Invaded cluster dynamics for frustrated models

The invaded cluster (IC) dynamics introduced by Machta et al. [Phys. Rev. Lett. 75, 2792 (1995)] is extended to the fully frustrated Ising model on a square lattice. The properties of the dynamics that exhibits numerical evidence of self-organized criticality are studied. The fluctuations in the IC dynamics are shown to be intrinsic of the algorithm and the fluctuation-dissipation theorem is no longer valid. The relaxation time is found to be very short and does not present a critical size dependence.

Liquid-liquid phase transition for soft-core attractive potential

Using event-driven molecular dynamics simulations, we study a three-dimensional one-component system of spherical particles interacting via a discontinuous potential combining a repulsive square soft core and an attractive square well. In the case of a narrow attractive well, it has been shown that this potential has two metastable gas-liquid critical points. Here we systematically investigate how the changes of the parameters of this potential affect the phase diagram of the system. We find a broad range of potential parameters for which the system has both a gas-liquid critical point C1 and a liquid-liquid critical point C2. For the liquid-gas critical point we find that the derivatives of the critical temperature and pressure, with respect to the parameters of the potential, have the same signs: they are positive for increasing width of the attractive well and negative for increasing width and repulsive energy of the soft core. This result resembles the behavior of the liquid-gas critical point for standard liquids. In contrast, for the liquid-liquid critical point the critical pressure decreases as the critical temperature increases. As a consequence, the liquid-liquid critical point exists at positive pressures only in a finite range of parameters. We present a modified van der Waals equation which qualitatively reproduces the behavior of both critical points within some range of parameters, and gives us insight on the mechanisms ruling the dependence of the two critical points on the potential¿s parameters. The soft-core potential studied here resembles model potentials used for colloids, proteins, and potentials that have been related to liquid metals, raising an interesting possibility that a liquid-liquid phase transition may be present in some systems where it has not yet been observed.

Difussion in a titled periodic potential: Enhancement, universality, and scaling

An exact analytical expression for the effective diffusion coefficient of an overdamped Brownian particle in a tilted periodic potential is derived for arbitrary potentials and arbitrary strengths of the thermal noise. Near the critical tilt (threshold of deterministic running solutions) a scaling behavior for weak thermal noise is revealed and various universality classes are identified. In comparison with the bare (potential-free) thermal diffusion, the effective diffusion coefficient in a critically tilted periodic potential may be, in principle, arbitrarily enhanced. For a realistic experimental setup, an enhancement by 14 orders of magnitude is predicted so that thermal diffusion should be observable on a macroscopic scale at room temperature.

Asymptotic analysis of the Gunn effect with realistic boundary conditions

A general asymptotic analysis of the Gunn effect in n-type GaAs under general boundary conditions for metal-semiconductor contacts is presented. Depending on the parameter values in the boundary condition of the injecting contact, different types of waves mediate the Gunn effect. The periodic current oscillation typical of the Gunn effect may be caused by moving charge-monopole accumulation or depletion layers, or by low- or high-field charge-dipole solitary waves. A new instability caused by multiple shedding of (low-field) dipole waves is found. In all cases the shape of the current oscillation is described in detail: we show the direct relationship between its major features (maxima, minima, plateaus, etc.) and several critical currents (which depend on the values of the contact parameters). Our results open the possibility of measuring contact parameters from the analysis of the shape of the current oscillation.

Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).

Class of correlated random networks with hidden variables

We study a class of models of correlated random networks in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological properties of these models as a function of the distribution of hidden variables and the probability of connecting vertices. The expressions obtained are checked by means of numerical simulations in a particular example. The general model is extended to describe a practical algorithm to generate random networks with an a priori specified correlation structure. We also present an extension of the class, to map nonequilibrium growing networks to networks with hidden variables that represent the time at which each vertex was introduced in the system.

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.

Damage spreading transition in glasses: A probe for the ruggedness of the configurational landscape

We consider damage spreading transitions in the framework of mode-coupling theory. This theory describes relaxation processes in glasses in the mean-field approximation which are known to be characterized by the presence of an exponentially large number of metastable states. For systems evolving under identical but arbitrarily correlated noises, we demonstrate that there exists a critical temperature T0 which separates two different dynamical regimes depending on whether damage spreads or not in the asymptotic long-time limit. This transition exists for generic noise correlations such that the zero damage solution is stable at high temperatures, being minimal for maximal noise correlations. Although this dynamical transition depends on the type of noise correlations, we show that the asymptotic damage has the good properties of a dynamical order parameter, such as (i) independence of the initial damage; (ii) independence of the class of initial condition; and (iii) stability of the transition in the presence of asymmetric interactions which violate detailed balance. For maximally correlated noises we suggest that damage spreading occurs due to the presence of a divergent number of saddle points (as well as metastable states) in the thermodynamic limit consequence of the ruggedness of the free-energy landscape which characterizes the glassy state. These results are then compared to extensive numerical simulations of a mean-field glass model (the Bernasconi model) with Monte Carlo heat-bath dynamics. The freedom of choosing arbitrary noise correlations for Langevin dynamics makes damage spreading an interesting tool to probe the ruggedness of the configurational landscape.

Topology of the world trade web

Economy, and consequently trade, is a fundamental part of human social organization which, until now, has not been studied within the network modeling framework. Here we present the first, to the best of our knowledge, empirical characterization of the world trade web, that is, the network built upon the trade relationships between different countries in the world. This network displays the typical properties of complex networks, namely, scale-free degree distribution, the small-world property, a high clustering coefficient, and, in addition, degree-degree correlation between different vertices. All these properties make the world trade web a complex network, which is far from being well described through a classical random network description.

Dynamical properties of the Zhang model of self-organized criticality

Critical exponents of the infinitely slowly driven Zhang model of self-organized criticality are computed for d=2 and 3, with particular emphasis devoted to the various roughening exponents. Besides confirming recent estimates of some exponents, new quantities are monitored, and their critical exponents computed. Among other results, it is shown that the three-dimensional exponents do not coincide with the Bak-Tang-Wiesenfeld [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] (Abelian) model, and that the dynamical exponent as computed from the correlation length and from the roughness of the energy profile do not necessarily coincide, as is usually implicitly assumed. An explanation for this is provided. The possibility of comparing these results with those obtained from renormalization group arguments is also briefly addressed.

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.

Mean first-passage time for system driven by the coin-toss square wave

We study the mean-first-passage-time problem for systems driven by the coin-toss square-wave signal. Exact analytic solutions are obtained for the driftless case. We also obtain approximate solutions for the potential case. The mean-first-passage time exhibits discontinuities and a remarkable nonsmooth oscillatory behavior which, to our knowledge, has not been observed for other kinds of driving noise.

Effect of the output of the system in signal detection

We analyze the consequences that the choice of the output of the system has in the efficiency of signal detection. It is shown that the output signal and the signal-to-noise ratio (SNR), used to characterize the phenomenon of stochastic resonance, strongly depend on the form of the output. In particular, the SNR may be enhanced for an adequate output.