Linear chaos for the Quick-Thinking-Driver model.

In recent years, the topic of car-following has experimented an increased importance in traffic engineering and safety research. This has become a very interesting topic because of the development of driverless cars (Google driverless cars, http://en.wikipedia.org/wiki/Google_driverless_car). Driving models which describe the interaction between adjacent vehicles in the same lane have a big interest in simulation modeling, such as the Quick-Thinking-Driver model. A non-linear version of it can be given using the logistic map, and then chaos appears. We show that an infinite-dimensional version of the linear model presents a chaotic behaviour using the same approach as for studying chaos of death models of cell growth.

Finite temperature dynamics of vortices in the two dimensional anisotropic Heisenberg model

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.

Effective nonlinear model of resonant tunneling nanostructures

We introduce a model of a nonlinear double-barrier structure to describe in a simple way the effects of electron-electron scattering while remaining analytically tractable. The model is based on a generalized effective-mass equation where a nonlinear local field interaction is introduced to account for those inelastic scattering phenomena. Resonance peaks seen in the transmission coefficient spectra for the linear case appear shifted to higher energies depending on the magnitude of the nonlinear coupling. Our results are in good agreement with self-consistent solutions of the Schrodinger and Poisson equations. The calculation procedure is seen to be very fast, which makes our technique a good candidate for a rapid approximate analysis of these structures.

Estimating and forecasting generalized fractional Long memory stochastic volatility models

In recent years fractionally differenced processes have received a great deal of attention due to its flexibility in financial applications with long memory. This paper considers a class of models generated by Gegenbauer polynomials, incorporating the long memory in stochastic volatility (SV) components in order to develop the General Long Memory SV (GLMSV) model. We examine the statistical properties of the new model, suggest using the spectral likelihood estimation for long memory processes, and investigate the finite sample properties via Monte Carlo experiments. We apply the model to three exchange rate return series. Overall, the results of the out-of-sample forecasts show the adequacy of the new GLMSV model.

The transducer model for contrast detection and discrimination: formal relations, implications, and an empirical test.

The transducer function mu for contrast perception describes the nonlinear mapping of stimulus contrast onto an internal response. Under a signal detection theory approach, the transducer model of contrast perception states that the internal response elicited by a stimulus of contrast c is a random variable with mean mu(c). Using this approach, we derive the formal relations between the transducer function, the threshold-versus-contrast (TvC) function, and the psychometric functions for contrast detection and discrimination in 2AFC tasks. We show that the mathematical form of the TvC function is determined only by mu, and that the psychometric functions for detection and discrimination have a common mathematical form with common parameters emanating from, and only from, the transducer function mu and the form of the distribution of the internal responses. We discuss the theoretical and practical implications of these relations, which have bearings on the tenability of certain mathematical forms for the psychometric function and on the suitability of empirical approaches to model validation. We also present the results of a comprehensive test of these relations using two alternative forms of the transducer model: a three-parameter version that renders logistic psychometric functions and a five-parameter version using Foley's variant of the Naka-Rushton equation as transducer function. Our results support the validity of the formal relations implied by the general transducer model, and the two versions that were contrasted account for our data equally well.

Efficient numerical methods for the random-field Ising model: Finite-size scaling, reweighting extrapolation, and computation of response functions

It was recently shown [Phys. Rev. Lett. 110, 227201 (2013)] that the critical behavior of the random-field Ising model in three dimensions is ruled by a single universality class. This conclusion was reached only after a proper taming of the large scaling corrections of the model by applying a combined approach of various techniques, coming from the zero-and positive-temperature toolboxes of statistical physics. In the present contribution we provide a detailed description of this combined scheme, explaining in detail the zero-temperature numerical scheme and developing the generalized fluctuation-dissipation formula that allowed us to compute connected and disconnected correlation functions of the model. We discuss the error evolution of our method and we illustrate the infinite limit-size extrapolation of several observables within phenomenological renormalization. We present an extension of the quotients method that allows us to obtain estimates of the critical exponent a of the specific heat of the model via the scaling of the bond energy and we discuss the self-averaging properties of the system and the algorithmic aspects of the maximum-flow algorithm used.