Entropy production in irreversible systems described by a Fokker-Planck equation

We analyze the irreversibility and the entropy production in nonequilibrium interacting particle systems described by a Fokker-Planck equation by the use of a suitable master equation representation. The irreversible character is provided either by nonconservative forces or by the contact with heat baths at distinct temperatures. The expression for the entropy production is deduced from a general definition, which is related to the probability of a trajectory in phase space and its time reversal, that makes no reference a priori to the dissipated power. Our formalism is applied to calculate the heat conductance in a simple system consisting of two Brownian particles each one in contact to a heat reservoir. We show also the connection between the definition of entropy production rate and the Jarzynski equality.

Dynamic transitions in a three dimensional associating lattice gas model

The aggregation of interacting Brownian particles in sheared concentrated suspensions is an important issue in colloid and soft matter science per se. Also, it serves as a model to understand biochemical reactions occurring in vivo where both crowding and shear play an important role. We present an effective medium approach within the Smoluchowski equation with shear which allows one to calculate the encounter kinetics through a potential barrier under shear at arbitrary colloid concentrations. Experiments on a model colloidal system in simple shear flow support the validity of the model in the concentration range considered. By generalizing Kramers' rate theory to the presence of shear and collective hydrodynamics, our model explains the significant increase in the shear-induced reaction-limited aggregation kinetics upon increasing the colloid concentration.

Numerical evidence against a conjecture on the cover time of planar graphs

We investigate a conjecture on the cover times of planar graphs by means of large Monte Carlo simulations. The conjecture states that the cover time tau (G(N)) of a planar graph G(N) of N vertices and maximal degree d is lower bounded by tau (G(N)) >= C(d)N(lnN)(2) with C(d) = (d/4 pi) tan(pi/d), with equality holding for some geometries. We tested this conjecture on the regular honeycomb (d = 3), regular square (d = 4), regular elongated triangular (d = 5), and regular triangular (d = 6) lattices, as well as on the nonregular Union Jack lattice (d(min) = 4, d(max) = 8). Indeed, the Monte Carlo data suggest that the rigorous lower bound may hold as an equality for most of these lattices, with an interesting issue in the case of the Union Jack lattice. The data for the honeycomb lattice, however, violate the bound with the conjectured constant. The empirical probability distribution function of the cover time for the square lattice is also briefly presented, since very little is known about cover time probability distribution functions in general.

Mechanism of point-defect diffusion in a two-dimensional colloidal crystal

The dynamics and mechanism of migration of a vacancy point defect in a two-dimensional (2D) colloidal crystal are studied using numerical simulations. We find that the migration of a vacancy is always realized by topology switching between its different configurations. From the temperature dependence of the topology switch frequencies, we obtain the activation energies for possible topology transitions associated with the vacancy diffusion in the 2D crystal. (C) 2011 American Institute of Physics. [doi:10.1063/1.3615287]

Quantum system under the actions of two counteracting baths: A model for the attenuation-amplification interplay

We analyze the dynamical behavior of a quantum system under the actions of two counteracting baths: the inevitable energy draining reservoir and, in opposition, exciting the system, an engineered Glauber's amplifier. We follow the system dynamics towards equilibrium to map its distinctive behavior arising from the interplay of attenuation and amplification. Such a mapping, with the corresponding parameter regimes, is achieved by calculating the evolution of both the excitation and the Glauber-Sudarshan P function. Techniques to compute the decoherence and the fidelity of quantum states under the action of both counteracting baths, based on the Wigner function rather than the density matrix, are also presented. They enable us to analyze the similarity of the evolved state vector of the system with respect to the original one, for all regimes of parameters. Applications of this attenuation-amplification interplay are discussed.

Exact nonequilibrium work generating function for a small classical system

We obtain the exact nonequilibrium work generating function (NEWGF) for a small system consisting of a massive Brownian particle connected to internal and external springs. The external work is provided to the system for a finite-time interval. The Jarzynski equality, obtained in this case directly from the NEWGF, is shown to be valid for the present model, in an exact way regardless of the rate of external work.

Exceptional times for the dynamical discrete web

The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.

Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

SELF-SIMILARITY AND LAMPERTI CONVERGENCE FOR FAMILIES OF STOCHASTIC PROCESSES

We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to certain important families of processes that are not self-similar in the conventional sense. This includes Hougaard Levy processes such as the Poisson processes, Brownian motions with drift and the inverse Gaussian processes, and some new fractional Hougaard motions defined as moving averages of Hougaard Levy process. Such families have many properties in common with ordinary self-similar processes, including the form of their covariance functions, and the fact that they appear as limits in a Lamperti-type limit theorem for families of stochastic processes.

Bacteriosomes in axenic plants: endophytes as stable endosymbionts

Observations of cells of axenic peach palm (Bactris gasipaes) microplants by light microscopy revealed movements of small particles within the cells. The phenomenon was characterized initially as Brownian movement, but electron microscopy revealed the presence of an intracellular bacterial community in these plants. Microscopy observations revealed the particular shapes of bacterial cells colonizing inner tissues of analyzed plants. Applying a molecular characterization by polymerase chain reaction and denaturing gradient gel electrophoresis, it was revealed the existence of bacterial rRNA within the plants. Sequencing of the rRNA identified three different phylogenetic groups; two bands had a high degree of similarity to sequences from Moraxella sp. and Brevibacillus sp., and a third sequence was similar to a non-cultivated cyanobacterium. The presence of those endosymbionts, called bacteriosomes, in axenic peach palm microplants raises the question of whether these stable endosymbionts were acquired in the process of evolution and how could they benefit the process of plants micropropagation.

Quantization of the damped harmonic oscillator revisited

We return to the description of the damped harmonic oscillator with an assessment of previous works, in particular the Bateman-Caldirola-Kanai model and a new model proposed by one of the authors. We argue the latter has better high energy behavior and is connected to existing open-systems approaches. (C) 2011 Elsevier B.V. All rights reserved.

The double Caldeira-Leggett model: Derivation and solutions of the master equations, reservoir-induced interactions and decoherence

In this paper we analyze the double Caldeira-Leggett model: the path integral approach to two interacting dissipative harmonic oscillators. Assuming a general form of the interaction between the oscillators, we consider two different situations: (i) when each oscillator is coupled to its own reservoir, and (ii) when both oscillators are coupled to a common reservoir. After deriving and solving the master equation for each case, we analyze the decoherence process of particular entanglements in the positional space of both oscillators. To analyze the decoherence mechanism we have derived a general decay function, for the off-diagonal peaks of the density matrix, which applies both to common and separate reservoirs. We have also identified the expected interaction between the two dissipative oscillators induced by their common reservoir. Such a reservoir-induced interaction, which gives rise to interesting collective damping effects, such as the emergence of relaxation- and decoherence-free subspaces, is shown to be blurred by the high-temperature regime considered in this study. However, we find that different interactions between the dissipative oscillators, described by rotating or counter-rotating terms, result in different decay rates for the interference terms of the density matrix. (C) 2010 Elsevier B.V. All rights reserved.

On exact time averages of a massive Poisson particle

In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterized by a rate of events, lambda(t), and a magnitude, Phi, following an exponential distribution. We tackle the problem by performing exact time averages over the noise in a similar way to previous works analysing the problem of the Brownian particle. From this procedure we obtain the long-term equilibrium distributions of position and velocity as well as analytical asymptotic expressions for the injection and dissipation of energy terms. Considerations on the emergence of stochastic resonance in this type of system are also set forth.

SCALING LIMIT FOR A DRAINAGE NETWORK MODEL

We consider the two-dimensional version of a drainage network model introduced ill Gangopadhyay, Roy and Sarkar (2004), and show that the appropriately rescaled family of its paths converges in distribution to the Brownian web. We do so by verifying the convergence criteria proposed in Fontes, Isopi, Newman and Ravishankar (2002).