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arXiv2014

Eckhaus-like instability of large scale coherent structures in a fully turbulent von Kármán flow

The notion of instability of a turbulent flow is introduced in the case of a von Kármán flow thanks to the monitoring of the spatio-temporal spectrum of the velocity fluctuations, combined with projection onto suitable Beltrami modes. It is shown that the large scale coherent fluctuations of the flow obeys a sequence of Eckhaus instabilities when the Reynolds number $\mathrm{Re}$ is varied from $10^2$ to $10^6$. This sequence results in modulations of increasing azimuthal wavenumber. The basic state is the laminar or time-averaged flow at an arbitrary $\mathrm{Re}$, which is axi-symmetric, i.e. with a $0$ azimuthal wavenumber. Increasing $\mathrm{Re}$ leads to non-axisymmetric modulations with increasing azimuthal wavenumber from $1$ to $3$. These modulations are found to rotate in the azimuthal direction. However no clear rotation frequency can be established until $\mathrm{Re}\approx 4\times 10^3$. Above, they become periodic with an increasing frequency. We finally show that these modulations are connected with the coherent structures of the mixing shear layer. The implication of these findings for the turbulence parametrization is discussed. Especially, they may explain why simple eddy viscosity models are able to capture complex turbulent flow dynamics.

physics.flu-dyn↗

arXiv2018

Stochastic thermodynamics and entropy production of chemical reaction systems

We investigate the nonequilibrium stationary states of systems consisting of chemical reactions among molecules of several chemical species. To this end we introduce and develop a stochastic formulation of nonequilibrium thermodynamics of chemical reaction systems based on a master equation defined on the space of microscopic chemical states, and on appropriate definitions of entropy and entropy production, The system is in contact with a heat reservoir, and is placed out of equilibrium by the contact with particle reservoirs. In our approach, the fluxes of various types, such as the heat and particle fluxes, play a fundamental role in characterizing the nonequilibrium chemical state. We show that the rate of entropy production in the stationary nonequilibrium state is a bilinear form in the affinities and the fluxes of reaction, which are expressed in terms of rate constants and transition rates, respectively. We also show how the description in terms of microscopic states can be reduced to a description in terms of the numbers of particles of each species, from which follows the chemical master equation. As an example, we calculate the rate of entropy production of the first and second Schlögl reaction models.

cond-mat.stat-mech↗

arXiv2013

From the Physics of Interacting Polymers to Optimizing Routes on the London Underground

Optimizing paths on networks is crucial for many applications, from subway traffic to Internet communication. As global path optimization that takes account of all path-choices simultaneously is computationally hard, most existing routing algorithms optimize paths individually, thus providing sub-optimal solutions. We employ the physics of interacting polymers and disordered systems to analyze macroscopic properties of generic path-optimization problems and derive a simple, principled, generic and distributed routing algorithm capable of considering simultaneously all individual path choices. We demonstrate the efficacy of the new algorithm by applying it to: (i) random graphs resembling Internet overlay networks; (ii) travel on the London underground network based on Oyster-card data; and (iii) the global airport network. Analytically derived macroscopic properties give rise to insightful new routing phenomena, including phase transitions and scaling laws, which facilitate better understanding of the appropriate operational regimes and their limitations that are difficult to obtain otherwise.

physics.soc-ph↗

arXiv2013

Cell responses only partially shape cell-to-cell variations in protein abundances in Escherichia coli chemotaxis

Cell-to-cell variations in protein abundance in clonal cell populations are ubiquitous in living systems. Since protein composition determines responses in individual cells, it stands to reason that the variations themselves are subject to selective pressures. But the functional role of these cell-to-cell differences is not well understood. One way to tackle questions regarding relationships between form and function is to perturb the form (e.g., change the protein abundances) and observe the resulting changes in some function. Here we take on the form-function relationship from the inverse perspective, asking instead what specific constraints on cell-to-cell variations in protein abundance are imposed by a given functional phenotype. We develop a maximum entropy (MaxEnt) based approach to posing questions of this type, and illustrate the method by application to the well characterized chemotactic response in Escherichia coli (E. coli). We find that full determination of observed cell-to-cell variations in protein abundances is not inherent in chemotaxis itself, but in fact appears to be jointly imposed by the chemotaxis program in conjunction with other factors, e.g., the protein synthesis machinery and/or additional non-chemotactic cell functions such as cell metabolism. These results illustrate the power of MaxEnt as a tool for the investigation of relationships between biological form and function.

q-bio.CB↗

arXiv2013

Spectral redemption: clustering sparse networks

Spectral algorithms are classic approaches to clustering and community detection in networks. However, for sparse networks the standard versions of these algorithms are suboptimal, in some cases completely failing to detect communities even when other algorithms such as belief propagation can do so. Here we introduce a new class of spectral algorithms based on a non-backtracking walk on the directed edges of the graph. The spectrum of this operator is much better-behaved than that of the adjacency matrix or other commonly used matrices, maintaining a strong separation between the bulk eigenvalues and the eigenvalues relevant to community structure even in the sparse case. We show that our algorithm is optimal for graphs generated by the stochastic block model, detecting communities all the way down to the theoretical limit. We also show the spectrum of the non-backtracking operator for some real-world networks, illustrating its advantages over traditional spectral clustering.

cs.SI↗

arXiv2013

How hydrophobic drying forces impact the kinetics of molecular recognition

A model of protein-ligand binding kinetics in which slow solvent dynamics results from hydrophobic drying transitions is investigated. Molecular dynamics simulations show that solvent in the receptor pocket can fluctuate between wet and dry states with lifetimes in each state that are long enough for the extraction of a separable potential of mean force and wet-to-dry transitions. We introduce a Diffusive Surface Hopping Model that is represented by a two-dimensional Markovian master equation. One dimension is the standard reaction coordinate, the ligand-pocket separation, and the other is the solvent state in the region between ligand and binding pocket which specifies whether it is wet or dry. In our model, the ligand diffuses on a dynamic free energy surface which undergoes kinetic transitions between the wet and dry states. The model yields good agreement with results from explicit solvent molecular dynamics simulation and an improved description of the kinetics of hydrophobic assembly. Furthermore, it is consistent with a "non-Markovian Brownian theory" for the ligand-pocket separation coordinate alone.

cond-mat.soft↗

arXiv2013

Persistence and First-Passage Properties in Non-equilibrium Systems

In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration problems, we progressively discuss the persistence properties in systems with many degrees of freedom. These systems include spins models undergoing phase ordering dynamics, diffusion equation, fluctuating interfaces etc. Persistence properties are nontrivial in these systems as the effective underlying stochastic process is non-Markovian. Several exact and approximate methods have been developed to compute the persistence of such non-Markov processes over the last two decades, as reviewed in this article. We also discuss various generalisations of the local site persistence probability. Persistence in systems with quenched disorder is discussed briefly. Although the main emphasis of this review is on the theoretical developments on persistence, we briefly touch upon various experimental systems as well.

cond-mat.stat-mech↗

arXiv2012

Impact of meta-order in the Minority Game

We study the market impact of a meta-order in the framework of the Minority Game. This amounts to studying the response of the market when introducing a trader who buys or sells a fixed amount h for a finite time T. This perturbation introduces statistical arbitrages that traders exploit by adapting their trading strategies. The market impact depends on the nature of the stationary state: We find that the permanent impact is zero in the unpredictable (information efficient) phase, while in the predictable phase it is non-zero and grows linearly with the size of the meta-order. This establishes a quantitative link between information efficiency and trading efficiency (i.e. market impact). By using statistical mechanics methods for disordered systems, we are able to fully characterize the response in the predictable phase, to relate execution cost to response functions and obtain exact results for the permanent impact.

q-fin.TR↗

arXiv2011

Ising model for distribution networks

An elementary Ising spin model is proposed for demonstrating cascading failures (break-downs, blackouts, collapses, avalanches, ...) that can occur in realistic networks for distribution and delivery by suppliers to consumers. A ferromagnetic Hamiltonian with quenched random fields results from policies that maximize the gap between demand and delivery. Such policies can arise in a competitive market where firms artificially create new demand, or in a solidary environment where too high a demand cannot reasonably be met. Network failure in the context of a policy of solidarity is possible when an initially active state becomes metastable and decays to a stable inactive state. We explore the characteristics of the demand and delivery, as well as the topological properties, which make the distribution network susceptible of failure. An effective temperature is defined, which governs the strength of the activity fluctuations which can induce a collapse. Numerical results, obtained by Monte Carlo simulations of the model on (mainly) scale-free networks, are supplemented with analytic mean-field approximations to the geometrical random field fluctuations and the thermal spin fluctuations. The role of hubs versus poorly connected nodes in initiating the breakdown of network activity is illustrated and related to model parameters.

physics.soc-ph↗

arXiv2012

The journey of hydrogen to quantized vortex cores

Nanoscale hydrogen particles in superfluid helium track the motions of quantized vortices. This provides a way to visualize turbulence in the superfluid. Here, we trace the evolution of the hydrogen from a gas to frozen particles migrating toward the cores of quantized vortices. Not only are the intervening processes interesting in their own right, but understanding them better leads to more revealing experiments.

cond-mat.stat-mech↗

arXiv2013

Comments on boundary driven open XXZ chain: asymmetric driving and uniqueness of steady states

In this short note we provide two extensions on the recent explicit results on the matrix-product ansatz for the non-equilibrium steady state of a markovianly boundary-driven anisotropic Heisenberg XXZ spin 1/2 chain. We write a perturbative solution for the steady state density matrix in the system-batyh coupling for an arbitrary (asymmetric) set of four spin-flip rates at the two chain ends, generalizing the symmetric-driving ansatz of [Phys. Rev. Lett. 106, 217206 (2011)]. Furthermore, we generalize the exact (non-perturbative) form of the steady state for just two Lindblad channels (spin-up flipping on the left, and spin-down flipping on the right) to an arbitrary (asymmetric) ratio of the spin flipping rates [Phys. Rev. Lett. 107, 137201 (2011)]. In addition, we also indicate a simple proof of uniqueness of our steady states.

cond-mat.stat-mech↗

arXiv2013

Demonstration and resolution of the Gibbs paradox of the first kind

The Gibbs paradox of the first kind (GP1) refers to the false increase in entropy which, in statistical mechanics, is calculated from the process of combining two gas systems S1 and S2 consisting of distinguishable particles. Presented in a somewhat modified form, the GP1 manifests as a contradiction to the second law of thermodynamics. Contrary to popular belief, this contradiction affects not only classical but also quantum statistical mechanics. The present paper resolves the GP1 by considering two effects: 1. The uncertainty about which particles are located in S1 and which in S2 contributes to the entropies of S1 and S2. 2. S1 and S2 are correlated by the fact that if a certain particle is located in one system, it cannot be located in the other. As a consequence, the entropy of the total system consisting of S1 and S2 is not the sum of the entropies of S1 and S2.

cond-mat.stat-mech↗

arXiv2012

Diffusion-limited aggregation with polygon particles

Diffusion-limited aggregation (DLA) assumes that particles perform pure random walk at a finite temperature and aggregate when they come close enough and stick together. Although it is well known that DLA in two dimensions results in a ramified fractal structure, how the particle shape influences the formed morphology is still unclear. In this work, we perform the off-lattice two-dimensional DLA simulations with different particle shapes of triangle, quadrangle, pentagon, hexagon, and octagon, respectively, and compared with the results for circular particles. Our results indicate that different particle shapes only change the local structure, but have no effects on the global structure of the formed fractal cluster. The local compactness decreases as the number of polygon edges increases.

cond-mat.stat-mech↗

arXiv2013

Brownian markets

Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior with a long-time tail, similar to empirical observations. Individual stocks are also described via the generalized Langevin equation. They are classified by their relation to the market memory as heavy, neutral and light stocks, possessing different kinds of autocorrelation functions.

q-fin.ST↗

arXiv2001

Jamming Model for the Extremal Optimization Heuristic

Extremal Optimization, a recently introduced meta-heuristic for hard optimization problems, is analyzed on a simple model of jamming. The model is motivated first by the problem of finding lowest energy configurations for a disordered spin system on a fixed-valence graph. The numerical results for the spin system exhibit the same phenomena found in all earlier studies of extremal optimization, and our analytical results for the model reproduce many of these features.

cond-mat.stat-mech↗

arXiv2013

Thermal entanglement in an orthogonal dimer-plaquette chain with alternating Ising-Heisenberg coupling

In this paper we explore the entanglement in orthogonal dimer-plaquette Ising-Heisenberg chain, assembled between plaquette edges, also known as orthogonal dimer plaquettes. The quantum entanglement properties involving an infinite chain structure are quite important, not only because the mathematical calculation is cumbersome but also because real materials are well represented by infinite chain. Using the local gauge symmetry of this model, we are able to map onto a simple spin-1 like Ising and spin-1/2 Heisenberg dimer model with single effective ion anisotropy. Thereafter this model can be solved using the decoration transformation and transfer matrix approach. First, we discuss the phase diagram at zero temperature of this model, where we find five ground states, one ferromagnetic, one antiferromagnetic, one triplet-triplet disordered and one triplet-singlet disordered phase, beside a dimer ferromagnetic-antiferromagnetic phase. In addition, we discuss the thermodynamic properties such as entropy, where we display the residual entropy. Furthermore, using the nearest site correlation function it is possible also to analyze the pairwise thermal entanglement for both orthogonal dimers, additionally we discuss the threshold temperature of the entangled region as a function of Hamiltonian parameters. We find quite interesting thin reentrance threshold temperature for one of the dimers, and we also discuss the differences and similarities for both dimers.

cond-mat.stat-mech↗

arXiv2013

Role of kinetic inductance in transport properties of shunted superconducting nanowires

Recently transport measurements have been carried out in resistively shunted long superconducting nanowires [M. W. Brenner {\it et. al.}, Phys. Rev. B {\bf{85}}, 224507 (2012)]. The measured voltage-current ($V$-$I$) characteristics was explained by the appearance of the phase slip centers in the shunted wire, and the whole wire was modeled as a single Josephson junction. The kinetic inductance of the long nanowires used in experiments is generally large. Here we argue that the shunted superconducting nanowire acts as a Josephson junction in series with an inductor. The inductance depends on the length and the cross section of the wire. The inclusion of inductance in our analysis modifies the $V$-$I$ curves, and increases the rate of switching from the superconducting state to the resistive state. The quantitative differences can be quite large in some practical parameter sets, and might be important to properly understand the experimental results. Our proposed model can be verified experimentally by studying the shunted superconducting nanowires of different lengths and cross sections.

cond-mat.supr-con↗

arXiv2013

First-passage problems in DNA replication: effects of template tension on stepping and exonuclease activities of a DNA polymerase motor

A DNA polymerase (DNAP) replicates a template DNA strand. It also exploits the template as the track for its own motor-like mechanical movement. In the polymerase mode it elongates the nascent DNA by one nucleotide in each step. But, whenever it commits an error by misincorporating an incorrect nucleotide, it can switch to an exonuclease mode. In the latter mode it excises the wrong nucleotide before switching back to its polymerase mode. We develop a stochastic kinetic model of DNA replication that mimics an {\it in-vitro} experiment where a single-stranded DNA, subjected to a mechanical tension $F$, is converted to a double-stranded DNA by a single DNAP. The $F$-dependence of the average rate of replication, which depends on the rates of both polymerase and exonuclease activities of the DNAP, is in good qualitative agreement with the corresponding experimental results. We introduce 9 novel distinct {\it conditional dwell times} of a DNAP. Using the methods of first-passage times, we also derive the exact analytical expressions for the probability distributions of these conditional dwell times. The predicted $F$-dependence of these distributions are, in principle, accessible to single-molecule experiments.

q-bio.SC↗