Search results for "Density"
showing 10 items of 4402 documents
A many-body approach to transport in quantum systems : From the transient regime to the stationary state
2022
We review one of the most versatile theoretical approaches to the study of time-dependent correlated quantum transport in nano-systems: the non-equilibrium Green's function (NEGF) formalism. Within this formalism, one can treat, on the same footing, inter-particle interactions, external drives and/or perturbations, and coupling to baths with a (piece-wise) continuum set of degrees of freedom. After a historical overview on the theory of transport in quantum systems, we present a modern introduction of the NEGF approach to quantum transport. We discuss the inclusion of inter-particle interactions using diagrammatic techniques, and the use of the so-called embedding and inbedding techniques w…
Understanding the determinants of volatility clustering in terms of stationary Markovian processes
2016
Abstract Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ − β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock’s volatility is a linear function of the average correlation of such stock’s volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still kee…
Domains of time-dependent density-potential mappings
2011
The key element in time-dependent density functional theory is the one-to-one correspondence between the one-particle density and the external potential. In most approaches this mapping is transformed into a certain type of Sturm-Liouville problem. Here we give conditions for existence and uniqueness of solutions and construct the weighted Sobolev space they lie in. As a result the class of v-representable densities is considerably widened with respect to previous work.
A Random Field Approach to Transect Counts of Wildlife Populations
1991
Line transect counting of a wildlife population is considered a sampling from a planar marked point process, where the marks describe the detectability of the animals. Sampling properties of transect counts and a new density estimator are derived from a counting process, which is a shot-noise field induced by the marked point process. A general formula for the sampling variance of a transect is derived and applied to compare five common types of transects. Some stereological connections of transect sampling and density estimators are shown.
Spectral characteristics of steady-state Lévy flights in confinement potential profiles
2016
The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.
A semiparametric approach to estimate reference curves for biophysical properties of the skin
2006
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. Th…
A finite-difference method for numerical solution of the steady-state nernst—planck equations with non-zero convection and electric current density
1986
Abstract A computer algorithm has been developed for digital simulation of ionic transport through membranes obeying the Nernst—Planck and Poisson equations. The method of computation is quite general and allows the treatment of steady-state electrodiffusion equations for multiionic environments, the ionic species having arbitrary valences and mobilities, when convection and electric current are involved. The procedure provides a great flexibility in the choice of suitable boundary conditions and avoids numerical instabilities which are so frequent in numerical methods. Numerical results for concentration and electric potential gradient profiles are presented in the particular case of the t…
Probabilistic response of linear structures equipped with nonlinear damper devices (PIS method)
2008
Passive control introducing energy absorbing devices into the structure has received considerable attention in recent years. Unfortunately the constitutive law of viscous fluid dampers is highly nonlinear, and even supposing that the structure behaves linearly, the whole system has inherent nonlinear properties. Usually the analysis is performed by a stochastic linearization technique (SLT) determining a linear system equivalent to the nonlinear one, in a statistical sense. In this paper the effect of the non-Gaussianity of the response due to the inherent nonlinearity of the damper device will be studied in detail via the Path Integral Solution (PIS) method. A systematic study is conducted…
Statistics of residence time for Lévy flights in unstable parabolic potentials
2020
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.
Anomalous diffusion and nonlinear relaxation phenomena in stochastic models of interdisciplinary physics
2020
The study of nonlinear dynamical systems in the presence of both Gaussian and non-Gaussian noise sources is the topic of this research work. In particular, after shortly present new theoretical results for statistical characteristics in the framework of Markovian theory, we analyse four different physical systems in the presence of Levy noise source. (a) The residence time problem of a particle subject to a non-Gaussian noise source in arbitrary potential profile was analyzed and the exact analytical results for the statistical characteristics of the residence time for anomalous diffusion in the form of Levy flights in fully unstable potential profile was obtained. Noise enhanced stability …