188495","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Exploring transitions in finite-size Potts model: comparative analysis using Wang–Landau sampling and parallel tempering","authors":"Fangfang Wang, Wei Liu, Jun Ma, Kai Qi, Ying Tang, Zengru Di","doi":"10.1088/1742-5468/ad72da","DOIUrl":"https://doi.org/10.1088/1742-5468/ad72da","url":null,"abstract":"This research provides a examination of transitions within the various-state Potts model in two-dimensional finite-size lattices. Leveraging the Wang–Landau sampling and parallel tempering, we systematically obtain the density of states, facilitating a comprehensive comparative analysis of the results. The determination of the third-order transitions location are achieved through a meticulous examination of the density of states using microcanonical inflection-point analysis. The remarkable alignment between canonical and microcanonical results for higher-order transition locations affirms the universality of these transitions. Our results further illustrate the universality of the robust and microcanonical inflection-point analysis of Wang–Landau sampling.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188498","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Siegmund duality for physicists: a bridge between spatial and first-passage properties of continuous- and discrete-time stochastic processes","authors":"Mathis Guéneau, Léo Touzo","doi":"10.1088/1742-5468/ad6134","DOIUrl":"https://doi.org/10.1088/1742-5468/ad6134","url":null,"abstract":"We consider a generic one-dimensional stochastic process &lt;italic toggle=\"yes\"&gt;x&lt;/italic&gt;(&lt;italic toggle=\"yes\"&gt;t&lt;/italic&gt;), or a random walk &lt;italic toggle=\"yes\"&gt;X&lt;sub&gt;n&lt;/sub&gt;&lt;/italic&gt;, which describes the position of a particle evolving inside an interval &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $[a,b]$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mo stretchy=\"false\"&gt;[&lt;/mml:mo&gt;&lt;mml:mi&gt;a&lt;/mml:mi&gt;&lt;mml:mo&gt;,&lt;/mml:mo&gt;&lt;mml:mi&gt;b&lt;/mml:mi&gt;&lt;mml:mo stretchy=\"false\"&gt;]&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6134ieqn1.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt;, with absorbing walls located at &lt;italic toggle=\"yes\"&gt;a&lt;/italic&gt; and &lt;italic toggle=\"yes\"&gt;b&lt;/italic&gt;. In continuous time, &lt;italic toggle=\"yes\"&gt;x&lt;/italic&gt;(&lt;italic toggle=\"yes\"&gt;t&lt;/italic&gt;) is driven by some equilibrium process &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA ${boldsymbol theta}(t)$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mrow&gt;&lt;mml:mi mathvariant=\"bold-italic\"&gt;θ&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;mml:mo stretchy=\"false\"&gt;(&lt;/mml:mo&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;mml:mo stretchy=\"false\"&gt;)&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6134ieqn2.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt;, while in discrete time, the jumps of &lt;italic toggle=\"yes\"&gt;X&lt;sub&gt;n&lt;/sub&gt;&lt;/italic&gt; follow a stationary process that obeys a time-reversal property. An important observable to characterize its behavior is the exit probability &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $E_b(x,t)$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;E&lt;/mml:mi&gt;&lt;mml:mi&gt;b&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mo stretchy=\"false\"&gt;(&lt;/mml:mo&gt;&lt;mml:mi&gt;x&lt;/mml:mi&gt;&lt;mml:mo&gt;,&lt;/mml:mo&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;mml:mo stretchy=\"false\"&gt;)&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6134ieqn3.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt;, which is the probability for the particle to be absorbed first at the wall &lt;italic toggle=\"yes\"&gt;b&lt;/italic&gt;, before or at time &lt;italic toggle=\"yes\"&gt;t&lt;/italic&gt;, given its initial position &lt;italic toggle=\"yes\"&gt;x&lt;/italic&gt;. In this paper we show that the derivation of this quantity can be tackled by studying a dual process &lt;italic toggle=\"yes\"&gt;y&lt;/italic&gt;(&lt;italic toggle=\"yes\"&gt;t&lt;/italic&gt;) very similar to &lt;italic toggle=\"yes\"&gt;x&lt;/italic&gt;(&lt;italic toggle=\"yes\"&gt;t&lt;/italic&gt;) but with hard walls at &lt;italic toggle=\"yes\"&gt;a&lt;/italic&gt; and &lt;italic toggle=\"yes\"&gt;b&lt;/italic&gt;. More precisely, we show that the quantity &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $E_b(x,t)$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;E&lt;/mml:mi&gt;&lt;mml:mi&gt;b&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mo stretchy=\"false\"&gt;(&lt;/mml:mo&gt;&lt;mml:mi&gt;x&lt;/mml:mi&gt;&lt;mml:mo&gt;,&lt;/mml:mo&gt;&lt;mml:mi&gt;t&lt;/mml:mi&gt;&lt;mml:mo stretchy=\"false\"&gt;)&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6134ieqn4.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; for the process &lt;italic toggle=\"yes\"&gt;x&lt;/italic&gt;(&lt;italic toggle=\"yes\"&gt;t&lt;/italic&gt;) is equal to the probability &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $tilde Phi(x,t|b)$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mrow&gt;&lt;mml:mover","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188499","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Stochastic thermodynamics of micromagnetics with spin torque","authors":"Mingnan Ding, Jun Wu, Xiangjun Xing","doi":"10.1088/1742-5468/ad6c2d","DOIUrl":"https://doi.org/10.1088/1742-5468/ad6c2d","url":null,"abstract":"In this work, we study the stochastic dynamics of micro-magnetics interacting with a spin-current torque. We extend the previously constructed stochastic Landau–Lifshitz equation to the case with spin-current torque, and verify the conditions of detailed balance. Then we construct various thermodynamics quantities such as work and heat, and prove the second law of thermodynamics. Due to the existence of spin-torque and the asymmetry of the kinetic matrix, a novel effect of <italic toggle=\"yes\">entropy pumping</italic> shows up. As a consequence, the system may behave as a heat engine which constantly transforms heat into magnetic work. Finally, we derive a fluctuation theorem for the joint probability density function of the pumped entropy and the total work, and verify it using numerical simulations.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188501","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The crossover from a dynamical percolation class to a directed percolation class on a two dimensional lattice","authors":"M Ali Saif","doi":"10.1088/1742-5468/ad6975","DOIUrl":"https://doi.org/10.1088/1742-5468/ad6975","url":null,"abstract":"We study the crossover phenomena from the dynamical percolation class (DyP) to the directed percolation class (DP) in the model of disease spreading, susceptible-infected-refractory-susceptible (SIRS) on a two-dimensional lattice. In this model, agents of three species &lt;italic toggle=\"yes\"&gt;S&lt;/italic&gt;, &lt;italic toggle=\"yes\"&gt;I&lt;/italic&gt;, and &lt;italic toggle=\"yes\"&gt;R&lt;/italic&gt; on a lattice react as follows: &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $S+Irightarrow I+I$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;S&lt;/mml:mi&gt;&lt;mml:mo&gt;+&lt;/mml:mo&gt;&lt;mml:mi&gt;I&lt;/mml:mi&gt;&lt;mml:mo stretchy=\"false\"&gt;→&lt;/mml:mo&gt;&lt;mml:mi&gt;I&lt;/mml:mi&gt;&lt;mml:mo&gt;+&lt;/mml:mo&gt;&lt;mml:mi&gt;I&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6975ieqn1.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; with probability &lt;italic toggle=\"yes\"&gt;λ&lt;/italic&gt;, &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $Irightarrow R$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;I&lt;/mml:mi&gt;&lt;mml:mo stretchy=\"false\"&gt;→&lt;/mml:mo&gt;&lt;mml:mi&gt;R&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6975ieqn2.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; after infection time &lt;italic toggle=\"yes\"&gt;τ&lt;/italic&gt;&lt;sub&gt;&lt;italic toggle=\"yes\"&gt;I&lt;/italic&gt;&lt;/sub&gt; and &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $Rrightarrow I$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mi&gt;R&lt;/mml:mi&gt;&lt;mml:mo stretchy=\"false\"&gt;→&lt;/mml:mo&gt;&lt;mml:mi&gt;I&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6975ieqn3.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; after recovery time &lt;italic toggle=\"yes\"&gt;τ&lt;/italic&gt;&lt;sub&gt;&lt;italic toggle=\"yes\"&gt;R&lt;/italic&gt;&lt;/sub&gt;. Depending on the value of the parameter &lt;italic toggle=\"yes\"&gt;τ&lt;/italic&gt;&lt;sub&gt;&lt;italic toggle=\"yes\"&gt;R&lt;/italic&gt;&lt;/sub&gt;, the SIRS model can be reduced to the following two well-known special cases. On the one hand, when &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $tau_R rightarrow 0$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;τ&lt;/mml:mi&gt;&lt;mml:mi&gt;R&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mo stretchy=\"false\"&gt;→&lt;/mml:mo&gt;&lt;mml:mn&gt;0&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6975ieqn4.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt;, the SIRS model reduces to the SIS model. On the other hand, when &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $tau_R rightarrow infty$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:msub&gt;&lt;mml:mi&gt;τ&lt;/mml:mi&gt;&lt;mml:mi&gt;R&lt;/mml:mi&gt;&lt;/mml:msub&gt;&lt;mml:mo stretchy=\"false\"&gt;→&lt;/mml:mo&gt;&lt;mml:mi mathvariant=\"normal\"&gt;∞&lt;/mml:mi&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6975ieqn5.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; the model reduces to the SIR model. It is known that whereas the SIS model belongs to the DP universality class, the SIR model belongs to the DyP universality class. We can deduce from the model dynamics that SIRS will behave as the SIS model for any finite values of &lt;italic toggle=\"yes\"&gt;τ&lt;/italic&gt;&lt;sub&gt;&lt;italic toggle=\"yes\"&gt;R&lt;/italic&gt;&lt;/sub&gt;. The model will behave as SIR only when &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $tau_R = infty$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:m","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188500","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Stochastic thermodynamics of micromagnetics","authors":"Mingnan Ding, Jun Wu, Xiangjun Xing","doi":"10.1088/1742-5468/ad6c2f","DOIUrl":"https://doi.org/10.1088/1742-5468/ad6c2f","url":null,"abstract":"In this work, we study the stochastic thermodynamics of micro-magnetic systems. We first formulate the stochastic dynamics of micro-magnetic systems by incorporating noises into the Landau–Lifshitz (LL) equation, which describes the irreversible and deterministic dynamics of magnetic moments. The resulting stochastic LL equation obeys detailed balance, which guarantees that, with the external field fixed, the system converges to thermodynamic equilibrium with vanishing entropy production and with non-vanishing probability current. We then discuss various thermodynamic variables both at the trajectory level and at the ensemble level, and further establish both the first and the second laws of thermodynamics. Finally, we establish the Crooks fluctuation theorem, and verify it using numerical simulations.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-08-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188502","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Tagged particle behavior in a harmonic chain of direction-reversing active Brownian particles","authors":"Shashank Prakash, Urna Basu, Sanjib Sabhapandit","doi":"10.1088/1742-5468/ad6133","DOIUrl":"https://doi.org/10.1088/1742-5468/ad6133","url":null,"abstract":"We study the tagged particle dynamics in a harmonic chain of direction-reversing active Brownian particles, with the spring constant &lt;italic toggle=\"yes\"&gt;k&lt;/italic&gt;, rotation diffusion coefficient &lt;italic toggle=\"yes\"&gt;D&lt;/italic&gt;&lt;sub&gt;&lt;italic toggle=\"yes\"&gt;R&lt;/italic&gt;&lt;/sub&gt;, and directional reversal rate &lt;italic toggle=\"yes\"&gt;γ&lt;/italic&gt;. We exactly compute the tagged particle position variance for quenched and annealed initial orientations of the particles. For well-separated time-scales, &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $k^{-1}, D_R^{-1}$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:msup&gt;&lt;mml:mi&gt;k&lt;/mml:mi&gt;&lt;mml:mrow&gt;&lt;mml:mo&gt;−&lt;/mml:mo&gt;&lt;mml:mn&gt;1&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;/mml:msup&gt;&lt;mml:mo&gt;,&lt;/mml:mo&gt;&lt;mml:msubsup&gt;&lt;mml:mi&gt;D&lt;/mml:mi&gt;&lt;mml:mi&gt;R&lt;/mml:mi&gt;&lt;mml:mrow&gt;&lt;mml:mo&gt;−&lt;/mml:mo&gt;&lt;mml:mn&gt;1&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;/mml:msubsup&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6133ieqn1.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; and &lt;italic toggle=\"yes\"&gt;γ&lt;/italic&gt;&lt;sup&gt;−1&lt;/sup&gt;, the strength of the spring constant &lt;italic toggle=\"yes\"&gt;k&lt;/italic&gt; relative to &lt;italic toggle=\"yes\"&gt;D&lt;/italic&gt;&lt;sub&gt;&lt;italic toggle=\"yes\"&gt;R&lt;/italic&gt;&lt;/sub&gt; and &lt;italic toggle=\"yes\"&gt;γ&lt;/italic&gt; gives rise to different coupling limits, and for each coupling limit there are short, intermediate, and long-time regimes. In the thermodynamic limit, we show that, to the leading order, the tagged particle variance exhibits an algebraic growth &lt;italic toggle=\"yes\"&gt;t&lt;/italic&gt;&lt;sup&gt;&lt;italic toggle=\"yes\"&gt;ν&lt;/italic&gt;&lt;/sup&gt;, where the value of the exponent &lt;italic toggle=\"yes\"&gt;ν&lt;/italic&gt; depends on the specific regime. For a quenched initial orientation, the exponent &lt;italic toggle=\"yes\"&gt;ν&lt;/italic&gt; crosses over from 3 to &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $1/2$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mn&gt;1&lt;/mml:mn&gt;&lt;mml:mrow&gt;&lt;mml:mo&gt;/&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;mml:mn&gt;2&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6133ieqn2.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt;, via intermediate values &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $5/2$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mn&gt;5&lt;/mml:mn&gt;&lt;mml:mrow&gt;&lt;mml:mo&gt;/&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;mml:mn&gt;2&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6133ieqn3.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; or 1, depending on the specific coupling limits. However, for the annealed initial orientation, &lt;italic toggle=\"yes\"&gt;ν&lt;/italic&gt; crosses over from 2 to &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $1/2$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mn&gt;1&lt;/mml:mn&gt;&lt;mml:mrow&gt;&lt;mml:mo&gt;/&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;mml:mn&gt;2&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6133ieqn4.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; via an intermediate value &lt;inline-formula&gt;\u0000&lt;tex-math&gt;&lt;?CDATA $3/2$?&gt;&lt;/tex-math&gt;&lt;mml:math overflow=\"scroll\"&gt;&lt;mml:mrow&gt;&lt;mml:mn&gt;3&lt;/mml:mn&gt;&lt;mml:mrow&gt;&lt;mml:mo&gt;/&lt;/mml:mo&gt;&lt;/mml:mrow&gt;&lt;mml:mn&gt;2&lt;/mml:mn&gt;&lt;/mml:mrow&gt;&lt;/mml:math&gt;&lt;inline-graphic xlink:href=\"jstatad6133ieqn5.gif\"&gt;&lt;/inline-graphic&gt;&lt;/inline-formula&gt; or 1 for the","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188521","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A Bayesian theory of market impact","authors":"Louis Saddier, Matteo Marsili","doi":"10.1088/1742-5468/ad5271","DOIUrl":"https://doi.org/10.1088/1742-5468/ad5271","url":null,"abstract":"The available liquidity at any time in financial markets falls largely short of the typical size of the orders that institutional investors would trade. In order to reduce the impact on prices due to the execution of large orders, traders in financial markets split large orders into a series of smaller ones, which are executed sequentially. The resulting sequence of trades is called a meta-order. Empirical studies have revealed a non-trivial set of statistical laws on how meta-orders affect prices, which include (i) the square-root behaviour of the expected price variation with the total volume traded, (ii) its crossover to a linear regime for small volumes and (iii) a reversion of average prices towards its initial value, after the sequence of trades is over. Here we recover this phenomenology within a minimal theoretical framework where the market sets prices by incorporating all information on the direction and speed of trade of the meta-order in a Bayesian manner. The simplicity of this derivation lends further support to the robustness and universality of market impact laws. In particular, it suggests that the square-root impact law originates from over-estimation of order flows originating from meta-orders.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188520","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Analysis of SIS epidemic model in bi-uniform hypernetworks","authors":"Wenhui Wang, Juping Zhang, Maoxing Liu, Zhen Jin","doi":"10.1088/1742-5468/ad6c30","DOIUrl":"https://doi.org/10.1088/1742-5468/ad6c30","url":null,"abstract":"To describe the dynamics of epidemic spread with multiple individuals interacting with each other, we develop a susceptible-infected-susceptible (SIS) spread model with collective and individual contagion in general hypernetworks with higher-order interactions. The constructed model is applied to a bi-uniform hypernetwork to obtain a mean-field model for the SIS model. The threshold value at which an epidemic can spread in the bi-uniform hypernetwork is obtained and analyzed dynamically. By analysis, the model leads to bistability, in which a disease-free equilibrium and an endemic equilibrium coexist. Finally, numerical simulations of the developed model are carried out to give the effect of the proportion of individual contagion hyperedges on the spread of an epidemic.","PeriodicalId":17207,"journal":{"name":"Journal of Statistical Mechanics: Theory and Experiment","volume":null,"pages":null},"PeriodicalIF":2.4,"publicationDate":"2024-08-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142188524","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}