Alder and Wainwright discovered the slow power decay $\sim t^{-d/2}$ ($d$:dimension) of the velocity autocorrelation function in moderately dense hard sphere fluids using the event-driven molecular dynamics simulations. In the two-dimensional case, the diffusion coefficient derived using the time correlation expression in linear response theory shows logarithmic divergence, which is called the ``2D long-time-tail problem''. We revisited this problem to perform a large-scale, long-time simulation with one million hard disks using a modern efficient algorithm and found that the decay of the long tail in moderately dense fluids is slightly faster than the power decay ($\sim 1/t$). We also compared our numerical data with the prediction of the self-consistent mode-coupling theory in the long time limit ($\sim 1/(t\sqrt{\ln{t}})$).
The long-time behavior of the velocity autocorrelation function (VACF) is investigated by the molecular dynamics simulation of a two-dimensional system which has both a many-body interaction and a random potential. With strengthening the random potential by increasing the density of impurities, a crossover behavior of the VACF is observed from a positive tail, which is proportional to t^{-1}, to a negative tail, proportional to -t^{-2}. The latter tail exists even when the density of particles is the same order as the density of impurities. The behavior of the VACF in a nonequilibrium steady s…
We evaluate the mean escape time of overdamped particles over potential barriers in short-correlated quenched Gaussian disorder potentials in one dimension at low temperature. The thermally activated escape is very sensitive to the form of the \emph{tail} of the potential barrier probability distribution. We evaluate this tail by using the optimal fluctuation method. For monotone decreasing autocovariances we reproduce the tail obtained by Lopatin and Vinokur (2001). However, for nonmonotonic autocovariances of the disorder potential we show that the tail changes. It is much higher when the di…
We analyse the long time tails of a charged quantum Brownian particle in a harmonic potential in the presence of a magnetic field using the Quantum Langevin Equation as a starting point. We analyse the long time tails in the position autocorrelation function, position-velocity correlation function and velocity autocorrelation function. We study these correlations for a Brownian particle coupled to the Ohmic and Drude baths, via position coordinate coupling. At finite temperatures we notice a crossover from a power-law to an exponentially decaying behaviour around the thermal time scale \frac{\…
I derive a mode-coupling theory for the velocity autocorrelation function, ψ(t), in a fluid of randomly driven inelastic hard spheres far from equilibrium. With this, I confirm a conjecture from simulations that the velocity autocorrelation function decays algebraically, ψ(t) ~ t^{-3/2}, if momentum is conserved. I show that the slow decay is due to the coupling to transverse currents.
The long-time behavior of the velocity autocorrelation function in a classical two-dimensional electric conduction system is studied by the molecular dynamics simulation. In equilibrium, the effect of coexistence of many-body interactions and a random potential is investigated. A crossover from a positive tail proportional to $t^{-1}$, to a negative tail proportional to $-t^{-2}$ is observed as the strength of the random potential increases. In nonequilibrium, the positive tail is enhanced whereas the negative tail appears at earlier times as an electric field increases.
The momentum or velocity autocorrelation function C(t) for a tagged oscillator in a finite harmonic system decays like that of an infinite system for short times, but exhibits erratic behavior at longer time scales. We introduce the autocorrelation function of the long-time noisy tail of C(t) ("a correlation of the correlation"), which characterizes the distribution of recurrence times. Remarkably, for harmonic systems with same-mass particles this secondary correlation may coincide with the primary correlation C(t) (when both functions are normalized) either exactly, or over a significant ini…
In a quenched mesoscopic fluid, modelling transport processes at high densities, we perform computer simulations of the single particle energy autocorrelation function C_e(t), which is essentially a return probability. This is done to test the predictions for power law tails, obtained from mode coupling theory. We study both off and on-lattice systems in one- and two-dimensions. The predicted long time tail ~ t^{-d/2} is in excellent agreement with the results of computer simulations. We also account for finite size effects, such that smaller systems are fully covered by the present theory as …
When a particle moves through a spatially-random force field, its momentum may change at a rate which grows with its speed. Suppose moreover that a thermal bath provides friction which gets weaker for large speeds, enabling high-energy localization. The result is a unifying framework for the emergence of heavy tails in the velocity distribution, relevant for understanding the power-law decay in the electron velocity distribution of space plasma or more generally for explaining non-Maxwellian behavior of driven gases. We also find long-time tails in the velocity autocorrelation, indicating pers…
The universal power law tails of single particle and multi-particle time correlation functions are derived from a unifying point of view, solely using the hydrodynamic modes of the system. The theory applies to general correlation functions, and to systems more general than classical fluids. Moreover it is argued that the collisional transfer part of the stress-stress correlation function in dense classical fluids has the same long time tail $\sim t^{-1-d/2}$ as the velocity autocorrelation function in Lorentz gases.
The long-time behaviors of the velocity autocorrelation function (VACF) for granular flows based on the optimal velocity fluid model are investigated theoretically. It is found the long-time tail of VACF disappears in a granular flow under the gravity.
We study response and velocity autocorrelation functions for a tagged particle in a shear driven suspension governed by underdamped stochastic dynamics. We follow the idea of an effective confinement in dense suspensions and exploit a time-scale separation between particle reorganization and vibrational motion. This allows us to approximately derive the fluctuation-dissipation theorem in a "hybrid" form involving the kinetic temperature as an effective temperature and an additive correction term. We show numerically that even in a moderately dense suspension the latter is negligible. We discus…
Financial market dynamics is rigorously studied via the exact generalized Langevin equation. Assuming market Brownian self-similarity, the market return rate memory and autocorrelation functions are derived, which exhibit an oscillatory-decaying behavior with a long-time tail, similar to empirical observations. Individual stocks are also described via the generalized Langevin equation. They are classified by their relation to the market memory as heavy, neutral and light stocks, possessing different kinds of autocorrelation functions.
Unified description on the long-time tail of velocity autocorrelation function and the long-range correlation for the equal-time spatial correlation functions is developed based on the generalized fluctuating hydrodynamics. The cross-over of the long-time tail from $t^{-3/2}$ to $t^{-5/2}$ is predicted independent of the density, and the equal-time spatial density correlation function and the equal-time spatial velocity correlation function respectively satisfy $r^{-11/3}$ and $r^{-5/3}$ for large $r$ limit.
We study the velocity autocorrelation function (VACF) of a driven granular fluid in the stationary state in 3 dimensions. As the critical volume fraction of the glass transition in the corresponding elastic system is approached, we observe pronounced cage effects in the VACF as well as a strong decrease of the diffusion constant. At moderate densities the VACF is shown to decay algebraically in time (t^{-3/2}) like in a molecular fluid, as long as the driving conserves momentum locally.
We construct the equations of motion for the coupled dynamics of order parameter and concentration for the nematic phase of driven particles on a solid surface, and show that they imply (i) giant number fluctuations, with a standard deviation proportional to the mean and (ii) long-time tails $\sim t^{-d/2}$ in the autocorrelation of the particle velocities in $d$ dimensions despite the absence of a hydrodynamic velocity field. Our predictions can be tested in experiments on aggregates of amoeboid cells as well as on layers of agitated granular matter.
Extending a previous study of the velocity autocorrelation function (VAF) in a simulated Lennard-Jones fluid to cover higher-density and lower-temperature states, we show that the recently demonstrated multiexponential expansion allows for a full account and understanding of the dynamical processes encompassed by a fundamental quantity as the VAF. In particular, besides obtaining evidence of a persisting long-time tail, we assign specific and unambiguous physical meanings to groups of exponential modes related to the longitudinal and transverse collective dynamics, respectively. We have made t…
The long-time behaviors of the velocity autocorrelation function $C(t)$ for sheared fluids ^M are investigated theoretically and numerically. It is found the existence of the cross-overs of^M $C(t)$ from $t^{-d/2}$ to $t^{-d}$ ^M in sheared fluids of elastic particles without any thermostat, and from $t^{-d/2}$ to $t^{-(d+2)/2}$ ^M in both sheared fluids of elastic particles with a thermostat and sheared granular fluids,^M where $d$ is the spatial dimension. ^M The validity of the predictions has been confirmed by^M our numerical simulations.
The 1970 paper, "Decay of the Velocity Correlation Function" [Phys. Rev. A1, 18 (1970), see also Phys. Rev. Lett. 18, 988 (1967)] by Berni Alder and Tom Wainwright, demonstrated, by means of computer simulations, that the velocity autocorrelation function for a particle in a gas of hard disks decays algebraically in time as $t^{-1},$ and as $t^{-3/2}$ for a gas of hard spheres. These decays appear in non-equilibrium fluids and have no counterpart in fluids in thermodynamic equilibrium. The work of Alder and Wainwright stimulated theorists to find explanations for these "long time tails" using …
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is characterized by the power-law autocorrelation function. Therefore, it can serve as a model of the 1/f noise as well as a model of the stochastic force in the generalized Langevin equation. This equation is solved for the noise correlations 1/t; the resulting velocity distribution has sharply falling tails. The system preserves the memory about the initial condit…
In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate transformation of a specific power-law correlated additive process x(t), already known in the literature, whose pdf shows power-law tails 1/x^a. We give analytical and numerical evidence that although the new processes (i) are Markovian and (ii) have gaussian or exponential tails their autocorrelation function still shows a power-law decay <y(t) y(t+T)>=1/T^b whe…
The molasses tail in dense hard core fluids is investigated by extensive event-driven molecular dynamics simulation through the orientational autocorrelation functions. Near the fluid-solid phase transition, there exist three regimes in the relaxation of the pair orientational autocorrelation function, namely the kinetic, molasses (stretched exponential), and diffusional power decay. The density dependence of both the molasses and diffusional power regimes are evaluated and the latter compares with theoretical predictions in three dimensions. The largest cluster at the freezing density of only…
We use event driven simulations to analyze glassy dynamics as a function of density and energy dissipation in a two-dimensional bidisperse granular fluid under stationary conditions. Clear signatures of a glass transition are identified, such as an increase of relaxation times over several orders of magnitude. As the inelasticity is increased, the glass transition is shifted to higher densities and the precursors of the transition become less and less pronounced -- in agreement with a recent mode-coupling theory. We analyze the long-time tails of the velocity autocorrelation and discuss its co…
Higher order parameters in the hard disk fluid are computed to investigate the number, the life time and size of transient crystal nuclei in the pre-freezing phase. The methodology introduces further neighbor shells bond orientational order parameters and coarse-grains the correlation functions needed for the evaluation of the stress autocorrelation function for the viscosity. We successfully reproduce results by the previous collision method for the pair orientational correlation function, but some two orders of magnitude faster. This speed-up allows calculating the time dependent four body o…
Statistical distributions with heavy tails are ubiquitous in natural and social phenomena. Since the entries in heavy tail have disproportional significance, the knowledge of its exact shape is very important. Citations of scientific papers form one of the best-known heavy tail distributions. Even in this case there is a considerable debate whether citation distribution follows the log-normal or power-law fit. The goal of our study is to solve this debate by measuring citation distribution for a very large and homogeneous data. We measured citation distribution for 418,438 Physics papers publi…
Taking one-dimensional random transverse Ising model (RTIM) with the double-Gaussian disorder for example, we investigated the spin autocorrelation function (SAF) and associated spectral density at high temperature by the recursion method. Based on the first twelve recurrants obtained analytically, we have found strong numerical evidence for the long-time tail in the SAF of a single spin. Numerical results indicate that when the standard deviation σ_{JS} (or σ_{BS}) of the exchange couplings J_{i} (or the random transverse fields B_{i}) is small, no long-time tail appears in the SAF. The spin …
Broadband molecular dynamics simulation of fluid inertial effects in confined Brownian motion
Université de Mons（蒙斯大学）；Univ. Bordeaux, CNRS, LOMA, UMR 5798（波尔多大学，法国国家科学研究中心，LOMA联合实验室）；University of Vienna（维也纳大学）；Ecole Polytechnique, Institut Polytechnique de Paris（巴黎综合理工学院，巴黎理工学院）
We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution has generically a stretched-exponential form, but can assume also an algebraic decay, in the family of models which we call ``GARCH''-type. The intermediate regime is found in the exponential Ornstein-Uhlenbeck process. We calculate also the decay of the autocorrelation function of volatility.
We consider the motion of a test particle in a one-dimensional system of equal-mass point particles. The test particle plays the role of a microscopic "piston" that separates two hard-point gases with different concentrations and arbitrary initial velocity distributions. In the homogeneous case when the gases on either side of the piston are in the same macroscopic state, we compute and analyze the stationary velocity autocorrelation function C(t). Explicit expressions are obtained for certain typical velocity distributions, serving to elucidate in particular the asymptotic behavior of C(t). I…
We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann method. The friction force between a particle and the fluid is evaluated correctly based on the velocity difference at the position of the particle. The coupling method accurately reproduces the long-time tail observed in the velocity auto-correlation function. We also show that the fluctuation-dissipation relation holds between the relaxation of a single part…
Generic short-range interacting quantum systems with a conserved quantity exhibit universal diffusive transport at late times. We employ non-equilibrium quantum field theory and semi-classical phase-space simulations to show how this universality is replaced by a more general transport process in a long-range XY spin chain at infinite temperature with couplings decaying algebraically with distance as $r^{-α}$. While diffusion is recovered for $α>1.5$, longer-ranged couplings with $0.5<α\leq 1.5 $ give rise to effective classical Lévy flights; a random walk with step sizes drawn from a distribu…
We study the dynamics of denaturation bubbles in double-stranded DNA on the basis of the Poland-Scheraga model. We show that long time distributions for the survival of DNA bubbles and the size autocorrelation function can be derived from an asymptotic weak noise approach. In particular, below the melting temperature the bubble closure corresponds to a noisy finite time singularity. We demonstrate that the associated Fokker-Planck equation is equivalent to a quantum Coulomb problem. Below the melting temperature the bubble lifetime is associated with the continuum of scattering states of the r…
We show that for particles performing Brownian motion in a frozen array of scatterers long-time correlations emerge in the mean-square displacement. Defining the velocity autocorrelation function (VACF) via the second time-derivative of the mean-square displacement, power-law tails govern the long-time dynamics similar to the case of ballistic motion. The physical origin of the persistent memory is due to repeated encounters with the same obstacle which occurs naturally in Brownian dynamics without involving other scattering centers. This observation suggests that in this case the VACF exhibit…
The statistical properties of finite-time Lyapunov exponents at the Ulam point of the logistic map are investigated. The exact analytical expression for the autocorrelation function of one-step Lyapunov exponents is obtained, allowing the calculation of the variance of exponents computed over time intervals of length $n$. The variance anomalously decays as $1/n^2$. The probability density of finite-time exponents noticeably deviates from the Gaussian shape, decaying with exponential tails and presenting $2^{n-1}$ spikes that narrow and accumulate close to the mean value with increasing $n$. Th…
