Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

Long-range correlations in diffusive systems away from equilibrium

We study the dynamics of density fluctuations in purely diffusive systems away from equilibrium. Under some conditions the static density correlation function becomes long ranged. We then analyze this behavior in the framework of nonequilibrium fluctuating hydrodynamics.

Structural disorder in two-dimensional random magnets: Very thin films of rare earths and transition metals

The low-temperature isothermal magnetization curves, M(H), of SmCo4 and Fe3Tb thin films are studied according to the two-dimensional correlated spin-glass model of Chudnovsky. We have calculated the magnetization law in approach to saturation and shown that the M(H) data fit well the theory at high and low fields. In our fit procedure we have used three different correlation functions. The Gaussian decay correlation function fits well the experimental data for both samples.

Nonequilibrium patterns and shape fluctuations in reactive membranes

A simple kinetic model of a two-component deformable and reactive bilayer is presented. The two differently shaped components are interconverted by a nonequilibrium reaction, and a phenomenological coupling between local composition and curvature is proposed. When the two components are not miscible, linear stability analysis predicts, and numerical simulations show, the formation of stationary nonequilibrium composition/curvature patterns whose typical size is determined by the reactive process. For miscible components, a linearization of the dynamic equations is performed in order to evaluate the correlation function for shape fluctuations from which the behavior of these systems in micropipet aspiration experiments can be predicted.

Aggregation under a forced convective flow

Morphological transitions are analyzed for a radial multiparticle diffusion-limited aggregation process grown under a convective drift. The introduction of a tangential flow changes the morphology of the diffusion-limited structure, into multiarm structures, inclined opposite to the flow, whose limit consists of single arms, when decreasing density. The case of shear flow is also considered. The anisotropy of the patterns is characterized in terms of a tangential correlation function based analysis. Comparison between the simulation results and preliminary experimental results has been done.

Algebraic decay of velocity fluctuations near a wall

Computer simulations of the dynamics of a colloidal particle suspended in a fluid confined by an interface show that the asymptotic decay of the velocity correlation functions is algebraic. The exponents of the long-time tails depend on the direction of motion of the particle relative to the surface, as well as on the specific nature of the boundary conditions. In particular, we find that for the angular velocity correlation function, the decay in the presence of a slip surface is faster than the one corresponding to a stick one. An intuitive picture is introduced to explain the various long-time tails, and the simulations are compared with theoretical expressions where available.

Amplitude envelope synchronization in coupled chaotic oscillators.

A peculiar type of synchronization has been found when two Van der PolDuffing oscillators, evolving in different chaotic attractors, are coupled. As the coupling increases, the frequencies of the two oscillators remain different, while a synchronized modulation of the amplitudes of a signal of each system develops, and a null Lyapunov exponent of the uncoupled systems becomes negative and gradually larger in absolute value. This phenomenon is characterized by an appropriate correlation function between the returns of the signals, and interpreted in terms of the mutual excitation of new frequencies in the oscillators power spectra. This form of synchronization also occurs in other systems, but it shows up mixed with or screened by other forms of synchronization, as illustrated in this paper by means of the examples of the dynamic behavior observed for three other different models of chaotic oscillators.

Capacity of MIMO Channels: asymptotic evaluation under correlated fading

This paper investigates the asymptotic uniform power allocation capacity of frequency nonselective multiple-inputmultiple-output channels with fading correlation at either thetransmitter or the receiver. We consider the asymptotic situation,where the number of inputs and outputs increase without boundat the same rate. A simple uniparametric model for the fadingcorrelation function is proposed and the asymptotic capacity perantenna is derived in closed form. Although the proposed correlationmodel is introduced only for mathematical convenience, itis shown that its shape is very close to an exponentially decayingcorrelation function. The asymptotic expression obtained providesa simple and yet useful way of relating the actual fadingcorrelation to the asymptotic capacity per antenna from a purelyanalytical point of view. For example, the asymptotic expressionsindicate that fading correlation is more harmful when arising atthe side with less antennas. Moreover, fading correlation does notinfluence the rate of growth of the asymptotic capacity per receiveantenna with high Eb /N0.

Thomas-Fermi theory for atomic nuclei revisited

The recently developed semiclassical variational Wigner-Kirkwood (VWK) approach is applied to finite nuclei using external potentials and self-consistent mean fields derived from Skyrme inter-actions and from relativistic mean field theory. VWK consist s of the Thomas-Fermi part plus a pure, perturbative h 2 correction. In external potentials, VWK passes through the average of the quantal values of the accumulated level density and total en energy as a function of the Fermi energy. However, there is a problem of overbinding when the energy per particle is displayed as a function of the particle number. The situation is analyzed comparing spherical and deformed harmonic oscillator potentials. In the self-consistent case, we show for Skyrme forces that VWK binding energies are very close to those obtained from extended Thomas-Fermi functionals of h 4 order, pointing to the rapid convergence of the VWK theory. This satisfying result, however, does not cure the overbinding problem, i.e., the semiclassical energies show more binding than they should. This feature is more pronounced in the case of Skyrme forces than with the relativistic mean field approach. However, even in the latter case the shell correction energy for e.g.208 Pb turns out to be only ∼ −6 MeV what is about a factor two or three off the generally accepted value. As an adhoc remedy, increasing the kinetic energy by 2.5%, leads to shell correction energies well acceptable throughout the periodic table. The general importance of the present studies for other finite Fermi systems, self-bound or in external potentials, is pointed out.

An Interface Damage Model for the Simulation of Delamination Under Variable-Mode Ratio in Composite Materials

A thermodynamically consistent damage model for the simulation of progressive delamination under variable mode ratio is presented. The model is formulated in the context of the Damage Mechanics. The constitutive equation that results from the definition of the free energy as a function of a damage variable is used to model the initiation and propagation of delamination. A new delamination initiation criterion is developed to assure that the formulation can account for changes in the loading mode in a thermodynamically consistent way. The formulation proposed accounts for crack closure effets avoiding interfacial penetration of two adjacent layers aftercomplete decohesion. The model is implemented in a finite element formulation. The numerical predictions given by the model are compared with experimental results

Systematic study of the static electrical properties of the CO molecule: influence of the basis set size and correlation energy

The influence of the basis set size and the correlation energy in the static electrical properties of the CO molecule is assessed. In particular, we have studied both the nuclear relaxation and the vibrational contributions to the static molecular electrical properties, the vibrational Stark effect (VSE) and the vibrational intensity effect (VIE). From a mathematical point of view, when a static and uniform electric field is applied to a molecule, the energy of this system can be expressed in terms of a double power series with respect to the bond length and to the field strength. From the power series expansion of the potential energy, field-dependent expressions for the equilibrium geometry, for the potential energy and for the force constant are obtained. The nuclear relaxation and vibrational contributions to the molecular electrical properties are analyzed in terms of the derivatives of the electronic molecular properties. In general, the results presented show that accurate inclusion of the correlation energy and large basis sets are needed to calculate the molecular electrical properties and their derivatives with respect to either nuclear displacements or/and field strength. With respect to experimental data, the calculated power series coefficients are overestimated by the SCF, CISD, and QCISD methods. On the contrary, perturbation methods (MP2 and MP4) tend to underestimate them. In average and using the 6-311 + G(3df) basis set and for the CO molecule, the nuclear relaxation and the vibrational contributions to the molecular electrical properties amount to 11.7%, 3.3%, and 69.7% of the purely electronic μ, α, and β values, respectively

Energy and structure of dilute hard- and soft-sphere gases

The energy and structure of dilute hard- and soft-sphere Bose gases are systematically studied in the framework of several many-body approaches, such as the variational correlated theory, the Bogoliubov model, and the uniform limit approximation, valid in the weak-interaction regime. When possible, the results are compared with the exact diffusion Monte Carlo ones. Jastrow-type correlation provides a good description of the systems, both hard- and soft-spheres, if the hypernetted chain energy functional is freely minimized and the resulting Euler equation is solved. The study of the soft-sphere potentials confirms the appearance of a dependence of the energy on the shape of the potential at gas paremeter values of x~0.001. For quantities other than the energy, such as the radial distribution functions and the momentum distributions, the dependence appears at any value of x. The occurrence of a maximum in the radial distribution function, in the momentum distribution, and in the excitation spectrum is a natural effect of the correlations when x increases. The asymptotic behaviors of the functions characterizing the structure of the systems are also investigated. The uniform limit approach is very easy to implement and provides a good description of the soft-sphere gas. Its reliability improves when the interaction weakens.

Modelling world investment markets using threshold conditional correlation models

In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

Electron localization function at the correlated level

The electron localization function (ELF) has been proven so far a valuable tool to determine the location of electron pairs. Because of that, the ELF has been widely used to understand the nature of the chemical bonding and to discuss the mechanism of chemical reactions. Up to now, most applications of the ELF have been performed with monodeterminantal methods and only few attempts to calculate this function for correlated wave functions have been carried out. Here, a formulation of ELF valid for mono- and multiconfigurational wave functions is given and compared with previous recently reported approaches. The method described does not require the use of the homogeneous electron gas to define the ELF, at variance with the ELF definition given by Becke. The effect of the electron correlation in the ELF, introduced by means of configuration interaction with singles and doubles calculations, is discussed in the light of the results derived from a set of atomic and molecular systems

Energy partitioning for "fuzzy" atoms

The total energy of molecule in terms of 'fuzzy atoms' presented as sum of one- and two-atomic energy components is described. The divisions of three-dimensional physical space into atomic regions exhibit continuous transition from one to another. The energy components are on chemical energy scale according to proper definitions. The Becke's integration scheme and weight function determines realization of method which permits effective numerical integrations