We analyze extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one-dimensional periodic potential. Based on more than 500 individual atomic traces we verify the applicability of the Sparre Andersen theorem to our system despite the presence of a drift. We present detailed analysis of four different rare-event statistics for our system: the distributions of extreme values, of record values, of extreme value occurrence in the chain, and of the number of records in the chain. We observe that, for our data, the shape of the extreme event distributions is dominated by the underlying exponential distance distribution extracted from the atomic traces. Furthermore, we find that even small drifts influence the statistics of extreme events and record values, which is supported by numerical simulations, and we identify cases in which the drift can be determined without information about the underlying random variable distributions. Our results facilitate the use of extreme event statistics as a signal for small drifts in correlated trajectories.

Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium and induce the directed transport in an asymmetric potential. It is found that the direction of the transport along the potential is determined by the asymmetry of the potential and the position of the wheel. The average velocity is a peaked function of the angular speed (or the diffusion coefficient) and the position of the peak shifts to large angular speed (or diffusion coefficient) when the diffusion coefficient (or the angular speed) increases. There exists an optimal angular speed (or diffusion coefficient) at which the effective diffusion coefficient takes its maximal value. Remarkably, the giant acceleration of diffusion is observed by suitably adjusting the system parameters. The parameters corresponding to the maximum effective diffusion coefficient are not the same as the parameters at which average velocity is maximum.

Although quantum synchronization phenomena and corresponding measures have been widely discussed recently, it is still an open question how to characterize directly the influence of nonlocal correlation, which is the key distinction for identifying classical and quantum synchronizations. In this paper, we present basic postulates for quantifying quantum synchronization based on the related theory in Mari's work [Phys. Rev. Lett. 111, 103605 (2013)], and we give a general formula of a quantum synchronization measure with clear physical interpretations. By introducing Pearson's parameter, we show that the obvious characteristics of our measure are the relativity and monotonicity. As an example, the measure is applied to describe synchronization among quantum optomechanical systems under a Markovian bath. We also show the potential by quantifying generalized synchronization and discrete variable synchronization with this measure.

We show that the standard perturbative (i.e., cubic) description of the thermal nonlinear response of a single metal nanosphere to intense continuous-wave (CW) illumination is sufficient only for a temperature rise of up to 100 degrees above room temperature. Beyond this regime, the slowing down of the temperature rise requires a nonperturbative description of the nonlinear response, even though the permittivity is linearly dependent on the temperature and despite the deep subwavelength effective propagation distances involved. Using experimental data, we show that, generically, the increase of the imaginary part of the metal permittivity dominates the increase of the host permittivity as well as the resonance shift due to the joint changes to the real parts of the metal and host. Thus, the main nonlinear effect is a decrease of the quality factor of the resonance. We further analyze the relative importance of the various contributions to the temperature rise and thermal nonlinearity, compare the nonlinearity of Au and Ag, demonstrate the potential effect of the nanoparticle morphology, and show that although the thermo-optical nonlinearity of the host typically plays a minor role, its thermal conductivity and its temperature dependence is important. Finally, we discuss the differences between CW and ultrafast thermal nonlinearities.

We consider a mean-field model of coupled phase oscillators with random heterogeneity in the coupling strength. The system that we investigate here is a minimal model that contains randomness in diverse values of the coupling strength, and it is found to return to the original Kuramoto model [Y. Kuramoto, Prog. Theor. Phys. Suppl. 79, 223 (1984)] when the coupling heterogeneity disappears. According to one recent paper [H. Hong, H. Chaté, L.-H. Tang, and H. Park, Phys. Rev. E 92, 022122 (2015)], when the natural frequency of the oscillator in the system is “deterministically” chosen, with no randomness in it, the system is found to exhibit the finite-size scaling exponent $\overline{\nu }=5/4$. Also, the critical exponent for the dynamic fluctuation of the order parameter is found to be given by $\gamma =1/4$, which is different from the critical exponents for the Kuramoto model with the natural frequencies randomly chosen. Originally, the unusual finite-size scaling behavior of the Kuramoto model was reported by Hong et al. [H. Hong, H. Chaté, H. Park, and L.-H. Tang, Phys. Rev. Lett. 99, 184101 (2007)], where the scaling behavior is found to be characterized by the unusual exponent $\overline{\nu }=5/2$. On the other hand, if the randomness in the natural frequency is removed, it is found that the finite-size scaling behavior is characterized by a different exponent, $\overline{\nu }=5/4$ [H. Hong, H. Chaté, L.-H. Tang, and H. Park, Phys. Rev. E 92, 022122 (2015)]. Those findings brought about our curiosity and led us to explore the effects of the randomness on the finite-size scaling behavior. In this paper, we pay particular attention to investigating the finite-size scaling and dynamic fluctuation when the randomness in the coupling strength is considered.

Specific interactions between receptors and their target ligands in the presence of nontarget ligands are crucial for biological processes such as T cell ligand discrimination. To discriminate between the target and nontarget ligands, cells have to increase specificity to the target ligands by amplifying the small differences in affinity among ligands. In addition, sensitivity to the ligand concentration and quick discrimination are also important to detect low amounts of target ligands and facilitate fast cellular decision making after ligand recognition. In this work we propose a mechanism for nonlinear specificity amplification (ultraspecificity) based on zero-order saturating reactions, which was originally proposed to explain nonlinear sensitivity amplification (ultrasensitivity) to the ligand concentration. In contrast to the previously proposed proofreading mechanisms that amplify the specificity by a multistep reaction, our model can produce an optimal balance of specificity, sensitivity, and quick discrimination. Furthermore, we show that a model for insensitivity to a large number of nontarget ligands can be naturally derived from a model with the zero-order ultraspecificity. The zero-order ultraspecificity, therefore, may provide an alternative way to understand ligand discrimination from the viewpoint of nonlinear properties in biochemical reactions.

Signaling in enzymatic networks is typically triggered by environmental fluctuations, resulting in a series of stochastic chemical reactions, leading to corruption of the signal by noise. For example, information flow is initiated by binding of extracellular ligands to receptors, which is transmitted through a cascade involving kinase-phosphatase stochastic chemical reactions. For a class of such networks, we develop a general field-theoretic approach to calculate the error in signal transmission as a function of an appropriate control variable. Application of the theory to a simple push-pull network, a module in the kinase-phosphatase cascade, recovers the exact results for error in signal transmission previously obtained using umbral calculus [Hinczewski and Thirumalai, Phys. Rev. X 4, 041017 (2014)]. We illustrate the generality of the theory by studying the minimal errors in noise reduction in a reaction cascade with two connected push-pull modules. Such a cascade behaves as an effective three-species network with a pseudointermediate. In this case, optimal information transfer, resulting in the smallest square of the error between the input and output, occurs with a time delay, which is given by the inverse of the decay rate of the pseudointermediate. Surprisingly, in these examples the minimum error computed using simulations that take nonlinearities and discrete nature of molecules into account coincides with the predictions of a linear theory. In contrast, there are substantial deviations between simulations and predictions of the linear theory in error in signal propagation in an enzymatic push-pull network for a certain range of parameters. Inclusion of second-order perturbative corrections shows that differences between simulations and theoretical predictions are minimized. Our study establishes that a field theoretic formulation of stochastic biological signaling offers a systematic way to understand error propagation in networks of arbitrary complexity.

In this work we study conformational changes of viral capsids using techniques of large deviations theory for stochastic differential equations. The viral capsid is a model of a complex system in which many units—the proteins forming the capsomers—interact by weak forces to form a structure with exceptional mechanical resistance. The destabilization of such a structure is interesting both, per se, since it is related either to infection or maturation processes and because it yields insights into the stability of complex structures in which the constitutive elements interact by weak attractive forces. We focus here on a simplified model of a dodecahedral viral capsid and assume that the capsomers are rigid plaquettes with one degree of freedom each. We compute the most probable transition path from the closed capsid to the final configuration using minimum energy paths and discuss the stability of intermediate states.

A set of constitutive relations for the stress tensor and heat flux vector for the hydrodynamic description of rarefied gas flows is derived in this work. A phase density function consistent with Onsager's reciprocity principle and $H$ theorem is utilized to capture nonequilibrium thermodynamics effects. The phase density function satisfies the linearized Boltzmann equation and the collision invariance property. Our formulation provides the correct value of the Prandtl number as it involves two different relaxation times for momentum and energy transport by diffusion. Generalized three-dimensional constitutive equations for different kinds of molecules are derived using the phase density function. The derived constitutive equations involve cross single derivatives of field variables such as temperature and velocity, with no higher-order derivative in higher-order terms. This is remarkable feature of the equations as the number of boundary conditions required is the same as needed for conventional Navier-Stokes equations. Linear stability analysis of the equations is performed, which shows that the derived equations are unconditionally stable. A comparison of the derived equations with existing Burnett-type equations is presented and salient features of our equations are outlined. The classic internal flow problem, force-driven compressible plane Poiseuille flow, is chosen to verify the stable Burnett equations and the results for equilibrium variables are presented.

The morphology of flame fronts propagating in reactive systems composed of randomly positioned, pointlike sources is studied. The solution of the temperature field and the initiation of new sources is implemented using the superposition of the Green's function for the diffusion equation, eliminating the need to use finite-difference approximations. The heat released from triggered sources diffuses outward from each source, activating new sources and enabling a mechanism of flame propagation. Systems of $40000$ sources in a $200\times 200$ two-dimensional domain were tracked using computer simulations, and statistical ensembles of 120 realizations of each system were averaged to determine the statistical properties of the flame fronts. The reactive system of sources is parameterized by two nondimensional values: the heat release time (normalized by interparticle diffusion time) and the ignition temperature (normalized by adiabatic flame temperature). These two parameters were systematically varied for different simulations to investigate their influence on front propagation. For sufficiently fast heat release and low ignition temperature, the front roughness [defined as the root mean square deviation of the ignition temperature contour from the average flame position] grew following a power-law dependence that was in excellent agreement with the Kardar-Parisi-Zhang (KPZ) universality class ($\beta =1/3$). As the reaction time was increased, lower values of the roughening exponent were observed, and at a sufficiently great value of reaction time, reversion to a steady, constant-width thermal flame was observed that matched the solution from classical combustion theory. Deviation away from KPZ scaling was also observed as the ignition temperature was increased. The features of this system that permit it to exhibit both KPZ and non-KPZ scaling are discussed.

We use high-temperature series expansions to study the $\pm J$ Ising spin glass in a magnetic field in $d$-dimensional hypercubic lattices for $d=5–8$ and in the infinite-range Sherrington-Kirkpatrick (SK) model. The expansions are obtained in the variable $w={tanh}^{2}J/T$ for arbitrary values of $u={tanh}^{2}h/T$ complete to order $w^{10}$. We find that the scaling dimension $\mathrm{\Delta }$ associated with the ordering-field $h^2$ equals 2 in the SK model and for $d\ge 6$. However, in agreement with the work of Fisher and Sompolinsky [Phys. Rev. Lett. 54, 1063 (1985)], there is a violation of scaling in a finite field, leading to an anomalous $h\text{−}T$ dependence of the de Almeida–Thouless (AT) [J. Phys. A 11, 983 (1978)] line in high dimensions, whereas scaling is restored as $d\to 6$. Within the convergence of our series analysis, we present evidence supporting an AT line in $d\ge 6$. In $d=5$, the exponents $\gamma$ and $\mathrm{\Delta }$ are substantially larger than mean-field values, but we do not see clear evidence for the AT line in $d=5$.

The optimal efficiency of quantum (or classical) heat engines whose heat baths are $n$-particle systems is given by the strong large deviation. We give the optimal work extraction process as a concrete energy-preserving unitary time evolution among the heat baths and the work storage. We show that our optimal work extraction turns the disordered energy of the heat baths to the ordered energy of the work storage, by evaluating the ratio of the entropy difference to the energy difference in the heat baths and the work storage, respectively. By comparing the statistical mechanical optimal efficiency with the macroscopic thermodynamic bound, we evaluate the accuracy of the macroscopic thermodynamics with finite-size heat baths from the statistical mechanical viewpoint. We also evaluate the quantum coherence effect on the optimal efficiency of the cycle processes without restricting their cycle time by comparing the classical and quantum optimal efficiencies.

A fundamental issue in the theory of continuous stochastic process is the interpretation of multiplicative white noise, which is often referred to as the Itô-Stratonovich dilemma. From a physical perspective, this reflects the need to introduce additional constraints in order to specify the nature of the noise, whereas from a mathematical perspective it reflects an ambiguity in the formulation of stochastic differential equations (SDEs). Recently, we have identified a mechanism for obtaining an Itô SDE based on a form of temporal disorder. Motivated by switching processes in molecular biology, we considered a Brownian particle that randomly switches between two distinct conformational states with different diffusivities. In each state, the particle undergoes normal diffusion (additive noise) so there is no ambiguity in the interpretation of the noise. However, if the switching rates depend on position, then in the fast switching limit one obtains Brownian motion with a space-dependent diffusivity of the Itô form. In this paper, we extend our theory to include colored additive noise. We show that the nature of the effective multiplicative noise process obtained by taking both the white-noise limit $(\kappa \to 0)$ and fast switching limit $(\epsilon \to 0)$ depends on the order the two limits are taken. If the white-noise limit is taken first, then we obtain Itô, and if the fast switching limit is taken first, then we obtain Stratonovich. Moreover, the form of the effective diffusion coefficient differs in the two cases. The latter result holds even in the case of space-independent transition rates, where one obtains additive noise processes with different diffusion coefficients. Finally, we show that yet another form of multiplicative noise is obtained in the simultaneous limit $\epsilon ,\kappa \to 0$ with $\epsilon /{\kappa }^2$ fixed.

There is a crucial boundary between dynamic phase 1 and dynamic phase 2 of globally coupled oscillatory and excitable units, where the mean field is constant and oscillates in the former and the latter, respectively. This boundary is theoretically derived here for a large population of dynamical units, each having only a phase variable, where it is assumed that both the coupling strength and the distribution width of bifurcation parameters are equally small. This theory, which is applicable only if all or most of the units are intrinsically oscillatory, is confirmed to agree with simulation results for two different distribution densities.

We study a stochastic model of infection spreading on a network. At each time step a node is chosen at random, along with one of its neighbors. If the node is infected and the neighbor is susceptible, the neighbor becomes infected. How many time steps $T$ does it take to completely infect a network of $N$ nodes, starting from a single infected node? An analogy to the classic “coupon collector” problem of probability theory reveals that the takeover time $T$ is dominated by extremal behavior, either when there are only a few infected nodes near the start of the process or a few susceptible nodes near the end. We show that for $N\gg 1$, the takeover time $T$ is distributed as a Gumbel distribution for the star graph, as the convolution of two Gumbel distributions for a complete graph and an Erdős-Rényi random graph, as a normal for a one-dimensional ring and a two-dimensional lattice, and as a family of intermediate skewed distributions for $d$-dimensional lattices with $d\ge 3$ (these distributions approach the convolution of two Gumbel distributions as $d$ approaches infinity). Connections to evolutionary dynamics, cancer, incubation periods of infectious diseases, first-passage percolation, and other spreading phenomena in biology and physics are discussed.

We present a Ginzburg-Landau theory of microphase separation in a bidisperse chiral membrane consisting of rods of opposite handedness. This model system undergoes a phase transition from an equilibrium state where the two components are completely phase separated to a state composed of microdomains of a finite size comparable to the twist penetration depth. Characterizing the phenomenology using linear stability analysis and numerical studies, we trace the origin of the discontinuous change in microdomain size that occurs during this phase transition to a competition between the cost of creating an interface and the gain in twist energy for small microdomains in which the twist penetrates deep into the center of the domain.

A drop falling onto a solid substrate will disintegrate into smaller parts when its impact velocity $V$ exceeds the so-called critical velocity for splashing, i.e., when $V>V^{*}$. Under these circumstances, the very thin liquid sheet, which is ejected tangentially to the solid after the drop touches the substrate, lifts off as a consequence of the aerodynamic forces exerted on it. Subsequently, the growth of capillary instabilities breaks the toroidal rim bordering the ejecta into smaller droplets, violently ejected radially outward, provoking the splash [G. Riboux and J. M. Gordillo, Phys. Rev. Lett. 113, 024507 (2014)]. In this contribution, the effect of the growth of the boundary layer is included in the splash model presented in Phys. Rev. Lett. 113, 024507 (2014), obtaining very good agreement between the measured and the predicted values of $V^{*}$ for wide ranges of liquid and gas material properties, atmospheric pressures, and substrate wettabilities. Our description also modifies the way at when the liquid sheet is first ejected, which can now be determined in a much more straightforward manner than that proposed in Phys. Rev. Lett. 113, 024507 (2014).

Adiabatic expansion of a warm dense Ti plasma has been observed after isochoric heating of a $100\text{−}\mu \mathrm{m}$-thick Ti foil with an $\sim 100$-ns-long intense relativistic electron bunch at an energy of 19.8 MeV and a current of 1.7 kA. The expansion fits well with the analytical point-source solution. After 10 J is deposited and the plasma rapidly expands out of the warm dense phase, a stable degenerate plasma $(T\sim 1.2\mathrm{eV})$ with $n_e>{10}^{17}{\mathrm{cm}}^{-3}$ is measured for $>100$ ns. This is the first temporal measurement of the generation and adiabatic expansion of a large volume $(3\times {10}^{-4}{\mathrm{cm}}^3)$ of warm dense plasma isochorically heated by intense monochromatic electrons. The suite of diagnostics is presented, which includes time-resolved plasma plume expansion measurements on a single shot, visible spectroscopy measurements of the emission and absorption spectrum, measurements of the beam distribution, and plans for the future.

We present an alternative numerical approach to compute the number of particles created inside a cavity due to time-dependent boundary conditions. The physical model consists of a rectangular cavity, where a wall always remains still while the other wall of the cavity presents a smooth movement in one direction. The method relies on the setting of the boundary conditions (Dirichlet and Neumann) and the following resolution of the corresponding equations of modes. By a further comparison between the ground state before and after the movement of the cavity wall, we finally compute the number of particles created. To demonstrate the method, we investigate the creation of particle production in vibrating cavities, confirming previously known results in the appropriate limits. Within this approach, the dynamical Casimir effect can be investigated, making it possible to study a variety of scenarios where no analytical results are known. Of special interest is, of course, the realistic case of the electromagnetic field in a three-dimensional cavity, with transverse electric (TE)–mode and transverse magnetic (TM)–mode photon production. Furthermore, with our approach we are able to calculate numerically the particle creation in a tuneable resonant superconducting cavity by the use of the generalized Robin boundary condition. We compare the numerical results with analytical predictions as well as a different numerical approach. Its extension to three dimensions is also straightforward.

In this paper, we investigate the Runge-Kutta algorithm for the Nosé-Hoover heat bath of a harmonic chain. The Runge-Kutta algorithm is found to be unstable in long-time calculations, with the system temperature growing exponentially. The growth rate increases if time step size is chosen larger. By analyzing the Fourier spectra in both space (wave number) and time (frequency), we discover that the growth is caused by spurious energy accumulation, particularly at the largest wave number. Such accumulation may be explained by von Neumann analysis for an infinite chain, with the nonlinear heat bath being ignored. Furthermore, we propose to add a filter to remove excessive energy, which effectively stabilizes the algorithm.