The GHS (Generalized Hard Sphere)-based standard reaction probability model commonly used in probabilistic particle methods is evaluated. We show that the original model has no general validity with respect to the molecular reaction. Mathematical consistency exists only for reactions with vanishing activation energy. For small energies close to the activation threshold the individual reaction probability for the special case of associative ionization of atomic nitrogen diverges. This makes the model extremely expensive, and nonphysical. An improved model is derived, and its implementation is verified on basis of the aforementioned reaction. Both models converge to the same value at large energies. The relative error of the original model with respect to the new model is independent of the particle pairing and, hence, of the reaction type. The error is smaller than $1\%$ for collision energies in excess of 200 times the activation energy. For typical simulation problems like atmospheric high-enthalpy entry flows (assuming heavy-particle temperatures on the order of $10000$ K) the relative error is in the order of ${10}^5\%$.

The standard Lévy walk is performed by a particle that moves ballistically between randomly occurring collisions when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events, the particle randomly changes the direction of motion but maintains the same constant speed. We generalize the standard model to incorporate velocity fluctuations into the process. Two types of models are considered, namely (i) with a walker changing the direction and absolute value of its velocity during collisions only, and (ii) with a walker whose velocity continuously fluctuates. We present a full analytic evaluation of both models and emphasize the importance of initial conditions. We show that, in the limit of weak velocity fluctuations, the integral diffusion characteristics and the bulk of diffusion profiles are identical to those for the standard Lévy walk. However, the type of underlying velocity fluctuations can be identified by looking at the ballistic regions of the diffusion profiles. Our analytical results are corroborated by numerical simulations.

In a recent paper [M. Leo, R. A. Leo, and P. Tempesta, J. Stat. Mech. (2011) P03003], it has been shown that the $\pi /2$-mode exact nonlinear solution of the Fermi-Pasta-Ulam $\beta$ system, with periodic boundary conditions, admits two energy density thresholds. For values of the energy density $\epsilon$ below or above these thresholds, the solution is stable. Between them, the behavior of the solution is unstable, first recurrent and then chaotic. In this paper, we study the chaotic behavior between the two thresholds from a statistical point of view, by analyzing the distribution function of a dynamical variable that is zero when the solution is stable and fluctuates around zero when it is unstable. For mesoscopic systems clear numerical evidence emerges that near the second threshold, in a large range of the energy density, the numerical distribution is fitted accurately with a $q$-Gaussian distribution for very large integration times, suggesting the existence of a quasistationary state possessing a weakly chaotic behavior. A normal distribution is recovered in the thermodynamic limit.

A stochastic theory is presented for a quantum vortex in superfluid films coated on a two-dimensional sphere ${\mathrm{S}}^2$. The starting point is the canonical equation of motion (Kirchhoff equation) for a point vortex, which is derived using the time-dependent Landau-Ginzburg theory. The vortex equation, which is equivalent to the spin equation, turns out to be the Langevin equation in presence of random forces. This is converted to the Fokker-Planck (FP) equation for the distribution function of a point vortex by using a functional integral technique. The FP equation is analyzed with special emphasis on the role of the pinning potential. By considering a typical form of the pinning potential, we address two problems: (i) The one is concerning an interplay between strength of the pinning potential and effective temperature, which discriminates the weak and strong coupling scheme to determine the solutions of the FP equation. (ii) The other is concerning a small diffusion limit, for which an asymptotic analysis is given using the functional integral to lead a compact expression of the distribution function. An extension to the vortex in nonspherical geometry is briefly discussed for the case of vortex on a plane and a pseudosphere.

The concept of temperature is one of the key ideas in describing the thermodynamical properties of systems. In classical statistical mechanics of ideal gases, the notion of temperature can be described in at least two different ways: the kinetic temperature (related to the average kinetic energy of the particles) and the thermodynamic temperature (related to the ratio between infinitesimal changes in entropy and energy). For the Boltzmann distribution, the two notions lead to the same result. However, for nonequilibrium phenomena, while the kinetic temperature has been commonly used both for theoretical and simulation purposes, there appears to be no corresponding general definition of thermodynamic or entropic temperature. In this paper, we consider the statistical or Shannon entropy of a system and use the “de Bruijn identity” from information theory (see Appendix A 2 for a derivation of this identity) to show that it is possible to define a “Shannon temperature” or “entropic temperature” $T$ for a nonequilibrium system as the ratio between the average curvature of the Hamiltonian function associated with the system and the trace of the Fisher information matrix of the nonequilibrium probability distribution (see Appendix A 1 for a definition of the Fisher information). We show that this definition subsumes many other attempts at defining entropic temperatures for nonequilibrium systems and is not restricted to equilibrium or near equilibrium systems. Intuitively, the gist of our approach is to use the Shannon or Gibbs entropy of a system and make use of the relation $dS=d{Q}_{\text{rev}}/T$ as a definition of temperature. We achieve this by positing a statistical notion of infinitesimal heating as the addition of uncorrelated random variables (in a special way). As an example of the utility of such a definition, we obtain the nonequilibrium entropic temperature for a system satisfying the Langevin equations. For such a system, we show that while the kinetic temperature is related to the changes in the energy of the system, the entropic or Shannon temperature is related to the changes in the entropy of the system. We show that this notion, together with the well known Cramer-Rao inequality in statistics demonstrates the validity of the second law of thermodynamics for such a nonequilibrium system.

It is generally agreed that the supercritical region of a liquid consists of one single state (supercritical fluid). On the other hand, we show here that liquids in this region exist in two qualitatively different states: “rigid” and “nonrigid” liquids. Rigid to nonrigid transition corresponds to the condition $\tau \approx {\tau }_0$, where $\tau$ is the liquid relaxation time and ${\tau }_0$ is the minimal period of transverse quasiharmonic waves. This condition defines a new dynamic crossover line on the phase diagram and corresponds to the loss of shear stiffness of a liquid at all available frequencies and, consequently, to the qualitative change in many important liquid properties. We analyze this line theoretically as well as in real and model fluids and show that the transition corresponds to the disappearance of high-frequency sound, to the disappearance of roton minima, qualitative changes in the temperature dependencies of sound velocity, diffusion, viscous flow, and thermal conductivity, an increase in particle thermal speed to half the speed of sound, and a reduction in the constant volume specific heat to 2$k_{\mathrm{B}}$ per particle. In contrast to the Widom line that exists near the critical point only, the new dynamic line is universal: It separates two liquid states at arbitrarily high pressure and temperature and exists in systems where liquid-gas transition and the critical point are absent altogether. We propose to call the new dynamic line on the phase diagram “Frenkel line”.

The influence of relative humidity (RH) on the extremely slow compaction dynamics of a granular assembly has been experimentally investigated. Millimeter-sized glass beads are considered. Compaction curves are fitted by stretched exponentials with characteristic time $\tau$ and exponent $\delta$, which are seen to be deeply affected by the moisture content. A kinetic model, taking into account both triboelectric and capillary effects, is in excellent agreement with our results. It confirms the existence of an optimal condition at a relative humidity $\approx$$45\%$ for minimizing cohesive interactions between glass beads. The exponent $\delta$ is seen to depend strongly on the diffusive character of grains and voids inside the packing: diffusion for cohesiveless particles and subdiffusion when cohesion plays a role. As a consequence, the RH represents a relevant parameter that should be reported for every experimental work on a slowly driven dense random packing.

We consider the adsorption of fluid at the foot of a cylinder that protrudes from a flat substrate made of the same material. Provided the contact angle $\theta$ is small enough, a drop of liquid condenses near the base, the size of which can be determined using simple macroscopic arguments. The adsorption in this geometry shows scaling behavior related to a number of different interfacial phase transitions and, for systems with short-ranged forces, shows a remarkable property; for small $\theta$, the height of the drop (measured from the base) and the width (measured from the cylinder axis) are near identical to expressions for the thickness and parallel correlation length for microscopic wetting films (at planar walls). The only difference is that the bulk correlation length is replaced by the radius of the cylinder. By taking into account the correct singular behavior of the line tension we show that this geometrical amplification of the microscopic lengths occurs for second-order, first-order, and complete wetting transitions, and is specific to three dimensions. Similar phenomena occurs for long-ranged forces, and shows crossover scaling behavior.

The morphological evolution by surface diffusion of a core-shell spherical particle has been investigated theoretically under hydrostatic pressure when the shear modulii of the core and shell are different. A linear stability analysis has demonstrated that depending on the pressure, shear modulii, and radii of both phases, the free surface of the composite particle may be unstable with respect to a shape perturbation. A stability diagram finally emphasizes that the roughness development is favored in the case of a hard shell with a soft core.

The feasibility of a spiral-type solution, periodic both in time and in space, of a reaction-diffusion equation (specifically the FitzHugh-Nagumo system) in an excitable medium is numerically demonstrated. The solution consists of arrays of interacting spiral pairs, which repeatedly create by partial annihilation a system of residual portions (RPs). The latter behaves as a source to the next generation of the spiral-pair array. If basic (highest) translational symmetry is not conserved, pointwise perturbations, above a certain threshold, are shown to be able to destroy the pattern after a certain transient time by changing its symmetry. If the basic translational symmetry is preserved, such perturbations do not cause destruction unless occurring at the nearest vicinity of the RP site. Singular value decomposition methods are used to analyze the structure of the pattern, revealing the importance of the spiral pairs and the RPs.

The effect of chaotic bath dynamics on the decoherence of a quantum system is examined for the vibrational degrees of freedom of a diatomic molecule in a realistic, constant temperature collisional bath. As an example, the specific case of I${}_2$ in liquid xenon is examined as a function of temperature, and the results compared with an integrable xenon bath. A crossover in behavior is found: The integrable bath induces more decoherence at low bath temperatures than does the chaotic bath, whereas the opposite is the case at the higher bath temperatures. These results, verifying a conjecture due to Wilkie, shed light on the differing views of the effect of chaotic dynamics on system decoherence.

We study the onset of the time-periodic distribution of phases in a population of a large number of passive rotators in asymmetric potential and time-delayed antiferromagnetic mean-field coupling. The threshold between the stationary and the time-periodic states is found exactly by solving the linearized Fokker-Planck equation using the numerical continuation technique. A typical scenario of the reversal of the left- and right-running phases by the asymmetric potential is demonstrated. Analytical results are supported by numerical simulations of the Langevin equations.

We propose a phenomenological model for the polygonal hydraulic jumps discovered by Ellegaard and co-workers [Nature (London) 392, 767 (1998);   Nonlinearity 12, 1 (1999); Physica B 228, 1 (1996)], based on the known flow structure for the type-II hydraulic jumps with a “roller” (separation eddy) near the free surface in the jump region. The model consists of mass conservation and radial force balance between hydrostatic pressure and viscous stresses on the roller surface. In addition, we consider the azimuthal force balance, primarily between pressure and viscosity, but also including nonhydrostatic pressure contributions from surface tension in light of recent observations by Bush and co-workers [J. Fluid Mech. 558, 33 (2006);   Phys. Fluids 16, S4 (2004)]. The model can be analyzed by linearization around the circular state, resulting in a parameter relationship for nearly circular polygonal states. A truncated but fully nonlinear version of the model can be solved analytically. This simpler model gives rise to polygonal shapes that are very similar to those observed in experiments, even though surface tension is neglected, and the condition for the existence of a polygon with $N$ corners depends only on a single dimensionless number $\phi$. Finally, we include time-dependent terms in the model and study linear stability of the circular state. Instability occurs for sufficiently small Bond number and the most unstable wavelength is expected to be roughly proportional to the width of the roller as in the Rayleigh-Plateau instability.

Using the $F$-expansion method we systematically present exact solutions of the three-dimensional nonlinear generalized Gross-Pitaevskii equation, with time-varying gain or loss, in both attractive and expulsive harmonic confinement regimes. This approach allows us to obtain solitons for a large variety of solutions depending on the time-varying potential and the gain or loss profiles. The dynamics of these matter waves, including quasibreathing solitons, double-quasibreathing solitons, and three-quasibreathing solitons, is discussed. The explicit functions that describe the evolution of the amplitude, width, and trajectory of the soliton's wave center are presented exactly. It is demonstrated that an arbitrary additional time-dependent gain function can be added to the model to control the amplitude and width of the soliton and the nonlinearity without affecting the motion of the solitons' wave center. Additionally, a number of exact traveling waves, including the Faraday pattern formation, have been found. The obtained results may raise the possibility of relative experiments and potential applications.

Saddle-node bifurcations arise frequently in solitary waves of diverse physical systems. Previously it was believed that solitary waves always undergo stability switching at saddle-node bifurcations, just as in finite-dimensional dynamical systems. Here we show that this is not true. For a large class of generalized nonlinear Schrödinger equations with real or complex potentials, we prove that stability of solitary waves does not switch at saddle-node bifurcations. This analytical result is confirmed by numerical examples where both soliton branches are stable at saddle-node bifurcations.

We study the efficiency at maximum power, ${\eta }_m$, of irreversible quantum Carnot engines (QCEs) that perform finite-time cycles between a hot and a cold reservoir at temperatures $T_h$ and $T_c$, respectively. For QCEs in the reversible limit (long cycle period, zero dissipation), ${\eta }_m$ becomes identical to the Carnot efficiency ${\eta }_{{}_C}=1-T_c/T_h$. For QCE cycles in which nonadiabatic dissipation and the time spent on two adiabats are included, the efficiency ${\eta }_m$ at maximum power output is bounded from above by ${\eta }_{{}_C}/(2-{\eta }_{{}_C})$ and from below by ${\eta }_{{}_C}/2$. In the case of symmetric dissipation, the Curzon-Ahlborn efficiency ${\eta }_{{}_{\mathit{CA}}}=1-\sqrt{T_c/T_h}$ is recovered under the condition that the time allocation between the adiabats and the contact time with the reservoir satisfy a certain relation.

The Ising models $S=1/2$ and $S=1$ are studied by efficient Monte Carlo schemes on the (3,4,6,4) and the (3,3,3,3,6) Archimedean lattices. The algorithms used, a hybrid Metropolis-Wolff algorithm and a parallel tempering protocol, are briefly described and compared with the simple Metropolis algorithm. Accurate Monte Carlo data are produced at the exact critical temperatures of the Ising model for these lattices. Their finite-size analysis provide, with high accuracy, all critical exponents which, as expected, are the same with the well-known 2D Ising model exact values. A detailed finite-size scaling analysis of our Monte Carlo data for the $S=1$ model on the same lattices provides very clear evidence that this model obeys, also very well, the 2D Ising model critical exponents. As a result, we find that recent Monte Carlo simulations and attempts to define effective dimensionality for the $S=1$ model on these lattices are misleading. Accurate estimates are obtained for the critical amplitudes of the logarithmic expansions of the specific heat for both models on the two Archimedean lattices.

Diffusive properties of a monodisperse system of interacting particles confined to a quasi-one-dimensional channel are studied using molecular dynamics simulations. We calculate numerically the mean-squared displacement (MSD) and investigate the influence of the width of the channel (or the strength of the confinement potential) on diffusion in finite-size channels of different shapes (i.e., straight and circular). The transition from single-file diffusion to the two-dimensional diffusion regime is investigated. This transition [regarding the calculation of the scaling exponent ($\alpha$) of the MSD $\langle \Delta x^2\left(t\right)\rangle$ $\propto t^{\alpha }$] as a function of the width of the channel is shown to change depending on the channel's confinement profile. In particular, the transition can be either smooth (i.e., for a parabolic confinement potential) or rather sharp (i.e., for a hard-wall potential), as distinct from infinite channels where this transition is abrupt. This result can be explained by qualitatively different distributions of the particle density for the different confinement potentials.

The influence of randomness on wave propagation in one-dimensional chains of spherical granular media is investigated. The interaction between the elastic spheres is modeled using the classical Hertzian contact law. Randomness is introduced in the discrete model using random distributions of particle mass, Young's modulus, or radius. Of particular interest in this study is the quantification of the attenuation in the amplitude of the impulse associated with various levels of randomness: two distinct regimes of decay are observed, characterized by an exponential or a power law, respectively. The responses are normalized to represent a vast array of material parameters and impact conditions. The virial theorem is applied to investigate the transfer from potential to kinetic energy components in the system for different levels of randomness. The level of attenuation in the two decay regimes is compared for the three different sources of randomness and it is found that randomness in radius leads to the maximum rate of decay in the exponential regime of wave propagation.

The nonaffine motion of particles is central to the relaxation and flow of glasses. It is usually assumed in plasticity theories that nonaffine rearrangements are localized and uncorrelated. Here we present evidence that this assumption may not hold. We investigate and compare systematically different measures of nonaffinity in a sheared colloidal glass by tracking the motion of the individual particles directly with confocal microscopy. We show that besides differences in the appearance and degree of localization of nonaffine displacements, the nature of their fluctuations is very similar. At intermediate times, all spatial correlation functions display robust power-law behavior, clearly demonstrating long-range correlations and critical behavior of the driven glass, in contrast to the assumptions of plasticity theories. We show that on long-time scales, correlations become finite and plasticity theories may apply.