999 resultados para stability distributions


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In three-dimensional trapped Bose-Einstein condensate (BEC), described by the time-dependent Gross-Pitaevskii-Ginzburg equation, we study the effect of initial conditions on stability using a Gaussian variational approach and exact numerical simulations. We also discuss the validity of the criterion for stability suggested by Vakhitov and Kolokolov. The maximum initial chirp (initial focusing defocusing of cloud) that can lead a stable condensate to collapse even before the number of atoms reaches its critical limit is obtained for several specific cases. When we consider two- and three-body nonlinear terms, with negative cubic and positive quintic terms, we have the conditions for the existence of two phases in the condensate. In this case, the magnitude of the oscillations between the two phases are studied considering sufficient large initial chirps. The occurrence of collapse in a BEC with repulsive two-body interaction is also shown to be possible.

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Theoretical models predict lognormal species abundance distributions (SADs) in stable and productive environments, with log-series SADs in less stable, dispersal driven communities. We studied patterns of relative species abundances of perennial vascular plants in global dryland communities to: (i) assess the influence of climatic and soil characteristics on the observed SADs, (ii) infer how environmental variability influences relative abundances, and (iii) evaluate how colonisation dynamics and environmental filters shape abundance distributions. We fitted lognormal and log-series SADs to 91 sites containing at least 15 species of perennial vascular plants. The dependence of species relative abundances on soil and climate variables was assessed using general linear models. Irrespective of habitat type and latitude, the majority of the SADs (70.3%) were best described by a lognormal distribution. Lognormal SADs were associated with low annual precipitation, higher aridity, high soil carbon content, and higher variability of climate variables and soil nitrate. Our results do not corroborate models predicting the prevalence of log-series SADs in dryland communities. As lognormal SADs were particularly associated with sites with drier conditions and a higher environmental variability, we reject models linking lognormality to environmental stability and high productivity conditions. Instead our results point to the prevalence of lognormal SADs in heterogeneous environments, allowing for more evenly distributed plant communities, or in stressful ecosystems, which are generally shaped by strong habitat filters and limited colonisation. This suggests that drylands may be resilient to environmental changes because the many species with intermediate relative abundances could take over ecosystem functioning if the environment becomes suboptimal for dominant species.

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We study the sample-to-sample fluctuations of the overlap probability densities from large-scale equilibrium simulations of the three-dimensional Edwards-Anderson spin glass below the critical temperature. Ultrametricity, stochastic stability, and overlap equivalence impose constraints on the moments of the overlap probability densities that can be tested against numerical data. We found small deviations from the Ghirlanda Guerra predictions, which get smaller as system size increases. We also focus on the shape of the overlap distribution, comparing the numerical data to a mean-field-like prediction in which finite-size effects are taken into account by substituting delta functions with broad peaks.

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Some of the problems arising from the inherent instability of emulsions are discussed. Aspects of emulsion stability are described and particular attention is given to the influence of the chemical nature of the dispersed phase on adsorbed film structure and stability, Emulsion stability has been measured by a photomicrographic technique. Electrophoresis, interfacial tension and droplet rest-time data were also obtained. Emulsions were prepared using a range of oils, including aliphatic and aromatic hydrocarbons, dispersed In a solution of sodium dodecyl sulphate. In some cases a small amount of alkane or alkanol was incorporated into the oil phase. In general the findings agree with the classical view that the stability of oil-in-water emulsions is favoured by a closely packed interfacial film and appreciable electric charge on the droplets. The inclusion of non-ionic alcohol leads to enhanced stability, presumably owing to the formation of a "mixed" interfacial film which is more closely packed and probably more coherent than that of the anionic surfactant alone. In some instances differences in stability cannot he accounted for simply by differences in interfacial adsorption or droplet charge. Alternative explanations are discussed and it is postulated that the coarsening of emulsions may occur not only hy coalescence but also through the migration of oil from small droplets to larger ones by molecular diffusion. The viability of using the coalescence rates of droplets at a plane interface as a guide to emulsion stability has been researched. The construction of a suitable apparatus and the development of a standard testing procedure are described. Coalescence-time distributions may be correlated by equations similar to those presented by other workers, or by an analysis based upon the log-normal function. Stability parameters for a range of oils are discussed in terms of differences in film drainage and the natl1re of the interfacial film. Despite some broad correlations there is generally poor agreement between droplet and emulsion stabilities. It is concluded that hydrodynamic factors largely determine droplet stability in the systems studied. Consequently droplet rest-time measurements do not provide a sensible indication of emulsion stability,

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Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^