Asymptotic integral kernel for ensembles of random normal matrices with radial potentials

The method of steepest descent is used to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P-N (z(1), ... , z(N)) = Z(N)(-1)e(-N)Sigma(N)(i=1) V-alpha(z(i)) Pi(1 <= i<j <= N) vertical bar z(i) - z(j)vertical bar(2), where V-alpha(z) = vertical bar z vertical bar(alpha), z epsilon C and alpha epsilon inverted left perpendicular0, infinity inverted right perpendicular. Asymptotic formulas with error estimate on sectors are obtained. A corollary of these expansions is a scaling limit for the n-point function in terms of the integral kernel for the classical Segal-Bargmann space. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.3688293]

Stripe-tetragonal phase transition in the two-dimensional Ising model with dipole interactions: Partition function zeros approach

We have performed multicanonical simulations to study the critical behavior of the two-dimensional Ising model with dipole interactions. This study concerns the thermodynamic phase transitions in the range of the interaction delta where the phase characterized by striped configurations of width h = 1 is observed. Controversial results obtained from local update algorithms have been reported for this region, including the claimed existence of a second-order phase transition line that becomes first order above a tricritical point located somewhere between delta = 0.85 and 1. Our analysis relies on the complex partition function zeros obtained with high statistics from multicanonical simulations. Finite size scaling relations for the leading partition function zeros yield critical exponents. that are clearly consistent with a single second-order phase transition line, thus excluding such a tricritical point in that region of the phase diagram. This conclusion is further supported by analysis of the specific heat and susceptibility of the orientational order parameter.

A scheme for synchronizing clocks connected by a packet communication network

Consider a communication system in which a transmitter equipment sends fixed-size packets of data at a uniform rate to a receiver equipment. Consider also that these equipments are connected by a packet-switched network, which introduces a random delay to each packet. Here we propose an adaptive clock recovery scheme able of synchronizing the frequencies and the phases of these devices, within specified limits of precision. This scheme for achieving frequency and phase synchronization is based on measurements of the packet arrival times at the receiver, which are used to control the dynamics of a digital phase-locked loop. The scheme performance is evaluated via numerical simulations performed by using realistic parameter values. (C) 2011 Elsevier By. All rights reserved.

A spatial stochastic model for rumor transmission

We consider an interacting particle system representing the spread of a rumor by agents on the d-dimensional integer lattice. Each agent may be in any of the three states belonging to the set {0,1,2}. Here 0 stands for ignorants, 1 for spreaders and 2 for stiflers. A spreader tells the rumor to any of its (nearest) ignorant neighbors at rate lambda. At rate alpha a spreader becomes a stifler due to the action of other (nearest neighbor) spreaders. Finally, spreaders and stiflers forget the rumor at rate one. We study sufficient conditions under which the rumor either becomes extinct or survives with positive probability.

Hero's journey in bifurcation diagram

The hero's journey is a narrative structure identified by several authors in comparative studies on folklore and mythology. This storytelling template presents the stages of inner metamorphosis undergone by the protagonist after being called to an adventure. In a simplified version, this journey is divided into three acts separated by two crucial moments. Here we propose a discrete-time dynamical system for representing the protagonist's evolution. The suffering along the journey is taken as the control parameter of this system. The bifurcation diagram exhibits stationary, periodic and chaotic behaviors. In this diagram, there are transition from fixed point to chaos and transition from limit cycle to fixed point. We found that the values of the control parameter corresponding to these two transitions are in quantitative agreement with the two critical moments of the three-act hero's journey identified in 10 movies appearing in the list of the 200 worldwide highest-grossing films. (C) 2011 Elsevier B.V. All rights reserved.

Completeness for coherent states in a magnetic-solenoid field

This paper completes our study of coherent states in the so-called magnetic-solenoid field (a collinear combination of a constant uniform magnetic field and Aharonov-Bohm solenoid field) presented in Bagrov et al (2010 J. Phys. A: Math. Theor. 43 354016, 2011 J. Phys. A: Math. Theor. 44 055301). Here, we succeeded in proving nontrivial completeness relations for non-relativistic and relativistic coherent states in such a field. In addition, we solve here the relevant Stieltjes moment problem and present a comparative analysis of our coherent states and the well-known, in the case of pure uniform magnetic field, Malkin-Man'ko coherent states.

Spectral fluctuation and 1/f(alpha) noise in the energy level statistics of interacting trapped bosons

It has been recently shown numerically that the transition from integrability to chaos in quantum systems and the corresponding spectral fluctuations are characterized by 1/f(alpha) noise with 1 <= alpha <= 2. The system of interacting trapped bosons is inhomogeneous and complex. The presence of an external harmonic trap makes it more interesting as, in the atomic trap, the bosons occupy partly degenerate single-particle states. Earlier theoretical and experimental results show that at zero temperature the low-lying levels are of a collective nature and high-lying excitations are of a single-particle nature. We observe that for few bosons, the P(s) distribution shows the Shnirelman peak, which exhibits a large number of quasidegenerate states. For a large number of bosons the low-lying levels are strongly affected by the interatomic interaction, and the corresponding level fluctuation shows a transition to a Wigner distribution with an increase in particle number. It does not follow Gaussian orthogonal ensemble random matrix predictions. For high-lying levels we observe the uncorrelated Poisson distribution. Thus it may be a very realistic system to prove that 1/f(alpha) noise is ubiquitous in nature.

Period adding cascades: Experiment and modeling in air bubbling

Period adding cascades have been observed experimentally/numerically in the dynamics of neurons and pancreatic cells, lasers, electric circuits, chemical reactions, oceanic internal waves, and also in air bubbling. We show that the period adding cascades appearing in bubbling from a nozzle submerged in a viscous liquid can be reproduced by a simple model, based on some hydrodynamical principles, dealing with the time evolution of two variables, bubble position and pressure of the air chamber, through a system of differential equations with a rule of detachment based on force balance. The model further reduces to an iterating one-dimensional map giving the pressures at the detachments, where time between bubbles come out as an observable of the dynamics. The model has not only good agreement with experimental data, but is also able to predict the influence of the main parameters involved, like the length of the hose connecting the air supplier with the needle, the needle radius and the needle length. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.3695345]

Irreversible spherical model and its stationary entropy production rate

The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of being irreversible, we have succeeded in finding an explicit form for the stationary probability distribution, which turns out to be of the Boltzmann-Gibbs type. This enables one to evaluate the exact form of the entropy production rate at the stationary state, which is non-zero if the dynamical rules of the transition rates are asymmetric.

Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

Using complex networks to quantify consistency in the use of words

In this paper we have quantified the consistency of word usage in written texts represented by complex networks, where words were taken as nodes, by measuring the degree of preservation of the node neighborhood. Words were considered highly consistent if the authors used them with the same neighborhood. When ranked according to the consistency of use, the words obeyed a log-normal distribution, in contrast to Zipf's law that applies to the frequency of use. Consistency correlated positively with the familiarity and frequency of use, and negatively with ambiguity and age of acquisition. An inspection of some highly consistent words confirmed that they are used in very limited semantic contexts. A comparison of consistency indices for eight authors indicated that these indices may be employed for author recognition. Indeed, as expected, authors of novels could be distinguished from those who wrote scientific texts. Our analysis demonstrated the suitability of the consistency indices, which can now be applied in other tasks, such as emotion recognition.

The structure and resilience of financial market networks

Financial markets can be viewed as a highly complex evolving system that is very sensitive to economic instabilities. The complex organization of the market can be represented in a suitable fashion in terms of complex networks, which can be constructed from stock prices such that each pair of stocks is connected by a weighted edge that encodes the distance between them. In this work, we propose an approach to analyze the topological and dynamic evolution of financial networks based on the stock correlation matrices. An entropy-related measurement is adopted to quantify the robustness of the evolving financial market organization. It is verified that the network topological organization suffers strong variation during financial instabilities and the networks in such periods become less robust. A statistical robust regression model is proposed to quantity the relationship between the network structure and resilience. The obtained coefficients of such model indicate that the average shortest path length is the measurement most related to network resilience coefficient. This result indicates that a collective behavior is observed between stocks during financial crisis. More specifically, stocks tend to synchronize their price evolution, leading to a high correlation between pair of stock prices, which contributes to the increase in distance between them and, consequently, decrease the network resilience. (C) 2012 American Institute of Physics. [doi:10.1063/1.3683467]

LONG TIME CORRELATIONS OF NONLINEAR LUTTINGER LIQUIDS

An overview is given of the limitations of Luttinger liquid theory in describing the real time equilibrium dynamics of critical one-dimensional systems with nonlinear dispersion relation. After exposing the singularities of perturbation theory in band curvature effects that break the Lorentz invariance of the Tomonaga-Luttinger model, the origin of high frequency oscillations in the long time behaviour of correlation functions is discussed. The notion that correlations decay exponentially at finite temperature is challenged by the effects of diffusion in the density-density correlation due to umklapp scattering in lattice models.

Coherent states and related quantizations for unbounded motions

We discuss the construction of coherent states (CS) for systems with continuous spectra. First, we propose to adopt the Malkin-Manko approach, developed for systems with discrete spectra, to the case under consideration. Following this approach, we consider two examples, a free particle and a particle in a linear potential. Second, we generalize the approach of action-angle CS to systems with continuous spectra. In the first approach we start with a well-defined quantum formulation (canonical quantization) of a physical system and the construction of CS follows from such a quantization. In the second approach, the quantization procedure is inherent to the CS construction itself.

A new simple class of superpotentials in SUSY quantum mechanics

In this work, we introduce the class of quantum mechanics superpotentials W(x) = g epsilon(x)x(2n) and study in detail the cases n = 0 and 1. The n = 0 superpotential is shown to lead to the known problem of two supersymmetrically related Dirac delta potentials (well and barrier). The n = 1 case results in the potentials V+/-(x) = g(2)x(4) +/- 2g|x|. For V-, we present the exact ground-state solution and study the excited states by a variational technique. Starting from the ground state of V- and using logarithmic perturbation theory, we study the ground states of V+ and also of V(x) = g(2)x(4) and compare the result obtained in this new way with other results for this last potential in the literature.