arXiv subjects

Constantino Tsallis

Publications and source records attributed to Constantino Tsallis.

At least 163 records · Page 9Linked to original sources

arXiv2004

Anomalous sensitivity to initial conditions and entropy production in standard maps: Nonextensive approach

We perform a throughout numerical study of the average sensitivity to initial conditions and entropy production for two symplectically coupled standard maps focusing on the control-parameter region close to regularity. Although the system is ultimately strongly chaotic (positive Lyapunov exponents), it first stays lengthily in weak-chaotic regions (zero Lyapunov exponents). We argue that the nonextensive generalization of the classical formalism is an adequate tool in order to get nontrivial information about this complex phenomenon. Within this context we analyze the relation between the power-law sensitivity to initial conditions and the entropy production.

cond-mat.stat-mech↗

arXiv2004

What should a statistical mechanics satisfy to reflect nature?

There is no compelling reason imposing that the methods of statistical mechanics should be restricted to the dynamical systems which follow the usual Boltzmann-Gibbs prescriptions. More specifically, ubiquitous natural and artificial systems exhibit complex dynamics, for instance, generic stationary states which are {\it not} ergodic nor close to it, in any geometrically simple subset of the {\it a priori} allowed phase space, in any (even extended) trivial sense. A vast class of such systems appears, nevertheless, to be tractable within thermostatistical methods completely analogous to the usual ones. The question posed in the title arises then naturally. Some answer to this complex question is advanced in the present review of nonextensive statistical mechanics and its recent connections.

cond-mat.stat-mech↗

arXiv2004

Some thoughts on theoretical physics

Some thoughts are presented on the inter-relation between beauty and truth in science in general and theoretical physics in particular. Some conjectural procedures that can be used to create new ideas, concepts and results are illustrated in both Boltzmann-Gibbs and nonextensive statistical mechanics. The sociological components of scientific progress and its unavoidable and benefic controversies are, mainly through existing literary texts, briefly addressed as well.

cond-mat.stat-mech↗

arXiv2004

Random matrix ensembles from nonextensive entropy

The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze random-matrix ensembles arising from the generalized entropy S_q = (1 - \int d{\bf H} [P({\bf H})]^q)/(q-1) (thus S_1=S_{BGS}). The resulting ensembles are characterized by a parameter q measuring the degree of nonextensivity of the entropic form. Making q -> 1 recovers the Gaussian ensembles. If q \ne 1, the joint probability distributions P(\bf H) cannot be factorized, i.e., the matrix elements of \bf H are correlated. In the limit of large matrices two different regimes are observed. When q<1, P(\bf H) has compact support, and the fluctuations tend asymptotically to those of the Gaussian ensembles. Anomalies appear for q>1: Both P(\bf H) and the marginal distributions P(H_{ij}) show power-law tails. Numerical analyses reveal that the nearest-neighbor spacing distribution is also long-tailed (not Wigner-Dyson) and, after proper scaling, very close to the result for the 2 x 2 case -- a generalization of Wigner's surmise. We discuss connections of these "nonextensive" ensembles with other non-Gaussian ones, like the so-called Lévy ensembles and those arising from soft-confinement.

cond-mat.stat-mech↗

arXiv2004

Ensemble averages and nonextensivity at the edge of chaos of one-dimensional maps

Ensemble averages of the sensitivity to initial conditions $ξ(t)$ and the entropy production per unit time of a {\it new} family of one-dimensional dissipative maps, $x_{t+1}=1-ae^{-1/|x_t|^z}(z>0)$, and of the known logistic-like maps, $x_{t+1}=1-a|x_t|^z(z>1)$, are numerically studied, both for {\it strong} (Lyapunov exponent $λ_1>0$) and {\it weak} (chaos threshold, i.e., $λ_1=0$) chaotic cases. In all cases we verify that (i) both $<\ln_q ξ> [\ln_q x \equiv (x^{1-q}-1)/(1-q); \ln_1 x=\ln x]$ and $ [S_q \equiv (1-\sum_i p_i^q)/(q-1); S_1=-\sum_i p_i \ln p_i]$ {\it linearly} increase with time for (and only for) a special value of $q$, $q_{sen}^{av}$, and (ii) the {\it slope} of $<\ln_q ξ>$ and that of $ $ {\it coincide}, thus interestingly extending the well known Pesin theorem. For strong chaos, $q_{sen}^{av}=1$, whereas at the edge of chaos, $q_{sen}^{av}(z)<1$.

cond-mat.stat-mech↗

arXiv2004

Quasi-stationary states in low-dimensional Hamiltonian systems

We address a simple connection between results of Hamiltonian nonlinear dynamical theory and thermostatistics. Using a properly defined dynamical temperature in low-dimensional symplectic maps, we display and characterize long-standing quasi-stationary states that eventually cross over to a Boltzmann-Gibbs-like regime. As time evolves, the geometrical properties (e.g., fractal dimension) of the phase space change sensibly, and the duration of the anomalous regime diverges with decreasing chaoticity. The scenario that emerges is consistent with the nonextensive statistical mechanics one.

cond-mat.stat-mech↗

arXiv2004

Bridging the ARCH model for finance and nonextensive entropy

Engle's ARCH algorithm is a generator of stochastic time series for financial returns (and similar quantities) characterized by a time-dependent variance. It involves a memory parameter $b$ ($b=0$ corresponds to {\it no memory}), and the noise is currently chosen to be Gaussian. We assume here a generalized noise, namely $q_n$-Gaussian, characterized by an index $q_{n} \in {\cal R}$ ($q_{n}=1$ recovers the Gaussian case, and $q_n>1$ corresponds to tailed distributions). We then match the second and fourth momenta of the ARCH return distribution with those associated with the $q$-Gaussian distribution obtained through optimization of the entropy $S_{q}=\frac{% 1-\sum_{i} {p_i}^q}{q-1}$, basis of nonextensive statistical mechanics. The outcome is an {\it analytic} distribution for the returns, where an unique $q\ge q_n$ corresponds to each pair $(b,q_n)$ ($q=q_n$ if $ b=0$). This distribution is compared with numerical results and appears to be remarkably precise. This system constitutes a simple, low-dimensional, dynamical mechanism which accommodates well within the current nonextensive framework.

cond-mat.stat-mech↗

arXiv2004

Metastable States of the Classical Inertial Infinite-Range-Interaction Heisenberg Ferromagnet: Role of Initial Conditions

A system of $N$ classical Heisenberg-like rotators, characterized by infinite-range ferromagnetic interactions, is studied numerically within the microcanonical ensemble through a molecular-dynamics approach. Such a model, known as the classical inertial infinite-range-interaction Heisenberg ferromagnet, exhibits a second-order phase transition within the standard canonical-ensemble solution. The present numerical analysis, which is restricted to an energy density slightly below criticality, compares the effects of different initial conditions for the orientations of the classical rotators. By monitoring the time evolution of the kinetic temperature, we observe that the system may evolve into a metastable state (whose duration increases linearly with $N$), in both cases of maximal and zero initial magnetization, before attaining a second plateau at longer times. Since the kinetic temperatures associated with the second plateau, in the above-mentioned cases, do not coincide, the system may present a three-plateaux (or even more complicated) structure for finite $N$. To our knowledge, this has never before been observed on similar Hamiltonian models, such as the XY version of the present model. It is also shown that the system is sensitive to the way that one breaks the symmetry of the paramagnetic state: different nonzero values for the initial magnetization may lead to sensibly distinct evolutions for the kinetic temperature, whereas different situations with zero initial magnetization all lead to the same structure.

cond-mat.stat-mech↗

arXiv2003

Dynamical scenario for nonextensive statistical mechanics

Statistical mechanics can only be ultimately justified in terms of microscopic dynamics (classical, quantum, relativistic, or any other). It is known that Boltzmann-Gibbs statistics is based on the hypothesis of exponential sensitivity to the initial conditions, mixing and ergodicity in Gibbs $Γ$-space. What are the corresponding hypothesis for nonextensive statistical mechanics? A scenario for answering such question is advanced, which naturally includes the {\it a priori} determination of the entropic index $q$, as well as its cause and manifestations, for say many-body Hamiltonian systems, in (i) sensitivity to the initial conditions in Gibbs $Γ$-space, (ii) relaxation of macroscopic quantities towards their values in anomalous stationary states that differ from the usual thermal equilibrium (e.g., in some classes of metastable or quasi-stationary states), and (iii) energy distribution in the $Γ$-space for the same anomalous stationary states.

cond-mat.stat-mech↗

arXiv2003

Ubiquity of metastable-to-stable crossover in weakly chaotic dynamical systems

We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical inertial infinitely-ranged ferromagnetically coupled XY spin model). We emphasize the appearance, in all of these systems, of metastable states and their ultimate crossover to the equilibrium state. We comment on the underlying mechanisms responsible for these phenomena (weak chaos) and compare common characteristics. We point out that this ubiquitous behavior appears to be associated to the features of the nonextensive generalization of the Boltzmann-Gibbs statistical mechanics.

cond-mat.stat-mech↗

arXiv2003

Multiplicative noise: A mechanism leading to nonextensive statistical mechanics

A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point toward nonextensive statistical mechanics (based on $S_q \equiv k [1-\int du [p(u)]^q]/[q-1]$, where the value of the entropic index $q\in\Re$ depends on the specific model). We show here a family of models, with multiplicative noise, which belongs to the nonextensive class. More specifically, we consider Langevin equations of the type $\dot{u}=f(u)+g(u)ξ(t)+η(t)$, where $ξ(t)$ and $η(t)$ are independent zero-mean Gaussian white noises with respective amplitudes $M$ and $A$. This leads to the Fokker-Planck equation $\partial_t P(u,t) = -\partial_u[f(u) P(u,t)] + M\partial_u\{g(u)\partial_u[g(u)P(u,t)]\} + A\partial_{uu}P(u,t)$. Whenever the deterministic drift is proportional to the noise induced one, i.e., $f(u) =-τg(u) g'(u)$, the stationary solution is shown to be $P(u, \infty) \propto \bigl\{1-(1-q) β[g(u)]^2 \bigr\}^{\frac{1}{1-q}} $ (with $q \equiv \frac{τ+ 3M}{τ+M}$ and $β=\frac{τ+M}{2A}$). This distribution is precisely the one optimizing $S_q$ with the constraint $<[g(u)]^2 >_q \equiv \{\int du [g(u)]^2[P(u)]^q \}/ \{\int du [P(u)]^q \}= $constant. We also introduce and discuss various characterizations of the width of the distributions.

cond-mat.stat-mech↗

arXiv2003

Introduction to Nonextensive Statistical Mechanics and Thermodynamics

In this lecture we briefly review the definition, consequences and applications of an entropy, $S_q$, which generalizes the usual Boltzmann-Gibbs entropy $S_{BG}$ ($S_1=S_{BG}$), basis of the usual statistical mechanics, well known to be applicable whenever ergodicity is satisfied at the microscopic dynamical level. Such entropy $S_q$ is based on the notion of $q$-exponential and presents properties not shared by other available alternative generalizations of $S_{BG}$. The thermodynamics proposed in this way is generically {\it nonextensive} in a sense that will be qualified. The present framework seems to describe quite well a vast class of natural and artificial systems which are not ergodic nor close to it. The a priori calculation of $q$ is necessary to complete the theory and we present some models where this has already been achieved.

cond-mat.stat-mech↗

arXiv2003

Risk aversion in financial decisions: A nonextensive approach

The sensitivity to risk that most people (hence, financial operators) feel affects the dynamics of financial transactions. Here we present an approach to this problem based on a current generalization of Boltzmann-Gibbs statistical mechanics.

cond-mat.stat-mech↗

arXiv2003

Nonextensive statistical mechanics: A brief introduction

Boltzmann-Gibbs statistical mechanics is based on the entropy $S_{BG}=-k \sum_{i=1}^W p_i \ln p_i$. It enables a successful thermal approach of ubiquitous systems, such as those involving short-range interactions, markovian processes, and, generally speaking, those systems whose dynamical occupancy of phase space tends to be ergodic. For systems whose microscopic dynamics is more complex, it is natural to expect that the dynamical occupancy of phase space will have a less trivial structure, for example a (multi)fractal or hierarchical geometry. The question naturally arises whether it is possible to study such systems with concepts and methods similar to those of standard statistical mechanics. The answer appears to be {\it yes} for ubiquitous systems, but the concept of entropy needs to be adequately generalized. Some classes of such systems can be satisfactorily approached with the entropy $S_q=k\frac{1-\sum_{i=1}^W p_i^q}{q-1}$ (with $q \in \cal R$, and $S_1 =S_{BG}$). This theory is sometimes referred in the literature as {\it nonextensive statistical mechanics}. We provide here a brief introduction to the formalism, its dynamical foundations, and some illustrative applications. In addition to these, we illustrate with a few examples the concept of {\it stability} (or {\it experimental robustness}) introduced by B. Lesche in 1982 and recently revisited by S. Abe.

cond-mat.stat-mech↗

arXiv2003

On the Emergence of Nonextensivity at the Edge of Quantum Chaos

We explore the border between regular and chaotic quantum dynamics, characterized by a power law decrease in the overlap between a state evolved under chaotic dynamics and the same state evolved under a slightly perturbed dynamics. This region corresponds to the edge of chaos for the classical map from which the quantum chaotic dynamics is derived and can be characterized via nonextensive entropy concepts.

quant-ph↗

arXiv2003

Zeroth principle of thermodynamics in aging quasistationary states

We show that the zeroth principle of thermodynamics applies to aging quasistationary states of long-range interacting $N$-body Hamiltonian systems. We also discuss the measurability of the temperature in these out-of-equilibrium states using a {\it short-range} interacting thermometer. As many connections are already established between such quasistationary states and nonextensive statistical mechanics, our results are the first evidence that such basic concepts apply to systems that the nonextensive formalism aims to describe.

cond-mat.stat-mech↗

arXiv2003

Comment on "Critique of q-entropy for thermal statistics" by M. Nauenberg

It was recently published by M. Nauenberg [1] a quite long list of objections about the physical validity for thermal statistics of the theory sometimes referred to in the literature as {\it nonextensive statistical mechanics}. This generalization of Boltzmann-Gibbs (BG) statistical mechanics is based on the following expression for the entropy: S_q= k\frac{1- \sum_{i=1}^Wp_i^q}{q-1} (q \in {\cal R}; S_1=S_{BG} \equiv -k\sum_{i=1}^W p_i \ln p_i) . The author of [1] already presented orally the essence of his arguments in 1993 during a scientific meeting in Buenos Aires. I am replying now simultaneously to the just cited paper, as well as to the 1993 objections (essentially, the violation of "fundamental thermodynamic concepts", as stated in the Abstract of [1]).

cond-mat.stat-mech↗

arXiv2003

Nonextensive statistical mechanics: Some links with astronomical phenomena

A variety of astronomical phenomena appear to not satisfy the ergodic hypothesis in the relevant stationary state, if any. As such, there is no reason for expecting the applicability of Boltzmann-Gibbs (BG) statistical mechanics. Some of these phenomena appear to follow, instead, nonextensive statistical mechanics. In the same manner that the BG formalism is based on the entropy $S_{BG}=-k \sum_i p_i \ln p_i$, the nonextensive one is based on the form $S_q=k(1-\sum_ip_i^q)/(q-1)$ (with $S_1=S_{BG}$). The stationary states of the former are characterized by an {\it exponential} dependence on the energy, whereas those of the latter are characterized by an (asymptotic) {\it power-law}. A brief review of this theory is given here, as well as of some of its applications, such as the solar neutrino problem, polytropic self-gravitating systems, galactic peculiar velocities, cosmic rays and some cosmological aspects. In addition to these, an analogy with the Keplerian elliptic orbits {\it versus} the Ptolemaic epicycles is developed, where we show that optimizing $S_q$ with a few constraints is equivalent to optimizing $S_{BG}$ with an infinite number of constraints.

cond-mat.stat-mech↗