Spectral fluctuations of billiards with mixed dynamics: from time series to superstatistics

Nonergodic extended states in the β ensemble

Matrix models showing a chaotic-integrable transition in the spectral statistics are important for understanding many-body localization (MBL) in physical systems. One such example is the β ensemble, known for its structural simplicity. However, eigenvector properties of the β ensemble remain largely unexplored, despite energy level correlations being thoroughly studied. In this work we numerically study the eigenvector properties of the β ensemble and find that the Anderson transition occurs at γ=1 and ergodicity breaks down at γ=0 if we express the repulsion parameter as β=N^{-γ}. Thus other than the Rosenzweig-Porter ensemble (RPE), the β ensemble is another example where nonergodic extended (NEE) states are observed over a finite interval of parameter values (0<γ<1). We find that the chaotic-integrable transition coincides with the breaking of ergodicity in the β ensemble but with the localization transition in the RPE or the 1D disordered spin-1/2 Heisenberg model. As a result, the dynamical timescales in the NEE regime of the β ensemble behave differently than the latter models.

Spectral statistics of light in one-dimensional graphene-based photonic crystals

The optical properties and spectral statistics of light in one-dimensional photonic crystals in the representative classes of (AB)^{N} (composed of dielectric layers) and (AGBG)^{N} (composed of periodic stacking of graphene-dielectric layers) have been investigated using the transfer matrix method and random matrix theory. The proposed method provides new predictions to determine the chaos and regularity of the optical systems. In this analysis, the chaoticity parameter with q=0 for Poisson distribution and q→1 for Wigner distribution is determined based on the random matrix theory. It has been shown that two kinds of chaos and regularity modes can be found with Brody distribution. Also, as a part of this work, we found out the regular pattern in both classes of (AB)^{N} and (AGBG)^{N} when results were fit to a Brody distribution. Moreover, the effects of different parameters such as the number of unit cells, incident angle, state of polarization, and chemical potential of the graphene nanolayers on the structures' regularity are discussed. It is found that the regular patterns are seen in the band gaps. The results show that the structure (AGBG)^{N} has an extra photonic band gap compared to (AB)^{N}, which is tunable by changing the chemical potential of the graphene nanolayers. Therefore, the possibility of external control of the regularity using a gate voltage in the graphene-based photonic crystals is obtained. Finally, comparing of TE and TM waves based on the random matrix theory, which interpolates between regular and chaotic systems, indicates that the Poisson statistics well describes the TE waves.

Fingerprints of nonequilibrium stationary distributions in dispersion relations

Distributions different from those predicted by equilibrium statistical mechanics are commonplace in a number of physical situations, such as plasmas and self-gravitating systems. The best strategy for probing these distributions and unavailing their origins consists in combining theoretical knowledge with experiments, involving both direct and indirect measurements, as those associated with dispersion relations. This paper addresses, in a quite general context, the signature of nonequilibrium distributions in dispersion relations. We consider the very general scenario of distributions corresponding to a superposition of equilibrium distributions, that are well-suited for systems exhibiting only local equilibrium, and discuss the general context of systems obeying the combination of the Schrödinger and Poisson equations, while allowing the Planck's constant to smoothly go to zero, yielding the classical kinetic regime. Examples of media where this approach is applicable are plasmas, gravitational systems, and optical molasses. We analyse in more depth the case of classical dispersion relations for a pair plasma. We also discuss a possible experimental setup, based on spectroscopic methods, to directly observe these classes of distributions.

Log-Normal Superstatistics for Brownian Particles in a Heterogeneous Environment

Superstatistical approaches have played a crucial role in the investigations of mixtures of Gaussian processes. Such approaches look to describe non-Gaussian diffusion emergence in single-particle tracking experiments realized in soft and biological matter. Currently, relevant progress in superstatistics of Gaussian diffusion processes has been investigated by applying χ2-gamma and χ2-gamma inverse superstatistics to systems of particles in a heterogeneous environment whose diffusivities are randomly distributed; such situations imply Brownian yet non-Gaussian diffusion. In this paper, we present how the log-normal superstatistics of diffusivities modify the density distribution function for two types of mixture of Brownian processes. Firstly, we investigate the time evolution of the ensemble of Brownian particles with random diffusivity through the analytical and simulated points of view. Furthermore, we analyzed approximations of the overall probability distribution for log-normal superstatistics of Brownian motion. Secondly, we propose two models for a mixture of scaled Brownian motion and to analyze the log-normal superstatistics associated with them, which admits an anomalous diffusion process. The results found in this work contribute to advances of non-Gaussian diffusion processes and superstatistical theory.

First-passage time for superstatistical Fokker-Planck models

The first-passage-time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the superstatistical approach can be put in one-to-one correspondence with the moments of the FPT. For systems subjected to an additional uncorrelated external force, the same statistical information is obtained from the dependence of the FPT moments on the external force. These results provide an alternative technique for checking the validity of superstatistical models. As an example, we characterize the mean FPT for a forced Brownian particle.

In situ broadband cryogenic calibration for two-port superconducting microwave resonators

We introduce an improved microwave calibration method for use in a cryogenic environment, based on a traditional three-standard calibration, the Thru-Reflect-Line (TRL) calibration. The modified calibration method takes advantage of additional information from multiple measurements of an ensemble of realizations of a superconducting resonator, as a new pseudo-Open standard, to correct errors in the TRL calibration. We also demonstrate an experimental realization of this in situ broadband cryogenic calibration system utilizing cryogenic switches. All calibration measurements are done in the same thermal cycle as the measurement of the resonator (requiring only an additional 20 min), thus avoiding 4 additional thermal cycles for traditional TRL calibration (which would require an additional 12 days). The experimental measurements on a wave-chaotic microwave billiard verify that the new method significantly improves the measured scattering matrix of a high-quality-factor superconducting resonator.

Wigner surmise for mixed symmetry classes in random matrix theory

We consider the nearest-neighbor spacing distributions of mixed random matrix ensembles interpolating between different symmetry classes or between integrable and nonintegrable systems. We derive analytical formulas for the spacing distributions of 2×2 or 4×4 matrices and show numerically that they provide very good approximations for those of random matrices with large dimension. This generalizes the Wigner surmise, which is valid for pure ensembles that are recovered as limits of the mixed ensembles. We show how the coupling parameters of small and large matrices must be matched depending on the local eigenvalue density.

Generalization of the Beck-Cohen superstatistics

Generalized superstatistics, i.e., a "statistics of superstatistics," is proposed. A generalized superstatistical system comprises a set of superstatistical subsystems and represents a generalized hyperensemble. There exists a random control parameter that determines both the density of energy states and the distribution of the intensive parameter for each superstatistical subsystem, thereby forming the third, upper level of dynamics. Generalized superstatistics can be used for nonstationary nonequilibrium systems. The system in which a supercritical multitype age-dependent branching process takes place is an example of a nonstationary generalized superstatistical system. The theory is applied to pair production in a neutron star magnetosphere.

Generalized statistical mechanics for superstatistical systems

Mesoscopic systems in a slowly fluctuating environment are often well described by superstatistical models. We develop a generalized statistical mechanics formalism for superstatistical systems, by mapping the superstatistical complex system onto a system of ordinary statistical mechanics with modified energy levels. We also briefly review recent examples of applications of the superstatistics concept for three very different subject areas, namely train delay statistics, turbulent tracer dynamics and cancer survival statistics.

Fractional-power-law level statistics due to dynamical tunneling

For systems with a mixed phase space we demonstrate that dynamical tunneling universally leads to a fractional power law of the level-spacing distribution P(s) over a wide range of small spacings s. Going beyond Berry-Robnik statistics, we take into account that dynamical tunneling rates between the regular and the chaotic region vary over many orders of magnitude. This results in a prediction of P(s) which excellently describes the spectral data of the standard map. Moreover, we show that the power-law exponent is proportional to the effective Planck constant h(eff).

Superstatistical fluctuations in time series: applications to share-price dynamics and turbulence

We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter beta that fluctuates on a large time scale as compared to the other time scales of the complex system under consideration. The proposed method extracts the main superstatistical parameters out of a given data set and examines the validity of the superstatistical model assumptions. We test the method thoroughly with surrogate data sets. Then the applicability of the superstatistical approach is illustrated using real experimental data. We study two examples, velocity time series measured in turbulent Taylor-Couette flows and time series of log returns of the closing prices of some stock market indices.

Level statistics for nearly integrable systems

We assume that the level spectra of quantum systems in the initial phase of transition from integrability to chaos are approximated by superpositions of independent sequences. Each individual sequence is modeled by a random matrix ensemble. We obtain analytical expressions for the level spacing distribution and level number variance for such a system. These expressions are successfully applied to the analysis of the resonance spectrum in a nearly integrable microwave billiard.

Superstatistical distributions from a maximum entropy principle

We deal with a generalized statistical description of nonequilibrium complex systems based on least biased distributions given some prior information. A maximum entropy principle is introduced that allows for the determination of the distribution of the fluctuating intensive parameter beta of a superstatistical system, given certain constraints on the complex system under consideration. We apply the theory to three examples: the superstatistical quantum-mechanical harmonic oscillator, the superstatistical classical ideal gas, and velocity time series as measured in a turbulent Taylor-Couette flow.