Rigorous results in Spin Glasses and Monomer-Dimer systems

In this work I reported recent results in the field of Statistical Mechanics of Equilibrium, and in particular in Spin Glass models and Monomer Dimer models . We start giving the mathematical background and the general formalism for Spin (Disordered) Models with some of their applications to physical and mathematical problems. Next we move on general aspects of the theory of spin glasses, in particular to the Sherrington-Kirkpatrick model which is of fundamental interest for the work. In Chapter 3, we introduce the Multi-species Sherrington-Kirkpatrick model (MSK), we prove the existence of the thermodynamical limit and the Guerra's Bound for the quenched pressure together with a detailed analysis of the annealed and the replica symmetric regime. The result is a multidimensional generalization of the Parisi's theory. Finally we brie y illustrate the strategy of the Panchenko's proof of the lower bound. In Chapter 4 we discuss the Aizenmann-Contucci and the Ghirlanda-Guerra identities for a wide class of Spin Glass models. As an example of application, we discuss the role of these identities in the proof of the lower bound. In Chapter 5 we introduce the basic mathematical formalism of Monomer Dimer models. We introduce a Gaussian representation of the partition function that will be fundamental in the rest of the work. In Chapter 6, we introduce an interacting Monomer-Dimer model. Its exact solution is derived and a detailed study of its analytical properties and related physical quantities is performed. In Chapter 7, we introduce a quenched randomness in the Monomer Dimer model and show that, under suitable conditions the pressure is a self averaging quantity. The main result is that, if we consider randomness only in the monomer activity, the model is exactly solvable.

Charged-soliton excitations in statistical mechanics

A method is developed for demonstrating how solitons with some internal periodic motion may emerge as elementary excitations in the statistical mechanics of field systems. The procedure is demonstrated in the context of complex scalar fields which can, for appropriate choices of the Lagrangian, yield charge-carrying solitons with such internal motion. The derivation uses the techniques of the steepest-descent method for functional integrals. It is shown that, despite the constraint of some fixed total charge, a gaslike excitation of such charged solitons does emerge.

Limiting theorems in statistical mechanics. The mean-field case.

The Curie-Weiss model is defined by ah Hamiltonian according to spins interact. For some particular values of the parameters, the sum of the spins normalized with square-root normalization converges or not toward Gaussian distribution. In the thesis we investigate some correlations between the behaviour of the sum and the central limit for interacting random variables.

On exact time averages of a massive Poisson particle

In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterized by a rate of events, lambda(t), and a magnitude, Phi, following an exponential distribution. We tackle the problem by performing exact time averages over the noise in a similar way to previous works analysing the problem of the Brownian particle. From this procedure we obtain the long-term equilibrium distributions of position and velocity as well as analytical asymptotic expressions for the injection and dissipation of energy terms. Considerations on the emergence of stochastic resonance in this type of system are also set forth.

Statistical mechanics of polymer models: rigorous results and applications

Monomer-dimer models are amongst the models in statistical mechanics which found application in many areas of science, ranging from biology to social sciences. This model describes a many-body system in which monoatomic and diatomic particles subject to hard-core interactions get deposited on a graph. In our work we provide an extension of this model to higher-order particles. The aim of our work is threefold: first we study the thermodynamic properties of the newly introduced model. We solve analytically some regular cases and find that, differently from the original, our extension admits phase transitions. Then we tackle the inverse problem, both from an analytical and numerical perspective. Finally we propose an application to aggregation phenomena in virtual messaging services.

CDMA multiuser detection, neural networks, and statistical mechanics

A novel approach, based on statistical mechanics, to analyze typical performance of optimum code-division multiple-access (CDMA) multiuser detectors is reviewed. A `black-box' view ot the basic CDMA channel is introduced, based on which the CDMA multiuser detection problem is regarded as a `learning-from-examples' problem of the `binary linear perceptron' in the neural network literature. Adopting Bayes framework, analysis of the performance of the optimum CDMA multiuser detectors is reduced to evaluation of the average of the cumulant generating function of a relevant posterior distribution. The evaluation of the average cumulant generating function is done, based on formal analogy with a similar calculation appearing in the spin glass theory in statistical mechanics, by making use of the replica method, a method developed in the spin glass theory.

Statistical mechanics analysis of LDPC coding in MIMO Gaussian channels

Using analytical methods of statistical mechanics, we analyse the typical behaviour of a multiple-input multiple-output (MIMO) Gaussian channel with binary inputs under low-density parity-check (LDPC) network coding and joint decoding. The saddle point equations for the replica symmetric solution are found in particular realizations of this channel, including a small and large number of transmitters and receivers. In particular, we examine the cases of a single transmitter, a single receiver and symmetric and asymmetric interference. Both dynamical and thermodynamical transitions from the ferromagnetic solution of perfect decoding to a non-ferromagnetic solution are identified for the cases considered, marking the practical and theoretical limits of the system under the current coding scheme. Numerical results are provided, showing the typical level of improvement/deterioration achieved with respect to the single transmitter/receiver result, for the various cases. © 2007 IOP Publishing Ltd.

Single-subject analysis reveals variation in knee mechanics during step landing

Introduction: Evidence concerning the alteration of knee function during landing suffers from a lack of consensus. This uncertainty can be attributed to methodological flaws, particularly in relation to the statistical analysis of variable human movement data. Aim: The aim of this study was to compare single-subject and group analysis in quantifying alterations in the magnitude and within-participant variability of knee mechanics during a step landing task. Methods: A group of healthy men (N = 12) stepped-down from a knee-high platform for 60 consecutive trials, each trial separated by a 1-minute rest. The magnitude and within-participant variability of sagittal knee stiffness and coordination of the landing leg during the immediate postimpact period were evaluated. Coordination of the knee was quantified in the sagittal plane by calculating the mean absolute relative phase of sagittal shank and thigh motion (MARP1) and between knee rotation and knee flexion (MARP2). Changes across trials were compared between both group and single-subject statistical analyses. Results: The group analysis detected significant reductions in MARP1 magnitude. However, the single-subject analyses detected changes in all dependent variables, which included increases in variability with task repetition. Between-individual variation was also present in the timing, size and direction of alterations to task repetition. Conclusion: The results have important implications for the interpretation of existing information regarding the adaptation of knee mechanics to interventions such as fatigue, footwear or landing height. It is proposed that a familiarisation session be incorporated in future experiments on a single-subject basis prior to an intervention.

Free turbulent shear layer in a point vortex gas as a problem in nonequilibrium statistical mechanics

This paper attempts to unravel any relations that may exist between turbulent shear flows and statistical mechanics through a detailed numerical investigation in the simplest case where both can be well defined. The flow considered for the purpose is the two-dimensional (2D) temporal free shear layer with a velocity difference Delta U across it, statistically homogeneous in the streamwise direction (x) and evolving from a plane vortex sheet in the direction normal to it (y) in a periodic-in-x domain L x +/-infinity. Extensive computer simulations of the flow are carried out through appropriate initial-value problems for a ``vortex gas'' comprising N point vortices of the same strength (gamma = L Delta U/N) and sign. Such a vortex gas is known to provide weak solutions of the Euler equation. More than ten different initial-condition classes are investigated using simulations involving up to 32 000 vortices, with ensemble averages evaluated over up to 10(3) realizations and integration over 10(4)L/Delta U. The temporal evolution of such a system is found to exhibit three distinct regimes. In Regime I the evolution is strongly influenced by the initial condition, sometimes lasting a significant fraction of L/Delta U. Regime III is a long-time domain-dependent evolution towards a statistically stationary state, via ``violent'' and ``slow'' relaxations P.-H. Chavanis, Physica A 391, 3657 (2012)], over flow time scales of order 10(2) and 10(4)L/Delta U, respectively (for N = 400). The final state involves a single structure that stochastically samples the domain, possibly constituting a ``relative equilibrium.'' The vortex distribution within the structure follows a nonisotropic truncated form of the Lundgren-Pointin (L-P) equilibrium distribution (with negatively high temperatures; L-P parameter lambda close to -1). The central finding is that, in the intermediate Regime II, the spreading rate of the layer is universal over the wide range of cases considered here. The value (in terms of momentum thickness) is 0.0166 +/- 0.0002 times Delta U. Regime II, extensively studied in the turbulent shear flow literature as a self-similar ``equilibrium'' state, is, however, a part of the rapid nonequilibrium evolution of the vortex-gas system, which we term ``explosive'' as it lasts less than one L/Delta U. Regime II also exhibits significant values of N-independent two-vortex correlations, indicating that current kinetic theories that neglect correlations or consider them as O(1/N) cannot describe this regime. The evolution of the layer thickness in present simulations in Regimes I and II agree with the experimental observations of spatially evolving (3D Navier-Stokes) shear layers. Further, the vorticity-stream-function relations in Regime III are close to those computed in 2D Navier-Stokes temporal shear layers J. Sommeria, C. Staquet, and R. Robert, J. Fluid Mech. 233, 661 (1991)]. These findings suggest the dominance of what may be called the Kelvin-Biot-Savart mechanism in determining the growth of the free shear layer through large-scale momentum and vorticity dispersal.

Changes in landing mechanics in patients following anterior cruciate ligament reconstruction when wearing an extension constraint knee brace.

BACKGROUND: Anterior cruciate ligament (ACL) reconstruction is associated with a high incidence of second tears (graft tears and contralateral ACL tears). These secondary tears have been attributed to asymmetrical lower extremity mechanics. Knee bracing is one potential intervention that can be used during rehabilitation that has the potential to normalize lower extremity asymmetry; however, little is known about the effect of bracing on movement asymmetry in patients following ACL reconstruction. HYPOTHESIS: Wearing a knee brace would increase knee joint flexion and joint symmetry. It was also expected that the joint mechanics would become more symmetrical in the braced condition. OBJECTIVE: To examine how knee bracing affects knee joint function and symmetry over the course of rehabilitation in patients 6 months following ACL reconstruction. STUDY DESIGN: Controlled laboratory study. LEVEL OF EVIDENCE: Level 3. METHODS: Twenty-three adolescent patients rehabilitating from ACL reconstruction surgery were recruited for the study. The subjects all underwent a motion analysis assessment during a stop-jump activity with and without a functional knee brace on the surgical side that resisted extension for 6 months following the ACL reconstruction surgery. Statistical analysis utilized a 2 × 2 (limb × brace) analysis of variance with a significant alpha level of 0.05. RESULTS: Subjects had increased knee flexion on the surgical side when they were braced. The brace condition increased knee flexion velocity, decreased the initial knee flexion angle, and increased the ground reaction force and knee extension moment on both limbs. Side-to-side asymmetry was present across conditions for the vertical ground reaction force and knee extension moment. CONCLUSION: Wearing a knee brace appears to increase lower extremity compliance and promotes normalized loading on the surgical side. CLINICAL RELEVANCE: Knee extension constraint bracing in postoperative ACL patients may improve symmetry of lower extremity mechanics, which is potentially beneficial in progressing rehabilitation and reducing the incidence of second ACL tears.

Response theory for equilibrium and non-equilibrium statistical mechanics: causality and generalized Kramers-Kronig relations

We consider the general response theory recently proposed by Ruelle for describing the impact of small perturbations to the non-equilibrium steady states resulting from Axiom A dynamical systems. We show that the causality of the response functions entails the possibility of writing a set of Kramers-Kronig (K-K) relations for the corresponding susceptibilities at all orders of nonlinearity. Nonetheless, only a special class of directly observable susceptibilities obey K-K relations. Specific results are provided for the case of arbitrary order harmonic response, which allows for a very comprehensive K-K analysis and the establishment of sum rules connecting the asymptotic behavior of the harmonic generation susceptibility to the short-time response of the perturbed system. These results set in a more general theoretical framework previous findings obtained for optical systems and simple mechanical models, and shed light on the very general impact of considering the principle of causality for testing self-consistency: the described dispersion relations constitute unavoidable benchmarks that any experimental and model generated dataset must obey. The theory exposed in the present paper is dual to the time-dependent theory of perturbations to equilibrium states and to non-equilibrium steady states, and has in principle similar range of applicability and limitations. In order to connect the equilibrium and the non equilibrium steady state case, we show how to rewrite the classical response theory by Kubo so that response functions formally identical to those proposed by Ruelle, apart from the measure involved in the phase space integration, are obtained. These results, taking into account the chaotic hypothesis by Gallavotti and Cohen, might be relevant in several fields, including climate research. In particular, whereas the fluctuation-dissipation theorem does not work for non-equilibrium systems, because of the non-equivalence between internal and external fluctuations, K-K relations might be robust tools for the definition of a self-consistent theory of climate change.

Statistical mechanics of protein complexed and condensed DNA

In this thesis I treat various biophysical questions arising in the context of complexed / ”protein-packed” DNA and DNA in confined geometries (like in viruses or toroidal DNA condensates). Using diverse theoretical methods I consider the statistical mechanics as well as the dynamics of DNA under these conditions. In the first part of the thesis (chapter 2) I derive for the first time the single molecule ”equation of state”, i.e. the force-extension relation of a looped DNA (Eq. 2.94) by using the path integral formalism. Generalizing these results I show that the presence of elastic substructures like loops or deflections caused by anchoring boundary conditions (e.g. at the AFM tip or the mica substrate) gives rise to a significant renormalization of the apparent persistence length as extracted from single molecule experiments (Eqs. 2.39 and 2.98). As I show the experimentally observed apparent persistence length reduction by a factor of 10 or more is naturally explained by this theory. In chapter 3 I theoretically consider the thermal motion of nucleosomes along a DNA template. After an extensive analysis of available experimental data and theoretical modelling of two possible mechanisms I conclude that the ”corkscrew-motion” mechanism most consistently explains this biologically important process. In chapter 4 I demonstrate that DNA-spools (architectures in which DNA circumferentially winds on a cylindrical surface, or onto itself) show a remarkable ”kinetic inertness” that protects them from tension-induced disruption on experimentally and biologically relevant timescales (cf. Fig. 4.1 and Eq. 4.18). I show that the underlying model establishes a connection between the seemingly unrelated and previously unexplained force peaks in single molecule nucleosome and DNA-toroid stretching experiments. Finally in chapter 5 I show that toroidally confined DNA (found in viruses, DNAcondensates or sperm chromatin) undergoes a transition to a twisted, highly entangled state provided that the aspect ratio of the underlying torus crosses a certain critical value (cf. Eq. 5.6 and the phase diagram in Fig. 5.4). The presented mechanism could rationalize several experimental mysteries, ranging from entangled and supercoiled toroids released from virus capsids to the unexpectedly short cholesteric pitch in the (toroidaly wound) sperm chromatin. I propose that the ”topological encapsulation” resulting from our model may have some practical implications for the gene-therapeutic DNA delivery process.

Predictability in Social Science, The statistical mechanics approach.

The subject of this work concerns the study of the immigration phenomenon, with emphasis on the aspects related to the integration of an immigrant population in a hosting one. Aim of this work is to show the forecasting ability of a recent finding where the behavior of integration quantifiers was analyzed and investigated with a mathematical model of statistical physics origins (a generalization of the monomer dimer model). After providing a detailed literature review of the model, we show that not only such a model is able to identify the social mechanism that drives a particular integration process, but it also provides correct forecast. The research reported here proves that the proposed model of integration and its forecast framework are simple and effective tools to reduce uncertainties about how integration phenomena emerge and how they are likely to develop in response to increased migration levels in the future.

Appropriateness of reporting statistical results in orthodontics: the dominance of P values over confidence intervals

The purpose of this study was to search the orthodontic literature and determine the frequency of reporting of confidence intervals (CIs) in orthodontic journals with an impact factor. The six latest issues of the American Journal of Orthodontics and Dentofacial Orthopedics, the European Journal of Orthodontics, and the Angle Orthodontist were hand searched and the reporting of CIs, P values, and implementation of univariate or multivariate statistical analyses were recorded. Additionally, studies were classified according to the type/design as cross-sectional, case-control, cohort, and clinical trials, and according to the subject of the study as growth/genetics, behaviour/psychology, diagnosis/treatment, and biomaterials/biomechanics. The data were analyzed using descriptive statistics followed by univariate examination of statistical associations, logistic regression, and multivariate modelling. CI reporting was very limited and was recorded in only 6 per cent of the included published studies. CI reporting was independent of journal, study area, and design. Studies that used multivariate statistical analyses had a higher probability of reporting CIs compared with those using univariate statistical analyses. Misunderstanding of the use of P values and CIs may have important implications in implementation of research findings in clinical practice.