Coordinate and time-dependent diffusion dynamics in protein folding

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

EIGENVALUES of FIBONACCI STOCHASTIC ADDING MACHINE

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Synchronization and Non-Smooth Dynamical Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Daily dynamics of photosynthesis of the freshwater red alga Sirodotia delicatula (Batrachospermales, Rhodophyta)

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

Bose-Einstein condensation dynamics from the numerical solution of the Gross-Pitaevskii equation

We study certain stationary and time-evolution problems of trapped Bose-Einstein condensates using the numerical solution of the Gross-Pitaevskii (GP) equation with both spherical and axial symmetries. We consider time-evolution problems initiated by suddenly changing the interatomic scattering length or harmonic trapping potential in a stationary condensate. These changes introduce oscillations in the condensate which are studied in detail. We use a time iterative split-step method for the solution of the time-dependent GP equation, where all nonlinear and linear non-derivative terms are treated separately from the time propagation with the kinetic energy terms. Even for an arbitrarily strong nonlinear term this leads to extremely accurate and stable results after millions of time iterations of the original equation.

Relativistic particle dynamics in D=2+1

We propose a SUSY variant of the action for a massless spinning particles via the inclusion of twistor variables. The action is constructed to be invariant under SUSY transformations and tau-reparametrizations even when an interaction field is including. The constraint analysis is achieved and the equations of motion are derived. The commutation relations obtained for the commuting spinor variables lambda(alpha) show that the particle states have fractional statistics and spin. At once we introduce a possible massive term for the non-interacting model.

Non-involutive constrained systems and Hamilton-Jacobi formalism

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Dynamics of Bose-Einstein condensates with atomic pumping and dissipative processes

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

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Stochastic Skellam model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Noise and ultraviolet divergences in the dynamics of the chiral condensate in QCD

The time evolution of the matter produced in high energy heavy-ion collisions seems to be well described by relativistic viscous hydrodynamics. In addition to the hydrodynamic degrees of freedom related to energy-momentum conservation, degrees of freedom associated with order parameters of broken continuous symmetries must be considered because they are all coupled to each other. of particular interest is the coupling of degrees of freedom associated with the chiral symmetry of QCD. Quantum and thermal fluctuations of the chiral fields act as noise sources in the classical equations of motion, turning them into stochastic differential equations in the form of Ginzburg-Landau-Langevin (GLL) equations. Analytic solutions of GLL equations are attainable only in very special circumstances and extensive numerical simulations are necessary, usually by discretizing the equations on a spatial lattice. However, a not much appreciated issue in the numerical simulations of GLL equations is that ultraviolet divergences in the form of lattice-spacing dependence plague the solutions. The divergences are related to the well-known Rayleigh-Jeans catastrophe in classical field theory. In the present communication we present a systematic lattice renormalization method to control the catastrophe. We discuss the implementation of the method for a GLL equation derived in the context of a model for the QCD chiral phase transition and consider the nonequilibrium evolution of the chiral condensate during the hydrodynamic flow of the quark-gluon plasma.

Non-local effects at the onset of the chiral transition

Inspired by analytic results obtained for a systematic expansion of the memory kernel in dissipative quantum mechanics, we propose a phenomenological procedure to incorporate non-markovian corrections to the Langevin dynamics of an order parameter in field theory systematically. In this note, we restrict our analysis to the onset of the evolution. As an example, we consider the process of phase conversion in the chiral transition.

Signatures of primordial non-Gaussianities in the matter power-spectrum and bispectrum: the time-RG approach

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

A note about the appearance of non-hyperbolic solutions in a mechanical pendulum system

The investigation of the behavior of a nonlinear system consists in the analysis of different stages of its motion, where the complexity varies with the proximity of a resonance region. Near this region the stability domain of the system undergoes sudden changes due basically to competition and interaction between periodic and saddle solutions inside the phase portrait, leading to the occurrence of the most different phenomena. Depending of the domain of the chosen control parameter, these events can reveal interesting geometric features of the system so that the phase portrait is not capable to express all them, since the projection of these solutions on the two-dimensional surface can hide some aspects of these events. In this work we will investigate the numerical solutions of a particular pendulum system close to a secondary resonance region, where we vary the control parameter in a restrict domain in order to draw a preliminary identification about what happens with this system. This domain includes the appearance of non-hyperbolic solutions where the basin of attraction in the center of the phase portrait diminishes considerably, almost disappearing, and afterwards its size increases with the direction of motion inverted. This phenomenon delimits a boundary between low and high frequency of the external excitation.

Dynamics of vibrating systems with tuned liquid column dampers and limited power supply

Tuned liquid column dampers are U-tubes filled with some liquid, acting as an active vibration damper in structures of engineering interest like buildings and bridges. We study the effect of a tuned liquid column damper in a vibrating system consisting of a cart which vibrates under driving by a source with limited power supply (non-ideal excitation). The effect of a liquid damper is studied in some dynamical regimes characterized by coexistence of both periodic and chaotic motion. (c) 2005 Elsevier Ltd. All rights reserved.