Search results for "Correlation"
showing 10 items of 2282 documents
Monte Carlo studies ofd= 2 Ising strips with long-range boundary fields
2000
A two-dimensional Ising model with nearest-neighbour ferromagnetic exchange confined in a strip of width L between two parallel boundaries is studied by Monte Carlo simulations. `Free' boundaries are considered with unchanged exchange interactions at the boundary but long-range boundary fields of the form H (n ) = ? h [n -3 - (L - n + 1) -3 ], where n = 1, 2, ... ,L labels the rows across the strip. In the case of competing fields and L , the system exhibits a critical wetting transition of a similar type as in the well studied case of short-range boundary fields. At finite L , this wetting transition is replaced by a (rounded) interface localization-delocalization transition at Tc (h , L )…
Accelerated fluctuation analysis by graphic cards and complex pattern formation in financial markets
2009
The compute unified device architecture is an almost conventional programming approach for managing computations on a graphics processing unit (GPU) as a data-parallel computing device. With a maximum number of 240 cores in combination with a high memory bandwidth, a recent GPU offers resources for computational physics. We apply this technology to methods of fluctuation analysis, which includes determination of the scaling behavior of a stochastic process and the equilibrium autocorrelation function. Additionally, the recently introduced pattern formation conformity (Preis T et al 2008 Europhys. Lett. 82 68005), which quantifies pattern-based complex short-time correlations of a time serie…
Dynamics of a FitzHugh-Nagumo system subjected to autocorrelated noise
2008
We analyze the dynamics of the FitzHugh-Nagumo (FHN) model in the presence of colored noise and a periodic signal. Two cases are considered: (i) the dynamics of the membrane potential is affected by the noise, (ii) the slow dynamics of the recovery variable is subject to noise. We investigate the role of the colored noise on the neuron dynamics by the mean response time (MRT) of the neuron. We find meaningful modifications of the resonant activation (RA) and noise enhanced stability (NES) phenomena due to the correlation time of the noise. For strongly correlated noise we observe suppression of NES effect and persistence of RA phenomenon, with an efficiency enhancement of the neuronal respo…
Energy relaxation in a? 4 with long range interactions
1995
We investigate the influence of long range interactions on the relaxation behaviour of a lattice model with an on-site potential ofϕ 4-type and “infinite” range harmonic interactions. For finite number of particlesN, it is shown that the autocorrelation functions of the fluctuations of the one-particle energiesE n(t) decays exponentially. The corresponding relaxation time τ is proportional toN and is given by τ(T, N) =Nτ0(T). The temperature dependent time scale τ0 can explicitly be related to the dynamics of a one-particle correlator of the noninteracting system. The results are derived using Mori-Zwanzig projection formalism. The corresponding memory kernel is calculated within a mode cou…
Wave-mixing effects on electronic noise in semiconductors
2006
The results of a Monte Carlo analysis of hot-electron intrinsic noise in a n-type GaAs bulk driven by two mixed large-amplitude alternating electric fields having frequency in the subterahertz range are presented. The noise properties are investigated by studying the velocity autocorrelation function and the noise spectrum. We explored the relations among the frequency response and the velocity fluctuations as a function of the frequencies and intensities of the mixed fields. When the semiconductor is driven by two mixed ciclostationary electric fields, a resonant-like enhancement of the spectra near the two frequencies of the applied fields is found.
A large proportional drift chamber with two-dimensional read-out
1976
Abstract The construction and performance of a large drift chamber are described, which has a sensitive area of 5 m2 and an average chamber thickness of 0.55 × 10−3 radiation lengths. Simultaneous sense wire- and high voltage read-out gives a good time correlation with ajitter of 2.0 ns fwhm. Measurements with a collimated radioactive α-sources resulted in a time resolution of 4.3 ns fwhm corresponding to a space resolution of 0.20 mm fwhm at the sense wire. The space resolution at the high voltage plane is about 25 mm fwhm.
Point field models for the galaxy point pattern modelling the singularity of the two-point correlation function
2002
There is empirical evidence that the two-point correlation function of the galaxy distribution follows, for small scales, reasonably well a power-law expression $\xi(r)\propto r^{-\gamma}$ with $\gamma$ between 1.5 and 1.9. Nevertheless, most of the point field models suggested in the literature do not have this property. This paper presents a new class of models, which is produced by modifying point fields commonly used in cosmology to mimic the galaxy distribution, but where $\gamma=2$ is too large. The points are independently and randomly shifted, leading to the desired reduction of the value of $\gamma$.
Non-Markovian Wave Function Simulations of Quantum Brownian Motion
2005
The non-Markovian wave function method (NMWF) using the stochastic unravelling of the master equation in the doubled Hilbert space is implemented for quantum Brownian motion. A comparison between the simulation and the analytical results shows that the method can be conveniently used to study the non-Markovian dynamics of the system.
Comparison of the dynamics of the AU and PC indices
1998
The properties of AU and PC data were analyzed with different methods. It is shown that the dynamical behavior of the AU and PC time series, as analyzed by the structure function (SF), are very similar, while the SF of the AL time series shows different behavior. The SF of the AL data has a slope of 0.5 up to about 2 hours, after which it quickly decreases to about 0.1. On the other hand the slope of the SFs of AU and PC data continuously decreases to about 0.2, and in a longer time scale. It is suggested that the dissipative auroral electrojet currents have a characteristic time scale of 2 hours, and this underlies the AL dynamics. In contrast with this, the nondissipative Hall currents th…
Mean-field correlations in the core of rich galaxy clusters
1991
We develop a theory for the contribution to the clustering correlation function from gravitational interactions of neighboring pairs of galaxies in clusters. This is based on the «Hypernetted Chain Equation», a self-consistent integral equation relating the correlation function to the interaction potential.