arXiv subjects

Eli Barkai

Publications and source records attributed to Eli Barkai.

At least 55 records · Page 3Linked to original sources

arXiv2022

Infinite ergodic theory for three heterogeneous stochastic models with application to subrecoil laser cooling

We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and the other is a mean-field-like approximation of the exponential model (the deterministic model). All the models show an accumulation of the momentum at zero in the long-time limit, and a formal steady state cannot be normalized, i.e., there exists an infinite invariant density. We obtain the exact form of the infinite invariant density and the scaling function for the exponential and deterministic models and devise a useful approximation for the momentum distribution in the HRW model. While the models are kinetically non-identical, it is natural to wonder whether their ergodic properties share common traits, given that they are all described by an infinite invariant density. We show that the answer to this question depends on the type of observable under study. If the observable is integrable, the ergodic properties such as the statistical behavior of the time averages are universal as they are described by the Darling-Kac theorem. In contrast, for non-integrable observables, the models in general exhibit non-identical statistical laws. This implies that focusing on non-integrable observables, we discover non-universal features of the cooling process, that hopefully can lead to a better understanding of the particular model most suitable for a statistical description of the process. This result is expected to hold true for many other systems, beyond laser cooling.

cond-mat.stat-mech↗

arXiv2022

Large deviations for continuous time random walks

Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the widely applicable continuous time random walk model and obtain the large deviation description of the propagator. Under mild conditions that the microscopic jump lengths distribution is decaying exponentially or faster i.e. Lévy like power law distributed jump lengths are excluded, and that the distribution of the waiting times is analytical for short waiting times, the spreading of particles follows an exponential decay at large distances, with a logarithmic correction. Here we show how anti-bunching of jump events reduces the effect, while bunching and intermittency enhances it. We employ exact solutions of the continuous time random walk model to test the large deviation theory.

cond-mat.stat-mech↗

arXiv2022

Aging power spectrum of membrane protein transport and other subordinated random walks

Single-particle tracking offers detailed information about the motion of molecules in complex environments such as those encountered in live cells, but the interpretation of experimental data is challenging. One of the most powerful tools in the characterization of random processes is the power spectral density. However, because anomalous diffusion processes in complex systems are usually not stationary, the traditional Wiener-Khinchin theorem for the analysis of power spectral densities is invalid. Here, we employ a recently developed tool named aging Wiener-Khinchin theorem to derive the power spectral density of fractional Brownian motion coexisting with a scalefree continuous time random walk, the two most typical anomalous diffusion processes. Using this analysis, we characterize the motion of voltage-gated sodium channels on the surface of hippocampal neurons. Our results show aging where the power spectral density can either increase or decrease with observation time depending on the specific parameters of both underlying processes.

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arXiv2021

Generalized equipartition for nonlinear multiplicative Langevin dynamics: application to laser-cooled atoms

The virial theorem, and the equipartition theorem in the case of quadratic degrees of freedom, are handy constraints on the statistics of equilibrium systems. Their violation is instrumental in determining how far from equilibrium a driven system might be. We extend the virial theorem to nonequilibrium conditions for Langevin dynamics with nonlinear friction and multiplicative noise. In particular, we generalize the equipartition theorem for confined laser-cooled atoms in the semi-classical regime. The resulting relation between the lowest moments of the atom position and velocity allows to measure in experiments how dissipative the cooling mechanism is. Moreover, its violation can reveal the departure from a strictly harmonic confinement or from the semi-classical regime.

cond-mat.stat-mech↗

arXiv2021

Gas of sub-recoiled laser cooled atoms described by infinite ergodic theory

The velocity distribution of a classical gas of atoms in thermal equilibrium is the normal Maxwell distribution. It is well known that for sub-recoiled laser cooled atoms Lévy statistics and deviations from usual ergodic behaviour come into play. Here we show how tools from infinite ergodic theory describe the cool gas. Specifically, we derive the scaling function and the infinite invariant density of a stochastic model for the momentum of laser cooled atoms using two approaches. The first is a direct analysis of the master equation and the second following the analysis of Bertin and Bardou using the lifetime dynamics. The two methods are shown to be identical, but yield different insights into the problem. In the main part of the paper we focus on the case where the laser trapping is strong, namely the rate of escape from the velocity trap is $R(v) \propto |v|^α$ for $v \to 0$ and $α>1$. We construct a machinery to investigate the time averages of physical observables and their relation to ensemble averages. The time averages are given in terms of functionals of the individual stochastic paths, and here we use a generalisation of Lévy walks to investigate the ergodic properties of the system. Exploring the energy of the system, we show that when $α=3$ it exhibits a transition between phases where it is either an integrable or non integrable observable, with respect to the infinite invariant measure. This transition corresponds to very different properties of the mean energy, and to a discontinuous behaviour of the fluctuations. Since previous experimental work showed that both $α=2$ and $α=4$ are attainable we believe that both phases could be explored also experimentally.

cond-mat.stat-mech↗

arXiv2021

Discrete sampling of correlated random variables modifies the long-time behavior of their extreme value statistics

We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those originating from its equilibrium measure, composed of independent and identically distributed Gaussian random variables. Here, we first focus on the discretely sampled Ornstein-Uhlenbeck process, which interpolates between these two limits. We show that in the limit of large times, its extreme values converge to those of the equilibrium distribution, instead of those of the continuously sampled process. This finding folds for any positive sampling interval, with an abrupt transition at zero. We then analyze the Langevin equation for any force that gives rise to a stable equilibrium distribution. For forces which asymptotically grow with the distance from the equilibrium point, the above conclusion continues to hold, and the extreme values for large times correspond to those of independent variables drawn from the equilibrium distribution. However, for forces which asymptotically decay to zero with the distance, the discretely sampled extreme value statistics at large times approach those of the continuously sampled process.

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arXiv2021

Accurately approximating extreme value statistics

We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by the Fisher-Tippett-Gnedenko theorem, which states that the distribution of maxima converges to one out of three limiting forms. Among these is the Gumbel distribution, for which the convergence rate with $N$ is of a logarithmic nature. Here, we present a theory that allows one to use the Gumbel limit to accurately approximate the exact extreme value distribution. We do so by representing the scale and width parameters as power series, and by a transformation of the underlying distribution. We consider functional corrections to the Gumbel limit as well, showing they are obtainable via Taylor expansion. Our method also improves the description of large deviations from the mean extreme value. Additionally, it helps to characterize the extreme value statistics when the underlying distribution is unknown, for example when fitting experimental data.

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arXiv2021

Big jump principle for heavy-tailed random walks with correlated increments

The big jump principle explains the emergence of extreme events for physical quantities modelled by a sum of independent and identically distributed random variables which are heavy-tailed. Extreme events are large values of the sum and they are solely dominated by the largest summand called the big jump. Recently, the principle was introduced into physical sciences where systems usually exhibit correlations. Here, we study the principle for a random walk with correlated increments. Examples are the autoregressive model of first order and the discretized Ornstein-Uhlenbeck process both with heavy-tailed noise. The correlation leads to the dependence of large values of the sum not only on the big jump but also on the following increments. We describe this behaviour by two big jump principles, namely unconditioned and conditioned on the step number when the big jump occurs. The unconditional big jump principle is described by a correlation dependent shift between the sum and maximum distribution tails. For the conditional big jump principle, the shift depends also on the step number of the big jump.

cond-mat.stat-mech↗

arXiv2021

Driving quantum systems with repeated conditional measurements

We investigate the effect of conditional null measurements on a quantum system and find a rich variety of behaviors. Specifically, quantum dynamics with a time independent $H$ in a finite dimensional Hilbert space are considered with repeated strong null measurements of a specified state. We discuss four generic behaviors that emerge in these monitored systems. The first arises in systems without symmetry, along with their associated degeneracies in the energy spectrum, and hence in the absence of dark states as well. In this case, a unique final state can be found which is determined by the largest eigenvalue of the survival operator, the non-unitary operator encoding both the unitary evolution between measurements and the measurement itself. For a three-level system, this is similar to the well known shelving effect. Secondly, for systems with built-in symmetry and correspondingly a degenerate energy spectrum, the null measurements dynamically select the degenerate energy levels, while the non-degenerate levels are effectively wiped out. Thirdly, in the absence of dark states, and for specific choices of parameters, two or more eigenvalues of the survival operator match in magnitude, and this leads to an oscillatory behavior controlled by the measurement rate and not solely by the energy levels. Finally, when the control parameters are tuned, such that the eigenvalues of the survival operator all coalesce to zero, one has exceptional points that corresponds to situations that violate the null measurement condition, making the conditional measurement process impossible.

quant-ph↗

arXiv2021

Transitions in the ergodicity of subrecoil-laser-cooled gases

With subrecoil-laser-cooled atoms one may reach nano-Kelvin temperatures while the ergodic properties of these systems do not follow usual statistical laws. Instead, due to an ingenious trapping mechanism in momentum space, power-law-distributed sojourn times are found for the cooled particles. Here, we show how this gives rise to a statistical-mechanical framework based on infinite ergodic theory, which replaces ordinary ergodic statistical physics of a thermal gas of atoms. In particular, the energy of the system exhibits a sharp discontinuous transition in its ergodic properties. Physically this is controlled by the fluorescence rate, but more profoundly it is a manifestation of a transition for any observable, from being an integrable to becoming a non-integrable observable, with respect to the infinite (non-normalised) invariant density.

cond-mat.stat-mech↗

arXiv2021

Uncertainty relation between detection probability and energy fluctuations

A classical random walker starting on a node of a finite graph will always reach any other node since the search is ergodic, namely it is fully exploring space, hence the arrival probability is unity. For quantum walks, destructive interference may induce effectively non-ergodic features in such search processes. Under repeated projective local measurements, made on a target state, the final detection of the system is not guaranteed since the Hilbert space is split into a bright subspace and an orthogonal dark one. Using this we find an uncertainty relation for the deviations of the detection probability from its classical counterpart, in terms of the energy fluctuations.

quant-ph↗

arXiv2021

Non-normalizable quasi-equilibrium solution of the Fokker-Planck equation for nonconfining fields

We investigate the overdamped Langevin motion for particles in a potential well that is asymptotically flat. When the potential well is deep compared to temperature, physical observables like the mean square displacement are essentially time-independent over a long time interval, the stagnation epoch. However the standard Boltzmann-Gibbs (BG) distribution is non-normalizable, given that the usual partition function is divergent. For this regime, we have previously shown that a regularization of BG statistics allows the prediction of the values of dynamical and thermodynamical observables in the non-normalizable quasi-equilibrium state. In this work, based on the eigenfunction expansion of the time-dependent solution of the associated Fokker-Planck equation with free boundary conditions, we obtain an approximate time-independent solution of the BG form, valid for times which are long, but still short compared to the exponentially large escape time. The escaped particles follow a general free-particle statistics, where the solution is a an error function, shifted due to the initial struggle to overcome the potential well. With the eigenfunction solution of the Fokker-Planck equation in hand, we show the validity of the regularized BG statistics and how it perfectly describes the time-independent regime though the quasi-stationary state is non-normalizable.

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arXiv2020

The first detection time of a quantum state under random probing

We solve for the statistics of the first detection of a quantum system in a particular desired state, when the system is subject to a projective measurement at independent identically distributed random time intervals. We present formulas for the probability of detection in the $n$th attempt. We calculate as well the mean and mean square both of the number of the first successful detection attempt and the time till first detection. We present explicit results for a particle initially localized at a site on a ring of size $L$, probed at some arbitrary given site, in the case when the detection intervals are distributed exponentially. We prove that, for all interval distributions and finite-dimensional Hamiltonians, the mean detection time is equal to the mean attempt number times the mean time interval between attempts. We further prove that for the return problem when the initial and target state are identical, the total detection probability is unity and the mean attempts till detection is an integer, which is the size of the Hilbert space (symmetrized about the target state). We study an interpolation between the fixed time interval case to an exponential distribution of time intervals via the Gamma distribution with constant mean and varying width. The mean arrival time as a function of the mean interval changes qualitatively as we tune the inter-arrival time distribution from very narrow (delta peaked) to exponential, as resonances are wiped out by the randomness of the sampling.

quant-ph↗

arXiv2020

Fractional advection-diffusion-asymmetry equation

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems. Motivated by work on contaminant spreading in geological formations we propose and investigate a fractional advection-diffusion equation describing the biased spreading packet. While usual transport is described by diffusion and drift, we find a third term describing symmetry breaking which is omnipresent for transport in disordered systems. Our work is based on continuous time random walks with a finite mean waiting time and a diverging variance, a case that on the one hand is very common and on the other was missing in the kaleidoscope literature of fractional equations. The fractional space derivatives stem from long trapping times while previously they were interpreted as a consequence of spatial L{é}vy flights.

cond-mat.stat-mech↗

arXiv2020

Large deviations of the ballistic Lévy walk model

We study the ballistic Lévy walk stemming from an infinite mean traveling time between collision events. Our study focuses on the density of spreading particles all starting from a common origin, which is limited by a `light' cone $-v_0 t<x<v_0 t$. In particular we study this density close to its maximum in the vicinity of the `light' cone. The spreading density follows the Lamperti-arcsine law describing typical fluctuations far from the `light' cone. However this law blows up in the vicinity of the `light' cone horizon which is nonphysical, in the sense that any finite time observation will never diverge. We claim that one can find two laws for the spatial density, the first one is the mentioned Lamperti-arcsine law describing the central part of the distribution and the second is an infinite density illustrating the dynamics for large $x$. We identify the relationship between a large position and the longest traveling time describing the single big jump principle. From the renewal theory we find that the distribution of rare events of the position is related to the derivative of the average of the number of renewals at a short `time' using a rate formalism.

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arXiv2020

Extreme value theory for constrained physical systems

We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the distribution of the extreme value exhibits a non-analytical point in the middle of the support. We expose exact relationships between constrained extreme value theory and well-known quantities of the underlying stochastic dynamics, all valid beyond the midpoint in generality, i.e. even far from the thermodynamic limit. For example for renewal processes, the distribution of the maximum time between two renewal events is exactly related to the mean number of these events. In the thermodynamic limit, we show how our theory is suitable to describe typical and rare events which deviate from classical extreme value theory. For example for the renewal process, we unravel dual scaling of the extreme value distribution, pointing out two types of limiting laws: a normalisable scaling function for the typical statistics and a non-normalised state describing the rare events.

cond-mat.stat-mech↗

arXiv2020

Dark states of quantum search cause imperfect detection

We consider a quantum walk where a detector repeatedly probes the system with fixed rate $1/τ$ until the walker is detected. This is a quantum version of the first-passage problem. We focus on the total probability, $P_{\mathrm{det}}$, that the particle is eventually detected in some target state, for example on a node $r_{\mathrm{d}}$ on a graph, after an arbitrary number of detection attempts. Analyzing the dark and bright states for finite graphs, and more generally for systems with a discrete spectrum, we provide an explicit formula for $P_{\mathrm{det}}$ in terms of the energy eigenstates which is generically $τ$ independent. We find that disorder in the underlying Hamiltonian renders perfect detection: $P_{\mathrm{det}}=1$, and then expose the role of symmetry with respect to sub-optimal detection. Specifically, we give a simple upper bound for $P_{\mathrm{det}}$ that is controlled by the number of equivalent (with respect to the detection) states in the system. We also extend our results to infinite systems, for example the detection probability of a quantum walk on a line, which is $τ$-dependent and less than half, well below Polya's optimal detection for a classical random walk.

quant-ph↗

arXiv2020

Quantization of the mean decay time for non-Hermitian quantum systems

We show that the mean time, which a quantum particle needs to escape from a system to the environment, is quantized and independent from most dynamical details of the system. In particular, we consider a quantum system with a general Hermitian Hamiltonian $\hat{H}$ and one decay channel, through which probability dissipates to the environment with rate $Γ$. When the system is initially prepared exactly in the decay state, the mean decay time $\langle T \rangle$ is quantized and equal to $w/(2Γ)$. $w$ is the number of distinct energy levels, i.e. eigenvalues of $\hat{H}$, that have overlap with the decay state, and is also the winding number of a transform of the resolvent in the complex plane. Apart from the integer $w$, $\langle T \rangle$ is completely independent of the system's dynamics. The complete decay time distribution can be obtained from an electrostatic analogy and features rare events of very large dissipation times for parameter choices close to critical points, where $w$ changes, e.g. when a degeneracy is lifted. Experiments of insufficient observation time may thus measure a too small value of $w$. We discuss our findings in a disordered tight-binding model and in the two-level atom in a continuous-wave field.

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