126 resultados para Random field model
Resumo:
We present a phase-field model for the dynamics of the interface between two inmiscible fluids with arbitrary viscosity contrast in a rectangular Hele-Shaw cell. With asymptotic matching techniques we check the model to yield the right Hele-Shaw equations in the sharp-interface limit, and compute the corrections to these equations to first order in the interface thickness. We also compute the effect of such corrections on the linear dispersion relation of the planar interface. We discuss in detail the conditions on the interface thickness to control the accuracy and convergence of the phase-field model to the limiting Hele-Shaw dynamics. In particular, the convergence appears to be slower for high viscosity contrasts.
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We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollardeutsche mark future exchange, finding good agreement between theory and the observed data.
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We present a model for transport in multiply scattering media based on a three-dimensional generalization of the persistent random walk. The model assumes that photons move along directions that are parallel to the axes. Although this hypothesis is not realistic, it allows us to solve exactly the problem of multiple scattering propagation in a thin slab. Among other quantities, the transmission probability and the mean transmission time can be calculated exactly. Besides being completely solvable, the model could be used as a benchmark for approximation schemes to multiple light scattering.
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We consider the effects of quantum fluctuations in mean-field quantum spin-glass models with pairwise interactions. We examine the nature of the quantum glass transition at zero temperature in a transverse field. In models (such as the random orthogonal model) where the classical phase transition is discontinuous an analysis using the static approximation reveals that the transition becomes continuous at zero temperature.
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Most methods for small-area estimation are based on composite estimators derived from design- or model-based methods. A composite estimator is a linear combination of a direct and an indirect estimator with weights that usually depend on unknown parameters which need to be estimated. Although model-based small-area estimators are usually based on random-effects models, the assumption of fixed effects is at face value more appropriate.Model-based estimators are justified by the assumption of random (interchangeable) area effects; in practice, however, areas are not interchangeable. In the present paper we empirically assess the quality of several small-area estimators in the setting in which the area effects are treated as fixed. We consider two settings: one that draws samples from a theoretical population, and another that draws samples from an empirical population of a labor force register maintained by the National Institute of Social Security (NISS) of Catalonia. We distinguish two types of composite estimators: a) those that use weights that involve area specific estimates of bias and variance; and, b) those that use weights that involve a common variance and a common squared bias estimate for all the areas. We assess their precision and discuss alternatives to optimizing composite estimation in applications.
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This work presents an analysis of hysteresis and dissipation in quasistatically driven disordered systems. The study is based on the random field Ising model with fluctuationless dynamics. It enables us to sort out the fraction of the energy input by the driving field stored in the system and the fraction dissipated in every step of the transformation. The dissipation is directly related to the occurrence of avalanches, and does not scale with the size of Barkhausen magnetization jumps. In addition, the change in magnetic field between avalanches provides a measure of the energy barriers between consecutive metastable states
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A phase-field model for dealing with dynamic instabilities in membranes is presented. We use it to study curvature-driven pearling instability in vesicles induced by the anchorage of amphiphilic polymers on the membrane. Within this model, we obtain the morphological changes reported in recent experiments. The formation of a homogeneous pearled structure is achieved by consequent pearling of an initial cylindrical tube from the tip. For high enough concentration of anchors, we show theoretically that the homogeneous pearled shape is energetically less favorable than an inhomogeneous one, with a large sphere connected to an array of smaller spheres.
Resumo:
We study the influence of disorder strength on the interface roughening process in a phase-field model with locally conserved dynamics. We consider two cases where the mobility coefficient multiplying the locally conserved current is either constant throughout the system (the two-sided model) or becomes zero in the phase into which the interface advances (one-sided model). In the limit of weak disorder, both models are completely equivalent and can reproduce the physical process of a fluid diffusively invading a porous media, where super-rough scaling of the interface fluctuations occurs. On the other hand, increasing disorder causes the scaling properties to change to intrinsic anomalous scaling. In the limit of strong disorder this behavior prevails for the one-sided model, whereas for the two-sided case, nucleation of domains in front of the invading front are observed.
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We make a numerical study of the effect that spatial perturbations have in normal Saffman-Taylor fingers driven at constant pressure gradients. We use a phase field model that allows for spatial variations in the Hele-Shaw cell. We find that, regardless of the specific way in which spatial perturbations are introduced, a lateral instability develops on the sides of the propagating Saffman-Taylor finger. Moreover, the instability exists regardless of the intensity of spatial perturbations in the cell as long as the perturbations are felt by the finger tip. If, as the finger propagates, the spatial perturbations felt by the tip change, the instability is nonperiodic. If, as the finger propagates, the spatial perturbations felt by the tip are persistent, the instability developed is periodic. In the later case, the instability is symmetrical or asymmetrical depending on the intensity of the perturbation.
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We study whether the neutron skin thickness Δrnp of 208Pb originates from the bulk or from the surface of the nucleon density distributions, according to the mean-field models of nuclear structure, and find that it depends on the stiffness of the nuclear symmetry energy. The bulk contribution to Δrnp arises from an extended sharp radius of neutrons, whereas the surface contribution arises from different widths of the neutron and proton surfaces. Nuclear models where the symmetry energy is stiff, as typical of relativistic models, predict a bulk contribution in Δrnp of 208Pb about twice as large as the surface contribution. In contrast, models with a soft symmetry energy like common nonrelativistic models predict that Δrnp of 208Pb is divided similarly into bulk and surface parts. Indeed, if the symmetry energy is supersoft, the surface contribution becomes dominant. We note that the linear correlation of Δrnp of 208Pb with the density derivative of the nuclear symmetry energy arises from the bulk part of Δrnp. We also note that most models predict a mixed-type (between halo and skin) neutron distribution for 208Pb. Although the halo-type limit is actually found in the models with a supersoft symmetry energy, the skin-type limit is not supported by any mean-field model. Finally, we compute parity-violating electron scattering in the conditions of the 208Pb parity radius experiment (PREX) and obtain a pocket formula for the parity-violating asymmetry in terms of the parameters that characterize the shape of the 208Pb nucleon densities.
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We study the contribution to vacuum decay in field theory due to the interaction between the long- and short-wavelength modes of the field. The field model considered consists of a scalar field of mass M with a cubic term in the potential. The dynamics of the long-wavelength modes becomes diffusive in this interaction. The diffusive behavior is described by the reduced Wigner function that characterizes the state of the long-wavelength modes. This function is obtained from the whole Wigner function by integration of the degrees of freedom of the short-wavelength modes. The dynamical equation for the reduced Wigner function becomes a kind of Fokker-Planck equation which is solved with suitable boundary conditions enforcing an initial metastable vacuum state trapped in the potential well. As a result a finite activation rate is found, even at zero temperature, for the formation of true vacuum bubbles of size M-1. This effect makes a substantial contribution to the total decay rate.
Resumo:
We consider an infinite number of noninteracting lattice random walkers with the goal of determining statistical properties of the time, out of a total time T, that a single site has been occupied by n random walkers. Initially the random walkers are assumed uniformly distributed on the lattice except for the target site at the origin, which is unoccupied. The random-walk model is taken to be a continuous-time random walk and the pausing-time density at the target site is allowed to differ from the pausing-time density at other sites. We calculate the dependence of the mean time of occupancy by n random walkers as a function of n and the observation time T. We also find the variance for the cumulative time during which the site is unoccupied. The large-T behavior of the variance differs according as the random walk is transient or recurrent. It is shown that the variance is proportional to T at large T in three or more dimensions, it is proportional to T3/2 in one dimension and to TlnT in two dimensions.
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We analyze the results for infinite nuclear and neutron matter using the standard relativistic mean field model and its recent effective field theory motivated generalization. For the first time, we show quantitatively that the inclusion in the effective theory of vector meson self-interactions and scalar-vector cross-interactions explains naturally the recent experimental observations of the softness of the nuclear equation of state, without losing the advantages of the standard relativistic model for finite nuclei.
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In a distributed key distribution scheme, a set of servers helps a set of users in a group to securely obtain a common key. Security means that an adversary who corrupts some servers and some users has no information about the key of a noncorrupted group. In this work, we formalize the security analysis of one such scheme which was not considered in the original proposal. We prove the scheme is secure in the random oracle model, assuming that the Decisional Diffie-Hellman (DDH) problem is hard to solve. We also detail a possible modification of that scheme and the one in which allows us to prove the security of the schemes without assuming that a specific hash function behaves as a random oracle. As usual, this improvement in the security of the schemes is at the cost of an efficiency loss.
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A mechanism of extraction of tubular membranes from a lipid vesicle is presented. A concentration gradient of anchoring amphiphilic polymers generates tubes from budlike vesicle protrusions. We explain this mechanism in the framework of the Canham-Helfrich model. The energy profile is analytically calculated and a tube with a fixed length, corresponding to an energy minimum, is obtained in a certain regime of parameters. Further, using a phase-field model, we corroborate these results numerically. We obtain the growth of tubes when a polymer source is added, and the budlike shape after removal of the polymer source, in accordance with recent experimental results.