Search results for "CONST"
showing 10 items of 7706 documents
Dependence of single-particle energies on coupling constants of the nuclear energy density functional
2008
We show that single-particle energies in doubly magic nuclei depend almost linearly on the coupling constants of the nuclear energy density functional. Therefore, they can be very well characterized by the linear regression coefficients, which we calculate for the coupling constants of the standard Skyrme functional. We then use these regression coefficients to refit the coupling constants to experimental values of single-particle energies. We show that the obtained rms deviations from experimental data are still quite large, of the order of 1.1 MeV. This suggests that the current standard form of the Skyrme functional cannot ensure spectroscopic-quality description of single-particle energ…
Unfolding dynamics of small peptides biased by constant mechanical forces
2018
We show how multi-ensemble Markov state models can be combined with constant-force equilibrium simulations. Besides obtaining the unfolding/folding rates, Markov state models allow gaining detailed insights into the folding dynamics and pathways through identifying folding intermediates and misfolded structures. For two specific peptides, we demonstrate that the end-to-end distance is an insufficient reaction coordinate. This problem is alleviated through constructing models with multiple collective variables, for which we employ the time-lagged independent component analysis requiring only minimal prior knowledge. Our results show that combining Markov state models with constant-force simu…
Application of the theory of naturally curved and twisted bars to designing Gorlov's helical turbine 1. System of governing equations
1998
The method of designing a new type of turbine used in flows of various kinds is discussed. Static, kinematic, and constitutive equations for transversely isotropic naturally curved and twisted bars are given, and the hypotheses used are discussed. The statement of the problem is linear and corresponds to small displacements. A method for solving the statically indeterminate problem is proposed. The objectives of numerical calculations, which will comprise the content of the second part of the investigation, are formulated.
Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets
2013
Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.
A GALTON-WATSON BRANCHING PROCESS IN VARYING ENVIRONMENTS WITH ESSENTIALLY CONSTANT OFFSPRING MEANS AND TWO RATES OF GROWTH1
1983
Summary A Galton-Watson process in varying environments (Zn), with essentially constant offspring means, i.e. E(Zn)/mnα∈(0, ∞), and exactly two rates of growth is constructed. The underlying sample space Ω can be decomposed into parts A and B such that (Zn)n grows like 2non A and like mnon B (m > 4).
Parametric estimation of non-crossing quantile functions
2021
Quantile regression (QR) has gained popularity during the last decades, and is now considered a standard method by applied statisticians and practitioners in various fields. In this work, we applied QR to investigate climate change by analysing historical temperatures in the Arctic Circle. This approach proved very flexible and allowed to investigate the tails of the distribution, that correspond to extreme events. The presence of quantile crossing, however, prevented using the fitted model for prediction and extrapolation. In search of a possible solution, we first considered a different version of QR, in which the QR coefficients were described by parametric functions. This alleviated th…
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.
Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach
2019
Abstract This paper develops a novel approach to assess liquidity-adjusted Value-at-Risk (LVaR) optimization of multi-asset portfolios based on vine copulas and LVaR models. This framework is applied to stock markets of the G-7 countries, gold, commodities and Bitcoin. The results show that our approach is superior to the classical mean–variance Markowitz portfolio technique in terms of the optimal portfolio selection under a number of realistic operational and budget constraints. We find that both Bitcoin and gold improves the risk-return performance of the G-7 stock portfolio. However, Bitcoin (gold) performs better under a scenario of only long-positions (when short-selling is allowed).
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.
Localization in a QFT Model
2006
Localization properties of a QFT model, consisting of a quantum scalar field interacting linearly with a classical localized source, are investigated using various approaches present in the literature. We evaluate, to any order of the field–matter coupling constant, the time evolution of average values of one-point localization observables and scalar product between the quantum field state of the evolving system and localized states. We show that the appearance of nonlocality can be connected to nonlocal properties of localized states used or to the fact that localization operators do not satisfy the microcausality principle and therefore does not imply the violation of causality.