SearcharxivSearch

arXiv subjects

Giovani L. Vasconcelos

Publications and source records attributed to Giovani L. Vasconcelos.

At least 19 recordsLinked to original sources

Tunneling in double-well potentials within Nelson's stochastic mechanics: Application to ammonia inversion

Nelson's stochastic mechanics formulates quantum dynamics as a real-time conservative diffusion process in which a particle undergoes Brownian-like motion with a fluctuation amplitude fixed by Planck's constant. While being mathematically equivalent to the Schrödinger formulation, this approach provides an alternative dynamical framework that enables the study of time-resolved quantities that are not straightforwardly defined within the standard operator-based approach. In the present work, Nelson's stochastic mechanics is employed to investigate tunneling-time statistics for bound states in double-well potentials. Using first-passage time theory within this framework, both the mean tunneling time, $\barτ$, and the full probability distribution, $p(τ)$, are computed. The theoretical predictions are validated through extensive numerical simulations of stochastic trajectories for two representative potentials. For the square double-well potential, analytical expressions for $\barτ$ are derived and are shown to be in excellent agreement with simulations. In the high-barrier limit, the results reveal a direct relation between the stochastic-mechanical and quantum-mechanical tunneling times, expressed as $τ_{\mathrm{QM}} = (π/2)\barτ$, where $τ_{\mathrm{QM}}$ corresponds to half the oscillation period of the probability of finding the particle in either well. This relation is further confirmed for generic double-well systems through a WKB analysis. As a concrete application, the inversion dynamics of the ammonia molecule is analyzed, yielding an inversion frequency of approximately 24 GHz, in close agreement with experimental observations. These results highlight the potential of stochastic mechanics as a conceptually coherent and quantitatively consistent framework for analyzing tunneling phenomena in quantum systems.

quant-ph

Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation matrices in multivariate financial data by considering an informational cascade modeled as a hierarchical structure akin to the Kolmogorov statistical theory of turbulence. Our approach extends the Marchenko-Pastur distribution to account for distinct characteristic scales, capturing a larger fraction of data variance, and challenging the traditional view of noise-dressed financial markets. We conjecture that the effectiveness of our method stems from the increased complexity in financial markets, reflected by new characteristic scales and the growth of computational trading. These findings not only support the turbulent market hypothesis as a source of noise but also provide a practical framework for noise reduction in empirical correlation matrices, enhancing the inference of true market correlations between assets.

q-fin.ST

Matrix H-theory approach to stock market fluctuations

We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint distribution of the multiple variables (the measured signal) as a compound of a large-scale multivariate distribution with the distribution of a slowly fluctuating background. The background is characterized by a hierarchical stochastic evolution of internal degrees of freedom, representing the correlations between stocks at different time scales. As in its univariate version, the matrix H-theory formalism also has two universality classes: Wishart and inverse Wishart, enabling a concise description of both the background and the signal probability distributions in terms of Meijer G-functions with matrix argument. Empirical analysis of daily returns of stocks within the S&P500 demonstrates the effectiveness of matrix H theory in describing fluctuations in stock markets. These findings contribute to a deeper understanding of multivariate hierarchical processes and offer potential for developing more informed portfolio strategies in financial markets.

q-fin.ST

Bubble dynamics in a Hele-Shaw channel and velocity selection without surface tension

Inviscid bubble dynamics in a viscous fluid, moving with velocity $V$ far from the bubble, is considered. The Cauchy problem of recovering the bubble evolution from its initial shape is completely solved without surface tension. The well-posed (after a Tikhonov regularization) dynamical system provides an extensive list of unsteady closed form solutions due to integrability. A new (rational) class of solutions is obtained and added to the logarithmic class found earlier (Phys. Rev. E 89, 061003(R), 2014). The only attractor selects the observable bubble shape and velocity $U = 2V$ from the continuum of possible solutions. The attractor is asymptotically stable. Numerical results illustrate the most salient aspects of the bubble dynamics.

physics.flu-dyn

Multiple bubble dynamics and velocity selection in Laplacian growth without surface tension

A new selection phenomenon in nonlinear interface dynamics is predicted. A generic class of exact regular unsteady multi-bubble solutions in a Hele-Shaw cell is presented. These solutions show that the case where the asymptotic bubble velocity, $U$, is twice greater than the velocity, $V$, of the uniform background flow, i.e., $U = 2V$, is the only attractor of the dynamics. Contrary to common belief, the predicted velocity selection requires neither surface tension nor other external regularization.

physics.flu-dyn

Turbulence Hierarchy and Multifractality in the Integer Quantum Hall Transition

We offer a new perspective to the problem of characterizing mesoscopic fluctuations in the inter-plateau region of the integer quantum Hall transition. We found that longitudinal and transverse conductance fluctuations, generated by varying the external magnetic field within a microscopic model, are multifractal and lead to distributions of conductance increments (magnetoconductance) with heavy tails (intermittency) and signatures of a hierarchical structure (a cascade) in the corresponding stochastic process, akin to Kolmogorov's theory of fluid turbulence. We confirm this picture by interpreting the stochastic process of the conductance increments in the framework of H-theory, which is a continuous-time stochastic approach that incorporates the basic features of Kolmogorov's theory. The multifractal analysis of the conductance "time series," combined with the H-theory formalism provides, strong support for the overall characterization of mesoscopic fluctuations in the quantum Hall transition as a multifractal stochastic phenomenon with multiscale hierarchy, intermittency, and cascade effects.

cond-mat.mes-hall

Multiple bubbles and fingers in a Hele-Shaw channel: complete set of steady solutions

Analytical solutions for both a finite assembly and a periodic array of bubbles steadily moving in a Hele-Shaw channel are presented. The particular case of multiple fingers penetrating into the channel and moving jointly with an assembly of bubbles is also analysed. The solutions are given by a conformal mapping from a multiply connected circular domain in an auxiliary complex plane to the fluid region exterior to the bubbles. In all cases the desired mapping is written explicitly in terms of certain special transcendental functions, known as the secondary Schottky-Klein prime functions. Taken together, the solutions reported here represent the complete set of solutions for steady bubbles and fingers in a horizontal Hele-Shaw channel when surface tension is neglected. All previous solutions under these assumptions are particular cases of the general solutions reported here. Other possible applications of the formalism described here are also discussed.

physics.flu-dyn

Turbulence Hierarchy in a Random Fibre Laser

Turbulence is a challenging feature common to a wide range of complex phenomena. Random fibre lasers are a special class of lasers in which the feedback arises from multiple scattering in a one-dimensional disordered cavity-less medium. Here, we report on statistical signatures of turbulence in the distribution of intensity fluctuations in a continuous-wave-pumped erbium-based random fibre laser, with random Bragg grating scatterers. The distribution of intensity fluctuations in an extensive data set exhibits three qualitatively distinct behaviours: a Gaussian regime below threshold, a mixture of two distributions with exponentially decaying tails near the threshold, and a mixture of distributions with stretched-exponential tails above threshold. All distributions are well described by a hierarchical stochastic model that incorporates Kolmogorov's theory of turbulence, which includes energy cascade and the intermittence phenomenon. Our findings have implications for explaining the remarkably challenging turbulent behaviour in photonics, using a random fibre laser as the experimental platform.

physics.optics

A maximum entropy approach to H-theory: Statistical mechanics of hierarchical systems

A novel formalism, called H-theory, is applied to the problem of statistical equilibrium of a hierarchical complex system with multiple time and length scales. In this approach, the system is formally treated as being composed of a small subsystem---representing the region where the measurements are made---in contact with a set of `nested heat reservoirs' corresponding to the hierarchical structure of the system. The probability distribution function (pdf) of the fluctuating temperatures at each reservoir, conditioned on the temperature of the reservoir above it, is determined from a maximum entropy principle subject to appropriate constraints that describe the thermal equilibrium properties of the system. The marginal temperature distribution of the innermost reservoir is obtained by integrating over the conditional distributions of all larger scales, and the resulting pdf is written in analytical form in terms of certain special transcendental functions, known as the Fox $H$-functions. The distribution of states of the small subsystem is then computed by averaging the quasi-equilibrium Boltzmann distribution over the temperature of the innermost reservoir. This distribution can also be written in terms of $H$-functions. The general family of distributions reported here recovers, as particular cases, the stationary distributions recently obtained by Macêdo {\it et al.} [Phys.~Rev.~E {\bf 95}, 032315 (2017)] from a stochastic dynamical approach to the problem.

cond-mat.stat-mech

Exact solutions for a periodic assembly of bubbles in a Hele-Shaw channel

Exact solutions are reported for a periodic assembly of bubbles steadily co-travelling in a Hele-Shaw channel. The solutions are obtained as conformal mappings from a multiply connected circular domain in an auxiliary complex plane to the flow region in a period cell. The conformal mappings are constructed using the generalized Schwarz-Christoffel formula for multiply connected polygonal domains in terms of products of Schottky-Klein prime functions. It is shown that previous solutions for multiple steady bubbles in a Hele-Shaw cell are all particular cases of the solutions described herein. Examples of specific bubble configurations are discussed.

physics.flu-dyn

Generalization of the Schwarz-Christoffel mapping to multiply connected polygonal domains

A generalization of the Schwarz-Christoffel mapping to multiply connected polygonal domains is obtained by making a combined use of two preimage domains, namely, a rectilinear slit domain and a bounded circular domain. The conformal mapping from the circular domain to the polygonal region is written as an indefinite integral whose integrand consists of a product of powers of the Schottky-Klein prime functions, which is the same irrespective of the preimage slit domain, and a prefactor function that depends on the choice of the rectilinear slit domain. A detailed derivation of the mapping formula is given for the case where the preimage slit domain is the upper half-plane with radial slits. Representation formulae for other canonical slit domains are also obtained but they are more cumbersome in that the prefactor function contains arbitrary parameters in the interior of the circular domain.

math-ph

Multiple steadily translating bubbles in a Hele-Shaw channel

Analytical solutions are constructed for an assembly of any finite number of bubbles in steady motion in a Hele-Shaw channel. The solutions are given in the form of a conformal mapping from a bounded multiply connected circular domain to the flow region exterior to the bubbles. The mapping is written as the sum of two analytic functions---corresponding to the complex potentials in the laboratory and co-moving frames---that map the circular domain onto respective degenerate polygonal domains. These functions are obtained using the generalised Schwarz-Christoffel formula for multiply connected domains in terms of the Schottky-Klein prime function. Our solutions are very general in that no symmetry assumption concerning the geometrical disposition of the bubbles is made. Several examples for various bubble configurations are discussed.

physics.flu-dyn

Critical Line of the O($N$) Loop Model on the Square Lattice

An efficient algorithm is presented to simulate the O(N) loop model on the square lattice for arbitrary values of $N>0$. The scheme combines the worm algorithm with a new data structure to resolve both the problem of loop crossings and the necessity of counting the number of loops at each Monte Carlo update. With the use of this scheme, the line of critical points (and other properties) of the O($N$) model on the square lattice for $0<N\le 2$ have been determined.

cond-mat.stat-mech

Selection of the Taylor-Saffman Bubble does not Require Surface Tension

A new general class of exact solutions is presented for the time evolution of a bubble of arbitrary initial shape in a Hele-Shaw cell when surface tension effects are neglected. These solutions are obtained by conformal mapping the viscous flow domain to an annulus in an auxiliary complex-plane. It is then demonstrated that the only stable fixed point (attractor) of the non-singular bubble dynamics corresponds precisely to the selected pattern. This thus shows that, contrary to the established theory, bubble selection in a Hele-Shaw cell does not require surface tension. The solutions reported here significantly extend previous results for a simply-connected geometry (finger) to a doubly-connected one (bubble). We conjecture that the same selection rule without surface tension holds for Hele-Shaw flows of arbitrary connectivity. We also believe that this mechanism can be found in other, similarly described, selection problems.

nlin.PS

Stream of asymmetric bubbles in a Hele-Shaw channel

Exact solutions are reported for a stream of asymmetric bubbles steadily moving in a Hele-Shaw channel. From the periodicity along the streamwise direction, the flow region is reduced to a rectangular unit cell containing one bubble, which is conformally mapped to an annulus in an auxiliary complex plane. Analytic expressions for the bubble shape as well as for the velocity field are obtained in terms of the generalized Schwarz-Christoffel formula for doubly connected domains.

physics.flu-dyn

Multicanonical distribution: Statistical equilibrium of multiscale systems

A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs" with fluctuating "temperatures." The probability distribution of states at small scales is written as an appropriate averaging of the large-scale distribution (the Boltzmann-Gibbs distribution) over these effective internal degrees of freedom. For a large class of systems the multicanonical distribution is given explicitly in terms of generalized hypergeometric functions. As a concrete example, it is shown that generalized hypergeometric distributions describe remarkably well the statistics of acceleration measurements in Lagrangian turbulence.

cond-mat.stat-mech

Interface growth in the channel geometry and tripolar Loewner evolutions

A class of Laplacian growth models in the channel geometry is studied using the formalism of tripolar Loewner evolutions, in which three points, namely, the channel corners and infinity, are kept fixed. Initially, the problem of fingered growth, where growth takes place only at the tips of slit-like fingers, is revisited and a class of exact exact solutions of the corresponding Loewner equation is presented for the case of stationary driving functions. A model for interface growth is then formulated in terms of a generalized tripolar Loewner equation and several examples are presented, including interfaces with multiple tips as well as multiple growing interfaces. The model exhibits interesting dynamical features, such as tip and finger competition.

cond-mat.stat-mech

Stochastic Dynamical Model of Intermittency in Fully Developed Turbulence

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution of velocity increments is calculated explicitly and expressed in terms of generalized hypergeometric functions of the type ${_n}F_0$, which exhibit power-law tails. The model predictions are found to be in good agreement with experiments on a low temperature gaseous helium jet. It is argued that distributions based on the functions ${_n}F_0$ might be relevant also for other physical systems with multiscale dynamics.

physics.flu-dyn