Numerical signs fos a transition in the 2d Random Field Ising Model at T=0

Intensive numerical studies of exact ground states of the two-dimensional ferromagnetic random field Ising model at T=0, with a Gaussian distribution of fields, are presented. Standard finite size scaling analysis of the data suggests the existence of a transition at ¿c=0.64±0.08. Results are compared with existing theories and with the study of metastable avalanches in the same model.

Studying Avalanches in the ground-state of the two-dimensional random field Ising model driven by an external field

We study the exact ground state of the two-dimensional random-field Ising model as a function of both the external applied field B and the standard deviation ¿ of the Gaussian random-field distribution. The equilibrium evolution of the magnetization consists in a sequence of discrete jumps. These are very similar to the avalanche behavior found in the out-of-equilibrium version of the same model with local relaxation dynamics. We compare the statistical distributions of magnetization jumps and find that both exhibit power-law behavior for the same value of ¿. The corresponding exponents are compared.

An analytical approach to sorting in periodic and random potentials

There has been a recent revolution in the ability to manipulate micrometer-sized objects on surfaces patterned by traps or obstacles of controllable configurations and shapes. One application of this technology is to separate particles driven across such a surface by an external force according to some particle characteristic such as size or index of refraction. The surface features cause the trajectories of particles driven across the surface to deviate from the direction of the force by an amount that depends on the particular characteristic, thus leading to sorting. While models of this behavior have provided a good understanding of these observations, the solutions have so far been primarily numerical. In this paper we provide analytic predictions for the dependence of the angle between the direction of motion and the external force on a number of model parameters for periodic as well as random surfaces. We test these predictions against exact numerical simulations.

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.

Stochastic processes induced by dichotomous markov noise: Some exact dynamical results

Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.

Theory for correlation functions of processes driven by external colored noise

We study steady-state correlation functions of nonlinear stochastic processes driven by external colored noise. We present a methodology that provides explicit expressions of correlation functions approximating simultaneously short- and long-time regimes. The non-Markov nature is reduced to an effective Markovian formulation, and the nonlinearities are treated systematically by means of double expansions in high and low frequencies. We also derive some exact expressions for the coefficients of these expansions for arbitrary noise by means of a generalization of projection-operator techniques.

Adding functionalities to precomputed holograms with random mask multiplexing in holographic optical tweezers

In this study, we present a method designed to generate dynamic holograms in holographic optical tweezers. The approach combines our random mask encoding method with iterative high-efficiency algorithms. This hybrid method can be used to dynamically modify precalculated holograms, giving them new functionalities¿temporarily or permanently¿with a low computational cost. This allows the easy addition or removal of a single trap or the independent control of groups of traps for manipulating a variety of rigid structures in real time.

First-passage times for non-Markovian processes

First-passage time statistics for non-Markovian processes have heretofore only been developed for processes driven by dichotomous fluctuations that are themselves Markov. Herein we develop a new method applicable to Markov and non-Markovian dichotomous fluctuations and calculate analytic mean first-passage times for particular examples.

First-passage times for non-Markovian processes: Correlated impacts on a free process

We develop a method to obtain first-passage-time statistics for non-Markovian processes driven by dichotomous fluctuations. The fluctuations themselves need not be Markovian. We calculate analytic first-passage-time distributions and mean first-passage times for exponential, rectangular, and long-tail temporal distributions of the fluctuations.

First-passage times for non-Markovian processes: Correlated impacts on bound processes

Our previously developed stochastic trajectory analysis technique has been applied to the calculation of first-passage time statistics of bound processes. Explicit results are obtained for linearly bound processes driven by dichotomous fluctuations having exponential and rectangular temporal distributions.

First-passage times for non-Markovian processes: Shot noise

The stochastic-trajectory-analysis technique is applied to the calculation of the mean¿first-passage-time statistics for processes driven by external shot noise. Explicit analytical expressions are obtained for free and bound processes.

First-passage times for non-Markovian processes: Multivalued noise

A new method for the calculation of first-passage times for non-Markovian processes is presented. In addition to the general formalism, some familiar examples are worked out in detail.

Long-range-interactions induced ordered structures in deposition processes

We present a new model of sequential adsorption in which the adsorbing particles experience dipolar interactions. We show that in the presence of these long-range interactions, highly ordered structures in the adsorbed layer may be induced at low temperatures. The new phenomenology is manifest through significant variations of the pair correlation function and the jamming limit, with respect to the case of noninteracting particles. Our study could be relevant in understanding the adsorption of magnetic colloidal particles in the presence of a magnetic field.

Exact solution to the mean exit time problem for free inertial processes driven by Gaussian white noise

We obtain the exact analytical expression, up to a quadrature, for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise from a region (0,L) in space. We obtain a completely explicit expression for T(x,0) and discuss the dependence of T(x,v) as a function of the size L of the region. We develop a new method that may be used to solve other exit time problems.