Search results for " Nonlinear"
showing 10 items of 1224 documents
Breathers and solitons of generalized nonlinear Schrödinger equations as degenerations of algebro-geometric solutions
2011
We present new solutions in terms of elementary functions of the multi-component nonlinear Schr\"odinger equations and known solutions of the Davey-Stewartson equations such as multi-soliton, breather, dromion and lump solutions. These solutions are given in a simple determinantal form and are obtained as limiting cases in suitable degenerations of previously derived algebro-geometric solutions. In particular we present for the first time breather and rational breather solutions of the multi-component nonlinear Schr\"odinger equations.
A Stochastic Approach to Quantum Statistics Distributions: Theoretical Derivation and Monte Carlo Modelling
2009
Abstract. We present a method aimed at a stochastic derivation of the equilibrium distribution of a classical/quantum ideal gas in the framework of the canonical ensemble. The time evolution of these ideal systems is modelled as a series of transitions from one system microstate to another one and thermal equilibrium is reached via a random walk in the single-particle state space. We look at this dynamic process as a Markov chain satisfying the condition of detailed balance and propose a variant of the Monte Carlo Metropolis algorithm able to take into account indistinguishability of identical quantum particles. Simulations performed on different two-dimensional (2D) systems are revealed to…
The Role of a Second Reservoir in an Open BCS Model
2005
In this paper we use the stochastic limit approach (SLA) in order to analyze some generalized versions of the open BCS model first introduced by Buffet and Martin and recently analyzed by the author using the SLA. In particular, considering different models, we discuss the role of a second reservoir interacting with the first one (but not with the system) in the computation of the critical temperature corresponding to the transition from a normal to a superconducting phase.
Modeling the coupled return-spread high frequency dynamics of large tick assets
2015
Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We introduce a Markov-switching modeling approach for price change, where the latent Markov process is the transition between spreads. We then use a finite Markov mixture of logit regressions on past squared returns to describe the dependence of the probability of price changes. The model can thus be seen as a Double Chain Markov Model. We show that the model describes the shape of return distribution at different time aggregations, volatility clustering, and the anomalo…
Estimating the decomposition of predictive information in multivariate systems
2015
In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of co…
Vector coherent states and intertwining operators
2009
In this paper we discuss a general strategy to construct vector coherent states of the Gazeau-Klauder type and we use them to built up examples of isospectral hamiltonians. For that we use a general strategy recently proposed by the author and which extends well known facts on intertwining operators. We also discuss the possibility of constructing non-isospectral hamiltonians with related eigenstates.
Preface: Special Issue on Structure in Glassy and Jammed Systems
2016
This special issue presents new developments in our understanding of the role of structure in dynamical arrest and jamming. Articles highlight local geometric motifs and other forms of amorphous order, in experiment, computer simulation and theory.
The angle of repose of spherical grains in granular Hele-Shaw cells: A molecular dynamics study
2007
We report the results of three dimensional molecular dynamic simulations on the angle of repose of a sandpile formed by pouring mono-sized cohesionless spherical grains into a granular Hele-Shaw cell. In particular, we are interested to investigate the effects of those variables which may impact significantly on pattern formation of granular mixtures in Hele-Shaw cells. The results indicate that the frictional forces influence remarkably the formation of pile on the grain level. Furthermore, We see that increasing grain insertion rate decreases slightly the angle of repose. We also find that in accordance with experimental results, the cell thickness is another significant factor and the an…
Hot-electron noise suppression in n-Si via the Hall effect
2008
We investigate how hot-electron fluctuations in n-type Si are affected by the presence of an intense (static) magnetic field in a Hall geometry. By using the Monte Carlo method, we find that the known Hall-effect-induced redistribution of electrons among valleys can suppress electron fluctuations with a simultaneous enhancement of the drift velocity. We investigate how hot-electron fluctuations in n-type Si are affected by the presence of an intense (static) magnetic field in a Hall geometry. By using the Monte Carlo method, we find that the known Hall-effect-induced redistribution of electrons among valleys can suppress electron fluctuations with a simultaneous enhancement of the drift vel…
A study of the human rod and cone electroretinogram a-wave component
2009
The study of the electrical response of the retina to a luminous stimulus is one of the main fields of research in ocular electrophysiology. The features of the first component (a-wave) of the retinal response reflect the functional integrity of the two populations of photoreceptors: rods and cones. We fit the a-wave for pathological subjects with functions that account for possible mechanisms governing the kinetics of the photoreceptors. The paper extends a previous analysis, carried out for normal subjects, in which both populations are active, to patients affected by two particular diseases that reduce the working populations to only one. The pathologies investigated are Achromatopsia, a…