It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular Brownian particle in a fluid. This expansion leads to inequality connecting logarithmic derivative of the distribution with respect to fluid density and characteristic volume occupied by pair statistical correlation between the path and fluid molecules. Due to the inequality, finiteness of this volume means that asymptotic of the distribution is essentially non-Gaussian. For principal case when fluid is dilute gas it is demonstrated that the pair correlation volume is actually finite and bounded above. Therefore even under the Boltzmann-Grad limit the path distribution possess power-law long tails (cut off at distances of ballistic flight).
We introduce a new class of models for polymer collapse, given by random walks on regular lattices which are weighted according to multiple site visits. A Boltzmann weight $ω_l$ is assigned to each $(l+1)$-fold visited lattice site, and self-avoidance is incorporated by restricting to a maximal number $K$ of visits to any site via setting $ω_l=0$ for $l\geq K$. In this paper we study this model on the square and simple cubic lattices for the case K=3. Moreover, we consider a variant of this model, in which we forbid immediate self-reversal of the random walk. We perform simulations for random …
We study self-avoiding walks on the square lattice restricted to a square box of side $L$ weighted by a length fugacity without restriction of their end points. This models a confined polymer in dilute solution. The model admits a phase transition between an `empty' phase, where the average length of walks are finite and the density inside large boxes goes to zero, to a `dense' phase, where there is a finite positive density. We prove various bounds on the free energy and develop a scaling theory for the phase transition based on the standard theory for unconstrained polymers. We compare this …
Using statistical thermodynamics, we derive a general expression of the stationary probability distribution for thermodynamic systems driven out of equilibrium by several thermodynamic forces. The local equilibrium is defined by imposing the minimum entropy production and the maximum entropy principle under the scale invariance restrictions. The obtained probability distribution presents a singularity that has immediate physical interpretation in terms of the intermittency models. The derived reference probability distribution function is interpreted as time and ensemble average of the real ph…
In the multiple monomers per site (MMS) model, polymeric chains are represented by walks on a lattice which may visit each site up to K times. We have solved the unrestricted version of this model, where immediate reversals of the walks are allowed (RA) for K = 3 on a Bethe lattice with arbitrary coordination number in the grand-canonical formalism. We found transitions between a non-polymerized and two polymerized phases, which may be continuous or discontinuous. In the canonical situation, the transitions between the extended and the collapsed polymeric phases are always continuous. The tran…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a new philosophy of stochastic modeling was introduced, which by being mathematically similar to euclidean path integrals, finally fulfills these principles exactly. Their local behavior is usually similar, but may lead to completely different global properties. In contrast to Brownian motion leading to nearly uniform stationary density, this recent approach tur…
Statistics of molecular random walks in a fluid is considered with the help of the Bogolyubov equation for generating functional of distribution functions. An invariance group of solutions to this equation as functions of the fluid density is discovered. It results in many exact relations between probability distribution of the path of a test particle and its irreducible correlations with the fluid. As the consequence, significant restrictions do arise on possible shapes of the path distribution. In particular, the hypothetical Gaussian form of its long-range asymptotic proves to be forbidden …
We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $η$ which breaks the symmetry between the left and right orientation, the winding distribution of the walk is modified, and the system can be in three different phases: folded, stretched and glassy. An explicit mapping is found, leading to consider the system as a coupling of two exclusion processes. For all closed or periodic initial sample paths, a convenient scaling permits to show a…
Landauer's erasure principle is generalized to nondeterministic processes on systems having an arbitrary number of non-symmetrical logical states. The condition that the process is applied in the same way, irrespective of the initial logical state, imposes some restrictions on the individual heat exchanges associated with each possible transition. The complete set of such restrictions are derived by a statistical analysis of the phase-space flow induced by the process. Landauer's erasure principle can be derived from and is a special case of these.
We present a computational random walk method of measuring the isothermal pressure of the lattice gas with and without the excluded volume interaction. The method is based on the discretization of the exact thermodynamic relation for the pressure. The simulation results are in excellent agreement with the theoretical predictions.
Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using a bulk transport measurement. Here we demonstrate how the long-range structural correlations introduced by permeable membranes give rise to distinct features of transport. We consider Brownian motion restricted by randomly placed and oriented permeable membranes and focus on the disorder-averaged diffusion propagator using a scattering approach. The renorma…
In the study of small and large networks it is customary to perform a simple random walk, where the random walker jumps from one node to one of its neighbours with uniform probability. The properties of this random walk are intimately related to the combinatorial properties of the network. In this paper we propose to use the Ruelle-Bowens random walk instead, whose probability transitions are chosen in order to maximise the entropy rate of the walk on an unweighted graph. If the graph is weighted, then a free energy is optimised instead of entropy rate. Specifically, we introduce a centrality …
In this work we study the problem of targeting signals in networks using entropy information measurements to quantify the cost of targeting. We introduce a penalization rule that imposes a restriction to the long paths and therefore focus the signal to the target. By this scheme we go continuously from fully random walkers to walkers biased to the target. We found that the optimal degree of penalization is mainly determined by the topology of the network. By analyzing several examples, we have found that a small amount of penalization reduces considerably the typical walk length, and from this…
We study the three-dimensional persistent random walk with drift. Then we develop a thermodynamic model that is based on this random walk without assuming the Boltzmann-Gibbs form for the equilibrium distribution. The simplicity of the model allows us to perform all calculations in closed form. We show that, despite its simplicity, the model can be used to describe different polymer stretching experiments. We study the reversible overstretching transition of DNA and the static force-extension relation of the protein titin.
The second law of thermodynamics, formulated as an ultimate bound on the maximum extractable work, has been rigorously derived in multiple scenarios. However, the unavoidable limitations that emerge due to the lack of control on small systems are often disregarded when deriving such bounds, which is specifically important in the context of quantum thermodynamics. Here, we study the maximum extractable work with limited control over the working system and its interaction with the heat bath. We derive a general second law when the set of accessible Hamiltonians of the working-system is arbitrari…
The second law of thermodynamics in nonextensive statistical mechanics is discussed in the quantum regime. Making use of the convexity property of the generalized relative entropy associated with the Tsallis entropy indexed by q, Clausius' inequality is shown to hold in the range of q between zero and two. This restriction on the range of the entropic index, q, is purely quantum mechanical and there exists no upper bound of q for validity of the second law in classical theory.
We carry out comparative studies of random walks on deterministic Apollonian networks (DANs) and random Apollonian networks (RANs). We perform computer simulations for the mean first passage time, the average return time, the mean-square displacement, and the network coverage for unrestricted random walk. The diffusions both on DANs and RANs are proved to be sublinear. The search efficiency for walks with various strategies and the influence of the topology of underlying networks on the dynamics of walks are discussed. Contrary to one's intuition, it is shown that the self-avoiding random walk…
When averages over all starting points are considered, the Type Problem for the recurrence or transience of a simple random walk on an inhomogeneous network in general differs from the usual "local" Type Problem. This difference leads to a new classification of inhomogeneous discrete structures in terms of {\it recurrence} and {\it transience} {\it on the average}, describing their large scale topology from a "statistical" point of view. In this paper we analyze this classification and the properties connected to it, showing how the average behavior affects the thermodynamic properties of stat…
We consider a discrete time random walk in one dimension. At each time step the walker jumps by a random distance, independent from step to step, drawn from an arbitrary symmetric density function. We show that the expected positive maximum E[M_n] of the walk up to n steps behaves asymptotically for large n as, E[M_n]/σ=\sqrt{2n/π}+ γ+O(n^{-1/2}), where σ^2 is the variance of the step lengths. While the leading \sqrt{n} behavior is universal and easy to derive, the leading correction term turns out to be a nontrivial constant γ. For the special case of uniform distribution over [-1,1], Coffman…
We consider the dynamics and thermodynamics of a pair of magnetic dipoles interacting via their magnetic fields. We consider only the "spin" degrees of freedom; the dipoles are fixed in space. With this restriction it is possible to provide the general solution of the equations of motion in analytical form. Thermodynamic quantities, such as the specific heat and the zero field susceptibility are calculated by combining low temperature asymptotic series and a complete high temperature expansion. The thermal expectation value of the autocorrelation function is determined for the low temperature …
An efficient algorithm is developed to construct disconnectivity graphs by a random walk over basins of attraction. This algorithm can detect a large number of local minima, find energy barriers between them, and estimate local thermal averages over each basin of attraction. It is applied to the SK spin glass Hamiltonian where existing methods have difficulties even for a moderate number of spins. Finite-size results are used to make predictions in the thermodynamic limit that match theoretical approximations and recent findings on the free energy landscapes of SK spin glasses.
We develop a path-based approach to continuous-time random walks on networks with arbitrarily weighted edges. We describe an efficient numerical algorithm for calculating statistical properties of the stochastic path ensemble. After demonstrating our approach on two reaction rate problems, we present a biophysical model that describes how proteins evolve new functions while maintaining thermodynamic stability. We use our methodology to characterize dynamics of evolutionary adaptation, reproducing several key features observed in directed evolution experiments. We find that proteins generally f…
Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a configuration to be sampled depends on a number of unusual quantities, which are explained in this paper. This has been overlooked in recent literature, where the method is advertised for the calculation of canonical expectation values. We illustrate these points for the $2d$ Ising model. In addition, we proof a previously conjectured equation which relates…
The Hamiltonian Mean-Field (HMF) model belongs to a broad class of statistical physics models with non-additive Hamiltonians that reveal many non-trivial properties, such as non-equivalence of statistical ensembles, ergodicity breaking, and negative specific heat. With this paper, we add to this set another intriguing feature, which is that of super-diffusive equilibrium dynamics. Using molecular dynamics techniques, we compare the diffusive properties of the HMF model in the quasi-stationary metastable state (QSS) and in the Boltzmann-Gibbs (BG) regime. In contrast to the current state of kno…
An original approach is suggested to analysis of full quantum Liouville equation for single electron (quantum particle) interacting with ideal phonon gas (harmonic boson thermostat). It is shown that under the thermodynamic limit this equation can be exactly reduced to a system of evolution equations connecting density matrix of the electron and its simplest irreducible correlations with amplitudes of one, two, three and more phonon modes. Possible application of these new equations to explanation of the electron mobility 1/f-type fluctuations in semiconductors and other media is discussed. Th…
The weak convergence theorems of the one- and two-dimensional simple quantum walks, SQW$^{(d)}, d=1,2$, show a striking contrast to the classical counterparts, the simple random walks, SRW$^{(d)}$. The limit distributions have novel structures such that they are inverted-bell shaped and the supports of them are bounded. In the present paper we claim that these properties of the SQW$^{(d)}$ can be explained by the theory of relativistic quantum mechanics. We show that the Dirac equation with a proper ultraviolet cutoff can provide a quantum walk model in three dimensions, where the walker has a…
Bloch's theorem was a major milestone that established the principle of bandgaps in crystals. Although it was once believed that bandgaps could form only under conditions of periodicity and long-range correlations for Bloch's theorem, this restriction was disproven by the discoveries of amorphous media and quasicrystals. While network and liquid models have been suggested for the interpretation of Bloch-like waves in disordered media, these approaches based on searching for random networks with bandgaps have failed in the deterministic creation of bandgaps. Here, we reveal a deterministic path…
