Anomalous diffusion in infinite horizon billiards

Dispersion of particles in an infinite-horizon Lorentz gas

We consider a two-dimensional Lorentz gas with infinite horizon. This paradigmatic model consists of pointlike particles undergoing elastic collisions with fixed scatterers arranged on a periodic lattice. It was rigorously shown that when t→∞, the distribution of particles is Gaussian. However, the convergence to this limit is ultraslow, hence it is practically unattainable. Here, we obtain an analytical solution for the Lorentz gas' kinetics on physically relevant timescales, and find that the density in its far tails decays as a universal power law of exponent -3. We also show that the arrangement of scatterers is imprinted in the shape of the distribution.

Infinite densities for Lévy walks

Motion of particles in many systems exhibits a mixture between periods of random diffusive-like events and ballistic-like motion. In many cases, such systems exhibit strong anomalous diffusion, where low-order moments 〈|x(t)|(q)〉 with q below a critical value q(c) exhibit diffusive scaling while for q>q(c) a ballistic scaling emerges. The mixed dynamics constitutes a theoretical challenge since it does not fall into a unique category of motion, e.g., the known diffusion equations and central limit theorems fail to describe both aspects. In this paper we resolve this problem by resorting to the concept of infinite density. Using the widely applicable Lévy walk model, we find a general expression for the corresponding non-normalized density which is fully determined by the particles velocity distribution, the anomalous diffusion exponent α, and the diffusion coefficient K(α). We explain how infinite densities play a central role in the description of dynamics of a large class of physical processes and discuss how they can be evaluated from experimental or numerical data.

Measuring logarithmic corrections to normal diffusion in infinite-horizon billiards

We perform numerical measurements of the moments of the position of a tracer particle in a two-dimensional periodic billiard model (Lorentz gas) with infinite corridors. This model is known to exhibit a weak form of superdiffusion, in the sense that there is a logarithmic correction to the linear growth in time of the mean-squared displacement. We show numerically that this expected asymptotic behavior is easily overwhelmed by the subleading linear growth throughout the time range accessible to numerical simulations. We compare our simulations to analytical results for the variance of the anomalously rescaled limiting normal distributions.

Non-normalizable densities in strong anomalous diffusion: beyond the central limit theorem

Strong anomalous diffusion, where ⟨|x(t)|(q)⟩ ∼ tqν(q) with a nonlinear spectrum ν(q) ≠ const, is wide spread and has been found in various nonlinear dynamical systems and experiments on active transport in living cells. Using a stochastic approach we show how this phenomenon is related to infinite covariant densities; i.e., the asymptotic states of these systems are described by non-normalizable distribution functions. Our work shows that the concept of infinite covariant densities plays an important role in the statistical description of open systems exhibiting multifractal anomalous diffusion, as it is complementary to the central limit theorem.

Anomalous diffusion models and their properties: non-stationarity, non-ergodicity, and ageing at the centenary of single particle tracking

This Perspective summarises the properties of a variety of anomalous diffusion processes and provides the necessary tools to analyse and interpret recorded anomalous diffusion data.

Criticality and strong intermittency in the Lorentz channel

We demonstrate the emergence of criticality due to power-law cross correlations in an ensemble of noninteracting particles propagating in an infinite Lorentz channel. The origin of these interparticle long-range correlations is the intermittent dynamics associated with the ballistic corridors in the single particle phase space. This behavior persists dynamically, even in the presence of external driving, provided that the billiard's horizon becomes infinite at certain times. For the driven system, we show that Fermi acceleration permits the synchronization of the particle motion with the periodic appearance of the ballistic corridors. The particle ensemble then acquires characteristics of self-organization as the weight of the phase space regions leading to critical behavior increases with time.

Number of propagating modes of a diffusive periodic waveguide in the semiclassical limit

We study the number of propagating Bloch modes N(B) of an infinite periodic billiard chain. The asymptotic semiclassical behavior of this quantity depends on the phase-space dynamics of the unit cell, growing linearly with the wave number k in systems with a non-null measure of ballistic trajectories and going like ∼square root of k in diffusive systems. We have calculated numerically N(B) for a waveguide with cosine-shaped walls exhibiting strongly diffusive dynamics. The semiclassical prediction for diffusive systems is verified to good accuracy and a connection between this result and the universality of the parametric variation of energy levels is presented.

Normal diffusion in crystal structures and higher-dimensional billiard models with gaps

We show, both heuristically and numerically, that three-dimensional periodic Lorentz gases-clouds of particles scattering off crystalline arrays of hard spheres-often exhibit normal diffusion, even when there are gaps through which particles can travel without ever colliding-i.e., when the system has an infinite horizon. This is the case provided that these gaps are not "too large," as measured by their dimension. The results are illustrated with simulations of a simple three-dimensional model having different types of diffusive regime and are then extended to higher-dimensional billiard models, which include hard-sphere fluids.

Problem of transport in billiards with infinite horizon

We consider particles transport in the Sinai billiard with infinite horizon. The simulation shows that the transport is superdiffusive in both continuous and discrete time. Also, it is shown that the moments do not converge to the Gaussian moments even in the logarithmically renormalized time scale, at least for a fairly long computational time. These results are discussed with respect to the existent rigorous theorems. Similar results are obtained for the stadium billiard.

Fermi acceleration in the randomized driven Lorentz gas and the Fermi-Ulam model

Fermi acceleration of an ensemble of noninteracting particles evolving in a stochastic two-moving wall variant of the Fermi-Ulam model (FUM) and the phase randomized harmonically driven periodic Lorentz gas is investigated. As shown in [A. K. Karlis, P. K. Papachristou, F. K. Diakonos, V. Constantoudis, and P. Schmelcher, Phys. Rev. Lett. 97, 194102 (2006)], the static wall approximation, which ignores scatterer displacement upon collision, leads to a substantial underestimation of the mean energy gain per collision. In this paper, we clarify the mechanism leading to the increased acceleration. Furthermore, the recently introduced hopping wall approximation is generalized for application in the randomized driven Lorentz gas. Utilizing the hopping approximation the asymptotic probability distribution function of the particle velocity is derived. Moreover, it is shown that, for harmonic driving, scatterer displacement upon collision increases the acceleration in both the driven Lorentz gas and the FUM by the same amount. On the other hand, the investigation of a randomized FUM, comprising one fixed and one moving wall driven by a sawtooth force function, reveals that the presence of a particular asymmetry of the driving function leads to an increase of acceleration that is different from that gained when symmetrical force functions are considered, for all finite number of collisions. This fact helps open up the prospect of designing accelerator devices by combining driving laws with specific symmetries to acquire a desired acceleration behavior for the ensemble of particles.

Superdiffusion in a honeycomb billiard

We investigate particle transport in the honeycomb billiard which consists of connected channels placed on the edges of a honeycomb structure. The spreading of particles is superdiffusive due to the existence of ballistic trajectories which we term perfect paths. Simulations give a time exponent of 1.72 for the mean-square displacement and a starlike, i.e., anisotropic, particle distribution. We present an analytical treatment based on the formalism of continuous-time random walks and explain the anisotropic distribution under the assumption that the perfect paths follow the directions of the six lattice axes. Furthermore, we derive a relation between the time exponent and the exponent of the distribution function for trajectories close to a perfect path. In billiards with randomly distributed channels, conventional diffusion is always observed in the long-time limit, although for small disorder transient superdiffusional behavior exists. Our simulation results are again supported by an analytical analysis.

Occurrence of normal and anomalous diffusion in polygonal billiard channels

From extensive numerical simulations, we find that periodic polygonal billiard channels with angles which are irrational multiples of pi generically exhibit normal diffusion (linear growth of the mean squared displacement) when they have a finite horizon, i.e., when no particle can travel arbitrarily far without colliding. For the infinite horizon case we present numerical tests showing that the mean squared displacement instead grows asymptotically as t ln t. When the unit cell contains accessible parallel scatterers, however, we always find anomalous super-diffusion, i.e., power-law growth with an exponent larger than . This behavior cannot be accounted for quantitatively by a simple continuous-time random walk model. Instead, we argue that anomalous diffusion correlates with the existence of families of propagating periodic orbits. Finally we show that when a configuration with parallel scatterers is approached there is a crossover from normal to anomalous diffusion, with the diffusion coefficient exhibiting a power-law divergence.

Anomalous deterministic transport

We present a series of results on deterministic transport in chaotic system, obtained in the framework of periodic orbits theory. The emphasis is on intermittent systems, where deviations from complete chaos may induce anomalies on the asymptotic moments' growth.

Minimal stochastic model for Fermi's acceleration

We introduce a simple stochastic system able to generate anomalous diffusion for both position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through a linear Boltzmann equation. The asymptotic probability distribution functions for velocity and position are explicitly derived. The diffusion process is highly non-Gaussian and the time growth of moments is characterized by only two exponents nu(x) and nu(v). The diffusion process is anomalous (non-Gaussian) but with a defined scaling property, i.e., P(|r|,t)=1/t(nu(x))Fx(|r|/t(nu(x))) and similarly for velocity.

Anomalous transport: a deterministic approach

We introduce a cycle-expansion (fully deterministic) technique to compute the asymptotic behavior of arbitrary order transport moments. The theory is applied to different kinds of one-dimensional intermittent maps and Lorentz gas with an infinite horizon, confirming the typical appearance of phase transitions in the transport spectrum.