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We consider collisions of particles advected in a fluid. As already pointed out by Smoluchowski [Z. f. physik. Chemie XCII, 129-168, (1917)], macroscopic motion of the fluid can significantly enhance the frequency of collisions between the suspended particles. This effect was invoked by Saffman and Turner [J. Fluid Mech. 1, 16-30, (1956)] to estimate collision rates of small water droplets in turbulent rain clouds, the macroscopic motion being caused by turbulence. Here we show that the Saffman-Turner theory is unsatisfactory because it describes an initial transient only. The reason for this failure is that the local flow in the vicinity of a particle is treated as if it were a steady hyperbolic flow, whereas in reality it must fluctuate. We derive exact expressions for the steady-state collision rate for particles suspended in rapidly fluctuating random flows and compute how this steady state is approached. For incompressible flows, the Saffman-Turner expression is an upper bound., Comment: 24 pages, 3 figures

We consider the optimal conduction path of the one-dimensional variable-range hopping problem. We describe a hierarchical procedure for constructing the path which is in excellent agreement with numerical results obtained from a percolation approach. The advantage of the hierarchical construction is that it is easier to analyse. We show that the distribution of hopping lengths is well approximated by a model for the repeated breaking of a stick at its weakest point, until the fragments are too strong to be broken., Comment: 4 pages, 3 figures

It is believed that planets are formed by aggregation of dust particles suspended in the turbulent gas forming accretion disks around developing stars. We describe a mechanism, termed 'Stokes trapping', by which turbulence limits the growth of aggregates of dust particles, so that their Stokes number (defined as the ratio of the damping time of the particles to the Kolmogorov dissipation timescale) remains close to unity. We discuss possible mechanisms for avoiding this barrier to further growth. None of these is found to be satisfactory and we introduce a new theory which does not involve the growth of small clusters of dust grains., Comment: 30 pages, 4 figures. Revised version has improved concluding remarks, extended discussion of sticking velocity

We suggest a simple deterministic approximation for the growth of the favoured-allele frequency during a selective sweep. Using this approximation we introduce an accurate model for genetic hitch-hiking. Only when Ns < 10 (N is the population size and s denotes the selection coefficient), are discrepancies between our approximation and direct numerical simulations of a Moran model noticeable. Our model describes the gene genealogies of a contiguous segment of neutral loci close to the selected one, and it does not assume that the selective sweep happens instantaneously. This enables us to compute SNP distributions on the neutral segment without bias., Comment: 12 pages, 10 figures

For a system of localised electron states the DC conductivity vanishes at zero temperature, but localised electrons can conduct at finite temperature. Mott gave a theory for the low-temperature conductivity in terms of a variable-range hopping model, which is hard to analyse. Here we give precise asymptotic results for a modified variable-range hopping model proposed by S. Alexander [Phys. Rev. B 26, 2956 (1982)]., Comment: 7 pages, 2 figures

Small particles advected in a fluid can collide (and therefore aggregate) due to the stretching or shearing of fluid elements. This effect is usually discussed in terms of a theory due to Saffman and Turner [J. Fluid Mech., 1, 16-30, (1956)]. We show that in complex or random flows the Saffman-Turner theory for the collision rate describes only an initial transient (which we evaluate exactly). We obtain precise expressions for the steady-state collision rate for flows with small Kubo number, including the influence of fractal clustering on the collision rate for compressible flows. For incompressible turbulent flows, where the Kubo number is of order unity, the Saffman-Turner theory is an upper bound., Comment: 4 pages, 1 figure

We consider particles suspended in a randomly stirred or turbulent fluid. When effects of the inertia of the particles are significant, an initially uniform scatter of particles can cluster together. We analyse this 'unmixing' effect by calculating the Lyapunov exponents for dense particles suspended in such a random three-dimensional flow, concentrating on the limit where the viscous damping rate is small compared to the inverse correlation time of the random flow (that is, the regime of large Stokes number). In this limit Lyapunov exponents are obtained as a power series in a parameter which is a dimensionless measure of the inertia. We report results for the first seven orders. The perturbation series is divergent, but we obtain accurate results from a Pade-Borel summation. We deduce that particles can cluster onto a fractal set and show that its dimension is in satisfactory agreement with previously reported in simulations of turbulent Navier-Stokes flows. We also investigate the rate of formation of caustics in the particle flow., Comment: 39 pages, 8 figures

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems include a force which depends upon the position of the particle, as well as upon time. They exhibit anomalous diffusion at short times, and non-Maxwellian velocity distributions in equilibrium. Two approaches are used. Some statistics are obtained from a closed-form expression for the propagator of the Fokker-Planck equation for the case where the particle is initially at rest. In the general case we use spectral decomposition of a Fokker-Planck equation, employing nonlinear creation and annihilation operators to generate the spectrum which consists of two staggered ladders., Comment: 24 pages, 2 figures

We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and even parity states. These are staggered: the odd-even separation differs from even-odd. The Fokker-Planck equation describes, in the limit of weak damping, a generalised Ornstein-Uhlenbeck process where the random force depends upon position as well as time. Our exact solution exhibits anomalous diffusion at short times and a stationary non-Maxwellian momentum distribution., Comment: 4 pages, 2 figures

We calculate the Lyapunov exponents for particles suspended in a random three-dimensional flow, concentrating on the limit where the viscous damping rate is small compared to the inverse correlation time. In this limit Lyapunov exponents are obtained as a power series in epsilon, a dimensionless measure of the particle inertia. Although the perturbation generates an asymptotic series, we obtain accurate results from a Pade-Borel summation. Our results prove that particles suspended in an incompressible random mixing flow can show pronounced clustering when the Stokes number is large and we characterise two distinct clustering effects which occur in that limit., Comment: 5 pages, 1 figure

We describe a criterion for particles suspended in a randomly moving fluid to aggregate. Aggregation occurs when the expectation value of a random variable is negative. This random variable evolves under a stochastic differential equation. We analyse this equation in detail in the limit where the correlation time of the velocity field of the fluid is very short, such that the stochastic differential equation is a Langevin equation., Comment: 16 pages, 2 figures

We have studied the shock-induced phase transition from fullerite to a dense amorphous carbon phase by tight-binding molecular dynamics. For increasing hydrostatic pressures P, the C60-cages are found to polymerise at P<10 GPa, to break at P~40 GPa and to slowly collapse further at P>60 GPa. By contrast, in the presence of additional shear stresses, the cages are destroyed at much lower pressures (P<30 GPa). We explain this fact in terms of a continuum model, the snap-through instability of a spherical shell. Surprisingly, the relaxed high-density structures display no intermediate-range order., Comment: 5 pages, 3 figures

We show how to incorporate fluctuations of the recombination rate along the chromosome into standard gene-genealogical models for the decorrelation of gene histories. This enables us to determine how small-scale fluctuations (Poissonian hot-spot model) and large-scale variations [Kong et al. (2002)] of the recombination rate influence this decorrelation. We find that the empirically determined large-scale variations of the recombination rate give rise to a significantly slower decay of correlations compared to the standard, unstructured gene-genealogical model assuming constant recombination rate. A model with long-range recombination-rate variations and with demographic structure (divergent population) is found to be consistent with the empirically observed slow decorrelation of gene histories. Conversely, we show that small-scale recombination-rate fluctuations do not alter the large-scale decorrelation of gene histories., Comment: 8 pages, 2 figures

The decay of photoexcited quantum systems (examples are photodissociation of molecules and autoionization of atoms) can be viewed as a half-collision process (an incoming photon excites the system which subsequently decays by dissociation or autoionization). For this reason, the standard statistical approach to quantum scattering, originally developed to describe nuclear compound reactions, is not directly applicable. Using an alternative approach, correlations and fluctuations of observables characterizing this process were first derived in [Fyodorov YV and Alhassid Y 1998 Phys. Rev. A 58, R3375]. Here we show how the results cited above, and more recent results incorporating direct decay processes, can be obtained from the standard statistical scattering approach by introducing one additional channel., Comment: 7 pages, 2 figures

Using the fact that the Shannon capacity C of a Raleigh model of wireless channels is a linear statistic of the channel matrix, we calculate its variance var[C]. We find that the expected value of the Shannon capacity is typical in the model considered, that is the coefficient of variation (var[C])^(1/2)/ is small., Comment: 3 pages, 2 figures

Networks of caustics can occur in the distribution of particles suspended in a randomly moving gas. These can facilitate coagulation of particles by bringing them into close proximity, even in cases where the trajectories do not coalesce. We show that the long-time morphology of these caustic patterns is determined by the Lyapunov exponents lambda_1, lambda_2 of the suspended particles, as well as the rate J at which particles encounter caustics. We develop a theory determining the quantities J, lambda_1, lambda_2 from the statistical properties of the gas flow, in the limit of short correlation times., Comment: 4 pages, 3 figures

Correlation of gene histories in the human genome determines the patterns of genetic variation (haplotype structure) and is crucial to understanding genetic factors in common diseases. We derive closed analytical expressions for the correlation of gene histories in established demographic models for genetic evolution and show how to extend the analysis to more realistic (but more complicated) models of demographic structure. We identify two contributions to the correlation of gene histories in divergent populations: linkage disequilibrium, and differences in the demographic history of individuals in the sample. These two factors contribute to correlations at different length scales: the former at small, and the latter at large scales. We show that recent mixing events in divergent populations limit the range of correlations and compare our findings to empirical results on the correlation of gene histories in the human genome., Comment: Revised and extended version: 26 pages, 5 figures, 1 table

We analyse the motion of a system of particles suspended in a fluid which has a random velocity field. There are coagulating and non-coagulating phases. We show that the phase transition is related to a Kramers problem, and use this to determine the phase diagram, as a function of the dimensionless inertia of the particles, epsilon, and a measure of the relative intensities of potential and solenoidal components of the velocity field, Gamma. We find that the phase line is described by a function which is non-analytic at epsilon=0, and which is related to escape over a barrier in the Kramers problem. We discuss the physical realisations of this phase transition., Comment: 4 pages, 3 figures

We derive an expression for the total photodissociation cross section of a molecule incorporating both indirect processes that proceed through excited resonances, and direct processes. We show that this cross section exhibits generalized Beutler-Fano line shapes in the limit of isolated resonances. Assuming that the closed system can be modeled by random matrix theory, we derive the statistical properties of the photodissociation cross section and find that they are significantly affected by the direct processes. We identify a unique signature of the direct processes in the cross-section distribution in the limit of isolated resonances., Comment: 4 pages, 4 figures

We analyse the motion of a system of particles subjected a random force fluctuating in both space and time, and experiencing viscous damping. When the damping exceeds a certain threshold, the system undergoes a phase transition: the particle trajectories coalesce. We analyse this transition by mapping it to a Kramers problem which we solve exactly. In the limit of weak random force we characterise the dynamics by computing the rate at which caustics are crossed, and the statistics of the particle density in the coalescing phase. Last but not least we describe possible realisations of the effect, ranging from trajectories of raindrops on glass surfaces to animal migration patterns., Comment: 4 pages, 3 figures; revised version, as published

A particle subject to successive, random displacements is said to execute a random walk (in position or some other coordinate). The mathematical properties of random walks have been very thoroughly investigated, and the model is used in many areas of science and engineering as well as other fields such as finance and the life sciences. This letter describes a phenomenon occurring in a natural extension of this model: we consider the motion of a large number of particles subject to successive random displacements which are correlated in space, but not in time. If these random displacements are smaller than their correlation length, the trajectories coalesce onto a decreasing number of trails. This surprising effect is explained and quantitative results are obtained. Various possible realisations are discussed, ranging from coalescence of the tracks of water droplets blown off a windshield to migration patterns of animals., Comment: This manuscript was superseded by cond-mat/0305491 [Phys. Rev. E 68, 040101 (2003)]

We derive the mean eigenvalue density for symmetric Gaussian random N x N matrices in the limit of large N, with a constraint implying that the row sum of matrix elements should vanish. The result is shown to be equivalent to a result found recently for the average density of resonances in random impedance networks [Y.V. Fyodorov, J. Phys. A: Math. Gen. 32, 7429 (1999)]. In the case of banded matrices, the analytical results are compared with those extracted from the numerical solution of Kirchhoff equations for quasi one-dimensional random impedance networks., Comment: 4 pages, 5 figures

We study the spatial structure of wave functions with exceptionally high local amplitudes in the Anderson model of localisation. By means of exact diagonalisations of finite systems, we obtain and analyse images of these wave functions: we compare the spatial structure of such anomalously localised states in quasi-one-dimensional samples to that in three-dimensional samples. In both cases the average wave-function intensity exhibits a very narrow peak. The background intensity, however, is found to be very different in these two cases: in three dimensions, it is constant, independent of the distance to the localisation centre (as expected for extended states). In quasi-one dimensional samples, on the other hand, it is redistributed towards the localisation centre and approaches a characteristic form predicted in [A. D. Mirlin, Phys. Rep. 326, 249 (2000)]., Comment: 4 pages, 4 figures, submitted to Phys. Rev. B (Brief Reports)

We investigate the linear and non-linear optical response of two-dimensional (2D) interacting electron fluids confined by a strong non-parabolic potential. We show that such fluids may exhibit higher-harmonic spectra under realistic experimental conditions. Higher harmonics arise as the electrons explore anharmonicities of the confinement potential (electron-electron interactions reduce this non-linear effect). This opens the possibility of controlling the optical functionality of such systems by engineering the confinement potential. Our results were obtained within time-dependent density-functional theory, employing the adiabatic local-density approximation. A classical hydrodynamical model is in good agreement with the quantum-mechanical results., Comment: 4 pages, 4 figures

We describe analytical and numerical results on the statistical properties of complex eigenvalues and the corresponding non-orthogonal eigenvectors for non-Hermitian random matrices modeling one-channel quantum-chaotic scattering in systems with broken time-reversal invariance., Comment: 4 pages, 2 figures

Single nucleotide polymorphisms (SNPs) often appear in clusters along the length of a chromosome. This is due to variation in local coalescent times caused by,for example, selection or recombination. Here we investigate whether recombination alone (within a neutral model) can cause statistically significant SNP clustering. We measure the extent of SNP clustering as the ratio between the variance of SNPs found in bins of length $l$, and the mean number of SNPs in such bins, $\sigma^2_l/\mu_l$. For a uniform SNP distribution $\sigma^2_l/\mu_l=1$, for clustered SNPs $\sigma^2_l/\mu_l > 1$. Apart from the bin length, three length scales are important when accounting for SNP clustering: The mean distance between neighboring SNPs, $\Delta$, the mean length of chromosome segments with constant time to the most recent common ancestor, $\el$, and the total length of the chromosome, $L$. We show that SNP clustering is observed if $\Delta < \el \ll L$. Moreover, if $l\ll \el \ll L$, clustering becomes independent of the rate of recombination. We apply our results to the analysis of SNP data sets from mice, and human chromosomes 6 and X. Of the three data sets investigated, the human X chromosome displays the most significant deviation from neutrality., Comment: 17 pages, 5 figures

Random models of evolution are instrumental in extracting rates of microscopic evolutionary mechanisms from empirical observations on genetic variation in genome sequences. In this context it is necessary to know the statistical properties of empirical observables (such as the local homozygosity for instance). Previous work relies on numerical results or assumes Gaussian approximations for the corresponding distributions. In this paper we give an analytical derivation of the statistical properties of the local homozygosity and other empirical observables assuming selective neutrality. We find that such distributions can be very non-Gaussian., Comment: 4 pages, 4 figures

Statistical properties of energy levels, wave functions and quantum-mechanical matrix elements in disordered conductors are usually calculated assuming diffusive electron dynamics. Mirlin has pointed out [Phys. Rep. 326, 259 (2000)] that ballistic effects may, under certain circumstances, dominate diffusive contributions. We study the influence of such ballistic effects on the statistical properties of wave functions in quasi-one dimensional disordered conductors. Our results support the view that ballistic effects can be significant in these systems., Comment: 4 pages, 4 figures, to appear in Phys. Rev. B (Rapid Communications)

We calculate eigenvector statistics in an ensemble of non-Hermitian matrices describing open quantum systems [F. Haake et al., Z. Phys. B 88, 359 (1992)] in the limit of large matrix size. We show that ensemble-averaged eigenvector correlations corresponding to eigenvalues in the center of the support of the density of states in the complex plane are described by an expression recently derived for Ginibre's ensemble of random non-Hermitian matrices., Comment: 4 pages, 5 figures

We derive semiclassical trace formulae including Gutzwiller's trace formula using coherent states. This formulation has several advantages over the usual coordinate-space formulation. Using a coherent-state basis makes it immediately obvious that classical periodic orbits make separate contributions to the trace of the quantum-mechanical time evolution operator. In addition, our approach is manifestly canonically invariant at all stages, and leads to the simplest possible derivation of Gutzwiller's formula., Comment: 19 pages, 1 figure

We study optical spectra of finite electronic quantum systems at frequencies smaller than the plasma frequency using a quasi-classical approach. This approach includes collective effects and enables us to analyze how the nature of the (single-particle) electron dynamics influences the optical spectra in finite electronic quantum systems. We derive an analytical expression for the low-frequency absorption coefficient of electro-magnetic radiation in a finite quantum system with ballistic electron dynamics and specular reflection at the boundaries: a two-dimensional electron gas confined to a strip of width a (the approach can be applied to systems of any shape and electron dynamics -- diffusive or ballistic, regular or irregular motion). By comparing with results of numerical computations using the random-phase approximation we show that our analytical approach provides a qualitative and quantitative understanding of the optical spectrum., Comment: 4 pages, 3 figures

We determine the statistical properties of wave functions in disordered quantum systems by exact diagonalization of one-, two- and quasi-one dimensional tight-binding Hamiltonians. In the quasi-one dimensional case we find that the tails of the distribution of wave-function amplitudes are described by the non-linear sigma-model. In two dimensions, the tails of the distribution function are consistent with a recent prediction based on a direct optimal fluctuation method., Comment: 13 pages, 5 figures

It might be anticipated that there is statistical universality in the long-time classical dynamics of chaotic systems, corresponding to the universal correspondence of their quantum spectral statistics with random matrix models. We argue that no such universality exists. We discuss various statistical properties of long period orbits: the distribution of the phase-space density of periodic orbits of fixed length and a correlation function of periodic-orbit actions, corresponding to the universal quantum spectral two-point correlation function. We show that bifurcations are a mechanism for correlations of periodic-orbit actions. They lead to a result which is non-universal, and which in general may not be an analytic function of the action difference., Comment: 4 pages, RevTeX, 3 Postscipt figures

We introduce a theory for the absorption of electromagnetic radiation by small metal particles, which generalises the random phase approximation by incorporating both electric and magnetic dipole absorption within a unified self-consistent scheme. We demonstrate the equivalence of the new approach to a superficially dissimilar perturbative approach. We show how to obtain solutions to the self-consistent equations using a classical approximation, taking into account the non-locality of the polarisability and the conductivity tensor. We discuss the nature of the self-consistent solutions for diffusive and ballistic electron dynamics., Comment: 20 pages, RevTeX, no figures

Statistical properties of eigenvectors in non-Hermitian random matrix ensembles are discussed, with an emphasis on correlations between left and right eigenvectors. Two approaches are described. One is an exact calculation for Ginibre's ensemble, in which each matrix element is an independent, identically distributed Gaussian complex random variable. The other is a simpler calculation using $N^{-1}$ as an expansion parameter, where $N$ is the rank of the random matrix: this is applied to Girko's ensemble. Consequences of eigenvector correlations which may be of physical importance in applications are also discussed. It is shown that eigenvalues are much more sensitive to perturbations than in the corresponding Hermitian random matrix ensembles. It is also shown that, in problems with time-evolution governed by a non- Hermitian random matrix, transients are controlled by eigenvector correlations.

We give a transparent derivation of a relation obtained using a supersymmetric non-linear sigma model by Andreev and Altshuler [Phys. Rev. Lett. 72, 902, (1995)], which connects smooth and oscillatory components of spectral correlation functions. We show that their result is not specific to random matrix theory. Also, we show that despite an apparent contradiction, the results obtained using their formula are consistent with earlier perspectives on random matrix models. In particular, the concept of resurgence is not required., Comment: 4 pages, 1 postscript figure

We study the spectral statistics for extended yet finite quasi 1-d systems which undergo a transition from periodicity to disorder. In particular we compute the spectral two-point form factor, and the resulting expression depends on the degree of disorder. It interpolates smoothly between the two extreme limits -- the approach to Poissonian statistics in the (weakly) disordered case, and the universal expressions derived for the periodic case. The theoretical results agree very well with the spectral statistics obtained numerically for chains of chaotic billiards and graphs., Comment: 16 pages, Latex

We study statistical properties of the eigenvectors of non-Hermitian random matrices, concentrating on Ginibre's complex Gaussian ensemble, in which the real and imaginary parts of each element of an N x N matrix, J, are independent random variables. Calculating ensemble averages based on the quantity $< L_\alpha | L_\beta > < R_\beta | R_\alpha >$, where $< L_\alpha |$ and $| R_\beta >$ are left and right eigenvectors of J, we show for large N that eigenvectors associated with a pair of eigenvalues are highly correlated if the two eigenvalues lie close in the complex plane. We examine consequences of these correlations that are likely to be important in physical applications., Comment: 4 pages, no figures

We give a theoretical treatment of magnetic dipole absorption of electromagnetic radiation in small conducting particles, at photon energies which are large compared to the single particle level spacing, and small compared to the plasma frequency. We discuss both diffusive and ballistic electron dynamics for particles of arbitrary shape. The conductivity becomes non-local when the frequency is smaller than the frequency \omega_c characterising the transit of electrons from one side of the particle to the other, but in the diffusive case \omega_c plays no role in determining the absorption coefficient. In the ballistic case, the absorption coefficient is proportional to \omega^2 for \omega << \omega_c, but is a decreasing function of \omega for \omega >> \omega_c., Comment: 25 pages of plain TeX, 2 postscipt figures

We consider a quasi one-dimensional chain of N chaotic scattering elements with periodic boundary conditions. The classical dynamics of this system is dominated by diffusion. The quantum theory, on the other hand, depends crucially on whether the chain is disordered or invariant under lattice translations. In the disordered case, the spectrum is dominated by Anderson localization whereas in the periodic case, the spectrum is arranged in bands. We investigate the special features in the spectral statistics for a periodic chain. For finite N, we define spectral form factors involving correlations both for identical and non-identical Bloch numbers. The short-time regime is treated within the semiclassical approximation, where the spectral form factor can be expressed in terms of a coarse-grained classical propagator which obeys a diffusion equation with periodic boundary conditions. In the long-time regime, the form factor decays algebraically towards an asymptotic constant. In the limit $N\to\infty$, we derive a universal scaling function for the form factor. The theory is supported by numerical results for quasi one-dimensional periodic chains of coupled Sinai billiards., Comment: 33 pages, REVTeX, 13 figures (eps)

We investigate the two-point correlations in the band spectra of spatially periodic systems that exhibit chaotic diffusion in the classical limit. By including level pairs pertaining to non-identical quasimomenta, we define form factors with the winding number as a spatial argument. For times smaller than the Heisenberg time, they are related to the full space-time dependence of the classical diffusion propagator. They approach constant asymptotes via a regime, reflecting quantal ballistic motion, where they decay by a factor proportional to the number of unit cells. We derive a universal scaling function for the long-time behaviour. Our results are substantiated by a numerical study of the kicked rotor on a torus and a quasi-one-dimensional billiard chain., Comment: 8 pages, REVTeX, 5 figures (eps)