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  • Endogenous liquidity crises
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-06-01
    Antoine Fosset, Jean-Philippe Bouchaud and Michael Benzaquen

    Empirical data reveals that the liquidity flow into the order book (limit orders, cancellations and market orders) is influenced by past price changes. In particular, we show that liquidity tends to decrease with the amplitude of past volatility and price trends. Such a feedback mechanism in turn increases the volatility, possibly leading to a liquidity crisis. Accounting for such effects within a

  • Stochastic thermodynamics: experiment and theory
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-06-01
    John Bechhoefer, Sergio Ciliberto, Simone Pigolotti and Edgar Roldán

    Description unavailable

  • Anomalous diffusion and random search in xyz -comb: exact results
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-28
    E K Lenzi, T Sandev, H V Ribeiro, P Jovanovski, A Iomin and L Kocarev

    We present an analytical treatment of anomalous diffusion in a three-dimensional comb ( xyz -comb) by using the Green’s function approach. We derive exact analytical solutions for the propagators for an instantaneous point injection and natural boundary conditions. The marginal distributions for all three directions are obtained and the corresponding mean squared displacements are found. The analytical

  • Understanding the single-file dynamics of bicycle traffic from the perspective of car-following models
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-28
    Shuqi Xue, Claudio Feliciani, Xiaomeng Shi and Rui Jiang

    Follow-the-leader is one of the fundamental behaviors in bicycle traffic that describes the longitudinal interactions between two consecutive bicycles. It plays a predominant role in the development of micro-simulation models, safety evaluation and the capacity estimation of bicycle infrastructure. To understand bicycle-following movements, previous studies have either adopted car-following models

  • Conformal field theory and the non-abelian SU (2) k chiral spin liquid
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-28
    Thomas Quella and Abhishek Roy

    We construct a family of 1D and 2D long-range SU (2) spin models as parent Hamiltonians associated with infinite dimensional matrix product states that arise from simple current correlation functions in SU (2) k WZW models. Our results provide a conformal field theory foundation for recent proposals by Greiter and coauthors regarding the realization of non-abelian chiral spin liquids. We explain, in

  • Eigenstates of triangularisable open XXX spin chains and closed-form solutions for the steady state of the open SSEP
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-27
    Rouven Frassek

    In this article we study the relation between the eigenstates of open rational spin ##IMG## [http://ej.iop.org/images/1742-5468/2020/5/053104/jstatab7af3ieqn1.gif] {$\frac{1}{2}$} Heisenberg chains with different boundary conditions. The focus lies on the relation between the spin chain with diagonal boundary conditions and the spin chain with triangular boundary conditions as well as the class of

  • Non-equilibrium phase separation with reactions: a canonical model and its behaviour
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-27
    Yuting I Li and Michael E Cates

    Materials undergoing both phase separation and chemical reactions (defined here as all processes that change particle type or number) form an important class of non-equilibrium systems. Examples range from suspensions of self-propelled bacteria with birth–death dynamics, to bio-molecular condensates, or ‘membraneless organelles’, within cells. In contrast to their passive counterparts, such systems

  • Three- and four-point connectivities of two-dimensional critical Q- Potts random clusters on the torus
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-27
    Nina Javerzat, Marco Picco and Raoul Santachiara

    In a recent paper, we considered the effects of the torus lattice topology on the two-point connectivity of Q- Potts clusters. These effects are universal and probe non-trivial structure constants of the theory. We complete here this work by considering the torus corrections to the three- and four-point connectivities. These corrections, which depend on the scale invariant ratios of the triangle and

  • Dynamical phase coexistence in the Fredrickson–Andersen model
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-27
    Robert L Jack, Takahiro Nemoto and Vivien Lecomte

    We analyse a first-order dynamical phase transition that takes place in the Fredrickson–Andersen (FA) model. We construct a two-dimensional spin system whose thermodynamic properties reproduce the dynamical large deviations of the FA model and we analyse this system numerically, comparing our results with finite-size scaling theory. This allows us to rationalise recent results for the FA model, including

  • Wigner function of a quantum system with polynomial potential
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-21
    E E Perepelkin, B I Sadovnikov, N G Inozemtseva and E V Burlakov

    The Moyal equation for the Wigner function was obtained under the assumption that the potential is an analytic function. The polynomial form of the potential is a natural approximation of the analytical potential with any necessary accuracy. The simplest quantum system with a second-order polynomial potential is a quantum harmonic oscillator. In this paper, for a quantum system with a polynomial potential

  • Heat conduction in a hard disc system with non-conserved momentum
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-21
    P L Garrido and Joel L Lebowitz

    We describe results of computer simulations of steady state heat transport in a fluid of hard discs undergoing both elastic interparticle collisions and ‘pseudo collisions’ which do not conserve momentum. The latter are done by picking particles at random and randomizing the directions of their velocities. The system consists of N discs of radius r in a unit square, periodic in the y -direction and

  • The convex hull of the run-and-tumble particle in a plane
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-20
    Alexander K Hartmann, Satya N Majumdar, Hendrik Schawe and Grégory Schehr

    We study the statistical properties of the convex hull of a planar run-and-tumble particle (RTP), also known as the ‘persistent random walk’, where the particle/walker runs ballistically between tumble events at which it changes its direction randomly. We consider two different statistical ensembles where we either fix (i) the total number of tumblings n or (ii) the total duration t of the time interval

  • Kinetics of escape of ssDNA molecules from α -hemolysin nanopores: a dynamic disorder study
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-19
    Prasanta Kundu, Soma Saha and Gautam Gangopadhyay

    Experimental studies of the escape events of single-stranded DNA (ssDNA) molecules from the membrane embedded α -hemolysin nanopores exhibited the non-exponential kinetics. The data for homopolymers of adenine (dA27) and cytosine (dC27) revealed the profound influence of the sequence dependent DNA–pore interactions and the applied potentials on the escape kinetics. The non-exponential behavior is a

  • The concealed voter model is in the voter model universality class
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-12
    Rosalba Garcia-Millan

    The concealed voter model (CVM) is an extension of the original voter model, where two different opinions compete until consensus is reached. In the CVM, agents express an opinion not only publicly, they also hold a private opinion, which they may disclose or change. In this paper I derive the critical exponents of both models via renormalised field theory and show that both belong to the compact directed

  • Scaling of energy spreading in a disordered Ding-Dong lattice
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-12
    A Pikovsky

    We study numerical propagation of energy in a one-dimensional Ding-Dong lattice composed of linear oscillators with elastic collisions. Wave propagation is suppressed by breaking translational symmetry, and we consider three ways to do this: position disorder, mass disorder, and a dimer lattice with alternating distances between the units. In all cases the spreading of an initially localized wavepacket

  • Transmission through potential barriers with a generalised Fermi–Dirac current
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-05
    J L Domenech-Garret

    We study the effect of the shape of different potential barriers on a transmitted charged current whose fermionic population is not monoenergetic but is described by means of an energy spectrum. The generalised kappa Fermi–Dirac distribution function is able to take into account both equilibrium and non-equilibrium populations of particles by changing the kappa index. Moreover, the corresponding current

  • Driven tracers in a one-dimensional periodic hard-core lattice gas
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-05
    Ivan Lobaskin and Martin R Evans

    Totally asymmetric tracer particles in an environment of symmetric hard-core particles on a ring are studied. Stationary state properties, including the environment density profile and tracer velocity are derived explicitly for a single tracer. Systems with more than one tracer are shown to factorise into single-tracer subsystems, allowing the single tracer results to be extended to an arbitrary number

  • Aspects of the S transformation bootstrap
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-05
    Enrico M Brehm and Diptarka Das

    We review and systematize two (analytic) bootstrap techniques in two-dimensional conformal field theories using the S -modular transformation. The first one gives universal results in asymptotic regimes by relating extreme temperatures. Along with the presentation of known results, we use this technique to also derive asymptotic formulae for the Zamolodchikov recursion coefficients which match previous

  • Statistical analysis and stochastic interest rate modeling for valuing the future with implications in climate change mitigation
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-04
    Josep Perelló, Miquel Montero, Jaume Masoliver, J Doyne Farmer and John Geanakoplos

    High future discounting rates favor inaction on present expending while lower rates advise for a more immediate political action. A possible approach to this key issue in global economy is to take historical time series for nominal interest rates and inflation, and to construct then real interest rates and finally obtaining the resulting discount rate according to a specific stochastic model. Extended

  • Analysis of the entanglement with centers
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-05-04
    Xing Huang and Chen-Te Ma

    We begin from the quantization algebras and constraint for analyzing the choice of centers in the first-order formulation without losing generality. Then we calculate the entanglement entropy in the non-interacting p -form theory in 2 p + 2 dimensional Euclidean flat background with an S 2 p entangling surface. The universal term of the entanglement entropy in the non-interacting p -form theory is

  • The average trapping time on the weighted pseudofractal scale-free web
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-21
    Bo Wu

    In this paper, we consider the average trapping time (ATT) on the weighted pseudofractal scale-free web (WPSFW) with weight factor r . According to the iteration mechanism of WPSFW, we consider the weight-dependent walk from the node of web subunit to the trap fixed in a hub node. Using the tool of probability generating function, the relationship between the mean first passage time (MFPT) of two generations

  • 更新日期:2020-04-22
  • Ambipolar diffusion in the low frequency impedance response of electrolytic cells
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-16
    A Antonova, G Barbero, L R Evangelista and P Tilli

    The electrical response of an electrolytic cell to an external ac excitation is analysed by solving the equations of the Poisson–Nernst–Planck (PNP) continuum model for two ions (ambipolar) and one mobile ion diffusive systems. The theoretical predictions of the ambipolar system, formed by positive ions of mobility μ p and negative ions of mobility μ m , are investigated in the limit in which one of

  • On the stationary frequency of programmed ribosomal −1 frameshift
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-16
    G M Schütz

    We present a stochastic model for programmed ribosomal −1 frameshift, triggered by a slippery sequence and a following pseudoknot on the mRNA template, that allows for the exact derivation of the stationary distribution of ribosome positions and for exact analytical calculations of the stationary rate of frameshift, its efficiency and other quantities of interest. We also present the stationary phase

  • Dissipation assisted Thouless pumping in the Rice–Mele model
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-16
    Luca Arceci, Lucas Kohn, Angelo Russomanno and Giuseppe E Santoro

    We investigate the effect of dissipation from a thermal environment on topological pumping in the periodically-driven Rice–Mele model. We report that dissipation can improve the robustness of pumping quantisation in a regime of finite driving frequencies. Specifically, in this regime, low-temperature dissipative dynamics can lead to a pumped charge that is much closer to the Thouless quantised value

  • Exact solution of the extended dimer Bose–Hubbard model with multi-body interactions
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-16
    Feng Pan, Dongkang Li, Sai Cui, Yú Zhang, Ziwei Feng and Jerry P Draayer

    It is shown that the extended one-dimensional dimer Bose–Hubbard model with multi-body interactions can be solved exactly by using the algebraic Bethe ansatz mainly due to the site-permutation S 2 symmetry. The solution for the model with up to three-particle hopping and three-body on-site interaction is explicitly shown. As an example of the application, lower part of the excitation energy levels

  • On the analysis of fitness change: fitness-popularity dynamic network model with varying fitness
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-15
    Hohyun Jung, Jae-Gil Lee and Sung-Ho Kim

    There are various dynamic networks around us. Many researchers have investigated the fitness, i.e. ability to get edges from other nodes, and popularity effects on network growth. The fitness-popularity dynamic network (FPDN) model was introduced recently. In the FPDN model, the fitness of a node is assumed invariant for a given period of time. In many real networks, however, the fitness may change

  • Delta-Bose gas on a half-line and the Kardar–Parisi–Zhang equation: boundary bound states and unbinding transitions
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-15
    Jacopo De Nardis, Alexandre Krajenbrink, Pierre Le Doussal and Thimothée Thiery

    We revisit the Lieb–Liniger model for n bosons in one dimension with attractive delta interaction in a half-space ##IMG## [http://ej.iop.org/images/1742-5468/2020/4/043207/jstatab7751ieqn001.gif] with diagonal boundary conditions. This model is integrable for the arbitrary value of ##IMG## [http://ej.iop.org/images/1742-5468/2020/4/043207/jstatab7751ieqn002.gif] , the interaction parameter with the

  • Critical Casimir interaction between colloidal Janus-type particles in two spatial dimensions
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-15
    A Squarcini, A Maciołek, E Eisenriegler and S Dietrich

    We study colloidal particles with chemically inhomogeneous surfaces suspended in a critical binary liquid mixture. The inhomogeneous particle surface is composed of patches with alternating adsorption preferences for the two components of the binary solvent. By describing the binary liquid mixture at its consolute point in terms of the critical Ising model we exploit its conformal invariance in two

  • Synchronization of discrete oscillators on ring lattices and small-world networks
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-15
    Kevin Liu Rodrigues and Ronald Dickman

    A lattice of three-state stochastic phase-coupled oscillators exhibits a phase transition at a critical value of the coupling parameter a , leading to stable global oscillations . On a complete graph, upon further increase in a , the model exhibits an infinite-period (IP) phase transition, at which collective oscillations cease and discrete rotational ( C 3 ) symmetry is broken. The IP phase does not

  • Translocation of links through a pore: effects of link complexity and size
    J. Stat. Mech. (IF 2.371) Pub Date : 2020-04-15
    M Caraglio, E Orlandini and S G Whittington

    We have used Langevin dynamics to simulate the forced translocation of linked polymer rings through a narrow pore. For fixed size (i.e. fixed number of monomers) the translocation time depends on the link type and on whether the rings are knotted or unknotted. For links with two unknotted rings the crossings between the rings can slow down the translocation and are responsible for a delay as the crossings

  • Statistical physics of community ecology: a cavity solution to MacArthur's consumer resource model.
    J. Stat. Mech. Pub Date : 2019-01-15
    Madhu Advani,Guy Bunin,Pankaj Mehta

    A central question in ecology is to understand the ecological processes that shape community structure. Niche-based theories have emphasized the important role played by competition for maintaining species diversity. Many of these insights have been derived using MacArthur's consumer resource model (MCRM) or its generalizations. Most theoretical work on the MCRM has focused on small ecosystems with

  • Coil-helix transition of polypeptide at water-lipid interface.
    J. Stat. Mech. Pub Date : 2015-01-01
    Ganga P Sharma,Yana K Reshetnyak,Oleg A Andreev,Michael Karbach,Gerhard Müller

    We present the exact solution of a microscopic statistical mechanical model for the transformation of a long polypeptide between an unstructured coil conformation and an α-helix conformation. The polypeptide is assumed to be adsorbed to the interface between a polar and a non-polar environment such as realized by water and the lipid bilayer of a membrane. The interfacial coil-helix transformation is

  • Model selection for degree-corrected block models.
    J. Stat. Mech. Pub Date : 2014-05-01
    Xiaoran Yan,Cosma Shalizi,Jacob E Jensen,Florent Krzakala,Cristopher Moore,Lenka Zdeborová,Pan Zhang,Yaojia Zhu

    The proliferation of models for networks raises challenging problems of model selection: the data are sparse and globally dependent, and models are typically high-dimensional and have large numbers of latent variables. Together, these issues mean that the usual model-selection criteria do not work properly for networks. We illustrate these challenges, and show one way to resolve them, by considering

  • Beyond mean field theory: statistical field theory for neural networks.
    J. Stat. Mech. Pub Date : 2013-03-01
    Michael A Buice,Carson C Chow

    Mean field theories have been a stalwart for studying the dynamics of networks of coupled neurons. They are convenient because they are relatively simple and possible to analyze. However, classical mean field theory neglects the effects of fluctuations and correlations due to single neuron effects. Here, we consider various possible approaches for going beyond mean field theory and incorporating correlation

  • Mathematical modeling of escape of HIV from cytotoxic T lymphocyte responses.
    J. Stat. Mech. Pub Date : 2013-01-01
    Vitaly V Ganusov,Richard A Neher,Alan S Perelson

    Human immunodeficiency virus (HIV-1 or simply HIV) induces a persistent infection, which in the absence of treatment leads to AIDS and death in almost all infected individuals. HIV infection elicits a vigorous immune response starting about 2-3 weeks post infection that can lower the amount of virus in the body, but which cannot eradicate the virus. How HIV establishes a chronic infection in the face

  • Comparison of Pause Predictions of Two Sequence-Dependent Transcription Models.
    J. Stat. Mech. Pub Date : 2010-12-01
    Lu Bai,Michelle D Wang

    Two recent theoretical models, Bai et al. (2004, 2007) and Tadigotla et al. (2006), formulated thermodynamic explanations of sequence-dependent transcription pausing by RNA polymerase (RNAP). The two models differ in some basic assumptions and therefore make different yet overlapping predictions for pause locations, and different predictions on pause kinetics and mechanisms. Here we present a comprehensive

  • Intrinsic dynamics of heart regulatory systems on short time-scales: from experiment to modelling.
    J. Stat. Mech. Pub Date : 2009-01-01
    I A Khovanov,N A Khovanova,P V E McClintock,A Stefanovska

    We discuss open problems related to the stochastic modeling of cardiac function. The work is based on an experimental investigation of the dynamics of heart rate variability (HRV) in the absence of respiratory perturbations. We consider first the cardiac control system on short time scales via an analysis of HRV within the framework of a random walk approach. Our experiments show that HRV on timescales

  • Viscous instabilities in flowing foams: a Cellular Potts Model approach.
    J. Stat. Mech. Pub Date : 2008-11-13
    Soma Sanyal,James A Glazier

    The Cellular Potts Model (CPM) successfully simulates drainage and shear in foams. Here we use the CPM to investigate instabilities due to the flow of a single large bubble in a dry, monodisperse two-dimensional flowing foam. As in experiments in a Hele-Shaw cell, above a threshold velocity the large bubble moves faster than the mean flow. Our simulations reproduce analytical and experimental predictions

  • Dynamics of Microtubule Instabilities.
    J. Stat. Mech. Pub Date : 2008-07-03
    T Antal,P L Krapivsky,S Redner

    We investigate an idealized model of microtubule dynamics that involves: (i) attachment of guanosine triphosphate (GTP) at rate λ, (ii) conversion of GTP to guanosine diphosphate (GDP) at rate 1, and (iii) detachment of GDP at rate μ. As a function of these rates, a microtubule can grow steadily or its length can fluctuate wildly. For μ = 0, we find the exact tubule and GTP cap length distributions

  • Finding mesoscopic communities in sparse networks.
    J. Stat. Mech. Pub Date : 2008-05-08
    I Ispolatov,I Mazo,A Yuryev

    We suggest a fast method for finding possibly overlapping network communities of a desired size and link density. Our method is a natural generalization of the finite-T superparamagnetic Potts clustering introduced by Blatt et al (1996 Phys. Rev. Lett.76 3251) and the annealing of the Potts model with a global antiferromagnetic term recently suggested by Reichard and Bornholdt (2004 Phys. Rev. Lett

  • Cartography of complex networks: modules and universal roles.
    J. Stat. Mech. Pub Date : 2007-12-27
    Roger Guimerà,Luís A Nunes Amaral

    Integrative approaches to the study of complex systems demand that one knows the manner in which the parts comprising the system are connected. The structure of the complex network defining the interactions provides insight into the function and evolution of the components of the system. Unfortunately, the large size and intricacy of these networks implies that such insight is usually difficult to

  • Molecular Spiders in One Dimension.
    J. Stat. Mech. Pub Date : 2007-08-22
    Tibor Antal,P L Krapivsky,Kirone Mallick

    Molecular spiders are synthetic bio-molecular systems which have "legs" made of short single-stranded segments of DNA. Spiders move on a surface covered with single-stranded DNA segments complementary to legs. Different mappings are established between various models of spiders and simple exclusion processes. For spiders with simple gait and varying number of legs we compute the diffusion coefficient;

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