Exported oscillator competition: A concept to analyse complex rhytms

We study the interaction between two independent nonlinear oscillators competing through a neutral excitable element. The first oscillator, completely deterministic, acts as a normal pacemaker sending pulses to the neutral element which fires when it is excited by these pulses. The second oscillator, endowed with some randomness, though unable to make the excitable element to beat, leads to the occasional suppression of its firing. The missing beats or errors are registered and their statistics analyzed in terms of the noise intensity and the periods of both oscillators. This study is inspired in some complex rhythms such as a particular class of heart arrhythmia.

Modeling a processive molecular motor: the conventional kinesin

We present a model that allows for the derivation of the experimentally accesible observables: spatial steps, mean velocity, stall force, useful power, efficiency and randomness, etc. as a function of the [adenosine triphosphate] concentration and an external load F. The model presents a minimum of adjustable parameters and the theoretical predictions compare well with the available experimental results.

Pattern formation during mesophase growth in a homologous series

Remarkable differences in the shape of the nematic-smectic-B interface in a quasi-two-dimensional geometry have been experimentally observed in three liquid crystals of very similar molecular structure, i.e., neighboring members of a homologous series. In the thermal equilibrium of the two mesophases a faceted rectanglelike shape was observed with considerably different shape anisotropies for the three homologs. Various morphologies such as dendritic, dendriticlike, and faceted shapes of the rapidly growing smectic-B germ were also observed for the three substances. Experimental results were compared with computer simulations based on the phase field model. The pattern forming behavior of a binary mixture of two homologs was also studied.

Cosmological perturbations from stochastic gravity

In inflationary cosmological models driven by an inflaton field the origin of the primordial inhomogeneities which are responsible for large-scale structure formation are the quantum fluctuations of the inflaton field. These are usually calculated using the standard theory of cosmological perturbations, where both the gravitational and the inflaton fields are linearly perturbed and quantized. The correlation functions for the primordial metric fluctuations and their power spectrum are then computed. Here we introduce an alternative procedure for calculating the metric correlations based on the Einstein-Langevin equation which emerges in the framework of stochastic semiclassical gravity. We show that the correlation functions for the metric perturbations that follow from the Einstein-Langevin formalism coincide with those obtained with the usual quantization procedures when the scalar field perturbations are linearized. This method is explicitly applied to a simple model of chaotic inflation consisting of a Robertson-Walker background, which undergoes a quasi-de Sitter expansion, minimally coupled to a free massive quantum scalar field. The technique based on the Einstein-Langevin equation can, however, deal naturally with the perturbations of the scalar field even beyond the linear approximation, as is actually required in inflationary models which are not driven by an inflaton field, such as Starobinsky¿s trace-anomaly driven inflation or when calculating corrections due to nonlinear quantum effects in the usual inflaton driven models.

Synchronization, diversity, and topology of networks of integrate and fire oscillators

We study synchronization dynamics of a population of pulse-coupled oscillators. In particular, we focus our attention on the interplay between topological disorder and synchronization features of networks. First, we analyze synchronization time T in random networks, and find a scaling law which relates T to network connectivity. Then, we compare synchronization time for several other topological configurations, characterized by a different degree of randomness. The analysis shows that regular lattices perform better than a disordered network. This fact can be understood by considering the variability in the number of links between two adjacent neighbors. This phenomenon is equivalent to having a nonrandom topology with a distribution of interactions and it can be removed by an adequate local normalization of the couplings.

Mossbauer studies of amorphous FeSi compositionally modulated thin films

Conversion electron Mossbauer spectra of composition modulated FeSi thin films have been analysed within the framework of a quasi shape independent model in which the distribution function for the hyperfine fields is assumed to be given by a binomial distribution. Both the hyperfine field and the hyperfine field distribution depend on the modulation characteristic length.

Analytic behavior of the QED polarizability function at finite temperature

We revisit the analytical properties of the static quasi-photon polarizability function for an electron gas at finite temperature, in connection with the existence of Friedel oscillations in the potential created by an impurity. In contrast with the zero temperature case, where the polarizability is an analytical function, except for the two branch cuts which are responsible for Friedel oscillations, at finite temperature the corresponding function is non analytical, in spite of becoming continuous everywhere on the complex plane. This effect produces, as a result, the survival of the oscillatory behavior of the potential. We calculate the potential at large distances, and relate the calculation to the non-analytical properties of the polarizability.

Option valuation as an expectation in the complex domain: The Black-Scholes case

It is very well known that the first succesful valuation of a stock option was done by solving a deterministic partial differential equation (PDE) of the parabolic type with some complementary conditions specific for the option. In this approach, the randomness in the option value process is eliminated through a no-arbitrage argument. An alternative approach is to construct a replicating portfolio for the option. From this viewpoint the payoff function for the option is a random process which, under a new probabilistic measure, turns out to be of a special type, a martingale. Accordingly, the value of the replicating portfolio (equivalently, of the option) is calculated as an expectation, with respect to this new measure, of the discounted value of the payoff function. Since the expectation is, by definition, an integral, its calculation can be made simpler by resorting to powerful methods already available in the theory of analytic functions. In this paper we use precisely two of those techniques to find the well-known value of a European call

Max-convex decompositions for cooperative TU games

We show that any cooperative TU game is the maximum of a finite collection of convex games. This max-convex decomposition can be refined by using convex games with non-negative dividends for all coalitions of at least two players. As a consequence of the above results we show that the class of modular games is a set of generators of the distributive lattice of all cooperative TU games. Finally, we characterize zero-monotonic games using a strong max-convex decomposition

Buy-and-Hold Strategies and Comonotonic Approximations

[cat] En aquest article estudiem estratègies “comprar i mantenir” per a problemes d’optimitzar la riquesa final en un context multi-període. Com que la riquesa final és una suma de variables aleatòries dependents, on cadascuna d’aquestes correspon a una quantitat de capital que s’ha invertit en un actiu particular en una data determinada, en primer lloc considerem aproximacions que redueixen l’aleatorietat multivariant al cas univariant. A continuació, aquestes aproximacions es fan servir per determinar les estratègies “comprar i mantenir” que optimitzen, per a un nivell de probabilitat donat, el VaR i el CLTE de la funció de distribució de la riquesa final. Aquest article complementa el treball de Dhaene et al. (2005), on es van considerar estratègies de reequilibri constant.

Dynamics of Fréedericksz transition in a fluctuating magnetic field

Fréedericksz transition under twist deformation in a nematic layer is discussed when the magnetic field has a random component. A dynamical model which includes the thermal fluctuations of the system is presented. The randomness of the field produces a shift of the instability point. Beyond this instability point the time constant characteristic of the approach to the stationary stable state decreases because of the field fluctuations. The opposite happens for fields smaller than the critical one. The decay time of an unstable state, calculated as a mean first-passage time, is also decreased by the field fluctuations.

Growth rate of fractal copper electrodeposits: Potential and concentration effects

Experiments are reported on fractal copper electrodeposits. An electrochemical cell was designed in order to obtain a potentiostatic control on the quasi-two-dimensional electrodeposition process. The aim was focused on the analysis of the growth rate of the electrodeposited phase, in particular its dependence on the electrode potential and electrolyte concentration.

Dynamics of a paramagnetic colloidal particle driven on a magnetic-bubble lattice

We present a theoretical study of the recently observed dynamical regimes of paramagnetic colloidal particles externally driven above a regular lattice of magnetic bubbles [P. Tierno, T. H. Johansen, and T. M. Fischer, Phys. Rev. Lett. 99, 038303 (2007)]. An external precessing magnetic field alters the potential generated by the surface of the film in such a way to either drive the particle circularly around one bubble, ballistically through the array, or in triangular orbits on the interstitial regions between the bubbles. In the ballistic regime, we observe different trajectories performed by the particles phase locked with the external driving. Superdiffusive motion, which was experimentally found bridging the localized and delocalized dynamics, emerge only by introducing a certain degree of randomness into the bubbles size distribution.

Nanomechanical properties of molecular organic thin films

Using atomic force microscopy we have studied the nanomechanical response to nanoindentations of surfaces of highly oriented molecular organic thin films (thickness¿1000¿nm). The Young¿s modulus E can be estimated from the elastic deformation using Hertzian mechanics. For the quasi-one-dimensional metal tetrathiafulvalene tetracyanoquinodimethane E~20¿GPa and for the ¿ phase of the p-nitrophenyl nitronyl nitroxide radical E~2GPa. Above a few GPa, the surfaces deform plastically as evidenced by discrete discontinuities in the indentation curves associated to molecular layers being expelled by the penetrating tip.

Ab Initio study of magnetic interactions in the KCuF3 and K2CuF4 low-dimensional Systems

The ab initio cluster model approach has been used to study the electronic structure and magnetic coupling of KCuF3 and K2CuF4 in their various ordered polytype crystal forms. Due to a cooperative Jahn-Teller distortion these systems exhibit strong anisotropies. In particular, the magnetic properties strongly differ from those of isomorphic compounds. Hence, KCuF3 is a quasi-one-dimensional (1D) nearest neighbor Heisenberg antiferromagnet whereas K2CuF4 is the only ferromagnet among the K2MF4 series of compounds (M=Mn, Fe, Co, Ni, and Cu) behaving all as quasi-2D nearest neighbor Heisenberg systems. Different ab initio techniques are used to explore the magnetic coupling in these systems. All methods, including unrestricted Hartree-Fock, are able to explain the magnetic ordering. However, quantitative agreement with experiment is reached only when using a state-of-the-art configuration interaction approach. Finally, an analysis of the dependence of the magnetic coupling constant with respect to distortion parameters is presented.