Search results for " Statistical"
showing 10 items of 1649 documents
Breather dynamics in a stochastic sine-Gordon equation: evidence of noise-enhanced stability
2023
The dynamics of sine-Gordon breathers is studied in the presence of dissipative and stochastic perturbations. Taking a stationary breather with a random phase value as the initial state, the performed simulations demonstrate that a spatially-homogeneous noisy source can make the oscillatory excitation more stable, i.e., it enables the latter to last significantly longer than it would in a noise-free scenario. Both the frequency domain and the localization of energy are examined to document the effectiveness of the noise-enhanced stability phenomenon, which emerges as a nonmonotonic behavior of an average characteristic time for the breather as a function of the noise intensity. The influenc…
Two-stage adaptive designs with correlated test statistics.
2005
When performing a trial using an adaptive sequential design, it is usually assumed that the data for each stage come from different units; for example, patients. However, sometimes it is not possible to satisfy this condition or to check whether it is satisfied. In these cases, the test statistics and p-values of each stage may be dependent. In this paper we investigate the type I error of two-stage adaptive designs when the test statistics from the stages are assumed to be bivariate normal. Analytical considerations are performed under the restriction that the conditional error function is constant in the continuation region. We show that the decisions can become conservative as well as an…
Multivariate equivalence tests for use in pharmaceutical development.
2014
Statistical equivalence analyses are well-established parts of many studies in the biomedical sciences. Also in pharmaceutical development and manufacturing equivalence testing methods are required in order to statistically establish similarities between machines, process components, or complete processes. This article presents a choice of multivariate equivalence testing procedures for normally distributed data as generalizations of existing univariate methods. In all derived methods, variability is interpreted as nuisance parameter. The use of the proposed methods in pharmaceutical development is demonstrated with a comparative analysis of dissolution profiles.
Critical and tricritical singularities of the three-dimensional random-bond Potts model for large $q$
2005
We study the effect of varying strength, $\delta$, of bond randomness on the phase transition of the three-dimensional Potts model for large $q$. The cooperative behavior of the system is determined by large correlated domains in which the spins points into the same direction. These domains have a finite extent in the disordered phase. In the ordered phase there is a percolating cluster of correlated spins. For a sufficiently large disorder $\delta>\delta_t$ this percolating cluster coexists with a percolating cluster of non-correlated spins. Such a co-existence is only possible in more than two dimensions. We argue and check numerically that $\delta_t$ is the tricritical disorder, which se…
Modelling phase transition kinetics of chenodeoxycholic acid with the Runge–Kutta method
2009
Abstract The phase transition kinetics of two chenodeoxycholic acid polymorphic modifications— form I (stable at high temperature), form III (stable at low temperature) and the amorphous phase has been examined under various conditions of temperature and relative humidity. Form III conversion to form I was examined at high temperature conditions and was found to be non-spontaneous, requiring seed crystals for initiation. The formation kinetic model of form I was created incorporating the three-dimensional seed crystal growth, the phase transition rate proportion to the surface area of form I crystals, and the influence of the amorphous phase surface area changes with an empirical stage poin…
Two-state protein-like folding of a homopolymer chain
2010
Many small proteins fold via a first-order "all-or-none" transition directly from an expanded coil to a compact native state. Here we study an analogous direct freezing transition from an expanded coil to a compact crystallite for a simple flexible homopolymer. Wang-Landau sampling is used to construct the 1D density of states for square-well chains of length 128. Analysis within both the micro-canonical and canonical ensembles shows that, for a chain with sufficiently short-range interactions, the usual polymer collapse transition is preempted by a direct freezing or "folding" transition. A 2D free-energy landscape, built via subsequent multi-canonical sampling, reveals a dominant folding …
Capillary condensation in cylindrical pores: Monte Carlo study of the interplay of surface and finite size effects.
2010
When a fluid that undergoes a vapor to liquid transition in the bulk is confined to a long cylindrical pore, the phase transition is shifted (mostly due to surface effects at the walls of the pore) and rounded (due to finite size effects). The nature of the phase coexistence at the transition depends on the length of the pore: For very long pores the system is axially homogeneous at low temperatures. At the chemical potential where the transition takes place fluctuations occur between vapor-like and liquid-like states of the cylinder as a whole. At somewhat higher temperatures (but still far below bulk criticality) the system at phase coexistence is in an axially inhomogeneous multi-domain …
Generalized-ensemble simulations and cluster algorithms
2010
The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the partition function or thermal averages of interest. While this is true in terms of its simplicity and universal applicability, the resulting approach suffers from the presence of temporal correlations of successive samples naturally implied by the Markov chain underlying the importance-sampling simulation. In many situations, these autocorrelations are moderate and can be easily accounted for by an appropriately adapted analysis of simulation data. They turn out…
Crystal nuclei in melts: A Monte Carlo simulation of a model for attractive colloids
2015
As a model for a suspension of hard-sphere like colloidal particles where small nonadsorbing dissolved polymers create a depletion attraction, we introduce an effective colloid-colloid potential closely related to the Asakura-Oosawa model but that does not have any discontinuities. In simulations, this model straightforwardly allows the calculation of the pressure from the Virial formula, and the phase transition in the bulk from the liquid to crystalline solid can be accurately located from a study where a stable coexistence of a crystalline slab with a surrounding liquid phase occurs. For this model, crystalline nuclei surrounded by fluid are studied both by identifying the crystal-fluid …
Quantum Critical Scaling under Periodic Driving
2016
Universality is key to the theory of phase transition stating that the equilibrium properties of observables near a phase transition can be classified according to few critical exponents. These exponents rule an universal scaling behaviour that witnesses the irrelevance of the model's microscopic details at criticality. Here we discuss the persistence of such a scaling in a one-dimensional quantum Ising model under sinusoidal modulation in time of its transverse magnetic field. We show that scaling of various quantities (concurrence, entanglement entropy, magnetic and fidelity susceptibility) endures up to a stroboscopic time $\tau_{bd}$, proportional to the size of the system. This behavio…