Nonlinear Ehrenfest's urn model

Phase transitions in Ehrenfest urn model with interactions: Coexistence of uniform and nonuniform states

A model based on the classic noninteracting Ehrenfest urn model with two urns is generalized to M urns with the introduction of interactions for particles within the same urn. As the inter-particle interaction strength is varied, phases of different levels of nonuniformity emerge and their stabilities are calculated analytically. In particular, coexistence of locally stable uniform and nonuniform phases connected by first-order transition occurs. The phase transition threshold and energy barrier can be derived exactly together with the phase diagram obtained analytically. These analytic results are further confirmed by Monte Carlo simulations.

Ehrenfest urn model with interaction

We studied the Ehrenfest urn model in which particles in the same urn interact with each other. Depending on the nature of interaction, the system undergoes a first- or second-order phase transition. The relaxation time to the equilibrium state, the Poincaré cycles of the equilibrium state and the most far-from-equilibrium state, and the duration time of the states during first-order phase transition are calculated. It was shown that the scaling behavior the Poincaré cycles could serve as an indication to the nature of phase transition, and the behavior of the ratio of duration time of the states could be strong evidence of the metastability during first-order phase transition.

Central limit theorem for a class of globally correlated random variables

The standard central limit theorem with a Gaussian attractor for the sum of independent random variables may lose its validity in the presence of strong correlations between the added random contributions. Here, we study this problem for similar interchangeable globally correlated random variables. Under these conditions, a hierarchical set of equations is derived for the conditional transition probabilities. This result allows us to define different classes of memory mechanisms that depend on a symmetric way on all involved variables. Depending on the correlation mechanisms and statistics of the single variables, the corresponding sums are characterized by distinct probability densities. For a class of urn models it is also possible to characterize their domain of attraction, which, as in the standard case, is parametrized by the probability density of each random variable. Symmetric and asymmetric q-Gaussian attractors (q<1) arise in a particular two-state case of these urn models.

H theorem for generalized entropic forms within a master-equation framework

The H theorem is proven for generalized entropic forms, in the case of a discrete set of states. The associated probability distributions evolve in time according to a master equation, for which the corresponding transition rates depend on these entropic forms. An important equation describing the time evolution of the transition rates and probabilities in such a way as to drive the system towards an equilibrium state is found. In the particular case of Boltzmann-Gibbs entropy, it is shown that this equation is satisfied in the microcanonical ensemble only for symmetric probability transition rates, characterizing a single path to the equilibrium state. This equation fulfils the proof of the H theorem for generalized entropic forms, associated with systems characterized by complex dynamics, e.g., presenting nonsymmetric probability transition rates and more than one path towards the same equilibrium state. Some examples considering generalized entropies of the literature are discussed, showing that they should be applicable to a wide range of natural phenomena, mainly those within the realm of complex systems.