Amplitude equations and asymptotic expansions for multi-scale problems

In this paper we introduce a new technique to obtain the slow-motion dynamics in nonequilibrium and singularly perturbed problems characterized by multiple scales. Our method is based on a straightforward asymptotic reduction of the order of the governing differential equation and leads to amplitude equations that describe the slowly-varying envelope variation of a uniformly valid asymptotic expansion. This may constitute a simpler and in certain cases a more general approach toward the derivation of asymptotic expansions, compared to other mainstream methods such as the method of Multiple Scales or Matched Asymptotic expansions because of its relation with the Renormalization Group. We illustrate our method with a number of singularly perturbed problems for ordinary and partial differential equations and recover certain results from the literature as special cases. © 2010 - IOS Press and the authors. All rights reserved.

Secular series and renormalization group for amplitude equations

We have developed a technique that circumvents the process of elimination of secular terms and reproduces the uniformly valid approximations, amplitude equations, and first integrals. The technique is based on a rearrangement of secular terms and their grouping into the secular series that multiplies the constants of the asymptotic expansion. We illustrate the technique by deriving amplitude equations for standard nonlinear oscillator and boundary-layer problems. © 2008 The American Physical Society.

Renormalization group interpretation of the Born and Rytov approximations

In this paper the method of renormalization group (RG) [Phys. Rev. E 54, 376 (1996)] is related to the well-known approximations of Rytov and Born used in wave propagation in deterministic and random media. Certain problems in linear and nonlinear media are examined from the viewpoint of RG and compared with the literature on Born and Rytov approximations. It is found that the Rytov approximation forms a special case of the asymptotic expansion generated by the RG, and as such it gives a superior approximation to the exact solution compared with its Born counterpart. Analogous conclusions are reached for nonlinear equations with an intensity-dependent index of refraction where the RG recovers the exact solution. © 2008 Optical Society of America.

The dynamics of cellular automata on 2-manifolds is affected by topology

In this paper, we demonstrate that the distribution of Wolfram classes within a cellular automata rule space in the triangular tessellation is not consistent across different topological general. Using a statistical mechanics approach, cellular automata dynamical classes were approximated for cellular automata defined on genus-0, genus-1 and genus-2 2-manifolds. A distribution-free equality test for empirical distributions was applied to identify cases in which Wolfram classes were distributed differently across topologies. This result implies that global structure and local dynamics contribute to the long term evolution of cellular automata.

On the effect of topology on cellular automata rule spaces

This thesis presents an empirical study of the effects of topology on cellular automata rule spaces. The classical definition of a cellular automaton is restricted to that of a regular lattice, often with periodic boundary conditions. This definition is extended to allow for arbitrary topologies. The dynamics of cellular automata within the triangular tessellation were analysed when transformed to 2-manifolds of topological genus 0, genus 1 and genus 2. Cellular automata dynamics were analysed from a statistical mechanics perspective. The sample sizes required to obtain accurate entropy calculations were determined by an entropy error analysis which observed the error in the computed entropy against increasing sample sizes. Each cellular automata rule space was sampled repeatedly and the selected cellular automata were simulated over many thousands of trials for each topology. This resulted in an entropy distribution for each rule space. The computed entropy distributions are indicative of the cellular automata dynamical class distribution. Through the comparison of these dynamical class distributions using the E-statistic, it was identified that such topological changes cause these distributions to alter. This is a significant result which implies that both global structure and local dynamics play a important role in defining long term behaviour of cellular automata.

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive

Fractal and multifractal properties of a family of fractal networks

In this work, we study the fractal and multifractal properties of a family of fractal networks introduced by Gallos et al (2007 Proc. Nat. Acad. Sci. USA 104 7746). In this fractal network model, there is a parameter e which is between 0 and 1, and allows for tuning the level of fractality in the network. Here we examine the multifractal behavior of these networks, the dependence relationship of the fractal dimension and the multifractal parameters on parameter e. First, we find that the empirical fractal dimensions of these networks obtained by our program coincide with the theoretical formula given by Song et al (2006 Nature Phys. 2 275). Then from the shape of the τ(q) and D(q) curves, we find the existence of multifractality in these networks. Last, we find that there exists a linear relationship between the average information dimension 〈D(1)〉 and the parameter e.

Multifractal analyses of daily rainfall time series in Pearl River basin of China

The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal detrended fluctuation analysis (MF-DFA). The results from these two kinds of multifractal analyses show that the daily rainfall time series in this basin have multifractal behavior in two different time scale ranges. It is found that the empirical multifractal moment function K(q)K(q) of the daily rainfall time series can be fitted very well by the universal multifractal model (UMM). The estimated values of the conservation parameter HH from UMM for these daily rainfall data are close to zero indicating that they correspond to conserved fields. After removing the seasonal trend in the rainfall data, the estimated values of the exponent h(2)h(2) from MF-DFA indicate that the daily rainfall time series in Pearl River basin exhibit no long-term correlations. It is also found that K(2)K(2) and elevation series are negatively correlated. It shows a relationship between topography and rainfall variability.

Fractal and complex network analyses of protein molecular dynamics

Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuation analysis (MF-DFA) and the topological and fractal properties of their converted horizontal visibility graphs (HVGs). The energy parameters of protein dynamics we considered are bonded potential, angle potential, dihedral potential, improper potential, kinetic energy, Van der Waals potential, electrostatic potential, total energy and potential energy. The shape of the h(q)h(q) curves from MF-DFA indicates that these time series are multifractal. The numerical values of the exponent h(2)h(2) of MF-DFA show that the series of total energy and potential energy are non-stationary and anti-persistent; the other time series are stationary and persistent apart from series of pressure (with H≈0.5H≈0.5 indicating the absence of long-range correlation). The degree distributions of their converted HVGs show that these networks are exponential. The results of fractal analysis show that fractality exists in these converted HVGs. For each energy, pressure or volume parameter, it is found that the values of h(2)h(2) of MF-DFA on the time series, exponent λλ of the exponential degree distribution and fractal dimension dBdB of their converted HVGs do not change much for different proteins (indicating some universality). We also found that after taking average over all proteins, there is a linear relationship between 〈h(2)〉〈h(2)〉 (from MF-DFA on time series) and 〈dB〉〈dB〉 of the converted HVGs for different energy, pressure and volume.

Defect production due to quenching through a multicritical point

We study the generation of defects when a quantum spin system is quenched through a multicritical point by changing a parameter of the Hamiltonian as t/tau, where tau is the characteristic timescale of quenching. We argue that when a quantum system is quenched across a multicritical point, the density of defects (n) in the final state is not necessarily given by the Kibble-Zurek scaling form n similar to 1/tau(d nu)/((z nu+1)), where d is the spatial dimension, and. and z are respectively the correlation length and dynamical exponent associated with the quantum critical point. We propose a generalized scaling form of the defect density given by n similar to 1/(tau d/(2z2)), where the exponent z(2) determines the behavior of the off-diagonal term of the 2 x 2 Landau-Zener matrix at the multicritical point. This scaling is valid not only at a multicritical point but also at an ordinary critical point.

High-Pressure Studies Of SE100-XTEX Glasses

High pressure resistivity measurements on Se100-xTex, glasses for 0≤x≤30 are reported. Two composition regions, where the transport and transformation behaviour are different, are identified. For 0≤x≤6, there is a first-order-like transformation to metallic crystalline states, while for x>6 the transformation appears to be continuous. Glass-transition temperatures also show differences in trends as a function of composition around 6% Te. An attempt is made to explain the composition-dependent trends on the basis of known structural features of selenium glasses and of the nature of tellurium bonding. At concentrations with up to 6% tellurium, Te most likely enters selenium chain terminations, substituting for negatively charged Se1- defects, while at larger concentrations, tellurium probably enters chains and rings by a random substitution.

Pressure induced polymorphous crystallization in bulk Ge20Te80 glass

The pressure and temperature dependence of the electrical resistivity of bulk glassy Ge20Te80 is reported. The effect of annealing is also studied. The glass undergoes a polymorphous or congruent crystallization under high pressures. The high pressure phase is found to have fcc structure with Image . Under thermal treatment the glass undergoes the double stage crystallization. The sample annealed at the first crystallization temperature shows a pressure induced semiconductor-to-metal transition at 4.0 GPa pressure and the crystalline Ge20Te80 samples show the transition at 7 GPa pressure.

Conformal Field Theory Methods for Variants of Schramm-Loewner Evolutions

This thesis consists of an introduction, four research articles and an appendix. The thesis studies relations between two different approaches to continuum limit of models of two dimensional statistical mechanics at criticality. The approach of conformal field theory (CFT) could be thought of as the algebraic classification of some basic objects in these models. It has been succesfully used by physicists since 1980's. The other approach, Schramm-Loewner evolutions (SLEs), is a recently introduced set of mathematical methods to study random curves or interfaces occurring in the continuum limit of the models. The first and second included articles argue on basis of statistical mechanics what would be a plausible relation between SLEs and conformal field theory. The first article studies multiple SLEs, several random curves simultaneously in a domain. The proposed definition is compatible with a natural commutation requirement suggested by Dubédat. The curves of multiple SLE may form different topological configurations, ``pure geometries''. We conjecture a relation between the topological configurations and CFT concepts of conformal blocks and operator product expansions. Example applications of multiple SLEs include crossing probabilities for percolation and Ising model. The second article studies SLE variants that represent models with boundary conditions implemented by primary fields. The most well known of these, SLE(kappa, rho), is shown to be simple in terms of the Coulomb gas formalism of CFT. In the third article the space of local martingales for variants of SLE is shown to carry a representation of Virasoro algebra. Finding this structure is guided by the relation of SLEs and CFTs in general, but the result is established in a straightforward fashion. This article, too, emphasizes multiple SLEs and proposes a possible way of treating pure geometries in terms of Coulomb gas. The fourth article states results of applications of the Virasoro structure to the open questions of SLE reversibility and duality. Proofs of the stated results are provided in the appendix. The objective is an indirect computation of certain polynomial expected values. Provided that these expected values exist, in generic cases they are shown to possess the desired properties, thus giving support for both reversibility and duality.

The averaging principle and the diagram technique

Rae and Davidson have found a striking connection between the averaging method generalised by Kruskal and the diagram technique used by the Brussels school in statistical mechanics. They have considered conservative systems whose evolution is governed by the Liouville equation. In this paper we have considered a class of dissipative systems whose evolution is governed not by the Liouville equation but by the last-multiplier equation of Jacobi whose Fourier transform has been shown to be the Hopf equation. The application of the diagram technique to the interaction representation of the Jacobi equation reveals the presence of two kinds of interactions, namely the transition from one mode to another and the persistence of a mode. The first kind occurs in the treatment of conservative systems while the latter type is unique to dissipative fields and is precisely the one that determines the asymptotic Jacobi equation. The dynamical equations of motion equivalent to this limiting Jacobi equation have been shown to be the same as averaged equations.

Modeling transport through an environment crowded by a mixture of obstacles of different shapes and sizes

Many biological environments are crowded by macromolecules, organelles and cells which can impede the transport of other cells and molecules. Previous studies have sought to describe these effects using either random walk models or fractional order diffusion equations. Here we examine the transport of both a single agent and a population of agents through an environment containing obstacles of varying size and shape, whose relative densities are drawn from a specified distribution. Our simulation results for a single agent indicate that smaller obstacles are more effective at retarding transport than larger obstacles; these findings are consistent with our simulations of the collective motion of populations of agents. In an attempt to explore whether these kinds of stochastic random walk simulations can be described using a fractional order diffusion equation framework, we calibrate the solution of such a differential equation to our averaged agent density information. Our approach suggests that these kinds of commonly used differential equation models ought to be used with care since we are unable to match the solution of a fractional order diffusion equation to our data in a consistent fashion over a finite time period.