Search results for "autocorrelation"
showing 10 items of 146 documents
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.
Structural damage detection using auto correlation functions of vibration response under sinusoidal excitation
2015
Structural damage detection using time domain vibration responses has attracted more and more researchers in recent years because of its simplicity in calculation and no requirement of a finite element model. This paper proposes a new approach to locate the damage using the auto correlation function of vibration response signals under sinusoidal excitation from different measurement points of the structure, based on which a vector named Auto Correlation Function at Maximum Point Value Vector (AMV) is formulated. A sensitivity analysis of the normalized AMV with respect to the local stiffness shows that under several specific frequency excitations, the normalized AMV has a sharp change aroun…
Experimental Investigation of Random Vibration Control Through Dry Friction
1997
The purpose of this experimental investigation is to measure the response statistics in the presence of base friction and other friction sources. The experimental model emulates a one-floor building supported on four leaf springs, subjected to band limited random excitation. Two different types of model base are considered, a friction base and a frictionless base. In both cases friction can also be applied at two sides of the model’s main mass against the direction of its motion. Excitation and response transducer signals are processed to estimate excitation and response statistics in the presence and in the absence of top mass friction. Measured statistics include mean squares, autocorrela…
Fracture processes studied in CRESST
2005
In the early stages of running of the CRESST dark matter search with sapphire crystals as detectors, an unexpectedly high rate of signal pulses appeared. Their origin was finally traced to fracture events in the sapphire due to the very tight clamping of the detectors. During extensive runs the energy and time of each event was recorded, providing large data sets for such phenomena. We believe this is the first time that the energy release in fracture has been accurately measured on a microscopic event-by-event basis. The energy distributions appear to follow a power law, dN/dE proportional to E-beta, similar to the Gutenberg-Richter power law for earthquake magnitudes, and after appropriat…
Light of Two Atoms in Free Space: Bunching or Antibunching?
2020
Photon statistics divides light sources into three different categories, characterized by bunched, antibunched, or uncorrelated photon arrival times. Single atoms, ions, molecules, or solid state emitters display antibunching of photons, while classical thermal sources exhibit photon bunching. Here we demonstrate a light source in free space, where the photon statistics depends on the direction of observation, undergoing a continuous crossover between photon bunching and antibunching. We employ two trapped ions, observe their fluorescence under continuous laser light excitation, and record spatially resolved the autocorrelation function ${g}^{(2)}(\ensuremath{\tau})$ with a movable Hanbury …
A theory for long-memory in supply and demand
2004
Recent empirical studies have demonstrated long-memory in the signs of orders to buy or sell in financial markets [2, 19]. We show how this can be caused by delays in market clearing. Under the common practice of order splitting, large orders are broken up into pieces and executed incrementally. If the size of such large orders is power law distributed, this gives rise to power law decaying autocorrelations in the signs of executed orders. More specifically, we show that if the cumulative distribution of large orders of volume v is proportional to v to the power -alpha and the size of executed orders is constant, the autocorrelation of order signs as a function of the lag tau is asymptotica…
Relaxation in a phase-separating two-dimensional active matter system with alignment interaction
2020
Via computer simulations we study kinetics of pattern formation in a two-dimensional active matter system. Self-propulsion in our model is incorporated via the Vicsek-like activity, i.e., particles have the tendency of aligning their velocities with the average directions of motion of their neighbors. In addition to this dynamic or active interaction, there exists passive inter-particle interaction in the model for which we have chosen the standard Lennard-Jones form. Following quenches of homogeneous configurations to a point deep inside the region of coexistence between high and low density phases, as the systems exhibit formation and evolution of particle-rich clusters, we investigate pr…