Langevin equations with multiplicative noise: Application to domain growth

Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.

Interpolation methods for stochastic processes spaces

In this paper the scales of classes of stochastic processes are introduced. New interpolation theorems and boundedness of some transforms of stochastic processes are proved. Interpolation method for generously-monotonous rocesses is entered. Conditions and statements of interpolation theorems concern he xed stochastic process, which diers from the classical results.

Stochastic processes induced by dichotomous markov noise: Some exact dynamical results

Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.

Computer simulation study of liquid lithium at 470 and 843 K

Both structural and dynamical properties of 7Li at 470 and 843 K are studied by molecular dynamics simulation and the results are comapred with the available experimental data. Two effective interatomic potentials are used, i.e., a potential derived from the Ashcroft pseudopotential [Phys. Lett. 23, 48 (1966)] and a recently proposed potential deduced from the neutral pseudoatom method [J. Phys.: Condens. Matter 5, 4283 (1993)]. Although the shape of the two potential functions is very different, the majority of the properties calculated from them are very similar. The differences among the results using the two interaction models are carefully discussed.

Diffusive transport properties in monovalent and divalent metal-ion halide melts: A computer simulation study

Self- and cross-velocity correlation functions and related transport coefficients of molten salts are studied by molecular-dynamics simulation. Six representative systems are considered, i.e., NaCl and KCl alkali halides, CuCl and CuBr noble-metal halides, and SrCl2 and ZnCl2 divalent metal-ion halides. Computer simulation results are compared with experimental self-diffusion coefficients and electrical conductivities. Special attention is paid to dynamic cross correlations and their dependence on the Coulomb interactions as well as on the size and mass differences between anions and cations.

Computer-simulation study of magnetic relaxation in anisotropic magnetic systems

We present a computer-simulation study of the effect of the distribution of energy barriers in an anisotropic magnetic system on the relaxation behavior of the magnetization. While the relaxation law for the magnetization can be approximated in all cases by a time logarithmic decay, the law for the dependence of the magnetic viscosity with temperature is found to be quite sensitive to the shape of the distribution of barriers. The low-temperature region for the magnetic viscosity never extrapolates to a positive no-null value. Moreover our computer simulation results agree reasonably well with some recent relaxation experiments on highly anisotropic single-domain particles.

Comblike poly(a-alkyl g glutamate)s: computer simulation studies of an intermediate thermal phase.

Monte Carlo (MC) simulations have been used to study the structure of an intermediate thermal phase of poly(R-octadecyl ç,D-glutamate). This is a comblike poly(ç-peptide) able to adopt a biphasic structure that has been described as a layered arrangement of backbone helical rods immersed in a paraffinic pool of polymethylene side chains. Simulations were performed at two different temperatures (348 and 363 K), both of them above the melting point of the paraffinic phase, using the configurational bias MC algorithm. Results indicate that layers are constituted by a side-by-side packing of 17/5 helices. The organization of the interlayer paraffinic region is described in atomistic terms by examining the torsional angles and the end-to-end distances for the octadecyl side chains. Comparison with previously reported comblike poly(â-peptide)s revealed significant differences in the organization of the alkyl side chains.

Millora d’un prototipus de control de qualitat de producció de paper pintat basat en visió per computador

L’objectiu d’aquest projecte és realitzar l’anàlisi, disseny i implementació d’una nova eina per analitzar les diferencies entre el paper que s’està produint i les mostres de referència, que millori els resultats obtinguts pel prototipus anterior i faciliti la interpretació dels resultats obtinguts, per part dels operaris de l’empresa. Partint de dos imatges escannejades que anomenem patró i mostra, que corresponen respectivament a les imatges de referència i de la mostra de producció

Relaxation times of non-Markovian processes

We consider a general class of non-Markovian processes defined by stochastic differential equations with Ornstein-Uhlenbeck noise. We present a general formalism to evaluate relaxation times associated with correlation functions in the steady state. This formalism is a generalization of a previous approach for Markovian processes. The theoretical results are shown to be in satisfactory agreement both with experimental data for a cubic bistable system and also with a computer simulation of the Stratonovich model. We comment on the dynamical role of the non-Markovianicity in different situations.

Reaction-diffusion lattice gas: Theory and computer results

We report on the study of nonequilibrium ordering in the reaction-diffusion lattice gas. It is a kinetic model that relaxes towards steady states under the simultaneous competition of a thermally activated creation-annihilation $(reaction$) process at temperature T, and a diffusion process driven by a heat bath at temperature T?T. The phase diagram as one varies T and T, the system dimension d, the relative priori probabilities for the two processes, and their dynamical rates is investigated. We compare mean-field theory, new Monte Carlo data, and known exact results for some limiting cases. In particular, no evidence of Landau critical behavior is found numerically when d=2 for Metropolis rates but Onsager critical points and a variety of first-order phase transitions.

A distributed environment for virtual and/or real experiments for underwater robots

This paper presents the distributed environment for virtual and/or real experiments for underwater robots (DEVRE). This environment is composed of a set of processes running on a local area network composed of three sites: 1) the onboard AUV computer; 2) a surface computer used as human-machine interface (HMI); and 3) a computer used for simulating the vehicle dynamics and representing the virtual world. The HMI can be transparently linked to the real sensors and actuators dealing with a real mission. It can also be linked with virtual sensors and virtual actuators, dealing with a virtual mission. The aim of DEVRE is to assist engineers during the software development and testing in the lab prior to real experiments

Calculation of Franck-Condon factors including anharmonicity: simulation of the C2 H4+ X̃2B 3u←C2 H4X̃1 Ag band in the photoelectron spectrum of ethylene

Our new simple method for calculating accurate Franck-Condon factors including nondiagonal (i.e., mode-mode) anharmonic coupling is used to simulate the C2H4+X2B 3u←C2H4X̃1 Ag band in the photoelectron spectrum. An improved vibrational basis set truncation algorithm, which permits very efficient computations, is employed. Because the torsional mode is highly anharmonic it is separated from the other modes and treated exactly. All other modes are treated through the second-order perturbation theory. The perturbation-theory corrections are significant and lead to a good agreement with experiment, although the separability assumption for torsion causes the C2 D4 results to be not as good as those for C2 H4. A variational formulation to overcome this circumstance, and deal with large anharmonicities in general, is suggested

Option pricing under stochastic volatility and stochastic interest rate in the Spanish case

Among the underlying assumptions of the Black-Scholes option pricingmodel, those of a fixed volatility of the underlying asset and of aconstantshort-term riskless interest rate, cause the largest empirical biases. Onlyrecently has attention been paid to the simultaneous effects of thestochasticnature of both variables on the pricing of options. This paper has tried toestimate the effects of a stochastic volatility and a stochastic interestrate inthe Spanish option market. A discrete approach was used. Symmetricand asymmetricGARCH models were tried. The presence of in-the-mean and seasonalityeffectswas allowed. The stochastic processes of the MIBOR90, a Spanishshort-terminterest rate, from March 19, 1990 to May 31, 1994 and of the volatilityofthe returns of the most important Spanish stock index (IBEX-35) fromOctober1, 1987 to January 20, 1994, were estimated. These estimators wereused onpricing Call options on the stock index, from November 30, 1993 to May30, 1994.Hull-White and Amin-Ng pricing formulas were used. These prices werecomparedwith actual prices and with those derived from the Black-Scholesformula,trying to detect the biases reported previously in the literature. Whereasthe conditional variance of the MIBOR90 interest rate seemed to be freeofARCH effects, an asymmetric GARCH with in-the-mean and seasonalityeffectsand some evidence of persistence in variance (IEGARCH(1,2)-M-S) wasfoundto be the model that best represent the behavior of the stochasticvolatilityof the IBEX-35 stock returns. All the biases reported previously in theliterature were found. All the formulas overpriced the options inNear-the-Moneycase and underpriced the options otherwise. Furthermore, in most optiontrading, Black-Scholes overpriced the options and, because of thetime-to-maturityeffect, implied volatility computed from the Black-Scholes formula,underestimatedthe actual volatility.