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Monte Carlo with Absorbing Markov Chains: Fast Local Algorithms for Slow Dynamics

A class of Monte Carlo algorithms which incorporate absorbing Markov chains is presented. In a particular limit, the lowest-order of these algorithms reduces to the $n$-fold way algorithm. These algorithms are applied to study the escape from the metastable state in the two-dimensional square-lattice nearest-neighbor Ising ferromagnet in an unfavorable applied field, and the agreement with theoretical predictions is very good. It is demonstrated that the higher-order algorithms can be many orders of magnitude faster than either the traditional Monte Carlo or $n$-fold way algorithms.

cond-mat↗

Self-organized criticality and synchronization in a lattice model of integrate-and-fire oscillators

We introduce two coupled map lattice models with nonconservative interactions and a continuous nonlinear driving. Depending on both the degree of conservation and the convexity of the driving we find different behaviors, ranging from self-organized criticality, in the sense that the distribution of events (avalanches) obeys a power law, to a macroscopic synchronization of the population of oscillators, with avalanches of the size of the system.

cond-mat↗

Thermalization of a Brownian particle via coupling to low-dimensional chaos

It is shown that a paradigm of classical statistical mechanics --- the thermalization of a Brownian particle --- has a low-dimensional, deterministic analogue: when a heavy, slow system is coupled to fast deterministic chaos, the resultant forces drive the slow degrees of freedom toward a state of statistical equilibrium with the fast degrees. This illustrates how concepts useful in statistical mechanics may apply in situations where low-dimensional chaos exists.

chao-dyn↗

A Network of Oscillators for Retrieving Phase Information

We propose a network of oscillators to retrieve given patterns in which the oscillators keep a fixed phase relationship with one another. In this description, the phase and the amplitude of the oscillators can be regarded as the timing and the strength of the neuronal spikes, respectively. Using the amplitudes for encoding, we enable the network to realize not only oscillatory states but also non-firing states. In addition, it is shown that under suitable conditions the system has a Lyapunov function ensuring a stable retrieval process. Finally, the associative memory capability of the network is demonstrated numerically.

adap-org↗

Pulse-coupled relaxation oscillators: from biological synchronization to Self-Organized Criticality

It is shown that globally-coupled oscillators with pulse interaction can synchronize under broader conditions than widely believed from a theorem of Mirollo \& Strogatz \cite{MirolloII}. This behavior is stable against frozen disorder. Beside the relevance to biology, it is argued that synchronization in relaxation oscillator models is related to Self-Organized Criticality in Stick-Slip-like models.

cond-mat↗

Scaling and singularities in the entrainment of globally-coupled oscillators

The onset of collective behavior in a population of globally coupled oscillators with randomly distributed frequencies is studied for phase dynamical models with arbitrary coupling. The population is described by a Fokker-Planck equation for the distribution of phases which includes the diffusive effect of noise in the oscillator frequencies. The bifurcation from the phase-incoherent state is analyzed using amplitude equations for the unstable modes with particular attention to the dependence of the nonlinearly saturated mode $|α_\infty|$ on the linear growth rate $γ$. In general we find $|α_\infty|\sim \sqrt{γ(γ+l^2D)}$ where $D$ is the diffusion coefficient and $l$ is the mode number of the unstable mode. The unusual $(γ+l^2D)$ factor arises from a singularity in the cubic term of the amplitude equation.

adap-org↗

Dynamic Scaling of Ion-Sputtered Surfaces

We derive a stochastic nonlinear equation to describe the evolution and scaling properties of surfaces eroded by ion bombardment. The coefficients appearing in the equation can be calculated explicitly in terms of the physical parameters characterizing the sputtering process. We find that transitions may take place between various scaling behaviors when experimental parameters such as the angle of incidence of the incoming ions or their average penetration depth, are varied.

cond-mat↗

Hydrodynamic Description of Granular Convection

We present a hydrodynamic model that captures the essence of granular dynamics in a vibrating bed. We carry out the linear stability analysis and uncover the instability mechanism that leads to the appearance of the convective rolls via a supercritical bifurcation of a bouncing solution. We also explicitly determine the onset of convection as a function of control parameters and confirm our picture by numerical simulations of the continuum equations.

adap-org↗

The Dynamics of a Meandering River

We present a statistical model of a meandering river on an alluvial plane which is motivated by the physical non-linear dynamics of the river channel migration and by describing heterogeneity of the terrain by noise. We study the dynamics analytically and numerically. The motion of the river channel is unstable and we show that by inclusion of the formation of ox-bow lakes, the system may be stabilised. We then calculate the steady state and show that it is in agreement with simulations and measurements of field data.

cond-mat↗

On Synchronization in a Lattice Model of Pulse-Coupled Oscillators

We analyze the collective behavior of a lattice model of pulse-coupled oscillators. By means of computer simulations we find the relation between the intrinsic dynamics of each member of the population and their mutual interaction that ensures, in a general context, the existence of a fully synchronized regime. This condition turns out to be the same than the obtained for the globally coupled population. When the condition is not completely satisfied we find different spatial structures. This also gives some hints about self-organized criticality.

cond-mat↗

Stochastic Model for Surface Erosion Via Ion-Sputtering: Dynamical Evolution from Ripple Morphology to Rough Morphology

Surfaces eroded by ion-sputtering are sometimes observed to develop morphologies which are either ripple (periodic), or rough (non-periodic). We introduce a discrete stochastic model that allows us to interpret these experimental observations within a unified framework. We find that a periodic ripple morphology characterizes the initial stages of the evolution, whereas the surface displays self-affine scaling in the later time regime. Further, we argue that the stochastic continuum equation describing the surface height is a noisy version of the Kuramoto-Sivashinsky equation.

cond-mat↗

Proportion Regulation in Globally Coupled Nonlinear Systems

As a model of proportion regulation in differentiation process of biological system, globally coupled activator-inhibitor systems are studied. Formation and destabilization of one and two cluster state are predicted analytically. Numerical simulations show that the proportion of units of clusters is chosen within a finite range and it is selected depend on the initial condition.

adap-org↗

Exact Results for Spatio-Temporal Correlations in a Self-Organized Critical Model of Punctuated Equilibrium

We introduce a self-organized critical model of punctuated equilibrium with many internal degrees of freedom ($M$) per site. We find exact solutions for $M\rightarrow \infty$ of cascade equations describing avalanche dynamics in the steady state. This proves the existence of simple power laws with critical exponents that verify general scaling relations for nonequilibrium phenomena. Punctuated equilibrium is described by a Devil's staircase with a characteristic exponent, $τ_{FIRST}=2-d/4$ where $d$ is the spatial dimension.

adap-org↗

Phase Structure of Systems with Multiplicative Noise

The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero range of parameter values over which the susceptibility is infinite in any dimension. A scaling theory of the strong-coupling transition is constructed.

adap-org↗

Spatial Inhomogeneity and Thermodynamic Chaos

We present a coherent approach to the competition between thermodynamic states in spatially inhomogeneous systems, such as the Edwards-Anderson spin glass with a fixed coupling realization. This approach explains and relates chaotic size dependence, ``dispersal of the metastate'', and for replicas: non-independence, symmetry breaking, and overlap (non-)self-averaging.

adap-org↗

Branching Processes and Evolution at the Ends of a Food Chain

In a critically self--organized model of punctuated equilibrium, boundaries determine peculiar scaling of the size distribution of evolutionary avalanches. This is derived by an inhomogeneous generalization of standard branching processes, extending previous mean field descriptions and yielding $ν=1/2$ together with $τ'=7/4$, as distribution exponent of avalanches starting from species at the ends of a food chain. For the nearest neighbor chain one obtains numerically $τ'=1.25 \pm 0.01$, and $τ'_{first}=1.35 \pm 0.01$ for the first return times of activity, again distinct from bulk exponents.

cond-mat↗

Non-Mean-Field Behavior of Realistic Spin Glasses

We provide rigorous proofs which show that the main features of the Parisi solution of the Sherrington-Kirkpatrick spin glass are not valid for more realistic spin glass models in any dimension and at any temperature.

adap-org↗

Tracer Dispersion in a Self-Organized Critical System

We have studied experimentally transport properties in a slowly driven granular system which recently was shown to display self-organized criticality [Frette {\em et al., Nature} {\bf 379}, 49 (1996)]. Tracer particles were added to a pile and their transit times measured. The distribution of transit times is a constant with a crossover to a decaying power law. The average transport velocity decreases with system size. This is due to an increase in the active zone depth with system size. The relaxation processes generate coherently moving regions of grains mixed with convection. This picture is supported by considering transport in a $1D$ cellular automaton modeling the experiment.

cond-mat↗