948 resultados para Random Coefficient Autoregressive Model{ RCAR (1)}


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A numerical study is presented of the third-dimensional Gaussian random-field Ising model at T=0 driven by an external field. Standard synchronous relaxation dynamics is employed to obtain the magnetization versus field hysteresis loops. The focus is on the analysis of the number and size distribution of the magnetization avalanches. They are classified as being nonspanning, one-dimensional-spanning, two-dimensional-spanning, or three-dimensional-spanning depending on whether or not they span the whole lattice in different space directions. Moreover, finite-size scaling analysis enables identification of two different types of nonspanning avalanches (critical and noncritical) and two different types of three-dimensional-spanning avalanches (critical and subcritical), whose numbers increase with L as a power law with different exponents. We conclude by giving a scenario for avalanche behavior in the thermodynamic limit.

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Spanning avalanches in the 3D Gaussian Random Field Ising Model (3D-GRFIM) with metastable dynamics at T=0 have been studied. Statistical analysis of the field values for which avalanches occur has enabled a Finite-Size Scaling (FSS) study of the avalanche density to be performed. Furthermore, a direct measurement of the geometrical properties of the avalanches has confirmed an earlier hypothesis that several types of spanning avalanches with two different fractal dimensions coexist at the critical point. We finally compare the phase diagram of the 3D-GRFIM with metastable dynamics with the same model in equilibrium at T=0.

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We study the nonequilibrium behavior of the three-dimensional Gaussian random-field Ising model at T=0 in the presence of a uniform external field using a two-spin-flip dynamics. The deterministic, history-dependent evolution of the system is compared with the one obtained with the standard one-spin-flip dynamics used in previous studies of the model. The change in the dynamics yields a significant suppression of coercivity, but the distribution of avalanches (in number and size) stays remarkably similar, except for the largest ones that are responsible for the jump in the saturation magnetization curve at low disorder in the thermodynamic limit. By performing a finite-size scaling study, we find strong evidence that the change in the dynamics does not modify the universality class of the disorder-induced phase transition.

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The influence of vacancy concentration on the behavior of the three-dimensional random field Ising model with metastable dynamics is studied. We have focused our analysis on the number of spanning avalanches which allows us a clear determination of the critical line where the hysteresis loops change from continuous to discontinuous. By a detailed finite-size scaling analysis we determine the phase diagram and numerically estimate the critical exponents along the whole critical line. Finally, we discuss the origin of the curvature of the critical line at high vacancy concentration.

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We investigate the influence of the driving mechanism on the hysteretic response of systems with athermal dynamics. In the framework of local mean-field theory at finite temperature (but neglecting thermally activated processes), we compare the rate-independent hysteresis loops obtained in the random field Ising model when controlling either the external magnetic field H or the extensive magnetization M. Two distinct behaviors are observed, depending on disorder strength. At large disorder, the H-driven and M-driven protocols yield identical hysteresis loops in the thermodynamic limit. At low disorder, when the H-driven magnetization curve is discontinuous (due to the presence of a macroscopic avalanche), the M-driven loop is reentrant while the induced field exhibits strong intermittent fluctuations and is only weakly self-averaging. The relevance of these results to the experimental observations in ferromagnetic materials, shape memory alloys, and other disordered systems is discussed.

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A model for the study of hysteresis and avalanches in a first-order phase transition from a single variant phase to a multivariant phase is presented. The model is based on a modification of the random-field Potts model with metastable dynamics by adding a dipolar interaction term truncated at nearest neighbors. We focus our study on hysteresis loop properties, on the three-dimensional microstructure formation, and on avalanche statistics.

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Intensive numerical studies of exact ground states of the two-dimensional ferromagnetic random field Ising model at T=0, with a Gaussian distribution of fields, are presented. Standard finite size scaling analysis of the data suggests the existence of a transition at ¿c=0.64±0.08. Results are compared with existing theories and with the study of metastable avalanches in the same model.

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We study the exact ground state of the two-dimensional random-field Ising model as a function of both the external applied field B and the standard deviation ¿ of the Gaussian random-field distribution. The equilibrium evolution of the magnetization consists in a sequence of discrete jumps. These are very similar to the avalanche behavior found in the out-of-equilibrium version of the same model with local relaxation dynamics. We compare the statistical distributions of magnetization jumps and find that both exhibit power-law behavior for the same value of ¿. The corresponding exponents are compared.

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In this paper we try to fit a threshold autoregressive (TAR) model to time series data of monthly coconut oil prices at Cochin market. The procedure proposed by Tsay [7] for fitting the TAR model is briefly presented. The fitted model is compared with a simple autoregressive (AR) model. The results are in favour of TAR process. Thus the monthly coconut oil prices exhibit a type of non-linearity which can be accounted for by a threshold model.

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We present an efficient method of combining wide angle neutron scattering data with detailed atomistic models, allowing us to perform a quantitative and qualitative mapping of the organisation of the chain conformation in both glass and liquid phases. The structural refinement method presented in this work is based on the exploitation of the intrachain features of the diffraction pattern and its intimate linkage with atomistic models by the use of internal coordinates for bond lengths, valence angles and torsion rotations. Atomic connectivity is defined through these coordinates that are in turn assigned by pre-defined probability distributions, thus allowing for the models in question to be built stochastically. Incremental variation of these coordinates allows for the construction of models that minimise the differences between the observed and calculated structure factors. We present a series of neutron scattering data of 1,2 polybutadiene at the region 120-400K. Analysis of the experimental data yield bond lengths for C-C and C=C of 1.54Å and 1.35Å respectively. Valence angles of the backbone were found to be at 112° and the torsion distributions are characterised by five rotational states, a three-fold trans-skew± for the backbone and gauche± for the vinyl group. Rotational states of the vinyl group were found to be equally populated, indicating a largely atactic chan. The two backbone torsion angles exhibit different behaviour with respect to temperature of their trans population, with one of them adopting an almost all trans sequence. Consequently the resulting configuration leads to a rather persistent chain, something indicated by the value of the characteristic ratio extrapolated from the model. We compare our results with theoretical predictions, computer simulations, RIS models and previously reported experimental results.

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The general circulation models used to simulate global climate typically feature resolution too coarse to reproduce many smaller-scale processes, which are crucial to determining the regional responses to climate change. A novel approach to downscale climate change scenarios is presented which includes the interactions between the North Atlantic Ocean and the European shelves as well as their impact on the North Atlantic and European climate. The goal of this paper is to introduce the global ocean-regional atmosphere coupling concept and to show the potential benefits of this model system to simulate present-day climate. A global ocean-sea ice-marine biogeochemistry model (MPIOM/HAMOCC) with regionally high horizontal resolution is coupled to an atmospheric regional model (REMO) and global terrestrial hydrology model (HD) via the OASIS coupler. Moreover, results obtained with ROM using NCEP/NCAR reanalysis and ECHAM5/MPIOM CMIP3 historical simulations as boundary conditions are presented and discussed for the North Atlantic and North European region. The validation of all the model components, i.e., ocean, atmosphere, terrestrial hydrology, and ocean biogeochemistry is performed and discussed. The careful and detailed validation of ROM provides evidence that the proposed model system improves the simulation of many aspects of the regional climate, remarkably the ocean, even though some biases persist in other model components, thus leaving potential for future improvement. We conclude that ROM is a powerful tool to estimate possible impacts of climate change on the regional scale.