arXiv subjects

J. M. Luck

Publications and source records attributed to J. M. Luck.

At least 37 records · Page 2Linked to original sources

arXiv2013

The Lyapunov exponent of products of random $2\times2$ matrices close to the identity

We study products of arbitrary random real $2 \times 2$ matrices that are close to the identity matrix. Using the Iwasawa decomposition of $\text{SL}(2,{\mathbb R})$, we identify a continuum regime where the mean values and the covariances of the three Iwasawa parameters are simultaneously small. In this regime, the Lyapunov exponent of the product is shown to assume a scaling form. In the general case, the corresponding scaling function is expressed in terms of Gauss' hypergeometric function. A number of particular cases are also considered, where the scaling function of the Lyapunov exponent involves other special functions (Airy, Bessel, Whittaker, elliptic). The general solution thus obtained allows us, among other things, to recover in a unified framework many results known previously from exactly solvable models of one-dimensional disordered systems.

math-ph↗

arXiv2012

Condensation in the inhomogeneous zero-range process: an interplay between interaction and diffusion disorder

We analyze the role of the interplay between on-site interaction and inhomogeneous diffusion on the phenomenon of condensation in the zero-range process. We predict a universal phase diagram in the plane of two exponents, respectively characterizing the interactions and the diffusion disorder. The most prominent outcome is the existence of an extended condensed phase. In the latter phase, which originates as a result of the combined effects of strong enough interaction and weak enough disorder, a typical high-density configuration has a unique condensate on top of a critical background, but the condensate may be located at any site of a large hosting set of favored sites, whose size grows sub-extensively. The novel extended condensed phase thus interpolates continuously between the two scenarios associated so far with the condensation transition, namely spontaneous symmetry breaking and explicit symmetry breaking.

cond-mat.stat-mech↗

arXiv2012

Spectral properties of zero temperature dynamics in a model of a compacting granular column

The compacting of a column of grains has been studied using a one-dimensional Ising model with long range directed interactions in which down and up spins represent orientations of the grain having or not having an associated void. When the column is not shaken (zero 'temperature') the motion becomes highly constrained and under most circumstances we find that the generator of the stochastic dynamics assumes an unusual form: many eigenvalues become degenerate, but the associated multi-dimensional invariant spaces have but a single eigenvector. There is no spectral expansion and a Jordan form must be used. Many properties of the dynamics are established here analytically; some are not. General issues associated with the Jordan form are also taken up.

cond-mat.stat-mech↗

arXiv2011

On stochastic differential equations with random delay

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation with random delay, the corresponding deterministic equation has order $n+1$. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as $\exp((3/2)\,t^{2/3})$ in reduced units. We then investigate the effect of introducing a discrete time step $ε$. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as $ε$ goes to zero is studied in detail on the example of a first-order linear differential equation.

cond-mat.stat-mech↗

arXiv2011

Power-law forgetting in synapses with metaplasticity

The idea of using metaplastic synapses to incorporate the separate storage of long- and short-term memories via an array of hidden states was put forward in the cascade model of Fusi et al. In this paper, we devise and investigate two models of a metaplastic synapse based on these general principles. The main difference between the two models lies in their available mechanisms of decay, when a contrarian event occurs after the build-up of a long-term memory. In one case, this leads to the conversion of the long-term memory to a short-term memory of the opposite kind, while in the other, a long-term memory of the opposite kind may be generated as a result. Appropriately enough, the response of both models to short-term events is not affected by this difference in architecture. On the contrary, the transient response of both models, after long-term memories have been created by the passage of sustained signals, is rather different. The asymptotic behaviour of both models is, however, characterised by power-law forgetting with the same universal exponent.

cond-mat.dis-nn↗

arXiv2011

Dynamics of a quantum particle in low-dimensional disordered systems with extended states

We investigate the dynamics of a quantum particle in disordered tight-binding models in one and two dimensions which are exceptions to the common wisdom on Anderson localization, in the sense that the localization length diverges at some special energies. We provide a consistent picture for two well-known one-dimensional examples: the chain with off-diagonal disorder and the random-dimer model. In both cases the quantum motion exhibits a peculiar kind of anomalous diffusion which can be referred to as bi-fractality. The disorder-averaged density profile of the particle becomes critical in the long-time regime. The $q$-th moment of the position of the particle diverges with time whenever $q$ exceeds some $q_0$. We obtain $q_0=2$ for off-diagonal disorder on the chain (and conjecturally on two-dimensional bipartite lattices as well). For the random-dimer model, our result $q_0=1/2$ corroborates known rigorous results.

cond-mat.dis-nn↗

arXiv2011

On an imaginary exponential functional of Brownian motion

We investigate a random integral which provides a natural example of an imaginary exponential functional of Brownian motion. This functional shows up in the study of the binary annihilation process, within the Doi-Peliti formalism for reaction-diffusion systems. The main emphasis is put on the complementarity between the usual Langevin approach and another approach based on the similarity with Kesten variables and other one-dimensional disordered systems. Even though neither of these routes leads to the full solution of the problem, we have obtained a collection of results describing various regimes of interest.

cond-mat.stat-mech↗

arXiv2010

On leaders and condensates in a growing network

The Bianconi-Barabasi model of a growing network is revisited. This model, defined by a preferential attachment rule involving both the degrees of the nodes and their intrinsic fitnesses, has the fundamental property to undergo a phase transition to a condensed phase below some finite critical temperature, for an appropriate choice of the distribution of fitnesses. At high temperature it exhibits a crossover to the Barabasi-Albert model, and at low temperature, where the fitness landscape becomes very rugged, a crossover to the recently introduced record-driven growth process. We first present an analysis of the history of leaders, the leader being defined as the node with largest degree at a given time. In the generic finite-temperature regime, new leaders appear endlessly, albeit on a doubly logarithmic time scale, i.e., extremely slowly. We then give a novel picture for the dynamics in the condensed phase. The latter is characterized by an infinite hierarchy of condensates, whose sizes are non-self-averaging and keep fluctuating forever.

cond-mat.stat-mech↗

arXiv2010

The effects of grain shape and frustration in a granular column near jamming

We investigate the full phase diagram of a column of grains near jamming, as a function of varying levels of frustration. Frustration is modelled by the effect of two opposing fields on a grain, due respectively to grains above and below it. The resulting four dynamical regimes (ballistic, logarithmic, activated and glassy) are characterised by means of the jamming time of zero-temperature dynamics, and of the statistics of attractors reached by the latter. Shape effects are most pronounced in the cases of strong and weak frustration, and essentially disappear around a mean-field point.

cond-mat.stat-mech↗

arXiv2010

The various facets of random walk entropy

We review various features of the statistics of random paths on graphs. The relationship between path statistics and Quantum Mechanics (QM) leads to two canonical ways of defining random walk on a graph, which have different statistics and hence different entropies. Generic random walk (GRW) is in correspondence with the field-theoretical formalism, whereas maximal entropy random walk (MERW), introduced by us in a recent work, is motivated by the Feynman path-integral formulation of QM. GRW maximizes entropy locally (neighbors are chosen with equal probabilities), in contrast to MERW which does so globally (all paths of given length and endpoints are equally probable). The stationary distribution for MERW is given by the ground state of a quantum-mechanical problem where nodes whose degree is smaller than average act as repulsive impurities. We investigate static and dynamical properties GRW and MERW in a variety of examples in one and two dimensions. The most spectacular difference arises in the case of weakly diluted lattices, where a particle performing MERW gets eventually trapped in the largest nearly spherical region which is free of impurities. We put forward a quantitative explanation of this localization effect in terms of a classical Lifshitz phenomenon.

cond-mat.stat-mech↗

arXiv2009

Statistics of leaders and lead changes in growing networks

We investigate various aspects of the statistics of leaders in growing network models defined by stochastic attachment rules. The leader is the node with highest degree at a given time (or the node which reached that degree first if there are co-leaders). This comprehensive study includes the full distribution of the degree of the leader, its identity, the number of co-leaders, as well as several observables characterizing the whole history of lead changes: number of lead changes, number of distinct leaders, lead persistence probability. We successively consider the following network models: uniform attachment, linear attachment (the Barabasi-Albert model), and generalized preferential attachment with initial attractiveness.

physics.soc-ph↗

arXiv2009

Finite-time fluctuations in the degree statistics of growing networks

This paper presents a comprehensive analysis of the degree statistics in models for growing networks where new nodes enter one at a time and attach to one earlier node according to a stochastic rule. The models with uniform attachment, linear attachment (the Barabási-Albert model), and generalized preferential attachment with initial attractiveness are successively considered. The main emphasis is on finite-size (i.e., finite-time) effects, which are shown to exhibit different behaviors in three regimes of the size-degree plane: stationary, finite-size scaling, large deviations.

cond-mat.stat-mech↗

arXiv2009

Magnetization of two coupled rings

We investigate the persistent currents and magnetization of a mesoscopic system consisting of two clean metallic rings sharing a single contact point in a magnetic field. Many novel features with respect to the single-ring geometry are underlined, including the explicit dependence of wavefunctions on the Aharonov-Bohm fluxes, the complex pattern of twofold and threefold degeneracies, the key role of length and flux commensurability, and in the case of commensurate ring lengths the occurrence of idle levels which do not carry any current. Spin-orbit interactions, induced by the electric fields of charged wires threading the rings, give rise to a peculiar version of the Aharonov-Casher effect where, unlike for a single ring, spin is not conserved. Remarkably enough, this can only be realized when the Aharonov-Bohm fluxes in both rings are neither integer nor half-integer multiples of the flux quantum.

cond-mat.mes-hall↗

arXiv2008

A record-driven growth process

We introduce a novel stochastic growth process, the record-driven growth process, which originates from the analysis of a class of growing networks in a universal limiting regime. Nodes are added one by one to a network, each node possessing a quality. The new incoming node connects to the preexisting node with best quality, that is, with record value for the quality. The emergent structure is that of a growing network, where groups are formed around record nodes (nodes endowed with the best intrinsic qualities). Special emphasis is put on the statistics of leaders (nodes whose degrees are the largest). The asymptotic probability for a node to be a leader is equal to the Golomb-Dickman constant omega=0.624329... which arises in problems of combinatorical nature. This outcome solves the problem of the determination of the record breaking rate for the sequence of correlated inter-record intervals. The process exhibits temporal self-similarity in the late-time regime. Connections with the statistics of the cycles of random permutations, the statistical properties of randomly broken intervals, and the Kesten variable are given.

cond-mat.stat-mech↗

arXiv2008

Localization of maximal entropy random walk

We define a new class of random walk processes which maximize entropy. This maximal entropy random walk is equivalent to generic random walk if it takes place on a regular lattice, but it is not if the underlying lattice is irregular. In particular, we consider a lattice with weak dilution. We show that the stationary probability of finding a particle performing maximal entropy random walk localizes in the largest nearly spherical region of the lattice which is free of defects. This localization phenomenon, which is purely classical in nature, is explained in terms of the Lifshitz states of a certain random operator.

cond-mat.dis-nn↗

arXiv2008

Tight-binding electronic spectra on graphs with spherical topology. I. The effect of a magnetic charge

This is the first of two papers devoted to tight-binding electronic spectra on graphs with the topology of the sphere. In this work the one-electron spectrum is investigated as a function of the radial magnetic field produced by a magnetic charge sitting at the center of the sphere. The latter is an integer multiple of the quantized magnetic charge of the Dirac monopole, that integer defining the gauge sector. An analysis of the spectrum is carried out for the five Platonic solids (tetrahedron, cube, octahedron, dodecahedron and icosahedron), the C$_{60}$ fullerene, and two families of polyhedra, the diamonds and the prisms. Except for the fullerene, all the spectra are obtained in closed form. They exhibit a rich pattern of degeneracies. The total energy at half filling is also evaluated in all the examples as a function of the magnetic charge.

cond-mat.mes-hall↗

arXiv2008

Tight-binding electronic spectra on graphs with spherical topology. II. The effect of spin-orbit interaction

This is the second of two papers devoted to tight-binding electronic spectra on graphs with the topology of the sphere. We investigate the problem of an electron subject to a spin-orbit interaction generated by the radial electric field of a static point charge sitting at the center of the sphere. The tight-binding Hamiltonian considered is a discretization on polyhedral graphs of the familiar form ${\bm L}\cdot{\bm S}$ of the spin-orbit Hamiltonian. It involves SU(2) hopping matrices of the form $\exp({\rm i}μ{\bm n}\cdot{\bmσ})$ living on the oriented links of the graph. For a given structure, the dimensionless coupling constant $μ$ is the only parameter of the model. An analysis of the energy spectrum is carried out for the five Platonic solids (tetrahedron, cube, octahedron, dodecahedron and icosahedron) and the C$_{60}$ fullerene. Except for the latter, the $μ$-dependence of all the energy levels is obtained analytically in closed form. Rather unexpectedly, the spectra are symmetric under the exchange $μ\leftrightarrowΘ-μ$, where $Θ$ is the common arc length of the links. For the symmetric point $μ=Θ/2$, the problem can be exactly mapped onto a tight-binding model in the presence of the magnetic field generated by a Dirac monopole, studied recently. The dependence of the total energy at half filling on $μ$ is investigated in all examples.

cond-mat.mes-hall↗

arXiv2007

Statistics of quantum transmission in one dimension with broad disorder

We study the statistics of quantum transmission through a one-dimensional disordered system modelled by a sequence of independent scattering units. Each unit is characterized by its length and by its action, which is proportional to the logarithm of the transmission probability through this unit. Unit actions and lengths are independent random variables, with a common distribution that is either narrow or broad. This investigation is motivated by results on disordered systems with non-stationary random potentials whose fluctuations grow with distance. In the statistical ensemble at fixed total sample length four phases can be distinguished, according to the values of the indices characterizing the distribution of the unit actions and lengths. The sample action, which is proportional to the logarithm of the conductance across the sample, is found to obey a fluctuating scaling law, and therefore to be non-self-averaging, in three of the four phases. According to the values of the two above mentioned indices, the sample action may typically grow less rapidly than linearly with the sample length (underlocalization), more rapidly than linearly (superlocalization), or linearly but with non-trivial sample-to-sample fluctuations (fluctuating localization).

cond-mat.stat-mech↗