Decay of unstable states in the presence of colored noise and random initial conditions. I. Theory of nonlinear relaxation times

The general theory of nonlinear relaxation times is developed for the case of Gaussian colored noise. General expressions are obtained and applied to the study of the characteristic decay time of unstable states in different situations, including white and colored noise, with emphasis on the distributed initial conditions. Universal effects of the coupling between colored noise and random initial conditions are predicted.

Relaxation from a marginal state in optical bistability

Characteristic decay times for relaxation close to the marginal point of optical bistability are studied. A model-independent formula for the decay time is given which interpolates between Kramers time for activated decay and a deterministic relaxation time. This formula gives the decay time as a universal scaling function of the parameter which measures deviation from marginality. The standard deviation of the first-passage-time distribution is found to vary linearly with the decay time, close to marginality, with a slope independent of the noise intensity. Our results are substantiated by numerical simulations and their experimental relevance is pointed out.

Dynamics of Fréedericksz transition in a fluctuating magnetic field

Fréedericksz transition under twist deformation in a nematic layer is discussed when the magnetic field has a random component. A dynamical model which includes the thermal fluctuations of the system is presented. The randomness of the field produces a shift of the instability point. Beyond this instability point the time constant characteristic of the approach to the stationary stable state decreases because of the field fluctuations. The opposite happens for fields smaller than the critical one. The decay time of an unstable state, calculated as a mean first-passage time, is also decreased by the field fluctuations.

The nonlinear relaxation time and quasideterministic-theory approaches to characterize the decay of unestable states

We present the relationship between nonlinear-relaxation-time (NLRT) and quasideterministic approaches to characterize the decay of an unstable state. The universal character of the NLRT is established. The theoretical results are applied to study the dynamical relaxation of the Landau model in one and n variables and also a laser model.

Non-characteristic half-lives in radioactive decay

Half-lives of radionuclides span more than 50 orders of magnitude. We characterize the probability distribution of this broad-range data set at the same time that explore a method for fitting power-laws and testing goodness-of-fit. It is found that the procedure proposed recently by Clauset et al. [SIAM Rev. 51, 661 (2009)] does not perform well as it rejects the power-law hypothesis even for power-law synthetic data. In contrast, we establish the existence of a power-law exponent with a value around 1.1 for the half-life density, which can be explained by the sharp relationship between decay rate and released energy, for different disintegration types. For the case of alpha emission, this relationship constitutes an original mechanism of power-law generation.

Passage times for the decay of an unstable state triggered by colored noise

We study the decay of an unstable state in the presence of colored noise by calculating the moment generating function of the passage-time distribution. The problems of the independence of the initial condition in this non-Markovian process and that of nonlinear effects are addressed. Our results are compared with recent analog simulations.

Decay of unstable states in the presence of colored noise and random initial conditions. II. Analog experiments and digital simulations

The decay of an unstable state under the influence of external colored noise has been studied by means of analog experiments and digital simulations. For both fixed and random initial conditions, the time evolution of the second moment ¿x2(t)¿ of the system variable was determined and then used to evaluate the nonlinear relaxation time. The results obtained are found to be in excellent agreement with the theoretical predictions of the immediately preceding paper [Casademunt, Jiménez-Aquino, and Sancho, Phys. Rev. A 40, 5905 (1989)].

Quantum decay of metastable states in small magnetic particles

We present an imaginary-time path-integral study of the problem of quantum decay of a metastable state of a uniaxial magnetic particle placed in the magnetic field at an arbitrary angle. Our findings agree with earlier results of Zaslavskii obtained by mapping the spin Hamiltonian onto a particle Hamiltonian. In the limit of low barrier, weak dependence of the decay rate on the angle is found, except for the field which is almost normal to the anisotropy axis, where the rate is sharply peaked, and for the field approaching the parallel orientation, where the rate rapidly goes to zero. This distinct angular dependence, together with the dependence of the rate on the field strength, provides an independent test for macroscopic spin tunneling.

Short-time dynamics of colloidal suspensions in confined geometries

We analyze the short-time dynamical behavior of a colloidal suspension in a confined geometry. We analyze the relevant dynamical response of the solvent, and derive the temporal behavior of the velocity autocorrelation function, which exhibits an asymptotic negative algebraic decay. We are able to compare quantitatively with theoretical expressions, and analyze the effects of confinement on the diffusive behavior of the suspension.

Algebraic decay of velocity fluctuations near a wall

Computer simulations of the dynamics of a colloidal particle suspended in a fluid confined by an interface show that the asymptotic decay of the velocity correlation functions is algebraic. The exponents of the long-time tails depend on the direction of motion of the particle relative to the surface, as well as on the specific nature of the boundary conditions. In particular, we find that for the angular velocity correlation function, the decay in the presence of a slip surface is faster than the one corresponding to a stick one. An intuitive picture is introduced to explain the various long-time tails, and the simulations are compared with theoretical expressions where available.

Polynomial-time complexity for instances of the endomorphism problem in free groups

We say the endomorphism problem is solvable for an element W in a free group F if it can be decided effectively whether, given U in F, there is an endomorphism Φ of F sending W to U. This work analyzes an approach due to C. Edmunds and improved by C. Sims. Here we prove that the approach provides an efficient algorithm for solving the endomorphism problem when W is a two- generator word. We show that when W is a two-generator word this algorithm solves the problem in time polynomial in the length of U. This result gives a polynomial-time algorithm for solving, in free groups, two-variable equations in which all the variables occur on one side of the equality and all the constants on the other side.

Contractions in the 2-wasserstein lenght space and thermalization of granular media

An algebraic decay rate is derived which bounds the time required for velocities to equilibrate in a spatially homogeneous flow-through model representing the continuum limit of a gas of particles interacting through slightly inelastic collisions. This rate is obtained by reformulating the dynamical problem as the gradient flow of a convex energy on an infinite-dimensional manifold. An abstract theory is developed for gradient flows in length spaces, which shows how degenerate convexity (or even non-convexity) | if uniformly controlled | will quantify contractivity (limit expansivity) of the flow.

Semidiscretization and long-time asymptotics of nonlinear diffusion equations

We review several results concerning the long time asymptotics of nonlinear diffusion models based on entropy and mass transport methods. Semidiscretization of these nonlinear diffusion models are proposed and their numerical properties analysed. We demonstrate the long time asymptotic results by numerical simulation and we discuss several open problems based on these numerical results. We show that for general nonlinear diffusion equations the long-time asymptotics can be characterized in terms of fixed points of certain maps which are contractions for the euclidean Wasserstein distance. In fact, we propose a new scaling for which we can prove that this family of fixed points converges to the Barenblatt solution for perturbations of homogeneous nonlinearities for values close to zero.

Intermediate asymptotics beyond homogeneity and self-similarity: long time behavior for [formula]

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Forecasting volatility using a continuous time model

This paper evaluates the forecasting performance of a continuous stochastic volatility model with two factors of volatility (SV2F) and compares it to those of GARCH and ARFIMA models. The empirical results show that the volatility forecasting ability of the SV2F model is better than that of the GARCH and ARFIMA models, especially when volatility seems to change pattern. We use ex-post volatility as a proxy of the realized volatility obtained from intraday data and the forecasts from the SV2F are calculated using the reprojection technique proposed by Gallant and Tauchen (1998).