Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Gauge transformations in Einstein-Yang-Mills theories

We discuss the relation between spacetime diffeomorphisms and gauge transformations in theories of the YangMills type coupled with Einsteins general relativity. We show that local symmetries of the Hamiltonian and Lagrangian formalisms of these generally covariant gauge systems are equivalent when gauge transformations are required to induce transformations which are projectable under the Legendre map. Although pure YangMills gauge transformations are projectable by themselves, diffeomorphisms are not. Instead, the projectable symmetry group arises from infinitesimal diffeomorphism-inducing transformations which must depend on the lapse function and shift vector of the spacetime metric plus associated gauge transformations. Our results are generalizations of earlier results by ourselves and by Salisbury and Sundermeyer. 2000 American Institute of Physics.

Massless minimally coupled fields in de Sitter space: O(4)-symmetric states versus de Sitter invariant vacuum

The issue of de Sitter invariance for a massless minimally coupled scalar field is examined. Formally, it is possible to construct a de Sitterinvariant state for this case provided that the zero mode of the field is quantized properly. Here we take the point of view that this state is physically acceptable, in the sense that physical observables can be computed and have a reasonable interpretation. In particular, we use this vacuum to derive a new result: that the squared difference between the field at two points along a geodesic observers spacetime path grows linearly with the observers proper time for a quantum state that does not break de Sitter invariance. Also, we use the Hadamard formalism to compute the renormalized expectation value of the energy-momentum tensor, both in the O(4)-invariant states introduced by Allen and Follaci, and in the de Sitterinvariant vacuum. We find that the vacuum energy density in the O(4)-invariant case is larger than in the de Sitterinvariant case.

Brownian motion of multidimensional systems in nonpotential velocity-dependent fields of force

We study the Brownian motion in velocity-dependent fields of force. Our main result is a Smoluchowski equation valid for moderate to high damping constants. We derive that equation by perturbative solution of the Langevin equation and using functional derivative techniques.

Reheating in inflationary cosmologies: Geometric coupling of the "inflaton" to quantum fields

We propose a simple geometrical prescription for coupling a test quantum scalar field to an "inflaton" (classical scalar field) in the presence of gravity. When the inflaton stems from the compactification of a Kaluza-Klein theory, the prescription leaves no arbitrariness and amounts to a dimensional reduction of the Klein-Gordon equation. We discuss the possible relevance of this coupling to "reheating" in inflationary cosmologies.

Adsorption of colloidal particles in the presence of external fields

We present a new class of sequential adsorption models in which the adsorbing particles reach the surface following an inclined direction (shadow models). Capillary electrophoresis, adsorption in the presence of a shear, and adsorption on an inclined substrate are physical manifestations of these models. Numerical simulations are carried out to show how the new adsorption mechanisms are responsible for the formation of more ordered adsorbed layers and have important implications in the kinetics, in particular, modifying the jamming limit.

Local size segregation in polydisperse hard sphere fluids

The structure of polydisperse hard sphere fluids, in the presence of a wall, is studied by the Rosenfeld density functional theory. Within this approach, the local excess free energy depends on only four combinations of the full set of density fields. The case of continuous polydispersity thereby becomes tractable. We predict, generically, an oscillatory size segregation close to the wall, and connect this, by a perturbation theory for narrow distributions, with the reversible work for changing the size of one particle in a monodisperse reference fluid.

Quantization of AdS3 black holes in external fields: semiclassical results from pure gravity

(2+1)-dimensional anti-de Sitter (AdS) gravity is quantized in the presence of an external scalar field. We find that the coupling between the scalar field and gravity is equivalently described by a perturbed conformal field theory at the boundary of AdS3. This allows us to perform a microscopic computation of the transition rates between black hole states due to absorption and induced emission of the scalar field. Detailed thermodynamic balance then yields Hawking radiation as spontaneous emission, and we find agreement with the semiclassical result, including greybody factors. This result also has application to four and five-dimensional black holes in supergravity.

Continuous-time random-walk model for financial distributions

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollardeutsche mark future exchange, finding good agreement between theory and the observed data.

Continuous phase transition in a spin-glass model without time-reversal symmetry

We investigate the phase transition in a strongly disordered short-range three-spin interaction model characterized by the absence of time-reversal symmetry in the Hamiltonian. In the mean-field limit the model is well described by the Adam-Gibbs-DiMarzio scenario for the glass transition; however, in the short-range case this picture turns out to be modified. The model presents a finite temperature continuous phase transition characterized by a divergent spin-glass susceptibility and a negative specific-heat exponent. We expect the nature of the transition in this three-spin model to be the same as the transition in the Edwards-Anderson model in a magnetic field, with the advantage that the strong crossover effects present in the latter case are absent.