886 resultados para Finite-time stochastic stability
Resumo:
This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.
Resumo:
We investigate the critical behavior of a stochastic lattice model describing a predator-prey system. By means of Monte Carlo procedure we simulate the model defined on a regular square lattice and determine the threshold of species coexistence, that is, the critical phase boundaries related to the transition between an active state, where both species coexist and an absorbing state where one of the species is extinct. A finite size scaling analysis is employed to determine the order parameter, order parameter fluctuations, correlation length and the critical exponents. Our numerical results for the critical exponents agree with those of the directed percolation universality class. We also check the validity of the hyperscaling relation and present the data collapse curves.
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We study by numerical simulations the time correlation function of a stochastic lattice model describing the dynamics of coexistence of two interacting biological species that present time cycles in the number of species individuals. Its asymptotic behavior is shown to decrease in time as a sinusoidal exponential function from which we extract the dominant eigenvalue of the evolution operator related to the stochastic dynamics showing that it is complex with the imaginary part being the frequency of the population cycles. The transition from the oscillatory to the nonoscillatory behavior occurs when the asymptotic behavior of the time correlation function becomes a pure exponential, that is, when the real part of the complex eigenvalue equals a real eigenvalue. We also show that the amplitude of the undamped oscillations increases with the square root of the area of the habitat as ordinary random fluctuations. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
We present, from first principles, a direct method for evaluating the exact fermion propagator in the presence of a general background held at finite temperature, which can be used to determine the finite temperature effective action for the system. As applications, we determine the complete one loop finite temperature effective actions for (0 + 1)-dimensional QED as well as the Schwinger model. These effective actions, which are derived in the real time (closed time path) formalism, generate systematically all the Feynman amplitudes calculated in thermal perturbation theory and also show that the retarded (advanced) amplitudes vanish in these theories. (C) 2009 Elsevier B.V. All rights reserved.
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In this Letter, we apply the proper-time method to generate the Lorentz-violating Chern-Simons terms in the four-dimensional Yang-Mills and non-linearized gravity theories. It is shown that the coefficient of the induced Chern-Simons term is finite but regularization dependent. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
Radial transport in the tokamap, which has been proposed as a simple model for the motion in a stochastic plasma, is investigated. A theory for previous numerical findings is presented. The new results are stimulated by the fact that the radial diffusion coefficients is space-dependent. The space-dependence of the transport coefficient has several interesting effects which have not been elucidated so far. Among the new findings are the analytical predictions for the scaling of the mean radial displacement with time and the relation between the Fokker-Planck diffusion coefficient and the diffusion coefficient from the mean square displacement. The applicability to other systems is also discussed. (c) 2009 WILEY-VCH GmbH & Co. KGaA, Weinheim
Resumo:
In this work we investigate the dynamical Casimir effect in a nonideal cavity by deriving an effective Hamiltonian. We first compute a general expression for the average number of particle creation, applicable for any law of motion of the cavity boundary, under the only restriction of small velocities. We also compute a general expression for the linear entropy of an arbitrary state prepared in a selected mode, also applicable for any law of motion of a slow moving boundary. As an application of our results we have analyzed both the average number of particle creation and linear entropy within a particular oscillatory motion of the cavity boundary. On the basis of these expressions we develop a comprehensive analysis of the resonances in the number of particle creation in the nonideal dynamical Casimir effect. We also demonstrate the occurrence of resonances in the loss of purity of the initial state and estimate the decoherence times associated with these resonances. Since our results were obtained in the framework of the perturbation theory, they are restricted, under resonant conditions, to a short-time approximation. (C) 2009 Elsevier Inc. All rights reserved.
Resumo:
Bose systems, subject to the action of external random potentials, are considered. For describing the system properties, under the action of spatially random potentials of arbitrary strength, the stochastic mean-field approximation is employed. When the strength of disorder increases, the extended Bose-Einstein condensate fragments into spatially disconnected regions, forming a granular condensate. Increasing the strength of disorder even more transforms the granular condensate into the normal glass. The influence of time-dependent external potentials is also discussed. Fastly varying temporal potentials, to some extent, imitate the action of spatially random potentials. In particular, strong time-alternating potential can induce the appearance of a nonequilibrium granular condensate.
Resumo:
A novel concept of quantum turbulence in finite size superfluids, such as trapped bosonic atoms, is discussed. We have used an atomic (87)Rb Bose-Einstein condensate (BEC) to study the emergence of this phenomenon. In our experiment, the transition to the quantum turbulent regime is characterized by a tangled vortex lines formation, controlled by the amplitude and time duration of the excitation produced by an external oscillating field. A simple model is suggested to account for the experimental observations. The transition from the non-turbulent to the turbulent regime is a rather gradual crossover. But it takes place in a sharp enough way, allowing for the definition of an effective critical line separating the regimes. Quantum turbulence emerging in a finite-size superfluid may be a new idea helpful for revealing important features associated to turbulence, a more general and broad phenomenon. [GRAPHICS] Amplitude versus elapsed time diagram of magnetically excited BEC superfluid, presenting the evolution from the non-turbulent regime, with well separated vortices, to the turbulent regimes, with tangled vortices (C) 2011 by Astro Ltd. Published exclusively by WILEY-VCH Verlag GmbH & Co. KGaA
Resumo:
The use of melanin in bioinspired applications is mostly limited by its poor stability in solid films. This problem has been addressed here by incorporating melanin into dipalmitoyl phosphatidyl glycerol (DPPG) liposomes, which were then immobilized onto a solid substrate as an LbL film. Results from steady-state and time-resolved fluorescence indicated an increased stability for melanin incorporated into DPPG liposomes. If not protected by liposomes, melanin looses completely its fluorescence properties in LbL films. The thickness of the liposome-melanin layer obtained from neutron reflectivity data was 4.1 +/- 0.2 nm, consistent with the value estimated for the phospholipid bilayer of the liposomes, an evidence of the collapse of most liposomes. On the other hand, the final roughness indicated that some of the liposomes had their structure preserved. In summary, liposomes were proven excellent for encapsulation, thus providing a suitable environment, closer to the physiological conditions without using organic solvents or high pHs. (C) 2010 Elsevier Inc. All rights reserved.
Resumo:
We present a minor but essential modification to the CODEX 1D-MAS exchange experiment. The new CONTRA method, which requires minor changes of the original sequence only, has advantages over the previously introduced S-CODEX, since it is less sensitive to artefacts caused by finite pulse lengths. The performance of this variant, including the finite pulse effect, was confirmed by SIMPSON calculations and demonstrated on a number of dynamic systems. (C) 2007 Elsevier Inc. All rights reserved.
Resumo:
The time evolution of the out-of-equilibrium Mott insulator is investigated numerically through calculations of space-time-resolved density and entropy profiles resulting from the release of a gas of ultracold fermionic atoms from an optical trap. For adiabatic, moderate and sudden switching-off of the trapping potential, the out-of-equilibrium dynamics of the Mott insulator is found to differ profoundly from that of the band insulator and the metallic phase, displaying a self-induced stability that is robust within a wide range of densities, system sizes and interaction strengths. The connection between the entanglement entropy and changes of phase, known for equilibrium situations, is found to extend to the out-of-equilibrium regime. Finally, the relation between the system`s long time behavior and the thermalization limit is analyzed. Copyright (C) EPLA, 2011
Resumo:
In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterized by a rate of events, lambda(t), and a magnitude, Phi, following an exponential distribution. We tackle the problem by performing exact time averages over the noise in a similar way to previous works analysing the problem of the Brownian particle. From this procedure we obtain the long-term equilibrium distributions of position and velocity as well as analytical asymptotic expressions for the injection and dissipation of energy terms. Considerations on the emergence of stochastic resonance in this type of system are also set forth.
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We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions which take into account the market price and the perceived fundamental value of the asset. The resulting excess demand is coupled to the market price. Rigorous analysis reveals that this feedback may lead to price oscillations, a single bounce, or monotonic price behaviour. The model is a rare example of an analytically tractable interacting-agent model which allows LIS to deduce in detail the origin of these different collective patterns. For a natural choice of initial distribution, the results are independent of the graph structure that models the peer network of agents whose decisions influence each other. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
Consider a continuous-time Markov process with transition rates matrix Q in the state space Lambda boolean OR {0}. In In the associated Fleming-Viot process N particles evolve independently in A with transition rates matrix Q until one of them attempts to jump to state 0. At this moment the particle jumps to one of the positions of the other particles, chosen uniformly at random. When Lambda is finite, we show that the empirical distribution of the particles at a fixed time converges as N -> infinity to the distribution of a single particle at the same time conditioned on not touching {0}. Furthermore, the empirical profile of the unique invariant measure for the Fleming-Viot process with N particles converges as N -> infinity to the unique quasistationary distribution of the one-particle motion. A key element of the approach is to show that the two-particle correlations are of order 1/N.