148 resultados para Hurst Exponent


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An integrable asymmetric exclusion process with impurities is formulated. The model displays the full spectrum of the stochastic asymmetric XXZ chain plus new levels. We derive the Bethe equations and calculate the spectral gap for the totally asymmetric diffusion at half filling. While the standard asymmetric exclusion process without impurities belongs to the KPZ universality class with an exponent 3/2, our model has a scaling exponent 5/3.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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In this work, we deal with a micro electromechanical system (MEMS), represented by a micro-accelerometer. Through numerical simulations, it was found that for certain parameters, the system has a chaotic behavior. The chaotic behaviors in a fractional order are also studied numerically, by historical time and phase portraits, and the results are validated by the existence of positive maximal Lyapunov exponent. Three control strategies are used for controlling the trajectory of the system: State Dependent Riccati Equation (SDRE) Control, Optimal Linear Feedback Control, and Fuzzy Sliding Mode Control. The controls proved effective in controlling the trajectory of the system studied and robust in the presence of parametric errors.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Some dynamical properties for a classical particle confined inside a closed region with an elliptical-oval-like shape are studied. The dynamics of the model is made by using a two-dimensional nonlinear mapping. The phase space of the system is of mixed kind and we have found the condition that breaks the invariant spanning curves in the phase space. We have discussed also some statistical properties of the phase space and obtained the behaviour of the positive Lyapunov exponent. (C) 2009 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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Some dynamical properties for a problem concerning the acceleration of particles in a wave packet are studied. The model is described in terms of a two-dimensional nonlinear map obtained from a Hamiltonian which describes the motion of a relativistic standard map. The phase space is mixed in the sense that there are regular and chaotic regions coexisting. When dissipation is introduced, the property of area preservation is broken and attractors emerge. We have shown that a tiny increase of the dissipation causes a change in the phase space. A chaotic attractor as well as its basin of attraction are destroyed thereby leading the system to experience a boundary crisis. We have characterized such a boundary crisis via a collision of the chaotic attractor with the stable manifold of a saddle fixed point. Once the chaotic attractor is destroyed, a chaotic transient described by a power law with exponent 1 is observed. (C) 2011 Elsevier B.V. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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A new universal empirical function that depends on a single critical exponent (acceleration exponent) is proposed to describe the scaling behavior in a dissipative kicked rotator. The scaling formalism is used to describe two regimes of dissipation: (i) strong dissipation and (ii) weak dissipation. For case (i) the model exhibits a route to chaos known as period doubling and the Feigenbaum constant along the bifurcations is obtained. When weak dissipation is considered the average action as well as its standard deviation are described using scaling arguments with critical exponents. The universal empirical function describes remarkably well a phase transition from limited to unlimited growth of the average action. (C) 2012 Elsevier B.V. All rights reserved.

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Some dynamical properties for a Lorentz gas were studied considering both static and time-dependent boundaries. For the static case, it was confirmed that the system has a chaotic component characterized with a positive Lyapunov exponent. For the time-dependent perturbation, the model was described using a four-dimensional nonlinear map. The behaviour of the average velocity is considered in two different situations: (i) non-dissipative and (ii) dissipative dynamics. Our results confirm that unlimited energy growth is observed for the non-dissipative case. However, and totally new for this model, when dissipation via inelastic collisions is introduced, the scenario changes and the unlimited energy growth is suppressed, thus leading to a phase transition from unlimited to limited energy growth. The behaviour of the average velocity is described using scaling arguments. (C) 2010 Elsevier B.V. All rights reserved.

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Some dynamical properties present in a problem concerning the acceleration of particles in a wave packet are studied. The dynamics of the model is described in terms of a two-dimensional area preserving map. We show that the phase space is mixed in the sense that there are regular and chaotic regions coexisting. We use a connection with the standard map in order to find the position of the first invariant spanning curve which borders the chaotic sea. We find that the position of the first invariant spanning curve increases as a power of the control parameter with the exponent 2/3. The standard deviation of the kinetic energy of an ensemble of initial conditions obeys a power law as a function of time, and saturates after some crossover. Scaling formalism is used in order to characterise the chaotic region close to the transition from integrability to nonintegrability and a relationship between the power law exponents is derived. The formalism can be applied in many different systems with mixed phase space. Then, dissipation is introduced into the model and therefore the property of area preservation is broken, and consequently attractors are observed. We show that after a small change of the dissipation, the chaotic attractor as well as its basin of attraction are destroyed, thus leading the system to experience a boundary crisis. The transient after the crisis follows a power law with exponent -2. (C) 2011 Elsevier Ltd. All rights reserved.

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Some dynamical properties of a bouncing ball model under the presence of an external force modelled by two nonlinear terms are studied. The description of the model is made by the use of a two-dimensional nonlinear measure-preserving map on the variable's velocity of the particle and time. We show that raising the straight of a control parameter which controls one of the nonlinearities, the positive Lyapunov exponent decreases in the average and suffers abrupt changes. We also show that for a specific range of control parameters, the model exhibits the phenomenon of Fermi acceleration. The explanation of both behaviours is given in terms of the shape of the external force and due to a discontinuity of the moving wall's velocity.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)