There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

https://www.tau.ac.il/%7Eklafter1/258.pdf

The random walk's guide to anomalous diffusion: a fractional dynamics approach

The calculation of rate coefficients is a discipline of nonlinear science of importance to much of physics, chemistry, engineering, and biology. Fifty years after Kramers' seminal paper on thermally activated barrier crossing, the authors report, extend, and interpret much of our current understanding relating to theories of noise-activated escape, for which many of the notable contributions are originating from the communities both of physics and of physical chemistry. Theoretical as well as numerical approaches are discussed for single- and many-dimensional metastable systems (including fields) in gases and condensed phases. The role of many-dimensional transition-state theory is contrasted with Kramers' reaction-rate theory for moderate-to-strong friction; the authors emphasize the physical situation and the close connection between unimolecular rate theory and Kramers' work for weakly damped systems. The rate theory accounting for memory friction is presented, together with a unifying theoretical approach which covers the whole regime of weak-to-moderate-to-strong friction on the same basis (turnover theory). The peculiarities of noise-activated escape in a variety of physically different metastable potential configurations is elucidated in terms of the mean-first-passage-time technique. Moreover, the role and the complexity of escape in driven systems exhibiting possibly multiple, metastable stationary nonequilibrium states is identified. At lower temperatures, quantum tunneling effects start to dominate the rate mechanism. The early quantum approaches as well as the latest quantum versions of Kramers' theory are discussed, thereby providing a description of dissipative escape events at all temperatures. In addition, an attempt is made to discuss prominent experimental work as it relates to Kramers' reaction-rate theory and to indicate the most important areas for future research in theory and experiment.

Reaction-rate theory: fifty years after Kramers

The large deviation approach to statistical mechanics

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as they often yield valuable information about the large fluctuations of a random system around its most probable state or trajectory. In the context of equilibrium statistical mechanics, the theory of large deviations provides exponential-order estimates of probabilities that refine and generalize Einstein's theory of fluctuations. This review explores this and other connections between large deviation theory and statistical mechanics, in an effort to show that the mathematical language of statistical mechanics is the language of large deviation theory. The first part of the review presents the basics of large deviation theory, and works out many of its classical applications related to sums of random variables and Markov processes. The second part goes through many problems and results of statistical mechanics, and shows how these can be formulated and derived within the context of large deviation theory. The problems and results treated cover a wide range of physical systems, including equilibrium many-particle systems, noise-perturbed dynamics, nonequilibrium systems, as well as multifractals, disordered systems, and chaotic systems. This review also covers many fundamental aspects of statistical mechanics, such as the derivation of variational principles characterizing equilibrium and nonequilibrium states, the breaking of the Legendre transform for nonconcave entropies, and the characterization of nonequilibrium fluctuations through fluctuation relations.

Noise is commonly regarded as having a destructive but relatively innocuous effect, blurring our view of a system but having no effect on the underlying processes involved. In this paper we show, using examples from stochastic nonlinear dynamics, that these intuitive ideas about noise can be very misleading. For example, an effect known as stochastic resonance means that the addition of extra noise to a system can actually improve the signal-to-noise ratio.

Noise in nonlinear dynamical systems

For pt.I see ibid., vol.46, no.9, pp.1205-14 (1999). Stochastic resonance (SR), in which a periodic signal in a nonlinear system can be amplified by added noise, is discussed. The application of circuit modeling techniques to the conventional form of SR, which occurs in static bistable potentials, was considered in a companion paper. Here, the investigation of nonconventional forms of SR in part using similar electronic techniques is described. In the small-signal limit, the results are well described in terms of linear response theory. Some other phenomena of topical interest, closely related to SR, are also treated.

/pdf/stochastic-resonance-in-electrical-circuits-ii-1efpgfl3if.pdf

Stochastic resonance in electrical circuits. II. Nonconventional stochastic resonance

Two specialized algorithms for the numerical integration of the equations of motion of a Brownian walker obeying detailed balance are introduced. The algorithms become symplectic in the appropriate limits and reproduce the equilibrium distributions to some higher order in the integration time step. Comparisons with other existing integration schemes are carried out both for static and dynamical quantities.

Quasisymplectic integrators for stochastic differential equations.

Zero-dispersion phenomena in oscillatory systems

Our realistic numerical results show that the fundamental and higher-order quantum resonances of the $\ensuremath{\delta}$-kicked rotor are observable in state-of-the-art experiments with a Bose condensate in a shallow harmonic trap, kicked by a spatially periodic optical lattice. For stronger confinement, interaction-induced destruction of the resonant motion of the kicked harmonic oscillator is predicted.

http://export.arxiv.org/pdf/cond-mat/0501565

Riccardo Mannella

Papers

Noise in nonlinear dynamical systems

Stochastic resonance in electrical circuits. II. Nonconventional stochastic resonance

Quasisymplectic integrators for stochastic differential equations.

Zero-dispersion phenomena in oscillatory systems

Resonant nonlinear quantum transport for a periodically kicked bose condensate