Search results for "Statistical physics"
showing 10 items of 1402 documents
ORDERING KINETICS IN QUASI-ONE-DIMENSIONAL ISING-LIKE SYSTEMS
1993
We present results of a Monte Carlo simulation of the kinetics of ordering in the two-dimensional nearest-neighbor Ising model in anL xM geometry with two free boundaries of length M≫L. This model can be viewed as representing an adsorbant on a stepped surface with mean terrace widthL. We follow the ordering kinetics after quenches to temperatures 0.25 ⩽ T/Tc ⩽ 1 starting from a random initial configuration at a coverage ofΘ=0.5 in the corresponding lattice gas picture. The systems evolve in time according to a Glauber kinetics with nonconserved order parameter. The equilibrium structure is given by a one-dimensional sequence of ordered domains. The ordering process evolves from a short ini…
BROWNIAN DYNAMICS SIMULATIONS WITHOUT GAUSSIAN RANDOM NUMBERS
1991
We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in a Φ4 potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.
Roughness of two nonintersecting one-dimensional interfaces.
2006
The dynamics of two spatially discrete one-dimensional single-step model interfaces with a noncrossing constraint is studied in both nonsymmetric propagating and symmetric relaxing cases. We consider possible scaling scenarios and study a few special cases by using continuous-time Monte Carlo simulations. The roughness of the interfaces is observed to be nonmonotonic as a function of time, and in the stationary state it is nonmonotonic also as a function of the strength of the effective force driving the interfaces against each other. This is related on the one hand to the reduction of the available configuration space and on the other hand to the ability of the interfaces to conform to eac…
Stochastic analysis of motorcycle dynamics
2011
Off-road and racing motorcycles require a particular setup of the suspensions to improve the comfort and the safety of the rider, maintaining a continuous contact between the road and the motorcycle (by means of the tires). Further, because of the ground roughness, in the case of offroad motorcycle, suspensions usually experience extreme and erratic excursions (suspension stroke) in performing their function. In this regard, the adoption of nonlinear devices can, perhaps, limit both the acceleration experienced by the sprung mass and the excursions of the suspensions. This leads to the consideration of asymmetric nonlinearly-behaving suspensions. This option, however, induces the difficulty…
Noise Induced Phenomena in the Dynamics of Two Competing Species
2015
Noise through its interaction with the nonlinearity of the living systems can give rise to counter-intuitive phenomena. In this paper we shortly review noise induced effects in different ecosystems, in which two populations compete for the same resources. We also present new results on spatial patterns of two populations, while modeling real distributions of anchovies and sardines. The transient dynamics of these ecosystems are analyzed through generalized Lotka-Volterra equations in the presence of multiplicative noise, which models the interaction between the species and the environment. We find noise induced phenomena such as quasi-deterministic oscillations, stochastic resonance, noise …
A Scenario Simulation Model of Stock's Volatility Based on a Stationary Markovian Process
2013
In this paper we discuss univariate statistical properties of volatility. We present a parsimonious univariate model that well reproduces two stylized facts of volatility: the power-law decay of the volatility probability density function with exponent α and the power-law decay of the autocorrelation function with exponent β. Such model also reproduces, at least qualitatively, the empirical observation than when the probability density function decays faster, then the autocorrelation decays slower. Another important feature investigated within the model is the mean First Passage Time (mFPT) Tx0 (Λ) of volatility time-series. We show that the proposed model allows to obtain the mFPT in terms…
Stochastic model of memristor based on the length of conductive region
2021
Abstract We propose a stochastic model of a voltage controlled bipolar memristive system, which includes the properties of widely used dynamic SPICE models and takes into account the fluctuations inherent in memristors. The proposed model is described by rather simple equations of Brownian diffusion, does not require significant computational resources for numerical modeling, and allows obtaining the exact analytical solutions in some cases. The noise-induced transient bimodality phenomenon, arising under resistive switching, was revealed and investigated theoretically and experimentally in a memristive system, by finding a quite good qualitatively agreement between theory and experiment. B…
Formation of dislocation patterns: Computer simulations
1996
Dislocations patterns have been extensively studied by means of TEM. In parallel, theoretical approaches have been developed by using two methods; reaction diffusion schemes and computer simulation models. This distinction is not rigid since some computer models include the former approach in their evolution equations. Independently from the difficulties each approach presents in formulating the collective behavior of dislocations, the aim of these studies is to exhibit simple dislocation patterns as persistent slip bands and/or cellular organization. In this context, computer simulations brought a methodology which undoubtedly is a complement to the existing approaches for dislocations. Ne…
A review of the general theory of thermoelastic stress analysis
2003
Thermoelastic stress analysis (TSA) is now a well-known experimental technique providing information on the surface stress field in structures. Many studies have assessed the potential of the technique for a number of applications and some useful and detailed reviews of these investigations are available, focusing mainly on the experimental aspects related to the measurement of the thermoelastic signal. In this work, instead, a complete and detailed insight into the origins of the various forms of the equations describing the thermoelastic effect is given with reference to the concepts of the thermodynamic theory of a continuum. A discussion on the theory leading to the thermoelastic effec…
Structure finding in cosmological simulations: the state of affairs
2013
The ever increasing size and complexity of data coming from simulations of cosmic structure formation demands equally sophisticated tools for their analysis. During the past decade, the art of object finding in these simulations has hence developed into an important discipline itself. A multitude of codes based upon a huge variety of methods and techniques have been spawned yet the question remained as to whether or not they will provide the same (physical) information about the structures of interest. Here we summarize and extent previous work of the "halo finder comparison project": we investigate in detail the (possible) origin of any deviations across finders. To this extent we decipher…