arXiv subjects

A. Crisanti

Publications and source records attributed to A. Crisanti.

63 records · Page 4Linked to original sources

arXiv1995

Predictability in Systems with Many Characteristic Times: The Case of Turbulence

In chaotic dynamical systems, an infinitesimal perturbation is exponentially amplified at a time-rate given by the inverse of the maximum Lyapunov exponent $λ$. In fully developed turbulence, $λ$ grows as a power of the Reynolds number. This result could seem in contrast with phenomenological arguments suggesting that, as a consequence of `physical' perturbations, the predictability time is roughly given by the characteristic life-time of the large scale structures, and hence independent of the Reynolds number. We show that such a situation is present in generic systems with many degrees of freedom, since the growth of a non-infinitesimal perturbation is determined by cumulative effects of many different characteristic times and is unrelated to the maximum Lyapunov exponent. Our results are illustrated in a chain of coupled maps and in a shell model for the energy cascade in turbulence.

chao-dyn↗

arXiv1994

Eddy diffusivities in scalar transport

Standard and anomalous transport in incompressible flow is investigated using multiscale techniques. Eddy-diffusivities emerge from the multiscale analysis through the solution of an auxiliary equation. From the latter it is derived an upper bound to eddy-diffusivities, valid for both static and time-dependent flow. The auxiliary problem is solved by a perturbative expansion in powers of the Péclet number resummed by Padé approximants and by a conjugate gradient method. The results are compared to numerical simulations of tracers dispersion for three flows having different properties of Lagrangian chaos. It is shown on a concrete example how the presence of anomalous diffusion can be revealed from the singular behaviour of the eddy-diffusivity at very small molecular diffusivities.

cond-mat↗

arXiv1994

On the TAP approach to the spherical p-spin SG model

In this letter we analyze the TAP approach to the spherical $p$-spin spin glass model in zero external field. The TAP free energy is derived by summing up all the relevant diagrams for $N\to\infty$ of a diagrammatic expansion of the free energy. We find that if the multiplicity of the TAP solutions is taken into account, then there is a first order transition in the order parameter at the critical temperature $T_{\rm c}$ higher than that predicted by the replica solution $T_{\rm RSB}$, but in agreement with the results of dynamics. The transition is of ``geometrical'' nature since the new state has larger free energy but occupies the largest volume in phase space. The transition predicted by the replica calculation is also of ``geometrical'' nature since it corresponds to the states with smallest free energy with positive complexity.

cond-mat↗

arXiv1994

Effective Action Method for Langevin Equation

In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive effective equations describing the relaxation of the system from arbitrary initial conditions. The basic idea is to reduce the nonlinear Langevin equation to an equivalent equilibrium problem, which can then be studied with the methods of conventional equilibrium statistical field theory. A particular well suited perturbative scheme is that developed in quantum field theory by Cornwall, Jackiw and Tomboulis. We apply this method to the study of $N$ component Ginzburg-Landau equation in zero spatial dimension. In the limit of $N\to\infty$ we can solve the effective equations and obtain closed forms for the time evolutions of the average field and of the two-time connected correlation functions.

chao-dyn↗

arXiv1994

Random bond Ising chain in a transverse magnetic field: A finite-size scaling analysis

We investigate the zero-temperature quantum phase transition of the random bond Ising chain in a transverse magnetic field. Its critical properties are identical to those of the McCoy-Wu model, which is a classical Ising model in two dimensions with layered disorder. The latter is studied via Monte Carlo simulations and transfer matrix calculations and the critical exponents are determined with a finite-size scaling analysis. The magnetization and susceptibility obey conventional rather than activated scaling. We observe that the order parameter-- and correlation function--probability distribution show a nontrivial scaling near the critical point which implies a hierarchy of critical exponents associated with the critical behavior of the generalized correlation lengths.

cond-mat↗

arXiv1994

Stochastic Resonance in Deterministic Chaotic Systems

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the threshold for the onset of chaos, stochastic resonance effects appears. As a result one has an alternation of chaotic and regular, i.e. predictable, evolutions in an almost periodic way, so that the Lyapunov exponent is positive but some time correlations do not decay.

chao-dyn↗

arXiv1994

Statistical Mechanics of Shell Models for 2D-Turbulence

We study shell models that conserve the analogues of energy and enstrophy, hence designed to mimic fluid turbulence in 2D. The main result is that the observed state is well described as a formal statistical equilibrium, closely analogous to the approach to two-dimensional ideal hydrodynamics of Onsager, Hopf and Lee. In the presence of forcing and dissipation we observe a forward flux of enstrophy and a backward flux of energy. These fluxes can be understood as mean diffusive drifts from a source to two sinks in a system which is close to local equilibrium with Lagrange multipliers (``shell temperatures'') changing slowly with scale. The dimensional predictions on the power spectra from a supposed forward cascade of enstrophy, and from one branch of the formal statistical equilibrium, coincide in these shell models at difference to the corresponding predictions for the Navier-Stokes and Euler equations in 2D. This coincidence have previously led to the mistaken conclusion that shell models exhibit a forward cascade of enstrophy.

chao-dyn↗

arXiv1993

Lack of self-average in weakly disordered one dimensional systems

We introduce a one dimensional disordered Ising model which at zero temperature is characterized by a non-trivial, non-self-averaging, overlap probability distribution when the impurity concentration vanishes in the thermodynamic limit. The form of the distribution can be calculated analytically for any realization of disorder. For non-zero impurity concentration the distribution becomes a self-averaging delta function centered on a value which can be estimated by the product of appropriate transfer matrices.

cond-mat↗

arXiv1993

Transition from regular to complex behaviour in a discrete deterministic asymmetric neural network model

We study the long time behaviour of the transient before the collapse on the periodic attractors of a discrete deterministic asymmetric neural networks model. The system has a finite number of possible states so it is not possible to use the term chaos in the usual sense of sensitive dependence on the initial condition. Nevertheless, at varying the asymmetry parameter, $k$, one observes a transition from ordered motion (i.e. short transients and short periods on the attractors) to a ``complex'' temporal behaviour. This transition takes place for the same value $k_{\rm c}$ at which one has a change for the mean transient length from a power law in the size of the system ($N$) to an exponential law in $N$. The ``complex'' behaviour during the transient shows strong analogies with the chaotic behaviour: decay of temporal correlations, positive Shannon entropy, non-constant Renyi entropies of different orders. Moreover the transition is very similar to that one for the intermittent transition in chaotic systems: scaling law for the Shannon entropy and strong fluctuations of the ``effective Shannon entropy'' along the transient, for $k > k_{\rm c}$.

cond-mat↗