Approximate solution for frequency synchronization in a finite-size Kuramoto model

Peer reviewed

On the classification of binary shifts of finite commutant index

We provide a complete classification up to conjugacy of the binary shifts of finite commutant index on the hyperfinite II1, factor. There is a natural correspondence between the conjugacy classes of these shifts and polynomials over GF(2) satisfying a certain duality condition.

On representations of finite type

Representations of the (infinite) canonical anticommutation relations and the associated operator algebra, the fermion algebra, are studied. A “coupling constant” (in (0,1]) is defined for primary states of “finite type” of that algebra. Primary, faithful states of finite type with arbitrary coupling are constructed and classified. Their physical significance for quantum thermodynamical systems at high temperatures is discussed. The scope of this study is broadened to include a large class of operator algebras sharing some of the structural properties of the fermion algebra.

The cutoff phenomenon in finite Markov chains.

Natural mixing processes modeled by Markov chains often show a sharp cutoff in their convergence to long-time behavior. This paper presents problems where the cutoff can be proved (card shuffling, the Ehrenfests' urn). It shows that chains with polynomial growth (drunkard's walk) do not show cutoffs. The best general understanding of such cutoffs (high multiplicity of second eigenvalues due to symmetry) is explored. Examples are given where the symmetry is broken but the cutoff phenomenon persists.

VAR models and methods for monetary and health economics

Negli ultimi anni i modelli VAR sono diventati il principale strumento econometrico per verificare se può esistere una relazione tra le variabili e per valutare gli effetti delle politiche economiche. Questa tesi studia tre diversi approcci di identificazione a partire dai modelli VAR in forma ridotta (tra cui periodo di campionamento, set di variabili endogene, termini deterministici). Usiamo nel caso di modelli VAR il test di Causalità di Granger per verificare la capacità di una variabile di prevedere un altra, nel caso di cointegrazione usiamo modelli VECM per stimare congiuntamente i coefficienti di lungo periodo ed i coefficienti di breve periodo e nel caso di piccoli set di dati e problemi di overfitting usiamo modelli VAR bayesiani con funzioni di risposta di impulso e decomposizione della varianza, per analizzare l'effetto degli shock sulle variabili macroeconomiche. A tale scopo, gli studi empirici sono effettuati utilizzando serie storiche di dati specifici e formulando diverse ipotesi. Sono stati utilizzati tre modelli VAR: in primis per studiare le decisioni di politica monetaria e discriminare tra le varie teorie post-keynesiane sulla politica monetaria ed in particolare sulla cosiddetta "regola di solvibilità" (Brancaccio e Fontana 2013, 2015) e regola del GDP nominale in Area Euro (paper 1); secondo per estendere l'evidenza dell'ipotesi di endogeneità della moneta valutando gli effetti della cartolarizzazione delle banche sul meccanismo di trasmissione della politica monetaria negli Stati Uniti (paper 2); terzo per valutare gli effetti dell'invecchiamento sulla spesa sanitaria in Italia in termini di implicazioni di politiche economiche (paper 3). La tesi è introdotta dal capitolo 1 in cui si delinea il contesto, la motivazione e lo scopo di questa ricerca, mentre la struttura e la sintesi, così come i principali risultati, sono descritti nei rimanenti capitoli. Nel capitolo 2 sono esaminati, utilizzando un modello VAR in differenze prime con dati trimestrali della zona Euro, se le decisioni in materia di politica monetaria possono essere interpretate in termini di una "regola di politica monetaria", con specifico riferimento alla cosiddetta "nominal GDP targeting rule" (McCallum 1988 Hall e Mankiw 1994; Woodford 2012). I risultati evidenziano una relazione causale che va dallo scostamento tra i tassi di crescita del PIL nominale e PIL obiettivo alle variazioni dei tassi di interesse di mercato a tre mesi. La stessa analisi non sembra confermare l'esistenza di una relazione causale significativa inversa dalla variazione del tasso di interesse di mercato allo scostamento tra i tassi di crescita del PIL nominale e PIL obiettivo. Risultati simili sono stati ottenuti sostituendo il tasso di interesse di mercato con il tasso di interesse di rifinanziamento della BCE. Questa conferma di una sola delle due direzioni di causalità non supporta un'interpretazione della politica monetaria basata sulla nominal GDP targeting rule e dà adito a dubbi in termini più generali per l'applicabilità della regola di Taylor e tutte le regole convenzionali della politica monetaria per il caso in questione. I risultati appaiono invece essere più in linea con altri approcci possibili, come quelli basati su alcune analisi post-keynesiane e marxiste della teoria monetaria e più in particolare la cosiddetta "regola di solvibilità" (Brancaccio e Fontana 2013, 2015). Queste linee di ricerca contestano la tesi semplicistica che l'ambito della politica monetaria consiste nella stabilizzazione dell'inflazione, del PIL reale o del reddito nominale intorno ad un livello "naturale equilibrio". Piuttosto, essi suggeriscono che le banche centrali in realtà seguono uno scopo più complesso, che è il regolamento del sistema finanziario, con particolare riferimento ai rapporti tra creditori e debitori e la relativa solvibilità delle unità economiche. Il capitolo 3 analizza l’offerta di prestiti considerando l’endogeneità della moneta derivante dall'attività di cartolarizzazione delle banche nel corso del periodo 1999-2012. Anche se gran parte della letteratura indaga sulla endogenità dell'offerta di moneta, questo approccio è stato adottato raramente per indagare la endogeneità della moneta nel breve e lungo termine con uno studio degli Stati Uniti durante le due crisi principali: scoppio della bolla dot-com (1998-1999) e la crisi dei mutui sub-prime (2008-2009). In particolare, si considerano gli effetti dell'innovazione finanziaria sul canale dei prestiti utilizzando la serie dei prestiti aggiustata per la cartolarizzazione al fine di verificare se il sistema bancario americano è stimolato a ricercare fonti più economiche di finanziamento come la cartolarizzazione, in caso di politica monetaria restrittiva (Altunbas et al., 2009). L'analisi si basa sull'aggregato monetario M1 ed M2. Utilizzando modelli VECM, esaminiamo una relazione di lungo periodo tra le variabili in livello e valutiamo gli effetti dell’offerta di moneta analizzando quanto la politica monetaria influisce sulle deviazioni di breve periodo dalla relazione di lungo periodo. I risultati mostrano che la cartolarizzazione influenza l'impatto dei prestiti su M1 ed M2. Ciò implica che l'offerta di moneta è endogena confermando l'approccio strutturalista ed evidenziando che gli agenti economici sono motivati ad aumentare la cartolarizzazione per una preventiva copertura contro shock di politica monetaria. Il capitolo 4 indaga il rapporto tra spesa pro capite sanitaria, PIL pro capite, indice di vecchiaia ed aspettativa di vita in Italia nel periodo 1990-2013, utilizzando i modelli VAR bayesiani e dati annuali estratti dalla banca dati OCSE ed Eurostat. Le funzioni di risposta d'impulso e la scomposizione della varianza evidenziano una relazione positiva: dal PIL pro capite alla spesa pro capite sanitaria, dalla speranza di vita alla spesa sanitaria, e dall'indice di invecchiamento alla spesa pro capite sanitaria. L'impatto dell'invecchiamento sulla spesa sanitaria è più significativo rispetto alle altre variabili. Nel complesso, i nostri risultati suggeriscono che le disabilità strettamente connesse all'invecchiamento possono essere il driver principale della spesa sanitaria nel breve-medio periodo. Una buona gestione della sanità contribuisce a migliorare il benessere del paziente, senza aumentare la spesa sanitaria totale. Tuttavia, le politiche che migliorano lo stato di salute delle persone anziane potrebbe essere necessarie per una più bassa domanda pro capite dei servizi sanitari e sociali.

Finite-size scaling analysis of the distributions of pseudo-critical temperatures in spin glasses

Using the results of large scale numerical simulations we study the probability distribution of the pseudo critical temperature for the three dimensional Edwards Anderson Ising spin glass and for the fully connected Sherrington-Kirkpatrick model. We find that the behaviour of our data is nicely described by straightforward finitesize scaling relations.

Microcanonical finite-size scaling in second-order phase transitions with diverging specific heat

A microcanonical finite-size ansatz in terms of quantities measurable in a finite lattice allows extending phenomenological renormalization the so-called quotients method to the microcanonical ensemble. The ansatz is tested numerically in two models where the canonical specific heat diverges at criticality, thus implying Fisher renormalization of the critical exponents: the three-dimensional ferromagnetic Ising model and the two-dimensional four-state Potts model (where large logarithmic corrections are known to occur in the canonical ensemble). A recently proposed microcanonical cluster method allows simulating systems as large as L = 1024 Potts or L= 128 (Ising). The quotients method provides accurate determinations of the anomalous dimension, η, and of the (Fisher-renormalized) thermal ν exponent. While in the Ising model the numerical agreement with our theoretical expectations is very good, in the Potts case, we need to carefully incorporate logarithmic corrections to the microcanonical ansatz in order to rationalize our data.

Phase transition in the three dimensional Heisenberg spin glass: Finite-size scaling analysis

We have investigated the phase transition in the Heisenberg spin glass using massive numerical simulations to study very large sizes, 483. A finite-size scaling analysis indicates that the data are compatible with the most economical scenario: a common transition temperature for spins and chiralities.

Finite temperature dynamics of vortices in the two dimensional anisotropic Heisenberg model

We study the effects of finite temperature on the dynamics of non-planar vortices in the classical, two-dimensional anisotropic Heisenberg model with XY- or easy-plane symmetry. To this end, we analyze a generalized Landau-Lifshitz equation including additive white noise and Gilbert damping. Using a collective variable theory with no adjustable parameters we derive an equation of motion for the vortices with stochastic forces which are shown to represent white noise with an effective diffusion constant linearly dependent on temperature. We solve these stochastic equations of motion by means of a Green's function formalism and obtain the mean vortex trajectory and its variance. We find a non-standard time dependence for the variance of the components perpendicular to the driving force. We compare the analytical results with Langevin dynamics simulations and find a good agreement up to temperatures of the order of 25% of the Kosterlitz-Thouless transition temperature. Finally, we discuss the reasons why our approach is not appropriate for higher temperatures as well as the discreteness effects observed in the numerical simulations.

Finite size effects in the specific heat of glass-formers

We report clear finite size effects in the specific heat and in the relaxation times of a model glass former at temperatures considerably smaller than the Mode Coupling transition. A crucial ingredient to reach this result is a new Monte Carlo algorithm which allows us to reduce the relaxation time by two order of magnitudes. These effects signal the existence of a large correlation length in static quantities.

The Finite Embeddability Property for some noncommutative knotted varieties of RL and DRL.

Residuated lattices, although originally considered in the realm of algebra providing a general setting for studying ideals in ring theory, were later shown to form algebraic models for substructural logics. The latter are non-classical logics that include intuitionistic, relevance, many-valued, and linear logic, among others. Most of the important examples of substructural logics are obtained by adding structural rules to the basic logical calculus

Finite Element Analysis of Thermal Buckling in Auotmotive Clutch and Brake Discs

Thermal buckling behavior of automotive clutch and brake discs is studied by making the use of finite element method. It is found that the temperature distribution along the radius and the thickness affects the critical buckling load considerably. The results indicate that a monotonic temperature profile leads to a coning mode with the highest temperature located at the inner radius. Whereas a temperature profile with the maximum temperature located in the middle leads to a dominant non-axisymmetric buckling mode, which results in a much higher buckling temperature. A periodic variation of temperature cannot lead to buckling. The temperature along the thickness can be simplified by the mean temperature method in the single material model. The thermal buckling analysis of friction discs with friction material layer, cone angle geometry and fixed teeth boundary conditions are also studied in detail. The angular geometry and the fixed teeth can improve the buckling temperature significantly. Young’s Modulus has no effect when single material is applied in the free or restricted conditions. Several equations are derived to validate the result. Young’s modulus ratio is a useful factor when the clutch has several material layers. The research findings from this paper are useful for automotive clutch and brake discs design against structural instability induced by thermal buckling.

A finite element model of perforated panel absorbers including viscothermal effects

Most of the analytical models devoted to determine the acoustic properties of a rigid perforated panel consider the acoustic impedance of a single hole and then use the porosity to determine the impedance for the whole panel. However, in the case of not homogeneous hole distribution or more complex configurations this approach is no longer valid. This work explores some of these limitations and proposes a finite element methodology that implements the linearized Navier Stokes equations in the frequency domain to analyse the acoustic performance under normal incidence of perforated panel absorbers. Some preliminary results for a homogenous perforated panel show that the sound absorption coefficient derived from the Maa analytical model does not match those from the simulations. These differences are mainly attributed to the finite geometry effect and to the spatial distribution of the perforations for the numerical case. In order to confirm these statements, the acoustic field in the vicinities of the perforations is analysed for a more complex configuration of perforated panel. Additionally, experimental studies are carried out in an impedance tube for the same configuration and then compared to previous methods. The proposed methodology is shown to be in better agreement with the laboratorial measurements than the analytical approach.

Regional subsidence modelling in Murcia city (SE Spain) using 1-D vertical finite element analysis and 2-D interpolation of ground surface displacements

Subsidence is a hazard that may have natural or anthropogenic origin causing important economic losses. The area of Murcia city (SE Spain) has been affected by subsidence due to groundwater overexploitation since the year 1992. The main observed historical piezometric level declines occurred in the periods 1982–1984, 1992–1995 and 2004–2008 and showed a close correlation with the temporal evolution of ground displacements. Since 2008, the pressure recovery in the aquifer has led to an uplift of the ground surface that has been detected by the extensometers. In the present work an elastic hydro-mechanical finite element code has been used to compute the subsidence time series for 24 geotechnical boreholes, prescribing the measured groundwater table evolution. The achieved results have been compared with the displacements estimated through an advanced DInSAR technique and measured by the extensometers. These spatio-temporal comparisons have showed that, in spite of the limited geomechanical data available, the model has turned out to satisfactorily reproduce the subsidence phenomenon affecting Murcia City. The model will allow the prediction of future induced deformations and the consequences of any piezometric level variation in the study area.

On the forbidden gap of finite graphene nanoribbons

The electronic structure of isolated finite graphene nanoribbons is investigated by solving, at the Hartree-Fock (HF) level, the Pariser, Parr and Pople (PPP) many-body Hamiltonian. The study is mainly focused on 7-AGNR and 13-AGNR (Armchair Graphene Nano-Ribbons), whose electronic structures have been recently experimentally investigated. Only paramagnetic solutions are considered. The characteristics of the forbidden gap are studied as a function of the ribbon length. For a 7-AGNR, the gap monotonically decreases from a maximum value of ~6.5 eV for short nanoribbons to a very small value of ~0.12 eV for the longer calculated systems. Gap edges are defined by molecular orbitals that are spatially localized near the nanoribbon extremes, that is, near both zig-zag edges. On the other hand, two delocalized orbitals define a much larger gap of about 5 eV. Conductance measurements report a somewhat smaller gap of ~3 eV. The small real gap lies in the middle of the one given by extended states and has been observed by STM and reproduced by DFT calculations. On the other hand, the length dependence of the gap is not monotonous for a 13-AGNR. It decreases initially but sharply increases for lengths beyond 30 Å remaining almost constant thereafter at a value of ~2.1 eV. Two additional states localized at the nanoribbon extremes show up at energies 0.31 eV below the HOMO (Highest Occupied Molecular Orbital) and above the LUMO (Lowest Unoccupied Molecular Orbital). These numbers compare favorably with those recently obtained by means of STS for a 13-AGNR sustained by a gold surface, namely 1.4 eV for the energy gap and 0.4 eV for the position of localized band edges. We show that the important differences between 7- and 13-AGNR should be ascribed to the charge rearrangement near the zig-zag edges obtained in our calculations for ribbons longer than 30 Å, a feature that does not show up for a 7-AGNR no matter its length.