Test of the fluctuation theorem for stochastic entropy production in a nonequilibrium steady state

We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we compute the probability distribution functions of the entropy and satisfactorily test many of the predictions based on Seiferts integral fluctuation theorem. The results presented for this simple model clearly illustrate the practical features and implications derived from such a result of nonequilibrium statistical mechanics.

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).

Velocity cross-correlations and atomic momentum transfer in simple liquids with different potential cores

Time correlation functions between the velocity of a tagged particle and velocities of particles within specified ranges of initial separations have been obtained by molecular dynamics simulation. These correlation functions have allowed us to analyze the momentum transfer between particles in different coordination shells. Two simple liquids at very different densities and two purely repulsive potentials with very different softnesses have been considered. The longitudinal correlations, which are the velocity cross-correlations along the initial direction defined by the centers of two given particles, have been calculated separately. It has been proven that these correlations should be attributed to particles both in front of and behind the central one. As with propagating longitudinal modes, they are strongly dependent on the softness of the potential core. Some characteristic features of the velocity correlation functions after the initial rise should be related to nonlongitudinal correlations. It has been shown that velocity cross-correlations between distinct particles cannot only be attributed to the direct interactions among particles, but also to the motions induced by the movement of a tagged particle on their neighbors.

Stochastic resonance in nonpotential systems

We propose a method to analytically show the possibility for the appearance of a maximum in the signal-to-noise ratio in nonpotential systems. We apply our results to the FitzHugh-Nagumo model under a periodic external forcing, showing that the model exhibits stochastic resonance. The procedure that we follow is based on the reduction to a one-dimensional dynamics in the adiabatic limit and in the topology of the phase space of the systems under study. Its application to other nonpotential systems is also discussed.

Quantitative Assessment of Soil Physical Quality in Northern China Based on S-theory

ABSTRACT Quantitative assessment of soil physical quality is of great importance for eco-environmental pollution and soil quality studies. In this paper, based on the S-theory, data from 16 collection sites in the Haihe River Basin in northern China were used, and the effects of soil particle size distribution and bulk density on three important indices of theS-theory were investigated on a regional scale. The relationships between unsaturated hydraulic conductivityKi at the inflection point and S values (S/hi) were also studied using two different types of fitting equations. The results showed that the polynomial equation was better than the linear equation for describing the relationships between -log Ki and -logS, and -log Kiand -log (S/hi)2; and clay content was the most important factor affecting the soil physical quality index (S). The variation in the S index according to soil clay content was able to be fitted using a double-linear-line approach, with decrease in the S index being much faster for clay content less than 20 %. In contrast, the bulk density index was found to be less important than clay content. The average S index was 0.077, indicating that soil physical quality in the Haihe River Basin was good.

Stochastic generation of homogeneous isotropic turbulence with well-defined-spectra

A precise and simple computational model to generate well-behaved two-dimensional turbulent flows is presented. The whole approach rests on the use of stochastic differential equations and is general enough to reproduce a variety of energy spectra and spatiotemporal correlation functions. Analytical expressions for both the continuous and the discrete versions, together with simulation algorithms, are derived. Results for two relevant spectra, covering distinct ranges of wave numbers, are given.

Excitability transitions and wave dynamics under spatiotemporal structured noise

We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.

Particle dispersion in synthetic turbulent flows

We study particle dispersion advected by a synthetic turbulent flow from a Lagrangian perspective and focus on the two-particle and cluster dispersion by the flow. It has been recently reported that Richardson¿s law for the two-particle dispersion can stem from different dispersion mechanisms, and can be dominated by either diffusive or ballistic events. The nature of the Richardson dispersion depends on the parameters of our flow and is discussed in terms of the values of a persistence parameter expressing the relative importance of the two above-mentioned mechanisms. We support this analysis by studying the distribution of interparticle distances, the relative velocity correlation functions, as well as the relative trajectories.

Unraveling dynamics of human physical activity patterns in chronic pain conditions.

Chronic pain is a complex disabling experience that negatively affects the cognitive, affective and physical functions as well as behavior. Although the interaction between chronic pain and physical functioning is a well-accepted paradigm in clinical research, the understanding of how pain affects individuals' daily life behavior remains a challenging task. Here we develop a methodological framework allowing to objectively document disruptive pain related interferences on real-life physical activity. The results reveal that meaningful information is contained in the temporal dynamics of activity patterns and an analytical model based on the theory of bivariate point processes can be used to describe physical activity behavior. The model parameters capture the dynamic interdependence between periods and events and determine a 'signature' of activity pattern. The study is likely to contribute to the clinical understanding of complex pain/disease-related behaviors and establish a unified mathematical framework to quantify the complex dynamics of various human activities.

External Fluctuations in Front Propagation

We study the effects of external noise in a one-dimensional model of front propagation. Noise is introduced through the fluctuations of a control parameter leading to a multiplicative stochastic partial differential equation. Analytical and numerical results for the front shape and velocity are presented. The linear-marginal-stability theory is found to increase its range of validity in the presence of external noise. As a consequence noise can stabilize fronts not allowed by the deterministic equation.

Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Large deviations for stochastic Volterra equations

This paper is devoted to prove a large-deviation principle for solutions to multidimensional stochastic Volterra equations.

The Limits of Issue Ownership Dynamics : The Constraining Effect of Party Preference

Issue ownership theory argues that when a voter considers a party to be the most competent amongst others to deal with an issue (that is, the party "owns" the issue), chances are the voter will vote for that party. Recent work has shown that perceptions of issue ownership are dynamic: they are affected by the media coverage of party messages. However, based on the broad literature on partisan bias, we predict that parties' efforts to change issue ownership perceptions will have a difficult time breaching the perceptual screen created by a voter's party preference. Using two separate experiments with a similar design we show that the effect of partisan issue messages on issue competence is moderated by party preference. The effect of issue messages is reinforced when people already like a party, and blocked when people dislike a party.

Dynamics of flow: a nonlinear perspective

The aims of this study are to consider the experience of flow from a nonlinear dynamics perspective. The processes and temporal nature of intrinsic motivation and flow, would suggest that flow experiences fluctuate over time in a dynamical fashion. Thus it can be argued that the potential for chaos is strong. The sample was composed of 20 employees (both full and part time) recruited from a number of different organizations and work backgrounds. The Experience Sampling Method (ESM) was used for data collection. Once obtained the temporal series, they were subjected to various analyses proper to the com- plexity theory (Visual Recurrence Analysis and Surrogate Data Analysis). Results showed that in 80% of the cases, flow presented a chaotic dynamic, in that, flow experiences delineated a complex dynamic whose patterns of change were not easy to predict. Implications of the study, its limitations and future research are discussed.

Properties of a risk measure derived from ruin theory

This paper studies a risk measure inherited from ruin theory and investigates some of its properties. Specifically, we consider a value-at-risk (VaR)-type risk measure defined as the smallest initial capital needed to ensure that the ultimate ruin probability is less than a given level. This VaR-type risk measure turns out to be equivalent to the VaR of the maximal deficit of the ruin process in infinite time. A related Tail-VaR-type risk measure is also discussed.