997 resultados para Stochastic behavior
Resumo:
Chaotic dynamical systems with two or more attractors lying on invariant subspaces may, provided certain mathematical conditions are fulfilled, exhibit intermingled basins of attraction: Each basin is riddled with holes belonging to basins of the other attractors. In order to investigate the occurrence of such phenomenon in dynamical systems of ecological interest (two-species competition with extinction) we have characterized quantitatively the intermingled basins using periodic-orbit theory and scaling laws. The latter results agree with a theoretical prediction from a stochastic model, and also with an exact result for the scaling exponent we derived for the specific class of models investigated. We discuss the consequences of the scaling laws in terms of the predictability of a final state (extinction of either species) in an ecological experiment.
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We study the spin-1/2 Ising model on a Bethe lattice in the mean-field limit, with the interaction constants following one of two deterministic aperiodic sequences, the Fibonacci or period-doubling one. New algorithms of sequence generation were implemented, which were fundamental in obtaining long sequences and, therefore, precise results. We calculate the exact critical temperature for both sequences, as well as the critical exponents beta, gamma, and delta. For the Fibonacci sequence, the exponents are classical, while for the period-doubling one they depend on the ratio between the two exchange constants. The usual relations between critical exponents are satisfied, within error bars, for the period-doubling sequence. Therefore, we show that mean-field-like procedures may lead to nonclassical critical exponents.
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Stavskaya's model is a one-dimensional probabilistic cellular automaton (PCA) introduced in the end of the 1960s as an example of a model displaying a nonequilibrium phase transition. Although its absorbing state phase transition is well understood nowadays, the model never received a full numerical treatment to investigate its critical behavior. In this Brief Report we characterize the critical behavior of Stavskaya's PCA by means of Monte Carlo simulations and finite-size scaling analysis. The critical exponents of the model are calculated and indicate that its phase transition belongs to the directed percolation universality class of critical behavior, as would be expected on the basis of the directed percolation conjecture. We also explicitly establish the relationship of the model with the Domany-Kinzel PCA on its directed site percolation line, a connection that seems to have gone unnoticed in the literature so far.
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We present four estimators of the shared information (or interdepency) in ground states given that the coefficients appearing in the wave function are all real non-negative numbers and therefore can be interpreted as probabilities of configurations. Such ground states of Hermitian and non-Hermitian Hamiltonians can be given, for example, by superpositions of valence bond states which can describe equilibrium but also stationary states of stochastic models. We consider in detail the last case, the system being a classical not a quantum one. Using analytical and numerical methods we compare the values of the estimators in the directed polymer and the raise and peel models which have massive, conformal invariant and nonconformal invariant massless phases. We show that like in the case of the quantum problem, the estimators verify the area law with logarithmic corrections when phase transitions take place.
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With each directed acyclic graph (this includes some D-dimensional lattices) one can associate some Abelian algebras that we call directed Abelian algebras (DAAs). On each site of the graph one attaches a generator of the algebra. These algebras depend on several parameters and are semisimple. Using any DAA, one can define a family of Hamiltonians which give the continuous time evolution of a stochastic process. The calculation of the spectra and ground-state wave functions (stationary state probability distributions) is an easy algebraic exercise. If one considers D-dimensional lattices and chooses Hamiltonians linear in the generators, in finite-size scaling the Hamiltonian spectrum is gapless with a critical dynamic exponent z=D. One possible application of the DAA is to sandpile models. In the paper we present this application, considering one- and two-dimensional lattices. In the one-dimensional case, when the DAA conserves the number of particles, the avalanches belong to the random walker universality class (critical exponent sigma(tau)=3/2). We study the local density of particles inside large avalanches, showing a depletion of particles at the source of the avalanche and an enrichment at its end. In two dimensions we did extensive Monte-Carlo simulations and found sigma(tau)=1.780 +/- 0.005.
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In this work, thermal and optical properties of the commercial Q-98 neodymium-doped phosphate glass have been measured at low temperature, from 50 to 300 K. The time-resolved thermal lens spectrometry together with the optical interferometry and the thermal relaxation calorimetry methods were used to investigate the glass athermal characteristics described by the temperature coefficient of the optical path length change, ds/dT. The thermal diffusivity was also determined, and the temperature coefficients of electronic polarizability, linear thermal expansion, and refractive index were calculated and used to explain ds/dT behavior. ds/dT measured via thermal lens method was found to be zero at 225 K. The results provided a complete characterization of the thermo-optical properties of the Q-98 glass, which may be useful for those using this material for diode-pumped solid-state lasers. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3234396]
Resumo:
We present rigorous upper and lower bounds for the momentum-space ghost propagator G(p) of Yang-Mills theories in terms of the smallest nonzero eigenvalue (and of the corresponding eigenvector) of the Faddeev-Popov matrix. We apply our analysis to data from simulations of SU(2) lattice gauge theory in Landau gauge, using the largest lattice sizes to date. Our results suggest that, in three and in four space-time dimensions, the Landau gauge ghost propagator is not enhanced as compared to its tree-level behavior. This is also seen in plots and fits of the ghost dressing function. In the two-dimensional case, on the other hand, we find that G(p) diverges as p(-2-2 kappa) with kappa approximate to 0.15, in agreement with A. Maas, Phys. Rev. D 75, 116004 (2007). We note that our discussion is general, although we make an application only to pure gauge theory in Landau gauge. Our simulations have been performed on the IBM supercomputer at the University of Sao Paulo.
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We present rigorous upper and lower bounds for the zero-momentum gluon propagator D(0) of Yang-Mills theories in terms of the average value of the gluon field. This allows us to perform a controlled extrapolation of lattice data to infinite volume, showing that the infrared limit of the Landau-gauge gluon propagator in SU(2) gauge theory is finite and nonzero in three and in four space-time dimensions. In the two-dimensional case, we find D(0)=0, in agreement with Maas. We suggest an explanation for these results. We note that our discussion is general, although we apply our analysis only to pure gauge theory in the Landau gauge. Simulations have been performed on the IBM supercomputer at the University of Sao Paulo.
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The dynamical discrete web (DyDW), introduced in the recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of such exceptional tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by Haggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, Haggstrom, Peres and Steif. For example, we prove that the walk from the origin S(0)(tau) violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results should extend to the dynamical Brownian web, the natural scaling limit of the DyDW. (C) 2009 Elsevier B.V. All rights reserved.
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We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
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We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.
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This paper reports manganese (Mn) fractionation in samples collected from the water column and sediments in an environmental protection area in the Alto do Paranapanema Basin (Sao Paulo State, Brazil). The three locations studied showed equivalent Mn levels, with moderate seasonal differences (p < 0.05). The sediment samples contained five Mn species (p < 0.05): iron and manganese (hydr)oxides > Mn bound to carbonates approximate to exchangeable Mn approximate to Mn bound to silicates > Mn bound to organic matter (p < 0.05). The water samples contained three species (p < 0.05): particulate Mn > labile Mn approximate to non-labile Mn. The data suggest that Mn has a natural origin (Enrichment Factor EF < 2; Geoaccumulation Index I(geo) < 0) and moderate environmental risk (Risk Assessment Code RAC similar to 30%). At the same time, under certain conditions some manganese species could be present in a state of equilibrium between the water column and sediment. These results could provide a basis for Mn management in the Alto do Paranapanema Basin.
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In the present work we investigated the electrochemical behavior of PVA on polycrystalline Pt and single-crystal Pt electrodes. PVA hampered the characteristic hydrogen UPD and anion adsorption on all investigated surfaces, with the processes on Pt(110) being the most affected by the PVA presence. Several oxidation waves appeared as the potential was swept in the positive direction and the Pt(111) was found to be the most active for the oxidation processes. (C) 2011 The Electrochemical Society. [DOI: 10.1149/1.3615965] All rights reserved.
Resumo:
This paper describes the preparation of a Pt-Rh alloy surface electrodeposited on Pt electrodes and its electrocatalytic characterization for methanol oxidation. The X-ray photoelectronic spectroscopy ( XPS) results demonstrate that the surface composition is approximately 24 at-% Rh and 76 % Pt. The cyclic voltammetry (CV) and electrochemical quartz crystal (EQCN) results for the alloy were associated, for platinum, to the well known profile in acidic medium. For Rh, on the alloy, the generation of rhodium hydroxide species (Rh(OH)(3) and RhO(OH)(3)) was measured. During the successive oxidation-reduction cycles the mass returns to its original value, indicating the reversibility of the processes. It was not observed rhodium dissolution during the cycling. The 76/24 at % Pt-Rh alloy presented singular electrocatalytic activity for methanol electrooxidation, which started at more negative potentials compared to pure Pt (70 mV). During the sweep towards more negative potentials, there is only weak CO re-adsorption on both Rh and Pt-Rh alloy surfaces, which can be explained by considering the interaction energy between Rh and CO.
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The analysis of one-, two-, and three-dimensional coupled map lattices is here developed under a statistical and dynamical perspective. We show that the three-dimensional CML exhibits low dimensional behavior with long range correlation and the power spectrum follows 1/f noise. This approach leads to an integrated understanding of the most important properties of these universal models of spatiotemporal chaos. We perform a complete time series analysis of the model and investigate the dependence of the signal properties by change of dimension. (c) 2008 Elsevier Ltd. All rights reserved.