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A Probabilistic Representation of the Solution to a 1D Evolution Equation in a Medium with Negative Index
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-28 DOI: 10.1007/s10955-025-03418-9
Éric Bonnetier, Pierre Etoré, Miguel Martinez
{"title":"A Probabilistic Representation of the Solution to a 1D Evolution Equation in a Medium with Negative Index","authors":"Éric Bonnetier,&nbsp;Pierre Etoré,&nbsp;Miguel Martinez","doi":"10.1007/s10955-025-03418-9","DOIUrl":"10.1007/s10955-025-03418-9","url":null,"abstract":"<div><p>In this work we investigate a 1D evolution equation involving a divergence form operator where the diffusion coefficient inside the divergence changes sign, as in models for metamaterials. We focus on the construction of a fundamental solution for the evolution equation, which does not proceed as in the case of standard parabolic PDE’s, since the associated second order operator is not elliptic. We show that a spectral representation of the semigroup associated to the equation can be derived, which leads to a first expression of the fundamental solution. We also derive a probabilistic representation in terms of a pseudo Skew Brownian Motion (SBM). This construction generalizes that derived from the killed SBM when the diffusion coefficient is piecewise constant but remains positive. We show that the pseudo SBM can be approached by a rescaled pseudo asymmetric random walk, which allows us to derive several numerical schemes for the resolution of the PDE and we report the associated numerical test results.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 3","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143513269","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}
引用次数: 0
Density-Induced Variations of Local Dimension Estimates for Absolutely Continuous Random Variables
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-15 DOI: 10.1007/s10955-025-03416-x
Paul Platzer, Bertrand Chapron
{"title":"Density-Induced Variations of Local Dimension Estimates for Absolutely Continuous Random Variables","authors":"Paul Platzer,&nbsp;Bertrand Chapron","doi":"10.1007/s10955-025-03416-x","DOIUrl":"10.1007/s10955-025-03416-x","url":null,"abstract":"<div><p>For any multi-fractal dynamical system, a precise estimate of the local dimension is essential to infer variations in its number of degrees of freedom. Following extreme value theory, a local dimension may be estimated from the distributions of pairwise distances within the dataset. For absolutely continuous random variables and in the absence of zeros and singularities, the theoretical value of this local dimension is constant and equals the phase-space dimension. However, due to uneven sampling across the dataset, practical estimations of the local dimension may diverge from this theoretical value, depending on both the phase-space dimension and the position at which the dimension is estimated. To explore such variations of the estimated local dimension of absolutely continuous random variables, approximate analytical expressions are derived and further assessed in numerical experiments. These variations are expressed as a function of 1. the random variables’ probability density function, 2. the threshold used to compute the local dimension, and 3. the phase-space dimension. Largest deviations are anticipated when the probability density function has a low absolute value, and a high absolute value of its Laplacian. Numerical simulations of random variables of dimension 1 to 30 allow to assess the validity of the approximate analytical expressions. These effects may become important for systems of moderately-high dimension and in case of limited-size datasets. We suggest to take into account this source of local variation of dimension estimates in future studies of empirical data. Implications for weather regimes are discussed.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10955-025-03416-x.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143423348","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Field Theoretic Renormalization Group in an Infinite-Dimensional Model of Random Surface Growth in Random Environment 随机环境中随机表面生长的无限维模型中的场论重正化群
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-14 DOI: 10.1007/s10955-025-03410-3
N. V. Antonov, A. A. Babakin, N. M. Gulitskiy, P. I. Kakin
{"title":"Field Theoretic Renormalization Group in an Infinite-Dimensional Model of Random Surface Growth in Random Environment","authors":"N. V. Antonov,&nbsp;A. A. Babakin,&nbsp;N. M. Gulitskiy,&nbsp;P. I. Kakin","doi":"10.1007/s10955-025-03410-3","DOIUrl":"10.1007/s10955-025-03410-3","url":null,"abstract":"<div><p>The influence of a random environment on the dynamics of a fluctuating rough surface is investigated using the field theoretic renormalization group. The environment motion is modelled by the stochastic Navier–Stokes equation, which includes both a fluid in thermal equilibrium and a turbulent fluid. The surface is described by the generalized Pavlik’s stochastic equation. As a result of the renormalizability requirement, the model necessarily involves an infinite number of coupling constants. The one-loop counterterm is derived in an explicit closed form. The corresponding renormalization group equations demonstrate the existence of three two-dimensional surfaces of fixed points in the infinite-dimensional parameter space. If the surfaces contain IR attractive regions, the model allows for a large-scale, long-time scaling behaviour. For the first surface (advection is irrelevant) the critical dimensions of the height field <span>(Delta _{h})</span>, the response field <span>(Delta _{h'})</span> and the frequency <span>(Delta _{omega })</span> are non-universal through the dependence on the effective couplings. For the other two surfaces (advection is relevant) these dimensions appear to be universal and are found exactly.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143423399","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}
引用次数: 0
Near-Critical and Finite-Size Scaling for High-Dimensional Lattice Trees and Animals 高维网格树和动物的近临界和有限大小扩展
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-14 DOI: 10.1007/s10955-025-03414-z
Yucheng Liu, Gordon Slade
{"title":"Near-Critical and Finite-Size Scaling for High-Dimensional Lattice Trees and Animals","authors":"Yucheng Liu,&nbsp;Gordon Slade","doi":"10.1007/s10955-025-03414-z","DOIUrl":"10.1007/s10955-025-03414-z","url":null,"abstract":"<div><p>We consider spread-out models of lattice trees and lattice animals on <span>({mathbb {Z}}^d)</span>, for <i>d</i> above the upper critical dimension <span>(d_{textrm{c}}=8)</span>. We define a correlation length and prove that it diverges as <span>((p_c-p)^{-1/4})</span> at the critical point <span>(p_c)</span>. Using this, we prove that the near-critical two-point function is bounded above by <span>(C|x|^{-(d-2)}exp [-c(p_c-p)^{1/4}|x|])</span>. We apply the near-critical bound to study lattice trees and lattice animals on a discrete <i>d</i>-dimensional torus (with <span>(d &gt; d_{textrm{c}})</span>) of volume <i>V</i>. For <span>(p_c-p)</span> of order <span>(V^{-1/2})</span>, we prove that the torus susceptibility is of order <span>(V^{1/4})</span>, and that the torus two-point function behaves as <span>(|x|^{-(d-2)} + V^{-3/4})</span> and thus has a plateau of size <span>(V^{-3/4})</span>. The proofs require significant extensions of previous results obtained using the lace expansion.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143423400","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}
引用次数: 0
A Tale of Three Approaches: Dynamical Phase Transitions for Weakly Bound Brownian Particles 三种方法的故事:弱约束布朗粒子的动态相变
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-07 DOI: 10.1007/s10955-025-03407-y
Lucianno Defaveri, Eli Barkai, David A. Kessler
{"title":"A Tale of Three Approaches: Dynamical Phase Transitions for Weakly Bound Brownian Particles","authors":"Lucianno Defaveri,&nbsp;Eli Barkai,&nbsp;David A. Kessler","doi":"10.1007/s10955-025-03407-y","DOIUrl":"10.1007/s10955-025-03407-y","url":null,"abstract":"<div><p>We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as <span>(V(x) sim |x|^alpha )</span>, with <span>(0&lt; alpha &lt; 1)</span>. The probability density function <i>P</i>(<i>x</i>, <i>t</i>) at long times reaches the Boltzmann–Gibbs equilibrium state, with all moments finite. However, the system’s relaxation is not exponential, as is usual for a confining system with a well-defined equilibrium, but instead follows a stretched exponential <span>(e^{- textrm{const} , t^nu })</span> with exponent <span>(nu =alpha /(2+alpha ))</span>, as we announced recently in a short letter. In turn, the stretched exponential relaxation is related to large-deviation theory, which is studied from three perspectives. First, we propose a straightforward and general scaling rate-function solution for <i>P</i>(<i>x</i>, <i>t</i>). This rate function displays anomalous time scaling and a dynamical phase transition. Second, through the eigenfunctions of the Fokker–Planck operator, we obtain, using the WKB method, more complete solutions that reproduce the rate function approach and provide important pre-exponential corrections. Finally, we show how the alternative path-integral formalism allows us to recover the same results, with the above rate function being the solution of the classical Hamilton–Jacobi equation describing the most probable path. Properties such as parity, the role of initial conditions, and the dynamical phase transition are thoroughly studied in all three approaches.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143361910","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}
引用次数: 0
Heat Exchange for Oscillator Strongly Coupled to Thermal Bath
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-06 DOI: 10.1007/s10955-025-03408-x
Alex V. Plyukhin
{"title":"Heat Exchange for Oscillator Strongly Coupled to Thermal Bath","authors":"Alex V. Plyukhin","doi":"10.1007/s10955-025-03408-x","DOIUrl":"10.1007/s10955-025-03408-x","url":null,"abstract":"<div><p>The heat exchange fluctuation theorem (XFT) by Jarzynski and Wójcik (Phys Rev Lett 92:230602, 2004) addresses the setting where two systems with different temperatures are brought in thermal contact at time <span>(t=0)</span> and then disconnected at later time <span>(tau )</span>. The theorem asserts that the probability of an anomalous heat flux (from cold to hot), while nonzero, is exponentially smaller than the probability of the corresponding normal flux (from hot to cold). As a result, the average heat flux is always normal. In that way, the theorem demonstrates how irreversible heat transfer, observed on the macroscopic scale, emerges from the underlying reversible dynamics. The XFT was proved under the assumption that the coupling work required to connect and then disconnect the systems is small compared to the change of the internal energies of the systems. That condition is often valid for macroscopic systems, but may be violated for microscopic ones. We examine the validity of the XFT’s assumption for a specific model of the Caldeira–Leggett type, where one system is a single classical harmonic oscillator and the other is a thermal bath comprised of a large number of oscillators. The coupling between the system and the bath, which is bilinear, is instantaneously turned on at <span>(t=0)</span> and off at <span>(t=tau )</span>. For that model, we found that the assumption of the XFT can be satisfied only for a rather restricted range of parameters. In general, the work involved in the process is not negligible and the energy exchange may be anomalous in the sense that the internal energy of the system, which is initially hotter than the bath, may further increase.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143184845","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}
引用次数: 0
Birkhoff Normal Form and Long Time Existence for d-Dimensional Generalized Pochhammer–Chree Equation
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-06 DOI: 10.1007/s10955-025-03409-w
Hongzi Cong, Siming Li, Yingte Sun, Xiaoqing Wu
{"title":"Birkhoff Normal Form and Long Time Existence for d-Dimensional Generalized Pochhammer–Chree Equation","authors":"Hongzi Cong,&nbsp;Siming Li,&nbsp;Yingte Sun,&nbsp;Xiaoqing Wu","doi":"10.1007/s10955-025-03409-w","DOIUrl":"10.1007/s10955-025-03409-w","url":null,"abstract":"<div><p>This paper is devoted to the proof of the long time existence results for the generalized Pochhammer–Chree equation on the irrational torus <span>(mathbb {T}^d_{eta })</span> and the rational torus <span>(mathbb {T}^d_{zeta })</span> by using Birkhoff normal form technique, the so-called <span>({ tame})</span> property of the nonlinearity and a careful analysis of the frequency.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143184844","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}
引用次数: 0
Hierarchical Structure of Periodic Orbits of a Hyperbolic Automorphism on the 2-Torus
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-05 DOI: 10.1007/s10955-025-03403-2
Huynh M. Hien, Nguyen B. Tran, Tran N. Nguyen
{"title":"Hierarchical Structure of Periodic Orbits of a Hyperbolic Automorphism on the 2-Torus","authors":"Huynh M. Hien,&nbsp;Nguyen B. Tran,&nbsp;Tran N. Nguyen","doi":"10.1007/s10955-025-03403-2","DOIUrl":"10.1007/s10955-025-03403-2","url":null,"abstract":"<div><p>This paper studies the hierarchical structure of periodic orbits of the automorphism induced by the matrix <span>(A=begin{pmatrix} 2&amp; 1 1&amp; 1 end{pmatrix})</span> on the torus <span>({mathbb {T}}^2)</span>. The induced symbolic dynamics is not trivial with forbidden sequences. We show that the periodic orbits of the system is hierarchically structured by clusters. We establish the number of clusters via symbolic dynamics and digraphs. Algorithms that group all periodic orbits in clusters are given.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143184812","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}
引用次数: 0
Binary Particle Collisions with Mass Exchange
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-04 DOI: 10.1007/s10955-025-03406-z
Pierre Degond, Jian-Guo Liu
{"title":"Binary Particle Collisions with Mass Exchange","authors":"Pierre Degond,&nbsp;Jian-Guo Liu","doi":"10.1007/s10955-025-03406-z","DOIUrl":"10.1007/s10955-025-03406-z","url":null,"abstract":"<div><p>We investigate a kinetic model for interacting particles whose masses are integer multiples of an elementary mass. These particles undergo binary collisions which preserve momentum and energy but during which some number of elementary masses can be exchanged between the particles. We derive a Boltzmann collision operator for such collisions and study its conservation properties. Under some adequate assumptions on the collision rates, we show that it satisfies a H-theorem and exhibit its equilibria. We formally derive the system of fluid equations that arises from the hydrodynamic limit of this Boltzmann equation. We compute the viscous corrections to the leading order hydrodynamic equations on a simplified collision operator of BGK type. We show that this diffusive system can be put in the formalism of nonequilibrium thermodynamics. In particular, it satisfies Onsager’s reciprocity relation and entropy decay.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143108231","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}
引用次数: 0
Non-equilibrium Phase Coexistence in Boundary-Driven Diffusive Systems
IF 1.3 3区 物理与天体物理
Journal of Statistical Physics Pub Date : 2025-02-03 DOI: 10.1007/s10955-025-03405-0
Shin-ichi Sasa, Naoko Nakagawa
{"title":"Non-equilibrium Phase Coexistence in Boundary-Driven Diffusive Systems","authors":"Shin-ichi Sasa,&nbsp;Naoko Nakagawa","doi":"10.1007/s10955-025-03405-0","DOIUrl":"10.1007/s10955-025-03405-0","url":null,"abstract":"<div><p>Liquid–gas phase coexistence in a boundary-driven diffusive system is studied by analyzing fluctuating hydrodynamics of a density field defined on a one-dimensional lattice with a space interval <span>(varLambda )</span>. When an interface width <span>(ell )</span> is much larger than <span>(varLambda )</span>, the discrete model becomes the standard fluctuating hydrodynamics, where the phase coexistence condition is given by the local equilibrium thermodynamics. In contrast, when <span>(ell &lt; varLambda )</span>, the most probable density profile is determined by a new variational principle, where the chemical potential at the interface is found to deviate from the equilibrium coexistence chemical potential. This means that metastable states at equilibrium stably appear near the interface as the influence of the particle current. The variational function derived in the theoretical analysis is also found to be equivalent to the variational function formulated in an extended framework of thermodynamics called global thermodynamics. Finally, the validity of the theoretical result is confirmed by numerical simulations.</p></div>","PeriodicalId":667,"journal":{"name":"Journal of Statistical Physics","volume":"192 2","pages":""},"PeriodicalIF":1.3,"publicationDate":"2025-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10955-025-03405-0.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143108293","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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