Time evolution towards q-Gaussian stationary states through unified Itô-Stratonovich stochastic equation

Non-Additive Entropic Forms and Evolution Equations for Continuous and Discrete Probabilities

Increasing interest has been shown in the subject of non-additive entropic forms during recent years, which has essentially been due to their potential applications in the area of complex systems. Based on the fact that a given entropic form should depend only on a set of probabilities, its time evolution is directly related to the evolution of these probabilities. In the present work, we discuss some basic aspects related to non-additive entropies considering their time evolution in the cases of continuous and discrete probabilities, for which nonlinear forms of Fokker-Planck and master equations are considered, respectively. For continuous probabilities, we discuss an H-theorem, which is proven by connecting functionals that appear in a nonlinear Fokker-Planck equation with a general entropic form. This theorem ensures that the stationary-state solution of the Fokker-Planck equation coincides with the equilibrium solution that emerges from the extremization of the entropic form. At equilibrium, we show that a Carnot cycle holds for a general entropic form under standard thermodynamic requirements. In the case of discrete probabilities, we also prove an H-theorem considering the time evolution of probabilities described by a master equation. The stationary-state solution that comes from the master equation is shown to coincide with the equilibrium solution that emerges from the extremization of the entropic form. For this case, we also discuss how the third law of thermodynamics applies to equilibrium non-additive entropic forms in general. The physical consequences related to the fact that the equilibrium-state distributions, which are obtained from the corresponding evolution equations (for both continuous and discrete probabilities), coincide with those obtained from the extremization of the entropic form, the restrictions for the validity of a Carnot cycle, and an appropriate formulation of the third law of thermodynamics for general entropic forms are discussed.

Equilibrium States in Two-Temperature Systems

Systems characterized by more than one temperature usually appear in nonequilibrium statistical mechanics. In some cases, e.g., glasses, there is a temperature at which fast variables become thermalized, and another case associated with modes that evolve towards an equilibrium state in a very slow way. Recently, it was shown that a system of vortices interacting repulsively, considered as an appropriate model for type-II superconductors, presents an equilibrium state characterized by two temperatures. The main novelty concerns the fact that apart from the usual temperature T, related to fluctuations in particle velocities, an additional temperature θ was introduced, associated with fluctuations in particle positions. Since they present physically distinct characteristics, the system may reach an equilibrium state, characterized by finite and different values of these temperatures. In the application of type-II superconductors, it was shown that θ≫T, so that thermal effects could be neglected, leading to a consistent thermodynamic framework based solely on the temperature θ. In the present work, a more general situation, concerning a system characterized by two distinct temperatures θ1 and θ2, which may be of the same order of magnitude, is discussed. These temperatures appear as coefficients of different diffusion contributions of a nonlinear Fokker-Planck equation. An H-theorem is proven, relating such a Fokker-Planck equation to a sum of two entropic forms, each of them associated with a given diffusion term; as a consequence, the corresponding stationary state may be considered as an equilibrium state, characterized by two temperatures. One of the conditions for such a state to occur is that the different temperature parameters, θ1 and θ2, should be thermodynamically conjugated to distinct entropic forms, S1 and S2, respectively. A functional Λ[P]≡Λ(S1[P],S2[P]) is introduced, which presents properties characteristic of an entropic form; moreover, a thermodynamically conjugated temperature parameter γ(θ1,θ2) can be consistently defined, so that an alternative physical description is proposed in terms of these pairs of variables. The physical consequences, and particularly, the fact that the equilibrium-state distribution, obtained from the Fokker-Planck equation, should coincide with the one from entropy extremization, are discussed.

Influence of external potentials on heterogeneous diffusion processes

In this paper we consider heterogeneous diffusion processes with the power-law dependence of the diffusion coefficient on the position and investigate the influence of external forces on the resulting anomalous diffusion. The heterogeneous diffusion processes can yield subdiffusion as well as superdiffusion, depending on the behavior of the diffusion coefficient. We assume that not only the diffusion coefficient but also the external force has a power-law dependence on the position. We obtain analytic expressions for the transition probability in two cases: when the power-law exponent in the external force is equal to 2η-1, where 2η is the power-law exponent in the dependence of the diffusion coefficient on the position, and when the external force has a linear dependence on the position. We found that the power-law exponent in the dependence of the mean square displacement on time does not depend on the external force; this force changes only the anomalous diffusion coefficient. In addition, the external force having the power-law exponent different from 2η-1 limits the time interval where the anomalous diffusion occurs. We expect that the results obtained in this paper may be relevant for a more complete understanding of anomalous diffusion processes.

Comment on "Universal relation between skewness and kurtosis in complex dynamics"

In a recent paper [M. Cristelli, A. Zaccaria, and L. Pietronero, Phys. Rev. E 85, 066108 (2012)], the authors analyzed the relation between skewness and kurtosis for complex dynamical systems, and they identified two power-law regimes of non-Gaussianity, one of which scales with an exponent of 2 and the other with 4/3. They concluded that the observed relation is a universal fact in complex dynamical systems. In this Comment, we test the proposed universal relation between skewness and kurtosis with a large number of synthetic data, and we show that in fact it is not a universal relation and originates only due to the small number of data points in the datasets considered. The proposed relation is tested using a family of non-Gaussian distribution known as q-Gaussians. We show that this relation disappears for sufficiently large datasets provided that the fourth moment of the distribution is finite. We find that kurtosis saturates to a single value, which is of course different from the Gaussian case (K=3), as the number of data is increased, and this indicates that the kurtosis will converge to a finite single value if all moments of the distribution up to fourth are finite. The converged kurtosis value for the finite fourth-moment distributions and the number of data points needed to reach this value depend on the deviation of the original distribution from the Gaussian case.

Unification of classical nucleation theories via a unified Itô-Stratonovich stochastic equation

Classical nucleation theory (CNT) is the most widely used framework to describe the early stage of first-order phase transitions. Unfortunately, the different points of view adopted to derive it yield different kinetic equations for the probability density function, e.g., Zeldovich-Frenkel or Becker-Döring-Tunitskii equations. Starting from a phenomenological stochastic differential equation, a unified equation is obtained in this work. In other words, CNT expressions are recovered by selecting one or another stochastic calculus. Moreover, it is shown that the unified CNT thus obtained produces the same Fokker-Planck equation as that from a recent update of CNT [J. F. Lutsko and M. A. Durán-Olivencia, J. Chem. Phys. 138, 244908 (2013)10.1063/1.4811490] when mass transport is governed by diffusion. Finally, we derive a general induction-time expression along with specific approximations of it to be used under different scenarios, in particular, when the mass-transport mechanism is governed by direct impingement, volume diffusion, surface diffusion, or interface transfer.

Nonlinear inhomogeneous Fokker-Planck equation within a generalized Stratonovich prescription

We deduce a nonlinear and inhomogeneous Fokker-Planck equation within a generalized Stratonovich, or stochastic α, prescription (α=0, 1/2, and 1, respectively, correspond to the Itô, Stratonovich and anti-Itô prescriptions). We obtain its stationary state p(st)(x) for a class of constitutive relations between drift and diffusion and show that it has a q-exponential form, p(st)(x)=N(q)[1-(1-q)βV(x)](1/(1-q)), with an index q which does not depend on α in the presence of any nonvanishing nonlinearity. This is in contrast with the linear case, for which the index q is α dependent.

Tsallis distributions and 1/f noise from nonlinear stochastic differential equations

Probability distributions that emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this article we unite modeling of such distributions with the model of widespread 1/f noise. We propose a class of nonlinear stochastic differential equations giving both the q-exponential or q-Gaussian distributions of signal intensity, revealing long-range correlations and 1/f(β) behavior of the power spectral density. The superstatistical framework to get 1/f(β) noise with q-exponential and q-Gaussian distributions of the signal intensity is proposed, as well.