Illustrated Physics
physics, drawn
Concept

Recurrence — where it appears

The return of a system to a state close to one it has already visited, after a time that may be enormous. A weakly nonlinear chain given all its energy in one mode returns almost all of it after a few hundred oscillations, which is what made equipartition look wrong before it was understood to be slow.

Named by 2 essays across one field — each of them below, with the objects they name alongside it.

The fraction of walks that have come home, against how long they have walked. The proportion of 1,600 lattice random walks that have returned to their starting point at least once, against the number of steps taken, on a logarithmic horizontal axis, in one, two and three dimensions. In one dimension almost every walk is home almost at once and the fraction climbs toward one. In two it climbs more slowly — the return is still certain, but only logarithmically, so a two-dimensional walk that has not come back after a thousand steps is unremarkable. In three the curve flattens: it reaches 0.3481 and stops, against the exact value 0.3405, drawn as a line. That number is Watson's integral, and it is the probability that a three-dimensional walk ever comes home at all. The difference between the cases is not one of degree. In one and two dimensions the expected number of returns is infinite and a diffusing particle visits every site eventually; in three it is finite, and a molecule released in a room will, with probability two-thirds, never pass through its starting point again. The same statement runs the other way round: a reaction that needs two diffusing partners to meet is a very different problem on a membrane from what it is in a cell.

The walk that comes home

A particle wandering at random on a line returns to where it started, with certainty. On a plane it returns, with certainty. In three dimensions the probability is 0.3405 — so two out of three molecules released in a room never pass through their starting point again, and the difference between the cases is not a matter of degree.

thermodynamics · Diffusion The energy that goes and comes back. A chain of 32 masses with springs a few per cent nonlinear, started with all its energy in its longest mode, with the energy of the first five modes followed against time in units of that mode's own period. The first mode gives up most of what it has — down to 9 per cent by 104 periods — and the energy appears in the second, third and fourth. Then it comes back: at 154 periods the first mode holds 98 per cent of the total again. Equipartition would put an equal share in every one of the thirty-two modes and leave it there. What happens instead is that a handful of modes trade with each other and return almost exactly to where they began, and go on doing so. The total energy is checked against its starting value throughout and holds to 9.2e-5, so nothing here is the integrator losing track of what it was given.

The energy that refuses to be shared

Put all the energy of a chain of masses into its longest mode and add a few per cent of nonlinearity, and equipartition says it should spread out among all thirty-two modes and stay there. It does not. It leaks into three or four neighbours and then comes back — almost exactly — and goes on doing so, and the calculation that found this was expected to be a demonstration that it would not happen.

thermodynamics · Equipartition

Named alongside it

The objects these essays reach for when they reach for this one.

AnharmonicityBrownian motionDiffusionDimensionalityEquipartitionErgodicityFirst passageIntegrabilityMean square displacementNonlinearityNormal modeNumerical experiment

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