951 resultados para random first-order transition
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We introduce jump processes in R(k), called density-profile processes, to model biological signaling networks. Our modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. We are mostly interested on the multi-dimensional empirical-magnetization vector in the thermodynamic limit, and prove that, within arbitrary finite time-intervals, its path converges almost surely to a deterministic trajectory determined by a first-order (non-linear) differential equation with explicit bounds on the distance between the stochastic and deterministic trajectories. As parameters of the spin-flip dynamics change, the associated dynamical system may go through bifurcations, associated to phase transitions in the statistical mechanical setting. We present a simple example of spin-flip stochastic model, associated to a synthetic biology model known as repressilator, which leads to a dynamical system with Hopf and pitchfork bifurcations. Depending on the parameter values, the magnetization random path can either converge to a unique stable fixed point, converge to one of a pair of stable fixed points, or asymptotically evolve close to a deterministic orbit in Rk. We also discuss a simple signaling pathway related to cancer research, called p53 module.
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Este artigo investiga versões do modelo de passeio aleatório dos preços de ativos em diversos horizontes de tempo, para carteiras diversificadas de ações no mercado brasileiro. Evidências contrárias a tal modelo são observadas nos horizontes diário e semanal, caracterizados por persistência. As evidências são mais fracas em períodos mais recentes. Encontramos também sazonalidades diárias, incluindo o efeito segunda-feira, e mensais. Adicionalmente, um padrão de assimetria de autocorrelações cruzadas de primeira ordem entre os retornos de carteiras de firmas agrupadas segundo seu tamanho também é observado, indicando no caso de retornos diários e semanais que retornos de firmas grandes ajudam a prever retornos de firmas pequenas. Evidências de não linearidades nos retornos são observadas em diversos horizontes de tempo.
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In this paper, we decompose the variance of logarithmic monthly earnings of prime age males into its permanent and transitory components, using a five-wave rotating panel from the Venezuelan “Encuesta de Hogares por Muestreo” from 1995 to 1997. As far as we know, this is the first time a variance components model is estimated for a developing country. We test several specifications and find that an error component model with individual random effects and first order serially correlated errors fits the data well. In the simplest model, around 22% of earnings variance is explained by the variance of permanent component, 77% by purely stochastic variation and the remaining 1% by serial correlation. These results contrast with studies from industrial countries where the permanent component is predominant. The permanent component is usually interpreted as the results of productivity characteristics of individuals whereas the transitory component is due to stochastic perturbations such as job and/or price instability, among others. Our findings may be due to the timing of the panel when occurred precisely during macroeconomic turmoil resulting from a severe financial crisis. The findings suggest that earnings instability is an important source of inequality in a region characterized by high inequality and macroeconomic instability.
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The study of aerodynamic loading variations has many engineering applications, including helicopter rotor blades, wind turbines and turbo machinery. This work uses a Vortex Method to make a lagrangian description of the a twodimensional airfoil/ incident wake vortex interaction. The flow is incompressible, newtonian, homogeneus and the Reynolds Number is 5x105 .The airfoil is a NACA 0018 placed a angle of attack of the 0° and 5°simulates with the Painel Method with a constant density vorticity panels and a generation poit is near the painel. The protector layer is created does not permit vortex inside the body. The vortex Lamb convection is realized with the Euler Method (first order) and Adans-Bashforth (second order). The Random Walk Method is used to simulate the diffusion. The circular wake has 366 vortex all over positive or negative vorticity located at different heights with respect to the airfoil chord. The Lift was calculated based in the algorithm created by Ricci (2002). This simulation uses a ready algorithm vatidated with single body does not have a incident wake. The results are compared with a experimental work The comparasion concludes that the experimental results has a good agrement with this papper
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When GNSS receivers capable of collecting dual-frequency data are available, it is possible to eliminate the first-order ionospheric effect in the data processing through the ionosphere-free linear combination. However, the second- and third-order ionospheric effects still remain. The first-, second- and third-order ionospheric effects are directly proportional to the total electron content (TEC), although the second- and third-order effects are influenced, respectively, by the geomagnetic field and the maximum electron density. In recent years, the international scientific community has given more attention to these kinds of effects and some works have shown that for high precision GNSS positioning these effects have to be taken into consideration. We present a software tool called RINEX_HO that was developed to correct GPS observables for second- and third-order ionosphere effects. RINEX_HO requires as input a RINEX observation file, then computes the second- and third-order ionospheric effects, and applies the corrections to the original GPS observables, creating a corrected RINEX file. The mathematical models implemented to compute these effects are presented, as well as the transformations involving the earth's magnetic field. The use of TEC from global ionospheric maps and TEC calculated from raw pseudorange measurements or pseudoranges smoothed by phase is also investigated.
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The Global Positioning System (GPS) transmits signals in two frequencies. It allows the correction of the first order ionospheric effect by using the ionosphere free combination. However, the second and third order ionospheric effects, which combined may cause errors of the order of centimeters in the GPS measurements, still remain. In this paper the second and third order ionospheric effects, which were taken into account in the GPS data processing in the Brazilian region, were investigated. The corrected and not corrected GPS data from these effects were processed in the relative and precise point positioning (PPP) approaches, respectively, using Bernese V5.0 software and the PPP software (GPSPPP) from NRCAN (Natural Resources Canada). The second and third order corrections were applied in the GPS data using an in-house software that is capable of reading a RINEX file and applying the corrections to the GPS observables, creating a corrected RINEX file. For the relative processing case, a Brazilian network with long baselines was processed in a daily solution considering a period of approximately one year. For the PPP case, the processing was accomplished using data collected by the IGS FORT station considering the period from 2001 to 2006 and a seasonal analysis was carried out, showing a semi-annual and an annual variation in the vertical component. In addition, a geographical variation analysis in the PPP for the Brazilian region has confirmed that the equatorial regions are more affected by the second and third order ionospheric effects than other regions.
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After removal of the Selective Availability in 2000, the ionosphere became the dominant error source for Global Navigation Satellite Systems (GNSS), especially for the high-accuracy (cm-mm) demanding applications like the Precise Point Positioning (PPP) and Real Time Kinematic (RTK) positioning.The common practice of eliminating the ionospheric error, e. g. by the ionosphere free (IF) observable, which is a linear combination of observables on two frequencies such as GPS L1 and L2, accounts for about 99% of the total ionospheric effect, known as the first order ionospheric effect (Ion1). The remaining 1% residual range errors (RREs) in the IF observable are due to the higher - second and third, order ionospheric effects, Ion2 and Ion3, respectively. Both terms are related with the electron content along the signal path; moreover Ion2 term is associated with the influence of the geomagnetic field on the ionospheric refractive index and Ion3 with the ray bending effect of the ionosphere, which can cause significant deviation in the ray trajectory (due to strong electron density gradients in the ionosphere) such that the error contribution of Ion3 can exceed that of Ion2 (Kim and Tinin, 2007).The higher order error terms do not cancel out in the (first order) ionospherically corrected observable and as such, when not accounted for, they can degrade the accuracy of GNSS positioning, depending on the level of the solar activity and geomagnetic and ionospheric conditions (Hoque and Jakowski, 2007). Simulation results from early 1990s show that Ion2 and Ion3 would contribute to the ionospheric error budget by less than 1% of the Ion1 term at GPS frequencies (Datta-Barua et al., 2008). Although the IF observable may provide sufficient accuracy for most GNSS applications, Ion2 and Ion3 need to be considered for higher accuracy demanding applications especially at times of higher solar activity.This paper investigates the higher order ionospheric effects (Ion2 and Ion3, however excluding the ray bending effects associated with Ion3) in the European region in the GNSS positioning considering the precise point positioning (PPP) method. For this purpose observations from four European stations were considered. These observations were taken in four time intervals corresponding to various geophysical conditions: the active and quiet periods of the solar cycle, 2001 and 2006, respectively, excluding the effects of disturbances in the geomagnetic field (i.e. geomagnetic storms), as well as the years of 2001 and 2003, this time including the impact of geomagnetic disturbances. The program RINEX_HO (Marques et al., 2011) was used to calculate the magnitudes of Ion2 and Ion3 on the range measurements as well as the total electron content (TEC) observed on each receiver-satellite link. The program also corrects the GPS observation files for Ion2 and Ion3; thereafter it is possible to perform PPP with both the original and corrected GPS observation files to analyze the impact of the higher order ionospheric error terms excluding the ray bending effect which may become significant especially at low elevation angles (Ioannides and Strangeways, 2002) on the estimated station coordinates.
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The effect of manganese on the vibrational properties of Ga(1-x)Mn(x)N (0 <= x <= 0.18) films has been investigated by Raman scattering using 488.0 and 632.8 nm photon excitations. The first-order transverse and longitudinal optical GaN vibrational bands were observed in the whole composition range using both excitations, while the corresponding overtones, as well as a prominent peak located in 1238 cm(-1) (153.5 meV) were only observed in the Mn-containing films under 488.0 nm excitation. We propose that the peak observed at 1238 cm(-1) is due to resonant Mn local vibrational modes, the excitation process being related to electronic transitions involving the Mn acceptor band.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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The diffusive epidemic process (PED) is a nonequilibrium stochastic model which, exhibits a phase trnasition to an absorbing state. In the model, healthy (A) and sick (B) individuals diffuse on a lattice with diffusion constants DA and DB, respectively. According to a Wilson renormalization calculation, the system presents a first-order phase transition, for the case DA > DB. Several researches performed simulation works for test this is conjecture, but it was not possible to observe this first-order phase transition. The explanation given was that we needed to perform simulation to higher dimensions. In this work had the motivation to investigate the critical behavior of a diffusive epidemic propagation with Lévy interaction(PEDL), in one-dimension. The Lévy distribution has the interaction of diffusion of all sizes taking the one-dimensional system for a higher-dimensional. We try to explain this is controversy that remains unresolved, for the case DA > DB. For this work, we use the Monte Carlo Method with resuscitation. This is method is to add a sick individual in the system when the order parameter (sick density) go to zero. We apply a finite size scalling for estimates the critical point and the exponent critical =, e z, for the case DA > DB
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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The stability of a Bose-Einstein condensed state of trapped ultra-cold atoms is investigated under the assumption of an attractive two-body and a repulsive three-body interaction. The Ginzburg-Pitaevskii-Gross (GPG) nonlinear Schrodinger equation is extended to include an effective potential dependent on the square of the density and solved numerically for the s-wave. The lowest collective mode excitations are determined and their dependences on the number of atoms and on the strength of the three-body force are studied. The addition of three-body dynamics can allow the number of condensed atoms to increase considerably, even when the strength of the three-body force is very small compared with the strength of the two-body force. We study in detail the first-order liquid-gas phase transition for the condensed state, which can happen in a critical range of the effective three-body force parameter.
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We discuss the asymptotic properties of quantum states density for fundamental p-branes which can yield a microscopic interpretation of the thermodynamic quantities in M-theory. The matching of the BPS part of spectrum for superstring and supermembrane gives the possibility of getting membrane's results via string calculations. In the weak coupling limit of M-theory, the critical behavior coincides with the first-order phase transition in the standard string theory at temperature less than the Hagedorn's temperature T-H. The critical temperature at large coupling constant is computed by considering M-theory on manifold with topology R-9 circle times T-2. Alternatively we argue that any finite temperature can be introduced in the framework of membrane thermodynamics.
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Critical limits of a stationary nonlinear three-dimensional Schrodinger equation with confining power-law potentials (similar to r(alpha)) are obtained using spherical symmetry. When the nonlinearity is given by an attractive two-body interaction (negative cubic term), it is shown how the maximum number of particles N-c in the trap increases as alpha decreases. With a negative cubic and positive quintic terms we study a first order phase transition, that occurs if the strength g(3) of the quintic term is less than a critical value g(3c). At the phase transition, the behavior of g(3c) with respect to alpha is given by g(3c)similar to 0.0036+0.0251/alpha+0.0088/alpha(2).
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A gauge theory of second order in the derivatives of the auxiliary field is constructed following Utiyama's program. A novel field strength G = partial derivative F + fAF arises besides the one of the first order treatment, F = partial derivative A - partial derivative A + fAA. The associated conserved current is obtained. It has a new feature: topological terms are determined from local invariance requirements. Podolsky Generalized Eletrodynamics is derived as a particular case in which the Lagrangian of the gauge field is L-P alpha G(2). In this application the photon mass is estimated. The SU(N) infrared regime is analysed by means of Alekseev-Arbuzov-Baikov's Lagrangian. (c) 2006 Elsevier B.V. All rights reserved.