30 resultados para Gaussian mixture model
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We investigate the mixing-demixing transition and the collapse in a quasi-two-dimensional degenerate boson-fermion mixture (DBFM) with a bosonic vortex. We solve numerically a quantum-hydrodynamic model based on a new density functional which accurately takes into account the dimensional crossover. It is demonstrated that with the increase of interspecies repulsion, a mixed state of DBFM could turn into a demixed state. The system collapses for interspecies attraction above a critical value which depends on the vortex quantum number. For interspecies attraction just below this critical limit there is almost complete mixing of boson and fermion components. Such mixed and demixed states of a DBFM could be experimentally realized by varying an external magnetic field near a boson-fermion Feshbach resonance, which will result in a continuous variation of interspecies interaction.
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We consider a one-dimensional mean-field-hydrodynamic model of a two-component degenerate Fermi gas in an external trap, each component representing a spin state of the same atom. We demonstrate that the interconversion between them (linear coupling), imposed by a resonant electromagnetic wave, transforms the immiscible binary gas into a miscible state, if the coupling constant, kappa, exceeds a critical value, kappa(cr). The effect is predicted in a variational approximation, and confirmed by numerical solutions. Unlike the recently studied model of a binary Bose-Einsten condensate with the linear coupling, the components in the immiscible phase of the binary fermion mixture never fill two separated domains with a wall between them, but rather form antilocked (pi-phase-shifted) density waves. Another difference from the bosonic mixture is spontaneous breaking of symmetry between the two components in terms of the numbers of atoms in them, N(1) and N(2). The latter effect is characterized by the parameter nu equivalent to(N(1)-N(2))/(N(1)+N(2)) (only N(1)+N(2) is a conserved quantity), the onset of miscibility at kappa >=kappa(cr) meaning a transition to nu equivalent to 0. At kappa
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In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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The spectral principle of Connes and Chamseddine is used as a starting point to define a discrete model for Euclidean quantum gravity. Instead of summing over ordinary geometries, we consider the sum over generalized geometries where topology, metric, and dimension can fluctuate. The model describes the geometry of spaces with a countable number n of points, and is related to the Gaussian unitary ensemble of Hermitian matrices. We show that this simple model has two phases. The expectation value
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Monte Carlo simulation results for pure liquid acetone and water-acetone mixtures calculated in the isothermal and isobaric (NPT) ensemble at T=298K and p=1.0atm are presented. The TIP4P model was used for water and optimized potential for liquid simulation (OPLS) force field parameters used for acetone. The results obtained for the average configurational energy as a function of the mole fraction are in good accord with experimental data. Energy partitioning and co-ordination numbers results calculated for equimolar water-acetone solution are compared to similar data obtained for other water-organic liquid mixtures. These results show an increase in water-water interaction energy and co-ordination numbers when the interaction between water and organic liquid molecules decrease. Distribution functions for pure liquid acetone and water-acetone mixtures are presented. Dipole-dipole angular correlation functions obtained for pure liquid acetone show a predominance of dimers with parallel alignment of dipole moments. Radial distribution functions from water-acetone interaction show characteristic features of hydrogen bonded liquids. Radial and angular distribution functions for water-water correlation calculated in pure water and in equimolar water-acetone mixture are compared, showing very similar features in both systems. (C) 1999 Elsevier B.V. B.V. All rights reserved.
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Unsteady flow of oil and refrigerant gas through radial clearance in rolling piston compressors has been modeled as a heterogeneous mixture, where the properties are determined from the species conservation transport equation coupled with momentum and energy equations. Time variations of pressure, tangential velocity of the rolling piston and radial clearance due to pump setting have been included in the mixture flow model. Those variables have been obtained by modeling the compression process, rolling piston dynamics and by using geometric characteristics of the pump, respectively. An important conclusion concerning this work is the large variation of refrigerant concentration in the oil-filled radial clearance during the compression cycle. That is particularly true for large values of mass flow rates, and for those cases the flow mixture cannot be considered as having uniform concentration. In presence of low mass flow rates homogeneous flow prevail and the mixture tend to have a uniform concentration. In general, it was observed that for calculating the refrigerant mass flow rate using the difference in refrigerant concentration between compression and suction chambers, a time average value for the gas concentration should be used at the clearance inlet.
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This paper presents the theoretical and experimental results for oxide thin film growth on titanium films previously deposited over glass substrate. Ti films of thickness 0.1 μm were heated by Nd:YAG laser pulses in air. The oxide tracks were created by moving the samples with a constant speed of 2 mm/s, under the laser action. The micro-topographic analysis of the tracks was performed by a microprofiler. The results taken along a straight line perpendicular to the track axis revealed a Gaussian profile that closely matches the laser's spatial mode profile, indicating the effectiveness of the surface temperature gradient on the film's growth process. The sample's micro-Raman spectra showed two strong bands at 447 and 612 cm -1 associated with the TiO 2 structure. This is a strong indication that thermo-oxidation reactions took place at the Ti film surface that reached an estimated temperature of 1160 K just due to the action of the first pulse. The results obtained from the numerical integration of the analytical equation which describes the oxidation rate (Wagner equation) are in agreement with the experimental data for film thickness in the high laser intensity region. This shows the partial accuracy of the one-dimensional model adopted for describing the film growth rate. © 2001 Elsevier Science B.V.
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The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.
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We use a time-dependent dynamical mean-field-hydrodynamic model to study mixing-demixing in a degenerate fermion-fermion mixture (DFFM). It is demonstrated that with the increase of interspecies repulsion and/or trapping frequencies, a mixed state of a DFFM could turn into a fully demixed state in both three-dimensional spherically symmetric as well as quasi-one-dimensional configurations. Such a demixed state of a DFFM could be experimentally realized by varying an external magnetic field near a fermion-fermion Feshbach resonance, which will result in an increase of interspecies fermion-fermion repulsion, and/or by increasing the external trap frequencies. © 2006 The American Physical Society.
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A Bayesian nonparametric model for Taguchi's on-line quality monitoring procedure for attributes is introduced. The proposed model may accommodate the original single shift setting to the more realistic situation of gradual quality deterioration and allows the incorporation of an expert's opinion on the production process. Based on the number of inspections to be carried out until a defective item is found, the Bayesian operation for the distribution function that represents the increasing sequence of defective fractions during a cycle considering a mixture of Dirichlet processes as prior distribution is performed. Bayes estimates for relevant quantities are also obtained. © 2012 Elsevier B.V.
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We suggest a time-dependent mean-field hydrodynamic model for a binary dipolar boson-fermion mixture to study the stability and collapse of fermions in the 164Dy-161Dy mixture. The condition of stability of the dipolar mixture is illustrated in terms of phase diagrams. A collapse is induced in a disk-shaped stable binary mixture by jumping the interspecies contact interaction from repulsive to attractive by the Feshbach resonance technique. The subsequent dynamics is studied by solving the time-dependent mean-field model including three-body loss due to molecule formation in boson-fermion and boson-boson channels. Collapse and fragmentation in the fermions after subsequent explosions are illustrated. The anisotropic dipolar interaction leads to anisotropic fermionic density distribution during collapse. This study is carried out in three-dimensional space using realistic values of dipolar and contact interactions. © 2013 American Physical Society.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Three Paracoccidioides brasiliensis antigens, namely a culture filtrate preparation, a somatic antigen and a mixture of equal parts of the two, were tested by two serological techniques against sera from patients with paracoccidioidomycosis, and in an in vivo delayed hypersensitivity model in mice. The antigen mixture was more sensitive than the two individual antigens for the evaluation of humoral and cellular immune response to P. brasiliensis, both in man and in experimental animals.