An index for quantifying flocking behavior

One of the classic research topics in adaptive behavior is the collective displacement of groups of organisms such as flocks of birds, schools of fish, herds of mammals and crowds of people. However, most agent-based simulations of group behavior do not provide a quantitative index for determining the point at which the flock emerges. We have developed an index of the aggregation of moving individuals in a flock and have provided an example of how it can be used to quantify the degree to which a group of moving individuals actually forms a flock.

Renewal equations for option pricing

In this paper we will develop a methodology for obtaining pricing expressions for financial instruments whose underlying asset can be described through a simple continuous-time random walk (CTRW) market model. Our approach is very natural to the issue because it is based in the use of renewal equations, and therefore it enhances the potential use of CTRW techniques in finance. We solve these equations for typical contract specifications, in a particular but exemplifying case. We also show how a formal general solution can be found for more exotic derivatives, and we compare prices for alternative models of the underlying. Finally, we recover the celebrated results for the Wiener process under certain limits.

Virtual hand illusion induced by visuomotor correlations

Our body schema gives the subjective impression of being highly stable. However, a number of easily-evoked illusions illustrate its remarkable malleability. In the rubber-hand illusion, illusory ownership of a rubber-hand is evoked by synchronous visual and tactile stimulation on a visible rubber arm and on the hidden real arm. Ownership is concurrent with a proprioceptive illusion of displacement of the arm position towards the fake arm. We have previously shown that this illusion of ownership plus the proprioceptive displacement also occurs towards a virtual 3D projection of an arm when the appropriate synchronous visuotactile stimulation is provided. Our objective here was to explore whether these illusions (ownership and proprioceptive displacement) can be induced by only synchronous visuomotor stimulation, in the absence of tactile stimulation.

Forecasting a language shift based on cellular automata

Language extinction as a consequence of language shifts is a widespread social phenomenon that affects several million people all over the world today. An important task for social sciences research should therefore be to gain an understanding of language shifts, especially as a way of forecasting the extinction or survival of threatened languages, i.e., determining whether or not the subordinate language will survive in communities with a dominant and a subordinate language. In general, modeling is usually a very difficult task in the social sciences, particularly when it comes to forecasting the values of variables. However, the cellular automata theory can help us overcome this traditional difficulty. The purpose of this article is to investigate language shifts in the speech behavior of individuals using the methodology of the cellular automata theory. The findings on the dynamics of social impacts in the field of social psychology and the empirical data from language surveys on the use of Catalan in Valencia allowed us to define a cellular automaton and carry out a set of simulations using that automaton. The simulation results highlighted the key factors in the progression or reversal of a language shift and the use of these factors allowed us to forecast the future of a threatened language in a bilingual community.

Extending body space in immersive virtual reality: a very long arm illusion

Recent studies have shown that a fake body part can be incorporated into human body representation through synchronous multisensory stimulation on the fake and corresponding real body part- the most famous example being the Rubber Hand Illusion. However, the extent to which gross asymmetries in the fake body can be assimilated remains unknown. Participants experienced, through a head-tracked stereo head-mounted display a virtual body coincident with their real body. There were 5 conditions in a between-groups experiment, with 10 participants per condition. In all conditions there was visuo-motor congruence between the real and virtual dominant arm. In an Incongruent condition (I), where the virtual arm length was equal to the real length, there was visuo-tactile incongruence. In four Congruent conditions there was visuo-tactile congruence, but the virtual arm lengths were either equal to (C1), double (C2), triple (C3) or quadruple (C4) the real ones. Questionnaire scores and defensive withdrawal movements in response to a threat showed that the overall level of ownership was high in both C1 and I, and there was no significant difference between these conditions. Additionally, participants experienced ownership over the virtual arm up to three times the length of the real one, and less strongly at four times the length. The illusion did decline, however, with the length of the virtual arm. In the C2-C4 conditions although a measure of proprioceptive drift positively correlated with virtual arm length, there was no correlation between the drift and ownership of the virtual arm, suggesting different underlying mechanisms between ownership and drift. Overall, these findings extend and enrich previous results that multisensory and sensorimotor information can reconstruct our perception of the body shape, size and symmetry even when this is not consistent with normal body proportions.

Effects of P300-based BCI use on reported presence in a virtual environment

Brain-computer interfaces (BCIs) are becoming more and more popular as an input device for virtual worlds and computer games. Depending on their function, a major drawback is the mental workload associated with their use and there is significant effort and training required to effectively control them. In this paper, we present two studies assessing how mental workload of a P300-based BCI affects participants" reported sense of presence in a virtual environment (VE). In the first study, we employ a BCI exploiting the P300 event-related potential (ERP) that allows control of over 200 items in a virtual apartment. In the second study, the BCI is replaced by a gaze-based selection method coupled with wand navigation. In both studies, overall performance is measured and individual presence scores are assessed by means of a short questionnaire. The results suggest that there is no immediate benefit for visualizing events in the VE triggered by the BCI and that no learning about the layout of the virtual space takes place. In order to alleviate this, we propose that future P300-based BCIs in VR are set up so as require users to make some inference about the virtual space so that they become aware of it,which is likely to lead to higher reported presence.

From caging to rouse dynamics in polymer melts with intramolecular barriers: a critical test of the mode coupling theory

By means of computer simulations and solution of the equations of the mode coupling theory (MCT),we investigate the role of the intramolecular barriers on several dynamic aspects of nonentangled polymers. The investigated dynamic range extends from the caging regime characteristic of glass-formers to the relaxation of the chain Rouse modes. We review our recent work on this question,provide new results, and critically discuss the limitations of the theory. Solutions of the MCT for the structural relaxation reproduce qualitative trends of simulations for weak and moderate barriers. However, a progressive discrepancy is revealed as the limit of stiff chains is approached. This dis-agreement does not seem related with dynamic heterogeneities, which indeed are not enhanced by increasing barrier strength. It is not connected either with the breakdown of the convolution approximation for three-point static correlations, which retains its validity for stiff chains. These findings suggest the need of an improvement of the MCT equations for polymer melts. Concerning the relaxation of the chain degrees of freedom, MCT provides a microscopic basis for time scales from chain reorientation down to the caging regime. It rationalizes, from first principles, the observed deviations from the Rouse model on increasing the barrier strength. These include anomalous scaling of relaxation times, long-time plateaux, and nonmonotonous wavelength dependence of the mode correlators.

Coarse-graining and thermodynamics in far-from-equilibrium systems

Lying at the core of statistical physics is the need to reduce the number of degrees of freedom in a system. Coarse-graining is a frequently-used procedure to bridge molecular modeling with experiments. In equilibrium systems, this task can be readily performed; however in systems outside equilibrium, a possible lack of equilibration of the eliminated degrees of freedom may lead to incomplete or even misleading descriptions. Here, we present some examples showing how an improper coarse-graining procedure may result in linear approaches to nonlinear processes, miscalculations of activation rates and violations of the fluctuation-dissipation theorem.

Performance Analysis of Two Quantum Reaction Dynamics Codes: Time-Dependent and Time-Independent Strategies

The computer simulation of reaction dynamics has nowadays reached a remarkable degree of accuracy. Triatomic elementary reactions are rigorously studied with great detail on a straightforward basis using a considerable variety of Quantum Dynamics computational tools available to the scientific community. In our contribution we compare the performance of two quantum scattering codes in the computation of reaction cross sections of a triatomic benchmark reaction such as the gas phase reaction Ne + H2+ %12. NeH++ H. The computational codes are selected as representative of time-dependent (Real Wave Packet [ ]) and time-independent (ABC [ ]) methodologies. The main conclusion to be drawn from our study is that both strategies are, to a great extent, not competing but rather complementary. While time-dependent calculations advantages with respect to the energy range that can be covered in a single simulation, time-independent approaches offer much more detailed information from each single energy calculation. Further details such as the calculation of reactivity at very low collision energies or the computational effort related to account for the Coriolis couplings are analyzed in this paper.

Cluster glasses of ultrasoft particles

We present molecular dynamics (MD) simulations results for dense fluids of ultrasoft, fully penetrable particles. These are a binary mixture and a polydisperse system of particles interacting via the generalized exponential model, which is known to yield cluster crystal phases for the corresponding monodisperse systems. Because of the dispersity in the particle size, the systems investigated in this work do not crystallize and form disordered cluster phases. The clusteringtransition appears as a smooth crossover to a regime in which particles are mostly located in clusters, isolated particles being infrequent. The analysis of the internal cluster structure reveals microsegregation of the big and small particles, with a strong homo-coordination in the binary mixture. Upon further lowering the temperature below the clusteringtransition, the motion of the clusters" centers-of-mass slows down dramatically, giving way to a cluster glass transition. In the cluster glass, the diffusivities remain finite and display an activated temperature dependence, indicating that relaxation in the cluster glass occurs via particle hopping in a nearly arrested matrix of clusters. Finally we discuss the influence of the microscopic dynamics on the transport properties by comparing the MD results with Monte Carlo simulations.

First-passage and escape problems in the Feller process

The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin. The process is positive definite and it is this property along with its linear character that have made Feller process a convenient candidate for the modeling of a number of phenomena ranging from single-neuron firing to volatility of financial assets. While general properties of the process have long been well known, less known are properties related to level crossing such as the first-passage and the escape problems. In this work we thoroughly address these questions.

Ecuaciones de recurrencia estocásticas en el cálculo de la prima de reaseguro Finite Risk

RESUMEN: El objetivo de este trabajo es calcular el importe de la prima pura periódica que debe cobrar el reasegurador a la cedente en un reaseguro finite risk en ambiente financiero estocástico. El problema de la convolución de las diferentes variables aleatorias que intervienen en el cálculo de la prima lo hemos solucionado simulando, por Monte-Carlo, trayectorias de siniestralidad para el reasegurador aplicando posteriormente, en cada trayectoria simulada, los criterios de decisión financieros, esperanza, varianza y desviación. En los criterios de la varianza y de la desviación proponemos utilizar una ecuación de recurrencia estocástica para evitar el problema de la dependencia que existe entre los factores de capitalización estocásticos, obteniendo la prima de reaseguro en función del nivel de aversión al riesgo del reasegurador y de la volatilidad del tipo de interés. Palabras clave: Finite risk, ambiente estocástico, ecuación de recurrencia, simulación de Monte-Carlo, prima pura periódica.

Mesoscale numerical analysis of the historical November 1982 heavy precipitation event over Andorra (Eastern Pyrenees)

From 6 to 8 November 1982 one of the most catastrophic flash-flood events was recorded in the Eastern Pyrenees affecting Andorra and also France and Spain with rainfall accumulations exceeding 400 mm in 24 h, 44 fatalities and widespread damage. This paper aims to exhaustively document this heavy precipitation event and examines mesoscale simulations performed by the French Meso-NH non-hydrostatic atmospheric model. Large-scale simulations show the slow-evolving synoptic environment favourable for the development of a deep Atlantic cyclone which induced a strong southerly flow over the Eastern Pyrenees. From the evolution of the synoptic pattern four distinct phases have been identified during the event. The mesoscale analysis presents the second and the third phase as the most intense in terms of rainfall accumulations and highlights the interaction of the moist and conditionally unstable flows with the mountains. The presence of a SW low level jet (30 m s-1) around 1500 m also had a crucial role on focusing the precipitation over the exposed south slopes of the Eastern Pyrenees. Backward trajectories based on Eulerian on-line passive tracers indicate that the orographic uplift was the main forcing mechanism which triggered and maintained the precipitating systems more than 30 h over the Pyrenees. The moisture of the feeding flow mainly came from the Atlantic Ocean (7-9 g kg-1) and the role of the Mediterranean as a local moisture source was very limited (2-3 g kg-1) due to the high initial water vapour content of the parcels and the rapid passage over the basin along the Spanish Mediterranean coast (less than 12 h).

Modernization of protection and control system of HV/MV substation in Russia

This work describes different possibilities of protection and control system improvement of primary distribution substation. The status of condition and main problems of power networks from reliability point of view in Russia are described. This work studies technologies used today in Russia for protection of distribution networks with their disadvantages. Majority of medium voltage networks (6-35 kV) has isolated network point. There is still no any protection available on the market which allows to estimate distance to fault in case of earth fault. The thesis analyses methods of earth fault distance calculation. On the basis of computer simulation the influence of various factors on calculation accuracy is studied. The practical implementation of the method presupposes usage of digital relay. Application of digital relay is accompanied by numerous opportunities which are described in this work. Also advantages of system implemented on the basis of IEC 61850 standard are examined. Finally, suitability of modern digital relays from GOST standard point of view is analyzed.

Sex ratio bias, male aggression, and population collapse in lizards.

The adult sex ratio (ASR) is a key parameter of the demography of human and other animal populations, yet the causes of variation in ASR, how individuals respond to this variation, and how their response feeds back into population dynamics remain poorly understood. A prevalent hypothesis is that ASR is regulated by intrasexual competition, which would cause more mortality or emigration in the sex of increasing frequency. Our experimental manipulation of populations of the common lizard (Lacerta vivipara) shows the opposite effect. Male mortality and emigration are not higher under male-biased ASR. Rather, an excess of adult males begets aggression toward adult females, whose survival and fecundity drop, along with their emigration rate. The ensuing prediction that adult male skew should be amplified and total population size should decline is supported by long-term data. Numerical projections show that this amplifying effect causes a major risk of population extinction. In general, such an "evolutionary trap" toward extinction threatens populations in which there is a substantial mating cost for females, and environmental changes or management practices skew the ASR toward males.