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

Role of the triplet state in the green emission peak of polyfluorene films: A time evolution study

The blue emission of ethyl-hexyl substituted polyfluorene (PF2/6) films is accompanied by a low energy green emission peak around 500 nm in inert atmosphere. The intensity of this 500 nm peak is large in electroluminescence (EL) compared to photoluminescence (PL)measurements. Furthermore, the green emission intensity reduces dramatically in the presence of molecular oxygen. To understand this, we have modeled various nonradiative processes by time dependent quantum many body methods. These are (i) intersystem crossing to study conversion of excited singlets to triplets leading to a phosphorescence emission, (ii) electron-hole recombination (e-hR) process in the presence of a paramagnetic impurity to follow the yield of triplets in a polyene system doped with paramagnetic metal atom, and (iii) quenching of excited triplet states in the presence of oxygen molecules to understand the low intensity of EL emission in ambient atmosphere, when compared with that in nitrogen atmosphere. We have employed the Pariser-Parr-Pople Hamiltonian to model the molecules and have invoked electron-electron repulsions beyond zero differential approximation while treating interactions between the organic molecule and the rest of the system. Our time evolution methods show that there is a large cross section for triplet formation in the e-hR process in the presence of paramagnetic impurity with degenerate orbitals. The triplet yield through e-hR process far exceeds that in the intersystem crossing pathway, clearly pointing to the large intensity of the 500 nm peak in EL compared to PL measurements. We have also modeled the triplet quenching process by a paramagnetic oxygen molecule which shows a sizable quenching cross section especially for systems with large sizes. These studies show that the most probable origin of the experimentally observed low energy EL emission is the triplets.

Markovian bulk-arriving queues with state-dependent control at idle time

This paper considers a Markovian bulk-arriving queue modified to allow both mass arrivals when the queue is idle and mass departures which allow for the possibility of removing the entire workload. Properties of queues which terminate when the server becomes idle are developed first, since these play a key role in later developments. Results for the case of mass arrivals, but no mass annihilation, are then constructed with specific attention being paid to recurrence properties, equilibrium queue-size structure, and waiting-time distribution. A closed-form expression for the expected queue size and its Laplace transform are also established. All of these results are then generalised to allow for the removal of the entire workload, with closed-form expressions being developed for the equilibrium size and waiting-time distributions.

Escape times for rigid Brownian rotators in a bistable potential from the time evolution of the Green function and the characteristic time of the probability evolution

The greatest relaxation time for an assembly of three- dimensional rigid rotators in an axially symmetric bistable potential is obtained exactly in terms of continued fractions as a sum of the zero frequency decay functions (averages of the Legendre polynomials) of the system. This is accomplished by studying the entire time evolution of the Green function (transition probability) by expanding the time dependent distribution as a Fourier series and proceeding to the zero frequency limit of the Laplace transform of that distribution. The procedure is entirely analogous to the calculation of the characteristic time of the probability evolution (the integral of the configuration space probability density function with respect to the position co-ordinate) for a particle undergoing translational diffusion in a potential; a concept originally used by Malakhov and Pankratov (Physica A 229 (1996) 109). This procedure allowed them to obtain exact solutions of the Kramers one-dimensional translational escape rate problem for piecewise parabolic potentials. The solution was accomplished by posing the problem in terms of the appropriate Sturm-Liouville equation which could be solved in terms of the parabolic cylinder functions. The method (as applied to rotational problems and posed in terms of recurrence relations for the decay functions, i.e., the Brinkman approach c.f. Blomberg, Physica A 86 (1977) 49, as opposed to the Sturm-Liouville one) demonstrates clearly that the greatest relaxation time unlike the integral relaxation time which is governed by a single decay function (albeit coupled to all the others in non-linear fashion via the underlying recurrence relation) is governed by a sum of decay functions. The method is easily generalized to multidimensional state spaces by matrix continued fraction methods allowing one to treat non-axially symmetric potentials, where the distribution function is governed by two state variables. (C) 2001 Elsevier Science B.V. All rights reserved.

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.

Maintenance optimisation of a multi-state series-parallel system considering economic dependence and state-dependent inspection intervals

This paper presents a maintenance optimisation method for a multi-state series-parallel system considering economic dependence and state-dependent inspection intervals. The objective function considered in the paper is the average revenue per unit time calculated based on the semi-regenerative theory and the universal generating function (UGF). A new algorithm using the stochastic ordering is also developed in this paper to reduce the search space of maintenance strategies and to enhance the efficiency of optimisation algorithms. A numerical simulation is presented in the study to evaluate the efficiency of the proposed maintenance strategy and optimisation algorithms. The simulation result reveals that maintenance strategies with opportunistic maintenance and state-dependent inspection intervals are more cost-effective when the influence of economic dependence and inspection cost is significant. The study further demonstrates that the optimisation algorithm proposed in this paper has higher computational efficiency than the commonly employed heuristic algorithms.

Synchronization of globally coupled two-state stochastic oscillators with a state-dependent refractory period

We present a model of identical coupled two-state stochastic units, each of which in isolation is governed by a fixed refractory period. The nonlinear coupling between units directly affects the refractory period, which now depends on the global state of the system and can therefore itself become time dependent. At weak coupling the array settles into a quiescent stationary state. Increasing coupling strength leads to a saddle node bifurcation, beyond which the quiescent state coexists with a stable limit cycle of nonlinear coherent oscillations. We explicitly determine the critical coupling constant for this transition.

Time evolution of resistance in response to magnetic field: Evidence of glassy transport in La0.85Sr0.15CoO3

We demonstrate the distinct glassy transport phenomena associated with the phase separated and spin-glass-like phases of La0.85Sr0.15CoO3, prepared under different heat-treatment conditions. The low-temperature annealed (phase-separated) sample, exhibits a small change in resistance, with evolution of time, as compared to the high-temperature annealed (spin glass) one. However, the resistance change as a function of time, in both cases, is well described by a stretched exponential fit, signifying the slow dynamics. Moreover, the ultraviolet spectroscopy study evidences a relatively higher density of states in the vicinity of EF for low-temperature annealed sample and this correctly points to its less semiconducting behavior.

Nucleated polymerization with secondary pathways. I. Time evolution of the principal moments.

Self-assembly processes resulting in linear structures are often observed in molecular biology, and include the formation of functional filaments such as actin and tubulin, as well as generally dysfunctional ones such as amyloid aggregates. Although the basic kinetic equations describing these phenomena are well-established, it has proved to be challenging, due to their non-linear nature, to derive solutions to these equations except for special cases. The availability of general analytical solutions provides a route for determining the rates of molecular level processes from the analysis of macroscopic experimental measurements of the growth kinetics, in addition to the phenomenological parameters, such as lag times and maximal growth rates that are already obtainable from standard fitting procedures. We describe here an analytical approach based on fixed-point analysis, which provides self-consistent solutions for the growth of filamentous structures that can, in addition to elongation, undergo internal fracturing and monomer-dependent nucleation as mechanisms for generating new free ends acting as growth sites. Our results generalise the analytical expression for sigmoidal growth kinetics from the Oosawa theory for nucleated polymerisation to the case of fragmenting filaments. We determine the corresponding growth laws in closed form and derive from first principles a number of relationships which have been empirically established for the kinetics of the self-assembly of amyloid fibrils.

Anomalous temperature-dependent bimodal size evolution of InAs quantum dots on vicinal GaAs(100) substrates

Temperature-dependent bimodal size evolution of InAs quantum dots on vicinal GaAs(100) substrates grown by metalorganic chemical vapor deposition (MOCVD) is studied. An abnormal trend of the evolution on temperature is observed. With the increase of the growth temperature, while the density of the large dots decreases continually, that of the small dots first grows larger when temperature was below 520 degrees C, and then there is a sudden decrease at 535 degrees C. Photoluminescence (PL) studies show that QDs on vicinal substrates have a narrower PL line width, a longer emission wavelength and a larger PL intensity.

Birth-death processes with mass annihilation and state-dependent immigration

A birth-death process is subject to mass annihilation at rate β with subsequent mass immigration occurring into state j at rateα j . This structure enables the process to jump from one sector of state space to another one (via state 0) with transition rate independent of population size. First, we highlight the difficulties encountered when using standard techniques to construct both time-dependent and equilibrium probabilities. Then we show how to overcome such analytic difficulties by means of a tool developed in Chen and Renshaw (1990, 1993b); this approach is applicable to many processes whose underlying generator on E\{0} has known probability structure. Here we demonstrate the technique through application to the linear birth-death generator on which is superimposed an annihilation/immigration process.

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.