Search results for " Nonlinear"
showing 10 items of 1224 documents
Assessing nonlinear structures in real exchange rates using recurrence plot strategies
2002
Purchasing power parity (PPP) is an important theory at the basis of a large number of economic models. However, the implication derived from the theory that real exchange rates must follow stationary processes is not conclusively supported by empirical studies. In a recent paper, Serletis and Gogas [Appl. Finance Econ. 10 (2000) 615] show evidence of deterministic chaos in several OECD exchange rates. As a consequence, PPP rejections could be spurious. In this work, we follow a two-stage testing procedure to test for nonlinearities and chaos in real exchange rates, using a new set of techniques designed by Webber and Zbilut [J. Appl. Physiol. 76 (1994) 965], called recurrence quantificatio…
Identification of Nonlinear Systems Described by Hammerstein Models
2004
This paper deals with a method for identification of nonlinear systems suitable to be described by Hammerstein models consisting of a static nonlinearity followed by an ARX linear model. The estimation of the static nonlinearity is carried out supplying the system with a sequence of step signals of various amplitude and determining the corresponding steady-state responses. The estimation of the parameters of the ARX linear system is carried out by means of a least square estimator using data generated supplying the system with a Pseudorandom Binary Sequence (PRBS). The method in question is able to identify static nonlinearities of general type, also with hysteresis and/or discontinuities. …
Asymptotic Analysis of a Slightly Rarefied Gas with Nonlocal Boundary Conditions
2011
In this paper nonlocal boundary conditions for the Navier–Stokes equations are derived, starting from the Boltzmann equation in the limit for the Knudsen number being vanishingly small. In the same spirit of (Lombardo et al. in J. Stat. Phys. 130:69–82, 2008) where a nonlocal Poisson scattering kernel was introduced, a gaussian scattering kernel which models nonlocal interactions between the gas molecules and the wall boundary is proposed. It is proved to satisfy the global mass conservation and a generalized reciprocity relation. The asymptotic expansion of the boundary-value problem for the Boltzmann equation, provides, in the continuum limit, the Navier–Stokes equations associated with a…
Self-similarity and response of fractional differential equations under white noise input
2022
Self-similarity, fractal behaviour and long-range dependence are observed in various branches of physical, biological, geological, socioeconomics and mechanical systems. Self-similarity, also termed self-affinity, is a concept that links the properties of a phenomenon at a certain scale with the same properties at different time scales as it happens in fractal geometry. The fractional Brownian motion (fBm), i.e. the Riemann-Liouville fractional integral of the Gaussian white noise, is self-similar; in fact by changing the temporal scale t -> at (a > 0), the statistics in the new time axis (at) remain proportional to those calculated in the previous axis (t). The proportionality coeffi…
Quantum algorithms for search with wildcards and combinatorial group testing
2012
We consider two combinatorial problems. The first we call "search with wildcards": given an unknown n-bit string x, and the ability to check whether any subset of the bits of x is equal to a provided query string, the goal is to output x. We give a nearly optimal O(sqrt(n) log n) quantum query algorithm for search with wildcards, beating the classical lower bound of Omega(n) queries. Rather than using amplitude amplification or a quantum walk, our algorithm is ultimately based on the solution to a state discrimination problem. The second problem we consider is combinatorial group testing, which is the task of identifying a subset of at most k special items out of a set of n items, given the…
Limits on entropic uncertainty relations
2010
We consider entropic uncertainty relations for outcomes of the measurements of a quantum state in 3 or more mutually unbiased bases (MUBs), chosen from the standard construction of MUBs in prime dimension. We show that, for any choice of 3 MUBs and at least one choice of a larger number of MUBs, the best possible entropic uncertainty relation can be only marginally better than the one that trivially follows from the relation by Maassen and Uffink for 2 bases.
Correcting for Potential Barriers in Quantum Walk Search
2015
A randomly walking quantum particle searches in Grover's $\Theta(\sqrt{N})$ iterations for a marked vertex on the complete graph of $N$ vertices by repeatedly querying an oracle that flips the amplitude at the marked vertex, scattering by a "coin" flip, and hopping. Physically, however, potential energy barriers can hinder the hop and cause the search to fail, even when the amplitude of not hopping decreases with $N$. We correct for these errors by interpreting the quantum walk search as an amplitude amplification algorithm and modifying the phases applied by the coin flip and oracle such that the amplification recovers the $\Theta(\sqrt{N})$ runtime.
Thermodynamics of Toda lattice models: application to DNA
1993
Abstract Our generalised Bethe ansatz method is used to formulate the statistical mechanics of the classical Toda lattice in terms of a set of coupled integral equations expressed in terms of appropriate action-angle variables. The phase space as coordinatised by these action-angle variables is constrained; and both the soliton number density and the soliton contribution to the free energy density can be shown to decouple from the phonon degrees of freedom and to depend only on soliton-soliton interactions. This makes it possible to evaluate the temperature dependence of the soliton number density which, to leading order, is found to be proportional to T 1 3 .
Supratransmission-induced traveling breathers in long Josephson junctions
2022
The emergence of travelling sine-Gordon breathers due to the nonlinear supratransmission effect is theoretically studied in a long Josephson junction driven by suitable magnetic pulses, taking into account the presence of dissipation, a current bias, and a thermal noise source. The simulations clearly indicate that, depending on the pulse's shape and the values of the main system parameters, such a configuration can effectively yield breather excitations only. Furthermore, a nonmonotonic behavior of the breather-only generation probability is observed as a function of the noise intensity. Finally, the dynamics of the supratransmission-induced breathers is characterized by looking at quantit…
The energy minimization problem for two-level dissipative quantum systems
2010
In this article, we study the energy minimization problem of dissipative two-level quantum systems whose dynamics is governed by the Kossakowski–Lindblad equations. In the first part, we classify the extremal curve solutions of the Pontryagin maximum principle. The optimality properties are analyzed using the concept of conjugate points and the Hamilton–Jacobi–Bellman equation. This analysis completed by numerical simulations based on adapted algorithms allows a computation of the optimal control law whose robustness with respect to the initial conditions and dissipative parameters is also detailed. In the final section, an application in nuclear magnetic resonance is presented.