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.

Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Modelling diffusion of innovations in a social network

A simple model of diffusion of innovations in a social network with upgrading costs is introduced. Agents are characterized by a single real variable, their technological level. According to local information, agents decide whether to upgrade their level or not, balancing their possible benefit with the upgrading cost. A critical point where technological avalanches display a power-law behavior is also found. This critical point is characterized by a macroscopic observable that turns out to optimize technological growth in the stationary state. Analytical results supporting our findings are found for the globally coupled case.

Random diffusion and leverage effect in financial markets

We prove that Brownian market models with random diffusion coefficients provide an exact measure of the leverage effect [J-P. Bouchaud et al., Phys. Rev. Lett. 87, 228701 (2001)]. This empirical fact asserts that past returns are anticorrelated with future diffusion coefficient. Several models with random diffusion have been suggested but without a quantitative study of the leverage effect. Our analysis lets us to fully estimate all parameters involved and allows a deeper study of correlated random diffusion models that may have practical implications for many aspects of financial markets.

Self and cross-velocity correlation functions and diffusion coefficients in liquids: a molecular dynamics study of binary mixtures of soft spheres

Molecular dynamics simulation is applied to the study of the diffusion properties in binary liquid mixtures made up of soft-sphere particles with different sizes and masses. Self- and distinct velocity correlation functions and related diffusion coefficients have been calculated. Special attention has been paid to the dynamic cross correlations which have been computed through recently introduced relative mean molecular velocity correlation functions which are independent on the reference frame. The differences between the distinct velocity correlations and diffusion coefficients in different reference frames (mass-fixed, number-fixed, and solvent-fixed) are discussed.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

Ni-Mn-Ga thin films produced by pulsed laser deposition

Polycrystalline Ni-Mn-Ga thin films have been deposited by the pulsed laser deposition (PLD) technique, using slices of a Ni-Mn-Ga single crystal as targets and onto Si (100) substrates at temperatures ranging from 673 K up to 973 K. Off-stoichiometry thin films were deposited at a base pressure of 1×10-6-Torr or in a 5 mTorr Ar atmosphere. Samples deposited in vacuum and temperatures above 823 K are magnetic at room temperature and show the austenitic {220} reflection in their x-ray diffraction patterns. The temperature dependences of both electrical resistance and magnetic susceptibility suggest that these samples exhibit a structural martensitic transition at around 260 K. The magnetoresistance ratio at low temperature can be as high as 1.3%, suggesting the existence of a granular structure in the films

Exact temporal evolution for some non-linear diffusion process

Exact solutions to FokkerPlanck equations with nonlinear drift are considered. Applications of these exact solutions for concrete models are studied. We arrive at the conclusion that for certain drifts we obtain divergent moments (and infinite relaxation time) if the diffusion process can be extended without any obstacle to the whole space. But if we introduce a potential barrier that limits the diffusion process, moments converge with a finite relaxation time.

Magnetic field induced entropy change and magnetoelasticity in Ni-Mn-Ga alloys

The magnetocaloric effect that originates from the martensitic transition in the ferromagnetic Ni-Mn-Gashape-memory alloy is studied. We show that this effect is controlled by the magnetostructural coupling at boththe martensitic variant and magnetic domain length scales. A large entropy change induced by moderatemagnetic fields is obtained for alloys in which the magnetic moment of the two structural phases is not verydifferent. We also show that this entropy change is not associated with the entropy difference between themartensitic and the parent phase arising from the change in the crystallographic structure which has beenfound to be independent of the magnetic field within this range of fields.

Counter-ion effect on surfactant-DNA gel particles as controlled DNA delivery systems

The ability to entrap drugs within vehicles and subsequently release them has led to new treatments for a number of diseases. Based on an associative phase separation and interfacial diffusion approach, we developed a way to prepare DNA gel particles without adding any kind of cross-linker or organic solvent. Among the various agents studied, cationic surfactants offered particularly efficient control for encapsulation and DNA release from these DNA gel particles. The driving force for this strong association is the electrostatic interaction between the two components, as induced by the entropic increase due to the release of the respective counter-ions. However, little is known about the influence of the respective counter-ions on this surfactant-DNA interaction. Here we examined the effect of different counter-ions on the formation and properties of the DNA gel particles by mixing DNA (either single- (ssDNA) or double-stranded (dsDNA)) with the single chain surfactant dodecyltrimethylammonium (DTA). In particular, we used as counter-ions of this surfactant the hydrogen sulfate and trifluoromethane sulfonate anions and the two halides, chloride and bromide. Effects on the morphology of the particles obtained, the encapsulation of DNA and its release, as well as the haemocompatibility of these particles, are presented, using the counter-ion structure and the DNA conformation as controlling parameters. Analysis of the data indicates that the degree of counter-ion dissociation from the surfactant micelles and the polar/hydrophobic character of the counter-ion are important parameters in the final properties of the particles. The stronger interaction with amphiphiles for ssDNA than for dsDNA suggests the important role of hydrophobic interactions in DNA.

Diffusion in spatially and temporarily inhomogeneous media: Effects of turbulent mixing

We consider diffusion of a passive substance C in a phase-separating nonmiscible binary alloy under turbulent mixing. The substance is assumed to have different diffusion coefficients in the pure phases A and B, leading to a spatially and temporarily dependent diffusion ¿coefficient¿ in the diffusion equation plus convective term. In this paper we consider especially the effects of a turbulent flow field coupled to both the Cahn-Hilliard type evolution equation of the medium and the diffusion equation (both, therefore, supplemented by a convective term). It is shown that the formerly observed prolonged anomalous diffusion [H. Lehr, F. Sagués, and J.M. Sancho, Phys. Rev. E 54, 5028 (1996)] is no longer seen if a flow of sufficient intensity is supplied.

Diffusion in spatially and temporarily inhomogeneous media

In this paper we consider diffusion of a passive substance C in a temporarily and spatially inhomogeneous two-dimensional medium. As a realization for the latter we choose a phase-separating medium consisting of two substances A and B, whose dynamics is determined by the Cahn-Hilliard equation. Assuming different diffusion coefficients of C in A and B, we find that the variance of the distribution function of the said substance grows less than linearly in time. We derive a simple identity for the variance using a probabilistic ansatz and are then able to identify the interface between A and B as the main cause for this nonlinear dependence. We argue that, finally, for very large times the here temporarily dependent diffusion "constant" goes like t-1/3 to a constant asymptotic value D¿. The latter is calculated approximately by employing the effective-medium approximation and by fitting the simulation data to the said time dependence.