989 resultados para DSGE, Monte Carlo, Misspecification


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Using Monte Carlo simulations we investigate some new aspects of the phase diagram and the behavior of the diffusion coefficient in an associating lattice gas (ALG) model on different regions of the phase diagram. The ALG model combines a two dimensional lattice gas where particles interact through a soft core potential and orientational degrees of freedom. The competition between soft core potential and directional attractive forces results in a high density liquid phase, a low density liquid phase, and a gas phase. Besides anomalies in the behavior of the density with the temperature at constant pressure and of the diffusion coefficient with density at constant temperature are also found. The two liquid phases are separated by a coexistence line that ends in a bicritical point. The low density liquid phase is separated from the gas phase by a coexistence line that ends in tricritical point. The bicritical and tricritical points are linked by a critical lambda-line. The high density liquid phase and the fluid phases are separated by a second critical tau-line. We then investigate how the diffusion coefficient behaves on different regions of the chemical potential-temperature phase diagram. We find that diffusivity undergoes two types of dynamic transitions: a fragile-to-strong transition when the critical lambda-line is crossed by decreasing the temperature at a constant chemical potential; and a strong-to-strong transition when the critical tau-line is crossed by decreasing the temperature at a constant chemical potential.

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We present Monte Carlo simulations for a molecular motor system found in virtually all eukaryotic cells, the acto-myosin motor system, composed of a group of organic macromolecules. Cell motors were mapped to an Ising-like model, where the interaction field is transmitted through a tropomyosin polymer chain. The presence of Ca(2+) induces tropomyosin to block or unblock binding sites of the myosin motor leading to its activation or deactivation. We used the Metropolis algorithm to find the transient and the equilibrium states of the acto-myosin system composed of solvent, actin, tropomyosin, troponin, Ca(2+), and myosin-S1 at a given temperature, including the spatial configuration of tropomyosin on the actin filament surface. Our model describes the short- and long-range cooperativity during actin-myosin binding which emerges from the bending stiffness of the tropomyosin complex. We found all transition rates between the states only using the interaction energy of the constituents. The agreement between our model and experimental data also supports the recent theory of flexible tropomyosin.

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Rheological properties of adherent cells are essential for their physiological functions, and microrheological measurements on living cells have shown that their viscoelastic responses follow a weak power law over a wide range of time scales. This power law is also influenced by mechanical prestress borne by the cytoskeleton, suggesting that cytoskeletal prestress determines the cell's viscoelasticity, but the biophysical origins of this behavior are largely unknown. We have recently developed a stochastic two-dimensional model of an elastically joined chain that links the power-law rheology to the prestress. Here we use a similar approach to study the creep response of a prestressed three-dimensional elastically jointed chain as a viscoelastic model of semiflexible polymers that comprise the prestressed cytoskeletal lattice. Using a Monte Carlo based algorithm, we show that numerical simulations of the chain's creep behavior closely correspond to the behavior observed experimentally in living cells. The power-law creep behavior results from a finite-speed propagation of free energy from the chain's end points toward the center of the chain in response to an externally applied stretching force. The property that links the power law to the prestress is the chain's stiffening with increasing prestress, which originates from entropic and enthalpic contributions. These results indicate that the essential features of cellular rheology can be explained by the viscoelastic behaviors of individual semiflexible polymers of the cytoskeleton.

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The electronic properties of liquid ammonia are investigated by a sequential molecular dynamics/quantum mechanics approach. Quantum mechanics calculations for the liquid phase are based on a reparametrized hybrid exchange-correlation functional that reproduces the electronic properties of ammonia clusters [(NH(3))(n); n=1-5]. For these small clusters, electron binding energies based on Green's function or electron propagator theory, coupled cluster with single, double, and perturbative triple excitations, and density functional theory (DFT) are compared. Reparametrized DFT results for the dipole moment, electron binding energies, and electronic density of states of liquid ammonia are reported. The calculated average dipole moment of liquid ammonia (2.05 +/- 0.09 D) corresponds to an increase of 27% compared to the gas phase value and it is 0.23 D above a prediction based on a polarizable model of liquid ammonia [Deng , J. Chem. Phys. 100, 7590 (1994)]. Our estimate for the ionization potential of liquid ammonia is 9.74 +/- 0.73 eV, which is approximately 1.0 eV below the gas phase value for the isolated molecule. The theoretical vertical electron affinity of liquid ammonia is predicted as 0.16 +/- 0.22 eV, in good agreement with the experimental result for the location of the bottom of the conduction band (-V(0)=0.2 eV). Vertical ionization potentials and electron affinities correlate with the total dipole moment of ammonia aggregates. (c) 2008 American Institute of Physics.

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A correlated many-body basis function is used to describe the (4)He trimer and small helium clusters ((4)HeN) with N = 4-9. A realistic helium dimer potential is adopted. The ground state results of the (4)He dimer and trimer are in close agreement with earlier findings. But no evidence is found for the existence of Efimov state in the trimer for the actual (4)He-(4)He interaction. However, decreasing the potential strength we calculate several excited states of the trimer which exhibit Efimov character. We also solve for excited state energies of these clusters which are in good agreement with Monte Carlo hyperspherical description. (C) 2011 American Institute of Physics. [doi:10.1063/1.3583365]

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We report new magnetization measurements on the spin-gap compound NiCl(2)-4SC(NH(2))(2) at the low-field boundary of the magnetic field-induced ordering. The critical density of the magnetization is analyzed in terms of a Bose-Einstein condensation of bosonic quasiparticles. The analysis of the magnetization at the transition leads to the conclusion for the preservation of the U(1) symmetry, as required for Bose-Einstein condensation. The experimental data are well described by quantum Monte Carlo simulations.

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An effective treatment of the intramolecular degrees of freedom is presented for water, where these modes are decoupled from the intermolecular ones, ""adiabatically"" allowing these coordinates to be positioned at their local minimum of the potential energy surface. We perform ab initio Monte Carlo simulations with the configurational energies obtained via density functional theory. We study a water dimer as a prototype system, and even in this simple case the intramolecular relaxations are very important to properly describe properties such as the dipole moment. We show that rigid simulations do not correctly sample the phase space, resulting in an average dipole moment smaller than the one obtained with the adiabatic model, which is closer to the experimental result. (c) 2008 American Institute of Physics.

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Forward-backward multiplicity correlation strengths have been measured with the STAR detector for Au + Au and p + p collisions at root s(NN) = 200 GeV. Strong short- and long-range correlations (LRC) are seen in central Au + Au collisions. The magnitude of these correlations decrease with decreasing centrality until only short-range correlations are observed in peripheral Au + Au collisions. Both the dual parton model (DPM) and the color glass condensate (CGC) predict the existence of the long-range correlations. In the DPM, the fluctuation in the number of elementary (parton) inelastic collisions produces the LRC. In the CGC, longitudinal color flux tubes generate the LRC. The data are in qualitative agreement with the predictions of the DPM and indicate the presence of multiple parton interactions.

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We investigate a conjecture on the cover times of planar graphs by means of large Monte Carlo simulations. The conjecture states that the cover time tau (G(N)) of a planar graph G(N) of N vertices and maximal degree d is lower bounded by tau (G(N)) >= C(d)N(lnN)(2) with C(d) = (d/4 pi) tan(pi/d), with equality holding for some geometries. We tested this conjecture on the regular honeycomb (d = 3), regular square (d = 4), regular elongated triangular (d = 5), and regular triangular (d = 6) lattices, as well as on the nonregular Union Jack lattice (d(min) = 4, d(max) = 8). Indeed, the Monte Carlo data suggest that the rigorous lower bound may hold as an equality for most of these lattices, with an interesting issue in the case of the Union Jack lattice. The data for the honeycomb lattice, however, violate the bound with the conjectured constant. The empirical probability distribution function of the cover time for the square lattice is also briefly presented, since very little is known about cover time probability distribution functions in general.

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We study the structural phase transitions in confined systems of strongly interacting particles. We consider infinite quasi-one-dimensional systems with different pairwise repulsive interactions in the presence of an external confinement following a power law. Within the framework of Landau's theory, we find the necessary conditions to observe continuous transitions and demonstrate that the only allowed continuous transition is between the single-and the double-chain configurations and that it only takes place when the confinement is parabolic. We determine analytically the behavior of the system at the transition point and calculate the critical exponents. Furthermore, we perform Monte Carlo simulations and find a perfect agreement between theory and numerics.

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Using path-integral Monte Carlo calculations, we have calculated ring exchange frequencies in the bcc phase of solid (3)He for densities from melting to the highest stable density. We evaluate 42 different exchange frequencies from two atoms up to eight atoms and find their Gruneisen exponents. Using a fit to these frequencies, we calculate the contribution to the Curie-Weiss temperature, Theta(CW), and upper critical magnetic field, B(c2), for even longer exchanges using a lattice Monte Carlo procedure. We find that contributions from seven-and eight-particle exchanges make a significant contribution to Theta(CW) and B(c2) at melting density. Comparison with experimental data is given.

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With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.

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The existence of juxtaposed regions of distinct cultures in spite of the fact that people's beliefs have a tendency to become more similar to each other's as the individuals interact repeatedly is a puzzling phenomenon in the social sciences. Here we study an extreme version of the frequency-dependent bias model of social influence in which an individual adopts the opinion shared by the majority of the members of its extended neighborhood, which includes the individual itself. This is a variant of the majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors' opinions. We assume that the individuals are fixed in the sites of a square lattice of linear size L and that they interact with their nearest neighbors only. Within a mean-field framework, we derive the equations of motion for the density of individuals adopting a particular opinion in the single-site and pair approximations. Although the single-site approximation predicts a single opinion domain that takes over the entire lattice, the pair approximation yields a qualitatively correct picture with the coexistence of different opinion domains and a strong dependence on the initial conditions. Extensive Monte Carlo simulations indicate the existence of a rich distribution of opinion domains or clusters, the number of which grows with L(2) whereas the size of the largest cluster grows with ln L(2). The analysis of the sizes of the opinion domains shows that they obey a power-law distribution for not too large sizes but that they are exponentially distributed in the limit of very large clusters. In addition, similarly to other well-known social influence model-Axelrod's model-we found that these opinion domains are unstable to the effect of a thermal-like noise.

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A simple and completely general representation of the exact exchange-correlation functional of density-functional theory is derived from the universal Lieb-Oxford bound, which holds for any Coulomb-interacting system. This representation leads to an alternative point of view on popular hybrid functionals, providing a rationale for why they work and how they can be constructed. A similar representation of the exact correlation functional allows to construct fully nonempirical hyper-generalized-gradient approximations (HGGAs), radically departing from established paradigms of functional construction. Numerical tests of these HGGAs for atomic and molecular correlation energies and molecular atomization energies show that even simple HGGAs match or outperform state-of-the-art correlation functionals currently used in solid-state physics and quantum chemistry.

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Cuboctahedron (CUB) and icosahedron (ICO) model structures are widely used in the study of transition-metal (TM) nanoparticles (NPs), however, it might not provide a reliable description for small TM NPs such as the Pt(55) and Au(55) systems in gas phase. In this work, we combined density-functional theory calculations with atomic configurations generated by the basin hopping Monte Carlo algorithm within the empirical Sutton-Chen embedded atom potential. We identified alternative lower energy configurations compared with the ICO and CUB model structures, e. g., our lowest energy structures are 5.22 eV (Pt(55)) and 2.01 eV (Au(55)) lower than ICO. The energy gain is obtained by the Pt and Au diffusion from the ICO core region to the NP surface, which is driven by surface compression (only 12 atoms) on the ICO core region. Therefore, in the lowest energy configurations, the core size reduces from 13 atoms (ICO, CUB) to about 9 atoms while the NP surface increases from 42 atoms (ICO, CUB) to about 46 atoms. The present mechanism can provide an improved atom-level understanding of small TM NPs reconstructions.