Introduction to Focus Issue: Statistical mechanics and billiard-type dynamical systems

Dynamical systems of the billiard type are of fundamental importance for the description of numerous phenomena observed in many different fields of research, including statistical mechanics, Hamiltonian dynamics, nonlinear physics, and many others. This Focus Issue presents the recent progress in this area with contributions from the mathematical as well as physical stand point. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4730155]

Statistical and dynamical properties of a dissipative kicked rotator

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

In silico network topology-based prediction of gene essentiality

The identification of genes essential for survival is important for the understanding of the minimal requirements for cellular life and for drug design. As experimental studies with the purpose of building a catalog of essential genes for a given organism are time-consuming and laborious, a computational approach which could predict gene essentiality with high accuracy would be of great value. We present here a novel computational approach, called NTPGE (Network Topology-based Prediction of Gene Essentiality), that relies on the network topology features of a gene to estimate its essentiality. The first step of NTPGE is to construct the integrated molecular network for a given organism comprising protein physical, metabolic and transcriptional regulation interactions. The second step consists in training a decision-tree-based machine-learning algorithm on known essential and non-essential genes of the organism of interest, considering as learning attributes the network topology information for each of these genes. Finally, the decision-tree classifier generated is applied to the set of genes of this organism to estimate essentiality for each gene. We applied the NTPGE approach for discovering the essential genes in Escherichia coli and then assessed its performance. (C) 2007 Elsevier B.V. All rights reserved.

Thermodynamics of a Peyrard-Bishop One-Dimensional Lattice with On-site Hump Potential

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Variational supersymmetric approach to evaluate Fokker-Planck probability

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Quantum description of spin tunneling in magnetic molecules

Starting from a phenomenological Hamiltonian originally written in terms of angular momentum operators we derive a new quantum angle-based Hamiltonian that allows for a discussion on the quantum spin tunneling. The study of the applicability of the present approach, carried out in calculations with a soluble quasi-spin model, shows that we are allowed to use our method in the description of physical systems such as the Mn12-acetate molecule, as well as the octanuclear iron cluster, Fe8, in a reliable way. With the present description the interpretation of the spin tunneling is seen to be direct, the spectra and energy barriers of those systems are obtained, and it is shown that they agree with the experimental ones. (c) 2006 Elsevier B.V. All rights reserved.

Electromagnetic field at finite temperature: A first order approach

In this work we study the electromagnetic field at finite temperature via the massless DKP formalism. The constraint analysis is performed and the partition function for the theory is constructed and computed. When it is specialized to the spin 1 sector we obtain the well-known result for the thermodynamic equilibrium of the electromagnetic field. (c) 2006 Elsevier B.V. All rights reserved.

Cosmological term and fundamental physics

A nonvanishing cosmological term in Einstein's equations implies a nonvanishing spacetime curvature even in the absence of any kind of matter. It would, in consequence, affect many of the underlying kinematic tenets of physical theory. The usual commutative spacetime translations of the Poincare group would be replaced by the mixed conformal translations of the de Sitter group, leading to obvious alterations in elementary concepts such as time, energy and momentum. Although negligible at small scales, such modifications may come to have important consequences both in the large and for the inflationary picture of the early Universe. A qualitative discussion is presented, which suggests deep changes in Hamiltonian, Quantum and Statistical Mechanics. In the primeval universe as described by the standard cosmological model, in particular, the equations of state of the matter sources could be quite different from those usually introduced.

Operator ordering in quantum radiative processes

In this work we reexamine quantum electrodynamics of atomic electrons in the Coulomb gauge in the dipole approximation and calculate the shift of atomic energy levels in the context of Dalibard, Dupont-Roc and Cohen-Tannoudji formalism by considering the variation rates of physical observable. We then analyze the physical interpretation of the ordering of operators in the dipole approximation interaction Hamiltonian in terms of field fluctuations and self-reaction of atomic electrons, discussing the arbitrariness in the statistical functions in second-order bound-state perturbation theory. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Dressed coordinates: the path-integral approach

The recently introduced dressed coordinates are studied in the path-integral approach. These coordinates are defined in the context of a harmonic oscillator linearly coupled to massless scalar field and it is shown that in this model the dressed coordinates appear as a coordinate transformation preserving the path-integral functional measure. The analysis also generalizes the sum rules established in a previous work. (c) 2006 Elsevier B.V. All rights reserved.

Quantum spin tunneling in a soluble quasi-spin model: an angle-based potential description

We propose an approach which allows one to construct and use a potential function written in terms of an angle variable to describe interacting spin systems. We show how this can be implemented in the Lipkin-Meshkov-Glick, here considered a paradigmatic spin model. It is shown how some features of the energy gap can be interpreted in terms of a spin tunneling. A discrete Wigner function is constructed for a symmetric combination of two states of the model and its time evolution is obtained. The physical information extracted from that function reinforces our description of phase oscillations in a potential. (c) 2004 Elsevier B.V. All rights reserved.

Ploidy, sex and crossing over in an evolutionary aging model

Nowadays, many forms of reproduction coexist in nature: Asexual, Sexual, apomictic and meiotic parthenogenesis, hermaphroditism and parasex. The mechanisms of their evolution and what made them successful reproductive alternatives are very challenging and debated questions. Here, using a simple evolutionary aging model, we give I possible scenario. By studying the performance of Populations where individuals may have diverse characteristics-different ploidies, sex with or without crossing over, as well as the absence of sex-we find all evolution sequence that may explain why there are actually two major or leading groups: Sexual and asexual. We also investigate the dependence of these characteristics on different conditions of fertility and deleterious mutations. Finally, if the primeval organisms oil Earth were, in fact, asexual individuals we conjecture that the sexual form of reproduction could have more easily been set and found its niche during a period of low-intensity mutations. (c) 2005 Elsevier B.V. All rights reserved.

The impossibility of a universal relativistic temperature transformation

The non-existence of a relativistic temperature transformation is due to the fact that an observer moving in a heat reservoir cannot detect a blackbody spectrum. (C) 2004 Published by Elsevier B.V.

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.