Diverging fluctuations of the Lyapunov exponents

D. P. acknowledges support by MINECO (Spain) under a Ramón y Cajal fellowship. We acknowledge support by MINECO (Spain) under Project No. FIS2014-59462-P.Peer reviewedPublisher PD

Breakdown of metastable step-flow growth on vicinal surfaces induced by nucleation

We consider the growth of a vicinal crystal surface in the presence of a step-edge barrier. For any value of the barrier strength, measured by the length l_es, nucleation of islands on terraces is always able to destroy asymptotically step-flow growth. The breakdown of the metastable step-flow occurs through the formation of a mound of critical width proportional to L_c=1/sqrt(l_es), the length associated to the linear instability of a high-symmetry surface. The time required for the destabilization grows exponentially with L_c. Thermal detachment from steps or islands, or a steeper slope increase the instability time but do not modify the above picture, nor change L_c significantly. Standard continuum theories cannot be used to evaluate the activation energy of the critical mound and the instability time. The dynamics of a mound can be described as a one dimensional random walk for its height k: attaining the critical height (i.e. the critical size) means that the probability to grow (k->k+1) becomes larger than the probability for the mound to shrink (k->k-1). Thermal detachment induces correlations in the random walk, otherwise absent.Comment: 10 pages. Minor changes. Accepted for publication in Phys. Rev.

Market microstructure, bank's behaviour and interbank spreads

We present an empirical analysis of the European electronic interbank market of overnight lending (e-MID) during the years 1999–2009. The main goal of the paper is to explain the observed changes of the cross-sectional dispersion of lending/borrowing conditions before, during and after the 2007–2008 subprime crisis. Unlike previous contributions, that focused on banks’ dependent and macro information as explanatory variables, we address the role of banks’ behaviour and market microstructure as determinants of the credit spreads

Coarsening in surface growth models without slope selection

We study conserved models of crystal growth in one dimension [$\partial_t z(x,t) =-\partial_x j(x,t)$] which are linearly unstable and develop a mound structure whose typical size L increases in time ($L = t^n$). If the local slope ($m =\partial_x z$) increases indefinitely, $n$ depends on the exponent $\gamma$ characterizing the large $m$ behaviour of the surface current $j$ ($j = 1/|m|^\gamma$): $n=1/4$ for $1< \gamma <3$ and $n=(1+\gamma)/(1+5\gamma)$ for $\gamma>3$.Comment: 7 pages, 2 EPS figures. To be published in J. Phys. A (Letter to the Editor

Collective Atomic Recoil Laser as a synchronization transition

We consider here a model previously introduced to describe the collective behavior of an ensemble of cold atoms interacting with a coherent electromagnetic field. The atomic motion along the self-generated spatially-periodic force field can be interpreted as the rotation of a phase oscillator. This suggests a relationship with synchronization transitions occurring in globally coupled rotators. In fact, we show that whenever the field dynamics can be adiabatically eliminated, the model reduces to a self-consistent equation for the probability distribution of the atomic "phases". In this limit, there exists a formal equivalence with the Kuramoto model, though with important differences in the self-consistency conditions. Depending on the field-cavity detuning, we show that the onset of synchronized behavior may occur through either a first- or second-order phase transition. Furthermore, we find a secondary threshold, above which a periodic self-pulsing regime sets in, that is immediately followed by the unlocking of the forward-field frequency. At yet higher, but still experimentally meaningful, input intensities, irregular, chaotic oscillations may eventually appear. Finally, we derive a simpler model, involving only five scalar variables, which is able to reproduce the entire phenomenology exhibited by the original model

Fracture precursors in disordered systems

A two-dimensional lattice model with bond disorder is used to investigate the fracture behaviour under stress-controlled conditions. Although the cumulative energy of precursors does not diverge at the critical point, its derivative with respect to the control parameter (reduced stress) exhibits a singular behaviour. Our results are nevertheless compatible with previous experimental findings, if one restricts the comparison to the (limited) range accessible in the experiment. A power-law avalanche distribution is also found with an exponent close to the experimental values.Comment: 4 pages, 5 figures. Submitted to Europhysics Letter

Deterministic reaction models with power-law forces

We study a one-dimensional particles system, in the overdamped limit, where nearest particles attract with a force inversely proportional to a power of their distance and coalesce upon encounter. The detailed shape of the distribution function for the gap between neighbouring particles serves to discriminate between different laws of attraction. We develop an exact Fokker-Planck approach for the infinite hierarchy of distribution functions for multiple adjacent gaps and solve it exactly, at the mean-field level, where correlations are ignored. The crucial role of correlations and their effect on the gap distribution function is explored both numerically and analytically. Finally, we analyse a random input of particles, which results in a stationary state where the effect of correlations is largely diminished