Recent experimental findings on anomalous diffusion have demanded novel models that combine annealed (temporal) and quenched (spatial or static) disorder mechanisms. The comb-model is a simplified description of diffusion on percolation clusters, where the comb-like structure mimics quenched disorder mechanisms and yields a subdiffusive regime. Here we extend the comb-model to simultaneously account for quenched and annealed disorder mechanisms. To do so, we replace usual derivatives in the comb diffusion equation by different fractional time-derivative operators and the conventional comb-like structure by a generalized fractal structure. Our hybrid comb-models thus represent a diffusion where different comb-like structures describe different quenched disorder mechanisms, and the fractional operators account for various annealed disorders mechanisms. We find exact solutions for the diffusion propagator and mean square displacement in terms of different memory kernels used for defining the fractional operators. Among other findings, we show that these models describe crossovers from subdiffusion to Brownian or confined diffusions, situations emerging in empirical results. These results reveal the critical role of interactions between geometrical restrictions and memory effects on modeling anomalous diffusion.
We study the equilibrium properties of an Ising model on a disordered random network where the disorder can be quenched or annealed. The network consists of four-fold coordinated sites connected via variable length one-dimensional chains. Our emphasis is on nonuniversal properties and we consider the transition temperature and other equilibrium thermodynamic properties, including those associated with one dimensional fluctuations arising from the chains. We use analytic methods in the annealed case, and a Monte Carlo simulation for the quenched disorder. Our objective is to study the differenc…
We investigate a kinetic Ising model with several single-spin flip dynamics (including Metropolis and heat-bath) on quenched and annealed random regular graphs. As expected, on the quenched structures all proposed algorithms reproduce the same results since the conditions for the detailed balance and the Boltzmann distribution in an equilibrium are satisfied. However, on the annealed graphs situation is far less clear -- the network annealing disturbs the equilibrium moving the system away from it. Consequently, distinct dynamics lead to different steady states. We show that some algorithms ar…
We present computer simulations of three systems of randomly branching polymers in d=3 dimensions: ideal trees and self-avoiding trees with annealed and quenched connectivities. In all cases, we performed a detailed analysis of trees connectivities, spatial conformations and statistical properties of linear paths on trees, and compare the results to the corresponding predictions of Flory theory. We confirm that, overall, the theory predicts correctly that trees with quenched ideal connectivity exhibit {\it less} overall swelling in good solvent than corresponding trees with annealed connectivi…
We investigate equilibrium statistical properties of the quantum XY spin-1/2 model in an external magnetic field when the interaction and field parts are subjected to quenched or/and annealed disorder. The randomness present in the system are termed annealed or quenched depending on the relation between two different time scales - the time scale associated with the equilibriation of the randomness and the time of observation. Within a mean-field framework, we study the effects of disorders on spontaneous magnetization, both by perturbative and numerical techniques. Our primary interest is to u…
We show that incompressible polar active fluids can exhibit an ordered, coherently moving phase even in the presence of quenched disorder in two dimensions. Unlike such active fluids with annealed (i.e., time-dependent) disorder only, which behave like equilibrium ferromagnets with long-range interactions, this robustness against quenched disorder is a fundamentally non-equilibrium phenomenon. The ordered state belongs to a new universality class, whose scaling laws we calculate using three different renormalization group schemes, which all give scaling exponents within 0.02 of each other, ind…
Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We show several transition points at which sample-to-sample fluctuations of the drift or the diffusion coefficient remain large even when the system size becomes large, i.e., non-self-averaging. Moreover, we find that the disorder average of the diffusion coefficient diverges or becomes zero when the corresponding annealed model generates superdiffusion or subdi…
We investigate bipartite entanglement in random quantum $XY$ models at equilibrium. Depending on the intrinsic time scales associated with equilibration of the random parameters and measurements associated with observation of the system, we consider two distinct kinds of disorder, namely annealed and quenched disorders. We conduct a comparative study of the effects of disorder on nearest-neighbor entanglement, when the nature of randomness changes from being annealed to quenched. We find that entanglement properties of the annealed and quenched disordered systems are drastically different from…
The equilibrium properties of a Janus fluid confined to a one-dimensional channel are exactly derived. The fluid is made of particles with two faces (active and passive), so that the pair interaction is that of hard spheres, except if the two active faces are in front of each other, in which case the interaction has a square-well attractive tail. Our exact solution refers to quenched systems (i.e., each particle has a fixed face orientation), but we argue by means of statistical-mechanical tools that the results also apply to annealed systems (i.e., each particle can flip its orientation) in t…
We study the simple random walk dynamics on an annealed version of a Small-World Network (SWN) consisting of $N$ nodes. This is done by calculating the mean number of distinct sites visited S(n) and the return probability $P_{00}(t)$ as a function of the time $t$. $S(t)$ is a key quantity both from the statistical physics point of view and especially for characterizing the efficiency of the network connectedness. Our results for this quantity shows features similar to the SWN with quenched disorder, but with a crossover time that goes inversely proportianal to the probability $p$ of making a l…
We study the moving phase of two-dimensional (2D) incompressible polar active fluids in the presence of both quenched and annealed disorder. We show that long-range polar order persists even in this defect-ridden two-dimensional system. We obtain the large-distance, long-time scaling laws of the velocity fluctuations using three distinct dynamic renormalization group schemes. These are an uncontrolled one-loop calculation in exactly two dimensions, and two $d=(d_c-ε)$-expansions to $O(ε)$, obtained by two different analytic continuations of our 2D model to higher spatial dimensions: a ``hard" …
We analyze the ideal gas like models of markets and review the different cases where a `savings' factor changes the nature and shape of the distribution of wealth. These models can produce similar distribution of wealth as observed across varied economies. We present a more realistic model where the saving factor can vary over time (annealed savings) and yet produces Pareto distribution of wealth in certain cases. We discuss the relevance of such models in the context of wealth distribution, and address some recent issues in the context of these models.
We introduce a generalized version of the noisy $q$-voter model, one of the most popular opinion dynamics models, in which voters can be in one of $s \ge 2$ states. As in the original binary $q$-voter model, which corresponds to $s=2$, at each update randomly selected voter can conform to its $q$ randomly chosen neighbors (copy their state) only if all $q$ neighbors are in the same state. Additionally, a voter can act independently, taking a randomly chosen state, which introduces disorder to the system. We consider two types of disorder: (1) annealed, which means that each voter can act indep…
Theory of associating polymers with annealed and quenched sticker disorder: Mean-field solution and phase behavior
Scuola Internazionale Superiore di Studi Avanzati (SISSA)（高等师范研究所）；Università Ca’ Foscari Venezia（威尼斯大学）；European Centre for Living Technology (ECLT)（生命技术欧洲中心）；University of Padova（帕多瓦大学）；INFN, Sezione di Padova（意大利国家核物理研究所帕多瓦分部）
We show that any SYK-like model with finite-body interactions among \textit{local} degrees of freedom, e.g., bosons or spins, has a fundamental difference from the standard fermionic model: the former fails to be described by an annealed free energy at low temperature. In this respect, such models more closely resemble spin glasses. We demonstrate this by two means: first, a general theorem proving that the annealed free energy is divergent at low temperature in any model with a tensor product Hilbert space; and second, a replica treatment of two prominent examples which exhibit phase transiti…
A binary quenched-annealed hard core mixture is considered in one dimension in order to model fluid adsorbates in narrow channels filled with a random matrix. Two different density functional approaches are employed to calculate adsorbate bulk properties and interface structure at matrix surfaces. The first approach uses Percus' functional for the annealed component and an explicit averaging over matrix configurations; this provides numerically exact results for the bulk partition coefficient and for inhomogeneous density profiles. The second approach is based on a quenched-annealed density fu…
Aging, the dependence of the dynamics of a physical process on the time $t_a$ since its original preparation, is observed in systems ranging from the motion of charge carriers in amorphous semiconductors over the blinking dynamics of quantum dots to the tracer dispersion in living biological cells. Here we study the effects of aging on one of the most fundamental properties of a stochastic process, the first passage dynamics. We find that for an aging continuous time random walk process the scaling exponent of the density of first passage times changes twice as the aging progresses and reveals…
We study rooted self avoiding polygons and self avoiding walks on deterministic fractal lattices of finite ramification index. Different sites on such lattices are not equivalent, and the number of rooted open walks W_n(S), and rooted self-avoiding polygons P_n(S) of n steps depend on the root S. We use exact recursion equations on the fractal to determine the generating functions for P_n(S), and W_n(S) for an arbitrary point S on the lattice. These are used to compute the averages $< P_n(S)>, <W_n(S)>, <log P_n(S)>$ and $<log W_n(S)>$ over different positions of S. We find that the connectivi…
We derive from first principles (without resorting to the replica trick) a density functional theory for fluids in quenched disordered matrices (QA-DFT). We show that the disorder-averaged free energy of the fluid is a functional of the average density profile of the fluid as well as the pair correlation of the fluid and matrix particles. For practical reasons it is preferable to use another functional: the disorder-averaged free energy plus the fluid-matrix interaction energy, which, for fixed fluid-matrix interaction potential, is a functional only of the average density profile of the fluid…
We numerically investigate the Olami-Feder-Christensen model on a quenched random graph. Contrary to the case of annealed random neighbors, we find that the quenched model exhibits self-organized criticality deep within the nonconservative regime. The probability distribution for avalanche size obeys finite size scaling, with universal critical exponents. In addition, a power law relation between the size and the duration of an avalanche exists. We propose that this may represent the correct mean-field limit of the model rather than the annealed random neighbor version.
Critical behavior of the contact process is studied in annealed scale-free networks by mapping it on the random walk problem. We obtain the analytic results for the critical scaling, using the event-driven dynamics approach. These results are confirmed by numerical simulations. The disorder fluctuation induced by the sampling disorder in annealed networks is also explored. Finally, we discuss over the discrepancy of the finite-size-scaling theory in annealed and quenched networks in spirit of the droplet size scale and the linking disorder fluctuation.
We compare two versions of the nonlinear $q$-voter model: the original one, with annealed randomness, and the modified one, with quenched randomness. In the original model, each voter changes its opinion with a certain probability $ε$ if the group of influence is not unanimous. In contrast, the modified version introduces two types of voters that act in a deterministic way in case of disagreement in the influence group: the fraction $ε$ of voters always change their current opinion, whereas the rest of them always maintain it. Although both concepts of randomness lead to the same average numbe…
What is the probability that a macroscopic void will spontaneously arise, at a specified time T, in an initially homogeneous gas? We address this question for diffusive lattice gases, and also determine the most probable density history leading to the void formation. We employ the macroscopic fluctuation theory by Bertini et al and consider both annealed and quenched averaging procedures (the initial condition is allowed to fluctuate in the annealed setting). We show that in the annealed case the void formation probability is given by the equilibrium Boltzmann-Gibbs formula, so the probability…
Local magnetic moments in disordered sytems can be described in terms of annealed magnetic disorder, in addition to the underlying quenched disorder. It is shown that for noninteracting electron systems at zero temperature, the annealed disorder leads to a new mechanism, and a new universality class, for a metal-insulator transition. The transition is driven by a vanishing of the thermodynamic density susceptibility rather than by localization effects. The critical behavior near two-dimensions is determined, and the underlying physics is discussed.
We compute the full probability distribution of the positions of a tagged particle exactly for given arbitrary initial positions of the particles and for general single-particle propagators. We consider the thermodynamic limit of our exact expressions in quenched and annealed settings. For a particular class of single-particle propagators, the exact formula is expressed in a simple integral form in the quenched case whereas in the annealed case, it is expressed as a simple combination of Bessel functions. In particular, we focus on the step and the power-law initial configurations. In the form…
A disordered system is denominated `annealed' when the interactions themselves may evolve and adjust their values to lower the free energy. The opposite (`quenched') situation when disorder is fixed, is the one relevant for physical spin-glasses, and has received vastly more attention. Other problems however are more natural in the annealed situation: in this work we discuss examples where annealed averages are interesting, in the context of matrix models. We first discuss how in practice, when system and disorder adapt together, annealed systems develop `planted' solutions spontaneously, as t…
Local diffusion coefficients in disordered materials such as living cells are highly heterogeneous. Quenched disorder is utilized substantially to study such complex systems, whereas its analytical treatment is difficult to handle. We consider finite systems with quenched disorder in order to investigate the effects of sample disorder fluctuations and confinement on single-particle diffusivity. While the system is ergodic in a single disorder realization, the time-averaged mean squared displacement depends on the disorder, i.e., the system is ergodic but non-self-averaging. We find that the in…
In this work the diffusion in the quenched trap model with diverging mean waiting times is examined. The approach of randomly stopped time is extensively applied in order to obtain asymptotically exact representation of the disorder averaged positional probability density function. We establish that the dimensionality and the geometric properties of the lattice, on top of which the disorder is imposed, dictate the plausibility of a mean-filed approximation that will only include annealed disorder. Specifically, for any case when the probability to return to the origin ($Q_0$) is less than $1$,…
We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form $D(x)\sim D_0|x|^α$ in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the exponent $α$ in time and space. In the case of annealed disorder, for which effectively $α=α(t)$ we show how the long time scaling of the ensemble mean squared displacement (MSD) and the amplitude variation of individual realizations of the time averaged MSD are affected by the disorder strength. For the case of quenched disorder, the long time behavior becomes …
In these lecture notes, which are based on the mini-course given at 2013 Prague School on Mathematical Statistical Physics, we discuss ballistic phase of quenched and annealed stretched polymers in random environment on ${\mathbb Z}^d$ with an emphasis on the natural renormalized renewal structures which appear in such models. In the ballistic regime an irreducible decomposition of typical polymers leads to an effectiverandom walk reinterpretation of the latter. In the annealed casethe Ornstein-Zernike theory based on this approach paves the way to an essentially complete control on the level …
We propose a simple equation for predicting self-diffusivity of fluids embedded in random matrices of identical, but dynamically frozen, particles (i.e., quenched-annealed systems). The only nontrivial input is the volume available to mobile particles, which also can be predicted for two common matrix types that reflect equilibrium and non-equilibrium fluid structures. The proposed equation can account for the large differences in mobility exhibited by quenched-annealed systems with indistinguishable static pair correlations, illustrating the key role that available volume plays in transport.
In this paper we study the properties of the quenched pressure of a multi-layer spin-glass model (a deep Boltzmann Machine in artificial intelligence jargon) whose pairwise interactions are allowed between spins lying in adjacent layers and not inside the same layer nor among layers at distance larger than one. We prove a theorem that bounds the quenched pressure of such a K-layer machine in terms of K Sherrington-Kirkpatrick spin glasses and use it to investigate its annealed region. The replica-symmetric approximation of the quenched pressure is identified and its relation to the annealed on…
A road map to understand the relation between the onset of the superconducting state with the particular optimum heterogeneity in granular superconductors is to study a Random Tranverse Ising Model on complex networks with a scale-free degree distribution regularized by and exponential cutoff p(k) \propto k^{-γ}\exp[-k/ξ]. In this paper we characterize in detail the phase diagram of this model and its critical indices both on annealed and quenched networks. To uncover the phase diagram of the model we use the tools of heterogeneous mean-field calculations for the annealed networks and the most…
We consider a polymer, with monomer locations modeled by the trajectory of a Markov chain, in the presence of a potential that interacts with the polymer when it visits a particular site 0. We assume that probability of an excursion of length $n$ is given by $n^{-c}ϕ(n)$ for some $1<c<2$ and slowly varying $ϕ$. Disorder is introduced by having the interaction vary from one monomer to another, as a constant $u$ plus i.i.d. mean-0 randomness. There is a critical value of $u$ above which the polymer is pinned, placing a positive fraction (called the contact fraction) of its monomers at 0 with hig…
The problem of noninteracting electrons in the presence of annealed magnetic disorder, in addition to nonmagnetic quenched disorder, is considered. It is shown that the proper physical interpretation of this model is one of electrons interacting via a potential that is long-ranged in time, and that its technical analysis by means of renormalization group techniques must also be done in analogy to the interacting problem. As a result, and contrary to previous claims, the model does not simply describe a metal-insulator transition in $d=2+ε$ ($ε\ll 1$) dimensions. Rather, it describes a transiti…
We present a theoretical and experimental study of light transport in disordered media with strongly heterogeneous distribution of scatterers formed via non-scattering regions. Step correlations induced by quenched disorder are found to prevent diffusivity from diverging with increasing heterogeneity scale, contrary to expectations from annealed models. Spectral diffusivity is measured for a porous ceramic where nanopores act as scatterers and macropores render their distribution heterogeneous. Results agree well with Monte Carlo simulations and a proposed analytical model.
We address the role of the nature of material disorder in determining the roughness of cracks which grow by damage nucleation and coalescence ahead of the crack tip. We highlight the role of quenched and annealed disorders in relation to the length scales $d$ and $ξ_c$ associated with the disorder and the damage nucleation respectively. In two related models, one with quenched disorder in which $d \simeq ξ_c $, the other with annealed disorder in which $d \ll ξ_c$, we find qualitatively different roughening properties for the resulting cracks in 2-dimensions. The first model results in random …
The equilibrium properties of a Janus fluid made of two-face particles confined to a one-dimensional channel are revisited. The exact Gibbs free energy for a finite number of particles $N$ is exactly derived for both quenched and annealed realizations. It is proved that the results for both classes of systems tend in the thermodynamic limit ($N\to\infty$) to a common expression recently derived (Maestre M A G and Santos A 2020 J Stat Mech 063217). The theoretical finite-size results are particularized to the Kern--Frenkel model and confirmed by Monte Carlo simulations for quenched and (both bi…
The effect of quenched (frozen) orientational disorder on the collective motion of active particles is analyzed. We find that, as with annealed disorder (Langevin noise), active polar systems are far more robust against quenched disorder than their equilibrium counterparts. In particular, long ranged order (i.e., the existence of a non-zero average velocity $\langle {\bf v} \rangle$) persists in the presence of quenched disorder even in spatial dimensions $d=3$, while it is destroyed even by arbitrarily weak disorder in $d \le 4$ in equilibrium systems. Furthermore, in $d=2$, quasi-long-ranged…
In this numerical work we have systematically studied the dynamical phase transitions in the Kuramoto- Sakaguchi model of synchronizing phase oscillators controlled by disorder in the Sakaguchi phases. We find out the numerical steady state phase diagrams for quenched and annealed kinds of disorder in the Sakaguchi parameters using the conventional order parameter and other statistical quantities like strength of incoherence and discontinuity measures. We have also considered the correlation profile of the local order parameter fluctuations in the various identified phases. The phase diagrams …
The Bak-Sneppen model displaying punctuated equilibria in biological evolution is studied on random complex networks. By using the rate equation and the random walk approaches, we obtain the analytic solution of the fitness threshold $x_c$ to be 1/(<k>_f+1), where <k>_f=<k^2>/<k> (=<k>) in the quenched (annealed) updating case, where <k^n> is the n-th moment of the degree distribution. Thus, the threshold is zero (finite) for the degree exponent γ<3 (γ> 3) for the quenched case in the thermodynamic limit. The theoretical value x_c fits well to the numerical simulation data in the annealed case…
