Search results for " statistical mechanics"

showing 10 items of 557 documents

Versatile entropic measure of grey level inhomogeneity

2009

The entropic measure for analysis of grey level inhomogeneity (GLI) is proposed as a function of length scale. It allows us to quantify the statistical dissimilarity of the actual macrostate and the maximizing entropy of the reference one. The maximums (minimums) of the measure indicate those scales at which higher (lower) average grey level inhomogeneity appears compared to neighbour scales. Even a deeply hidden statistical grey level periodicity can be detected by the equally distant minimums of the measure. The striking effect of multiple intersecting curves (MIC) of the measure has been revealed for pairs of simulated patterns, which differ in shades of grey or symmetry properties, only…

Statistics and ProbabilityAstronLength scalePhotosphereStatistical Mechanics (cond-mat.stat-mech)StatisticsEntropy (information theory)Grey levelFOS: Physical sciencesStatistical physicsCondensed Matter PhysicsCondensed Matter - Statistical MechanicsMathematics
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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…

Statistics and ProbabilityCanonical ensemblePhysicsclassical Monte Carlo simulations quantum Monte Carlo simulations stochastic particle dynamics (theory)Monte Carlo methodStatistical and Nonlinear PhysicsMarkov chain Monte CarloIdeal gasMicrostate (statistical mechanics)symbols.namesakeThermodynamic limitDynamic Monte Carlo methodsymbolsStatistical physicsStatistics Probability and UncertaintyQuantum statistical mechanics
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An interest rates cluster analysis

2004

An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16 years between 1982 and 1997. Our study is focused on the collective behavior of the stochastic fluctuations of these time-series which is investigated by using a clustering linkage procedure. Without any a priori assumption, we individuate a meaningful separation in 6 main clusters organized in a hierarchical structure.

Statistics and ProbabilityCollective behaviormedia_common.quotation_subjectFOS: Physical sciencesLinkage (mechanical)computer.software_genrelaw.inventionFOS: Economics and businesslawEconometricsCluster (physics)Cluster analysisCondensed Matter - Statistical Mechanicsmedia_commonStatistical Finance (q-fin.ST)Statistical Mechanics (cond-mat.stat-mech)EconophysicsSeries (mathematics)Quantitative Finance - Statistical FinanceCondensed Matter PhysicsInterest rateCondensed Matter - Other Condensed MatterData miningCapital marketcomputerOther Condensed Matter (cond-mat.other)
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Entropic descriptor of a complex behaviour

2009

We propose a new type of entropic descriptor that is able to quantify the statistical complexity (a measure of complex behaviour) by taking simultaneously into account the average departures of a system's entropy S from both its maximum possible value Smax and its minimum possible value Smin. When these two departures are similar to each other, the statistical complexity is maximal. We apply the new concept to the variability, over a range of length scales, of spatial or grey-level pattern arrangements in simple models. The pertinent results confirm the fact that a highly non-trivial, length-scale dependence of the entropic descriptor makes it an adequate complexity-measure, able to disting…

Statistics and ProbabilityCombinatoricsLength scaleStatistical Mechanics (cond-mat.stat-mech)Information complexityFOS: Physical sciencesEntropy (information theory)Statistical physicsStatistical complexityCondensed Matter PhysicsCondensed Matter - Statistical MechanicsMathematicsPhysica A: Statistical Mechanics and its Applications
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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…

Statistics and ProbabilityCondensed Matter - Materials ScienceMaterials scienceStatistical Mechanics (cond-mat.stat-mech)Pattern formationMaterials Science (cond-mat.mtrl-sci)FOS: Physical sciencesfood and beveragesStatistical and Nonlinear PhysicsFunction (mathematics)MechanicsAngle of reposeMolecular dynamicsGranular matterStatistics Probability and UncertaintyExponential decayCondensed Matter - Statistical Mechanics
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Extended quasi-additivity of Tsallis entropies

2006

We consider statistically independent non-identical subsystems with different entropic indices q1 and q2. A relation between q1, q2 and q' (for the entire system) extends a power law for entropic index as a function of distance r. A few examples illustrate a role of the proposed constraint q' < min(q1, q2) for the Beck's concept of quasi-additivity.

Statistics and ProbabilityConstraint (information theory)Pure mathematicsStatistical Mechanics (cond-mat.stat-mech)Tsallis entropyAdditive functionTsallis statisticsFOS: Physical sciencesThermodynamicsFunction (mathematics)Condensed Matter PhysicsCondensed Matter - Statistical MechanicsMathematics
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Stochastic resonance and noise delayed extinction in a model of two competing species

2003

We study the role of the noise in the dynamics of two competing species. We consider generalized Lotka-Volterra equations in the presence of a multiplicative noise, which models the interaction between the species and the environment. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence of a periodic driving term, which accounts for the environment temperature variation. We find noise-induced periodic oscillations of the species concentrations and stochastic resonance phenomenon. We find also a nonmonotonic behavior of the mean extinction time of one of the two competing species…

Statistics and ProbabilityExtinctionSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciStatistical Mechanics (cond-mat.stat-mech)BistabilityStochastic resonanceStochastic processPopulations and Evolution (q-bio.PE)FOS: Physical sciencesStatistical mechanicStatistical and Nonlinear PhysicsPopulation dynamicNoise (electronics)Multiplicative noiseStochastic partial differential equationStochastic differential equationControl theoryFOS: Biological sciencesQuantitative Biology::Populations and EvolutionStatistical physicsNoise-induced effects.Quantitative Biology - Populations and EvolutionCondensed Matter - Statistical MechanicsMathematics
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A form factor approach to the asymptotic behavior of correlation functions in critical models

2011

We propose a form factor approach for the computation of the large distance asymptotic behavior of correlation functions in quantum critical (integrable) models. In the large distance regime we reduce the summation over all excited states to one over the particle/hole excitations lying on the Fermi surface in the thermodynamic limit. We compute these sums, over the so-called critical form factors, exactly. Thus we obtain the leading large distance behavior of each oscillating harmonic of the correlation function asymptotic expansion, including the corresponding amplitudes. Our method is applicable to a wide variety of integrable models and yields precisely the results stemming from the Lutt…

Statistics and ProbabilityHigh Energy Physics - TheoryCritical phenomena[PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph]FOS: Physical sciences01 natural sciencesBethe ansatzCorrelation functionLuttinger liquid0103 physical sciences[NLIN.NLIN-SI]Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]Statistical physics010306 general physicsCondensed Matter - Statistical MechanicsMathematical PhysicsPhysicsStatistical Mechanics (cond-mat.stat-mech)Nonlinear Sciences - Exactly Solvable and Integrable Systems010308 nuclear & particles physicsConformal field theory[PHYS.HTHE]Physics [physics]/High Energy Physics - Theory [hep-th]Form factor (quantum field theory)Statistical and Nonlinear PhysicsMathematical Physics (math-ph)16. Peace & justiceHigh Energy Physics - Theory (hep-th)Thermodynamic limitExactly Solvable and Integrable Systems (nlin.SI)Statistics Probability and UncertaintyAsymptotic expansion
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Thermal form factors of the XXZ chain and the large-distance asymptotics of its temperature dependent correlation functions

2013

We derive expressions for the form factors of the quantum transfer matrix of the spin-1/2 XXZ chain which are suitable for taking the infinite Trotter number limit. These form factors determine the finitely many amplitudes in the leading asymptotics of the finite-temperature correlation functions of the model. We consider form-factor expansions of the longitudinal and transversal two-point functions. Remarkably, the formulae for the amplitudes are in both cases of the same form. We also explain how to adapt our formulae to the description of ground state correlation functions of the finite chain. The usefulness of our novel formulae is demonstrated by working out explicit results in the hig…

Statistics and ProbabilityHigh Energy Physics - TheoryStatistical Mechanics (cond-mat.stat-mech)Strongly Correlated Electrons (cond-mat.str-el)Conformal field theoryMathematical analysisForm factor (quantum field theory)FOS: Physical sciencesStatistical and Nonlinear PhysicsTransfer matrixCondensed Matter - Strongly Correlated ElectronsAmplitudeHigh Energy Physics - Theory (hep-th)Chain (algebraic topology)Limit (mathematics)Statistics Probability and UncertaintyCondensed Matter - Statistical MechanicsGenerating function (physics)Spin-½Mathematics
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Thermodynamic limit of particle-hole form factors in the massless XXZ Heisenberg chain

2010

We study the thermodynamic limit of the particle-hole form factors of the XXZ Heisenberg chain in the massless regime. We show that, in this limit, such form factors decrease as an explicitly computed power-law in the system-size. Moreover, the corresponding amplitudes can be obtained as a product of a "smooth" and a "discrete" part: the former depends continuously on the rapidities of the particles and holes, whereas the latter has an additional explicit dependence on the set of integer numbers that label each excited state in the associated logarithmic Bethe equations. We also show that special form factors corresponding to zero-energy excitations lying on the Fermi surface decrease as a …

Statistics and ProbabilityHigh Energy Physics - Theory[NLIN.NLIN-SI] Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]LogarithmIntegrable systemfacteurs de formemodèles intégrables[PHYS.MPHY]Physics [physics]/Mathematical Physics [math-ph]FOS: Physical sciences01 natural sciencesPower law[ PHYS.HTHE ] Physics [physics]/High Energy Physics - Theory [hep-th][PHYS.COND.CM-SM] Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech]Chain (algebraic topology)[MATH.MATH-MP]Mathematics [math]/Mathematical Physics [math-ph]0103 physical sciencesddc:550[NLIN.NLIN-SI]Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]Limit (mathematics)[MATH.MATH-MP] Mathematics [math]/Mathematical Physics [math-ph][PHYS.COND.CM-SM]Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech]010306 general physicsMathematical PhysicsCondensed Matter - Statistical MechanicsMathematical physicsPhysicsNonlinear Sciences - Exactly Solvable and Integrable SystemsStatistical Mechanics (cond-mat.stat-mech)010308 nuclear & particles physics[PHYS.HTHE]Physics [physics]/High Energy Physics - Theory [hep-th][ MATH.MATH-MP ] Mathematics [math]/Mathematical Physics [math-ph]Statistical and Nonlinear PhysicsMathematical Physics (math-ph)[PHYS.MPHY] Physics [physics]/Mathematical Physics [math-ph]Massless particleHigh Energy Physics - Theory (hep-th)[ PHYS.COND.CM-SM ] Physics [physics]/Condensed Matter [cond-mat]/Statistical Mechanics [cond-mat.stat-mech]Thermodynamic limitfonctions de corélation[PHYS.HTHE] Physics [physics]/High Energy Physics - Theory [hep-th][ PHYS.MPHY ] Physics [physics]/Mathematical Physics [math-ph]Statistics Probability and UncertaintyExactly Solvable and Integrable Systems (nlin.SI)Critical exponent[ NLIN.NLIN-SI ] Nonlinear Sciences [physics]/Exactly Solvable and Integrable Systems [nlin.SI]
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