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Page 1: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Intellectual HedonismIrrelevant Topics in Physics V

Travis Hoppe

Drexel University

March 11, 2010

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 1 / 22

Page 2: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

1 Random Matrix Theory

2 Complex Temperatures

3 Stochastic Resonance

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 2 / 22

Page 3: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

An excellent way to waste an afternoon

Random Matrix Theory

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 3 / 22

Page 4: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

What do you know, really?

Each branch of physics makes certain assumptions and simplifications.Break it down on what is ‘known’.

Classical - Exact: HQuantum - Exact in a probable sense: ΨFluid Mech - Averaged: u

Statistical Mechanics - Ensemble averaged: Z

Random Matrix Theory - Ensemble only: Aij ∈ GUE

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 4 / 22

Page 5: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

What do you know, really?

Each branch of physics makes certain assumptions and simplifications.Break it down on what is ‘known’.

Classical - Exact: H

Quantum - Exact in a probable sense: ΨFluid Mech - Averaged: u

Statistical Mechanics - Ensemble averaged: Z

Random Matrix Theory - Ensemble only: Aij ∈ GUE

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 4 / 22

Page 6: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

What do you know, really?

Each branch of physics makes certain assumptions and simplifications.Break it down on what is ‘known’.

Classical - Exact: HQuantum - Exact in a probable sense: Ψ

Fluid Mech - Averaged: u

Statistical Mechanics - Ensemble averaged: Z

Random Matrix Theory - Ensemble only: Aij ∈ GUE

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 4 / 22

Page 7: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

What do you know, really?

Each branch of physics makes certain assumptions and simplifications.Break it down on what is ‘known’.

Classical - Exact: HQuantum - Exact in a probable sense: ΨFluid Mech - Averaged: u

Statistical Mechanics - Ensemble averaged: Z

Random Matrix Theory - Ensemble only: Aij ∈ GUE

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 4 / 22

Page 8: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

What do you know, really?

Each branch of physics makes certain assumptions and simplifications.Break it down on what is ‘known’.

Classical - Exact: HQuantum - Exact in a probable sense: ΨFluid Mech - Averaged: u

Statistical Mechanics - Ensemble averaged: Z

Random Matrix Theory - Ensemble only: Aij ∈ GUE

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 4 / 22

Page 9: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

What do you know, really?

Each branch of physics makes certain assumptions and simplifications.Break it down on what is ‘known’.

Classical - Exact: HQuantum - Exact in a probable sense: ΨFluid Mech - Averaged: u

Statistical Mechanics - Ensemble averaged: Z

Random Matrix Theory - Ensemble only: Aij ∈ GUE

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 4 / 22

Page 10: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

How could this possibly be useful?

First formally studied in physics by Wigner (yes that one) via detailedatomic models

Eigenvalues of the Hamiltonian would give the energies but Wignersupposed that the exact numbers entries do not matter per se

The ensemble from which they are chosen from should have the samestatistics, thus ‘average’ predictions should be correct.

Choose an ensemble of matrices that have the same symmetries asyour system.

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 5 / 22

Page 11: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

How could this possibly be useful?

First formally studied in physics by Wigner (yes that one) via detailedatomic models

Eigenvalues of the Hamiltonian would give the energies but Wignersupposed that the exact numbers entries do not matter per se

The ensemble from which they are chosen from should have the samestatistics, thus ‘average’ predictions should be correct.

Choose an ensemble of matrices that have the same symmetries asyour system.

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 5 / 22

Page 12: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

How could this possibly be useful?

First formally studied in physics by Wigner (yes that one) via detailedatomic models

Eigenvalues of the Hamiltonian would give the energies but Wignersupposed that the exact numbers entries do not matter per se

The ensemble from which they are chosen from should have the samestatistics, thus ‘average’ predictions should be correct.

Choose an ensemble of matrices that have the same symmetries asyour system.

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 5 / 22

Page 13: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

How could this possibly be useful?

First formally studied in physics by Wigner (yes that one) via detailedatomic models

Eigenvalues of the Hamiltonian would give the energies but Wignersupposed that the exact numbers entries do not matter per se

The ensemble from which they are chosen from should have the samestatistics, thus ‘average’ predictions should be correct.

Choose an ensemble of matrices that have the same symmetries asyour system.

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 5 / 22

Page 14: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Ensembles of matrices?

GOE (Gaussian orthogonal ensemble) probability density:

exp(−NTr(H2)

γ2

)ΠdHµν

ΠdHµν product of differentials of the independent matrix elements,N matrix size, Gaussian factor introduced to render integrals overspace convergent (cutoff). Characterized by a single parameter γ,with dimensions of energy. γ Determines the mean-level spacing.

Look at statistics of eigenvalues λ: Nearest neighbor spacing

Stay with me, pictures are coming!

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 6 / 22

Page 15: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Ensembles of matrices?

GOE (Gaussian orthogonal ensemble) probability density:

exp(−NTr(H2)

γ2

)ΠdHµν

ΠdHµν product of differentials of the independent matrix elements,N matrix size, Gaussian factor introduced to render integrals overspace convergent (cutoff). Characterized by a single parameter γ,with dimensions of energy. γ Determines the mean-level spacing.

Look at statistics of eigenvalues λ: Nearest neighbor spacing

Stay with me, pictures are coming!

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 6 / 22

Page 16: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Ensembles of matrices?

GOE (Gaussian orthogonal ensemble) probability density:

exp(−NTr(H2)

γ2

)ΠdHµν

ΠdHµν product of differentials of the independent matrix elements,N matrix size, Gaussian factor introduced to render integrals overspace convergent (cutoff). Characterized by a single parameter γ,with dimensions of energy. γ Determines the mean-level spacing.

Look at statistics of eigenvalues λ: Nearest neighbor spacing

Stay with me, pictures are coming!

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 6 / 22

Page 17: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Typical λ Spacings for different systems

2003 July–August 297www.americanscientist.org

periodic random jiggled erbium eigenvalues zeta zeros primes bridges railroad tree rings quakes bicycling

Figure 1. One-dimensional distributions each consist of 100 levels. From left to right the spectra are: a periodic array of evenly spaced lines; a ran-dom sequence; a periodic array perturbed by a slight random “jiggling” of each level; energy states of the erbium-166 nucleus, all having the samespin and parity quantum numbers; the central 100 eigenvalues of a 300-by-300 random symmetric matrix; positions of zeros of the Riemann zetafunction lying just above the 1022nd zero; 100 consecutive prime numbers beginning with 103,613; locations of the 100 northernmost overpasses andunderpasses along Interstate 85; positions of crossties on a railroad siding; locations of growth rings from 1884 through 1983 in a fir tree on MountSaint Helens, Washington; dates of California earthquakes with a magnitude of 5.0 or greater, 1969 to 2001; lengths of 100 consecutive bike rides.

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 7 / 22

Page 18: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Quantum Chaos

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 8 / 22

Page 19: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Quantum Chaos as a function of Integrability

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 9 / 22

Page 20: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Wigner and Girkos Law

Eigenvalue spacing for Real (Symmetric) Matrix Standard NormalDistributions

Girko’s Law predicts eigenvalues spacing will cover the unit disc uniformly.

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 10 / 22

Page 21: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Bonus! Connections to Riemann-Zeta function

One of the most famous functions in mathematics:

ζ(s) =∞∑n=1

1ns

One afternoon (over tea) the Hugh Montgomery was explaining to collegesabout the spacings of the zeros of this function. He found that the paircorrelation between two of them was:

1−(

sinπxπx

)2

Freeman Dyson walks over and recognizes this as the exact same result hegot, for the Gaussian Unitary Ensemble!

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 11 / 22

Page 22: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Bonus! Connections to Riemann-Zeta function

One of the most famous functions in mathematics:

ζ(s) =∞∑n=1

1ns

One afternoon (over tea) the Hugh Montgomery was explaining to collegesabout the spacings of the zeros of this function. He found that the paircorrelation between two of them was:

1−(

sinπxπx

)2

Freeman Dyson walks over and recognizes this as the exact same result hegot, for the Gaussian Unitary Ensemble!

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 11 / 22

Page 23: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Bonus! Connections to Riemann-Zeta function

One of the most famous functions in mathematics:

ζ(s) =∞∑n=1

1ns

One afternoon (over tea) the Hugh Montgomery was explaining to collegesabout the spacings of the zeros of this function. He found that the paircorrelation between two of them was:

1−(

sinπxπx

)2

Freeman Dyson walks over and recognizes this as the exact same result hegot, for the Gaussian Unitary Ensemble!

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 11 / 22

Page 24: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Is it hot in here or am I imagining things?

Complex Temperatures

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 12 / 22

Page 25: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Since Stat. Mech. was to easy

Motivation comes from the theory of phase transitions:

F = −kT lnZ

Z(T, J) =∑

e−βEi(J)

Phase transitions occur where the free-energy is non-analytic.

Make the substitution x = eJ (Yang-Lee) or y = eβ (Fisher)

Z(T, J) =N∑i

yEi = 0

has complex roots, which in the thermodynamic limit N →∞, maycollapse onto the real axis.

If a root does lie on the real axis then phase transition will occur!

This can NOT happen in finite systems!

Can use renormalization, and finite-size scaling tricks to find thecritical points

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 13 / 22

Page 26: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Since Stat. Mech. was to easy

Motivation comes from the theory of phase transitions:

F = −kT lnZ

Z(T, J) =∑

e−βEi(J)

Phase transitions occur where the free-energy is non-analytic.

Make the substitution x = eJ (Yang-Lee) or y = eβ (Fisher)

Z(T, J) =N∑i

yEi = 0

has complex roots, which in the thermodynamic limit N →∞, maycollapse onto the real axis.

If a root does lie on the real axis then phase transition will occur!

This can NOT happen in finite systems!

Can use renormalization, and finite-size scaling tricks to find thecritical points

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 13 / 22

Page 27: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Since Stat. Mech. was to easy

Motivation comes from the theory of phase transitions:

F = −kT lnZ

Z(T, J) =∑

e−βEi(J)

Phase transitions occur where the free-energy is non-analytic.

Make the substitution x = eJ (Yang-Lee) or y = eβ (Fisher)

Z(T, J) =N∑i

yEi = 0

has complex roots, which in the thermodynamic limit N →∞, maycollapse onto the real axis.

If a root does lie on the real axis then phase transition will occur!

This can NOT happen in finite systems!

Can use renormalization, and finite-size scaling tricks to find thecritical points

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 13 / 22

Page 28: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Since Stat. Mech. was to easy

Motivation comes from the theory of phase transitions:

F = −kT lnZ

Z(T, J) =∑

e−βEi(J)

Phase transitions occur where the free-energy is non-analytic.

Make the substitution x = eJ (Yang-Lee) or y = eβ (Fisher)

Z(T, J) =N∑i

yEi = 0

has complex roots, which in the thermodynamic limit N →∞, maycollapse onto the real axis.

If a root does lie on the real axis then phase transition will occur!

This can NOT happen in finite systems!

Can use renormalization, and finite-size scaling tricks to find thecritical points

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 13 / 22

Page 29: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Since Stat. Mech. was to easy

Motivation comes from the theory of phase transitions:

F = −kT lnZ

Z(T, J) =∑

e−βEi(J)

Phase transitions occur where the free-energy is non-analytic.

Make the substitution x = eJ (Yang-Lee) or y = eβ (Fisher)

Z(T, J) =N∑i

yEi = 0

has complex roots, which in the thermodynamic limit N →∞, maycollapse onto the real axis.

If a root does lie on the real axis then phase transition will occur!

This can NOT happen in finite systems!

Can use renormalization, and finite-size scaling tricks to find thecritical points

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 13 / 22

Page 30: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Since Stat. Mech. was to easy

Motivation comes from the theory of phase transitions:

F = −kT lnZ

Z(T, J) =∑

e−βEi(J)

Phase transitions occur where the free-energy is non-analytic.

Make the substitution x = eJ (Yang-Lee) or y = eβ (Fisher)

Z(T, J) =N∑i

yEi = 0

has complex roots, which in the thermodynamic limit N →∞, maycollapse onto the real axis.

If a root does lie on the real axis then phase transition will occur!

This can NOT happen in finite systems!

Can use renormalization, and finite-size scaling tricks to find thecritical points

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 13 / 22

Page 31: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Cayley Trees == Beethe Lattice

As a sample system, look at the Ising Bethe (yes that one) lattice:

Often times this model is exactly solvable for a given H.

Surface area ∝ Number of nodes (very unusual!)

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 14 / 22

Page 32: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Cayley Trees == Beethe Lattice

As a sample system, look at the Ising Bethe (yes that one) lattice:

Often times this model is exactly solvable for a given H.

Surface area ∝ Number of nodes (very unusual!)

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 14 / 22

Page 33: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Fractal T ∈ C? ... oh yeah, I went there

Yang-Lee partition function zeros for the Ising Cayley tree

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 15 / 22

Page 34: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

om-nom-nom

Fisher partition function zeros for the Ising Cayley tree

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 16 / 22

Page 35: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

YL and Fisher Zeros

Partition function zeros for one-dimensional Blume-Capel

Figure: Yang-Lee Zeros Figure: Fisher Zeros

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 17 / 22

Page 36: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Why punk rock helps me study

Stochastic Resonance

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 18 / 22

Page 37: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

When messy is good

Nonlinear system where noise helps otherwise weak signal inducetransitions between stable equilibrium states.

Started with studies of ice-age periodicity

Applicable to Schmitt riggers, ring-laser experiments, neurologicalinputs, Josephson Junctions and more...

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 19 / 22

Page 38: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

When messy is good

Nonlinear system where noise helps otherwise weak signal inducetransitions between stable equilibrium states.

Started with studies of ice-age periodicity

Applicable to Schmitt riggers, ring-laser experiments, neurologicalinputs, Josephson Junctions and more...

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 19 / 22

Page 39: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

When messy is good

Nonlinear system where noise helps otherwise weak signal inducetransitions between stable equilibrium states.

Started with studies of ice-age periodicity

Applicable to Schmitt riggers, ring-laser experiments, neurologicalinputs, Josephson Junctions and more...

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 19 / 22

Page 40: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Simplest example of Stochastic Resonance

Overdamped Brownian motion in bistable potential with periodic forcing:

x(t) = ((1/2)x2 − (1/4)x4) +A0 cos(Ωt+ φ) + ξ(t)

< ξ(t)ξ(0) >= 2Dδ(t) < ξ(t) >= 0

ξ(t) is a Wigner process, ie. white, Gaussian noise. Function has twopeaks at +/− xm = 1. In absence of forcing x(t) fluctuates around localminima according to Kramers rate:

rK =1√2π

exp(−∆V/D)

At resonant values of D the ‘signal’ (ie. the value that Ω can be detectedfrom the noise) is at maximized:

SNR ∝(ε∆VD

)2

e−∆V/D

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 20 / 22

Page 41: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Simplest example of Stochastic Resonance

Overdamped Brownian motion in bistable potential with periodic forcing:

x(t) = ((1/2)x2 − (1/4)x4) +A0 cos(Ωt+ φ) + ξ(t)

< ξ(t)ξ(0) >= 2Dδ(t) < ξ(t) >= 0

ξ(t) is a Wigner process, ie. white, Gaussian noise. Function has twopeaks at +/− xm = 1. In absence of forcing x(t) fluctuates around localminima according to Kramers rate:

rK =1√2π

exp(−∆V/D)

At resonant values of D the ‘signal’ (ie. the value that Ω can be detectedfrom the noise) is at maximized:

SNR ∝(ε∆VD

)2

e−∆V/D

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 20 / 22

Page 42: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

Simplest example of Stochastic Resonance

Overdamped Brownian motion in bistable potential with periodic forcing:

x(t) = ((1/2)x2 − (1/4)x4) +A0 cos(Ωt+ φ) + ξ(t)

< ξ(t)ξ(0) >= 2Dδ(t) < ξ(t) >= 0

ξ(t) is a Wigner process, ie. white, Gaussian noise. Function has twopeaks at +/− xm = 1. In absence of forcing x(t) fluctuates around localminima according to Kramers rate:

rK =1√2π

exp(−∆V/D)

At resonant values of D the ‘signal’ (ie. the value that Ω can be detectedfrom the noise) is at maximized:

SNR ∝(ε∆VD

)2

e−∆V/D

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 20 / 22

Page 43: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

SR Potential Example

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 21 / 22

Page 44: Intellectual Hedonism - Irrelevant Topics in Physics Vthoppe/teaching/PHYS305.W11/assignme… · Irrelevant Topics in Physics V Travis Hoppe Drexel University March 11, 2010 Travis

SR: JJ Example

Travis Hoppe (Drexel University) Intellectual Hedonism March 11, 2010 22 / 22