We present a numerical analysis of spanning avalanches in a two-dimensional (2D) nonequilibrium zero-temperature random field Ising model. Finite-size scaling analysis, performed for distribution of the average number of spanning avalanches per single run, spanning avalanche size distribution, average size of spanning avalanche, and contribution of spanning avalanches to magnetization jump, is augmented by analysis of spanning field (i.e., field triggering spanning avalanche), which enabled us to collapse averaged magnetization curves below critical disorder. Our study, based on extensive simulations of sufficiently large systems, reveals the dominant role of subcritical 2D-spanning avalanches in model behavior below and at the critical disorder. Other types of avalanches influence finite systems, but their contribution for large systems remains small or vanish.

A thermal diode that rectifies heat current is one of the basic devices for functional heat control. Frequency response is an important feature of many electric devices, such as diodes and transistors. Frequency response measures the ability of a device to process high-frequency signals. In this paper, we systematically study the frequency response of a thermal diode model that consists of two dissimilar Frenkel-Kontorova (FK) segments. The rectification ability of this thermal diode is badly affected when the input temperatures oscillate with a frequency that exceeds a critical value. The dependence of this critical frequency on various system parameters, including system size, interface coupling strength, etc., is quantitatively calculated.

We investigate the geometric properties of percolation clusters by studying square-lattice bond percolation on the torus. We show that the density of bridges and nonbridges both tend to 1/4 for large system sizes. Using Monte Carlo simulations, we study the probability that a given edge is not a bridge but has both its loop arcs in the same loop and find that it is governed by the two-arm exponent. We then classify bridges into two types: branches and junctions. A bridge is a branch iff at least one of the two clusters produced by its deletion is a tree. Starting from a percolation configuration and deleting the branches results in a leaf-free configuration, whereas, deleting all bridges produces a bridge-free configuration. Although branches account for $\approx 43\%$ of all occupied bonds, we find that the fractal dimensions of the cluster size and hull length of leaf-free configurations are consistent with those for standard percolation configurations. By contrast, we find that the fractal dimensions of the cluster size and hull length of bridge-free configurations are given by the backbone and external perimeter dimensions, respectively. We estimate the backbone fractal dimension to be 1.643 36(10).

Thermal denaturation of DNA is often studied with coarse-grained models in which native sequential base pairing is mimicked by the existence of attractive interactions only between monomers at the same position along strands (Poland and Scheraga models). Within this framework, the existence of a three-stranded DNA bound state in conditions where a duplex DNA would be in the denaturated state was recently predicted from a study of three directed polymer models on simplified hierarchical lattices ($d>2$) and in $1+1$ dimensions. Such a phenomenon which is similar to the Efimov effect in nuclear physics was named Efimov-DNA. In this paper we study the melting of the three-stranded DNA on a Sierpinski gasket of dimensions $d<2$ by assigning extra weight factors to fork openings and closings, to induce a two-strand DNA melting. In such a context we can find again the existence of the Efimov-DNA-like state but quite surprisingly we discover also the presence of a different phase, to be called a mixed state, where the strands are pair-wise bound but without three chain contacts. Whereas the Efimov DNA turns out to be a crossover near melting, the mixed phase is a thermodynamic phase.

Population dynamics that evolve in a radial symmetric geometry are investigated. The nonlinear reaction-diffusion model, which depends on population density, is employed as the governing equation for this system. The approximate analytical solution to this equation is found. It shows that the population density evolves from the initial state and propagates in a traveling-wave-like manner for a long-time scale. If the distance is insufficiently long, the curvature has an ineluctable influence on the density profile and front speed. In comparison, the analytical solution is in agreement with the numerical solution.

The efficiency and cooling power of a two-terminal thermoelectric refrigerator are analyzed near the limit of vanishing dissipation (ideal system), where the optimal efficiency is the Carnot one, but the cooling power vanishes. This limit, where transport occurs only via a single sharp electronic energy, has been referred to as “strong coupling” or “the best thermoelectric.” Confining the discussion to the linear-response regime, it is found that “parasitic” effects that make the system deviate from the ideal limit, and reduce the efficiency from the Carnot limit, are crucial for the usefulness of the device. Among these parasitics, there are: parallel phonon conduction, finite width of the electrons' transport band, and more than a single energy transport channel. In terms of a small parameter characterizing the deviation from the ideal limit, the efficiency and power grow linearly, and the dissipation quadratically. The results are generalized to the case of broken time-reversal symmetry, and the major nontrivial changes are discussed. Finally, the recent universal relation between the thermopower and the asymmetry of the dissipation between the two terminals is briefly discussed, including the small dissipation limit.

We probe the rheology of weakly vibrated granular flows as function of flow rate, vibration strength, and pressure by performing experiments in a vertically vibrated split-bottom shear cell. For slow flows, we establish the existence of a vibration-dominated granular flow regime, where the driving stresses smoothly vanish as the driving rate is diminished. We distinguish three qualitatively different vibration-dominated rheologies, most strikingly a regime where the shear stresses no longer are proportional to the pressure.

The coordination of activity amongst populations of neurons in the brain is critical to cognition and behavior. One form of coordinated activity that has been widely studied in recent years is the so-called neuronal avalanche, whereby ongoing bursts of activity follow a power-law distribution. Avalanches that follow a power law are not unique to neuroscience, but arise in a broad range of natural systems, including earthquakes, magnetic fields, biological extinctions, fluid dynamics, and superconductors. Here, we show that common techniques that estimate this distribution fail to take into account important characteristics of the data and may lead to a sizable misestimation of the slope of power laws. We develop an alternative series of maximum likelihood estimators for discrete, continuous, bounded, and censored data. Using numerical simulations, we show that these estimators lead to accurate evaluations of power-law distributions, improving on common approaches. Next, we apply these estimators to recordings of in vitro rat neocortical activity. We show that different estimators lead to marked discrepancies in the evaluation of power-law distributions. These results call into question a broad range of findings that may misestimate the slope of power laws by failing to take into account key aspects of the observed data.

The Bak-Tang-Wiesenfeld (BTW) sandpile process is an archetypal, stylized model of complex systems with a critical point as an attractor of their dynamics. This phenomenon, called self-organized criticality, appears to occur ubiquitously in both nature and technology. Initially introduced on the two-dimensional lattice, the BTW process has been studied on network structures with great analytical successes in the estimation of macroscopic quantities, such as the exponents of asymptotically power-law distributions. In this article, we take a microscopic perspective and study the inner workings of the process through both numerical and rigorous analysis. Our simulations reveal fundamental flaws in the assumptions of past phenomenological models, the same models that allowed accurate macroscopic predictions; we mathematically justify why universality may explain these past successes. Next, starting from scratch, we obtain microscopic understanding that enables mechanistic models; such models can, for example, distinguish a cascade's area from its size. In the special case of a 3-regular network, we use self-consistency arguments to obtain a zero-parameter mechanistic (bottom-up) approximation that reproduces nontrivial correlations observed in simulations and that allows the study of the BTW process on networks in regimes otherwise prohibitively costly to investigate. We then generalize some of these results to configuration model networks and explain how one could continue the generalization. The numerous tools and methods presented herein are known to enable studying the effects of controlling the BTW process and other self-organizing systems. More broadly, our use of multitype branching processes to capture information bouncing back and forth in a network could inspire analogous models of systems in which consequences spread in a bidirectional fashion.

When the symmetries of homogenous isotropic turbulent flows are broken, different sets of modes with different physical roles emerge. In particular, choosing a forcing which puts more weight on one or the other of these sets may result in different statistics for the energy transfers. We use the general method of computing a partition function restricted to a portion of phase space to study analytically these different statistics. We illustrate this method in the case of parity symmetry breaking, measured by helicity. It is shown that when helicity is sign-definite at all scales, an inverse cascade is expected for the energy. When sign-definiteness is lost, even for a small set of modes, this cascade disappears and there is a sharp phase transition to the standard helical equipartition spectra.

The explanation for the observed axisymmetric magnetic field in the von Kármán–sodium (VKS) dynamo experiment is still an unresolved question. In this paper, the integral equation approach is extended to investigate the VKS dynamo action by taking into account the discontinuity of the magnetic permeability and electrical conductivity in the conducting region. When the relative magnetic permeability of the soft-iron impellers is set to 65, a steady toroidal field that is apparently axisymmetric is excited at the critical magnetic Reynolds number, ${\text{Rm}}^c\approx 27.23$, which is close to the experimental result, ${\text{Rm}}^c\approx 30$. Our results show that the critical magnetic Reynolds number declines as the relative magnetic permeability of the impellers increases. Furthermore, when the relative magnetic permeability is not greater than 37, an equatorial magnetic field with an azimuthal wave number $m=1$ is the dominant mode, otherwise a steady toroidal field with an azimuthal wave number $m=0$ predominates the magnetic field generated by the VKS dynamo action.

We study the effects of the particle-wake interactions on the dispersion and polarization of dust lattice wave modes in two-dimensional plasma crystals. Most notably, the wake-induced coupling between the modes causes the branches to “attract” each other, and their polarizations become elliptical. Upon the mode hybridization the major axes of the ellipses (remaining mutually orthogonal) rotate by ${45}^{\circ }$. To demonstrate the importance of the obtained results for experiments, we plot representative particle trajectories and spectral densities of the longitudinal and transverse waves. These characteristics reveal distinct fingerprints of the mixed polarization. Furthermore, we show that at strong coupling the hybrid mode is significantly shifted towards smaller wave numbers, away from the border of the first Brillouin zone (where the hybrid mode is localized for a weak coupling).

We generalize the method of A. M. Polyakov, [Phys. Rev. E 52, 6183 (1995)] for obtaining structure-function relations in turbulence in the stochastically forced Burgers equation, to develop structure-function hierarchies for turbulence in three models for magnetohydrodynamics (MHD). These are the Burgers analogs of MHD in one dimension [Eur. Phys. J. B 9, 725 (1999)], and in three dimensions (3DMHD and 3D Hall MHD). Our study provides a convenient and unified scheme for the development of structure-function hierarchies for turbulence in a variety of coupled hydrodynamical equations. For turbulence in the three sets of MHD equations mentioned above, we obtain exact relations for third-order structure functions and their derivatives; these expressions are the analogs of the von Kármán–Howarth relations for fluid turbulence. We compare our work with earlier studies of such relations in 3DMHD and 3D Hall MHD.

Spatial networks range from the brain networks, to transportation networks and infrastructures. Recently interacting and multiplex networks are attracting great attention because their dynamics and robustness cannot be understood without treating at the same time several networks. Here we present maximal entropy ensembles of spatial multiplex and spatial interacting networks that can be used in order to model spatial multilayer network structures and to build null models of real data sets. We show that spatial multiplexes naturally develop a significant overlap of the links, a noticeable property of many multiplexes that can affect significantly the dynamics taking place on them. Additionally, we characterize ensembles of spatial interacting networks and we analyze the structure of interacting airport and railway networks in India, showing the effect of space in determining the link probability.

This paper attempts to unravel any relations that may exist between turbulent shear flows and statistical mechanics through a detailed numerical investigation in the simplest case where both can be well defined. The flow considered for the purpose is the two-dimensional (2D) temporal free shear layer with a velocity difference $\Delta U$ across it, statistically homogeneous in the streamwise direction ($x$) and evolving from a plane vortex sheet in the direction normal to it ($y$) in a periodic-in-$x$ domain $L\times \pm \infty$. Extensive computer simulations of the flow are carried out through appropriate initial-value problems for a “vortex gas” comprising $N$ point vortices of the same strength ($\gamma =L\Delta U/N$) and sign. Such a vortex gas is known to provide weak solutions of the Euler equation. More than ten different initial-condition classes are investigated using simulations involving up to $32000$ vortices, with ensemble averages evaluated over up to ${10}^3$ realizations and integration over ${10}^{4}L/\Delta U$. The temporal evolution of such a system is found to exhibit three distinct regimes. In Regime I the evolution is strongly influenced by the initial condition, sometimes lasting a significant fraction of $L/\Delta U$. Regime III is a long-time domain-dependent evolution towards a statistically stationary state, via “violent” and “slow” relaxations [, Physica A 391, 3657 (2012)], over flow time scales of order ${10}^2$ and ${10}^{4}L/\Delta U$, respectively (for $N=400$). The final state involves a single structure that stochastically samples the domain, possibly constituting a “relative equilibrium.” The vortex distribution within the structure follows a nonisotropic truncated form of the Lundgren-Pointin (L-P) equilibrium distribution (with negatively high temperatures; L-P parameter $\lambda$ close to $-1$). The central finding is that, in the intermediate Regime II, the spreading rate of the layer is universal over the wide range of cases considered here. The value (in terms of momentum thickness) is $0.0166\pm 0.0002$ times $\Delta U$. Regime II, extensively studied in the turbulent shear flow literature as a self-similar “equilibrium” state, is, however, a part of the rapid nonequilibrium evolution of the vortex-gas system, which we term “explosive” as it lasts less than one $L/\Delta U$. Regime II also exhibits significant values of $N$-independent two-vortex correlations, indicating that current kinetic theories that neglect correlations or consider them as $O(1/N)$ cannot describe this regime. The evolution of the layer thickness in present simulations in Regimes I and II agree with the experimental observations of spatially evolving (3D Navier-Stokes) shear layers. Further, the vorticity-stream-function relations in Regime III are close to those computed in 2D Navier-Stokes temporal shear layers [, , and , J. Fluid Mech. 233, 661 (1991)]. These findings suggest the dominance of what may be called the Kelvin-Biot-Savart mechanism in determining the growth of the free shear layer through large-scale momentum and vorticity dispersal.

Interacting particle systems constitute the dynamic model of choice in a variety of application areas. A prominent example is pedestrian dynamics, where good design of escape routes for large buildings and public areas can improve evacuation in emergency situations, avoiding exit blocking and the ensuing panic. Here we employ diffusion maps to study the coarse-grained dynamics of two pedestrian crowds trying to pass through a door from opposite sides. These macroscopic variables and the associated smooth embeddings lead to a better description and a clearer understanding of the nature of the transition to oscillatory dynamics. We also compare the results to those obtained through intuitively chosen macroscopic variables.

We study the nonequilibrium critical behavior of the pair contact process with diffusion (PCPD) by means of nonperturbative functional renormalization group techniques. We show that usual perturbation theory fails because the effective potential develops a nonanalyticity at a finite length scale: Perturbatively forbidden terms are dynamically generated and the flow can be continued once they are taken into account. Our results suggest that the critical behavior of PCPD can be either in the directed percolation or in a different (conjugated) universality class.

We consider the Kardar-Parisi-Zhang equation for a circular interface in two dimensions, unconstrained by the standard small-slope and no-overhang approximations. Numerical simulations using an adaptive scheme allow us to elucidate the complete time evolution as a crossover between a short-time regime with the interface fluctuations of a self-avoiding ring or two-dimensional vesicle, and a long-time regime governed by the Tracy-Widom distribution expected for this geometry. For small-noise amplitudes, scaling behavior is only of the latter type. Large noise is also seen to renormalize the bare physical parameters of the ring, akin to analogous parameter renormalization for equilibrium three-dimensional membranes. Our results bear particular importance on the relation between relevant universality classes of scale-invariant systems in two dimensions.

We derive the Kuramoto-Sivashinsky-type phase equation from the Kuramoto-Sakaguchi-type phase model via the Ott-Antonsen-type complex amplitude equation and demonstrate heterogeneity-induced collective-phase turbulence in nonlocally coupled individual-phase oscillators.