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Batygolski J, Napierała-Batygolska A, Lipowski A. Fluctuation relations in a nonequilibrium system: Surface tension and effective temperature in an Ising-doped voter model. Phys Rev E 2022; 105:064120. [PMID: 35854517 DOI: 10.1103/physreve.105.064120] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 03/21/2022] [Accepted: 05/25/2022] [Indexed: 06/15/2023]
Abstract
Fluctuation relations of Jarzynski and Crooks enable efficient calculations of a free-energy difference between equilibrium states. In the present paper, we provide some numerical evidence that these relations can also be used for a two-dimensional Ising-doped voter model, which is a nonequilibrium system with a violated detailed balance. Adopting the method of Híjar and Sutmann, we implement a protocol that switches between periodic and antiperiodic boundary conditions and induces formation of an interface in the model. Assuming that a suitably interpreted Ising Hamiltonian can be considered as a pseudoenergy of the model, we examine fluctuations of work performed during these processes and estimate the surface tension. Our results confirm that the surface tension remains positive in this model except a limiting case of the voter model, where it seems to vanish. Comparing the free-energy estimates at different speeds of the switching process, we also estimate an effective temperature in the model. Perhaps coincidentally, the effective temperature of the voter model appears to be close to the critical temperature of the Ising model.
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Affiliation(s)
| | | | - Adam Lipowski
- Faculty of Physics, Adam Mickiewicz University, Poznań, Poland
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Tartaglia A, Cugliandolo LF, Picco M. Percolation and coarsening in the bidimensional voter model. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2015; 92:042109. [PMID: 26565170 DOI: 10.1103/physreve.92.042109] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/07/2015] [Indexed: 06/05/2023]
Abstract
We study the bidimensional voter model on a square lattice with numerical simulations. We demonstrate that the evolution takes place in two distinct dynamic regimes; a first approach towards critical site percolation and a further approach towards full consensus. We calculate the time dependence of the two growing lengths, finding that they are both algebraic but with different exponents (apart from possible logarithmic corrections). We analyze the morphology and statistics of clusters of voters with the same opinion. We compare these results to the ones for curvature driven two-dimensional coarsening.
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Affiliation(s)
- Alessandro Tartaglia
- Sorbonne Universités, Université Pierre et Marie Curie-Paris VI, Laboratoire de Physique Théorique et Hautes Energies UMR 7589, 4 Place Jussieu, 75252 Paris Cedex 05, France
| | - Leticia F Cugliandolo
- Sorbonne Universités, Université Pierre et Marie Curie-Paris VI, Laboratoire de Physique Théorique et Hautes Energies UMR 7589, 4 Place Jussieu, 75252 Paris Cedex 05, France
| | - Marco Picco
- Sorbonne Universités, Université Pierre et Marie Curie-Paris VI, Laboratoire de Physique Théorique et Hautes Energies UMR 7589, 4 Place Jussieu, 75252 Paris Cedex 05, France
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Krause SM, Bornholdt S. Opinion formation model for markets with a social temperature and fear. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 86:056106. [PMID: 23214842 DOI: 10.1103/physreve.86.056106] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/18/2012] [Indexed: 06/01/2023]
Abstract
In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the two-dimensional voter model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. In this toy market model, social temperature represents nervousness of agents toward market imbalances representing speculative risk. We use the knowledge about the discontinuous generalized voter model phase transition to determine critical fixed points. The system exhibits metastable phases around these fixed points characterized by structured lattice states, with intermittent excursions away from the fixed points. The statistical mechanics of the model is characterized, and its relation to dynamics of opinion formation among investors in real markets is discussed.
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Affiliation(s)
- Sebastian M Krause
- Institut für Theoretische Physik, Universität Bremen, D-28359 Bremen, Germany.
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Acuña-Lara AL, Sastre F. Critical phenomena of the majority voter model in a three-dimensional cubic lattice. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2012; 86:041123. [PMID: 23214545 DOI: 10.1103/physreve.86.041123] [Citation(s) in RCA: 11] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/02/2012] [Indexed: 06/01/2023]
Abstract
In this work we investigate the critical behavior of the three-dimensional simple-cubic majority voter model. Using numerical simulations and a combination of two different cumulants, we evaluated the critical point with a higher accuracy than the previous numerical result found by Yang, Kim, and Kwak [Phys. Rev. E 77, 051122 (2008)]. Using standard finite-size scaling theory and scaling corrections, we find that the critical exponents ν,γ, and β are the same as those of the three-dimensional Ising model.
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Affiliation(s)
- Ana L Acuña-Lara
- Departamento de Ingeniería Física, División de Ciencias e Ingenierías, Campus León de la Universidad de Guanajuato, AP E-143, CP 37150, León, Guanajuato, México.
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Robb DT, Rikvold PA, Berger A, Novotny MA. Conjugate field and fluctuation-dissipation relation for the dynamic phase transition in the two-dimensional kinetic Ising model. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 76:021124. [PMID: 17930023 DOI: 10.1103/physreve.76.021124] [Citation(s) in RCA: 21] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 04/06/2007] [Indexed: 05/25/2023]
Abstract
The two-dimensional kinetic Ising model, when exposed to an oscillating applied magnetic field, has been shown to exhibit a nonequilibrium, second-order dynamic phase transition (DPT), whose order parameter Q is the period-averaged magnetization. It has been established that this DPT falls in the same universality class as the equilibrium phase transition in the two-dimensional Ising model in zero applied field. Here we study the scaling of the dynamic order parameter with respect to a nonzero, period-averaged, magnetic "bias" field, H(b) for a DPT produced by a square-wave applied field. We find evidence that the scaling exponent, delta(d), of H(b) at the critical period of the DPT is equal to the exponent for the critical isotherm, delta(e), in the equilibrium Ising model. This implies that H(b) is a significant component of the field conjugate to Q. A finite-size scaling analysis of the dynamic order parameter above the critical period provides further support for this result. We also demonstrate numerically that, for a range of periods and values of H(b) in the critical region, a fluctuation-dissipation relation (FDR), with an effective temperature T(eff)(T,P,H0) depending on the period, and possibly the temperature and field amplitude, holds for the variables Q and H(b). This FDR justifies the use of the scaled variance of Q as a proxy for the nonequilibrium susceptibility, partial differential Q/partial differential H(b), in the critical region.
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Affiliation(s)
- D T Robb
- School of Computational Science, Florida State University, Tallahassee, Florida 32306, USA.
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Takeuchi K, Sano M. Role of unstable periodic orbits in phase transitions of coupled map lattices. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 75:036201. [PMID: 17500763 DOI: 10.1103/physreve.75.036201] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/24/2006] [Revised: 10/26/2006] [Indexed: 05/15/2023]
Abstract
The thermodynamic formalism for dynamical systems with many degrees of freedom is extended to deal with time averages and fluctuations of some macroscopic quantity along typical orbits, and applied to coupled map lattices exhibiting phase transitions. Thereby, it turns out that a seed of phase transition is embedded as an anomalous distribution of unstable periodic orbits, which appears as a so-called q-phase transition in the spatiotemporal configuration space. This intimate relation between phase transitions and q-phase transitions leads to one natural way of defining transitions and their order in extended chaotic systems. Furthermore, a basis is obtained on which we can treat locally introduced control parameters as macroscopic "temperature" in some cases involved with phase transitions.
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Affiliation(s)
- Kazumasa Takeuchi
- Department of Physics, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, Japan.
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Bertin E, Martens K, Dauchot O, Droz M. Intensive thermodynamic parameters in nonequilibrium systems. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2007; 75:031120. [PMID: 17500681 DOI: 10.1103/physreve.75.031120] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/28/2006] [Indexed: 05/15/2023]
Abstract
Considering a broad class of steady-state nonequilibrium systems for which some additive quantities are conserved by the dynamics, we introduce from a statistical approach intensive thermodynamic parameters (ITPs) conjugated to the conserved quantities. This definition does not require any detailed balance relation to be fulfilled. Rather, the system must satisfy a general additivity property, which holds in most of the models usually considered in the literature, including those described by a matrix product ansatz with finite matrices. The main property of these ITPs is to take equal values in two subsystems, making them a powerful tool to describe nonequilibrium phase coexistence, as illustrated on different models. We finally discuss the issue of the equalization of ITPs when two different systems are put into contact. This issue is closely related to the possibility of measuring the ITPs using a small auxiliary system, in the same way as temperature is measured with a thermometer, and points at one of the major difficulties of nonequilibrium statistical mechanics. In addition, an efficient alternative determination, based on the measure of fluctuations, is also proposed and illustrated.
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Affiliation(s)
- Eric Bertin
- Department of Theoretical Physics, University of Geneva, CH-1211 Geneva 4, Switzerland
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Andrenacci N, Corberi F, Lippiello E. Fluctuation-dissipation relation in an Ising model without detailed balance. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2006; 73:046124. [PMID: 16711895 DOI: 10.1103/physreve.73.046124] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 11/24/2005] [Indexed: 05/09/2023]
Abstract
We consider the modified Ising model introduced by de Oliveira, Mendes, and Santos [J. Phys. A 26, 2317 (1993)], where the temperature depends locally on the spin configuration and detailed balance and local equilibrium are not obeyed. We derive a relation between the linear response function and correlation functions that generalizes the fluctuation-dissipation theorem. In the stationary states of the model, which are the counterparts of the Ising equilibrium states, the fluctuation-dissipation theorem breaks down due to the lack of time reversal invariance. In the nonstationary phase-ordering kinetics, the parametric plot of the integrated response function chi(t,t(w)) vs the autocorrelation function is different from that of the kinetic Ising model. However, splitting chi(t,t(w)) into a stationary and an aging term chi(t,t(w)) = chi(st)(t-t(w)) + chi(ag)(t,t(w)), we find chi(ag)(t,t(w)) approximately t(w)(-a(chi)) f(t/t(w)), and a numerical value of a(chi) consistent with a(chi)= 1/4, as in the kinetic Ising model.
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Affiliation(s)
- Natascia Andrenacci
- Istituto Nazionale di Fisica della Materia, Unità di Salerno and Dipartimento di Fisica E.R.Caianiello, Università di Salerno, 84081 Baronissi (Salerno), Italy.
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Bertin E, Dauchot O, Droz M. Definition and relevance of nonequilibrium intensive thermodynamic parameters. PHYSICAL REVIEW LETTERS 2006; 96:120601. [PMID: 16605887 DOI: 10.1103/physrevlett.96.120601] [Citation(s) in RCA: 10] [Impact Index Per Article: 0.6] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/07/2005] [Indexed: 05/08/2023]
Abstract
We show that intensive thermodynamic parameters associated to additive conserved quantities can be naturally defined from a statistical approach in far-from-equilibrium steady-state systems, under few assumptions, and without any detailed balance requirement. It may apply, e.g., to dissipative systems such as granular gases where volume or mass is still conserved or to systems with periodic boundary conditions where fluxes of conserved quantities are present. We emphasize the usefulness of this concept to characterize the coexistence of different nonequilibrium phases and discuss the influence of the contact between two different systems, in relation with measurement issues.
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Affiliation(s)
- Eric Bertin
- Department of Theoretical Physics, University of Geneva, CH-1211 Geneva 4, Switzerland
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Richter A, Pleimling M, Hüller A. Density of states of classical spin systems with continuous degrees of freedom. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 71:056705. [PMID: 16089689 DOI: 10.1103/physreve.71.056705] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.1] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 02/24/2005] [Indexed: 05/03/2023]
Abstract
In the last years different studies have revealed the usefulness of a microcanonical analysis of finite systems when dealing with phase transitions. In this approach the quantities of interest are exclusively expressed as derivatives of the entropy S=ln Omega where Omega is the density of states. Obviously, the density of states has to be known with very high accuracy for this kind of analysis. Important progress has been achieved recently in the computation of the density of states of classical systems, as new types of algorithms have been developed. Here we extend one of these methods, originally formulated for systems with discrete degrees of freedom, to systems with continuous degrees of freedom. As an application we compute the density of states of the three-dimensional XY model and demonstrate that critical quantities can directly be determined from the density of states of finite systems in cases where the degrees of freedom take continuous values.
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Affiliation(s)
- Andreas Richter
- Institut für Theoretische Physik I, Universität Erlangen-Nürnberg, D-91058 Erlangen, Germany
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Mayer P, Sollich P. Observable dependent quasi-equilibrium in slow dynamics. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 71:046113. [PMID: 15903732 DOI: 10.1103/physreve.71.046113] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/11/2004] [Revised: 02/15/2005] [Indexed: 05/02/2023]
Abstract
We present examples demonstrating that quasi-equilibrium fluctuation-dissipation behavior at short time differences is not a generic feature of systems with slow nonequilibrium dynamics. We analyze in detail the nonequilibrium fluctuation-dissipation ratio X(t, t(w)) associated with a defect-pair observable in the Glauber-Ising spin chain. It turns out that X not = 1 throughout the short-time regime and in particular X(t(w), t(w)) = 3/4 for t(w) --> infinity. The analysis is extended to observables detecting defects at a finite distance from each other, where similar violations of quasi-equilibrium behavior are found. We discuss our results in the context of metastable states, which suggests that a violation of short-time quasi-equilibrium behavior could occur in general glassy systems for appropriately chosen observables.
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Affiliation(s)
- Peter Mayer
- Department of Mathematics, King's College, Strand, London, WC2R 2LS, United Kingdom
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Bertin E, Dauchot O, Droz M. Nonequilibrium temperatures in steady-state systems with conserved energy. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2005; 71:046140. [PMID: 15903759 DOI: 10.1103/physreve.71.046140] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/03/2004] [Indexed: 05/02/2023]
Abstract
We study a class of nonequilibrium lattice models describing local redistributions of a globally conserved quantity, which is interpreted as an energy. A particular subclass can be solved exactly, allowing us to define a statistical temperature T(th) along the same lines as in the equilibrium micro-canonical ensemble. We compute the response function and find that when the fluctuation-dissipation relation is linear, the slope T(FD)(-1) of this relation differs from the inverse temperature T(th)(-1). We argue that T(th) is physically more relevant than T(FD), since in the steady-state regime, it takes equal values in two subsystems of a large isolated system. Finally, a numerical renormalization group procedure suggests that all models within the class behave similarly at a coarse-grained level, leading to a parameter that describes the deviation from equilibrium. Quantitative predictions concerning this parameter are obtained within a mean-field framework.
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Affiliation(s)
- Eric Bertin
- Department of Theoretical Physics, University of Geneva, CH-1211 Geneva 4, Switzerland
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Bertin E, Dauchot O, Droz M. Temperature in nonequilibrium systems with conserved energy. PHYSICAL REVIEW LETTERS 2004; 93:230601. [PMID: 15601137 DOI: 10.1103/physrevlett.93.230601] [Citation(s) in RCA: 7] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 06/30/2004] [Indexed: 05/24/2023]
Abstract
We study a class of nonequilibrium lattice models which describe local redistributions of a globally conserved energy. A particular subclass can be solved analytically, allowing us to define a temperature T(th) along the same lines as in the equilibrium microcanonical ensemble. The fluctuation-dissipation relation is explicitly found to be linear, but its slope differs from the inverse temperature T(-1)(th). A numerical renormalization group procedure suggests that, at a coarse-grained level, all models behave similarly, leading to a two-parameter description of their macroscopic properties.
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Affiliation(s)
- Eric Bertin
- Department of Theoretical Physics, University of Geneva, CH-1211 Geneva 4, Switzerland
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Enss T, Henkel M, Picone A, Schollwöck U. Ageing phenomena without detailed balance: the contact process. ACTA ACUST UNITED AC 2004. [DOI: 10.1088/0305-4470/37/44/002] [Citation(s) in RCA: 31] [Impact Index Per Article: 1.6] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/11/2022]
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Ramasco JJ, Henkel M, Santos MA, Santos CADS. Ageing in the critical contact process: a Monte Carlo study. ACTA ACUST UNITED AC 2004. [DOI: 10.1088/0305-4470/37/44/003] [Citation(s) in RCA: 26] [Impact Index Per Article: 1.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022]
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Henkel M, Paessens M, Pleimling M. Scaling of the linear response in simple aging systems without disorder. PHYSICAL REVIEW. E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS 2004; 69:056109. [PMID: 15244885 DOI: 10.1103/physreve.69.056109] [Citation(s) in RCA: 9] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/31/2003] [Indexed: 05/24/2023]
Abstract
The time-dependent scaling of the thermoremanent and zero-field-cooled susceptibilities in ferromagnetic spin systems undergoing aging after a quench to a temperature at or below criticality is studied. A recent debate on their interpretation is resolved by showing that for systems with a short-ranged equilibrium spin-spin correlator and above their roughening temperature, the field-cooled susceptibility chi(FC)(t)-chi(0) approximately t(-A), where chi(0) is related to the equilibrium magnetization and the exponent A is related to the time-dependent scaling of the interface width between ordered domains. The same effect also dominates the scaling of the zero-field-cooled susceptibility chi(ZFC)(t,s), but does not enter into the thermoremanent susceptibility rho(TRM)(t,s). However, there may be large finite-time corrections to the scaling of rho(TRM)(t,s) which are explicitly derived and may be needed in order to extract reliable aging exponents. Consistency with the predictions of local scale invariance is confirmed in the Glauber-Ising and spherical models.
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Affiliation(s)
- Malte Henkel
- Laboratoire de Physique des Matériaux, Laboratoie Associé au CNRS, UMR 7556, Université Henri Poincaré Nancy I, Boîte Postale 239, F-54506 Vandoeuvre lès Nancy Cedex, France
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Abstract
Mycotoxins are natural contaminants whose presence in food- and feedstuffs cannot be completely avoided. Since several mycotoxins have been associated with and implicated in human and animal diseases there is a need to establish maximum levels, guidelines or action levels for them in some kinds of commodities. International and government authorities in many countries have been investing in mycotoxins research and initiating administrative actions for elaboration of legislation and implementing regulatory measures for the control of mycotoxins. Codex Alimentarius Commission is established international legislation on food and feed. In European Union specific limits and regulations for mycotoxins and other contaminants are constructed under the general Codex standards and based on proposal from European Commission. The legal basis for European Commission became available with the framework Council Regulation (EEC) No 315/93. In this paper, legislation regarding maximum levels for certain mycotoxins in food- and feedstuffs in European Community and other countries were reviewed and discussed.
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Affiliation(s)
- J Zmudzki
- Department of Pharmacology and Toxicology, National Veterinary Institute in Puławy, Al Partyzantów 57, 24-100 Puławy, Poland.
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