Possible ergodic-nonergodic regions in the quantum Sherrington-Kirkpatrick spin glass model and quantum annealing
Sudip Mukherjee, Atanu Rajak, and Bikas K. Chakrabarti
Phys. Rev. E 97, 022146 (2018) - Published 28 February, 2018
Sudip Mukherjee, Atanu Rajak, and Bikas K. Chakrabarti
Phys. Rev. E 97, 022146 (2018) - Published 28 February, 2018
We explore the behavior of the order parameter distribution of the quantum Sherrington-Kirkpatrick model in the spin glass phase using Monte Carlo technique for the effective Suzuki-Trotter Hamiltonian at finite temperatures and that at zero temperature obtained using the exact diagonalization method. Our numerical results indicate the existence of a low- but finite-temperature quantum-fluctuation-dominated ergodic region along with the classical fluctuation-dominated high-temperature nonergodic region in the spin glass phase of the model. In the ergodic region, the order parameter distribution gets narrower around the most probable value of the order parameter as the system size increases. In the other region, the Parisi order distribution function has nonvanishing value everywhere in the thermodynamic limit, indicating nonergodicity. We also show that the average annealing time for convergence (to a low-energy level of the model, within a small error range) becomes system size independent for annealing down through the (quantum-fluctuation-dominated) ergodic region. It becomes strongly system size dependent for annealing through the nonergodic region. Possible finite-size scaling-type behavior for the extent of the ergodic region is also addressed.
Masanori Hanada, Hidehiko Shimada, and Masaki Tezuka
Phys. Rev. E 97, 022224 (2018) - Published 28 February, 2018
We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at , while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.
A. Gómez-Rojas and P. Halevi
Phys. Rev. E 97, 022225 (2018) - Published 28 February, 2018
We have simulated aspects of intrinsic localized modes or discrete breathers in a modulated lumped transmission line with nonlinear varactors and a defect unit cell. As the inductance or capacitance of this cell is increased, a transition from instability to stability takes place. Namely, there exist threshold values of the inductance or capacitance of a lattice impurity for a breather to be able to attach to. A resistive defect can also anchor a breather. Moreover, by either gradually lowering all the source resistances, or else increasing the modulation frequency, multiple secondary ILMs can be spontaneously generated at host sites (with only a single inductive or capacitive defect). Further, if two impurities are subcritically spaced (the separation increasing with the amplitude of the modulation voltage), a breather can pop up midway, with no breathers at the impurity sites themselves. Finally, an ILM can pull closer its neighbors on both sides, only to perish once these ILMs have gotten sufficiently close. To our knowledge, these effects have not been reported for any discrete nonlinear system.
Dáibhid Ó Maoiléidigh
Phys. Rev. E 97, 022226 (2018) - Published 28 February, 2018
To ensure their sensitivity to weak periodic signals, some physical systems likely operate near a Hopf bifurcation. Many systems operating near such a bifurcation exhibit stochastic resonance, but it is unclear which mechanisms for resonance are inherent to the bifurcation. To address this question, we study the sinusoidally forced dynamics of noisy supercritical and subcritical Hopf oscillators. We find four qualitatively different mechanisms for stochastic resonance and determine the conditions for each type of resonance.
Tatsuro Kawamoto and Yoshiyuki Kabashima
Phys. Rev. E 97, 022315 (2018) - Published 28 February, 2018
We conduct a comparative analysis on various estimates of the number of clusters in community detection. An exhaustive comparison requires testing of all possible combinations of frameworks, algorithms, and assessment criteria. In this paper we focus on the framework based on a stochastic block model, and investigate the performance of greedy algorithms, statistical inference, and spectral methods. For the assessment criteria, we consider modularity, map equation, Bethe free energy, prediction errors, and isolated eigenvalues. From the analysis, the tendency of overfit and underfit that the assessment criteria and algorithms have becomes apparent. In addition, we propose that the alluvial diagram is a suitable tool to visualize statistical inference results and can be useful to determine the number of clusters.
Filippo Radicchi
Phys. Rev. E 97, 022316 (2018) - Published 28 February, 2018
According to a recent information-theoretical proposal, the problem of defining and identifying communities in networks can be interpreted as a classical communication task over a noisy channel: memberships of nodes are information bits erased by the channel, edges and nonedges in the network are parity bits introduced by the encoder but degraded through the channel, and a community identification algorithm is a decoder. The interpretation is perfectly equivalent to the one at the basis of well-known statistical inference algorithms for community detection. The only difference in the interpretation is that a noisy channel replaces a stochastic network model. However, the different perspective gives the opportunity to take advantage of the rich set of tools of coding theory to generate novel insights on the problem of community detection. In this paper, we illustrate two main applications of standard coding-theoretical methods to community detection. First, we leverage a state-of-the-art decoding technique to generate a family of quasioptimal community detection algorithms. Second and more important, we show that the Shannon's noisy-channel coding theorem can be invoked to establish a lower bound, here named as decodability bound, for the maximum amount of noise tolerable by an ideal decoder to achieve perfect detection of communities. When computed for well-established synthetic benchmarks, the decodability bound explains accurately the performance achieved by the best community detection algorithms existing on the market, telling us that only little room for their improvement is still potentially left.
Frederic von Wegner, Helmut Laufs, and Enzo Tagliazucchi
Phys. Rev. E 97, 022415 (2018) - Published 28 February, 2018
Long-range memory in time series is often quantified by the Hurst exponent , a measure of the signal's variance across several time scales. We analyze neurophysiological time series from electroencephalography (EEG) and functional magnetic resonance imaging (fMRI) resting state experiments with two standard Hurst exponent estimators and with the time-lagged mutual information function applied to discretized versions of the signals. A confidence interval for the mutual information function is obtained from surrogate Markov processes with equilibrium distribution and transition matrix identical to the underlying signal. For EEG signals, we construct an additional mutual information confidence interval from a short-range correlated, tenth-order autoregressive model. We reproduce the previously described Hurst phenomenon () in the analytical amplitude of alpha frequency band oscillations, in EEG microstate sequences, and in fMRI signals, but we show that the Hurst phenomenon occurs without long-range memory in the information-theoretical sense. We find that the mutual information function of neurophysiological data behaves differently from fractional Gaussian noise (fGn), for which the Hurst phenomenon is a sufficient condition to prove long-range memory. Two other well-characterized, short-range correlated stochastic processes (Ornstein-Uhlenbeck, Cox-Ingersoll-Ross) also yield , whereas their mutual information functions lie within the Markovian confidence intervals, similar to neural signals. In these processes, which do not have long-range memory by construction, a spurious Hurst phenomenon occurs due to slow relaxation times and heteroscedasticity (time-varying conditional variance). In summary, we find that mutual information correctly distinguishes long-range from short-range dependence in the theoretical and experimental cases discussed. Our results also suggest that the stationary fGn process is not sufficient to describe neural data, which seem to belong to a more general class of stochastic processes, in which multiscale variance effects produce Hurst phenomena without long-range dependence. In our experimental data, the Hurst phenomenon and long-range memory appear as different system properties that should be estimated and interpreted independently.
Sumitabha Brahmachari, Andrew Dittmore, Yasuharu Takagi, Keir C. Neuman, and John F. Marko
Phys. Rev. E 97, 022416 (2018) - Published 28 February, 2018
We present a statistical-mechanical model for stretched twisted double-helix DNA, where thermal fluctuations are treated explicitly from a Hamiltonian without using any scaling hypotheses. Our model applied to defect-free supercoiled DNA describes the coexistence of multiple plectoneme domains in long DNA molecules at physiological salt concentrations () and stretching forces (. We find a higher (lower) number of domains at lower (higher) ionic strengths and stretching forces, in accord with experimental observations. We use our model to study the effect of an immobile point defect on the DNA contour that allows a localized kink. The degree of the kink is controlled by the defect size, such that a larger defect further reduces the bending energy of the defect-facilitated kinked end loop. We find that a defect can spatially pin a plectoneme domain via nucleation of a kinked end loop, in accord with experiments and simulations. Our model explains previously reported magnetic tweezer experiments [A. Dittmore et al., Phys. Rev. Lett. 119, 147801 (2017)] showing two buckling signatures: buckling and “rebuckling” in supercoiled DNA with a base-unpaired region. Comparing with experiments, we find that under 1 pN force, a kinked end loop nucleated at a base-mismatched site reduces the bending energy by per unpaired base. Our model predicts the coexistence of three states at the buckling and rebuckling transitions, which warrants new experiments.
Sergey A. Khrapak, Nikita P. Kryuchkov, and Stanislav O. Yurchenko
Phys. Rev. E 97, 022616 (2018) - Published 28 February, 2018
Thermodynamics and dynamics of a classical two-dimensional system with dipolelike isotropic repulsive interactions are studied systematically using extensive molecular dynamics (MD) simulations supplemented by appropriate theoretical approximations. This interaction potential, which decays as an inverse cube of the interparticle distance, belongs to the class of very soft long-ranged interactions. As a result, the investigated system exhibits certain universal properties that are also shared by other related soft-interacting particle systems (like, for instance, the one-component plasma and weakly screened Coulomb systems). These universalities are explored in this article to construct a simple and reliable description of the system thermodynamics. In particular, Helmholtz free energies of the fluid and solid phases are derived, from which the location of the fluid-solid coexistence is determined. The quasicrystalline approximation is applied to the description of collective modes in dipole fluids. Its simplification, previously validated on strongly coupled plasma fluids, is used to derive explicit analytic dispersion relations for the longitudinal and transverse wave modes, which compare satisfactory with those obtained from direct MD simulations in the long-wavelength regime. Sound velocities of the dipole fluids and solids are derived and analyzed.
Abdulla Kerimov, Gary Mavko, Tapan Mukerji, and Mustafa A. Al Ibrahim
Phys. Rev. E 97, 022907 (2018) - Published 28 February, 2018
Mechanical trapping of fine particles in the pores of granular materials is an essential mechanism in a wide variety of natural and industrial filtration processes. The progress of invading particles is primarily limited by the network of pore throats and connected pathways encountered by the particles during their motion through the porous medium. Trapping of invading particles is limited to a depth defined by the size, shape, and distribution of the invading particles with respect to the size, shape, and distribution of the host porous matrix. Therefore, the trapping process, in principle, can be used to obtain information about geometrical properties, such as pore throat and particle size, of the underlying host matrix. A numerical framework is developed to simulate the mechanical trapping of fine particles in porous granular media with prescribed host particle size, shape, and distribution. The trapping of invading particles is systematically modeled in host packings with different host particle distributions: monodisperse, bidisperse, and polydisperse distributions of host particle sizes. Our simulation results show quantitatively and qualitatively to what extent trapping behavior is different in the generated monodisperse, bidisperse, and polydisperse packings of spherical particles. Depending on host particle size and distribution, the information about extreme estimates of minimal pore throat sizes of the connected pathways in the underlying host matrix can be inferred from trapping features, such as the fraction of trapped particles as a function of invading particle size. The presence of connected pathways with minimum and maximum of minimal pore throat diameters can be directly obtained from trapping features. This limited information about the extreme estimates of pore throat sizes of the connected pathways in the host granular media inferred from our numerical simulations is consistent with simple geometrical estimates of extreme value of pore and throat sizes of the densest structural arrangements of spherical particles and geometrical Delaunay tessellation analysis of the pore space of host granular media. Our results suggest simple relations between the host particle size and trapping features. These relationships can be potentially used to describe both the dynamics of the mechanical trapping process and the geometrical properties of the host granular media.
Gérald Faussurier and Christophe Blancard
Phys. Rev. E 97, 023206 (2018) - Published 28 February, 2018
We present a quantum mechanical model to describe the density effects on electronic configurations inside a plasma environment. Two different approaches are given by starting from a quantum average-atom model. Illustrations are shown for an aluminum plasma in local thermodynamic equilibrium at solid density and at a temperature of 100 eV and in the thermodynamic conditions of a recent experiment designed to characterize the effects of the ionization potential depression treatment. Our approach compares well with experiment and is consistent in that case with the approach of Stewart and Pyatt to describe the ionization potential depression rather than with the method of Ecker and Kröll.
Knut Küllmer, Andreas Krämer, Wolfgang Joppich, Dirk Reith, and Holger Foysi
Phys. Rev. E 97, 023313 (2018) - Published 28 February, 2018
Pseudopotential-based lattice Boltzmann models are widely used for numerical simulations of multiphase flows. In the special case of multicomponent systems, the overall dynamics are characterized by the conservation equations for mass and momentum as well as an additional advection diffusion equation for each component. In the present study, we investigate how the latter is affected by the forcing scheme, i.e., by the way the underlying interparticle forces are incorporated into the lattice Boltzmann equation. By comparing two model formulations for pure multicomponent systems, namely the standard model [X. Shan and G. D. Doolen, J. Stat. Phys. 81, 379 (1995)] and the explicit forcing model [M. L. Porter et al., Phys. Rev. E 86, 036701 (2012)], we reveal that the diffusion characteristics drastically change. We derive a generalized, potential function-dependent expression for the transition point from the miscible to the immiscible regime and demonstrate that it is shifted between the models. The theoretical predictions for both the transition point and the mutual diffusion coefficient are validated in simulations of static droplets and decaying sinusoidal concentration waves, respectively. To show the universality of our analysis, two common and one new potential function are investigated. As the shift in the diffusion characteristics directly affects the interfacial properties, we additionally show that phenomena related to the interfacial tension such as the modeling of contact angles are influenced as well.
J. Lekscha, H. Wilming, J. Eisert, and R. Gallego
Phys. Rev. E 97, 022142 (2018) - Published 27 February, 2018
We investigate the limitations that emerge in thermodynamic tasks as a result of having local control only over the components of a thermal machine. These limitations are particularly relevant for devices composed of interacting many-body systems. Specifically, we study protocols of work extraction that employ a many-body system as a working medium whose evolution can be driven by tuning the on-site Hamiltonian terms. This provides a restricted set of thermodynamic operations, giving rise to alternative bounds for the performance of engines. Our findings show that those limitations in control render it, in general, impossible to reach Carnot efficiency; in its extreme ramification it can even forbid to reach a finite efficiency or finite work per particle. We focus on the one-dimensional Ising model in the thermodynamic limit as a case study. We show that in the limit of strong interactions the ferromagnetic case becomes useless for work extraction, while the antiferromagnetic case improves its performance with the strength of the couplings, reaching Carnot in the limit of arbitrary strong interactions. Our results provide a promising connection between the study of quantum control and thermodynamics and introduce a more realistic set of physical operations well suited to capture current experimental scenarios.
Lukas P. Fischer, Patrick Pietzonka, and Udo Seifert
Phys. Rev. E 97, 022143 (2018) - Published 27 February, 2018
Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one-dimensional periodic potential. Two different approaches to the large deviation function of the particle current are presented. First, we derive an explicit expression for the large deviation functional of the empirical phase space density, which replaces the level 2.5 functional used for overdamped dynamics. Using this approach, we obtain several bounds on the large deviation function of the particle current. We compare these to bounds for overdamped dynamics that have recently been derived, motivated by the thermodynamic uncertainty relation. Second, we provide a method to calculate the large deviation function via the cumulant generating function. We use this method to assess the tightness of the bounds in a numerical case study for a cosine potential.
Shogo Murayama, Hikaru Kinugawa, Isao T. Tokuda, and Hiroshi Gotoda
Phys. Rev. E 97, 022223 (2018) - Published 27 February, 2018
We present an experimental study on the characterization of dynamic behavior of flow velocity field during thermoacoustic combustion oscillations in a turbulent confined combustor from the viewpoints of statistical complexity and complex-network theory, involving detection of a precursor of thermoacoustic combustion oscillations. The multiscale complexity-entropy causality plane clearly shows the possible presence of two dynamics, noisy periodic oscillations and noisy chaos, in the shear layer regions (1) between the outer recirculation region in the dump plate and a recirculation flow in the wake of the centerbody and (2) between the outer recirculation region in the dump plate and a vortex breakdown bubble away from the centerbody. The vertex strength in the turbulence network and the community structure of the vorticity field can identify the vortical interactions during thermoacoustic combustion oscillations. Sequential horizontal visibility graph motifs are useful for capturing a precursor of themoacoustic combustion oscillations.
S. Alex Rautu
Phys. Rev. E 97, 022414 (2018) - Published 27 February, 2018
In multicomponent membranes, internal scalar fields may couple to membrane curvature, thus renormalizing the membrane elastic constants and destabilizing the flat membranes. Here, a general elasticity theory of membranes is considered that employs a quartic curvature expansion. The shape of the membrane and its deformation energy near a long rod-like inclusion are studied analytically. In the limit where one can neglect the end effects, the nonlinear response of the membrane to such inclusions is found in exact form. Notably, exact shape solutions are found when the membrane is curvature unstable, manifested by a negative rigidity. Near the instability point (i.e., at vanishing rigidity), the membrane is stabilized by the quartic term, giving rise to a different length scale and scale exponents for the shape and its energy profile than those found for stable membranes. The contact angle induced by an applied force at the inclusion provides a method to experimentally determine the quartic curvature modulus.
Robert A. DiStasio, Jr., Ge Zhang, Frank H. Stillinger, and Salvatore Torquato
Phys. Rev. E 97, 023311 (2018) - Published 27 February, 2018
Disordered stealthy hyperuniform materials are exotic amorphous states of matter that have attracted recent attention because of their novel structural characteristics (hidden order at large length scales) and physical properties, including desirable photonic and transport properties. It is therefore useful to devise algorithms that enable one to design a wide class of such amorphous configurations at will. In this paper, we present several algorithms enabling the systematic identification and generation of discrete (digitized) stealthy hyperuniform patterns with a tunable degree of order, paving the way towards the rational design of disordered materials endowed with novel thermodynamic and physical properties. To quantify the degree of order or disorder of the stealthy systems, we utilize the discrete version of the order metric, which accounts for the underlying spatial correlations that exist across all relevant length scales in a given digitized two-phase (or, equivalently, a two-spin state) system of interest. Our results impinge on a myriad of fields, ranging from physics, materials science and engineering, visual perception, and information theory to modern data science.
Chiyu Xie, Wenhai Lei, and Moran Wang
Phys. Rev. E 97, 023312 (2018) - Published 27 February, 2018
A lattice Boltzmann (LB) framework is developed for simulation of three-phase viscoelastic fluid flows in complex geometries. This model is based on a Rothman-Keller type model for immiscible multiphase flows which ensures mass conservation of each component in porous media even for a high density ratio. To account for the viscoelastic effects, the Maxwell constitutive relation is correctly introduced into the momentum equation, which leads to a modified lattice Boltzmann evolution equation for Maxwell fluids by removing the normal but excess viscous term. Our simulation tests indicate that this excess viscous term may induce significant errors. After three benchmark cases, the displacement processes of oil by dispersed polymer are studied as a typical example of three-phase viscoelastic fluid flow. The results show that increasing either the polymer intrinsic viscosity or the elastic modulus will enhance the oil recovery.
Shay Be'er and Michael Assaf
Phys. Rev. E 97, 020302(R) (2018) - Published 26 February, 2018
We consider nondemographic noise in the form of uncertainty in the reaction step size and reveal a dramatic effect this noise may have on the stability of self-regulating populations. Employing the reaction scheme but allowing, e.g., the product number to be a priori unknown and sampled from a given distribution, we show that such nondemographic noise can greatly reduce the population's extinction risk compared to the fixed case. Our analysis is tested against numerical simulations, and by using empirical data of different species, we argue that certain distributions may be more evolutionary beneficial than others.
Julian Gonzalez-Ayala, A. Medina, J. M. M. Roco, and A. Calvo Hernández
Phys. Rev. E 97, 022139 (2018) - Published 26 February, 2018
The connection between Carnot-like and low-dissipation refrigerators is proposed by means of their entropy generation and the optimization of two unified, compromise-based figures of merit. Their optimization shows that only a limited set of heat transfer laws in the Carnot-like model are compatible with the results stemming from the low-dissipation approximation, even though there is an agreement of the related physical spaces of variables. A comparison between two operation regimes and relations among entropy generation, efficiency, cooling power. and power input are obtained, with emphasis on the role of dissipation symmetries. The results extend previous findings for heat engines at maximum power conditions.