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  Partner: UNT College of Arts and Sciences
 Department: Center for Nonlinear Science
 Decade: 2000-2009
Absorption and Emission in the Non-Poissonian Case

Absorption and Emission in the Non-Poissonian Case

Date: July 28, 2004
Creator: Aquino, Gerardo; Palatella, Luigi & Grigolini, Paolo
Description: This article discusses absorption and emission in the Non-Poissonian Case. Abstract: This Letter addresses the challenging problems posed to the Kubo-Anderson (KA) theory by the discovery of intermittent resonant fluorescence with a nonexponential distribution of waiting times. We show how to extend the KA theory from aged to aging systems, aging for a very extended time period or even forever, being a crucial consequence of non-Poisson statistics.
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Aging and Rejuvenation with Fractional Derivatives

Aging and Rejuvenation with Fractional Derivatives

Date: September 10, 2004
Creator: Aquino, Gerardo; Bologna, Mauro; Grigolini, Paolo & West, Bruce J.
Description: This article discusses aging rejuvenation with fractional derivatives. Abstract: We discuss a dynamic procedure that makes a fractional derivatives emerge in the time asymptotic limit of non-Poisson processes. We find that two-state fluctuations, with an inverse power-law distribution of waiting times, finite first moment, and divergent second moment, namely, with the power index μ in the interval 2<μ<3, yield a generalized master equation equivalent to the sum of an ordinary Markov contribution and a fractional derivative term. We show that the order of the fractional derivative depends on the age of the process under study. If the system is infinitely old, the order of the fractional derivative, o, is given by o=3-μ. A brand new system is characterized by the degree o=μ-2. If the system is prepared at time -tₐ<0 and the observation begins at time t=0, we derive the following scenario. For times 0<t«tₐ the system is satisfactorily described by the fractional derivative with o=3-μ. Upon time increase the system undergoes a rejuvenation process that in the time limit t⪢tₐ yields o=μ-2. The intermediate time regime is probably incompatible with a picture based on fractional derivatives, or, at least, with a mono-order fractional derivative.
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Anomalous diffusion associated with nonlinear fractional derivative Fokker-Planck-like equation: Exact time-dependent solutions

Anomalous diffusion associated with nonlinear fractional derivative Fokker-Planck-like equation: Exact time-dependent solutions

Date: August 2000
Creator: Bologna, Mauro; Tsallis, Constantino & Grigolini, Paolo
Description: This article discusses anomalous diffusion associated with nonlinear fractional derivative Fokker-Planck-like equation. Abstract: We consider the d=1 nonlinear Fokker-Planck-like equation with fractional derivatives (∂/∂t)P(x,t) = D(∂ƴ/∂xƴ)[P(x,t]v. Exact time-dependent solutions are found for v = (2 - y)/(1 + y)(-∞ < y ⩽ 2). By considering the long-distance asymptotic behavior of these solutions, a connection is established, namely, q = (y + 3)/(Y + 1)(0 < y ⩽ 2), with the solutions optimizing the nonextensive entropy characterized by index q. Interestingly enough, this relation coincides with the only already known for Lévy-like superdiffusion (i.e., v = 1 and 0 < y ⩽ 2). Finally, for (y,v) = (2,0) the authors obtain q=5/3, which differs from the value q = 2 corresponding to the y = 2 solutions available in the literature (v < 1 porous medium equation), thus exhibiting nonuniform convergence.
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Brain, Music, and Non-Poisson Renewal Processes

Brain, Music, and Non-Poisson Renewal Processes

Date: June 21, 2007
Creator: Bianco, Simone; Ignaccolo, Massimiliano; Rider, Mark S.; Ross, Mary J.; Winsor, Phil & Grigolini, Paolo
Description: This article discusses brain, music, and non-Poisson renewal processes. Abstract: In this paper we show that both music composition and brain function, as revealed by the electroencephalogram (EEG) analysis, are renewal non-Poisson processes living in the nonergodic dominion. To reach this important conclusion the authors process the data with the minimum spanning tree method, so as to detect significant events, thereby building a sequence of times, which is the time series to analyze. The the authors show that in both cases, EEG and music composition, these significant events are the signature of a non-Poisson renewal process. This conclusion is reached using a technique of statistical analysis recently developed by the authors' group, the aging experiment (AE). First, the authors find that in both cases the distances between two consecutive events are described by nonexponential histograms, thereby proving the non-Poisson nature of these processes. The corresponding survival probabilities ψ(t) are well fitted by stretched exponentials [ψ(t) ∝ exp (-(yt)a), with 0.5<a<1.] The second step rests on the adoption of AE, which shows that these are renewal processes. The authors show that the stretched exponential, due to its renewal character, is the emerging tip of an iceberg, whose underwater part has slow ...
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Canonical and noncanonical equilibrium distribution

Canonical and noncanonical equilibrium distribution

Date: 2001
Creator: Annunziato, Mario; Grigolini, Paolo & West, Bruce J.
Description: This article discusses canonical and noncanonical equilibrium distribution. Abstract: We address the problem of the dynamical foundation of noncanonical equilibrium. We consider, as a source of divergence from ordinary statistical mechanics, the breakdown of the condition of time scale separation between microscopic and macroscopic dynamics. We show that this breakdown has the effect of producing a significant deviation from the canonical prescription. We also show that, while the canonical equilibrium can be reached with no apparent dependence on dynamics, the specific form of noncanonical equilibrium is, in fact, determined by dynamics. We consider the special case where the thermal reservoir driving the system of interest to equilibrium is a generator of intermittent fluctuations. We assess the form of the noncanonical equilibrium reached by the system in this case. Using both theoretical and numerical arguments we demonstrate that Lévy statistics are the best description of the dynamics and that the Lévy distribution is the correct basin of attraction. We show that the correct path to noncanonical equilibrium by means of strictly thermodynamic arguments has not yet been found, and that further research has to be done to establish a connection between dynamics and thermodynamics.
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Complexity and Synchronization

Complexity and Synchronization

Date: August 14, 2009
Creator: Turalska, Malgorzata; Lukovic, Mirko; West, Bruce J. & Grigolini, Paolo
Description: This article discusses complexity and synchronization. Abstract: We study a fully connected network (cluster) of interacting two-state units as a model of cooperative decision making. Each unit in isolation generates a Poisson process with rate g. We show that when the number of nodes is finite, the decision-making process becomes intermittent. The decision-time distribution density is characterized by inverse power-law behavior with index μ=1.5 and is exponentially truncated. We find that the condition of perfect consensus is recovered by means of a fat tail that becomes more and more extended with increasing numbers of nodes N. The intermittent dynamics of the global variable are described by the motion of a particle in a double well potential. The particle spends a portion of the total time τs at the top of the potential barrier. Using theoretical and numerical arguments it is proved that τs ∝ (1/g)1n(const X N). The second portion of its time, τk, is spent by the particle at the bottom of the potential well and it is given by τk=(1/g)exp(const X N). We show that the time τk is responsible for the Kramers fat tail. This generates a stronger ergodicity breakdown than that generated by the inverse power ...
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Compression and Diffusion: A Joint Approach to Detect Complexity

Compression and Diffusion: A Joint Approach to Detect Complexity

Date: February 2003
Creator: Allegrini, Paolo; Benci, V. (Vieri); Grigolini, Paolo; Hamilton, P.; Ignaccolo, Massimiliano; Menconi, G. et al
Description: This article discusses a joint approach to detect complexity. Abstract: The adoption of the Kolmogorov-Sinai (KS) entropy is becoming a popular research tool among physicists, especially when applied to a dynamical system fitting the conditions of validity of the Pesin theorem. The study of time series that are a manifestation of system dynamics whose rules are either unknown or too complex for a mathematical treatment, is still a challenge since the KS entropy is not computable, in general, in that case. Here the authors present a plan of action based on the joint action of two procedures, both related to the KS entropy, but compatible with computer implementation through fast and efficient programs. The former procedure, called Compression Algorithm Sensitive To Regularity (CASToRe), establishes the amount of order by the numerical evaluation of algorithmic compressibility. The latter, called Complex Analysis of Sequences via Scaling AND Randomness Assessment (CASSANDRA), establishes the complexity degree through the numerical evaluation of the strength of an anomalous effect. This is the departure, of the diffusion process generated by the observed fluctuations, from ordinary Brownian motion. The CASSANDRA algorithm shares with CASToRe a connection with the Kolmogorov complexity. This makes both algorithms especially suitable to study ...
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Correlation Function and Generalized Master Equation of Arbitrary Age

Correlation Function and Generalized Master Equation of Arbitrary Age

Date: June 10, 2005
Creator: Allegrini, Paolo; Aquino, Gerardo; Grigolini, Paolo; Palatella, Luigi; Rosa, Angelo & West, Bruce J.
Description: This article discusses correlation function and generalized master equation of arbitrary age. Abstract: We study a two-state statistical process with a non-Poisson distribution of sojourn times. In accordance with earlier work, we find that this process is characterized by aging and we study three different ways to define the correlation function of arbitrary age of the corresponding dichotomous fluctuation. These three methods yield exact expressions, thus coinciding with the recent result by Godrèche and Luck [J. Stat. Phys. 104, 489 (2001)]. Actually, non-Poisson statistics yields infinite memory at the probability level, thereby breaking any form of Markovian approximation, including the one adopted herein, to find an approximated analytical formula. For this reason, we check the accuracy of this approximated formula by comparing it with the numerical treatment of the second of the three exact expressions. We find that, although not exact, a simple analytical expression for the correlation function of arbitrary age is very accurate. We establish a connection between the correlation function and a generalized master equation of the same age. Thus this formalism, related to models used in glassy materials, allows us to illustrate an approach to the statistical treatment of blinking quantum dots, bypassing the limitations fo ...
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Diffusion Entropy and Waiting Time Statistics of Hard-X-Ray Solar Flares

Diffusion Entropy and Waiting Time Statistics of Hard-X-Ray Solar Flares

Date: March 25, 2002
Creator: Grigolini, Paolo; Leddon, Deborah & Scafetta, Nicola
Description: This article discusses diffusion entropy and waiting time statistics of hard-x-ray solar flares. Abstract: We show at work a technique of scaling detection based on evaluating the Shannon entropy of the diffusion process obtained by converting the time series under study into trajectories. This method, called diffusion entropy, affords information that cannot be derived from the direct evaluation of waiting times. We apply this method to the analysis of the distribution of time distance τ between two nearest-neighbor solar flares. This traditional part of the analysis is based on the direct evaluation of the distribution function ψ(τ), or of the probability ψ(τ), that no time distance smaller than a given τ is found. We adopt the paradigm of the inverse power-law behavior, and the authors focus on the determination of the inverse power index μ, without ruling out different asymptotic properties that might be revealed, at larger scales, with the help of richer statistics. We then use the DE method, with three different walking rules, and the authors focus on the regime of transition to scaling. This regime of transition and the value of the scaling parameter itself, δ, depends on the walking rule adopted, a property of interest to ...
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Dynamical Origin of Memory and Renewal

Dynamical Origin of Memory and Renewal

Date: August 8, 2006
Creator: Cakir, Rasit; Grigolini, Paolo & Krokhin, Arkadii A.
Description: This article discusses a dynamical origin of memory and renewal. Abstract: We show that the dynamic approach to fractional Brownian motion (FBM) establishes a link between a non-Poisson renewal process with abrupt jumps resetting to zero the system's memory and correlated dynamic processes, whose individual trajectories keep a nonvanishing memory of their past time evolution. It is well known that the recrossings of the origin by an ordinary one-dimensional diffusion trajectory generates a Lévy (and thus renewal) process of index θ=1/2. We prove with theoretical and numerical arguments that this is the special case of a more general condition, insofar as the recrossings produced by the dynamic FBM generates a Lévy process with 0<θ<1. This result is extended to produce a satisfactory model for the fluorescent signal of blinking quantum dots.
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