arXiv subjects

J. M. Luck

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

At least 73 records · Page 4Linked to original sources

arXiv2002

Metastable states of the Ising chain with Kawasaki dynamics

We consider a ferromagnetic Ising chain evolving under Kawasaki dynamics at zero temperature. We investigate the statistics of the metastable configurations in which the system gets blocked (statistics of energy, spin correlations, distribution of domain sizes). A systematic comparison is made with analytical predictions for the ensemble of all blocked configurations taken with equal a priori weights (Edwards approach).

cond-mat.stat-mech↗

arXiv2002

Jamming, freezing and metastability in one-dimensional spin systems

We consider in parallel three one-dimensional spin models with kinetic constraints: the paramagnetic constrained Ising chain, the ferromagnetic Ising chain with constrained Glauber dynamics, and the same chain with constrained Kawasaki dynamics. At zero temperature the dynamics of these models is fully irreversible, leading to an exponentially large number of blocked states. Using a mapping of these spin systems onto sequential adsorption models of, respectively, monomers, dimers, and hollow trimers, we present exact results on the statistics of blocked states. We determine the distribution of their energy or magnetization, and in particular the large-deviation function describing its exponentially small tails. The spin and energy correlation functions are also determined. The comparison with an approach based on a priori statistics reveals systematic discrepancies with the Edwards hypothesis, concerning in particular the fall-off of correlations.

cond-mat.stat-mech↗

arXiv2001

Glassy states in a shaken sandbox

Our model of shaken sand, presented in earlier work, has been extended to include a more realistic `glassy' state, i.e., when the sandbox is shaken at very low intensities of vibration. We revisit some of our earlier results, and compare them with our new results on the revised model. Our analysis of the glassy dynamics in our model shows that a variety of ground states is obtained; these fall in two categories, which we argue are representative of regular and irregular packings.

cond-mat.dis-nn↗

arXiv2001

Nonequilibrium critical dynamics of ferromagnetic spin systems

We use simple models (the Ising model in one and two dimensions, and the spherical model in arbitrary dimension) to put to the test some recent ideas on the slow dynamics of nonequilibrium systems. In this review the focus is on the temporal evolution of two-time quantities and on the violation of the fluctuation-dissipation theorem, with special emphasis given to nonequilibrium critical dynamics.

cond-mat.stat-mech↗

arXiv2001

Nonequilibrium dynamics of urn models

Dynamical urn models, such as the Ehrenfest model, have played an important role in the early days of statistical mechanics. Dynamical many-urn models generalize the former models in two respects: the number of urns is macroscopic, and thermal effects are included. These many-urn models are exactly solvable in the mean-field geometry. They allow analytical investigations of the characteristic features of nonequilibrium dynamics referred to as aging, including the scaling of correlation and response functions in the two-time plane and the violation of the fluctuation-dissipation theorem. This review paper contains a general presentation of these models, as well as a more detailed description of two dynamical urn models, the backgammon model and the zeta urn model.

cond-mat.stat-mech↗

arXiv2001

Statistics of the occupation time for a random walk in the presence of a moving boundary

We investigate the distribution of the time spent by a random walker to the right of a boundary moving with constant velocity v. For the continuous-time problem (Brownian motion), we provide a simple alternative proof of Newman's recent result [J.Phys.A 34, L89 (2001)] using a method due to Kac. We then discuss the same problem for the case of a random walk in discrete time with an arbitrary distribution of steps, taking advantage of the general set of results due to Sparre Andersen. For the binomial random walk we analyse the corrections to the continuum limit on the example of the mean occupation time. The case of Cauchy-distributed steps is also studied.

cond-mat.stat-mech↗

arXiv2001

Nonequilibrium dynamics of the zeta urn model

We consider a mean-field dynamical urn model, defined by rules which give the rate at which a ball is drawn from an urn and put in another one, chosen amongst an assembly. At equilibrium, this model possesses a fluid and a condensed phase, separated by a critical line. We present an analytical study of the nonequilibrium properties of the fluctuating number of balls in a given urn, considering successively the temporal evolution of its distribution, of its two-time correlation and response functions, and of the associated \fd ratio, both along the critical line and in the condensed phase. For well separated times the \fd ratio admits non-trivial limit values, both at criticality and in the condensed phase, which are universal quantities depending continuously on temperature.

cond-mat.stat-mech↗

arXiv2001

Anomalous aging phenomena caused by drift velocities

We demonstrate via several examples that a uniform drift velocity gives rise to anomalous aging, characterized by a specific form for the two-time correlation functions, in a variety of statistical-mechanical systems far from equilibrium. Our first example concerns the oscillatory phase observed recently in a model of competitive learning. Further examples, where the proposed theory is exact, include the voter model and the Ohta-Jasnow-Kawasaki theory for domain growth in any dimension, and a theory for the smoothing of sandpile surfaces.

cond-mat.stat-mech↗

arXiv2001

Even-visiting random walks: exact and asymptotic results in one dimension

We reconsider the problem of even-visiting random walks in one dimension. This problem is mapped onto a non-Hermitian Anderson model with binary disorder. We develop very efficient numerical tools to enumerate and characterize even-visiting walks. The number of closed walks is obtained as an exact integer up to 1828 steps, i.e., some $10^{535}$ walks. On the analytical side, the concepts and techniques of one-dimensional disordered systems allow to obtain explicit asymptotic estimates for the number of closed walks of $4k$ steps up to an absolute prefactor of order unity, which is determined numerically. All the cumulants of the maximum height reached by such walks are shown to grow as $k^{1/3}$, with exactly known prefactors. These results illustrate the tight relationship between even-visiting walks, trapping models, and the Lifshitz tails of disordered electron or phonon spectra.

cond-mat.stat-mech↗

arXiv2000

Statistics of the occupation time for a class of Gaussian Markov processes

We revisit the work of Dhar and Majumdar [Phys. Rev. E 59, 6413 (1999)] on the limiting distribution of the temporal mean $M_{t}=t^{-1}\int_{0}^{t}du \sign y_{u}$, for a Gaussian Markovian process $y_{t}$ depending on a parameter $α$, which can be interpreted as Brownian motion in the scale of time $t^{\prime}=t^{2α}$. This quantity, for short the mean `magnetization', is simply related to the occupation time of the process, that is the length of time spent on one side of the origin up to time t. Using the fact that the intervals between sign changes of the process form a renewal process in the time scale t', we determine recursively the moments of the mean magnetization. We also find an integral equation for the distribution of $M_{t}$. This allows a local analysis of this distribution in the persistence region $(M_t\to\pm1)$, as well as its asymptotic analysis in the regime where $α$ is large. We finally put the results thus found in perspective with those obtained by Dhar and Majumdar by another method, based on a formalism due to Kac.

cond-mat.stat-mech↗

arXiv2000

Statistics of the occupation time of renewal processes

We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability density functions of these random variables have very different scalings in time. We analyze successively the cases where this distribution is narrow, where it is broad with index $θ<1$, and finally where it is broad with index $1<θ<2$. The methods introduced in this work provide a basis for the investigation of the statistics of the occupation time of more complex stochastic processes (see joint paper by G. De Smedt, C. Godrèche, and J.M. Luck).

cond-mat.stat-mech↗

arXiv2000

Partial survival and inelastic collapse for a randomly accelerated particle

We present an exact derivation of the survival probability of a randomly accelerated particle subject to partial absorption at the origin. We determine the persistence exponent and the amplitude associated to the decay of the survival probability at large times. For the problem of inelastic reflection at the origin, with coefficient of restitution $r$, we give a new derivation of the condition for inelastic collapse, $r<r_c=e^{-π/\sqrt{3}}$, and determine the persistence exponent exactly.

cond-mat.stat-mech↗

arXiv2000

Response of non-equilibrium systems at criticality: Ferromagnetic models in dimension two and above

We study the dynamics of ferromagnetic spin systems quenched from infinite temperature to their critical point. We show that these systems are aging in the long-time regime, i.e., their two-time autocorrelation and response functions and associated fluctuation-dissipation ratio are non-trivial scaling functions of both time variables. This is exemplified by the exact analysis of the spherical model in any dimension D>2, and by numerical simulations on the two-dimensional Ising model. We show in particular that, for $1\ll s$ (waiting time) $\ll t$ (observation time), the fluctuation-dissipation ratio possesses a non-trivial limit value $X_\infty$, which appears as a dimensionless amplitude ratio, and is therefore a novel universal characteristic of non-equilibrium critical dynamics. For the spherical model, we obtain $X_\infty=1-2/D$ for 2 4 (mean-field regime). For the two-dimensional Ising model we measure $X_\infty\approx0.26\pm0.01$.

cond-mat.stat-mech↗

arXiv1999

Response of non-equilibrium systems at criticality: Exact results for the Glauber-Ising chain

We investigate the non-equilibrium two-time correlation and response functions and the associated fluctuation-dissipation ratio for the ferromagnetic Ising chain with Glauber dynamics. The scaling behavior of these quantities at low temperature and large times is studied in detail. This analysis encompasses the self-similar domain-growth (aging) regime, the spatial and temporal Porod regimes, and the convergence toward equilibrium. The fluctuation-dissipation ratio admits a non-trivial limit value $X_\infty=1/2$ at zero temperature, and more generally in the aging regime.

cond-mat.stat-mech↗

arXiv1999

Models of competitive learning: complex dynamics, intermittent conversions and oscillatory coarsening

We present two models of competitive learning, which are respectively interfacial and cooperative learning. This learning is outcome-related, so that spatially and temporally local environments influence the conversion of a given site between one of two different types. We focus here on the behavior of the models at coexistence, which yields new critical behavior and the existence of a phase involving a novel type of coarsening which is oscillatory in nature.

cond-mat.stat-mech↗

arXiv1999

Correlation and response in the Backgammon model: the Ehrenfest legacy

We pursue our investigation of the non-equilibrium dynamics of the Backgammon model, a dynamical urn model which exhibits aging and glassy behavior at low temperature. We present an analytical study of the scaling behavior of the local correlation and response functions of the density fluctuations of the model, and of the associated fluctuation- dissipation ratios, throughout the alpha regime of low temperatures and long times. This analysis includes the aging regime, the convergence to equilibrium, sand the crossover behavior between them.

cond-mat.stat-mech↗

arXiv1999

Statistics of persistent events in the binomial random walk: Will the drunken sailor hit the sober man?

The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in the presence of an obstacle moving ballistically with velocity v, i.e., the probability that the walker remains up to time n on the left of the obstacle. Three regimes are to be considered for the long-time behavior of this probability, according to the sign of the difference between v and the drift velocity V of the random walker. In one of these regimes (v>V), the survival probability has a non-trivial limit at long times, which is discontinuous at all rational values of v. An algebraic approach allows us to compute these discontinuities, as well as several related quantities. The mathematical structure underlying the solvability of this model combines elementary number theory, algebraic functions, and algebraic curves defined over the rationals.

cond-mat.stat-mech↗

arXiv1998

Light scattering from mesoscopic objects in diffusive media

The diffuse intensity propagating in turbid media is sensitive to the presence of any kind of object embedded in the medium, e.g. obstacles or defects. The long-ranged effects of isolated objects can be described by a stationary diffusion equation, the effect of any single object being parametrized in terms of a multipole expansion. An absorbing object is chiefly characterized by a negative charge, while the leading effect of a non-absorbing object is due to its dipole moment. The associated intrinsic characteristics of the object (capacitance $Q$ or effective radius $R_{\rm eff}$, polarizability $P$) can be evaluated within the diffusion approximation for large enough objects. The situation of mesoscopic objects, with a size comparable to the mean free path, requires a more careful treatment, for which the appropriate framework is radiative transfer theory. This formalism is worked out in detail for spheres and cylinders of the following kinds: totally absorbing (black), transparent, and totally reflecting.

cond-mat.mes-hall↗