Langevin simulation of scalar fields: Additive and multiplicative noises and lattice renormalization

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Improved Langevin approach to spinodal decomposition in the chiral transition

We use an improved Langevin description that incorporates both additive and multiplicative noise terms to study the dynamics of phase ordering. We perform real-time lattice simulations to investigate the role played by different contributions to the dissipation and noise. Lattice-size independence is assured by the use of appropriate lattice counterterms. © 2006 American Institute of Physics.

Dinâmica caótica e sincronização de fase em mapas acoplados

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

White Noise e Cosmopolis: análise do processo de desumanização em ficções pós-modernas

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparative Analysis of Objective Distortion Measures for Speech Signals Degraded by Noise

Speech signals degraded by additive noise can affects different applications in telecommunication. The noise may degrades the intelligibility of the speech signals and its waveforms as well. In some applications such as speech coding, both intelligibility and waveform quality are important but only intelligibility has been focused lastly. So, modern speech quality measurement techniques such as PESQ (Perceptual Evaluation of Speech Quality) have been used and classical distortion measurement techniques such as Cepstral Distance are becoming unused. In this paper it is shown that some classical distortion measures are still important in applications where speech corrupted by additive noise has to be evaluated.

Microscopic origin of non-Gaussian distributions of financial returns

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.

Identification and filtering of uncharacteristic noise in the CMS hadron calorimeter

Commissioning studies of the CMS hadron calorimeter have identified sporadic uncharacteristic noise and a small number of malfunctioning calorimeter channels. Algorithms have been developed to identify and address these problems in the data. The methods have been tested on cosmic ray muon data, calorimeter noise data, and single beam data collected with CMS in 2008. The noise rejection algorithms can be applied to LHC collision data at the trigger level or in the offline analysis. The application of the algorithms at the trigger level is shown to remove 90% of noise events with fake missing transverse energy above 100 GeV, which is sufficient for the CMS physics trigger operation. © 2010 IOP Publishing Ltd and SISSA.

Ajuste de modelos não lineares e estimativas de parâmetros genéticos para produção de ovos de uma linhagem de poedeiras White Leghorn

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Redução de ruído em sinais de voz no domínio wavelet

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Synchronization enhancement via an oscillatory bath in a network of self-excited cells

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)