Fluctuation Theory Research Articles

A Study of the Quantitative Impact of Different Credit Policies on Real Estate Price Volatility in the Housing Finance Market

Real estate industry is an important industry of national economy in any country, which constitutes an important element of the wealth of the whole society and has a stable and long-term impact on national economy and social development. Based on the price theory of supply-demand equilibrium and the theory of real estate cycle fluctuation, the article combines the stock-flow model and vector autoregression model of real estate price to establish a quantitative analysis PVAR model of credit policy on real estate price fluctuation. Data from 31 provincial regions in China from 1998 to 2023 are selected as the research samples, and the specific effects of different credit policies on real estate price volatility in the housing finance market are verified through empirical analysis. When the scale of credit policy expands by 1 percentage point, real estate prices will increase by 0.00611 percentage points, while credit interest rates have a positive impact on real estate price volatility for 6 to 7 periods, and then change to a negative impact. Different regions under the credit policy on real estate price volatility there are differences, and the faster the growth rate of real estate prices in the region credit policy on real estate prices to promote the role of the more obvious. Real estate price regulation needs to accurately combine regional and economic development, so as to optimize the credit policy of the housing finance market, and then ensure the stability of real estate prices.

How to Compute Density Fluctuations at the Nanoscale.

The standard definition of particle number fluctuations based on point-like particles neglects the excluded volume effect. This leads to a large and systematic finite-size scaling and an unphysical surface term in the isothermal compressibility. We correct these errors by introducing a modified pair distribution function that takes account of the finite size of the particles. For the hard sphere fluid in one-dimension, we show that the compressibility is strictly size-independent, and we reproduce this result from the number fluctuations calculated with the new theory. In general, the present method eliminates the leading finite-size effect, which makes it possible to compute density fluctuations accurately in very small sampling volumes, comparable to a single particle size. These findings open the way for obtaining the local compressibility from fluctuation theory at the nanometer scale.

Preparation of quantum correlated states via fission of chirped vector solitons

Abstract We propose a new approach to generate quantum-correlated pulse pairs using fission of chirped Manakov solitons. Quantum correlations are studied using linearized quantum fluctuation theory. The fission of chirped solitons produces both intra-pulse and inter-pulse high-level correlations. We found that the collision of vector solitons induces nonzero correlations in orthogonal polarization components of the pulse field. The fission of solitons and subsequent collision of the resulting pulses allow a pulse train with complex correlation pattern to be produced. The generation of pulses with correlated quantum fluctuations offers the possibility of engineering new entangled sources for continuous-variable quantum communication and computation.

Models of Fluctuating Selection Between Generations: A Solution for the Theoretical Inconsistency.

The theory of selection fluctuation between generations has been a topic with much activities in population genetics and molecular evolution in 1970's. Most studies suggested that, as the result of fluctuating selection between generations, the frequency of an (on average) neutral mutation may fluctuate around 0.5 during the long-term evolution before it was ultimately fixed or lost. However, this pattern can only be derived from a specific type Wright-Fisher additive model, coined by the Nei-Yokoyama puzzle. In this commentary, I revisited this issue and figured out a theoretical assumption that has never been claimed explicitly, the notion of reference phenotype. Consider one locus with two-alleles: A is the wildtype allele and A' is the mutation. The fluctuating selection model actually requires a constraint that one of three genotypes (AA, AA', or A'A') must maintain a constant fitness without fluctuating between generations. It appears that the balancing selection at a frequency of 0.5 emerges only when the heterozygote (AA') is the reference genotype. Because it is difficult to determine which genotype could be the reference genotype in a real population, a desirable population genetics model should take all three possibilities into account. To this end, I propose a mixture model, where each genotype has a certain chance to be the reference genotype. My analysis showed that the emergence of balancing selection depends on the relative proportions of three different reference genotypes.

Full statistics of regularized local energy density in a freely expanding Kipnis–Marchioro–Presutti gas

Abstract We combine the Macroscopic Fluctuation Theory and the Inverse Scattering Method to determine the full long-time statistics of the energy density u ( x , t ) averaged over a given spatial interval, U = 1 2 L ∫ − L L d x u ( x , t ) , in a freely expanding Kipnis–Marchioro–Presutti (KMP) lattice gas on the line, following the release at t = 0 of a finite amount of energy at the origin. In particular, we show that, as time t goes to infinity at fixed L, the large deviation function of U approaches a universal, L-independent form when expressed in terms of the energy content of the interval | x | < L . A key part of the solution is the determination of the most likely configuration of the energy density at time t, conditional on U.

Paramagnetic susceptibility and spin correlation function of ferromagnetic metals in the critical region

We study paramagnetic characteristics of ferromagnetic metals near the Curie temperature TC using the dynamic spin fluctuation theory. In contrast with most first-principles calculations, our results for the uniform paramagnetic susceptibility show a clear deviation from the Curie–Weiss law. We demonstrate that the susceptibility and correlation radius have the power-law behavior at temperatures up to 1.1–1.15TC, which gives an estimate for the region of critical temperatures in metals. Our theoretical critical exponents for Fe, Co, and Ni are in reasonable agreement with the low-field susceptibility measurements and neutron scattering experiments.

Liquid Viscosity and Surface Tension of Cyclohexane Between 280 and 473 K by Surface Light Scattering

The present study provides experimental data for the liquid viscosity and surface tension of cyclohexane at or close to saturation conditions by surface light scattering between (280 and 473) K. By applying the hydrodynamic theory for surface fluctuations at the vapor–liquid phase boundary, which could be verified experimentally, the liquid viscosity and surface tension were determined simultaneously at macroscopic thermodynamic equilibrium with average relative expanded (k = 2) uncertainties of Ur(η′) = 0.020 and Ur(σ) = 0.012. For both properties, the present measurement results agree well with reference values in the literature which are restricted to a maximum temperature of 393 K for viscosity and 337 K for surface tension. The experimental results from this work contribute to an improved database for the viscosity and surface tension of cyclohexane over a wide temperature range from a temperature close to the melting point up to 473 K.

Transport in cellular aggregates described by fluctuating hydrodynamics

Biological functionality of cellular aggregates is largely influenced by the activity and displacements of individual constituent cells. From a theoretical perspective this activity can be characterized by hydrodynamic transport coefficients of diffusivity and conductivity. Motivated by the clustering dynamics of bacterial microcolonies we propose a model of active multicellular aggregates and use recently developed macroscopic fluctuation theory to derive a fluctuating hydrodynamics for this model system. Both semianalytic theory and microscopic simulations show that the hydrodynamic transport coefficients are affected by nonequilibrium microscopic parameters and significantly decrease inside of the clusters. We further find that the Einstein relation connecting the transport coefficients and fluctuations breaks down in the parameter regime where the detailed balance is not satisfied. This study offers valuable tools for experimental investigation of hydrodynamic transport in other systems of cellular aggregates such as tumor spheroids and organoids. Published by the American Physical Society 2024

Not All Fluctuations Are Created Equal: Spontaneous Variations in Thermodynamic Function.

We identify macroscopic functioning arising during a thermodynamic system's typical and atypical behaviors, thereby describing system operations over the entire set of fluctuations. We show how to use the information processing second law to determine functionality for atypical realizations and how to calculate the probability of distinct modalities occurring via the large-deviation rate function, extended to include highly correlated, memoryful environments and systems. Altogether, the results complete a theory of functional fluctuations for complex thermodynamic nanoscale systems operating over finite periods. In addition to constructing the distribution of functional modalities, one immediate consequence is a cautionary lesson: ascribing a single, unique functional modality to a thermodynamic system, especially one on the nanoscale, can be misleading, likely masking an array of simultaneous, parallel thermodynamic transformations that together may also be functional. In this way, functional fluctuation theory alters how we conceive of the operation of biological cellular processes, the goals of engineering design, and the robustness of evolutionary adaptation.

Localised gravity and resolved braneworlds

Deriving an effective massless field theory for fluctuations about a braneworld spacetime requires analysis of the transverse-space-wavefunction’s second-order differential equation. There can be two strikingly different types of effective theory. For a supersymmetric braneworld, one involves a technically consistent embedding of a supergravity theory on the worldvolume; the other can produce, in certain situations, a genuine localisation of gravity near the worldvolume but not via a technically consistent embedding. So, in the latter situation, the theory’s dynamics remains higher-dimensional but there can still be a lower-dimensional effective-theory interpretation of the dynamics at low worldvolume momenta / large worldvolume distances.This paper examines the conditions for such a gravity localisation to be possible. Localising gravity about braneworld spacetimes requires finding solutions to transverse-space self-adjoint Sturm-Liouville problems admitting a normalisable zero mode in the noncompact transverse space. This in turn requires analysis of Sturm-Liouville problems with radial singular endpoints following a formalism originating in the work of Hermann Weyl. Examples of such gravity-localising braneworld systems are found and analysed in this formalism with underlying “skeleton” braneworlds of Salam-Sezgin, resolved D3-brane and Randall-Sundrum II types.

Geometric thermodynamics of collapse of gels.

Stimulus-induced volumetric phase transition in gels may be potentially exploited for various bioengineering and mechanical engineering applications. Since the discovery of the phenomenon in the 1970s, extensive experimental research has helped understand the phase transition and related critical phenomena. However, little insight is available on the evolving microstructure. In this article, we aim at unravelling certain geometric aspects of the micromechanics underlying discontinuous phase transition in polyacrylamide gels. Towards this, we use geometric thermodynamics and a Landau-Ginzburg type free energy functional involving a squared gradient, in conjunction with Flory-Huggins theory. We specifically exploit Ruppeiner's approach of Riemannian geometry-enriched thermodynamic fluctuation theory, which was previously employed to investigate phase transitions in van der Waals fluids and black holes. The framework equips us with a scalar curvature that is typically indicative of certain aspects of the microstructure during phase transition. Since previous studies have indicated that curvature divergence relates to correlation length divergence, we infer that the gel possesses a heterogeneous microstructure during phase transition, i.e., at critical points. Curvature also provides an insight into the universality class of phase transition and the nature of polymer-polymer interactions.

Dynamical Fluctuations of Random Walks in Higher-Order Networks

Although higher-order interactions are known to affect the typical state of dynamical processes giving rise to new collective behavior, how they drive the emergence of rare events and fluctuations is still an open problem. We investigate how fluctuations of a dynamical quantity of a random walk exploring a higher-order network arise over time. In the quenched case, where the hypergraph structure is fixed, through large deviation theory we show that the appearance of rare events is hampered in nodes with many higher-order interactions, and promoted elsewhere. Dynamical fluctuations are further boosted in an annealed scenario, where both the diffusion process and higher-order interactions evolve in time. Here, extreme fluctuations generated by optimal higher-order configurations can be predicted in the limit of a saddle-point approximation. Our study lays the groundwork for a wide and general theory of fluctuations and rare events in higher-order networks. Published by the American Physical Society 2024

Relaxation and fluctuations of a mass- and dipole-conserving stochastic lattice gas

Han [] have recently introduced a classical stochastic lattice gas model which, in addition to particle conservation, also conserves the particles' dipole moment. Because of its intrinsic nonlinearity this model exhibits unusual macroscopic scaling behaviors, different from those of lattice gases that conserve only the number of particles. Here we investigate some basic relaxation and fluctuation properties of this model at large scales and at long times. These properties crucially depend on whether the total number of particles is infinite or finite. We find similarity solutions, describing relaxation of the dipole-conserving gas (DCG) in several standard settings. A major part of our effort is an extension to this model of the macroscopic fluctuation theory (MFT), previously developed for lattice gases where only the number of particles is conserved. We apply the MFT to the calculation of the variance of nonequilibrium fluctuations of the excess number of particles on the positive semi-axis when starting from an (either deterministic, or random) constant density at t=0. Using the MFT, we also identify the equilibrium Boltzmann-Gibbs distribution for the DCG. Finally, based on these results, we determine the probability distribution of, and the most probable density history leading to, a large deviation in the form of a macroscopic void of a given size in an initially uniform DCG at equilibrium. Published by the American Physical Society 2024

Small-area population forecasting in a segregated city using density-functional fluctuation theory

Policy decisions concerning housing, transportation, and resource allocation would all benefit from accurate small-area population forecasts. However, despite the success of regional-scale migration models, developing neighborhood-scale forecasts remains a challenge due to the complex nature of residential choice. Here, we introduce an innovative approach to this challenge by extending density-functional fluctuation theory (DFFT), a proven approach for modeling group spatial behavior in biological systems, to predict small-area population shifts over time. The DFFT method uses observed fluctuations in small-area populations to disentangle and extract effective social and spatial drivers of segregation, and then uses this information to forecast intra-regional migration. To demonstrate the efficacy of our approach in a controlled setting, we consider a simulated city constructed from a Schelling-type model. Our findings indicate that even without direct access to the underlying agent preferences, DFFT accurately predicts how broader demographic changes at the city scale percolate to small-area populations. In particular, our results demonstrate the ability of DFFT to incorporate the impacts of segregation into small-area population forecasting using interactions inferred solely from steady-state population count data.

Effective field theory of multifield inflationary fluctuations

Effective field theory of multifield inflationary fluctuations

Laser dressing process monitoring of superabrasive grinding wheel based on spectroscopy

In order to solve the problems of poor efficiency and low automation in laser dressing of superabrasive grinding wheels, the spectral monitoring research based on the automatic dressing of superabrasive grinding wheels was systematically carried out in this paper. For the first time, the characteristic element spectral lines that could respectively characterize the identity information of grain and bond were established, and by monitoring the characteristic element spectral line waveforms, the profiling/sharpening processing status identification was realized. It was the first to propose using the presence or absence of line spectrum during the laser dressing process as a monitoring indicator, which could achieve qualitative identification of the high-efficiency processing status of the laser beam focus. When the laser beam was in the positive defocus state, the material could be removed more accurately. A greater quantity of material would be eliminated when the laser beam was in the negative defocus state. The mapping relationship between the spectral characteristic waveform and the defocus amount of the laser beam during the laser dressing process was revealed, and a spectral monitoring theory of the defocus amount fluctuation of superabrasive grinding wheels was constructed. A high-efficiency automated laser profiling method for grinding wheels based on spectrum-assisted monitoring and self-adaptive feed was innovatively explored, and experiments had proven that this method could achieve self-adaptive feed for laser beam fast slow compensation, ultimately achieving high efficiency and automatic dressing of superabrasive grinding wheels.

Unconventional Thermophotonic Charge Density Wave.

Charge-order states of broken symmetry, such as charge density wave (CDW), are able to induce exceptional physical properties, however, the precise understanding of the underlying physics is still elusive. Here, we combine fluctuational electrodynamics and density functional theory to reveal an unconventional thermophotonic effect in CDW-bearing TiSe_{2}, referred to as thermophotonic-CDW (tp-CDW). The interplay of plasmon polariton and CDW electron excitations give rise to an anomalous negative temperature dependency in thermal photons transport, offering an intuitive fingerprint for a transformation of the electron order. Additionally, the demonstrated nontrivial features of tp-CDW transition hold promise for a controllable manipulation of heat flow, which could be extensively utilized in various fields such as thermal science and electron dynamics, as well as in next-generation energy devices.

Large deviations in the symmetric simple exclusion process with slow boundaries: A hydrodynamic perspective

We revisit the one-dimensional model of the symmetric simple exclusion process slowly coupled with two unequal reservoirs at the boundaries. In its non-equilibrium stationary state, the large deviations functions of density and current have been recently derived using exact microscopic analysis by Derrida, Hirschberg and Sadhu in [J. Stat. Phys. 182, 15 (2021)]. We present an independent derivation using the hydrodynamic approach of the macroscopic fluctuation theory (MFT). The slow coupling introduces additional boundary terms in the MFT-Action, which modifies the spatial boundary conditions for the associated variational problem. For the density large deviations, we explicitly solve the corresponding Euler-Lagrange equations using a simple local transformation of the optimal fields. For the current large deviations, our solution is obtained using the additivity principle. In addition to recovering the expression of the large deviations functions, our solution describes the most probable path for these rare fluctuations.

Uncertainty relations in thermodynamics of irreversible processes on a mesoscopic scale

Studies of mesoscopic structures have become a leading and rapidly evolving research field ranging from physics, chemistry, and mineralogy to life sciences. The increasing miniaturization of devices with length scales of a few nanometers is leading to radical changes in the realization of new materials and in shedding light on our understanding of the fundamental laws of nature that govern the dynamics of systems at the mesoscopic scale. We investigate thermodynamic processes in small systems in Onsager’s region based on recent experimental results and previous theoretical research. We show that fundamental quantities such as the total entropy production, the thermodynamic variables conjugate to the thermodynamic forces, and the Glansdorff–Prigogine’s dissipative variable may be discretized at the mesoscopic scale. We establish the canonical com- mutation rules (CCRs) valid at the mesoscopic scale. The numerical value of the discretization constant is estimated experimentally. The ultraviolet divergence problem is solved by applying the correspondence principle with Einstein–Prigogine’s fluctuations theory in the limit of macroscopic systems. Examples of quantization of thermodynamic systems out of the Onsager region are currently being finalized.

Effect of Impregnation Modification on the Operational Properties of Wood Materials

Statement of the problem. To identify the effect of modification on the operational properties of wood and materials based on it. Results. The results of experimental studies of operational properties and durability modified by organic materials of wood, plywood, laminate, chipboard and fiberboard are presented. The results of the study on durability are based on the provisions of the thermal fluctuation theory of strength. Conclusions. The complex of the conducted studies sufficiently demonstrates the effect of modification on the operational properties of wood and materials based on it. In the course of research, it was revealed that the modification allowed to increase the hydrophysical properties of materials, their strength and biostability. But at the same time, there is a change in the mechanisms of their destruction, which am­biguously affects the durability of modified materials.