arXiv subjects

O. V. Usatenko

Publications and source records attributed to O. V. Usatenko.

34 records · Page 2Linked to original sources

arXiv2008

Non-additive properties of finite 1D Ising chains with long-range interactions

We study the statistical properties of Ising spin chains with finite (although arbitrary large) range of interaction between the elements. We examine mesoscopic subsystems (fragments of an Ising chain) with the lengths comparable with the interaction range. The equivalence of the Ising chains and the multi-step Markov sequences is used for calculating different non-additive statistical quantities of a chain and its fragments. In particular, we study the variance of fluctuating magnetization of fragments, magnetization of the chain in the external magnetic field, etc. Asymptotical expressions for the non-additive energy and entropy of the mesoscopic fragments are derived in the limiting cases of weak and strong interactions.

cond-mat.stat-mech↗

arXiv2007

Signum Function Method for Generation of Correlated Dichotomic Chains

We analyze the signum-generation method for creating random dichotomic sequences with prescribed correlation properties. The method is based on a binary mapping of the convolution of continuous random numbers with some function originated from the Fourier transform of a binary correlator. The goal of our study is to reveal conditions under which one can construct binary sequences with a given pair correlator. Our results can be used in the construction of superlattices and waveguides with selective transport properties.

cond-mat.dis-nn↗

arXiv2007

Non-extensive thermodynamics of 1D systems with long-range interaction

A new approach to non-extensive thermodynamical systems with non-additive energy and entropy is proposed. The main idea of the paper is based on the statistical matching of the thermodynamical systems with the additive multi-step Markov chains. This general approach is applied to the Ising spin chain with long-range interaction between its elements. The asymptotical expressions for the energy and entropy of the system are derived for the limiting case of weak interaction. These thermodynamical quantities are found to be non-proportional to the length of the system (number of its particle).

physics.data-an↗

arXiv2007

Generation of Correlated Binary Sequence from White Noise

We suggest a method for generation of random binary sequences with prescribed correlation properties. It is based on a kind of modification of the widely used convolution method of constructing continuous random processes. Apart from the theoretical interest, this method can be used in various applications such as the design of one-dimensional devices giving rise to selective transport properties.

cond-mat.dis-nn↗

arXiv2006

Memory Function versus Binary Correlator in Additive Markov Chains

We study properties of the additive binary Markov chain with short and long-range correlations. A new approach is suggested that allows one to express global statistical properties of a binary chain in terms of the so-called memory function. The latter is directly connected with the pair correlator of a chain via the integral equation that is analyzed in great detail. To elucidate the relation between the memory function and pair correlator, some specific cases were considered that may have important applications in different fields.

cond-mat.stat-mech↗

arXiv2006

High-Order Correlation Functions of Binary Multi-Step Markov Chains

Two approaches to studying the correlation functions of the binary Markov sequences are considered. The first of them is based on the study of probability of occurring different ''words'' in the sequence. The other one uses recurrence relations for correlation functions. These methods are applied for two important particular classes of the Markov chains. These classes include the Markov chains with permutative conditional probability functions and the additive Markov chains with the small memory functions. The exciting property of the self-similarity (discovered in Phys. Rev. Lett. 90, 110601 (2003) for the additive Markov chain with the step-wise memory function) is proved to be the intrinsic property of any permutative Markov chain. Applicability of the correlation functions of the additive Markov chains with the small memory functions to calculating the thermodynamic characteristics of the classical Ising spin chain with long-range interaction is discussed.

physics.data-an↗

arXiv2006

Isotropy Properties of the Multi-Step Markov Symbolic Sequences

A new object of the probability theory, the two-sided chain of symbols (introduced in Ref. arXiv:physics/0306170) is used to study isotropy properties of binary multi-step Markov chains with the long-range correlations. Established statistical correspondence between the Markov chains and certain two-sided sequences allows us to prove the isotropy properties of three classes of the Markov chains. One of them is the important class of weakly correlated additive Markov chains, which turned out to be equivalent to the additive two-sided sequences.

physics.data-an↗

arXiv2006

Additive N-Step Markov Chains as Prototype Model of Symbolic Stochastic Dynamical Systems with Long-Range Correlations

A theory of symbolic dynamic systems with long-range correlations based on the consideration of the binary N-step Markov chains developed earlier in Phys. Rev. Lett. 90, 110601 (2003) is generalized to the biased case (non equal numbers of zeros and unities in the chain). In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function of the number of unities (zeros) among the preceding N symbols. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and verified by numerical simulations. A self-similarity of the studied stochastic process is revealed and the similarity group transformation of the chain parameters is presented. The diffusion Fokker-Planck equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. An equation connecting the memory and correlation function of the additive Markov chain is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed.

physics.data-an↗

arXiv2006

Three types of spectra in one-dimensional systems with random correlated binary potential

The stationary one-dimensional tight-binding Schredinger equation with a weak diagonal long-range correlated disorder in the potential is studied. An algorithm for constructing the discrete binary on-site potential exhibiting a hybrid spectrum with three different spectral components (absolutely continuous, singular continuous and point) ordered in any predefined manner in the region of energy and/or wave number is presented. A new approach to generating a binary sequence with the long-range memory based on a concept of additive Markov chains (Phys. Rev. E 68, 061107 (2003)) is used.

cond-mat.dis-nn↗

arXiv2006

Equivalence of Markov's Symbolic Sequences to Two-Sided Chains

A new object of the probability theory, two-sided chain of events (symbols), is introduced. A theory of multi-steps Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to establish the correspondence between these chains and two-sided ones. The Markov chain is proved to be statistically equivalent to the definite two-sided one and vice versa. The results obtained for the binary chains are generalized to the chains taking on the arbitrary number of states.

physics.data-an↗

arXiv2006

Memory functions and Correlations in Additive Binary Markov Chains

A theory of additive Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to describe statistical properties of long-range correlated systems. The convenient characteristics of such systems, a memory function, and its relation to the correlation properties of the systems are examined. Various methods for finding the memory function via the correlation function are proposed. The inverse problem (calculation of the correlation function by means of the prescribed memory function) is also solved. This is demonstrated for the analytically solvable model of the system with a step-wise memory function.

physics.data-an↗

arXiv2005

Memory Functions of the Additive Markov chains: Applications to Complex Dynamic Systems

A new approach to describing correlation properties of complex dynamic systems with long-range memory based on a concept of additive Markov chains (Phys. Rev. E 68, 061107 (2003)) is developed. An equation connecting a memory function of the chain and its correlation function is presented. This equation allows reconstructing the memory function using the correlation function of the system. Thus, we have elaborated a novel method to generate a sequence with prescribed correlation function. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed.

physics.class-ph↗

arXiv2005

Competition between Two Kinds of Correlations in Literary Texts

A theory of additive Markov chains with long-range memory is used for description of correlation properties of coarse-grained literary texts. The complex structure of the correlations in texts is revealed. Antipersistent correlations at small distances, L < 300, and persistent ones at L > 300 define this nontrivial structure. For some concrete examples of literary texts, the memory functions are obtained and their power-law behavior at long distances is disclosed. This property is shown to be a cause of self-similarity of texts with respect to the decimation procedure.

physics.data-an↗

arXiv2003

Symbolic stochastic dynamical systems viewed as binary N-step Markov chains

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In the model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function of the number of unities among the preceding N symbols. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and numerically. A self-similarity of the studied stochastic process is revealed and the similarity group transformation of the chain parameters is presented. The diffusion Fokker-Planck equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. The applicability of the developed theory to the coarse-grained written and DNA texts is discussed.

physics.data-an↗

arXiv2002

Binary N-Step Markov Chain as an Exactly Solvable Model of Long-Range Correlated Systems

A theory of systems with long-range correlations based on the consideration of binary N-step Markov chains is developed. In our model, the conditional probability that the i-th symbol in the chain equals zero (or unity) is a linear function of the number of unities among the preceding N symbols. The model allows exact analytical treatment. The correlation and distribution functions as well as the variance of number of symbols in the words of arbitrary length L are obtained analytically and numerically. A self-similarity of the studied stochastic process is revealed and the similarity transformation of the chain parameters is presented. The diffusion equation governing the distribution function of the L-words is explored. If the persistent correlations are not extremely strong, the distribution function is shown to be the Gaussian with the variance being nonlinearly dependent on L. The applicability of the developed theory to the coarse-grained written and DNA texts is discussed.

physics.data-an↗

arXiv1998

Comparative Study of the Adiabatic Evolution of a Nonlinear Damped Oscillator and an Hamiltonian Generalized Nonlinear Oscillator

In this paper we study to what extent the canonical equivalence and the identity of the geometric phases of dissipative and conservative linear oscillators, established in a preceeding paper, can be generalized to nonlinear ones. Considering first the 1-D quartic generalized oscillator we determine, by means of a perturbative time dependent technic of reduction to normal forms, the canonical transformations which lead to the adiabatic invariant of the system and to the first order non linear correction to its Hannay angle. Then, applying the same transformations to the 1-D quartic damped oscillator we show that this oscillator is canonically equivalent to the linear generalized harmonic oscillator for finite values of the damping parameter (which implies no correction to the linear Hannay angle) whereas, in an appropriate weak damping limit, it becomes equivalent to the quartic generalized oscillator (which implies a non linear correction to this angle) .

chao-dyn↗