Relaxation time of processes driven by multiplicative noise

We consider systems described by nonlinear stochastic differential equations with multiplicative noise. We study the relaxation time of the steady-state correlation function as a function of noise parameters. We consider the white- and nonwhite-noise case for a prototype model for which numerical data are available. We discuss the validity of analytical approximation schemes. For the white-noise case we discuss the results of a projector-operator technique. This discussion allows us to give a generalization of the method to the non-white-noise case. Within this generalization, we account for the growth of the relaxation time as a function of the correlation time of the noise. This behavior is traced back to the existence of a non-Markovian term in the equation for the correlation function.

Ordered structures in rotating ultracold Bose gases

Two-dimentional systems of trapped samples of few cold bosonic atoms submitted to strong rotation around the perpendicular axis may be realized in optical lattices and microtraps. We investigate theoretically the evolution of ground state structures of such systems as the rotational frequency Omega increases. Various kinds of ordered structures are observed. In some cases, hidden interference patterns exhibit themselves only in the pair correlation function; in some other cases explicit broken-symmetry structures appear that modulate the density. For N < 10 atoms, the standard scenario, valid for large sytems is absent, and is only gradually recovered as N increases. On the one hand, the Laughlin state in the strong rotational regime contains ordered structures much more similar to a Wigner molecule than to a fermionic quantum liquid. On the other hand, in the weak rotational regime, the possibility to obtain equilibrium states, whose density reveals an array of vortices, is restricted to the vicinity of some critical values of the rotational frequency Omega.

Dynamical properties of nonmarkovian stochastic differential equations

We study nonstationary non-Markovian processes defined by Langevin-type stochastic differential equations with an OrnsteinUhlenbeck driving force. We concentrate on the long time limit of the dynamical evolution. We derive an approximate equation for the correlation function of a nonlinear nonstationary non-Markovian process, and we discuss its consequences. Non-Markovicity can introduce a dependence on noise parameters in the dynamics of the correlation function in cases in which it becomes independent of these parameters in the Markovian limit. Several examples are discussed in which the relaxation time increases with respect to the Markovian limit. For a Brownian harmonic oscillator with fluctuating frequency, the non-Markovicity of the process decreases the domain of stability of the system, and it can change an infradamped evolution into an overdamped one.

Hydrodynamic fluctuations in fluids under external gradients

Temperature and velocity correlation functions in a fluid subjected to conditions creating both a temperature and a velocity gradient are computed up to second order in the gradients. Temperature and velocity fluctuations are coupled due to convection and viscous heating. When the viscosity goes to infinity one gets the temperature correlation function for a solid under a temperature gradient, which contains a long-ranged contribution, quadratic in the temperature gradient. The velocity correlation function also exhibits long-range behavior. In a particular case its equilibrium term is diagonal whereas the nonequilibrium correction contains nondiagonal terms.

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.

Algebraic decay of velocity fluctuations in a confined fluid

Computer simulations of a colloidal particle suspended in a fluid confined by rigid walls show that, at long times, the velocity correlation function decays with a negative algebraic tail. The exponent depends on the confining geometry, rather than the spatial dimensionality. We can account for the tail by using a simple mode-coupling theory which exploits the fact that the sound wave generated by a moving particle becomes diffusive.

Internal and external fluctuations around nonequilibrium steady states in one-dimensional heat-conduction problems

Thermal fluctuations around inhomogeneous nonequilibrium steady states of one-dimensional rigid heat conductors are analyzed in the framework of generalized fluctuating hydrodynamics. The effect of an external source of noise is also considered. External fluctuations come from temperature and position fluctuations of the source. Contributions of each kind of noise to the temperature correlation function are computed and compared through the study of its asymptotic behavior.

Influence of hydrodynamic interactions on the adsoption process of large particles

We have studied the adsorption process of non-Brownian particles on a line. Our work differs from previously proposed models in that we have incorporated hydrodynamic interactions between the incoming particles and the preadsorbed particles as well as the surface. We then numerically analyze the effect of these interactions on quantities related to the adsorption process. Comparing our model to the ballistic deposition model (BM) shows a significant discrepancy in the pair correlation function. These results can explain some differences between recent experiments and BM predictions. Finally, the limitations of the applicability of BM are addressed.

Clustering in complex networks. I. General formalism

We develop a full theoretical approach to clustering in complex networks. A key concept is introduced, the edge multiplicity, that measures the number of triangles passing through an edge. This quantity extends the clustering coefficient in that it involves the properties of two¿and not just one¿vertices. The formalism is completed with the definition of a three-vertex correlation function, which is the fundamental quantity describing the properties of clustered networks. The formalism suggests different metrics that are able to thoroughly characterize transitive relations. A rigorous analysis of several real networks, which makes use of this formalism and the metrics, is also provided. It is also found that clustered networks can be classified into two main groups: the weak and the strong transitivity classes. In the first class, edge multiplicity is small, with triangles being disjoint. In the second class, edge multiplicity is high and so triangles share many edges. As we shall see in the following paper, the class a network belongs to has strong implications in its percolation properties.

Fractal dimension for Gaussian colored processes

The exact analytical expression for the Hausdorff dimension of free processes driven by Gaussian noise in n-dimensional space is obtained. The fractal dimension solely depends on the time behavior of the arbitrary correlation function of the noise, ranging from DX=1 for Orstein-Uhlenbeck input noise to any real number greater than 1 for fractional Brownian motions.

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.

Long-range correlations in diffusive systems away from equilibrium

We study the dynamics of density fluctuations in purely diffusive systems away from equilibrium. Under some conditions the static density correlation function becomes long ranged. We then analyze this behavior in the framework of nonequilibrium fluctuating hydrodynamics.

Structural disorder in two-dimensional random magnets: Very thin films of rare earths and transition metals

The low-temperature isothermal magnetization curves, M(H), of SmCo4 and Fe3Tb thin films are studied according to the two-dimensional correlated spin-glass model of Chudnovsky. We have calculated the magnetization law in approach to saturation and shown that the M(H) data fit well the theory at high and low fields. In our fit procedure we have used three different correlation functions. The Gaussian decay correlation function fits well the experimental data for both samples.

Nonequilibrium patterns and shape fluctuations in reactive membranes

A simple kinetic model of a two-component deformable and reactive bilayer is presented. The two differently shaped components are interconverted by a nonequilibrium reaction, and a phenomenological coupling between local composition and curvature is proposed. When the two components are not miscible, linear stability analysis predicts, and numerical simulations show, the formation of stationary nonequilibrium composition/curvature patterns whose typical size is determined by the reactive process. For miscible components, a linearization of the dynamic equations is performed in order to evaluate the correlation function for shape fluctuations from which the behavior of these systems in micropipet aspiration experiments can be predicted.

Aggregation under a forced convective flow

Morphological transitions are analyzed for a radial multiparticle diffusion-limited aggregation process grown under a convective drift. The introduction of a tangential flow changes the morphology of the diffusion-limited structure, into multiarm structures, inclined opposite to the flow, whose limit consists of single arms, when decreasing density. The case of shear flow is also considered. The anisotropy of the patterns is characterized in terms of a tangential correlation function based analysis. Comparison between the simulation results and preliminary experimental results has been done.