Search results for "Statistical"

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…

The Mean-Field Limit for Solid Particles in a Navier-Stokes Flow

2008

We propose a mathematical derivation of Brinkman's force for a cloud of particles immersed in an incompressible viscous fluid. Specifically, we consider the Stokes or steady Navier-Stokes equations in a bounded domain Omega subset of R-3 for the velocity field u of an incompressible fluid with kinematic viscosity v and density 1. Brinkman's force consists of a source term 6 pi rvj where j is the current density of the particles, and of a friction term 6 pi vpu where rho is the number density of particles. These additional terms in the motion equation for the fluid are obtained from the Stokes or steady Navier-Stokes equations set in Omega minus the disjoint union of N balls of radius epsilo…

High-resolution crystal structure of an avidin-related protein: insight into high-affinity biotin binding and protein stability.

2004

The chicken avidin gene belongs to an extended gene family encoding seven avidin-related genes (AVRs), of which only avidin is expressed in the chicken. The sequences of AVR4 and AVR5 are identical and the common protein (AVR4) has been expressed both in insect and bacterial systems. The recombinant proteins are similarly hyperthermostable and bind biotin with similarly high affinities. AVR4 was crystallized in the apo and biotin-complexed forms and their structures were determined at high resolution. Its tertiary and quaternary structures are very similar to those of avidin and streptavidin. Its biotin-binding site shows only a few alterations compared with those of avidin and streptavidin…

Confined binary two-dimensional colloidal crystals: Monte Carlo simulation of crack formation.

2010

Binary mixtures (A, B) of colloidal particles of different sizes in two dimensions may form crystals with square lattice structure (the A-particles occupying the white sites and the B-particles the black sites of a checkerboard). Confining such a system by two parallel 'walls' a distance D apart, long-range order in the direction parallel to the walls is stabilized by 'corrugated walls' that are commensurate with the lattice structure but destabilized by structureless 'hard walls', even if there is no misfit between the strip width D and the crystal lattice spacing. The crossover to quasi-one-dimensional behavior is studied by Monte Carlo simulations, analyzing Lindemann parameters and disp…

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…

1980

A phenomenological theory of the Phase Distribution Chromatography (PDC)-separation effect is outlined and a theoretical equation for the measured PDC-calibration curves is given. Assuming a reversible-thermodynamical equilibrium in the polystyrene-PDC-column, only a relatively small part of the measured PDC-calibration curves could be explained: namely those running below their tangents. In order to explain the whole sigmoidal shape of the experimental curves, a theory of steady state in the system sol/gel was developed assuming deformation of the polymer coil near the gel front due to the stress related to the velocity gradient. The resulting dynamical flow-equilibrium differs highly from…

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…