Generalized Metropolis dynamics with a generalized master equation: An approach for time-independent and time-dependent Monte Carlo simulations of generalized spin systems

The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

Exponential stability for a plate equation with p-Laplacian and memory terms

This paper is concerned with the energy decay for a class of plate equations with memory and lower order perturbation of p-Laplacian type, utt+?2u-?pu+?0tg(t-s)?u(s)ds-?ut+f(u)=0inOXR+, with simply supported boundary condition, where O is a bounded domain of RN, g?>?0 is a memory kernel that decays exponentially and f(u) is a nonlinear perturbation. This kind of problem without the memory term models elastoplastic flows.

Conditions for the validity of the quantum Langevin equation

From microscopic models, a Langevin equation can, in general, be derived only as an approximation. Two possible conditions to validate this approximation are studied. One is, for a linear Langevin equation, that the frequency of the Fourier transform should be close to the natural frequency of the system. The other is by the assumption of "slow" variables. We test this method by comparison with an exactly soluble model and point out its limitations. We base our discussion on two approaches. The first is a direct, elementary treatment of Senitzky. The second is via a generalized Langevin equation as an intermediate step.

Validation of models for predicting milk urea nitrogen concentrations, estimating dry matter intake by the NRC (2001)

The objective of this study was to validate three different models for predicting milk urea nitrogen using field conditions, attempting to evaluate the nutritional adequacy diets for dairy cows and prediction of nitrogen excreted to the environment. Observations (4,749) from 855 cows were used. Milk yield, body weight (BW), days in milk and parity were recorded on the milk sampling days. Milk was sampled monthly, for analysis of milk urea nitrogen (MUN), fat, protein, lactose and total solids concentration and somatic cells count. Individual dry matter intake was estimated using the NRC (2001). The three models studied were derived from a first one to predict urinary nitrogen (UN). Model 1 was MUN = UN/12.54, model 2 was MUN = UN/17.6 and model 3 was MUN = UN/(0.0259 × BW), adjusted by body weight effect. To evaluate models, they were tested for accuracy, precision and robustness. Despite being more accurate (mean bias = 0.94 mg/dL), model 2 was less precise (residual error = 4.50 mg/dL) than model 3 (mean bias = 1.41 and residual error = 4.11 mg/dL), while model 1 was the least accurate (mean bias = 6.94 mg/dL) and the least precise (residual error = 5.40 mg/dL). They were not robust, because they were influenced by almost all the variables studied. The three models for predicting milk urea nitrogen were different with respect to accuracy, precision and robustness.

The role of asymmetries in rock-paper-scissors biodiversity models.

The maintenance of biodiversity is a long standing puzzle in ecology. It is a classical result that if the interactions of the species in an ecosystem are chosen in a random way, then complex ecosystems can't sustain themselves, meaning that the structure of the interactions between the species must be a central component on the preservation of biodiversity and on the stability of ecosystems. The rock-paper-scissors model is one of the paradigmatic models that study how biodiversity is maintained. In this model 3 species dominate each other in a cyclic way (mimicking a trophic cycle), that is, rock dominates scissors, that dominates paper, that dominates rock. In the original version of this model, this dominance obeys a 'Z IND 3' symmetry, in the sense that the strength of dominance is always the same. In this work, we break this symmetry, studying the effects of the addition of an asymmetry parameter. In the usual model, in a two dimensional lattice, the species distribute themselves according to spiral patterns, that can be explained by the complex Landau-Guinzburg equation. With the addition of asymmetry, new spatial patterns appear during the transient and the system either ends in a state with spirals, similar to the ones of the original model, or in a state where unstable spatial patterns dominate or in a state where only one species survives (and biodiversity is lost).

Structural stability of flexible lines in catenary configuration under torsion

Catenary risers can present during installation a very low tension close to seabed, which combined with torsion moment can lead to a structural instability, resulting in a loop. This is undesirable once it is possible that the loop turns into a kink, creating damage. This work presents a numerical methodology to analyze the conditions of loop formation in catenary risers. Stability criteria were applied to finite element models, including geometric nonlinearities and contact constraint due to riser-seabed interaction. The classical Greenhill's formula was used to predict the phenomenon and parametric analysis shows a “universal plot” able to predict instability in catenaries using a simple equation that can be applied for typical risers installation conditions and, generically, for catenary lines under torsion.

Stellar Models in General Relativity

Neutron stars are some of the most fascinating objects in Nature. Essentially all aspects of physics seems to be represented inside them. Their cores are likely to contain deconfined quarks, hyperons and other exotic phases of matter in which the strong interaction is the dominant force. The inner region of their solid crust is penetrated by superfluid neutrons and their magnetic fields may reach well over 1012 Gauss. Moreover, their extreme mean densities, well above the densities of nuclei, and their rapid rotation rates makes them truly relativistic both in the special as well as in the general sense. This thesis deals with a small subset of these phenomena. In particular the exciting possibility of trapping of gravita-tional waves is examined from a theoretical point of view. It is shown that the standard condition R < 3M is not essential to the trapping mechanism. This point is illustrated using the elegant tool provided by the optical geometry. It is also shown that a realistic equation of state proposed in the literature allows stable neutron star models with closed circular null orbits, something which is closely related to trapped gravitational waves. Furthermore, the general relativistic theory of elasticity is reviewed and applied to stellar models. Both static equilibrium as well as radially oscillating configurations with elasticsources are examined. Finally, Killing tensors are considered and their applicability to modeling of stars is discussed

Stochastic models and dynamic measures for the characterization of bistable circuits

During the last few years, a great deal of interest has risen concerning the applications of stochastic methods to several biochemical and biological phenomena. Phenomena like gene expression, cellular memory, bet-hedging strategy in bacterial growth and many others, cannot be described by continuous stochastic models due to their intrinsic discreteness and randomness. In this thesis I have used the Chemical Master Equation (CME) technique to modelize some feedback cycles and analyzing their properties, including experimental data. In the first part of this work, the effect of stochastic stability is discussed on a toy model of the genetic switch that triggers the cellular division, which malfunctioning is known to be one of the hallmarks of cancer. The second system I have worked on is the so-called futile cycle, a closed cycle of two enzymatic reactions that adds and removes a chemical compound, called phosphate group, to a specific substrate. I have thus investigated how adding noise to the enzyme (that is usually in the order of few hundred molecules) modifies the probability of observing a specific number of phosphorylated substrate molecules, and confirmed theoretical predictions with numerical simulations. In the third part the results of the study of a chain of multiple phosphorylation-dephosphorylation cycles will be presented. We will discuss an approximation method for the exact solution in the bidimensional case and the relationship that this method has with the thermodynamic properties of the system, which is an open system far from equilibrium.In the last section the agreement between the theoretical prediction of the total protein quantity in a mouse cells population and the observed quantity will be shown, measured via fluorescence microscopy.

Quantum hydrodynamic models for semiconductors with and without collisions

In dieser Arbeit werden Quantum-Hydrodynamische (QHD) Modelle betrachtet, die ihren Einsatz besonders in der Modellierung von Halbleiterbauteilen finden. Das QHD Modell besteht aus den Erhaltungsgleichungen für die Teilchendichte, das Momentum und die Energiedichte, inklusive der Quanten-Korrekturen durch das Bohmsche Potential. Zu Beginn wird eine Übersicht über die bekannten Ergebnisse der QHD Modelle unter Vernachlässigung von Kollisionseffekten gegeben, die aus ein­em Schrödinger-System für den gemischten-Zustand oder aus der Wigner-Glei­chung hergeleitet werden können. Nach der Reformulierung der eindimensionalen QHD Gleichungen mit linearem Potential als stationäre Schrö­din­ger-Gleichung werden die semianalytischen Fassungen der QHD Gleichungen für die Gleichspannungs-Kurve betrachtet. Weiterhin werden die viskosen Stabilisierungen des QHD Modells be­rück­sich­tigt, sowie die von Gardner vorgeschlagene numerische Viskosität für das {sf upwind} Finite-Differenzen Schema berechnet. Im Weiteren wird das viskose QHD Modell aus der Wigner-Glei­chung mit Fokker-Planck Kollisions-Ope­ra­tor hergeleitet. Dieses Modell enthält die physikalische Viskosität, die durch den Kollision-Operator eingeführt wird. Die Existenz der Lösungen (mit strikt positiver Teilchendichte) für das isotherme, stationäre, eindimensionale, viskose Modell für allgemeine Daten und nichthomogene Randbedingungen wird gezeigt. Die dafür notwendigen Abschätzungen hängen von der Viskosität ab und erlauben daher den Grenzübergang zum nicht-viskosen Fall nicht. Numerische Simulationen der Resonanz-Tunneldiode modelliert mit dem nichtisothermen, stationären, eindimensionalen, viskosen QHD Modell zeigen den Einfluss der Viskosität auf die Lösung. Unter Verwendung des von Degond und Ringhofer entwickelten Quanten-Entropie-Minimierungs-Verfahren werden die allgemeinen QHD-Gleichungen aus der Wigner-Boltzmann-Gleichung mit dem BGK-Kollisions-Operator hergeleitet. Die Herleitung basiert auf der vorsichtige Entwicklung des Quanten-Max­well­ians in Potenzen der skalierten Plankschen Konstante. Das so erhaltene Modell enthält auch vertex-Terme und dispersive Terme für die Ge­schwin­dig­keit. Dadurch bleibt die Gleichspannungs-Kurve für die Re­so­nanz-Tunnel­diode unter Verwendung des allgemeinen QHD Modells in einer Dimension numerisch erhalten. Die Ergebnisse zeigen, dass der dispersive Ge­schwin­dig­keits-Term die Lösung des Systems stabilisiert.

Numerical coupling of thermal-electric network models and energy-transport equations including optoelectronic semiconductor devices

In this work the numerical coupling of thermal and electric network models with model equations for optoelectronic semiconductor devices is presented. Modified nodal analysis (MNA) is applied to model electric networks. Thermal effects are modeled by an accompanying thermal network. Semiconductor devices are modeled by the energy-transport model, that allows for thermal effects. The energy-transport model is expandend to a model for optoelectronic semiconductor devices. The temperature of the crystal lattice of the semiconductor devices is modeled by the heat flow eqaution. The corresponding heat source term is derived under thermodynamical and phenomenological considerations of energy fluxes. The energy-transport model is coupled directly into the network equations and the heat flow equation for the lattice temperature is coupled directly into the accompanying thermal network. The coupled thermal-electric network-device model results in a system of partial differential-algebraic equations (PDAE). Numerical examples are presented for the coupling of network- and one-dimensional semiconductor equations. Hybridized mixed finite elements are applied for the space discretization of the semiconductor equations. Backward difference formluas are applied for time discretization. Thus, positivity of charge carrier densities and continuity of the current density is guaranteed even for the coupled model.

Topics in financial econometrics

In the first chapter, we consider the joint estimation of objective and risk-neutral parameters for SV option pricing models. We propose a strategy which exploits the information contained in large heterogeneous panels of options, and we apply it to S&P 500 index and index call options data. Our approach breaks the stochastic singularity between contemporaneous option prices by assuming that every observation is affected by measurement error. We evaluate the likelihood function by using a MC-IS strategy combined with a Particle Filter algorithm. The second chapter examines the impact of different categories of traders on market transactions. We estimate a model which takes into account traders’ identities at the transaction level, and we find that the stock prices follow the direction of institutional trading. These results are carried out with data from an anonymous market. To explain our estimates, we examine the informativeness of a wide set of market variables and we find that most of them are unambiguously significant to infer the identity of traders. The third chapter investigates the relationship between the categories of market traders and three definitions of financial durations. We consider trade, price and volume durations, and we adopt a Log-ACD model where we include information on traders at the transaction level. As to trade durations, we observe an increase of the trading frequency when informed traders and the liquidity provider intensify their presence in the market. For price and volume durations, we find the same effect to depend on the state of the market activity. The fourth chapter proposes a strategy to express order aggressiveness in quantitative terms. We consider a simultaneous equation model to examine price and volume aggressiveness at Euronext Paris, and we analyse the impact of a wide set of order book variables on the price-quantity decision.

Master Equation: Biological Applications and Thermodynamic Description

It is well known that many realistic mathematical models of biological systems, such as cell growth, cellular development and differentiation, gene expression, gene regulatory networks, enzyme cascades, synaptic plasticity, aging and population growth need to include stochasticity. These systems are not isolated, but rather subject to intrinsic and extrinsic fluctuations, which leads to a quasi equilibrium state (homeostasis). The natural framework is provided by Markov processes and the Master equation (ME) describes the temporal evolution of the probability of each state, specified by the number of units of each species. The ME is a relevant tool for modeling realistic biological systems and allow also to explore the behavior of open systems. These systems may exhibit not only the classical thermodynamic equilibrium states but also the nonequilibrium steady states (NESS). This thesis deals with biological problems that can be treat with the Master equation and also with its thermodynamic consequences. It is organized into six chapters with four new scientific works, which are grouped in two parts: (1) Biological applications of the Master equation: deals with the stochastic properties of a toggle switch, involving a protein compound and a miRNA cluster, known to control the eukaryotic cell cycle and possibly involved in oncogenesis and with the propose of a one parameter family of master equations for the evolution of a population having the logistic equation as mean field limit. (2) Nonequilibrium thermodynamics in terms of the Master equation: where we study the dynamical role of chemical fluxes that characterize the NESS of a chemical network and we propose a one parameter parametrization of BCM learning, that was originally proposed to describe plasticity processes, to study the differences between systems in DB and NESS.

Turbulence models in the atmospheric boundary layer under convective conditions

In this work a modelization of the turbulence in the atmospheric boundary layer, under convective condition, is made. For this aim, the equations that describe the atmospheric motion are expressed through Reynolds averages and, then, they need closures. This work consists in modifying the TKE-l closure used in the BOLAM (Bologna Limited Area Model) forecast model. In particular, the single column model extracted from BOLAM is used, which is modified to obtain other three different closure schemes: a non-local term is added to the flux- gradient relations used to close the second order moments present in the evolution equation of the turbulent kinetic energy, so that the flux-gradient relations become more suitable for simulating an unstable boundary layer. Furthermore, a comparison among the results obtained from the single column model, the ones obtained from the three new schemes and the observations provided by the known case in literature ”GABLS2” is made.

Numerical modelling of fluid-structure interaction with application in hemodynamics

The thesis deals with numerical algorithms for fluid-structure interaction problems with application in blood flow modelling. It starts with a short introduction on the mathematical description of incompressible viscous flow with non-Newtonian viscosity and a moving linear viscoelastic structure. The mathematical model consists of the generalized Navier-Stokes equation used for the description of fluid flow and the generalized string model for structure movement. The arbitrary Lagrangian-Eulerian approach is used in order to take into account moving computational domain. A part of the thesis is devoted to the discussion on the non-Newtonian behaviour of shear-thinning fluids, which is in our case blood, and derivation of two non-Newtonian models frequently used in the blood flow modelling. Further we give a brief overview on recent fluid-structure interaction schemes with discussion about the difficulties arising in numerical modelling of blood flow. Our main contribution lies in numerical and experimental study of a new loosely-coupled partitioned scheme called the kinematic splitting fluid-structure interaction algorithm. We present stability analysis for a coupled problem of non-Newtonian shear-dependent fluids in moving domains with viscoelastic boundaries. Here, we assume both, the nonlinearity in convective as well is diffusive term. We analyse the convergence of proposed numerical scheme for a simplified fluid model of the Oseen type. Moreover, we present series of experiments including numerical error analysis, comparison of hemodynamic parameters for the Newtonian and non-Newtonian fluids and comparison of several physiologically relevant computational geometries in terms of wall displacement and wall shear stress. Numerical analysis and extensive experimental study for several standard geometries confirm reliability and accuracy of the proposed kinematic splitting scheme in order to approximate fluid-structure interaction problems.

Analytische Ableitungen der Energie für den "Equation-of-Motion-Coupled-Cluster"-Ansatz zur Berechnung von Ionisationspotentialen

In der vorliegenden Arbeit wird die Theorie der analytischen zweiten Ableitungen für die EOMIP-CCSD-Methode formuliert sowie die durchgeführte Implementierung im Quantenchemieprogramm CFOUR beschrieben. Diese Ableitungen sind von Bedeutung bei der Bestimmung statischer Polarisierbarkeiten und harmonischer Schwingungsfrequenzen und in dieser Arbeit wird die Genauigkeit des EOMIP-CCSD-Ansatzes bei der Berechnung dieser Eigenschaften für verschiedene radikalische Systeme untersucht. Des Weiteren können mit Hilfe der ersten und zweiten Ableitungen vibronische Kopplungsparameter berechnet werden, welche zur Simulation von Molekülspektren in Kombination mit dem Köppel-Domcke-Cederbaum (KDC)-Modell - in der Arbeit am Beispiel des Formyloxyl (HCO2)-Radikals demonstriert - benötigt werden.rnrnDer konzeptionell einfache EOMIP-CC-Ansatz wurde gewählt, da hier die Wellenfunktion eines Radikalsystems ausgehend von einem stabilen geschlossenschaligen Zustand durch die Entfernung eines Elektrons gebildet wird und somit die Problematik der Symmetriebrechung umgangen werden kann. Im Rahmen der Implementierung wurden neue Programmteile zur Lösung der erforderlichen Gleichungen für die gestörten EOMIP-CC-Amplituden und die gestörten Lagrange-Multiplikatoren zeta zum Quantenchemieprogramm CFOUR hinzugefügt. Die unter Verwendung des Programms bestimmten Eigenschaften werden hinsichtlich ihrer Leistungsfähigkeit im Vergleich zu etablierten Methoden wie z.B. CCSD(T) untersucht. Bei der Berechnung von Polarisierbarkeiten und harmonischen Schwingungsfrequenzen liefert die EOMIP-CCSD-Theorie meist gute Resultate, welche nur wenig von den CCSD(T)-Ergebnissen abweichen. Einzig bei der Betrachtung von Radikalen, für die die entsprechenden Anionen nicht stabil sind (z.B. NH2⁻ und CH3⁻), liefert der EOMIP-CCSD-Ansatz aufgrund methodischer Nachteile keine aussagekräftige Beschreibung. rnrnDie Ableitungen der EOMIP-CCSD-Energie lassen sich auch zur Simulation vibronischer Kopplungen innerhalb des KDC-Modells einsetzen.rnZur Kopplung verschiedener radikalischer Zustände in einem solchen Modellpotential spielen vor allem die Ableitungen von Übergangsmatrixelementen eine wichtige Rolle. Diese sogenannten Kopplungskonstanten können in der EOMIP-CC-Theorie besonders leicht definiert und berechnet werden. Bei der Betrachtung des Photoelektronenspektrums von HCO2⁻ werden zwei Alternativen untersucht: Die vertikale Bestimmung an der Gleichgewichtsgeometrie des HCO2⁻-Anions und die Ermittlung adiabatischer Kraftkonstanten an den Gleichgewichtsgeometrien des Radikals. Lediglich das adiabatische Modell liefert bei Beschränkung auf harmonische Kraftkonstanten eine qualitativ sinnvolle Beschreibung des Spektrums. Erweitert man beide Modelle um kubische und quartische Kraftkonstanten, so nähern sich diese einander an und ermöglichen eine vollständige Zuordnung des gemessenen Spektrums innerhalb der ersten 1500 cm⁻¹. Die adiabatische Darstellung erreicht dabei nahezu quantitative Genauigkeit.