Approach to Equilibrium for a Class of Random Quantum Models of Infinite Range

We consider random generalizations of a quantum model of infinite range introduced by Emch and Radin. The generalizations allow a neat extension from the class l (1) of absolutely summable lattice potentials to the optimal class l (2) of square summable potentials first considered by Khanin and Sinai and generalised by van Enter and van Hemmen. The approach to equilibrium in the case of a Gaussian distribution is proved to be faster than for a Bernoulli distribution for both short-range and long-range lattice potentials. While exponential decay to equilibrium is excluded in the nonrandom l (1) case, it is proved to occur for both short and long range potentials for Gaussian distributions, and for potentials of class l (2) in the Bernoulli case. Open problems are discussed.

Time-dependent or state-dependent pricing? Evidence from a large devaluation episode

State-dependent and time-dependent price setting models yield distinct implications for how frequency and magnitude of price changes react to shocks. This note studies pricing behavior in Brazil following the large devaluation of the Brazilian Real in 1999 to distinguish between models. The results are consistent with state-dependent pricing

Time-dependent or state-dependent pricing? Evidence from firms’ response to inflation shocks

This paper proposes a test for distinguishing between time-dependent and state-dependent pricing based on whether the timing of pricing changes is affected by realized or expeted inflation. Using Brazilian data and exploring a large discrepancy between realized and expected inflation in 2002-3, we obtain a strong relation between expected inflation and duration of price spells, but little effect of inflation shocks on the frequency of price adjustment. The results thus support models with timedependent pricing, where the timing for following changes is optimally chosen whenever firms adjust prices

Time-dependent or state-dependent pricing? : evidence from a large currency devaluation episode

Duas classes de modelos buscam explicar o padrão de ajustamento de preço das firmas: modelos tempo-dependente e estado-dependente. O objetivo deste trabalho é levantar algumas evidencias empíricas de modo a distinguir os modelos, ou seja, identificar de que maneira as firmas realmente precificam. Para isso, escolheu-se a grande desvalorização cambial de 1999 como principal ferramenta e ambiente de análise. A hipótese fundamental é que o choque cambial impacta significativamente o custo de algumas indústrias, em alguns casos induzindo-as a alterarem seus preço após o choque. A partir de uma imensa base de micro dados formada por preços que compõem o CPI, algumas estimações importantes como a probabilidade e a magnitude média das trocas foram levantadas. A magnitude é dada por uma média simples, enquanto a probabilidade é estimada pelo método da máxima verossimilhança. Os resultados indicam um comportamento de precificação similar ao proposto por modelos estado-dependente.

Viral mutation and its influence in the time evolution of the immunizations

In this paper, we study the behavior of immune memory against antigenic mutation. Using a dynamic model proposed by one of the authors in a previous study (A. de Castro [Phys. J. Appl. Phys. 33, 147 (2006) and Simul. Mod. Pract. Theory. 15, 831 (2007)]), we have performed simulations of several inoculations, where in each virtual sample the viral population undergoes mutations. Our results suggest that the sustainability of the immunizations is dependent on viral variability and that the memory lifetimes are not random, what contradicts what was suggested by Tarlinton et al. [Curr. Opin. Immunol. 20, 162 (2008)]. We show that what may cause an apparent random behavior of the immune memory is the antigenic variability.

Existence results for partial neutral functional differential equations with state-dependent delay

In this paper we study the existence of mild solutions for a class of first order abstract partial neutral differential equations with state-dependent delay. (C) 2008 Elsevier Ltd. All rights reserved.

Time evolution in the unimolecular master equation at low temperatures: full spectral solution with scalable iterative methods and high precision

A new method is presented to determine an accurate eigendecomposition of difficult low temperature unimolecular master equation problems. Based on a generalisation of the Nesbet method, the new method is capable of achieving complete spectral resolution of the master equation matrix with relative accuracy in the eigenvectors. The method is applied to a test case of the decomposition of ethane at 300 K from a microcanonical initial population with energy transfer modelled by both Ergodic Collision Theory and the exponential-down model. The fact that quadruple precision (16-byte) arithmetic is required irrespective of the eigensolution method used is demonstrated. (C) 2001 Elsevier Science B.V. All rights reserved.

Simulation of the influence of rate- and state-dependent friction on the macroscopic behavior of complex fault zones with the lattice solid model

In order to understand the earthquake nucleation process, we need to understand the effective frictional behavior of faults with complex geometry and fault gouge zones. One important aspect of this is the interaction between the friction law governing the behavior of the fault on the microscopic level and the resulting macroscopic behavior of the fault zone. Numerical simulations offer a possibility to investigate the behavior of faults on many different scales and thus provide a means to gain insight into fault zone dynamics on scales which are not accessible to laboratory experiments. Numerical experiments have been performed to investigate the influence of the geometric configuration of faults with a rate- and state-dependent friction at the particle contacts on the effective frictional behavior of these faults. The numerical experiments are designed to be similar to laboratory experiments by DIETERICH and KILGORE (1994) in which a slide-hold-slide cycle was performed between two blocks of material and the resulting peak friction was plotted vs. holding time. Simulations with a flat fault without a fault gouge have been performed to verify the implementation. These have shown close agreement with comparable laboratory experiments. The simulations performed with a fault containing fault gouge have demonstrated a strong dependence of the critical slip distance D-c on the roughness of the fault surfaces and are in qualitative agreement with laboratory experiments.

A general multiserver state-dependent queueing system

The work studies a general multiserver queue in which the service time of an arriving customer and the next interarrival period may depend on both the current waiting time and the server assigned to the arriving customer. Stability of the system is proved under general assumptions on the predetermined distributions describing the model. The proof exploits a combination of the Markov property of the workload process with a regenerative property of the process. The key idea leading to stability is a characterization of the limit behavior of the forward renewal process generated by regenerations. Extensions of the basic model are also studied.

State-dependent threshold STAR models

In this paper we consider extensions of smooth transition autoregressive (STAR) models to situations where the threshold is a time-varying function of variables that affect the separation of regimes of the time series under consideration. Our specification is motivated by the observation that unusually high/low values for an economic variable may sometimes be best thought of in relative terms. State-dependent logistic STAR and contemporaneous-threshold STAR models are introduced and discussed. These models are also used to investigate the dynamics of U.S. short-term interest rates, where the threshold is allowed to be a function of past output growth and inflation.

L-histidine provokes a state-dependent memory retrieval deficit in mice re-exposed to the elevated plus-maze

The effects of L-histidine (LH) on anxiety and memory retrieval were investigated in adult male Swiss Albino mice (weight 30-35 g) using the elevated plus-maze. The test was performed on two consecutive days: trial 1 (T1) and trial 2 (T2). In T1, mice received an intraperitoneal injection of saline (SAL) or LH before the test and were then injected again and retested 24 h later. LH had no effect on anxiety at the dose of 200 mg/kg since there was no difference between the SAL-SAL and LH-LH groups at T1 regarding open-arm entries (OAE) and open-arm time (OAT) (mean ± SEM; OAE: 4.0 ± 0.71, 4.80 ± 1.05; OAT: 40.55 ± 9.90, 51.55 ± 12.10, respectively; P > 0.05, Kruskal-Wallis test), or at the dose of 500 mg/kg (OAE: 5.27 ± 0.73, 4.87 ± 0.66; OAT: 63.93 ± 11.72, 63.58 ± 10.22; P > 0.05, Fisher LSD test). At T2, LH-LH animals did not reduce open-arm activity (OAE and OAT) at the dose of 200 mg/kg (T1: 4.87 ± 0.66, T2: 5.47 ± 1.05; T1: 63.58 ± 10.22; T2: 49.01 ± 8.43 for OAE and OAT, respectively; P > 0.05, Wilcoxon test) or at the dose of 500 mg/kg (T1: 4.80 ± 1.60, T2: 4.70 ± 1.04; T1: 51.55 ± 12.10, T2: 43.88 ± 10.64 for OAE and OAT, respectively; P > 0.05, Fisher LSD test), showing an inability to evoke memory 24 h later. These data suggest that LH does not act on anxiety but does induce a state-dependent memory retrieval deficit in mice.

Modelling the time-evolution of phytoplankton size spectra from satellite remote sensing

A dynamic size-structured model is developed for phytoplankton and nutrients in the oceanic mixed layer and applied to extract phytoplankton biomass at discrete size fractions from remotely sensed, ocean-colour data. General relationships between cell size and biophysical processes (such as sinking, grazing, and primary production) of phytoplankton were included in the model through a bottom–up approach. Time-dependent, mixed-layer depth was used as a forcing variable, and a sequential data-assimilation scheme was implemented to derive model trajectories. From a given time-series, the method produces estimates of size-structured biomass at every observation, so estimates seasonal succession of individual phytoplankton size, derived here from remote sensing for the first time. From these estimates, normalized phytoplankton biomass size spectra over a period of 9 years were calculated for one location in the North Atlantic. Further analysis demonstrated that strong relationships exist between the seasonal trends of the estimated size spectra and the mixed-layer depth, nutrient biomass, and total chlorophyll. The results contain useful information on the time-dependent biomass flux in the pelagic ecosystem.

Liquid-gas phase transition in Bose-Einstein condensates with time evolution

We study the effects of a repulsive three-body interaction on a system of trapped ultracold atoms in a Bose-Einstein condensed state. The stationary solutions of the corresponding s-wave nonlinear Schrödinger equation suggest a scenario of first-order liquid-gas phase transition in the condensed state up to a critical strength of the effective three-body force. The time evolution of the condensate with feeding process and three-body recombination losses has a different characteristic pattern. Also, the decay time of the dense (liquid) phase is longer than expected due to strong oscillations of the mean-squared radius.

State Dependent Riccati Equation (SDRE) control method applied in cancellation of a parametric resonance in a magnetically levitated body

Here, a simplified dynamical model of a magnetically levitated body is considered. The origin of an inertial Cartesian reference frame is set at the pivot point of the pendulum on the levitated body in its static equilibrium state (ie, the gap between the magnet on the base and the magnet on the body, in this state). The governing equations of motion has been derived and the characteristic feature of the strategy is the exploitation of the nonlinear effect of the inertial force associated, with the motion of a pendulum-type vibration absorber driven, by an appropriate control torque [4]. In the present paper, we analyzed the nonlinear dynamics of problem, discussed the energy transfer between the main system and the pendulum in time, and developed State Dependent Riccati Equation (SDRE) control design to reducing the unstable oscillatory movement of the magnetically levitated body to a stable fixed point. The simulations results showed the effectiveness of the (SDRE) control design. Copyright © 2011 by ASME.

A comparison of performance indexes in DC-DC converters under different stabilizing state-dependent switching laws

This paper deals with the problem of establishing stabilizing state-dependent switching laws in DC-DC converters operating at continuous conduction mode (CCM) and comparing their performance indexes. Firstly, the nature of the problem is defined, that is, the study of switched affine systems, which may not share a common equilibrium point. The concept of stability is, therefore, broadened. Then, the central theorem is proposed, from which a family of switching laws can be derived, namely the minimum law and the hold state law. Some of these are proved to stabilize the basic DC-DC converters and then, their performances are compared to another law, from a previous work, by simulation, where a great reduction in overshoot is obtained. © 2011 IEEE.