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A universal mechanism for long-range cross-correlations
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Diakonos, F. K. (Fotis K.), Karlis, A. K. and Schmelcher, P. (2014) A universal mechanism for long-range cross-correlations. EPL (Europhysics Letters), Volume 105 (Number 2). Article number 26004. doi:10.1209/0295-5075/105/26004 ISSN 0295-5075.
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Official URL: http://dx.doi.org/10.1209/0295-5075/105/26004
Abstract
Cross-correlations are thought to emerge through interaction between particles. Here we present a universal dynamical mechanism capable of generating power-law cross-correlations between non-interacting particles exposed to an external potential. This phenomenon can occur as an ensemble property when the external potential induces intermittent dynamics of Pomeau-Manneville type, providing laminar and stochastic phases of motion in a system with a large number of particles. In this case, the ensemble of particle-trajectories forms a random fractal in time. The underlying statistical self-similarity is the origin of the observed power-law cross-correlations. Furthermore, we have strong indications that a sufficient condition for the emergence of these long-range cross-correlations is the divergence of the mean residence time in the laminar phase of the single particle motion (sporadic dynamics). We argue that the proposed mechanism may be relevant for the occurrence of collective behaviour in critical systems.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QC Physics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Physics | ||||
Library of Congress Subject Headings (LCSH): | Chaotic behavior in systems | ||||
Journal or Publication Title: | EPL (Europhysics Letters) | ||||
Publisher: | Institute of Physics Publishing Ltd. | ||||
ISSN: | 0295-5075 | ||||
Official Date: | January 2014 | ||||
Dates: |
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Volume: | Volume 105 | ||||
Number: | Number 2 | ||||
Article Number: | Article number 26004 | ||||
DOI: | 10.1209/0295-5075/105/26004 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 26 December 2015 | ||||
Date of first compliant Open Access: | 26 December 2015 | ||||
Funder: | European Social Fund (ESF), Greece, Greek State Scholarships Foundation (IKY), Deutscher Akademischer Austauschdienst (DAAD), Engineering and Physical Sciences Research Council (EPSRC) | ||||
Grant number: | EP/E501311/1 (EPSRC) |
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