Liquid polymorphism, order-disorder transitions and anomalous behavior: A Monte Carlo study of the Bell-Lavis model for water

The Bell-Lavis model for liquid water is investigated through numerical simulations. The lattice-gas model on a triangular lattice presents orientational states and is known to present a highly bonded low density phase and a loosely bonded high density phase. We show that the model liquid-liquid transition is continuous, in contradiction with mean-field results on the Husimi cactus and from the cluster variational method. We define an order parameter which allows interpretation of the transition as an order-disorder transition of the bond network. Our results indicate that the order-disorder transition is in the Ising universality class. Previous proposal of an Ehrenfest second order transition is discarded. A detailed investigation of anomalous properties has also been undertaken. The line of density maxima in the HDL phase is stabilized by fluctuations, absent in the mean-field solution. (C) 2009 American Institute of Physics. [doi:10.1063/1.3253297]

Role of noise in population dynamics cycles

Noise is an intrinsic feature of population dynamics and plays a crucial role in oscillations called phase-forgetting quasicycles by converting damped into sustained oscillations. This function of noise becomes evident when considering Langevin equations whose deterministic part yields only damped oscillations. We formulate here a consistent and systematic approach to population dynamics, leading to a Fokker-Planck equation and the associate Langevin equations in accordance with this conceptual framework, founded on stochastic lattice-gas models that describe spatially structured predator-prey systems. Langevin equations in the population densities and predator-prey pair density are derived in two stages. First, a birth-and-death stochastic process in the space of prey and predator numbers and predator-prey pair number is obtained by a contraction method that reduces the degrees of freedom. Second, a van Kampen expansion in the inverse of system size is then performed to get the Fokker-Planck equation. We also study the time correlation function, the asymptotic behavior of which is used to characterize the transition from the cyclic coexistence of species to the ordinary coexistence.

Frustration and anomalous behavior in the Bell-Lavis model of liquid water

We have reconsidered the Bell-Lavis model of liquid water and investigated its relation to its isotropic version, the antiferromagnetic Blume-Emery-Griffiths model on the triangular lattice. Our study was carried out by means of an exact solution on the sequential Husimi cactus. We show that the ground states of both models share the same topology and that fluid phases (gas and low- and high-density liquids) can be mapped onto magnetic phases (paramagnetic, antiferromagnetic, and dense paramagnetic, respectively). Both models present liquid-liquid coexistence and several thermodynamic anomalies. This result suggests that anisotropy introduced through orientational variables play no specific role in producing the density anomaly, in agreement with a similar conclusion discussed previously following results for continuous soft core,models. We propose that the presence of liquid anomalies may be related to energetic frustration, a feature common to both models.

Elastic Maier-Saupe-Zwanzig model and some properties of nematic elastomers

We introduce a simple mean-field lattice model to describe the behavior of nematic elastomers. This model combines the Maier-Saupe-Zwanzig approach to liquid crystals and an extension to lattice systems of the Warner-Terentjev theory of elasticity, with the addition of quenched random fields. We use standard techniques of statistical mechanics to obtain analytic solutions for the full range of parameters. Among other results, we show the existence of a stress-strain coexistence curve below a freezing temperature, analogous to the P-V diagram of a simple fluid, with the disorder strength playing the role of temperature. Below a critical value of disorder, the tie lines in this diagram resemble the experimental stress-strain plateau and may be interpreted as signatures of the characteristic polydomain-monodomain transition. Also, in the monodomain case, we show that random fields may soften the first-order transition between nematic and isotropic phases, provided the samples are formed in the nematic state.

Phase diagram for a class of spin-1/2 Heisenberg models interpolating between the square-lattice, the triangular-lattice, and the linear-chain limits

We study the spin-1/2 Heisenberg models on an anisotropic two-dimensional lattice which interpolates between the square lattice at one end, a set of decoupled spin chains on the other end, and the triangular-lattice Heisenberg model in between. By series expansions around two different dimer ground states and around various commensurate and incommensurate magnetically ordered states, we establish the phase diagram for this model of a frustrated antiferromagnet. We find a particularly rich phase diagram due to the interplay of magnetic frustration, quantum fluctuations, and varying dimensionality. There is a large region of the usual two-sublattice Neel phase, a three-sublattice phase for the triangular-lattice model, a region of incommensurate magnetic order around the triangular-lattice model, and regions in parameter space where there is no magnetic order. We find that the incommensurate ordering wave vector is in general altered from its classical value by quantum fluctuations. The regime of weakly coupled chains is particularly interesting and appears to be nearly critical. [S0163-1829(99)10421-1].

Free energy approximations in simple lattice proteins

This work addresses the question of whether it is possible to define simple pairwise interaction terms to approximate free energies of proteins or polymers. Rather than ask how reliable a potential of mean force is, one can ask how reliable it could possibly be. In a two-dimensional, infinite lattice model system one can calculate exact free energies by exhaustive enumeration. A series of approximations were fitted to exact results to assess the feasibility and utility of pairwise free energy terms. Approximating the true free energy with pairwise interactions gives a poor fit with little transferability between systems of different size. Adding extra artificial terms to the approximation yields better fits, but does not improve the ability to generalize from one system size to another. Furthermore, one cannot distinguish folding from nonfolding sequences via the approximated free energies. Most usefully, the methodology shows how one can assess the utility of various terms in lattice protein/polymer models. (C) 2001 American Institute of Physics.

Ladder operators for integrable one-dimensional lattice models

A generalised ladder operator is used to construct the conserved operators for any one-dimensional lattice model derived from the Yang-Baxter equation. As an example, the low order conserved operators for the XYh model are calculated explicitly.

A stochastic frontier production function with flexible risk properties

This paper considers a stochastic frontier production function which has additive, heteroscedastic error structure. The model allows for negative or positive marginal production risks of inputs, as originally proposed by Just and Pope (1978). The technical efficiencies of individual firms in the sample are a function of the levels of the input variables in the stochastic frontier, in addition to the technical inefficiency effects. These are two features of the model which are not exhibited by the commonly used stochastic frontiers with multiplicative error structures, An empirical application is presented using cross-sectional data on Ethiopian peasant farmers. The null hypothesis of no technical inefficiencies of production among these farmers is accepted. Further, the flexible risk models do not fit the data on peasant farmers as well as the traditional stochastic frontier model with multiplicative error structure.

Distribution kinetics of solutes in the isolated in-situ perfused rat head using the multiple indicator dilution technique and a physiological two-barrier model

The purpose of this study was to determine the pharmacokinetics of [C-14]diclofenac, [C-14]salicylate and [H-3]clonidine using a single pass rat head perfusion preparation. The head was perfused with 3-[N-morpholino] propane-sulfonic acid-buffered Ringer's solution. Tc-99m-red blood cells and a drug were injected in a bolus into the internal carotid artery and collected from the posterior facial vein over 28 min. A two-barrier stochastic organ model was used to estimate the statistical moments of the solutes. Plasma, interstitial and cellular distribution volumes for the solutes ranged from 1.0 mL (diclofenac) to 1.6 mL (salicylate), 2.0 mL (diclofenac) to 4.2 mL (water) and 3.9 mL (salicylate) to 20.9 mL (diclofenac), respectively. A comparison of these volumes to water indicated some exclusion of the drugs from the interstitial space and salicylate from the cellular space. Permeability-surface area (PS) products calculated from plasma to interstitial fluid permeation clearances (CLPI) (range 0.02-0.40 mL s(-1)) and fractions of solute unbound in the perfusate were in the order: diclofenac>salicylate >clonidine>sucrose (from 41.8 to 0.10 mL s(-1)). The slow efflux of diclofenac, compared with clonidine and salicylate, may be related to its low average unbound fraction in the cells. This work accounts for the tail of disposition curves in describing pharmacokinetics in the head.

The use of stochastic dynamic programming in optimal landscape reconstruction for metapopulations

A decision theory framework can be a powerful technique to derive optimal management decisions for endangered species. We built a spatially realistic stochastic metapopulation model for the Mount Lofty Ranges Southern Emu-wren (Stipiturus malachurus intermedius), a critically endangered Australian bird. Using diserete-time Markov,chains to describe the dynamics of a metapopulation and stochastic dynamic programming (SDP) to find optimal solutions, we evaluated the following different management decisions: enlarging existing patches, linking patches via corridors, and creating a new patch. This is the first application of SDP to optimal landscape reconstruction and one of the few times that landscape reconstruction dynamics have been integrated with population dynamics. SDP is a powerful tool that has advantages over standard Monte Carlo simulation methods because it can give the exact optimal strategy for every landscape configuration (combination of patch areas and presence of corridors) and pattern of metapopulation occupancy, as well as a trajectory of strategies. It is useful when a sequence of management actions can be performed over a given time horizon, as is the case for many endangered species recovery programs, where only fixed amounts of resources are available in each time step. However, it is generally limited by computational constraints to rather small networks of patches. The model shows that optimal metapopulation, management decisions depend greatly on the current state of the metapopulation,. and there is no strategy that is universally the best. The extinction probability over 30 yr for the optimal state-dependent management actions is 50-80% better than no management, whereas the best fixed state-independent sets of strategies are only 30% better than no management. This highlights the advantages of using a decision theory tool to investigate conservation strategies for metapopulations. It is clear from these results that the sequence of management actions is critical, and this can only be effectively derived from stochastic dynamic programming. The model illustrates the underlying difficulty in determining simple rules of thumb for the sequence of management actions for a metapopulation. This use of a decision theory framework extends the capacity of population viability analysis (PVA) to manage threatened species.

The nature of the ordered phase of the confined self-assembled rigid Rod model

We investigate the nature of the ordered phase and the orientational correlations between adjacent layers of the confined three-dimensional self-assembled rigid rod model, on the cubic lattice. We find that the ordered phase at finite temperatures becomes uniaxial in the thermodynamic limit, by contrast to the ground state (partial) order where the orientation of the uncorrelated layers is perpendicular to one of the three lattice directions. The increase of the orientational correlation between layers as the number of layers increases suggests that the unconfined model may also exhibit uniaxial ordering at finite temperatures.

Cournot model with investments to change the market size

We present a new deterministic dynamical model on the market size of Cournot competitions, based on Nash equilibria of R&D investment strategies to increase the size of the market of the firms at every period of the game. We compute the unique Nash equilibrium for the second subgame and the profit functions for both firms. Adding uncertainty to the R&D investment strategies, we get a new stochastic dynamical model and we analyse the importance of the uncertainty to reverse the initial advantage of one firm with respect to the other.

Stochastic modelling of the reservoir lithological and petrophysical attributes. A case study of the Middle East carbonate reservoir

Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)

Forecasting volatility using a continuous time model

This paper evaluates the forecasting performance of a continuous stochastic volatility model with two factors of volatility (SV2F) and compares it to those of GARCH and ARFIMA models. The empirical results show that the volatility forecasting ability of the SV2F model is better than that of the GARCH and ARFIMA models, especially when volatility seems to change pattern. We use ex-post volatility as a proxy of the realized volatility obtained from intraday data and the forecasts from the SV2F are calculated using the reprojection technique proposed by Gallant and Tauchen (1998).

A New Model Of Trend Inflation

This paper introduces a new model of trend (or underlying) inflation. In contrast to many earlier approaches, which allow for trend inflation to evolve according to a random walk, ours is a bounded model which ensures that trend inflation is constrained to lie in an interval. The bounds of this interval can either be fixed or estimated from the data. Our model also allows for a time-varying degree of persistence in the transitory component of inflation. The bounds placed on trend inflation mean that standard econometric methods for estimating linear Gaussian state space models cannot be used and we develop a posterior simulation algorithm for estimating the bounded trend inflation model. In an empirical exercise with CPI inflation we find the model to work well, yielding more sensible measures of trend inflation and forecasting better than popular alternatives such as the unobserved components stochastic volatility model.