arXiv subjects

J. -P. Bouchaud

Publications and source records attributed to J. -P. Bouchaud.

At least 37 records · Page 2Linked to original sources

arXiv2003

Linear and non linear response in the aging regime of the 1D trap model

We investigate the behaviour of the response function in the one dimensional trap model using scaling arguments that we confirm by numerical simulations. We study the average position of the random walk at time tw+t given that a small bias h is applied at time tw. Several scaling regimes are found, depending on the relative values of t, tw and h. Comparison with the diffusive motion in the absence of bias allows us to show that the fluctuation dissipation relation is, in this case, valid even in the aging regime.

cond-mat.dis-nn↗

arXiv2003

Anisotropy in granular media: classical elasticity and directed force chain network

A general approach is presented for understanding the stress response function in anisotropic granular layers in two dimensions. The formalism accommodates both classical anisotropic elasticity theory and linear theories of anisotropic directed force chain networks. Perhaps surprisingly, two-peak response functions can occur even for classical, anisotropic elastic materials, such as triangular networks of springs with different stiffnesses. In such cases, the peak widths grow linearly with the height of the layer, contrary to the diffusive spreading found in `stress-only' hyperbolic models. In principle, directed force chain networks can exhibit the two-peak, diffusively spreading response function of hyperbolic models, but all models in a particular class studied here are found to be in the elliptic regime.

cond-mat.stat-mech↗

arXiv2002

Statistical Aging and Non Ergodicity in the Fluorescence of Single Nanocrystals

The relation between single particle and ensemble measurements is adressed for semiconductor CdSe nanocrystals. We record their fluorescence at the single molecule level and analyse their emission intermittency, which is governed by unusual random processes known as Levy statistics. We report the observation of statistical aging and ergodicity breaking, both related to the occurrence of Levy statistics. Our results show that the behaviour of ensemble quantities, such as the total fluorescence of an ensemble of nanocrystals, can differ from the time averaged individual quantities, and must be interpreted with care.

cond-mat.mtrl-sci↗

arXiv2002

Sub-diffusion and localization in the one dimensional trap model

We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central result concerns the localization properties. We find the dynamical participation ratios to be finite, but different from their equilibrium counterparts. Therefore, the idea of a partial equilibrium within the limited region of space explored by the walk is not exact, even for long times where each site is visited a very large number of times. We discuss the physical origin of this discrepancy, and characterize the full distribution of dynamical weights. We also study two different two-time correlation functions, which exhibit different aging properties: one is `sub-aging' whereas the other one shows `full aging'; therefore two diverging time scales appear in this model. We give intuitive arguments and simple analytical approximations that account for these differences, and obtain new predictions for the asymptotic (short time and long time) behaviour of the scaling functions. Finally, we discuss the issue of multiple time scalings in this model.

cond-mat.dis-nn↗

arXiv2002

Continuum mesoscale theory inspired by plasticity

We present a simple mesoscale field theory inspired by rate-independent plasticity that reflects the symmetry of the deformation process. We parameterize the plastic deformation by a scalar field which evolves with loading. The evolution equation for that field has the form of a Hamilton-Jacobi equation which gives rise to cusp-singularity formation. These cusps introduce irreversibilities analogous to those seen in plastic deformation of real materials: we observe a yield stress, work hardening, reversibility under unloading, and cell boundary formation.

cond-mat↗

arXiv2002

The skewed multifractal random walk with applications to option smiles

We generalize the construction of the multifractal random walk (MRW) due to Bacry, Delour and Muzy to take into account the asymmetric character of the financial returns. We show how one can include in this class of models the observed correlation between past returns and future volatilities, in such a way that the scale invariance properties of the MRW are preserved. We compute the leading behaviour of q-moments of the process, that behave as power-laws of the time lag with an exponent zeta_q=p-2p(p-1) lambda^2 for even q=2p, as in the symmetric MRW, and as zeta_q=p(1-2p lambda^2)+1-alpha (q=2p+1), where lambda and alpha are parameters. We show that this extended model reproduces the `HARCH' effect or `causal cascade' reported by some authors. We illustrate the usefulness of this skewed MRW by computing the resulting shape of the volatility smiles generated by such a process, that we compare to approximate cumulant expansions formulas for the implied volatility. A large variety of smile surfaces can be reproduced.

cond-mat↗

arXiv2002

Statistical properties of stock order books: empirical results and models

We investigate several statistical properties of the order book of three liquid stocks of the Paris Bourse. The results are to a large degree independent of the stock studied. The most interesting features concern (i) the statistics of incoming limit order prices, which follows a power-law around the current price with a diverging mean; and (ii) the humped shape of the average order book, which can be quantitatively reproduced using a `zero intelligence' numerical model, and qualitatively predicted using a simple approximation.

cond-mat↗

arXiv2002

Deviations from Perfect Memory in Spin Glass Temperature Cycling Experiments

We study the deviations from perfect memory in negative temperature cycle spin glass experiments. It is known that the a.c. susceptibility after the temperature is raised back to its initial value is superimposed to the reference isothermal curve for large enough temperature jumps DT (perfect memory). For smaller DT, the deviation from this perfect memory has a striking non monotonous behavior: the memory anomaly is negative for small DT's, becomes positive for intermediate DT's, before vanishing for still larger DT's. We show that this interesting behavior can be reproduced by simple Random Energy trap models. We discuss an alternative interpretation in terms of droplets and temperature chaos.

cond-mat.dis-nn↗

arXiv2002

Non-compact local excitations in spin glasses

We study numerically the local low-energy excitations in the 3-d Edwards-Anderson model for spin glasses. Given the ground state, we determine the lowest-lying connected cluster of flipped spins with a fixed volume containing one given spin. These excitations are not compact, having a fractal dimension close to two, suggesting an analogy with lattice animals. Also, their energy does not grow with their size; the associated exponent is slightly negative whereas the one for compact clusters is positive. These findings call for a modification of the basic hypotheses underlying the droplet model.

cond-mat.dis-nn↗

arXiv2001

Dynamical ultrametricity in the critical trap model

We show that the trap model at its critical temperature presents dynamical ultrametricity in the sense of Cugliandolo and Kurchan [CuKu94]. We use the explicit analytic solution of this model to discuss several issues that arise in the context of mean-field glassy dynamics, such as the scaling form of the correlation function, and the finite time (or finite forcing) corrections to ultrametricity, that are found to decay only logarithmically with the associated time scale, as well as the fluctuation dissipation ratio. We also argue that in the multilevel trap model, the short time dynamics is dominated by the level which is at its critical temperature, so that dynamical ultrametricity should hold in the whole glassy temperature range. We revisit some experimental data on spin-glasses in light of these results.

cond-mat.dis-nn↗

arXiv2001

Effective nuclear temperature in a fluctuating spin system

We report on very low temperature (27 mK) Mossbauer absorption spectra on Gd 155 in the Heisenberg frustrated antiferromagnets Gd2 Sn2 O7 (GdSn) and Gd2 Ti2 O7. We show that electronic fluctuations of correlated Gd3+ moments are present near T=0 in GdSn by observing that the hyperfine levels are out of equilibrium. Using a model spin 1/2 system, submitted to a magnetic (hyperfine) field reversing randomly in time, we find an analytical expression for the stationary probability distribution of the level populations (or magnetization). This quantity is a simple function of the ratio of the nuclear relaxation time to the average electronic flip time. These two time scales are found to be of the same magnitude in GdSn, and we discuss a relevant mechanism for nuclear relaxation and the influence of electronic fluctuations on the nuclear specific heat.

cond-mat↗

arXiv2001

Aging, rejuvenation and memory effects in Ising and Heisenberg spin glasses

We have compared aging phenomena in the Fe_{0.5}Mn_{0.5}TiO_3 Ising spin glass and in the CdCr_{1.7}In_{0.3}S_4 Heisenberg-like spin glass by means of low-frequency ac susceptibility measurements. At constant temperature, aging obeys the same `$ωt$ scaling' in both samples as in other systems. Investigating the effect of temperature variations, we find that the Ising sample exhibits rejuvenation and memory effects which are qualitatively similar to those found in other spin glasses, indicating that the existence of these phenomena does not depend on the dimensionality of the spins. However, systematic temperature cycling experiments on both samples show important quantitative differences. In the Ising sample, the contribution of aging at low temperature to aging at a slightly higher temperature is much larger than expected from thermal slowing down. This is at variance with the behaviour observed until now in other spin glasses, which show the opposite trend of a free-energy barrier growth as the temperature is decreased. We discuss these results in terms of a strongly renormalized microscopic attempt time for thermal activation, and estimate the corresponding values of the barrier exponent $ψ$ introduced in the scaling theories.

cond-mat.dis-nn↗

arXiv2000

Force chain splitting in granular materials: a mechanism for large scale pseudo-elastic behaviour

We investigate both numerically and analytically the effect of strong disorder on the large scale properties of the hyperbolic equations for stresses proposed in \protect\cite{bcc,wcc}. The physical mechanism that we model is the local splitting of the force chains (the characteristics of the hyperbolic equation) by packing defects. In analogy with the theory of light diffusion in a turbid medium, we propose a Boltzmann-like equation to describe these processes. We show that, for isotropic packings, the resulting large scale effective equations for the stresses have exactly the same structure as those of an elastic body, despite the fact that no displacement field needs to be introduced at all. Correspondingly, the response function evolves from a two peak structure at short scales to a broad hump at large scales. We find, however, that the Poisson ratio is anomalously large and incompatible with classical elasticity theory that requires the reference state to be thermodynamically stable.

cond-mat↗

arXiv2000

Glassy effects in the swelling/collapse dynamics of homogeneous polymers

We investigate, using numerical simulations and analytical arguments, a simple one dimensional model for the swelling or the collapse of a closed polymer chain of size N, representing the dynamical evolution of a polymer in a Θ-solvent that is rapidly changed into a good solvent (swelling) or a bad solvent (collapse). In the case of swelling, the density profile for intermediate times is parabolic and expands in space as t^{1/3}, as predicted by a Flory-like continuum theory. The dynamics slows down after a time \propto N^2 when the chain becomes stretched, and the polymer gets stuck in metastable `zig-zag' configurations, from which it escapes through thermal activation. The size of the polymer in the final stages is found to grow as \sqrt{\ln t}. In the case of collapse, the chain very quickly (after a time of order unity) breaks up into clusters of monomers (`pearls'). The evolution of the chain then proceeds through a slow growth of the size of these metastable clusters, again evolving as the logarithm of time. We enumerate the total number of metastable states as a function of the extension of the chain, and deduce from this computation that the radius of the chain should decrease as 1/\ln(\ln t). We compute the total number of metastable states with a given value of the energy, and find that the complexity is non zero for arbitrary low energies. We also obtain the distribution of cluster sizes, that we compare to simple `cut-in-two' coalescence models. Finally, we determine the aging properties of the dynamical structure. The subaging behaviour that we find is attributed to the tail of the distribution at small cluster sizes, corresponding to anomalously `fast' clusters (as compared to the average). We argue that this mechanism for subaging might hold in other slowly coarsening systems.

cond-mat↗

arXiv2000

Aging phenomena in spin glass and ferromagnetic phases: domain growth and wall dynamics

We compare aging in a disordered ferromagnet and in a spin glass, by studying the different phases of a reentrant system. We have measured the relaxation of the low-frequency ac susceptibility, in both the ferromagnetic and spin-glass phases of a CdCr_{1.9}In_{0.1}S_4 sample. A restart of aging processes when the temperature is lowered (`chaos-like' effect) is observed in both phases. The memory of previous aging at a higher temperature can be retrieved upon re-heating, but in the ferromagnetic phase it can rapidly be erased by the growth of ferromagnetic domains. We interpret the behaviour observed in the ferromagnetic phase in terms of a combination of domain growth and pinned wall reconformations, and suggest that aging in spin glasses is dominated by such wall reconformation processes.

cond-mat.dis-nn↗

arXiv1999

Comparative review of aging properties in spin glasses and other disordered materials

Aging phenomena have been studied in very different materials like polymers, supercooled liquids or disordered orientational crystals. We recall here the main features of aging in spin glasses, and use this example of magnetic systems as a guideline for the description of the others. A particular attention is put on the sensitivity of aging to the cooling rate and to temperature variations. This allows us to point out differences between temperature specific processes, yielding ``rejuvenation and memory effects'' as known in spin glasses, and domain growth processes, giving cumulative contributions at different temperatures. The relevance of wall depinning processes to rejuvenation and memory effects is discussed at the light of recent results on disordered ferromagnets.

cond-mat.dis-nn↗

arXiv1999

Jamming and Stress Propagation in Granular Materials

We have recently developed some simple continuum models of static granular media which display "fragile" behaviour: they predict that the medium is unable to support certain types of infinitesimal load (which we call "incompatible" loads) without plastic rearrangement. We argue that a fragile description may be appropriate when the mechanical integrity of the medium arises adaptively, in response to a load, through an internal jamming process. We hypothesize that a network of force chains (or "granular skeleton") evolves until it can just support the applied load, at which point it comes to rest; it then remains intact so long as no incompatible load is applied. Our fragile models exhibits unusual mechanical responses involving hyperbolic equations for stress propagation along fixed characteristics through the material. These characteristics represent force chains; their arrangement expressly depends on the construction history. Thus, for example, we predict a large difference in the stress pattern beneath two conical piles of sand, one poured from a point source and one created by sieving.

cond-mat.mtrl-sci↗

arXiv1998

Jamming and Stress Propagation in Particulate Matter

We present simple models of particulate materials whose mechanical integrity arises from a jamming process. We argue that such media are generically "fragile", that is, they are unable to support certain types of incremental loading without plastic rearrangement. In such models, fragility is naturally linked to the marginal stability of force chain networks (granular skeletons) within the material. Fragile matter exhibits novel mechanical responses that may be relevant to both jammed colloids and cohesionless assemblies of poured, rigid grains.

cond-mat.stat-mech↗