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From Deterministic Dynamics to Thermodynamic Laws II: Fourier's
FROM DETERMINISTIC DYNAMICS TO THERMODYNAMIC LAWS II: FOURIER'S LAW AND MESOSCOPIC LIMIT EQUATION YAO LI Abstract. This paper considers the mesoscopic limit of a stochastic energy ex- change model that is numerically derived from deterministic dynamics. The law of large numbers and the central limit theorems are proved. We show that the limit of the stochastic energy exchange model is a discrete heat equation that satisfies Fourier's law. In addition, when the system size (number of particles) is large, the stochastic energy exchange is approximated by a stochastic differential equation, called the mesoscopic limit equation. 1. Introduction Fourier's law is an empirical law describing the relationship between the thermal conductivity and the temperature profile. In 1822, Fourier concluded that \the heat flux resulting from thermal conduction is proportional to the magnitude of the tem- perature gradient and opposite to it in sign" [14]. The well-known heat equation is derived based on Fourier's law. However, the rigorous derivation of Fourier's law from microscopic Hamiltonian mechanics remains to be a challenge to mathemati- cians and physicist [3]. This challenge mainly comes from our limited mathematical understanding to nonequilibrium statistical mechanics. After the foundations of sta- tistical mechanics were established by Boltzmann, Gibbs, and Maxwell more than a century ago, many things about nonequilibrium steady state (NESS) remains un- clear, especially the dependency of key quantities on the system size N. There have been several studies that aim to derive Fourier's law from the first principle. A large class of models [29, 31, 12, 11, 10] use anharmonic chains to de- scribe heat conduction in insulating crystals. -
Determinants of Public Cooperation in Multiplex Networks
PAPER • OPEN ACCESS Related content - Leveraging statistical physics to improve Determinants of public cooperation in multiplex understanding of cooperation in multiplex networks networks Feng Fu and Xingru Chen - The evolution of altruism in spatial threshold public goods games via an To cite this article: Federico Battiston et al 2017 New J. Phys. 19 073017 insurance mechanism Jianlei Zhang and Chunyan Zhang - High-performance parallel computing in the classroom using the public goods game as an example View the article online for updates and enhancements. Matjaž Perc Recent citations - Strategy equilibrium in dilemma games with off-diagonal payoff perturbations Marco A. Amaral and Marco A. Javarone - Networks beyond pairwise interactions: Structure and dynamics Federico Battiston et al - Evolution of cooperation in a conformity- driven evolving dynamic social network Zhihu Yang et al This content was downloaded from IP address 151.97.200.161 on 25/06/2020 at 13:52 New J. Phys. 19 (2017) 073017 https://doi.org/10.1088/1367-2630/aa6ea1 PAPER Determinants of public cooperation in multiplex networks OPEN ACCESS Federico Battiston1, Matjaž Perc2,3 and Vito Latora1,4 RECEIVED 1 School of Mathematical Sciences, Queen Mary University of London, London E1 4NS, United Kingdom 21 March 2017 2 Faculty of Natural Sciences and Mathematics, University of Maribor, Koroška cesta 160, SI-2000 Maribor, Slovenia REVISED 3 CAMTP—Center for Applied Mathematics and Theoretical Physics, University of Maribor, Mladinska 3, SI-2000 Maribor, Slovenia 18 April 2017 4 Dipartimento di Fisica ed Astronomia, Università di Catania and INFN, I-95123 Catania, Italy ACCEPTED FOR PUBLICATION 21 April 2017 E-mail: [email protected] PUBLISHED Keywords: public goods game, public cooperation, evolutionary game theory, multiplex networks, multilayer networks 12 July 2017 Original content from this work may be used under Abstract the terms of the Creative fi Commons Attribution 3.0 Synergies between evolutionary game theory and statistical physics have signi cantly improved our licence. -
Arxiv:1306.2296V2 [Physics.Soc-Ph] 28 Jun 2013 Eet Uulcoeainyed H Reward the Yields Cooperation Mutual Defect
Collective behavior and evolutionary games – An introduction MatjaˇzPerc1, ∗ and Paolo Grigolini2, † 1Faculty of Natural Sciences and Mathematics, University of Maribor, Koroˇska cesta 160, SI-2000 Maribor, Slovenia 2Center for Nonlinear Science, University of North Texas, P.O. Box 311427, Denton, Texas 76203-1427, USA This is an introduction to the special issue titled “Collec- In the prisoner’s dilemma game defectors dominate coop- tive behavior and evolutionary games” that is in the making erators, so that in well-mixed populations natural selection at Chaos, Solitons & Fractals. The term collective behavior always favors the former. In the snowdrift game [19], on covers many different phenomena in nature and society. From the other hand, a coexistence of cooperators and defectors is bird flocks and fish swarms to social movements and herding possible even under well-mixed conditions, and spatial struc- effects [1–5], it is the lack of a central planner that makes the ture may even hinder the evolution of cooperation [20]. The spontaneous emergence of sometimes beautifully ordered and prisoner’s dilemma is in fact the most stringent cooperative seemingly meticulously designed behavior all the more sensa- dilemma, where for cooperation to arise a mechanism for the tional and intriguing. The goal of the special issue is to attract evolution of cooperation is needed [21]. This leads us to the submissions that identify unifying principles that describe the year 1992, when Nowak and May [22] observed the sponta- essential aspects of collective behavior, and which thus allow neous formation of cooperative clusters on a square lattice, for a better interpretation and foster the understanding of the which enabled cooperators to survive in the presence of de- complexity arising in such systems. -
Ergodic Theory Plays a Key Role in Multiple Fields Steven Ashley Science Writer
CORE CONCEPTS Core Concept: Ergodic theory plays a key role in multiple fields Steven Ashley Science Writer Statistical mechanics is a powerful set of professor Tom Ward, reached a key milestone mathematical tools that uses probability the- in the early 1930s when American mathema- ory to bridge the enormous gap between the tician George D. Birkhoff and Austrian-Hun- unknowable behaviors of individual atoms garian (and later, American) mathematician and molecules and those of large aggregate sys- and physicist John von Neumann separately tems of them—a volume of gas, for example. reconsidered and reformulated Boltzmann’ser- Fundamental to statistical mechanics is godic hypothesis, leading to the pointwise and ergodic theory, which offers a mathematical mean ergodic theories, respectively (see ref. 1). means to study the long-term average behavior These results consider a dynamical sys- of complex systems, such as the behavior of tem—whetheranidealgasorothercomplex molecules in a gas or the interactions of vi- systems—in which some transformation func- brating atoms in a crystal. The landmark con- tion maps the phase state of the system into cepts and methods of ergodic theory continue its state one unit of time later. “Given a mea- to play an important role in statistical mechan- sure-preserving system, a probability space ics, physics, mathematics, and other fields. that is acted on by the transformation in Ergodicity was first introduced by the a way that models physical conservation laws, Austrian physicist Ludwig Boltzmann laid Austrian physicist Ludwig Boltzmann in the what properties might it have?” asks Ward, 1870s, following on the originator of statisti- who is managing editor of the journal Ergodic the foundation for modern-day ergodic the- cal mechanics, physicist James Clark Max- Theory and Dynamical Systems.Themeasure ory. -
AN INTRODUCTION to DYNAMICAL BILLIARDS Contents 1
AN INTRODUCTION TO DYNAMICAL BILLIARDS SUN WOO PARK 2 Abstract. Some billiard tables in R contain crucial references to dynamical systems but can be analyzed with Euclidean geometry. In this expository paper, we will analyze billiard trajectories in circles, circular rings, and ellipses as well as relate their charactersitics to ergodic theory and dynamical systems. Contents 1. Background 1 1.1. Recurrence 1 1.2. Invariance and Ergodicity 2 1.3. Rotation 3 2. Dynamical Billiards 4 2.1. Circle 5 2.2. Circular Ring 7 2.3. Ellipse 9 2.4. Completely Integrable 14 Acknowledgments 15 References 15 Dynamical billiards exhibits crucial characteristics related to dynamical systems. Some billiard tables in R2 can be understood with Euclidean geometry. In this ex- pository paper, we will analyze some of the billiard tables in R2, specifically circles, circular rings, and ellipses. In the first section we will present some preliminary background. In the second section we will analyze billiard trajectories in the afore- mentioned billiard tables and relate their characteristics with dynamical systems. We will also briefly discuss the notion of completely integrable billiard mappings and Birkhoff's conjecture. 1. Background (This section follows Chapter 1 and 2 of Chernov [1] and Chapter 3 and 4 of Rudin [2]) In this section, we define basic concepts in measure theory and ergodic theory. We will focus on probability measures, related theorems, and recurrent sets on certain maps. The definitions of probability measures and σ-algebra are in Chapter 1 of Chernov [1]. 1.1. Recurrence. Definition 1.1. Let (X,A,µ) and (Y ,B,υ) be measure spaces. -
Propagation of Rays in 2D and 3D Waveguides: a Stability Analysis with Lyapunov and Reversibility Fast Indicators G
Propagation of rays in 2D and 3D waveguides: a stability analysis with Lyapunov and Reversibility fast indicators G. Gradoni,1, a) F. Panichi,2, b) and G. Turchetti3, c) 1)School of Mathematical Sciences and Department of Electrical and Electronic Engineering, University of Nottingham, United Kingdomd) 2)Department of Physics and Astronomy , University of Bologna, Italy 3)Department of Physics and Astronomy, University of Bologna, Italy. INDAM National Group of Mathematical Physics, Italy (Dated: 13 January 2021) Propagation of rays in 2D and 3D corrugated waveguides is performed in the general framework of stability indicators. The analysis of stability is based on the Lyapunov and Reversibility error. It is found that the error growth follows a power law for regular orbits and an exponential law for chaotic orbits. A relation with the Shannon channel capacity is devised and an approximate scaling law found for the capacity increase with the corrugation depth. We investigate the propagation of a ray in a 2D wave guide whose boundaries are two parallel horizontal lines, with a periodic corrugation on the upper line. The reflection point abscissa on the lower line and the ray horizontal I. INTRODUCTION velocity component after reflection are the phase space coordinates and the map connecting two consecutive re- The equivalence between geometrical optics and mechanics flections is symplectic. The dynamic behaviour is illus- was established in a variational form by the principles of Fer- trated by the phase portraits which show that the regions mat and Maupertuis. If a ray propagates in a uniform medium of chaotic motion increase with the corrugation amplitude. -
© 2020 Alexandra Q. Nilles DESIGNING BOUNDARY INTERACTIONS for SIMPLE MOBILE ROBOTS
© 2020 Alexandra Q. Nilles DESIGNING BOUNDARY INTERACTIONS FOR SIMPLE MOBILE ROBOTS BY ALEXANDRA Q. NILLES DISSERTATION Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Computer Science in the Graduate College of the University of Illinois at Urbana-Champaign, 2020 Urbana, Illinois Doctoral Committee: Professor Steven M. LaValle, Chair Professor Nancy M. Amato Professor Sayan Mitra Professor Todd D. Murphey, Northwestern University Abstract Mobile robots are becoming increasingly common for applications such as logistics and delivery. While most research for mobile robots focuses on generating collision-free paths, however, an environment may be so crowded with obstacles that allowing contact with environment boundaries makes our robot more efficient or our plans more robust. The robot may be so small or in a remote environment such that traditional sensing and communication is impossible, and contact with boundaries can help reduce uncertainty in the robot's state while navigating. These novel scenarios call for novel system designs, and novel system design tools. To address this gap, this thesis presents a general approach to modelling and planning over interactions between a robot and boundaries of its environment, and presents prototypes or simulations of such systems for solving high-level tasks such as object manipulation. One major contribution of this thesis is the derivation of necessary and sufficient conditions of stable, periodic trajectories for \bouncing robots," a particular model of point robots that move in straight lines between boundary interactions. Another major contribution is the description and implementation of an exact geometric planner for bouncing robots. We demonstrate the planner on traditional trajectory generation from start to goal states, as well as how to specify and generate stable periodic trajectories. -
(2020) Physics-Enhanced Neural Networks Learn Order and Chaos
PHYSICAL REVIEW E 101, 062207 (2020) Physics-enhanced neural networks learn order and chaos Anshul Choudhary ,1 John F. Lindner ,1,2,* Elliott G. Holliday,1 Scott T. Miller ,1 Sudeshna Sinha,1,3 and William L. Ditto 1 1Nonlinear Artificial Intelligence Laboratory, Physics Department, North Carolina State University, Raleigh, North Carolina 27607, USA 2Physics Department, The College of Wooster, Wooster, Ohio 44691, USA 3Indian Institute of Science Education and Research Mohali, Knowledge City, SAS Nagar, Sector 81, Manauli PO 140 306, Punjab, India (Received 26 November 2019; revised manuscript received 22 May 2020; accepted 24 May 2020; published 18 June 2020) Artificial neural networks are universal function approximators. They can forecast dynamics, but they may need impractically many neurons to do so, especially if the dynamics is chaotic. We use neural networks that incorporate Hamiltonian dynamics to efficiently learn phase space orbits even as nonlinear systems transition from order to chaos. We demonstrate Hamiltonian neural networks on a widely used dynamics benchmark, the Hénon-Heiles potential, and on nonperturbative dynamical billiards. We introspect to elucidate the Hamiltonian neural network forecasting. DOI: 10.1103/PhysRevE.101.062207 I. INTRODUCTION dynamical systems. But from stormy weather to swirling galaxies, natural dynamics is far richer and more challeng- Newton wrote, “My brain never hurt more than in my ing. In this article, we exploit the Hamiltonian structure of studies of the moon (and Earth and Sun)” [1]. Unsurprising conservative systems to provide neural networks with the sentiment, as the seemingly simple three-body problem is in- physics intelligence needed to learn the mix of order and trinsically intractable and practically unpredictable. -
Ballistic Electron Transport in Graphene Nanodevices and Billiards
Ballistic Electron Transport in Graphene Nanodevices and Billiards Dissertation (Cumulative Thesis) for the award of the degree Doctor rerum naturalium of the Georg-August-Universität Göttingen within the doctoral program Physics of Biological and Complex Systems of the Georg-August University School of Science submitted by George Datseris from Athens, Greece Göttingen 2019 Thesis advisory committee Prof. Dr. Theo Geisel Department of Nonlinear Dynamics Max Planck Institute for Dynamics and Self-Organization Prof. Dr. Stephan Herminghaus Department of Dynamics of Complex Fluids Max Planck Institute for Dynamics and Self-Organization Dr. Michael Wilczek Turbulence, Complex Flows & Active Matter Max Planck Institute for Dynamics and Self-Organization Examination board Prof. Dr. Theo Geisel (Reviewer) Department of Nonlinear Dynamics Max Planck Institute for Dynamics and Self-Organization Prof. Dr. Stephan Herminghaus (Second Reviewer) Department of Dynamics of Complex Fluids Max Planck Institute for Dynamics and Self-Organization Dr. Michael Wilczek Turbulence, Complex Flows & Active Matter Max Planck Institute for Dynamics and Self-Organization Prof. Dr. Ulrich Parlitz Biomedical Physics Max Planck Institute for Dynamics and Self-Organization Prof. Dr. Stefan Kehrein Condensed Matter Theory, Physics Department Georg-August-Universität Göttingen Prof. Dr. Jörg Enderlein Biophysics / Complex Systems, Physics Department Georg-August-Universität Göttingen Date of the oral examination: September 13th, 2019 Contents Abstract 3 1 Introduction 5 1.1 Thesis synopsis and outline.............................. 10 2 Fundamental Concepts 13 2.1 Nonlinear dynamics of antidot superlattices..................... 13 2.2 Lyapunov exponents in billiards............................ 20 2.3 Fundamental properties of graphene......................... 22 2.4 Why quantum?..................................... 31 2.5 Transport simulations and scattering wavefunctions................ -
Doubly Effects of Information Sharing on Interdependent Network Reciprocity
New J. Phys. 20 (2018) 075005 https://doi.org/10.1088/1367-2630/aad140 PAPER Doubly effects of information sharing on interdependent network OPEN ACCESS reciprocity RECEIVED 31 May 2018 Chengyi Xia1,2, Xiaopeng Li1,2, Zhen Wang3 and Matjaž Perc4,5,6 REVISED 1 Tianjin Key Laboratory of Intelligence Computing and Novel Software Technology, Tianjin University of Technology, Tianjin 300384, 2 July 2018 Peopleʼs Republic of China ACCEPTED FOR PUBLICATION 2 Key Laboratory of Computer Vision and System (Ministry of Education), Tianjin University of Technology, Tianjin 300384, Peopleʼs 5 July 2018 Republic of China PUBLISHED 3 School of Mechanical Engineering and Center for OPTical IMagery Analysis and Learning (OPTIMAL), Northwestern Polytechnical 17 July 2018 University, Xi’an 710072, Peopleʼs Republic of China 4 Faculty of Natural Sciences and Mathematics, University of Maribor, Koroška cesta 160, SI-2000 Maribor, Slovenia Original content from this 5 CAMTP—Center for Applied Mathematics and Theoretical Physics, University of Maribor, Mladinska 3, SI-2000 Maribor, Slovenia work may be used under 6 School of Electronic and Information Engineering, Beihang University, Beijing 100191, Peopleʼs Republic of China the terms of the Creative Commons Attribution 3.0 E-mail: [email protected] and [email protected] licence. Any further distribution of Keywords: cooperation, evolutionary games, Monte Carlo method, multilayer network, interdependent network reciprocity this work must maintain attribution to the author(s) and the title of the work, journal citation Abstract and DOI. Understanding large-scale cooperation among unrelated individuals is one of the greatest challenges of the 21st century. Since human cooperation evolves on social networks, the theoretical framework of multilayer networks is perfectly suited for studying this fascinating aspect of our biology. -
Inheritance Patterns in Citation Networks Reveal Scientific Memes
Research Collection Journal Article Inheritance Patterns in Citation Networks Reveal Scientific Memes Author(s): Kuhn, Tobias; Perc, Matjaž; Helbing, Dirk Publication Date: 2014 Permanent Link: https://doi.org/10.3929/ethz-b-000091867 Originally published in: Physical Review X 4(4), http://doi.org/10.1103/PhysRevX.4.041036 Rights / License: Creative Commons Attribution 3.0 Unported This page was generated automatically upon download from the ETH Zurich Research Collection. For more information please consult the Terms of use. ETH Library PHYSICAL REVIEW X 4, 041036 (2014) Inheritance Patterns in Citation Networks Reveal Scientific Memes Tobias Kuhn,1,* Matjaž Perc,2,3 and Dirk Helbing1,4 1ETH Zurich, Clausiusstrasse 50, 8092 Zurich, Switzerland 2Faculty of Natural Sciences and Mathematics, University of Maribor, Koroška cesta 160, SI-2000 Maribor, Slovenia 3CAMTP—Center for Applied Mathematics and Theoretical Physics, University of Maribor, Krekova 2, SI-2000 Maribor, Slovenia 4Risk Center, ETH Zurich, Scheuchzerstrasse 7, 8092 Zurich, Switzerland (Received 8 July 2014; revised manuscript received 19 September 2014; published 21 November 2014) Memes are the cultural equivalent of genes that spread across human culture by means of imitation. What makes a meme and what distinguishes it from other forms of information, however, is still poorly understood. Our analysis of memes in the scientific literature reveals that they are governed by a surprisingly simple relationship between frequency of occurrence and the degree to which they propagate along the citation graph. We propose a simple formalization of this pattern and validate it with data from close to 50 million publication records from the Web of Science, PubMed Central, and the American Physical Society. -
Universality in Statistical Measures of Trajectories in Classical Billiard Systems
Applied Mathematics, 2015, 6, 1407-1425 Published Online July 2015 in SciRes. http://www.scirp.org/journal/am http://dx.doi.org/10.4236/am.2015.68132 Universality in Statistical Measures of Trajectories in Classical Billiard Systems Jean-François Laprise, Ahmad Hosseinizadeh, Helmut Kröger Department of Physics, Laval University, Québec, Canada Email: [email protected], [email protected], [email protected] Received 13 January 2015; accepted 27 July 2015; published 30 July 2015 Copyright © 2015 by authors and Scientific Research Publishing Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/ Abstract For classical billiards, we suggest that a matrix of action or length of trajectories in conjunction with statistical measures, level spacing distribution and spectral rigidity, can be used to distin- guish chaotic from integrable systems. As examples of 2D chaotic billiards, we considered the Bu- nimovich stadium billiard and the Sinai billiard. In the level spacing distribution and spectral ri- gidity, we found GOE behaviour consistent with predictions from random matrix theory. We stu- died transport properties and computed a diffusion coefficient. For the Sinai billiard, we found normal diffusion, while the stadium billiard showed anomalous diffusion behaviour. As example of a 2D integrable billiard, we considered the rectangular billiard. We found very rigid behaviour with strongly correlated spectra similar to a Dirac comb. These findings present numerical evi- dence for universality in level spacing fluctuations to hold in classically integrable systems and in classically fully chaotic systems. Keywords Classical Chaos, Dynamical Billiards, Random Matrix Theory, Level Spacing Fluctuations, Universality 1.