Heat fluctuations in Brownian transducers

The heat fluctuation probability distribution function in Brownian transducers operating between two heat reservoirs is studied. We find, both analytically and numerically, that the recently proposed fluctuation theorem for heat exchange [C. Jarzynski and D. K. Wojcik, Phys. Rev. Lett. 92, 230602 (2004)] has to be applied carefully when the coupling mechanism between both baths is considered. We also conjecture how to extend such a relation when an external work is present.

Nonequilibrium transitions induced by multiplicative noise

A simple model exhibiting a noise-induced ordering transition (NIOT) and a noise-induced disordering transition (NIDT), in which the noise is purely multiplicative, is presented. Both transitions are found in two dimensions as well as in one dimension. We show analytically and numerically that the critical behavior of these two transitions is described by the so called multiplicative noise (MN) universality class. A computation of the set of critical exponents is presented in both d=1 and d=2.

Fluctuations in Saffman-Taylor fingers with quenched disorder

We make an experimental characterization of the effect that static disorder has on the shape of a normal Saffman-Taylor finger. We find that static noise induces a small amplitude and long wavelength instability on the sides of the finger. Fluctuations on the finger sides have a dominant wavelength, indicating that the system acts as a selective amplifier of static noise. The dominant wavelength does not seem to be very sensitive to the intensity of static noise present in the system. On the other hand, at a given flow rate, rms fluctuations of the finger width, decrease with decreasing intensity of static noise. This might explain why the sides of the fingers are flat for typical Saffman-Taylor experiments. Comparison with previous numerical studies of the effect that temporal noise has on the Saffman-Taylor finger, leads to conclude that the effect of temporal noise and static noise are similar. The behavior of fluctuations of the finger width found in our experiments, is qualitatively similar to one recently reported, in the sense that, the magnitude of the width fluctuations decays as a power law of the capillary number, at low flow rates, and increases with capillary number for larger flow rates.

Reentrant transition induced by multiplictative noise in the Time Dependent Ginzburg-Landau model

An effect of multiplicative noise in the time-dependent Ginzburg-Landau model is reported, namely, that noise at a relatively low intensity induces a phase transition towards an ordered state, whereas strong noise plays a destructive role, driving the system back to its disordered state through a reentrant phase transition. The phase diagram is calculated analytically using a mean-field theory and a more sophisticated approach and is compared with the results from extensive numerical simulations.

Pattern selection in a lattice of pulse-coupled oscillators

We study spatio-temporal pattern formation in a ring of N oscillators with inhibitory unidirectional pulselike interactions. The attractors of the dynamics are limit cycles where each oscillator fires once and only once. Since some of these limit cycles lead to the same pattern, we introduce the concept of pattern degeneracy to take it into account. Moreover, we give a qualitative estimation of the volume of the basin of attraction of each pattern by means of some probabilistic arguments and pattern degeneracy, and show how they are modified as we change the value of the coupling strength. In the limit of small coupling, our estimative formula gives a pefect agreement with numerical simulations.

Continued fraction solution for the radiative transfer equation in three dimensions

Starting from the radiative transfer equation, we obtain an analytical solution for both the free propagator along one of the axes and an arbitrary phase function in the Fourier-Laplace domain. We also find the effective absorption parameter, which turns out to be very different from the one provided by the diffusion approximation. We finally present an analytical approximation procedure and obtain a differential equation that accurately reproduces the transport process. We test our approximations by means of simulations that use the Henyey-Greenstein phase function with very satisfactory results.

Synchronization, diversity, and topology of networks of integrate and fire oscillators

We study synchronization dynamics of a population of pulse-coupled oscillators. In particular, we focus our attention on the interplay between topological disorder and synchronization features of networks. First, we analyze synchronization time T in random networks, and find a scaling law which relates T to network connectivity. Then, we compare synchronization time for several other topological configurations, characterized by a different degree of randomness. The analysis shows that regular lattices perform better than a disordered network. This fact can be understood by considering the variability in the number of links between two adjacent neighbors. This phenomenon is equivalent to having a nonrandom topology with a distribution of interactions and it can be removed by an adequate local normalization of the couplings.

First-passage-time statistics for diffusion processes with an external random force

We present exact equations and expressions for the first-passage-time statistics of dynamical systems that are a combination of a diffusion process and a random external force modeled as dichotomous Markov noise. We prove that the mean first passage time for this system does not show any resonantlike behavior.

Self-organized evolution in a socio-economic environment

We propose a general scenario to analyze technological changes in socio-economic environments. We illustrate the ideas with a model that incorporating the main trends is simple enough to extract analytical results and, at the same time, sufficiently complex to display a rich dynamic behavior. Our study shows that there exists a macroscopic observable that is maximized in a regime where the system is critical, in the sense that the distribution of events follow power laws. Computer simulations show that, in addition, the system always self-organizes to achieve the optimal performance in the stationary state.

Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Statistics of depth probed by cw measurement of photons in a turbid medium

Photon migration in a turbid medium has been modeled in many different ways. The motivation for such modeling is based on technology that can be used to probe potentially diagnostic optical properties of biological tissue. Surprisingly, one of the more effective models is also one of the simplest. It is based on statistical properties of a nearest-neighbor lattice random walk. Here we develop a theory allowing one to calculate the number of visits by a photon to a given depth, if it is eventually detected at an absorbing surface. This mimics cw measurements made on biological tissue and is directed towards characterizing the depth reached by photons injected at the surface. Our development of the theory uses formalism based on the theory of a continuous-time random walk (CTRW). Formally exact results are given in the Fourier-Laplace domain, which, in turn, are used to generate approximations for parameters of physical interest.

Manifolds on the verge of a hyperbolicity breakdown

We study numerically the disappearance of normally hyperbolic invariant tori in quasiperiodic systems and identify a scenario for their breakdown. In this scenario, the breakdown happens because two invariant directions of the transversal dynamics come close to each other, losing their regularity. On the other hand, the Lyapunov multipliers associated with the invariant directions remain more or less constant. We identify notable quantitative regularities in this scenario, namely that the minimum angle between the two invariant directions and the Lyapunov multipliers have power law dependence with the parameters. The exponents of the power laws seem to be universal.

Evaporation and coarsening dynamics with open boundaries

We present a study of the evaporation dynamics of a substance undergoing a coarsening process. The system is modeled by the Cahn-Hilliard equation with absorbing boundaries. We have found that the dynamics, although of a diffusive nature, is much slower than the usual one without coarsening. Analytical and simulation results are in reasonable agreement.

Coherence and anticoherence resonance tunned by noise

We present numerical evidence and a theoretical analysis of the appearance of anticoherence resonance induced by noise, not predicted in former analysis of coherence resonance. We have found that this phenomenon occurs for very small values of the intensity of the noise acting on an excitable system, and we claim that this is a universal signature of a nonmonotonous relaxational behavior near its oscillatory regime. Moreover, we demonstrate that this new phenomenon is totally compatible with the standard situation of coherence resonance appearing at intermediate values of noise intensity.