Probability currents and entropy production in nonequilibrium lattice systems

The structure of probability currents is studied for the dynamical network after consecutive contraction on two-state, nonequilibrium lattice systems. This procedure allows us to investigate the transition rates between configurations on small clusters and highlights some relevant effects of lattice symmetries on the elementary transitions that are responsible for entropy production. A method is suggested to estimate the entropy production for different levels of approximations (cluster sizes) as demonstrated in the two-dimensional contact process with mutation.

Generalized Sznajd model for opinion propagation

In the last decade the Sznajd model has been successfully employed in modeling some properties and scale features of both proportional and majority elections. We propose a version of the Sznajd model with a generalized bounded confidence rule-a rule that limits the convincing capability of agents and that is essential to allow coexistence of opinions in the stationary state. With an appropriate choice of parameters it can be reduced to previous models. We solved this model both in a mean-field approach (for an arbitrary number of opinions) and numerically in a Barabaacutesi-Albert network (for three and four opinions), studying the transient and the possible stationary states. We built the phase portrait for the special cases of three and four opinions, defining the attractors and their basins of attraction. Through this analysis, we were able to understand and explain discrepancies between mean-field and simulation results obtained in previous works for the usual Sznajd model with bounded confidence and three opinions. Both the dynamical system approach and our generalized bounded confidence rule are quite general and we think it can be useful to the understanding of other similar models.

Power-law creep behavior of a semiflexible chain

Rheological properties of adherent cells are essential for their physiological functions, and microrheological measurements on living cells have shown that their viscoelastic responses follow a weak power law over a wide range of time scales. This power law is also influenced by mechanical prestress borne by the cytoskeleton, suggesting that cytoskeletal prestress determines the cell's viscoelasticity, but the biophysical origins of this behavior are largely unknown. We have recently developed a stochastic two-dimensional model of an elastically joined chain that links the power-law rheology to the prestress. Here we use a similar approach to study the creep response of a prestressed three-dimensional elastically jointed chain as a viscoelastic model of semiflexible polymers that comprise the prestressed cytoskeletal lattice. Using a Monte Carlo based algorithm, we show that numerical simulations of the chain's creep behavior closely correspond to the behavior observed experimentally in living cells. The power-law creep behavior results from a finite-speed propagation of free energy from the chain's end points toward the center of the chain in response to an externally applied stretching force. The property that links the power law to the prestress is the chain's stiffening with increasing prestress, which originates from entropic and enthalpic contributions. These results indicate that the essential features of cellular rheology can be explained by the viscoelastic behaviors of individual semiflexible polymers of the cytoskeleton.

Anomalous lattice parameter of magnetic semiconductor alloys

The addition of transition metals to III-V semiconductors radically changes their electronic, magnetic, and structural properties. We show by ab initio calculations that in contrast to the conventional semiconductor alloys, the lattice parameter in magnetic semiconductor alloys, including those with diluted concentration, strongly deviates from Vegard's law. We find a direct correlation between the magnetic moment and the anion-transition metal bond lengths and derive a simple and general formula that determines the lattice parameter of a particular magnetic semiconductor by considering both the composition and magnetic moment. This dependence can explain some experimentally observed anomalies and stimulate other kind of investigations.

Higher charges and regularized quantum trace identities in su(1,1) Landau-Lifshitz model

We solve the operator ordering problem for the quantum continuous integrable su(1,1) Landau-Lifshitz model, and give a prescription to obtain the quantum trace identities, and the spectrum for the higher-order local charges. We also show that this method, based on operator regularization and renormalization, which guarantees quantum integrability, as well as the construction of self-adjoint extensions, can be used as an alternative to the discretization procedure, and unlike the latter, is based only on integrable representations. (C) 2010 American Institute of Physics. [doi:10.1063/1.3509374]

On quantum integrability of the Landau-Lifshitz model

We investigate the quantum integrability of the Landau-Lifshitz (LL) model and solve the long-standing problem of finding the local quantum Hamiltonian for the arbitrary n-particle sector. The particular difficulty of the LL model quantization, which arises due to the ill-defined operator product, is dealt with by simultaneously regularizing the operator product and constructing the self-adjoint extensions of a very particular structure. The diagonalizibility difficulties of the Hamiltonian of the LL model, due to the highly singular nature of the quantum-mechanical Hamiltonian, are also resolved in our method for the arbitrary n-particle sector. We explicitly demonstrate the consistency of our construction with the quantum inverse scattering method due to Sklyanin [Lett. Math. Phys. 15, 357 (1988)] and give a prescription to systematically construct the general solution, which explains and generalizes the puzzling results of Sklyanin for the particular two-particle sector case. Moreover, we demonstrate the S-matrix factorization and show that it is a consequence of the discontinuity conditions on the functions involved in the construction of the self-adjoint extensions.

Directed Abelian algebras and their application to stochastic models

With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

Covariant Gauge on the Lattice: A New Implementation

We derive a new implementation of linear covariant gauges on the lattice, based on a minimizing functional that can be interpreted as the Hamiltonian of a spin-glass model in a random external magnetic field. We show that our method solves most problems encountered in earlier implementations, mostly related to the no-go condition formulated by Giusti [Nucl. Phys. B498, 331 (1997)]. We carry out tests in the SU(2) case in four space-time dimensions. We also present preliminary results for the transverse gluon propagator at different values of the gauge parameter xi.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Modeling and Analysis of Piezoelectric Energy Harvesting From Aeroelastic Vibrations Using the Doublet-Lattice Method

Multifunctional structures are pointed out as an important technology for the design of aircraft with volume, mass, and energy source limitations such as unmanned air vehicles (UAVs) and micro air vehicles (MAVs). In addition to its primary function of bearing aerodynamic loads, the wing/spar structure of an UAV or a MAV with embedded piezoceramics can provide an extra electrical energy source based on the concept of vibration energy harvesting to power small and wireless electronic components. Aeroelastic vibrations of a lifting surface can be converted into electricity using piezoelectric transduction. In this paper, frequency-domain piezoaeroelastic modeling and analysis of a canti-levered platelike wing with embedded piezoceramics is presented for energy harvesting. The electromechanical finite-element plate model is based on the thin-plate (Kirchhoff) assumptions while the unsteady aerodynamic model uses the doublet-lattice method. The electromechanical and aerodynamic models are combined to obtain the piezoaeroelastic equations, which are solved using a p-k scheme that accounts for the electromechanical coupling. The evolution of the aerodynamic damping and the frequency of each mode are obtained with changing airflow speed for a given electrical circuit. Expressions for piezoaeroelastically coupled frequency response functions (voltage, current, and electrical power as well the vibratory motion) are also defined by combining flow excitation with harmonic base excitation. Hence, piezoaeroelastic evolution can be investigated in frequency domain for different airflow speeds and electrical boundary conditions. [DOI:10.1115/1.4002785]

Simulation of the Barkhausen Noise using random field Ising model with long-range interaction

We present a method to simulate the Magnetic Barkhausen Noise using the Random Field Ising Model with magnetic long-range interaction. The method allows calculating the magnetic flux density behavior in particular sections of the lattice reticule. The results show an internal demagnetizing effect that proceeds from the magnetic long-range interactions. This demagnetizing effect induces the appearing of a magnetic pattern in the region of magnetic avalanches. When compared with the traditional method, the proposed numerical procedure neatly reduces computational costs of simulation. (c) 2008 Published by Elsevier B.V.

Stochastic stability analysis for the constant-modulus algorithm

We derive an easy-to-compute approximate bound for the range of step-sizes for which the constant-modulus algorithm (CMA) will remain stable if initialized close to a minimum of the CM cost function. Our model highlights the influence, of the signal constellation used in the transmission system: for smaller variation in the modulus of the transmitted symbols, the algorithm will be more robust, and the steady-state misadjustment will be smaller. The theoretical results are validated through several simulations, for long and short filters and channels.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Thermodynamic modelling of an Al(2)O(3)-MnO system using the ionic model

The thermodynamic assessment of an Al(2)O(3)-MnO pseudo-binary system has been carried out with the use of an ionic model. The use of the electro-neutrality principles in addition to the constitutive relations, between site fractions of the species on each sub-lattice, the thermodynamics descriptions of each solid phase has been determined to make possible the solubility description. Based on the thermodynamics descriptions of each phase in addition to thermo-chemical data obtained from the literature, the Gibbs energy functions were optimized for each phase of the Al(2)O(3)-MnO system with the support of PARROT(R) module from ThemoCalc(R) package. A thermodynamic database was obtained, in agreement with the thermo-chemical data extracted from the literature, to describe the Al(2)O(3)-MnO system including the solubility description of solid phases. (C) 2009 Elsevier Ltd. All rights reserved.

Multiphase flow in the vascular system of wood: From microscopic exploration to 3-D Lattice Boltzmann experiments

This paper provides insights into liquid free water dynamics in wood vessels based on Lattice Boltzmann experiments. The anatomy of real wood samples was reconstructed from systematic 3-D analyses of the vessel contours derived from successive microscopic images. This virtual vascular system was then used to supply fluid-solid boundary conditions to a two-phase Lattice Boltzmann scheme and investigate capillary invasion of this hydrophilic porous medium. Behavior of the liquid phase was strongly dependent on anatomical features, especially vessel bifurcations and reconnections. Various parameters were examined in numerical experiments with ideal vessel bifurcations, to clarify our interpretation of these features. (c) 2010 Elsevier Ltd. All rights reserved.