Search results for "Statistical physic"
showing 10 items of 1403 documents
Surrogate Data Analysis for Assessing the Significance of the Coherence Function
2004
In cardiovascular variability analysis, the significance of the coupling between two time series is commonly assessed by setting a threshold level in the coherence function. While traditionally used statistical tests consider only the parameters of the adopted estimator, the required zero-coherence level may be affected by some features of the observed series. In this study, three procedures, based on the generation of surrogate series sharing given properties with the original but being structurally uncoupled, were considered: independent identically distributed (IID), Fourier transform (FT), and autoregressive (AR). IID surrogates maintained the distribution of the original series, while …
The evolution of COVID-19: A discontinuous approach.
2021
The evolution of the COVID-19 disease is monitored on the basis of the daily number of infected patients and the daily number of deaths provided from national health agencies. The variation of such parameters with time parallels that described for the growth/decay of historic transportation systems revealing the appearance of discontinuities. The evolution of the pandemic disease is represented in terms of two nominally equivalent formulations: a logistic model with sharp changes in its rate parameters, and in topological terms resulting in 2nd order phase transitions in the infected patients/time space.
Role of noise in a market model with stochastic volatility
2006
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…
Instability of Equilibrium States for Coupled Heat Reservoirs at Different Temperatures
2007
Abstract We consider quantum systems consisting of a “small” system coupled to two reservoirs (called open systems). We show that such systems have no equilibrium states normal with respect to any state of the decoupled system in which the reservoirs are at different temperatures, provided that either the temperatures or the temperature difference divided by the product of the temperatures are not too small. Our proof involves an elaborate spectral analysis of a general class of generators of the dynamics of open quantum systems, including quantum Liouville operators (“positive temperature Hamiltonians”) which generate the dynamics of the systems under consideration.
Order and Chaos in the Statistical Mechanics of the Integrable Models in 1+1 Dimensions
1991
This paper was presented at the meeting under this title. But, originally, the more cumbersome ‘Quantum chaos — classical chaos in k-space: thermodynamic limits for the sine-Gordon models’ was proposed. Certainly this covers more technically the content of this paper.
Multiscaling and the classification of continuous phase transitions
1992
Multiscaling of the free energy is obtained by generalizing the classification of phase transitions proposed by Ehrenfest. The free energy is found to obey a new generalized scaling form which contains as special cases standard and multiscaling forms. The results are obtained by analytic continuation from the classification scheme of Ehrenfest.
Localization of hidden Chua's attractors
2011
Abstract The classical attractors of Lorenz, Rossler, Chua, Chen, and other widely-known attractors are those excited from unstable equilibria. From computational point of view this allows one to use numerical method, in which after transient process a trajectory, started from a point of unstable manifold in the neighborhood of equilibrium, reaches an attractor and identifies it. However there are attractors of another type: hidden attractors, a basin of attraction of which does not contain neighborhoods of equilibria . In the present Letter for localization of hidden attractors of Chuaʼs circuit it is suggested to use a special analytical–numerical algorithm.
Discrete Dynamics of Nonlinear Systems in Nature and Society
2019
Noise Enhanced Stability in Fluctuating Metastable States
2004
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: the average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise. We obtain the parameter region of the fluctuating potential where the effect can be o…