Higher-order Correlation Functions Research Articles

Artifact-Free and Detection-Profile-Independent Higher-Order Fluorescence Correlation Spectroscopy for Microsecond-Resolved Kinetics. 1. Multidetector and Sub-Binning Approach.

Fluorescence correlation spectroscopy (FCS) is a powerful tool in the time-resolved analysis of nonreacting or reacting molecules in solution, based on fluorescence intensity fluctuations. However, conventional (second-order) FCS alone is insufficient to measure all parameters needed to describe a reaction or mixture, including concentrations, fluorescence brightnesses, and forward and reverse rate constants. For this purpose, correlations of higher powers of fluorescence intensity fluctuations can be calculated to yield additional information from the single-photon data stream collected in an FCS experiment. To describe systems of diffusing and reacting molecules, considering cumulants of fluorescence intensity results in simple expressions in which the reaction and diffusion parts factorize. The computation of higher-order correlations in experiments is hindered by shot-noise and common detector artifacts, the effects of which become worse with increasing order. In this article, we introduce a technique to calculate artifact-free higher-order correlation functions with improved time resolution, and without any need for modeling and calibration of detector artifacts. The technique is formulated for general multidetector experiments and verified in both two-detector and single-detector configurations. Good signal-to-noise ratio is achieved down to 1 μs in correlation curves up to order (2, 2). This capability makes possible a variety of new measurements including multicomponent analysis and fast reaction kinetics, as demonstrated in a companion article (10.1021/acs.jpcb.7b00408).

Kinetics of first-order phase transitions with correlated nuclei.

We demonstrate that the time evolution of a first-order phase transition may be described quite generally in terms of the statistics of point processes, thereby providing an intuitive framework for visualizing transition kinetics. A number of attractive and repulsive nucleation scenarios is examined followed by isotropic domain growth at a constant rate This description holds for both uncorrelated and correlated nuclei, and may be employed to calculate the nonequilibrium, n-point spatiotemporal correlations that characterize the transition. Furthermore, it is shown that the interpretation of the one-point function in terms of a stretched-exponential, Kolmogorov-Johnson-Mehl-Avrami result is problematic in the case of correlated nuclei, but that the calculation of higher-order correlation functions permits one to distinguish among various nucleation scenarios.

Kinetics of a local “magnetic” moment and a non-stationary spin-polarized current in the single impurity Anderson model

We perform theoretical investigation of the localized state dynamics in the presence of interaction with the reservoir and Coulomb correlations. We analyze kinetic equations for electron occupation numbers with different spins taking into account high order correlation functions for the localized electrons. We reveal that in the stationary state electron occupation numbers with the opposite spins always have the same value - the stationary state is a $"$paramagnetic$"$ one. $"$Magnetic$"$ properties can appear only in the non-stationary characteristics of the single-impurity Anderson model and in the dynamics of the localized electrons second order correlation functions. We found, that for deep energy levels and strong Coulomb correlations, relaxation time for initial $"$magnetic$"$ state can be several orders larger than for $"$paramagnetic$"$ one. So, long-living $"$magnetic$"$ moment can exist in the system. We also found non-stationary spin polarized currents flowing in opposite directions for the different spins in the particular time interval.

The single-particle density matrix of a quantum bright soliton from the coordinate Bethe ansatz

We present a novel approach for computing reduced density matrices for superpositions of eigenstates of a Bethe-ansatz solvable model by direct integration of the wave function in coordinate representation. A diagrammatic approach is developed to keep track of relevant terms and identify symmetries, which helps to reduce the number of terms that have to be evaluated numerically. As a first application we compute with modest numerical resources the single-particle density matrix and its eigenvalues including the condensate fraction for a quantum bright soliton with up to N = 10 bosons. The latter are constructed as superpositions of string-type Bethe-ansatz eigenstates of nonrelativistic bosons in one spatial dimension with attractive contact interaction. Upon delocalising the superposition in momentum space we find that the condensate fraction reaches maximum values larger than 97% with weak particle-number dependence in the range of particles studied. The presented approach is suitable for studying time-dependent problems and generalises to higher-order correlation functions.

Improved Coarse Timing Estimation in OFDM Systems Using High-Order Statistics

In this paper, we investigate new methods for preamble-aided coarse timing estimation in orthogonal frequency division multiplexing systems. Two novel timing metrics using high-order statistics-based correlation and differential normalization functions are first proposed. The performance of the new timing metrics is then evaluated using different criteria, including class separability, robustness to the carrier frequency offset, and computational complexity. It is shown that the new timing metrics can considerably increase the class separability due to their more distinct values at correct and wrong timing instants, and thus give a significantly better detection performance as compared with the existing timing metrics. Furthermore, a new method for coarse estimation of the start of the frame is proposed, which remarkably reduces the probability of intersymbol interference (ISI). The improved performances of the new schemes in multipath fading channels are shown by the probabilities of false alarm, missed detection, and ISI obtained through computer simulations.

Random sets of stadiums in square and collective behavior of bacteria.

Collective motion of swimmers can be detected by hydrodynamic interactions through the eective (macroscopic) viscosity. It follows form the general hydrodynamics that the eective viscosity of non-dilute random suspensions depends on the shape of particles and of their spacial probabilistic distribution. Therefore, a comparative analysis of disordered and collectively interacting particles of the bacteria shape can be done in terms of the probabilistic geometric parameters which determine the eective viscosity. In this paper, we develop a quantitative criterion to detect the collective behavior of bacteria. This criterion is based on the basic statistic moments (e-sums or generalized Eisenstein-Rayleigh sums) which characterize the high-order correlation functions. The locations and the shape of bacteria are modeled by stadiums randomly embedded in medium without overlapping. This shape models can be considered as improvement of the previous segment model.We calculate the e-sums of the simulated disordered sets and of the observed experimental locations of bacteria subtilis. The obtained results show a dierence between these two sets that demonstrates the collective motion of bacteria.

High-order correlation of chaotic bosons and fermions

We theoretically study the high-order correlation functions of chaotic bosons and fermions. Based on the different parity of the Stirling number, the products of the first-order correlation functions are well classified and employed to represent the high-order correlation function. The correlation of bosons conduces a bunching effect, which will be enhanced as order $N$ increases. Different from bosons, the anticommutation relation of fermions leads to the parity of the Stirling number, which thereby results in a mixture of bunching and antibunching behaviors in high-order correlation. By further investigating third-order ghost diffraction and ghost imaging, the differences between the high-order correlations of bosons and fermions are discussed in detail. A larger $N$ will dramatically improve the ghost image quality for bosons, but a good strategy should be carefully chosen for the fermionic ghost imaging process due to its complex correlation components.

Higher-order local and non-local correlations for 1D strongly interacting Bose gas

The correlation function is an important quantity in the physics of ultracold quantum gases because it provides information about the quantum many-body wave function beyond the simple density profile. In this paper we first study the M-body local correlation functions, gM, of the one-dimensional (1D) strongly repulsive Bose gas within the Lieb–Liniger model using the analytical method proposed by Gangardt and Shlyapnikov (2003 Phys. Rev. Lett. 90 010401; 2003 New J. Phys. 5 79). In the strong repulsion regime the 1D Bose gas at low temperatures is equivalent to a gas of ideal particles obeying the non-mutual generalized exclusion statistics with a statistical parameter , i.e. the quasimomenta of N strongly interacting bosons map to the momenta of N free fermions via with . Here γ is the dimensionless interaction strength within the Lieb–Liniger model. We rigorously prove that such a statistical parameter α solely determines the sub-leading order contribution to the M-body local correlation function of the gas at strong but finite interaction strengths. We explicitly calculate the correlation functions gM in terms of γ and α at zero, low, and intermediate temperatures. For M = 2 and 3 our results reproduce the known expressions for g2 and g3 with sub-leading terms (see for instance (Vadim et al 2006 Phys. Rev. A 73 051604(R); Kormos et al 2009 Phys. Rev. Lett. 103 210404; Wang et al 2013 Phys. Rev. A 87 043634). We also express the leading order of the short distance non-local correlation functions of the strongly repulsive Bose gas in terms of the wave function of M bosons at zero collision energy and zero total momentum. Here is the boson annihilation operator. These general formulas of the higher-order local and non-local correlation functions of the 1D Bose gas provide new insights into the many-body physics.

Quantum discord of cosmic inflation: Can we show that CMB anisotropies are of quantum-mechanical origin?

We investigate the quantumness of primordial cosmological fluctuations and its detectability. The quantum discord of inflationary perturbations is calculated for an arbitrary splitting of the system, and shown to be very large on super-Hubble scales. This entails the presence of large quantum correlations, due to the entangled production of particles with opposite momentums during inflation. To determine how this is reflected at the observational level, we study whether quantum correlators can be reproduced by a non-discordant state, i.e. a state with vanishing discord that contains classical correlations only. We demonstrate that this can be done for the power spectrum, the price to pay being twofold: first, large errors in other two-point correlation functions and second, the presence of intrinsic non-Gaussianity. The detectability of these two features remains to be determined but could possibly rule out a non-discordant description of the cosmic microwave background. If one abandons the idea that perturbations should be modeled by quantum mechanics and wants to use a classical stochastic formalism instead, we show that any two-point correlators on super-Hubble scales can be exactly reproduced regardless of the squeezing of the system. The latter becomes important only for higher-order correlation functions that can be accurately reproduced only in the strong squeezing regime.

Distribution of the position of a driven tracer in a hardcore lattice gas

.We study the position of a biased tracer particle (TP) in a bath of hardcore particles moving on a lattice of arbitrary dimension and in contact with a reservoir. Starting from the master equation satisfied by the joint probability of the TP position and the bath configuration and resorting to a mean-field-type approximation, we presented a computation of the fluctuations of the TP position in a previous publication (Bénichou et al 2013 Phys. Rev. E 87 032164). Counter-intuitively, on a one-dimensional lattice, the diffusion coefficient of the TP was shown to be a nonmonotonic function of the density of bath particles, and reaches a maximum for a nonzero value of the density. Here, we (i) give the details of this computation and offer a physical insight into the understanding of the nonmonotonicity of the diffusion coefficient; (ii) extend the mean-field-type approximation to decouple higher-order correlation functions, and obtain the evolution equation satisfied by the cumulant generating function of the position of the TP, valid in any space dimension. In the particular case of a one-dimensional lattice, we solve this equation and obtain the probability distribution of the TP position. We show that the position rescaled by its fluctuations is asymptotically distributed according to a Gaussian distribution in the long-time limit.

Characterization of Microstructure of Fibrous Composites Using High-Order Correlation Functions

This paper introduces the methodology of microstructural characterization of fibrous composites using correlation functions of different orders. Its implementation is demonstrated on several examples of modeled representative volume elements. The ways of obtaining values of the functions as well as the procedure of their approximation are presented. The possible applications of such methodology are discussed.

Effect of coulomb correlations on the two-level quantum dot susceptibility and polarization

We revealed that the susceptibility and polarization of two-level quantum dot (QD) with Coulomb correlations between localized electrons weakly connected to the reservoirs are determined not only by the stationary electron filling numbers difference. We demonstrated that the susceptibility and polarization also depend on high-order correlation functions of electrons localized in the QD. We found that susceptibility and polarization can be controlled by applied bias voltage value, Coulomb correlations strength and Rabi frequency. We demonstrated that susceptibility and polarization amplitudes can significantly increase and even change the sign due to the tuning of the QD parameters. Careful analysis of correlated QD susceptibility, polarization and electron filling numbers (occupancies) difference in a wide range of applied bias voltage, Rabi frequency and Coulomb correlations value was performed in terms of pseudo-operators with constraint.

Investigating relationships between rainfall and karst-spring discharge by higher-order partial correlation functions

Time series of rainfall and karst-spring discharge are influenced by various space–time-variant processes involved in the transfer of water in hydrological cycle. The effects of these processes can be exhibited in auto-correlation and cross-correlation functions. Consequently, ambiguities with respect to the effects encoded in the correlation functions exist. To solve this problem, a new statistical method for investigating relationships between rainfall and karst-spring discharge is proposed. The method is based on the determination and analysis of higher-order partial correlation functions and their spectral representations. The study area is the catchment of the Jadro Spring in Croatia. The analyzed daily time series are the air temperature, relative humidity, spring discharge, and rainfall at seven rain-gauges over a period of 19 years, from 1995 to 2013. The application results show that the effects of spatial and temporal variations of hydrological time series and the space–time-variant behaviours of the karst system can be separated from the correlation functions. Specifically, the effect of evapotranspiration can be separated to obtain the forms of correlation functions that represent the hydrogeological characteristics of the karst system. Using the proposed method, it is also possible to separate the effects of the process of groundwater recharge that occurs in neighbouring parts of a catchment to identify the specific contribution of each part of the catchment to the karst-spring discharge. The main quantitative results obtained for the Jadro Spring show that the quick-flow duration is 14 days, the intermediate-flow duration is 80 days, and the pure base flow starts after 80 days. The base flow consists of an inter-catchment groundwater flow. The system memory of the spring is 80 days. The presented results indicate the far-reaching applicability of the proposed method in the analyses of relationships between rainfall and karst-spring discharge; e.g., the method can be used for (1) the identification of effects of various time series on the quick-flow, intermediate-flow and base-flow components of the discharge, (2) the detection of the seasonal effect of inter-catchment groundwater flows in the discharge, and (3) the estimation of the karst system memory. Generally, the presented approach can be applied to the qualitative analyses of the relationships between two time series whenever appropriate control time series are available.

Optimal CMB estimators for bispectra from excited states

We propose optimal estimators for bispectra from excited states. Two common properties of such bispectra are the enhancement in the collinear limit, and the prediction of oscillating features. We review the physics behind excited states and some of the choices made in the literature. We show that the enfolded template is a good template in the collinear limit, but does poorly elsewhere, establishing a strong case for an improved estimator. Although the detailed scale dependence of the bispectra differs depending on various assumptions, generally the predicted bispectra are either effectively 1 or 2-dimensional and a simple Fourier basis suffices for accurate reconstruction. For an optimal CMB data analysis, combining all n-point functions, the choice for the excited state needs to be the same when computing power spectrum, bispectrum and higher order correlation functions. This has not always been the case, which could lead to wrong conclusions. We calculate the bispectrum for different choices previously discussed for the power spectrum, setting up a consistent framework to search for evidence of excited states in the CMB data.

Hyperentanglement-enhanced weak value amplification with high-order correlation function

By exploiting hyperentanglement, we propose a new concrete scheme to realize weak value amplification, which can be implemented by N hyperentangled photons along with coincidence detection. Our scheme can optimally increase the amplification factor by a factor of N compared to the usage of N uncorrelated photons, and achieve the Heisenberg limit for the purpose of parameter estimation. We expect our study can inspire further investigation on the usage of hyperentanglement in weak measurement and quantum metrology.

Dynamic reconstruction of heterogeneous materials and microstructure evolution.

Reconstructing heterogeneous materials from limited structural information has been a topic that attracts extensive research efforts and still poses many challenges. The Yeong-Torquato procedure is one of the most popular reconstruction techniques, in which the material reconstruction problem based on a set of spatial correlation functions is formulated as a constrained energy minimization (optimization) problem and solved using simulated annealing [Yeong and Torquato, Phys. Rev. E 57, 495 (1998)]. The standard two-point correlation function S2 has been widely used in reconstructions, but can also lead to large structural degeneracy for certain nearly percolating systems. To improve reconstruction accuracy and reduce structural degeneracy, one can successively incorporate additional morphological information (e.g., nonconventional or higher-order correlation functions), which amounts to reshaping the energy landscape to create a deep (local) energy minimum. In this paper, we present a dynamic reconstruction procedure that allows one to use a series of auxiliary S2 to achieve the same level of accuracy as those incorporating additional nonconventional correlation functions. In particular, instead of randomly sampling the microstructure space as in the simulated annealing scheme, our procedure utilizes a series of auxiliary microstructures that mimic a physical structural evolution process (e.g., grain growth). This amounts to constructing a series auxiliary energy landscapes that bias the convergence of the reconstruction to a favored (local) energy minimum. Moreover, our dynamic procedure can be naturally applied to reconstruct an actual microstructure evolution process. In contrast to commonly used evolution reconstruction approaches that separately generate individual static configurations, our procedure continuously evolves a single microstructure according to a time-dependent correlation function. The utility of our procedure is illustrated by successfully reconstructing nearly percolating hard-sphere packings and particle-reinforced composites as well as the coarsening process in a binary metallic alloy.

Fokker-Planck equation of Schramm-Loewner evolution.

In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE(κ,ρc). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE trace, we obtain the long- and short-time behaviors of the chordal SLE traces. We analyze the solutions of the FP and the corresponding Langevin equations and connect it to the conformal field theory (CFT) and present some exact results. We find the perturbative FP equation of the SLE(κ,ρc) traces and show that it is related to the higher-order correlation functions. Using the Langevin equation we find the long-time behaviors in this case. The CFT correspondence of this case is established and some exact results are presented.

Super-resolving interference without intensity-correlation measurement

The high-order intensity correlation function of $N$-photon interference with thermal light observed in a recent experiment [S. Oppel, T. B\"uttner, P. Kok, and J. von Zanthier, Phys. Rev. Lett. 109, 233603 (2012)] is analyzed. The terms in the expansion of the $N\mathrm{th}$-order correlation function are put into three groups. One group contributes a homogeneous background. Both of the other two contribute $(N\ensuremath{-}1)$-fold super-resolving fringes. In principle they correspond to coherent and incoherent superpositions of classical optical fields, respectively. Therefore similar super-resolving fringes can be obtained without intensity-correlation measurements. We report the experimental results of the coherent and incoherent super-resolving diffraction fringes, which are observed directly in the intensity distribution. The $N\ensuremath{-}1$ sources in both the coherent and incoherent cases are set in certain definite positions. In the coherent case, moreover, the phase difference between two adjacent source fields is $\ensuremath{\pi}$. The fringe visibility is unity in the incoherent case, while it decreases as $N$ increases in the incoherent case.

Constraining the halo bispectrum in real and redshift space from perturbation theory and non-linear stochastic bias

We present a method to produce mock galaxy catalogues with efficient perturbation theory schemes, which match the number density, power spectra and bispectra in real and in redshift space from N-body simulations. The essential contribution of this work is the way in which we constrain the bias parameters in the PATCHY-code. In addition of aiming at reproducing the two-point statistics, we seek the set of bias parameters, which constrain the univariate halo probability distribution function (PDF) encoding higher-order correlation functions. We demonstrate that halo catalogues based on the same underlying dark matter field with a fix halo number density, and accurately matching the power spectrum (within 2%), can lead to very different bispectra depending on the adopted halo bias model. A model ignoring the shape of the halo PDF can lead to deviations up to factors of 2. The catalogues obtained additionally constraining the shape of the halo PDF can significantly lower the discrepancy in the three-point statistics, yielding closely unbiased bispectra both in real and in redshift space; which are in general compatible with those corresponding to an N-body simulation within 10% (deviating at most up to 20%). Our calculations show that the constant linear bias of ~2 for Luminous Red Galaxy (LRG) like galaxies seen in the power spectrum, mainly comes from sampling halos in high density peaks, choosing a high density threshold rather than from a factor multiplying the dark matter density field. Our method contributes towards an efficient modelling of the halo/galaxy distribution required to estimate uncertainties in the clustering measurements from galaxy redshift surveys. We have also demonstrated that it represents a powerful tool to test various bias models.

Past and present cosmic structure in the SDSS DR7 main sample

We present a chrono-cosmography project, aiming at the inference of the four dimensional formation history of the observed large scale structure from its origin to the present epoch. To do so, we perform a full-scale Bayesian analysis of the northern galactic cap of the Sloan Digital Sky Survey (SDSS) Data Release 7 main galaxy sample, relying on a fully probabilistic, physical model of the non-linearly evolved density field. Besides inferring initial conditions from observations, our methodology naturally and accurately reconstructs non-linear features at the present epoch, such as walls and filaments, corresponding to high-order correlation functions generated by late-time structure formation. Our inference framework self-consistently accounts for typical observational systematic and statistical uncertainties such as noise, survey geometry and selection effects. We further account for luminosity dependent galaxy biases and automatic noise calibration within a fully Bayesian approach. As a result, this analysis provides highly-detailed and accurate reconstructions of the present density field on scales larger than ∼ 3 Mpc/h, constrained by SDSS observations. This approach also leads to the first quantitative inference of plausible formation histories of the dynamic large scale structure underlying the observed galaxy distribution. The results described in this work constitute the first full Bayesian non-linear analysis of the cosmic large scale structure with the demonstrated capability of uncertainty quantification. Some of these results will be made publicly available along with this work. The level of detail of inferred results and the high degree of control on observational uncertainties pave the path towards high precision chrono-cosmography, the subject of simultaneously studying the dynamics and the morphology of the inhomogeneous Universe.