Discussion Meeting on

    Statistical Mechanics of Threshold Activated Systems

March 24-26, 2003

The Institute of Mathematical Sciences
C. I. T. Campus, Taramani, Chennai 600 113

Programme


March 24   9:00-9:30 : Inauguration & Registration


 
March 24
March 25
March 26
9:30 - 10:30
D. Dhar
D. Stauffer
M. Barma
10:30 - 10:50
TEA/COFFEE
TEA/COFFEE
TEA/COFFEE
10:50 - 11:50
J-I. Inoue
B. K. Chakrabarti
S. Sinha
12:00 - 13:00
S. S. Manna
A. Hansen
K. P. N. Murthy
13:00 - 14:30
LUNCH
LUNCH
LUNCH
14:30 - 15:30
G. Ananthakrishna
R. Pandit
S. Solomon
15:30 - 15:50
TEA/COFFEE
TEA/COFFEE
TEA/COFFEE
15:50 - 16:50
J. Kertesz
K. Kaski
Poster Session
17:00 - 18:00
P. Shukla
V. Balakrishnan
Concluding Session

List of Talks



Jerky nature, shape memory and precursor effect in the martensitic transformations

Garani Ananthakrishna

Materials Research Centre and Centre for Condensed Matter Theory,
Indian Institute of Science, Bangalore - 560012

        Martensitic transformations often display features that are typical of a second order transformation even though they are   first order. For instance, the power law statistics of acoustic emission signals and the precursor  effect seen much above the transition temperature are signatures of critical fluctuations. On the other hand, experiments on  acoustic emission (AE)  show that the transformation proceeds in a jerky manner which indicates  that it is a threshold transformation.  Recently a two dimensional model was introduced to explain the power law statistics of AE signals. The essential ingredients of the model is that it includes threshold dynamics, inertial effects, long range interactions between transformed regions and dissipation arising from the rapid movements of the interfaces [1].
        Another equally interesting unexplained feature of athermal martensites is the repetitive bursts of AE signals when the sample is cycled in a small temperature interval.  Concomitantly, the associated domains grow and shrink. The above model is also found to explain these features, thus offering an insight into the shape memory effect.  We show that the  model can  explain the precursor effect also.

References
1. R. Ahluwalia and G.Ananthakrishna, Phys. Rev. Lett  86, 4076 (2001).
2. S. Sreekala and G. Ananthakrishna, in print Phys. Rev. Lett (2003).



V. Balakrishnan

Department of Physics, Indian Institute of Technology - Madras, Chennai - 600036

To be announced



Large-scale clustering and phase separation in passive scalar problems

Mustansir Barma

Theoretical Physics Group, Tata Institute of Fundamental Research, Mumbai - 400005



Dynamics of failure and plasticity in random fiber bundle model

Bikas K. Chakrabarti

Saha Institute of Nuclear Physics, Kolkata - 700064

We study the time evolution of the fraction of broken fibers in a loaded Random Fiber Bundle Model having the strength of fibers distributed uniformly or linearly within a finite interval, under the assumption of global load sharing. Solution of the equation of motion near the fixed point, for loads below the failure load, gives both static and dynamic critical behaviour near the failure load. Universality of the critical behaviour is demonostrated. It also gives precise expression for the amount of plastic deformation upto the failure point.



Deepak Dhar

Theoretical Physics Group, Tata Institute of Fundamental Research, Mumbai - 400005

To be announced



Roughness of Constrained Cracks

Alex Hansen

Department of Physics, Norwegian University of Science and Technology, Trondheim, Norway

There is mounting evidence that brittle fracture surfaces are self affine with roughness exponents that are universal. During mode one fracture (cleavage), an in-plane roughness exponent may be observed in addition to the out-of-plane roughness exponent. While the latter is close to 0.8 (with some exceptions), the former turns out to be close to 0.6. Since the mid nineties, numerous numerical and theoretical studies of this problem has been published. They have systematically found an in-plane roughness exponent significantly lower than the observed value - typically close to 1/3.
I will in this talk present a numerical study of the in-plane roughness exponent based on a Green function technique which differs from the one used previously. With this technique, certain linearizations are avoided, and we find a roughness exponent of 0.6 in accordance with the experimental findings.
I will also present a theory based on a correlated percolation process which predicts a roughness exponent of 0.61 for the in-plane roughness exponent.

References
[1] A. Hansen and J. Schmittbuhl, Phys. Rev. Lett. 90, 045504 (2003).
[2] J. Schmittbuhl, A. Hansen and G. G. Batrouni, Phys. Rev. Lett. 90, 045505 (2003).



A generalization of the deterministic annealing EM algorithm by means of non-extensive statistical mechanics

Jun-ichi Inoue

Complex Systems Engineering, Graduate School of Engineering, Hokkaido University, Sapporo, Japan

Problems of massive information processing including image restoration or error-correcting codes are described by Markov random fields or Bayesian belief networks which are sometimes refereed to as ``graphical models". In these model systems, we should determine so-called hyper-parameters which specify the posterior distribution in the context of the Bayesian inference. In such cases, EM algorithm (Expectation Maximum algorithm) is widely used as one of major tools to obtain maximum likelihood estimates from incomplete data sets. The EM algorithm maximizes the likelihood function indirectly by iterating the E and M steps until some appropriate convergence conditions are satisfied. However, the EM algorithm has the problem that the solution converges to a local optimal due to the dependence of the initial state of parameters in the posterior distribution. In order to avoid this difficulty,
Ueda and Nakano, Streit and Luginbuhl (1994) proposed DAEM algorithm (Deterministic Annealing EM algorithm) independently. They replaced the posterior distribution appearing in so-called Q-function with the probability that maximizes the Boltzmann-Shannon entropy under some macroscopic constraints. The probability they obtained contains a control parameter corresponding to inverse-temperature in the statistical-mechanical context. In their modified EM algorithm, the inverse-temperature $\beta$ is controlled as $\beta \to 1$ to reduce the dependence of the initial condition.
Under the influence of their study,  we modified the posterior distribution by means of maximizing the non-extensive Tsallis entropy (Tabushi and Inoue (2001)). In our posterior distribution, a parameter $q$, which represents non-extensivity of the entropy, is controlled as $q \to 1$ to reduce the strong dependence of the initial conditions. We carried out computer simulations to check the usefulness of our algorithm and found that our algorithm enable us to infer the hyper-parameters correctly for the Gaussian mixture density estimation problem for which the EM or the DAEM algorithm fails to estimate the true values. However, the results depend on the data we used and we need much more ``tight" evaluation of the performance. With this motivation in mind, we apply our algorithm to Gaussian mixture estimation problems under some additive noises to investigate the performance analytically. In the large data limit, we derive the averaged update equations with respect to hyper-parameters, marginal likelihood, etc. exactly. In addition to the estimation of the hyper-parameters, we also evaluate the FT estimation (Finite Temperature estimation) andthe MAP estimation (Maximum A Posteriori estimation) for estimation problems of the original data generated by the Gaussian mixture itself.Our analysis supports the result which was already obtained by us via computer simulations.



Turing Systems as Models of Pattern Formation in Nature

Kimmo Kaski

Laboratory of Computational Engineering, Helsinki University of Technology, Espoo, Finland

In 1952 one of the key scientists of the 20th century, Alan Turing, proposed a system of reaction-diffusion equations describing chemical reactions and diffusion to account for morphogenesis, i.e., the development of patterns, shapes and structures found in nature. These complex systems have been used in explaining, e.g., patterns on animal coatings and the segmentation in embryos. Here we will discuss our study of such pattern formations and their structures obtained through numerical simulation of the Turing mechanism in two and three dimensions. We have investigated the dependence of resulting structures on the system parameters, transitions between these structures, and percolation of chemicals in the system. In addition, we have studied the effect of random noise on developing these structures because noise plays a crucial role in the behaviour of various systems in nature. For example we have observed melting or stabilization of well order patterns due to noise. In summary Turing type - relatively simple - systems can result in complex morphological patterns remarkably similar to various patterns found in nature.

References
A.M. Turing, Phil. Trans R. Soc. Lond. B237, 37-72 (1952).
T. Leppänen, M. Karttunen, K. Kaski, R.A. Barrio, and L. Zhang, Physica D.168-169, 35-44 (2002).



Force network and fluctuations in granular packings by contact dynamics

Janos Kertesz

Department of Theoretical Physics, Budapest University of Technology, Hungary

We discuss briefly the method of contact dynamics as an alternative to more traditional approaches and show how spurious oscillations occur. We investigate static packings of hard discs and spheres and analyse the force network. We find that the force distribution is bimodal: Large forces follow an exponential law while the distribution of forces weaker than the average is history dependent. In the zero friction limit the packing is isostatic. Switching on friction enhances the force fluctuations and leads to hyperstatic packings, i.e. to ambiguity in the force network construction. The dependence of the fluctuations on the friction is nontrivial where size effects play an important role.



Detailed balance and imbalance at the greedy sites of a quenched sandpile

S. S. Manna

Satyendra Nath Bose National Centre for Basic Sciences (SNBNCBS), Kolkata - 700098

  Sandpile models have been studied on random lattices where the toppling matrices are random but can be either symmetric or asymmetric. It is argued that a detailed balance between the number of sandgrains required by a site to topple (input) and the number of grains that come out of the site in a toppling (output) determines which universality class the model belongs. In the symmetric case the balance is maintained where as in the asymmetric case it is not and they behave as the BTW or the stochastic sandpile models.



Interacting Growth Walks

K. P. N. Murthy

Materials Science Division, Indira Gandhi Centre for Atomic Research, Kalpakkam 603102

Self Avoiding Walks (SAW) generated by nonreversing blind ants, constitute an athermal ensemble of linear homopolymer configurations. Equilibrium properties at any finite temperatures are calculated from this ensemble by summing over the Boltzmann weights, leading to what is referred to as Interacting Self Avoiding Walks (ISAW). There are however kinetic growth models that generate nonequilibrium ensembles. The Kinetic Growth Walks (KGW) for example generate polymers that have  grown faster than they could relax. Nevertheless the KGW belongs to the same universality class as SAW. The Interacting Growth Walks (IGW) generalize the idea of KGW by including a growth temperature which controls locally the growth process. IGW belongs to the same universality class as ISAW. It predicts correctly the phase  transition from the extended phase at high temperature to a collapsed phase at low temperature. At the transition point we have the theta polymer phase. The correlation exponent, the entropic exponent and the crossover exponent in the three phases are also predicted correctly by the IGW ensemble. For a given growth parameter we calculate numerically through Monte Carlo simulation, the  typical bath temperature
to which the IGW ensemble corresponds to. Centering around the calculated bath temperature we carry out multicanonical reweighting to extract  equilibrium properties. On the other hand if we interpret the spread in the bath temperature distribution as arising due to energy disorder, we can calculate the specific heat which shows a sharp peak at the collapse transition and a broad hump representing perhaps the presence of dynamically generated frozen disorder, like in glasses.

References
S. L.  Narasimhan, P. S. R. Krishna, K. P. N. Murthy and M. Ramanadham, Phys Rev E 65, 010801 (2002).
S. L. Narasimhan, V. Sridhar, P. S. R. Krishna and  K. P. N. Murthy, Physica A  320, 51 (2003).
S. L. Narasimhan, P. S. R. Krishna, A. K. Rajarajan and  K. P. N. Murthy, Phys Rev E 67, 011802 (2003)



Spiral Turbulence and Spatiotemporal Chaos in some Excitable Media

Rahul Pandit

Department of Physics, Indian Institute of Science, Bangalore - 560012

We give an overview of our studies of spiral turbulence and spatiotemporal chaos in two excitable media, namely, (a) the oxidation of CO on Pt(110) and (b) models for ventricular fibrillation in mammalian hearts.



Prabodh Shukla

Department of Physics, North Eastern Hill University, Shillong

To be announced



Thresholding a Chaotic Lattice

Sudeshna Sinha

Institute of Mathematical Sciences, Chennai - 600113

We show how threshold activated coupling of chaotic elements yields collective behaviour ranging from exact spatio-temporal cycles of all orders, to scaling regimes (marked by 1/f spectra and power law distributions), under varying theshold levels. We then go on to demonstrate how thresholding can provide a powerful tool for spatiotemporal control of chaotic lattices.



The Importance of Being Discrete: The emergence of collective complex dynamics from simple microscopic noise

Sorin Solomon

Racah Institute of  Physics, Hebrew University of Jerusalem, Israel

The discrete microscopic structure of the macroscopic objects was postulated since the time of Democritus. The crucial relevance of this fact for their actual properties became evident in the modern times starting with the Dalton laws in chemistry and culminated in physics with the statistical atomic-molecular mechanics of Boltzmann and Maxwell.

It turns out that in systems with auto-catalytic interactions (proliferation, contagion, information spread) as most biological and social systems are, the discreteness of the
elementary components and interactions (e.g. giving birth to a new individual, informing a neighbor of a new product, adoption of a new idea by an individual, contracting a disease) is even more crucial.

Indeed, for many of such systems the continuum approximation (ignoring microscopic discreteness) would predict an uniform, static (life-less, trade-less, idea-less) asymptotic state. In reality such systems present generically emergent spatio-temporal localized objects with unexpected collective dynamical properties: adaptability, resilience and sustainability. I will present the generic mechanism in terms of renormalization group,
some recent mathematical proofs based on branching random walks and mainly applications to real phenomena.

References
N. M. Shnerb, P. Sarah, H. Lavee, and S. Solomon, Phys. Rev. Lett. 90, 038101 (2003)
Sorin Solomon and Moshe Levy, Quantitative Finance Vol 3 No 1, C12
S. Solomon and E. Shir, Europhysics News 34/2 (2003) in print.
O. Malcai, O. Biham, P. Richmond, and S. Solomon, Phys. Rev. E 66, 031102 (2002)
S. Solomon and P. Richmond, Eur. Phys. J. B 27, 257-261 (2002)
Yoram Louzoun, Sorin Solomon, Henri Atlan and Irun. R. Cohen, Physica A , 297 (1-2) (2001) pp. 242-252
Nadav M. Shnerb, Yoram Louzoun, Eldad Bettelheim, and Sorin Solomon,
Proc. Natl. Acad. Sci. USA, Vol. 97, Issue 19, p 10322, (2000)
Ordinary miracles, New Scientist magazine, 06 May 2000.
http://shum.cc.huji.ac.il/~sorin/mir.htm



Adjustment and Social Choice - A cellular automata model for markets

Dietrich Stauffer

Department of Theoretical Physics, University of Cologne, Cologne, Germany

We discuss the influence of information contagion on the dynamics of choices
in social networks of heterogeneous buyers. Starting from an inhomogeneous cellular automata model of buyers dynamics, we show that when agents try to adjust their reservation price, the tatonement process does not converge to equilibrium at some intermediate market share and that large amplitude fluctuations are actually observed.
When the tatonnement dynamics is slow with respect to the contagion dynamics, large periodic oscillations reminiscent of business cycles appear.