Exact long-time behavior of a network of oscillators under random fields

We present an exact solution for the order parameters that characterize the stationary behavior of a population of Kuramotos phase oscillators under random external fields [Y. Kuramoto, in International Symposium on Mathematical Problems in Theoretical Physics, Lecture Notes in Physics, Vol. 39 (Springer, Berlin, 1975), p. 420]. From these results it is possible to generate the phase diagram of models with an arbitrary distribution of random frequencies and random fields.

Extreme times for volatility processes

Extreme times techniques, generally applied to nonequilibrium statistical mechanical processes, are also useful for a better understanding of financial markets. We present a detailed study on the mean first-passage time for the volatility of return time series. The empirical results extracted from daily data of major indices seem to follow the same law regardless of the kind of index thus suggesting an universal pattern. The empirical mean first-passage time to a certain level L is fairly different from that of the Wiener process showing a dissimilar behavior depending on whether L is higher or lower than the average volatility. All of this indicates a more complex dynamics in which a reverting force drives volatility toward its mean value. We thus present the mean first-passage time expressions of the most common stochastic volatility models whose approach is comparable to the random diffusion description. We discuss asymptotic approximations of these models and confront them to empirical results with a good agreement with the exponential Ornstein-Uhlenbeck model.

Non independent continuous-time random walks

The usual development of the continuous-time random walk (CTRW) assumes that jumps and time intervals are a two-dimensional set of independent and identically distributed random variables. In this paper, we address the theoretical setting of nonindependent CTRWs where consecutive jumps and/or time intervals are correlated. An exact solution to the problem is obtained for the special but relevant case in which the correlation solely depends on the signs of consecutive jumps. Even in this simple case, some interesting features arise, such as transitions from unimodal to bimodal distributions due to correlation. We also develop the necessary analytical techniques and approximations to handle more general situations that can appear in practice.

BEYOND THE “LEAST LIMITING WATER RANGE”: RETHINKING SOIL PHYSICS RESEARCH IN BRAZIL

As opposed to objective definitions in soil physics, the subjective term “soil physical quality” is increasingly found in publications in the soil physics area. A supposed indicator of soil physical quality that has been the focus of attention, especially in the Brazilian literature, is the Least Limiting Water Range (RLL), translated in Portuguese as "Intervalo Hídrico Ótimo" or IHO. In this paper the four limiting water contents that define RLLare discussed in the light of objectively determinable soil physical properties, pointing to inconsistencies in the RLLdefinition and calculation. It also discusses the interpretation of RLL as an indicator of crop productivity or soil physical quality, showing its inability to consider common phenological and pedological boundary conditions. It is shown that so-called “critical densities” found by the RLL through a commonly applied calculation method are questionable. Considering the availability of robust models for agronomy, ecology, hydrology, meteorology and other related areas, the attractiveness of RLL as an indicator to Brazilian soil physicists is not related to its (never proven) effectiveness, but rather to the simplicity with which it is dealt. Determining the respective limiting contents in a simplified manner, relegating the study or concern on the actual functioning of the system to a lower priority, goes against scientific construction and systemic understanding. This study suggests a realignment of the research in soil physics in Brazil with scientific precepts, towards mechanistic soil physics, to replace the currently predominant search for empirical correlations below the state of the art of soil physics.

Lee HWA Chung theorem for presympectic manifolds. Canonical transformations for constrained systems

We generalize the analogous of Lee Hwa Chungs theorem to the case of presymplectic manifolds. As an application, we study the canonical transformations of a canonical system (M, S, O). The role of Dirac brackets as a test of canonicity is clarified.

Exact temporal evolution for some non-linear diffusion process

Exact solutions to FokkerPlanck equations with nonlinear drift are considered. Applications of these exact solutions for concrete models are studied. We arrive at the conclusion that for certain drifts we obtain divergent moments (and infinite relaxation time) if the diffusion process can be extended without any obstacle to the whole space. But if we introduce a potential barrier that limits the diffusion process, moments converge with a finite relaxation time.

Petrou types D and II perfect-fluid solutions in generalized Kerr-Schild form.

Petrov types D and II perfect-fluid solutions are obtained starting from conformally flat perfect-fluid metrics and by using a generalized KerrSchild ansatz. Most of the Petrov type D metrics obtained have the property that the velocity of the fluid does not lie in the two-space defined by the principal null directions of the Weyl tensor. The properties of the perfect-fluid sources are studied. Finally, a detailed analysis of a new class of spherically symmetric static perfect-fluid metrics is given.

Strong coupling solution to Schrödinger Equation: the mixing of states

In this paper we give some ideas that can be useful to solve Schrödinger equations in the case when the Hamiltonian contains a large term. We obtain an expansion of the solution in reciprocal powers of the large coupling constant. The procedure followed consists in considering that the small part of the Hamiltonian engenders a motion adiabatic to the motion generated by the large part of the same.

Experimental Method to Determine Some Physical Properties in Physics Classes

ABSTRACT Particle density, gravimetric and volumetric water contents and porosity are important basic concepts to characterize porous systems such as soils. This paper presents a proposal of an experimental method to measure these physical properties, applicable in experimental physics classes, in porous media samples consisting of spheres with the same diameter (monodisperse medium) and with different diameters (polydisperse medium). Soil samples are not used given the difficulty of working with this porous medium in laboratories dedicated to teaching basic experimental physics. The paper describes the method to be followed and results of two case studies, one in monodisperse medium and the other in polydisperse medium. The particle density results were very close to theoretical values for lead spheres, whose relative deviation (RD) was -2.9 % and +0.1 % RD for the iron spheres. The RD of porosity was also low: -3.6 % for lead spheres and -1.2 % for iron spheres, in the comparison of procedures – using particle and porous medium densities and saturated volumetric water content – and monodisperse and polydisperse media.

Coherence and anticoherence resonance tunned by noise

We present numerical evidence and a theoretical analysis of the appearance of anticoherence resonance induced by noise, not predicted in former analysis of coherence resonance. We have found that this phenomenon occurs for very small values of the intensity of the noise acting on an excitable system, and we claim that this is a universal signature of a nonmonotonous relaxational behavior near its oscillatory regime. Moreover, we demonstrate that this new phenomenon is totally compatible with the standard situation of coherence resonance appearing at intermediate values of noise intensity.

Stochastic generation of homogeneous isotropic turbulence with well-defined-spectra

A precise and simple computational model to generate well-behaved two-dimensional turbulent flows is presented. The whole approach rests on the use of stochastic differential equations and is general enough to reproduce a variety of energy spectra and spatiotemporal correlation functions. Analytical expressions for both the continuous and the discrete versions, together with simulation algorithms, are derived. Results for two relevant spectra, covering distinct ranges of wave numbers, are given.

Enhanced pulse propagation in non-linear arrays of oscillators

The propagation of a pulse in a nonlinear array of oscillators is influenced by the nature of the array and by its coupling to a thermal environment. For example, in some arrays a pulse can be speeded up while in others a pulse can be slowed down by raising the temperature. We begin by showing that an energy pulse (one dimension) or energy front (two dimensions) travels more rapidly and remains more localized over greater distances in an isolated array (microcanonical) of hard springs than in a harmonic array or in a soft-springed array. Increasing the pulse amplitude causes it to speed up in a hard chain, leaves the pulse speed unchanged in a harmonic system, and slows down the pulse in a soft chain. Connection of each site to a thermal environment (canonical) affects these results very differently in each type of array. In a hard chain the dissipative forces slow down the pulse while raising the temperature speeds it up. In a soft chain the opposite occurs: the dissipative forces actually speed up the pulse, while raising the temperature slows it down. In a harmonic chain neither dissipation nor temperature changes affect the pulse speed. These and other results are explained on the basis of the frequency vs energy relations in the various arrays

Breathers and thermal relaxation in Fermi-Pasta-Ulam arrays

Breather stability and longevity in thermally relaxing nonlinear arrays depend sensitively on their interactions with other excitations. We review numerical results for the relaxation of breathers in Fermi¿Pasta¿Ulam arrays, with a specific focus on the different relaxation channels and their dependence on the interparticle interactions, dimensionality, initial condition, and system parameters

Travelling-stripe forcing generates hexagonal patterns

We study the response of Turing stripe patterns to a simple spatiotemporal forcing. This forcing has the form of a traveling wave and is spatially resonant with the characteristic Turing wavelength. Experiments conducted with the photosensitive chlorine dioxide-iodine-malonic acid reaction reveal a striking symmetry-breaking phenomenon of the intrinsic striped patterns giving rise to hexagonal lattices for intermediate values of the forcing velocity. The phenomenon is understood in the framework of the corresponding amplitude equations, which unveils a complex scenario of dynamical behaviors.