arXiv subjects

Duccio Fanelli

Publications and source records attributed to Duccio Fanelli.

At least 109 records · Page 6Linked to original sources

arXiv2014

Optimal search strategies on complex networks

Complex networks are ubiquitous in nature and play a role of paramount importance in many contexts. Internet and the cyberworld, which permeate our everyday life, are self-organized hierarchical graphs. Urban traffic flows on intricate road networks, which impact both transportation design and epidemic control. In the brain, neurons are cabled through heterogeneous connections, which support the propagation of electric signals. In all these cases, the true challenge is to unveil the mechanisms through which specific dynamical features are modulated by the underlying topology of the network. Here, we consider agents randomly hopping along the links of a graph, with the additional possibility of performing long-range hops to randomly chosen disconnected nodes with a given probability. We show that an optimal combination of the two jump rules exists that maximises the efficiency of target search, the optimum reflecting the topology of the network.

physics.soc-ph↗

arXiv2014

Turing patterns in multiplex networks

The theory of patterns formation for a reaction-diffusion system defined on a multiplex is developed by means of a perturbative approach. The intra-layer diffusion constants act as small parameter in the expansion and the unperturbed state coincides with the limiting setting where the multiplex layers are decoupled. The interaction between adjacent layers can seed the instability of an homogeneous fixed point, yielding self-organized patterns which are instead impeded in the limit of decoupled layers. Patterns on individual layers can also fade away due to cross-talking between layers. Analytical results are compared to direct simulations.

cond-mat.stat-mech↗

arXiv2014

The theory of individual based discrete-time processes

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are hence intrinsic to the system and can induce qualitative changes to the dynamics predicted from the deterministic map. From the Chapman-Kolmogorov equation for the discrete-time Markov process, we derive the analogues of the Fokker-Planck equation and the Langevin equation, which are routinely employed for continuous time processes. In particular, a stochastic difference equation is derived which accurately reproduces the results found from the Markov chain model. Stochastic corrections to the deterministic map can be quantified by linearizing the fluctuations around the attractor of the map. The proposed scheme is tested on stochastic models which have the logistic and Ricker maps as their deterministic limits.

cond-mat.stat-mech↗

arXiv2014

Diffusion of tagged particles in a crowded medium

The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability distribution function of the tagged particles obeys to a nonlinear Fokker-Planck equation, where the drift and diffusion terms are determined self-consistently by the concentration of crowders in the medium. Transient sub-diffusive or super-diffusive behaviours are observed, depending on the selected initial conditions, that bridge normal diffusion regimes characterized by different diffusion coefficients. These anomalous crossovers originate from the microscopic competition for space and reflect the peculiar form of the non-homogeneous advection term in the governing Fokker-Planck equation. Our results strongly warn against the overly simplistic identification of crowding with anomalous transport {\em tout court}.

cond-mat.stat-mech↗

arXiv2014

Topology-driven instabilities: the theory of pattern formation on directed networks

The theory of pattern formation in reaction-diffusion systems is extended to the case of a directed network. Due to the structure of the network Laplacian of the scrutinised system, the dispersion relation has both real and imaginary parts, at variance with the conventional case for a symmetric network. It is found that the homogeneous fixed point can become unstable due to the topology of the network, resulting in a new class of instabilities which cannot be induced on undirected graphs. Results from a linear stability analysis allow the instability region to be analytically traced. Numerical simulations show that the instability can lead to travelling waves, or quasi-stationary patterns, depending on the characteristics of the underlying graph. The results presented here could impact on the diverse range of disciplines where directed networks are found, such as neuroscience, computer networks and traffic systems.

nlin.PS↗

arXiv2014

Ensemble Inequivalence in Systems with Wave-Particle Interaction

The classical wave-particle Hamiltonian is considered in its generalized version, where two modes are assumed to interact with the co-evolving charged particles. The equilibrium statistical mechanics solution of the model is worked out analytically, both in the canonical and the microcanonical ensembles. The competition between the two modes is shown to yield ensemble inequivalence, at variance with the standard scenario where just one wave is allowed to develop. As a consequence, both temperature jumps and negative specific heat can show up in the microcanonical ensemble. The relevance of these findings for both plasma physics and Free Electron Laser applications is discussed.

cond-mat.stat-mech↗

arXiv2014

Beam-Plasma Instability and Fast Particles: the Lynden-Bell Approach

The beam-plasma instability, i.e. the response of the plasma bulk to the injection of supra thermal charged-particle beams, results to be appropriately characterized by a long-range interaction system. This physical system hosts a number of very interesting phenomena and, in particular, the emergence of long-lived quasi-stationary states. We characterize the self-consistent distribution functions of such out-of-equilibrium states by means of the Lynden-Bell's theory. The prediction of this theory, based on the statistical mechanics of the Vlasov equation, are checked against the outcomes of numerical simulations of the discrete system. Moreover, a phenomenological study of the effective resonance band for the system response is also addressed. A threshold value has been found in the initial spread of beam-particle momenta. This threshold allows to discriminate between the resonant and non-resonant regimes. The analysis of the thermalization of a few percents of the beam population characterized by large initial momenta (with respect to the main part of the beam itself) is also performed and it confirms and deepens the understanding of the physical meaning of the mentioned threshold.

physics.plasm-ph↗

arXiv2013

Intrinsic noise and discrete-time processes

A general formalism is developed to construct a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are therefore internal to the system and not externally specified. For finite populations an approximate Gaussian scheme is devised to describe the stochastic fluctuations in the non-chaotic regime. More generally, the stochastic dynamics can be captured using a stochastic difference equation, derived through an approximation to the Markov chain. The scheme is demonstrated using the logistic map as a case study.

cond-mat.stat-mech↗

arXiv2013

Persistent random walk with exclusion

Modelling the propagation of a pulse in a dense {\em milieu} poses fundamental challenges at the theoretical and applied levels. To this aim, in this paper we generalize the telegraph equation to non-ideal conditions by extending the concept of persistent random walk to account for spatial exclusion effects. This is achieved by introducing an explicit constraint in the hopping rates, that weights the occupancy of the target sites. We derive the mean-field equations, which display nonlinear terms that are important at high density. We compute the evolution of the mean square displacement (MSD) for pulses belonging to a specific class of spatially symmetric initial conditions. The MSD still displays a transition from ballistic to diffusive behaviour. We derive an analytical formula for the effective velocity of the ballistic stage, which is shown to depend in a nontrivial fashion upon both the density (area) and the shape of the initial pulse. After a density-dependent crossover time, nonlinear terms become negligible and normal diffusive behaviour is recovered at long times.

cond-mat.stat-mech↗

arXiv2013

Stochastic Turing Patterns for systems with one diffusing species

The problem of pattern formation in a generic two species reaction--diffusion model is studied, under the hypothesis that only one species can diffuse. For such a system, the classical Turing instability cannot take place. At variance, by working in the generalized setting of a stochastic formulation to the inspected problem, Turing like patterns can develop, seeded by finite size corrections. General conditions are given for the stochastic Turing patterns to occur. The predictions of the theory are tested for a specific case study.

cond-mat.stat-mech↗

arXiv2013

Nonlinear macroscopic transport equations in many-body systems from microscopic exclusion processes

Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet, often the nature of the constraints coming from many-body interactions or reflecting a complex and confining environment are better understood and modeled at the microscopic level. In this paper we investigate the subtle link between microscopic exclusion processes and the mean-field equations that ensue from them in the continuum limit. We derive a generalized nonlinear advection diffusion equation suitable for describing transport in a inhomogeneous medium in the presence of an external field. Furthermore, taking inspiration from a recently introduced exclusion process involving agents with non-zero size, we introduce a modified diffusion equation appropriate for describing transport in a non-ideal fluid of $d$-dimensional hard spheres. We consider applications of our equations to the problem of diffusion to an absorbing sphere in a non-ideal self-crowded fluid and to the problem of gravitational sedimentation. We show that our formalism allows one to recover known results. Moreover, we introduce the notions of point-like and extended crowding, which specify distinct routes for obtaining macroscopic transport equations from microscopic exclusion processes.

cond-mat.stat-mech↗

arXiv2013

Linear noise approximation for stochastic oscillations of intracellular calcium

A stochastic model of intracellular calcium oscillations is analytically studied. The governing master equation is expanded under the linear noise approximation and a closed prediction for the power spectrum of fluctuations analytically derived. A peak in the obtained power spectrum profile signals the presence of stochastic, noise induced, oscillations which extend also outside the region where a deterministic limit cycle is predicted to occur.

cond-mat.stat-mech↗

arXiv2013

The linear noise approximation for reaction-diffusion systems on networks

Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its deterministic limit. The role of stochastic fluctuations is investigated and shown to drive the emergence of stochastic waves beyond the region of the instability predicted from the deterministic theory. Simulations are performed to test the theoretical results and are analyzed via a generalized Fourier transform algorithm. This transform is defined using the eigenvectors of the discrete Laplacian defined on the network. A peak in the numerical power spectrum of the fluctuations is observed in quantitative agreement with the theoretical predictions.

cond-mat.stat-mech↗

arXiv2012

Multispecies reaction diffusion models and the Turing instability revisited

The Turing instability paradigm is revisited in the context of a multispecies diffusion scheme derived from a self-consistent microscopic formulation. The analysis is developed with reference to the case of two species. These latter share the same spatial reservoir and experience a degree of mutual interference due to the competition for the available resources. Turing instability can set in for all ratios of the main diffusivities, also when the (isolated) activator diffuses faster then the (isolated) inhibitor. This conclusion, at odd with the conventional vision, is here exemplified for the Brusselator model and ultimately stems from having assumed a generalized model of multispecies diffusion, fully anchored to first principles, which also holds under crowded conditions.

physics.bio-ph↗

arXiv2012

Stochastic Turing Patterns on a Network

The process of stochastic Turing instability on a network is discussed for a specific case study, the stochastic Brusselator model. The system is shown to spontaneously differentiate into activator-rich and activator-poor nodes, outside the region of parameters classically deputed to the deterministic Turing instability. This phenomenon, as revealed by direct stochastic simulations, is explained analytically, and eventually traced back to the finite size corrections stemming from the inherent graininess of the scrutinized medium.

cond-mat.stat-mech↗

arXiv2011

Phase transitions of quasistationary states in the Hamiltonian Mean Field model

The out-of-equilibrium dynamics of the Hamiltonian Mean Field (HMF) model is studied in presence of an externally imposed magnetic field h. Lynden-Bell's theory of violent relaxation is revisited and shown to adequately capture the system dynamics, as revealed by direct Vlasov based numerical simulations in the limit of vanishing field. This includes the existence of an out-of-equilibrium phase transition separating magnetized and non magnetized phases. We also monitor the fluctuations in time of the magnetization, which allows us to elaborate on the choice of the correct order parameter when challenging the performance of Lynden-Bell's theory. The presence of the field h removes the phase transition, as it happens at equilibrium. Moreover, regions with negative susceptibility are numerically found to occur, in agreement with the predictions of the theory.

cond-mat.stat-mech↗

arXiv2011

Statistical theory of quasi stationary states beyond the single water-bag case study

An analytical solution for the out-of-equilibrium quasi-stationary states of the paradigmatic Hamiltonian Mean Field (HMF) model can be obtained from a maximum entropy principle. The theory has been so far tested with reference to a specific class of initial condition, the so called (single-level) water-bag type. In this paper a step forward is taken by considering an arbitrary number of overlapping water bags. The theory is benchmarked to direct microcanonical simulations performed for the case of a two-levels water-bag. The comparison is shown to return an excellent agreement.

cond-mat.stat-mech↗

arXiv2011

Analytical study of non Gaussian fluctuations in a stochastic scheme of autocatalytic reactions

A stochastic model of autocatalytic chemical reactions is studied both numerically and analytically. The van Kampen perturbative scheme is implemented, beyond the second order approximation, so to capture the non Gaussianity traits as displayed by the simulations. The method is targeted to the characterization of the third moments of the distribution of fluctuations, originating from a system of four populations in mutual interaction. The theory predictions agree well with the simulations, pointing to the validity of the van Kampen expansion beyond the conventional Gaussian solution.

cond-mat.stat-mech↗