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Physical Review EPhysical Review E, interdisciplinary in scope, focuses on many-body phenomena, including recent developments in quantum and classical chaos and soft matter physics. It has sections on statistical physics, equilibrium and transport properties of fluids, liquid crystals, complex fluids, polymers, chaos, fluid dynamics, plasma physics, classical physics, and computational physics. In addition, the journal features sections on two rapidly growing areas: biological physics and granular materials. More...
Statistical physics
Gabriel Baglietto and Ezequiel V. Albano
One of the most popular approaches to the study of the collective behavior of self-driven individuals is the well-known Vicsek model (VM) [T. Vicsek, A. Czirók, E. Ben-Jacob, I. Cohen, and O. Shochet, Phys. Rev. Lett. 75, 1226 (1995)]. In the VM one has that each individual tends to adopt the direc...
[Phys. Rev. E 80, 050103
] Published Fri Nov 6, 2009
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Marc Pradas, Juan M. López, and A. Hernández-Machado
We study avalanche dynamics and local activity of forced-flow imbibition fronts in disordered media. We focus on the front dynamics as the mean velocity of the interface v̅ is decreased and the pinning state is approached. Scaling arguments allow us to obtain the statistics of avalanche ...
[Phys. Rev. E 80, 050101
] Published Wed Nov 4, 2009
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Yoichiro Kondo, Namiko Mitarai, and Hiizu Nakanishi
We numerically study the Loewner driving function Ut of a site percolation cluster boundary on the triangular lattice for plt;pc . It is found that Ut shows a drifted random walk with a finite crossover time. Within this crossover time, the averaged driving function ⟨Ut⟩ shows a scaling ...
[Phys. Rev. E 80, 050102
] Published Wed Nov 4, 2009
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L. G. López, D. H. Linares, and A. J. Ramirez-Pastor
Monte Carlo simulations have been carried out for a system of monomers on square lattices that, by decreasing temperature or increasing density, polymerize reversibly into chains with two allowed directions and, at the same time, undergo a continuous isotropic-nematic (IN) transition. The results sh...
[Phys. Rev. E 80, 040105
] Published Thu Oct 22, 2009
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Jiantong Li and Shi-Li Zhang
This work presents the generalization of the concept of universal finite-size scaling functions to continuum percolation. A high-efficiency algorithm for Monte Carlo simulations is developed to investigate, with extensive realizations, the finite-size scaling behavior of stick percolation in large-s...
[Phys. Rev. E 80, 040104
] Published Mon Oct 19, 2009
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Ying Chen and Christopher A. Schuh
The effective transport properties and percolation of continuum composites have commonly been studied using discrete models, i.e., by mapping the continuum to a lattice or network. In this study we instead directly solve the continuum transport equations for composite microstructures both analytical...
[Phys. Rev. E 80, 040103
] Published Fri Oct 16, 2009
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Kipton Barros, P. L. Krapivsky, and S. Redner
When a two-dimensional Ising ferromagnet is quenched from above the critical temperature to zero temperature, the system eventually converges to either a ground state or an infinitely long-lived metastable stripe state. By applying results from percolation theory, we analytically determine the proba...
[Phys. Rev. E 80, 040101
] Published Thu Oct 8, 2009
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Jae Dong Noh (노재동) and Hyunggyu Park (박형규)
We investigate numerically the relaxation dynamics of an elastic string in two-dimensional random media by thermal fluctuations starting from a flat configuration. Measuring spatial fluctuations of its mean position, we find that the correlation length grows in time asymptotically as ξ∼(ln t)1...
[Phys. Rev. E 80, 040102
] Published Thu Oct 8, 2009
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Equilibrium and linear transport properties of fluids
Ubaldo Bafile, Eleonora Guarini, Marco Sampoli, and Fabrizio Barocchi
Molecular-dynamics calculations of the translational dynamic structure factor in liquid CO2 and CD4 are analyzed by means of the generalized Langevin equation for the intermediate scattering function in the second-order memory function approximation. We give a rigorous general relation among the...
[Phys. Rev. E 80, 040201
] Published Mon Oct 12, 2009
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Liquid crystals
N. Vaupotič, J. Szydlowska, M. Salamonczyk, A. Kovarova, J. Svoboda, M. Osipov, D. Pociecha, and E. Gorecka
In recent years there are several reports showing that bent-core mesogenic molecules are able to form biaxial nematic phase in which molecular rotation around the long molecular axis is strongly hindered. The x-ray pattern with azimuthally split signals at low angle region of diffraction is usually ...
[Phys. Rev. E 80, 030701
] Published Tue Sep 29, 2009
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Polymers
Benedikt Obermayer and Erwin Frey
The dynamic response of prestressed semiflexible biopolymers is characterized by the propagation and relaxation of tension, which arises due to the near inextensibility of a stiff backbone. It is coupled to the dynamics of contour length stored in thermal undulations but also to the local relaxation...
[Phys. Rev. E 80, 040801
] Published Fri Oct 2, 2009
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Biological physics
R. J. Hawkins, O. Bénichou, M. Piel, and R. Voituriez
Many cellular processes require a polarization axis which generally initially emerges as an inhomogeneous distribution of molecular markers in the cell. We present a simple analytical model of a general mechanism of cell polarization taking into account the positive feedback due to the coupled dynam...
[Phys. Rev. E 80, 040903
] Published Mon Oct 19, 2009
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Soumen Roy and Vladimir Filkov
Understanding the dependence and interplay between architecture and function in biological networks has great relevance to disease progression, biological fabrication, and biological systems in general. We propose methods to assess the association of various microbe characteristics and phenotypes wi...
[Phys. Rev. E 80, 040902
] Published Fri Oct 16, 2009
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Bryan C. Daniels, Scott Forth, Maxim Y. Sheinin, Michelle D. Wang, and James P. Sethna
While slowly turning the ends of a single molecule of DNA at constant applied force, a discontinuity was recently observed at the supercoiling transition when a small plectoneme is suddenly formed. This can be understood as an abrupt transition into a state in which stretched and plectonemic DNA coe...
[Phys. Rev. E 80, 040901
] Published Thu Oct 15, 2009
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Changgui Gu, Jianxiong Wang, and Zonghua Liu
The suprachiasmatic nucleus (SCN) pacemaker shows a free-running period ranging from 20 to 28 h for different species, which was usually explained from the angle of coupling strength. Based on the assumption of nonidentical coupling strengths in SCN, we find an alternative mechanism that the diversi...
[Phys. Rev. E 80, 030904
] Published Wed Sep 30, 2009
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Interdisciplinary physics
J. Martin, N. Rakotomalala, L. Talon, and D. Salin
Autocatalytic reactions may propagate as solitary waves, namely, at a constant front velocity and with a stationary concentration profile, resulting from a balance between molecular diffusion and chemical reaction. When the reaction is exothermic, a thermal wave is linked to the chemical front. As t...
[Phys. Rev. E 80, 055101
] Published Thu Nov 19, 2009
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Kartik Anand and Ginestra Bianconi
The quantification of the complexity of networks is, today, a fundamental problem in the physics of complex systems. A possible roadmap to solve the problem is via extending key concepts of information theory to networks. In this Rapid Communication we propose how to define the Shannon entropy of a ...
[Phys. Rev. E 80, 045102
] Published Tue Oct 13, 2009
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R. Huang, G. Korniss, and S. K. Nayak
We study the interplay between structural and conductivity (composite) disorder and the collective electrical response in random network models. Translating the problem of time-dependent electrical response (resonance and transient relaxation) in binary random composite networks to the framework of ...
[Phys. Rev. E 80, 045101
] Published Thu Oct 1, 2009
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Dmitri Krioukov, Fragkiskos Papadopoulos, Amin Vahdat, and Marián Boguñá
We show that heterogeneous degree distributions in observed scale-free topologies of complex networks can emerge as a consequence of the exponential expansion of hidden hyperbolic space. Fermi-Dirac statistics provides a physical interpretation of hyperbolic distances as energies of links. The hidde...
[Phys. Rev. E 80, 035101
] Published Wed Sep 23, 2009
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Chaos and pattern formation
Rui Zhang, Hugo L. D. de S.Cavalcante, Zheng Gao, Daniel J. Gauthier, Joshua E. S. Socolar, Matthew M. Adams, and Daniel P. Lathrop
We observe deterministic chaos in a simple network of electronic logic gates that are not regulated by a clocking signal. The resulting power spectrum is ultrawide band, extending from dc to beyond 2 GHz. The observed behavior is reproduced qualitatively using an autonomously updating Boolean model ...
[Phys. Rev. E 80, 045202
] Published Tue Oct 27, 2009
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M. Martínez-Mares and A. Robledo
We exhibit a remarkable equivalence between the dynamics of an intermittent nonlinear map and the electronic transport properties (obtained via the scattering matrix) of a crystal defined on a double Cayley tree. This strict analogy reveals in detail the nature of the mobility edge normally studied ...
[Phys. Rev. E 80, 045201
] Published Mon Oct 19, 2009
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A. Matthew Smith and Lev Kaplan
We discuss a modification to random matrix theory (RMT) eigenstate statistics that systematically takes into account the nonuniversal short-time behavior of chaotic systems. The method avoids diagonalization of the Hamiltonian, instead requiring only knowledge of short-time dynamics for a chaotic sy...
[Phys. Rev. E 80, 035205
] Published Tue Sep 29, 2009
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Martina Abb, Italo Guarneri, and Sandro Wimberger
Using a semiclassical ansatz we analytically predict for the fidelity of δ -kicked rotors the occurrence of revivals and the disappearance of intermediate revival peaks arising from the breaking of a symmetry in the initial conditions. A numerical verification of the predicted effects is given and...
[Phys. Rev. E 80, 035206
] Published Tue Sep 29, 2009
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Charles Poli, Barbara Dietz, Olivier Legrand, Fabrice Mortessagne, and Achim Richter
We investigate a two-level model with a large number of open decay channels in order to describe avoided level crossing statistics in open chaotic billiards. This model allows us to describe the fundamental changes in the probability distribution of the avoided level crossings compared with the clos...
[Phys. Rev. E 80, 035204
] Published Fri Sep 25, 2009
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Fluid dynamics
Andrew W. Baggaley, Carlo F. Barenghi, Anvar Shukurov, and Kandaswamy Subramanian
We develop a model of the fluctuation dynamo in which the magnetic field is confined to thin flux ropes advected by a multiscale model of turbulence. Magnetic dissipation occurs only via reconnection of the flux ropes. This model can be viewed as an implementation of the asymptotic limit Rm→∞ ...
[Phys. Rev. E 80, 055301
] Published Wed Nov 18, 2009
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M. Heise, K. Hochstrate, J. Abshagen, and G. Pfister
A Hopf bifurcation with translational invariance has been widely considered as an appropriate model for the appearance of spiral vortices in counter-rotating Taylor-Couette flow. Our experimental work demonstrates that flow conditions close to the axial boundaries are responsible for the type of bif...
[Phys. Rev. E 80, 045301
] Published Thu Oct 8, 2009
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Basile Gallet and François Pétrélis
We show that hemispherical dynamos can result from weak equatorial symmetry breaking of the flow in the interior of planets and stars. Using a model of spherical dynamo, we observe that the interaction between a dipolar and a quadrupolar mode can localize the magnetic field in only one hemisphere wh...
[Phys. Rev. E 80, 035302
] Published Mon Sep 28, 2009
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Plasma physics
B. I. Cho, J. Osterholz, A. C. Bernstein, G. M. Dyer, A. Karmakar, A. Pukhov, and T. Ditmire
The transport of energetic electron beams generated from aluminum foils irradiated by ultraintense laser pulses has been studied by imaging coherent transition radiation from the rear side of the target. Two distinct beams of MeV electrons are emitted from the target rear side at the same time. This...
[Phys. Rev. E 80, 055402
] Published Wed Nov 11, 2009
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X. Lavocat-Dubuis and J.-P. Matte
The interaction of a femtosecond relativistic intensity laser pulse with a grating of subwavelength periodicity was simulated numerically. Strong coherent emission at the wavelength of the grating period and its harmonics was seen, nearly parallel to the target surface, due to relativistic electron ...
[Phys. Rev. E 80, 055401
] Published Tue Nov 10, 2009
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K. L. Lancaster et al.
The energy transport in cone-guided low- Z targets has been studied for laser intensities on target of 2.5×1020 W cm−2 . Extreme ultraviolet (XUV) imaging and transverse optical shadowgraphy of the rear surfaces of slab and cone-slab targets show that the cone geometry strongly influences t...
[Phys. Rev. E 80, 045401
] Published Thu Oct 22, 2009
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Recently published articles in Physical Review E. See the current issue for more. Statistical physics
Chikashi Arita
We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded-volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state solution is constructed in a slightly arranged matrix product form ...
[Phys. Rev. E 80, 051119
] Published Fri Nov 20, 2009
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Zhongzhi Zhang, Yuan Lin, Shuyang Gao, Shuigeng Zhou, Jihong Guan, and Mo Li
A wide variety of real-life networks share two remarkable generic topological properties: scale-free behavior and modular organization, and it is natural and important to study how these two features affect the dynamical processes taking place on such networks. In this paper, we investigate a simple...
[Phys. Rev. E 80, 051120
] Published Fri Nov 20, 2009
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M. Kostur, J. Łuczka, and P. Hänggi
Anomalous transport of non-Markovian thermal Brownian particle dynamics in spatially periodic symmetric systems that is driven by time-periodic symmetric driving and constant bias is investigated numerically. The Brownian dynamics is modeled by a generalized Langevin equation with exponentially corr...
[Phys. Rev. E 80, 051121
] Published Fri Nov 20, 2009
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Rajeev Kapri and Deepak Dhar
We study an Eulerian walker on a square lattice, starting from an initial randomly oriented background using Monte Carlo simulations. We present evidence that, for a large number of steps N , the asymptotic shape of the set of sites visited by the walker is a perfect circle. The radius of the circl...
[Phys. Rev. E 80, 051118
] Published Thu Nov 19, 2009
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Biological physics
G. Rozhnova and A. Nunes
In this paper, we consider a simple stochastic epidemic model on large regular random graphs and the stochastic process that corresponds to this dynamics in the standard pair approximation. Using the fact that the nodes of a pair are unlikely to share neighbors, we derive the master equation for thi...
[Phys. Rev. E 80, 051915
] Published Fri Nov 20, 2009
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J. C. Phillips
Proteins appear to be the most dramatic natural example of self-organized criticality (SOC), a concept that explains many otherwise apparently unlikely phenomena. Protein functionality is often dominated by long-range hydro(phobic/philic) interactions, which both drive protein compaction and mediate...
[Phys. Rev. E 80, 051916
] Published Fri Nov 20, 2009
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Ming-Chya Wu, Eiichi Watanabe, Zbigniew R. Struzik, Chin-Kun Hu, and Yoshiharu Yamamoto
Ventricular fibrillation (VF) is known to be the most dangerous cardiac arrhythmia, frequently leading to sudden cardiac death (SCD). During VF, cardiac output drops to nil and, unless the fibrillation is promptly halted, death usually ensues within minutes. While delivering life saving electrical s...
[Phys. Rev. E 80, 051917
] Published Fri Nov 20, 2009
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L. S. Borkowski
We study the response of a Hodgkin-Huxley neuron stimulated by a periodic sequence of conductance pulses arriving through the synapse in the high-frequency regime. In addition to the usual excitation threshold there is a smooth crossover from the firing to the silent regime for increasing pulse ampl...
[Phys. Rev. E 80, 051914
] Published Thu Nov 19, 2009
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Films, interfaces, and crystal growth
Salvador A. Sartarelli and Leszek Szybisz
The adsorption of Ar on planar structureless substrates of alkali metals, alkaline-earth metal Mg, CO2 , and Au was analyzed by applying a density functional formalism which includes a recently proposed effective attractive pair potential conditioned to Ar. It is shown that this approach reproduces...
[Phys. Rev. E 80, 052602
] Published Thu Nov 19, 2009
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Chaos and pattern formation
Daniel J. Cross and R. Gilmore
Embeddings are diffeomorphisms between some unseen physical attractor and a reconstructed image. Different embeddings may or may not be equivalent under isotopy. We regard embeddings as representations of the attractor, review the labels required to distinguish inequivalent representations for an im...
[Phys. Rev. E 80, 056207
] Published Wed Nov 18, 2009
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Fluid dynamics
B. M. Mognetti and J. M. Yeomans
We investigate the capillary filling of three-dimensional microchannels with surfaces patterned by posts of square cross section. We show that pinning on the edges of the posts suppresses and can halt capillary filling. We stress the importance of the channel walls in controlling whether filling can...
[Phys. Rev. E 80, 056309
] Published Fri Nov 20, 2009
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Plasma physics
A. P. Gavriliuk, I. L. Isaev, S. V. Karpov, I. V. Krasnov, and N. Ya. Shaparev
Laser cooling and crystallization of electron-ion plasma is studied using the Brownian dynamics simulation technique and taking into consideration the interaction of ions with the electron subsystem. It has been shown that the nonlinear dependence of laser friction force on the velocity of ions has ...
[Phys. Rev. E 80, 056404
] Published Thu Nov 19, 2009
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G. Simpson, C. Sulem, and P. L. Sulem
The arrest of Langmuir wave collapse by quantum effects, first addressed by Haas and Shukla [Phys. Rev. E 79, 066402 (2009)] using a Rayleigh-Ritz trial function method is revisited, using rigorous estimates and systematic asymptotic expansions. The absence of blow up for the so-called quantum Zakha...
[Phys. Rev. E 80, 056405
] Published Thu Nov 19, 2009
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Su-Ming Weng, Zheng-Ming Sheng, and Jie Zhang
Inverse bremsstrahlung (IB) absorption and evolution of the electron distribution function (EDF) in a wide laser intensity range (1012–1017 W/cm2) have been studied systematically by a two velocity-dimension Fokker-Planck code. It is found that Langdon’s IB operator overestimates the absorpt...
[Phys. Rev. E 80, 056406
] Published Thu Nov 19, 2009
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Classical physics
Andrea Cozza
It has been proposed [J. De Rosny, Ph.D. thesis, Université Paris VI, 2000] that the performance of time reversal at recreating a coherent pulse in a strongly reverberating medium is directly proportional to the number of resonant modes M actively taking part at the transmission of energy. This i...
[Phys. Rev. E 80, 056604
] Published Fri Nov 20, 2009
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Computational physics
Parimal Kar, Walter Nadler, and Ulrich H. E. Hansmann
We present microcanonical replica exchange molecular dynamics simulations as an alternative to canonical ones. Its advantage is the easily tunable high acceptance rate for replica exchange. We present the theory, comment on its actual implementation, and demonstrate its application for a common test...
[Phys. Rev. E 80, 056703
] Published Wed Nov 18, 2009
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Etienne P. Bernard, Werner Krauth, and David B. Wilson
In this paper we present the event-chain algorithms, which are fast Markov-chain Monte Carlo methods for hard spheres and related systems. In a single move of these rejection-free methods, an arbitrarily long chain of particles is displaced, and long-range coherent motion can be induced. Numerical s...
[Phys. Rev. E 80, 056704
] Published Wed Nov 18, 2009
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Interdisciplinary physics
Neus Isern and Joaquim Fort
A time-delayed second-order approximation for the front speed in reaction-dispersion systems was obtained by Fort and Méndez [Phys. Rev. Lett. 82, 867 (1999)]. Here we show that taking proper care of the effect of the time delay on the reactive process yields a different evolution equation and, the...
[Phys. Rev. E 80, 057103
] Published Fri Nov 20, 2009
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J. Martin, N. Rakotomalala, L. Talon, and D. Salin
[Phys. Rev. E 80, 055101
] Published Thu Nov 19, 2009
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Adam Lipowski and Dorota Lipowska
We examine a naming game with two agents trying to establish a common vocabulary for n objects. Such efforts lead to the emergence of language that allows for an efficient communication and exhibits some degree of homonymy and synonymy. Although homonymy reduces the communication efficiency, it se...
[Phys. Rev. E 80, 056107
] Published Thu Nov 19, 2009
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A. Varas, M. D. Cornejo, B. A. Toledo, V. Muñoz, J. Rogan, R. Zarama, and J. A. Valdivia
The complex behavior that occurs when traffic lights are synchronized is studied for a row of interacting cars. The system is modeled through a cellular automaton. Two strategies are considered: all lights in phase and a “green wave” with a propagating green signal. It is found that the mean vel...
[Phys. Rev. E 80, 056108
] Published Thu Nov 19, 2009
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Attila Szolnoki, Matjaž Perc, and György Szabó
We study the evolution of cooperation in public goods games on different regular graphs as a function of the noise level underlying strategy adoptions. We focus on the effects that are brought about by different group sizes of public goods games in which individuals participate, revealing that large...
[Phys. Rev. E 80, 056109
] Published Thu Nov 19, 2009
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Kota Watanabe, Hideki Takayasu, and Misako Takayasu
Basic peculiarities of market price fluctuations are known to be well described by a recently developed random-walk model in a temporally deforming quadratic potential force whose center is given by a moving average of past price traces [M. Takayasu, T. Mizuno, and H. Takayasu, Physica A 370, 91 (20...
[Phys. Rev. E 80, 056110
] Published Thu Nov 19, 2009
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V. N. Biktashev and M. A. Tsyganov
We identify a type of pattern formation in spatially distributed active systems. We simulate one-dimensional two-component systems with predator-prey local interaction and pursuit-evasion taxis between the components. In a sufficiently large domain, spatially uniform oscillations in such systems are...
[Phys. Rev. E 80, 056111
] Published Thu Nov 19, 2009
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Papers recently accepted for publication in Physical Review E (view more). Statistical physics
Signal acquisition via polarization modulation in single photon sources
Mark D. McDonnell and Adrian P. Flitney
A simple model system is introduced for demonstrating how a single photon source might be used to transduce classical analog information. The theoretical scheme results in measurements of analog source samples that are (i) quantized in the sense of analog-to-digital conversion and (ii) corrupted by random noise that is solely due to the quantum uncertainty in detecting the polarization state of each photon. This noise is unavoidable if more than one bit per sample is to be transmitted, and we show how it may be exploited in a manner inspired by suprathreshold stochastic resonance. The system is analyzed information theoretically, as it can be modeled as a noisy optical communication channel, although unlike classical Poisson channels, the detector's photon statistics are binomial. Previous results on binomial channels are adapted to demonstrate numerically that the classical information capacity, and thus the accuracy of the transduction, increases logarithmically with the square root of the number of photons. Although the capacity is shown to be reduced when an additional detector nonideality is present, the logarithmic increase with N remains.
Accepted Fri Nov 20, 2009
Interacting molecular motors: Efficiency and work fluctuations
Frantisek Slanina
We investigate the model of "reversible ratchet" with interacting particles, introduced by us earlier [Europhys. Lett. 84, 50009 (2008)]. We further clarify the effect of efficiency enhancement due to interaction and show that it is of energetic origin, rather than a consequence of reduced fluctuations. We also show complicated structures emerging in the interaction and density dependence of the current and response function. The fluctuation properties of the work and input energy indicate in detail the far-from-equilibrium nature of the dynamics.
Accepted Fri Nov 20, 2009
Characterizing steady state and transient properties of reaction diffusion systems
Sven Dorosz and Michel Pleimling
In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions both in their steady states and out of stationarity. Many reaction-diffusion systems have the peculiarity that microscopic reversibility is broken such that their transient behavior can not be investigated through the study of most of the observables discussed in the literature. For this reason we analyze the transient properties of reaction-diffusion systems through a specific work observable that remains well defined even in the absence of microscopic reversibility and that obeys an exact detailed fluctuation relation in cases where detailed balance is fulfilled. We thereby drive the systems out of their nonequilibrium steady states through time-dependent reaction rates. Using a numerical exact method and computer simulations, we analyze fluctuation ratios of the probability distributions obtained during the forward and reversed processes. We show that the underlying microscopic dynamics gives rise to peculiarities in the configuration space trajectories, thereby yielding prominent features in the fluctuation ratios.
Accepted Fri Nov 20, 2009
Memory effects in recurrent and extreme events
C. Nicolis and G. Nicolis
A dynamical approach to recurrent and extreme events is developed focussing on the role of correlations and memory in the structure of the probability distributions and their low-order moments. The procedure is illustrated on homogeneous first and second order Markov chains, non-Markovian and non-homogeneous processes and deterministic dynamical systems. Substantial differences with classical statistical theory as applied to independent identically distributed random variables are iden tified.
Accepted Fri Nov 20, 2009
Nonequilibrium phase transition in an exactly solvable driven Ising model with friction
Alfred Hucht
A driven Ising model with friction due to magnetic correlations has recently been proposed by Kadau et al. [Phys. Rev. Lett. 101, 137205 (2008)]. The non-equilibrium phase transition present in this system is investigated in detail using analytical methods as well as Monte Carlo simulations. In the limit of high driving velocities v the model shows mean field behavior due to dimensional reduction and can be solved exactly for various geometries. The simulations are performed with three different single spin flip rates: the common Metropolis and Glauber rates as well as a multiplicative rate. Due to the non-equilibrium nature of the model all rates lead to different critical temperatures at v > 0, while the exact solution matches the multiplicative rate. Finally, the cross-over from Ising to mean field behavior as function of velocity and system size is analysed in one and two dimensions.
Accepted Fri Nov 20, 2009
Multifractal analysis of light scattering intensity fluctuations
F. Shayeganfar, S. Jabbari Farouji, M.Sadegh Movahed, G. R. Jafari and M.Reza Rahimi Tabar
We provide a simple interpretation of non-Gaussian nature of the light scattering intensity fluctuations using the multiplicative cascade model, Markovian method and volatility correlations. The cascade model and Markovian method enable us to reproduce most of recent empirical findings: long-range volatility correlations and non-Gaussian statistics of intensity fluctuations. We provide evidence that the intensity increments Dx(t)=I(t+t)-I(t), upon different delay time scale, t, can be described as a Markov process evolving in t. Thus, the t-dependence of the probability density function (PDF), p(Dx,t) on the delay time scale, t, can be described by a Fokker-Planck equation. We also demonstrate how drift and diffusion coefficients in Fokker-Planck equation can be estimated directly from the data.PACS number(s): 02.50.Fz, 78.35.+c
Accepted Thu Nov 19, 2009
Statistical mechanical analysis of the Kronecker channel model for multiple input multiple output wireless communication
Atsushi Hatabu, Koujin Takeda and Yoshiyuki Kabashima
The Kronecker channel model of wireless communication is analyzed using statistical mechanics methods. In the model, spatial proximities among transmission/reception antennas are taken into account as certain correlation matrices, which generally yield non-trivial dependence among symbols to be estimated. This prevents accurate assessment of the communication performance by na#239;vely using a previously developed analytical scheme based on a matrix integration formula. In order to resolve this difficulty, we develop a formalism that can formally handle the correlations in Kronecker models based on the known scheme. Unfortunately, direct application of the developed scheme is, in general, practically difficult. However, the formalism is still useful, indicating that the effect of the correlations generally increase after the fourth order with respect to correlation strength. Therefore, the known analytical scheme offers a good approximation in performance evaluation when the correlation strength is sufficiently small. For a class of specific correlation, we show that the performance analysis can be mapped to the problem of one-dimensional spin systems in random fields, which can be investigated without approximation by the belief propagation algorithm.
Accepted Thu Nov 19, 2009
Equilibrium and linear transport properties of fluids
Thermal effect on the dynamic infiltration of water into single walled carbon nanotubes
Jianbing Zhao, Ling Liu, Patricia J. Culligan and Xi Chen
Thermally induced variation in wetting ability in a confined nanoenvironment, indicated by the change in infiltration pressure as water molecules enter a model single-walled carbon nanotube (SWCNT) submerged in aqueous environment, is investigated using molecular dynamics simulations. The temperature-dependent infiltration behavior is impacted in part by the thermally-excited radial oscillation of the carbon nanotube, and in part by the variations of fundamental physical properties at the molecular level, including the hydrogen bonding interaction. The thermal effect is also closely coupled with the nanotube size effect and loading rate effect. Manipulation of the thermally responsive infiltration properties could facilitate the development of a next-generation thermal energy converter based on nanoporous materials.
Accepted Fri Nov 20, 2009
Critical particle size where the Stokes Einstein relation breaks down
Zhi Ligang
The validity of the Stokes-Einstein (SE) relation for particle diffusion in the nano and molecular scales has attracted much interest, but the results in the literature are controversial. In this work, it is shown that there exists a critical particle size where the SE relation breaks down by comparing particle transport in the macro- and molecular scales. Using molecular dynamics simulations, we study the critical size and find that the van der Waals force plays an important role in particle diffusion as the particle size approaches molecular scale. Due to the limitations of computing facilities, we could not find exactly where the critical particle size is, but the simulation results qualitatively predict that this critical size is of a few nanometers.
Accepted Thu Nov 19, 2009
Colloidal dispersions, suspensions, and aggregates
Direct numerical simulations for non Newtonian rheology of concentrated particle dispersions
Takuya Iwashita and Ryoichi Yamamoto
The non-Newtonian behavior of a monodisperse concentrated dispersion of spherical particles was investigated using a direct numerical simulation method, that takes into account hydrodynamic interactions and thermal fluctuations accurately. Simulations were performed under steady shear flow with periodic boundary conditions in the three directions. The apparent shear viscosity of the dispersions was calculated at volume fractions ranging from 0.31 to 0.56. Shear-thinning behavior was clearly observed at high volume fractions. The low- and high-limiting viscosities were then estimated from the apparent viscosity by fitting these data into a semi-empirical formula. Furthermore, the short-time motions were examined for Brownian particles fluctuating in concentrated dispersions, for which the fluid inertia plays an important role. The mean square displacement was monitored in the vorticity direction at several different Peclet numbers and volume fractions so that the particle diffusion coefficient is determined from the long-time behavior of the mean square displacement. Finally, the relationship between the non-Newtonian viscosity of the dispersions and the structural relaxation of the dispersed Brownian particles is examined.
Accepted Thu Nov 19, 2009
Films, interfaces, and crystal growth
Viscosity dependent liquid slip at molecularly smooth hydrophobic surfaces
Sean P. McBride and Bruce M. Law
Colloidal probe Atomic Force Microscopy is used to study the slip behavior of eighteen Newtonian liquids from two homologous series, the n-alkanes and n-alcohols, at molecularly smooth hydrophobic n-hexadecyltrichlorosilane coated surfaces. We find that the slip behavior is governed by the bulk viscosity \eta of the liquid, specifically, the slip length b ~ \eta x with x ~ 0.33. Additionally, the slip length was found to be shear rate independent, validating the use of Vinogradova slip theory in this work.
Accepted Thu Nov 19, 2009
Liquid crystals
Patterning induced surface chirality and modulation of director twist in a nematic cell
Yoonseuk Choi, Timothy Atherton, Sameh Ferjani, Rolfe G. Petschek and Charles Rosenblatt
A substrate coated with a polyimide alignment layer is scribed bidirectionally with the stylus of an atomic force microscope to create an easy axis for liquid crystal orientation. nbsp;The resulting non-centrosymmetric topography breaks 2D inversion symmetry and results in a spatial amplitude modulation of an imposed twisted nematic state. nbsp;This is observed optically as spatially periodic light and dark stripes. When the alignment layer is scribed unidirectionally the centrosymmetric topography maintains inversion symmetry, and no stripes are observed. nbsp;The appearance of the twist modulation is consistent with a chiral term in the free energy. aTo whom correspondence should be addressed. nbsp;Email yxc227@case.edu
Accepted Thu Nov 19, 2009
Interdisciplinary physics
Stick slip instabilities and shear strain localization in amorphous materials
Eric G. Daub and Jean M. Carlson
We study the impact of strain localization on the stability of frictional slipping in dense amorphous materials. We model the material using Shear Transformation Zone (STZ) Theory, a continuum approximation for plastic deformation in amorphous solids. In the STZ model, the internal state is quantified by an effective disorder temperature, and the effective temperature dynamics capture the spontaneous localization of strain. We study the effect of strain localization on stick-slip instabilities by coupling the STZ model to a non-inertial spring slider system. We perform a linear stability analysis to generate a phase diagram that connects the small scale physics of strain localization to the macroscopic stability of sliding. Our calculations determine the values of spring stiffness and driving velocity where steady sliding becomes unstable, and we confirm our results through numerical integration. We investigate both homogeneous deformation, where no shear band forms, and localized deformation, where a narrow shear band spontaneously forms and accommodates all of the deformation. Our results show that at a given velocity, strain localization leads to unstable frictional sliding at a much larger spring stiffness compared to homogeneous deformation, and that localized deformation cannot be approximated by a homogeneous model with a narrower material. We also find that strain localization provides a physical mechanism for irregular stick-slip cycles in certain parameter ranges. Our results quantitatively connect the internal physics of deformation in amorphous materials to the larger scale frictional dynamics of stick-slip.
Accepted Thu Nov 19, 2009
Model for non Gaussian intraday stock returns
Austin Gerig, Javier Vicente and Miguel A. Fuentes
Stock prices are known to exhibit non-Gaussian dynamics, and there is much interest in understanding the origin of this behavior. Here, we present a simple model that explains the shape and scaling of the distribution of intraday stock price fluctuations (called intraday returns) and verify the model using a large database for several stocks traded on the London Stock Exchange. We provide evidence that the return distribution for these stocks is non-Gaussian and similar in shape, and that the distribution appears stable over intraday time scales. We explain these results by assuming the volatility of returns is constant intraday, but varies over longer periods such that its inverse square follows a gamma distribution. This produces returns that are Student t-distributed for intraday time scales. The predicted results show excellent agreement with the data for all stocks in our study and over all regions of the return distribution.
Accepted Thu Nov 19, 2009
Effective potential and chiral symmetry breaking
David Hochberg
The nonequilibrium effective potential is calculated for the Frank model of spontaneous mirror symmetry breaking (SMSB) in chemistry in which external noise is introduced to account for random environmental effects. The well mixed limit, corresponding to negligible diffusion, and the case of diffusion in two space dimensions are studied in detail. White noise has a disordering effect in the former case, whereas in the latter case a phase transition occurs for external noise exceeding a critical intensity which racemizes the system.
Accepted Thu Nov 19, 2009
Chaos and pattern formation
Modified periodogram method for estimating the Hurst exponent of fractional Gaussian noise
Yingjun Liu, Yong Liu, Kun Wang, Tianzi Jiang and Lihua Yang
Fractional Gaussian noise (fGn) is an important and widely used self-similar process which is mainly parameterized by its Hurst exponent (H). Many researchers have proposed methods for estimating the Hurst exponent of fGn. In this paper we put forward a novel modified periodogram method for estimating the Hurst exponent based on a refined approximation of the spectral density function. Generalizing the spectral exponent from a linear function to a piecewise polynomial, we obtained a closer approximation of the fGn's spectral density function. This procedure is significant because it reduced the bias in the estimation of H. Furthermore, the averaging technique that we used markedly reduced the variance of estimates. We also considered the asymptotical unbiasedness of the new method and derived the upper bound of its variance and confidence interval. Monte Carlo simulations showed that the proposed estimator was superior to a wavelet maximum likelihood estimator in terms of mean squared error and was comparable to Whittle's estimator. In addition, a real dataset of Nile River minima was employed to evaluate the efficiency of our proposed method. These tests confirmed that our proposed method was computationally simpler and faster than Whittle's estimator.
Accepted Thu Nov 19, 2009
Multiplexed encryption using chaotic systems with multiple stochastic delayed feedbacks
D. Rontani, M. Sciamanna, A. Locquet and D. S. Citrin
We propose an efficient and fast bit-multiplexed encryption scheme exploiting hyperchaotic regimes of a single nonlinear oscillator with multiple time-delay feedback loops. Each data stream is encrypted by digitally modulating the values of the various time delays and decrypted using chaos synchronization and cross-correlation measurements. We have numerically applied our approach to an optoelectronic chaotic oscillator based on standard semiconductor lasers subjected to multiple feedbacks and have demonstrated successful data transmission and recovery between multiple users at several Gbits/s on a single communication channel.
Accepted Wed Nov 18, 2009
Fluid dynamics
Analog of astrophysical magnetorotational instability in a Couette Taylor flow of polymer fluids
Stanislav Boldyrev, Don Huynh and Vladimir Pariev
We report experimental observation of an instability in a Couette-Taylor flow of a polymer fluid in a thin gap between two coaxially rotating cylinders in a regime where their angular velocity decreases with the radius while the specific angular momentum increases with the radius. In the considered regime, neither the inertial Rayleigh instability nor the purely elastic instability are possible. We propose that the observed "elasto-rotational" instability is an analog of the magnetorotational instability which plays a fundamental role in astrophysical Keplerian accretion disks.
Accepted Fri Nov 20, 2009
Steady dynamics of exothermic chemical wave fronts in van der Waals fluids
G. Dumazer, C. Antoine, A. Lemarchand and B. Nowakowski
We study the steady dynamics of an exothermic Fisher-Kolmogorov-Petrovsky-Piskunov chemical wave front traveling in a one-dimensional van der Waals fluid. The propagating wave is initiated by a nonuniformity in reactant concentration contrary to usual combustion ignition processes. The heat release and activation energy of the reaction play the role of control parameters. We recently proved that the propagation of an exothermic chemical wave front in a perfect gas displays a forbidden interval of stationary wave front speeds [G. Dumazer, M. Leda, B. Nowakowski, and A. Lemarchand, Phys. Rev. E 78, 016309 (2008)]. We examine how this result is modified for nonideal fluids and determine the effect of the van der Waals parameters and fluid density on the bifurcation between diffusion flames and Chapman-Jouguet detonation waves as heat release increases. Analytical predictions are confirmed by the numerical solution of the hydrodynamic equations including reaction kinetics.
Accepted Fri Nov 20, 2009
Near wake structure behind two circular cylinders in a side by-side configuration with heat release
S. Kumar, G. Laughlin and C. Cantu
Flow around two circular cylinders in a side-by-side arrangement normal to the free stream with heat release from one of the cylinders is studied experimentally. This flow, with no heat release, is known to exhibit a range of flow regimes at different cylinder spacings. In particular, the wake exhibits well-known intermittently bi-stable behavior in the center-to-center spacing (normalized by cylinder diameter) range of 1.2 - 2.0. We present, for the first time, the effect of heat release from one of the cylinders on the near wake structure of the two cylinder configuration. The experiments are performed at spacing ratios of 1.1, 1.7, and 3.0, Reynolds numbers of 250, 350, and 450 and Richardson number less than 0.14. The investigations are carried out in a water tunnel using hydrogen bubble technique for flow visualization and particle-image-velocimetry for quantitative measurements. The bi-stability of the wake at a spacing ratio of 1.7 is controlled with a threshold heat release from one of the cylinders resulting in a stable narrow wake behind the heated cylinder and a wider wake behind the unheated cylinder. The heat release resulted in deflection of the gap-bleeding flow towards the heated cylinder at spacing ratio of S/D = 1.1 and did not produce any visual changes in the near-wake structure at spacing ratio of 3.0.
Accepted Thu Nov 19, 2009
Nonlinear defects separating spiral waves in Taylor Couette flow
Ch. Hoffmann, M. Heise, S. Altmeyer, J. Abshagen, A. Pinter, G. Pfister and M. Lucke
Stable domain walls which are realized by a defect between oppositely traveling spiral waves in a pattern-forming hydrodynamic system, Taylor-Couette flow, are studied numerically as well as experimentally. A nonlinear mode coupling resulting from the nonlinearities in the underlying momentum balance is found to be essential for the stability of the defects. These nonlinearly driven defects separate spiral domains and act either as a phase generating or annihilating defect. Specific phase differences of either 0 or p between the participating traveling waves are a characteristic feature of this defect. The influence of a symmetry breaking, externally imposed flow on the spiral domains and the defects is studied. The numerical and experimental results are in excellent agreement.
Accepted Thu Nov 19, 2009
Plasma physics
Theoretical description of Coulomb balls: Fluid phase
J. Wrighton, J. W. Dufty, H. Kahlert and M. Bonitz
A theoretical description for the radial density profile of a finite number of identical charged particles confined in a harmonic trap is developed for application over a wide range of Coulomb coupling (or, equivalently, temperatures) and particle numbers. A simple mean field approximation neglecting correlations yields a density profile which is monotonically decreasing with radius for all temperatures, in contrast to molecular dynamics simulations and experiments showing shell structure at lower temperatures. A more complete theoretical description including charge correlations is developed here by an extension of the hypernetted chain approximation, developed for bulk fluids, to the confined charges. The results reproduce all of the qualitative features observed in molecular dynamics simulations and experiments. These predictions are then tested quantitatively by comparison with new benchmark Monte Carlo simulations. Quantitative accuracy of the theory is obtained by correcting the hypernetted chain approximation with a representation for the associated bridge functions.
Accepted Fri Nov 20, 2009
Asymmetry driven structure formation in pair plasmas
S. M. Mahajan, N. L. Shatashvili and V. I. Berezhiani
The nonlinear propagation of electromagnetic waves in pair plasmas, in which the electrostatic potential plays a very important but subdominant role of a "binding glue" is investigated. Several mechanisms for structure formation are investigated, in particular, the #228;symmetry" in the initial temperatures of the constituent species. It is shown that the temperature asymmetry leads to a (localizing) nonlinearity that is new and qualitatively different from the ones originating in ambient mass or density difference. The temperature asymmetry driven focusing-defocusing nonlinearity supports stable localized wave structures in 1-3 dimensions, which, for certain parameters, may have flat-top shapes.
Accepted Fri Nov 20, 2009
Classical Physics
Electrorotation of a leaky dielectric spheroid immersed in a viscous fluid
Yu. Dolinsky and T. Elperin
We study rotation of a spheroidal dielectric particle immersed into a viscous dielectric fluid and subjected to a constant external electric field. The electrorotation is caused by the mechanical torque due to a fluid shear flow and by the electric moment due to the difference between electric conductivities and permeabilities of a particle and a host fluid. We consider effect of a shear flow on the orientation of the spheroid in a case of an ideal dielectric and for the finite electric conductivities of the spheroid and a host medium. We determined the critical magnitude of the shear flow velocity whereby spheroid cannot be held by the external electric field with a given strength and found the dependencies of the Euler angles of the spheroid vs. the strength of the electric field. In a case of a system with a finite electric conductivity we considered two types of the non ideal dielectrics, namely negative electro-viscosity particles and positive electro-viscosity particles. For a given magnitude of shear velocity and for two types of particles we determined the critical strengths of the electric field whereby rotation regime changes qualitatively in a case of rotation around the symmetry axis and in a case when the orientation of the axis of symmetry changes.
Accepted Fri Nov 20, 2009
Errata
Erratum: Coupling induced oscillations in overdamped bistable systems [Phys. Rev. E \textbf{68}, 045102 (2003)]
Vis Inarath, Adi R. Bulsara, Antonio Palacios, Patrick Longhini, Andy Kho and Joseph D. Neff
Accepted Thu Nov 19, 2009
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