996 resultados para Sudden-jump Model


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Optical Bloch equations are widely used for describing dynamics in a system consisting molecules, electromagnetic waves, and a thermal bath. We analyze applicability of these equations to a single molecule imbedded in a solid matrix. Classical Bloch equations and the limits of their applicability are derived from more general master equations. Simple and intuitively appealing picture based on stochastic Bloch equations shows that at low temperatures, contrary to common believes, a strong driving field can not only suppress but can also increase decay rates of Rabi oscillations. A physical system where predicted effects can be observed experimentally is suggested. (c) 2005 Elsevier B.V. All rights reserved.

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This paper develops a Markovian jump model to describe the fault occurrence in a manipulator robot of three joints. This model includes the changes of operation points and the probability that a fault occurs in an actuator. After a fault, the robot works as a manipulator with free joints. Based on the developed model, a comparative study among three Markovian controllers, H(2), H(infinity), and mixed H(2)/H(infinity) is presented, applied in an actual manipulator robot subject to one and two consecutive faults.

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The internal flexibility of the central seven-membered ring of a series of tricyclic antidepressant drugs (TCAs), imipramine {l}, amitriptyline {2}, doxepin {3}, and dothiepin {4}, has been investigated by H-1 and C-13 nuclear magnetic (NMR) techniques. Two dynamic processes were examined: ring inversion and bridge flexing. H-1 NMR lineshape analysis was used to obtain ring inversion barriers for 2-4. These studies yielded energy barriers of 14.3, 16.7, and 15.7 +/- 0.6 kcal/mol for the hydrochloride salts of doxepin, dothiepin, and amitriptyline, respectively. The barriers for the corresponding free bases were lower by 0.6 kcal/mol on average. (CT1)-C-13 relaxation measurements were used to determine the degree of bridge flexing associated with the central seven-membered ring for all four compounds. By fitting the T-1 data to a two-state jump model, lifetimes and amplitudes of rapid bridge flexing motions were determined. The results show that imipramine has the fastest rate of bridge flexing, followed by amitriptyline, doxepin, and dothiepin. The pharmacological profiles of the TCAs are complex and they interact with many receptor sites, resulting in numerous side effects and a general lack of understanding of their precise mode of action in different anxiety-related disorders. They all have similar three-dimensional structures, which makes it difficult to rationalize their differing relative potency in different assays/clinical settings. However, the clear finding here that there are significantly different degrees of internal mobility suggests that molecular dynamics should be an additional factor considered when trying to understand the mode of action of this clinically important family of molecules. (C) 2001 Wiley-Liss, Inc. and the American Pharmaceutical Association J Pharm Sci 90:713-721, 2001.

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We obtain the finite-temperature unconditional master equation of the density matrix for two coupled quantum dots (CQD's) when one dot is subjected to a measurement of its electron occupation number using a point contact (PC). To determine how the CQD system state depends on the actual current through the PC device, we use the so-called quantum trajectory method to derive the zero-temperature conditional master equation. We first treat the electron tunneling through the PC barrier as a classical stochastic point process (a quantum-jump model). Then we show explicitly that our results can be extended to the quantum-diffusive limit when the average electron tunneling rate is very large compared to the extra change of the tunneling rate due to the presence of the electron in the dot closer to the PC. We find that in both quantum-jump and quantum-diffusive cases, the conditional dynamics of the CQD system can be described by the stochastic Schrodinger equations for its conditioned state vector if and only if the information carried away from the CQD system by the PC reservoirs can be recovered by the perfect detection of the measurements.

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Es wurde eine homologe Reihe von Polyalkoholen mit der allgemeinen Summenformel CNHN+2(OH)N (N=3-6) hinsichtlich ihrer Glaseigenschaften ober- und unterhalb der Glasübergangstemperatur TG untersucht. Dabei kamen die dielektrische und magnetische Resonanzspektroskopie (NMR) zum Einsatz. Es ergab sich oberhalb TG eine systematische Zunahme aller untersuchten dynamischen Parameter wie Fragilität, Breite der angenommenen Korrelationszeitenverteilungen und der Sprungwinkel der primären Glasrelaxation mit zunehmendem N. Dies kann insgesamt als eine Abnahme des Netzwerkcharakters, der durch Wasserstoffbrückenbindungen bedingt ist, bei zunehmender Kettenlänge interpretiert werden. Unterhalb TG entwickelt sich mit zunehmendem N die Sekundärrelaxation von einem 'Wing Szenario' zu einem ausgeprägten Johari - Goldstein (JG) - Prozess. Ein Sprungmodell, welches eine eingeschränkte Reorientierung auf einem Konusrand beschreibt, erzeugt mit Hilfe der parametrisierten dielektrischen Verlustspektren Sprungwinkel, die mit denen aus aktuellen ²H - NMR spektroskopischen Untersuchungen vergleichbar sind. Durch den Vergleich unterschiedlich deuterierter Derivate von Glyzerin (N=3) und Sorbitol (N=6) wurde gefolgert, dass auch unterhalb TG der Netzwerkcharakter mit zunehmender Kettenlänge abnimmt.Aufgrund der hier durchgeführten Untersuchungen konnte eine Zeitskala für einen Johari - Goldstein - Prozess im Modellglasbildner Glyzerin extrapoliert werden. Eine Deutung des Wings als Hochfrequenzausläufer des JG - Prozesses ist dadurch möglich.Der JG - Prozess kann somit als universeller Glasprozess interpretiert werden, der in verschiedenen Glasbildnern in unterschiedlicher Ausprägung auftritt.

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The aim of this study was to test if the critical power model can be used to determine the critical rest interval (CRI) between vertical jumps. Ten males performed intermittent countermovement jumps on a force platform with different resting periods (4.1 +/- 0.3 s, 5.0 +/- 0.4 s, 5.9 +/- 0.6 s). Jump trials were interrupted when participants could no longer maintain 95% of their maximal jump height. After interruption, number of jumps, total exercise duration and total external work were computed. Time to exhaustion (s) and total external work (J) were used to solve the equation Work = a + b . time. The CRI (corresponding to the shortest resting interval that allowed jump height to be maintained for a long time without fatigue) was determined dividing the average external work needed to jump at a fixed height (J) by b parameter (J/s). in the final session, participants jumped at their calculated CRI. A high coefficient of determination (0.995 +/- 0.007) and the CRI (7.5 +/- 1.6 s) were obtained. In addition, the longer the resting period, the greater the number of jumps (44 13, 71 28, 105 30, 169 53 jumps; p<0.0001), time to exhaustion (179 +/- 50, 351 +/- 120, 610 +/- 141, 1,282 +/- 417 s; p<0.0001) and total external work (28.0 +/- 8.3, 45.0 +/- 16.6, 67.6 +/- 17.8, 111.9 +/- 34.6 kJ; p<0.0001). Therefore, the critical power model may be an alternative approach to determine the CRI during intermittent vertical jumps.

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Epilepsy is the most common serious neurological disorder and approximately 1% of the population worldwide has epilepsy. Moreover, sudden unexpected death in epilepsy (SUDEP) is the most important direct epilepsy-related cause of death. Information concerning fisk factors for SUDEP is conflicting, but potential risk factors include: young age, early onset of epilepsy, duration of epilepsy, uncontrolled seizures, seizure frequency, AED number and winter temperatures. Additionally, the cause of SUDEP is still unknown; however, the most commonly suggested mechanisms are cardiac abnormalities during and between seizures. Similarly, sudden death syndrome (SDS) is a disease characterized by an acute death of well-nourished and seeming healthy Gallus gallus after abrupt and brief flapping of their wings and incidence of SDS these animals has recently increased worldwide. Moreover, the exactly cause of SDS in Gallus gallus is unknown, but is very probable that cardiac abnormalities play a potential role. Due the similarities between SUDEP and SDS and as Gallus gallus behavioral manifestation during SDS phenomenon is close of a tonic-clonic seizure, in this paper we suggest that epilepsy could be a new possible causal factor for SDS. (C) 2009 Elsevier Ltd. All rights reserved.

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We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

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In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).

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The purpose of the present experiment was to determine whether learning is optimized when providing the opportunity to observe either segments, or the whole basketball jump shot. Participants performed 50 jump-shots from the free throw line during acquisition, and returned one day later for a 10 shot retention test and a memory recall test of the jump-shot technique. Shot accuracy was assessed on a 5-point scale and technique assessed on a 7-point scale. The number of components recalled correctly by participants assessed mental representation. Retention results showed superior shot technique and recall success for those participants provided control over the frequency and type of modelled information compared to participants not provided control. Furthermore, participants in the self-condition utilized the part-model information more frequently than whole-model information highlighting the effectiveness of providing the learner control over viewing multiple segments of a skill compared to only watching the whole model.

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In this paper we introduce a financial market model based on continuos time random motions with alternanting constant velocities and with jumps ocurring when the velocity switches. if jump directions are in the certain corresondence with the velocity directions of the underlyng random motion with respect to the interest rate, the model is free of arbitrage. The replicating strategies for options are constructed in details. Closed form formulas for the opcion prices are obtained.

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A Bayesian Model Averaging approach to the estimation of lag structures is introduced, and applied to assess the impact of R&D on agricultural productivity in the US from 1889 to 1990. Lag and structural break coefficients are estimated using a reversible jump algorithm that traverses the model space. In addition to producing estimates and standard deviations for the coe¢ cients, the probability that a given lag (or break) enters the model is estimated. The approach is extended to select models populated with Gamma distributed lags of di¤erent frequencies. Results are consistent with the hypothesis that R&D positively drives productivity. Gamma lags are found to retain their usefulness in imposing a plausible structure on lag coe¢ cients, and their role is enhanced through the use of model averaging.

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The dynamics of Northern Hemisphere major midwinter stratospheric sudden warmings (SSWs) are examined using transient climate change simulations from the Canadian Middle Atmosphere Model (CMAM). The simulated SSWs show good overall agreement with reanalysis data in terms of composite structure, statistics, and frequency. Using observed or model sea surface temperatures (SSTs) is found to make no significant difference to the SSWs, indicating that the use of model SSTs in the simulations extending into the future is not an issue. When SSWs are defined by the standard (wind based) definition, an absolute criterion, their frequency is found to increase by;60% by the end of this century, in conjunction with a;25% decrease in their temperature amplitude. However, when a relative criterion based on the northern annular mode index is used to define the SSWs, no future increase in frequency is found. The latter is consistent with the fact that the variance of 100-hPa daily heat flux anomalies is unaffected by climate change. The future increase in frequency of SSWs using the standard method is a result of the weakened climatological mean winds resulting from climate change, which make it easier for the SSW criterion to be met. A comparison of winters with and without SSWs reveals that the weakening of the climatological westerlies is not a result of SSWs. The Brewer–Dobson circulation is found to be stronger by ;10% during winters with SSWs, which is a value that does not change significantly in the future.

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We develop an affine jump diffusion (AJD) model with the jump-risk premium being determined by both idiosyncratic and systematic sources of risk. While we maintain the classical affine setting of the model, we add a finite set of new state variables that affect the paths of the primitive, under both the actual and the risk-neutral measure, by being related to the primitive's jump process. Those new variables are assumed to be commom to all the primitives. We present simulations to ensure that the model generates the volatility smile and compute the "discounted conditional characteristic function'' transform that permits the pricing of a wide range of derivatives.