Search results for "equation"

showing 10 items of 4219 documents

Noise-induced resonance-like phenomena in InP crystals embedded in fluctuating electric fields

2016

We explore and discuss the complex electron dynamics inside a low-doped n-type InP bulk embedded in a sub-THz electric field, fluctuating for the superimposition of an external source of Gaussian correlated noise. The results presented in this study derive from numerical simulations obtained by means of a multi-valley Monte Carlo approach to simulate the nonlinear transport of electrons inside the semiconductor crystal. The electronic noise characteristics are statistically investigated by calculating the correlation function of the velocity fluctuations, its spectral density and the integrated spectral density, i.e. the total noise power, for different values of both amplitude and frequenc…

Statistics and ProbabilityNoise powerField (physics)02 engineering and technologyElectron01 natural sciencesNoise (electronics)Settore FIS/03 - Fisica Della MateriaBoltzmann equationsymbols.namesakeCorrelation functionElectric fieldQuantum mechanics0103 physical sciencesstochastic particle dynamics (theory)010306 general physicsfluctuations (theory)Physicstransport properties (theory)Statistical and Nonlinear Physics021001 nanoscience & nanotechnologySettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Computational physicsAmplitudeGaussian noisesymbolsStatistics Probability and Uncertainty0210 nano-technologyJournal of Statistical Mechanics: Theory and Experiment
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Dynamics of the Selkov oscillator.

2018

A classical example of a mathematical model for oscillations in a biological system is the Selkov oscillator, which is a simple description of glycolysis. It is a system of two ordinary differential equations which, when expressed in dimensionless variables, depends on two parameters. Surprisingly it appears that no complete rigorous analysis of the dynamics of this model has ever been given. In this paper several properties of the dynamics of solutions of the model are established. With a view to studying unbounded solutions a thorough analysis of the Poincar\'e compactification of the system is given. It is proved that for any values of the parameters there are solutions which tend to inf…

Statistics and ProbabilityPeriodicityQuantitative Biology - Subcellular ProcessesClassical exampleFOS: Physical sciencesDynamical Systems (math.DS)01 natural sciencesModels BiologicalGeneral Biochemistry Genetics and Molecular Biology010305 fluids & plasmassymbols.namesake0103 physical sciencesFOS: MathematicsPhysics - Biological PhysicsMathematics - Dynamical Systems0101 mathematicsSubcellular Processes (q-bio.SC)MathematicsGeneral Immunology and MicrobiologyCompactification (physics)Applied Mathematics010102 general mathematicsMathematical analysisGeneral MedicineMathematical ConceptsKineticsMonotone polygonBiological Physics (physics.bio-ph)FOS: Biological sciencesModeling and SimulationBounded functionOrdinary differential equationPoincaré conjecturesymbolsGeneral Agricultural and Biological SciencesGlycolysisDimensionless quantityMathematical biosciences
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A dynamic extraversion model. The brain's response to a single dose of a stimulant drug.

2008

The aim of this paper is to present a mathematical dynamic modelling of the effect a stimulant drug has on different people which, at the same time, can be a useful tool for future brain studies. To this end, a dynamic model of the evolution of extraversion (considering its tonic and phasic aspects) has been constructed taking into account the unique personality trait theory and the general modelling methodology. This model consists of a delayed differential equation which, on one hand, considers that the active stimulus, a consequence of a single intake, is not constant; on the other hand, it contemplates that the state variable representing the phasic extraversion also represents the brai…

Statistics and ProbabilityPersonality TestsState variablePsychometricsDifferential equationSubstance-Related Disordersmedia_common.quotation_subjectIndividualityStimulus (physiology)Extraversion PsychologicalTrait theoryArts and Humanities (miscellaneous)PersonalityHumansComputer SimulationGeneral Psychologymedia_commonMotivationExtraversion and introversionDose-Response Relationship DrugAddictionBrainGeneral MedicineModels TheoreticalCentral Nervous System StimulantsStimulant drugPsychologyNeuroscienceThe British journal of mathematical and statistical psychology
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Hitting Time Distributions in Financial Markets

2006

We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, the second one is composed by high frequency data for 100 stocks for the 4-year period 1995-1998. We compare the probability distribution obtained by our empirical analysis with those obtained from different models for stock market evolution. Specifically by focusing on the statistical properties of the hitting times to reach a barrier or a given threshold, we compare the prob…

Statistics and ProbabilityPhysics - Physics and SocietyAutoregressive conditional heteroskedasticityStock market modelFOS: Physical sciencesPhysics and Society (physics.soc-ph)Langevin-type equationHeston modelEconophysics; Stock market model; Langevin-type equation; Heston model; Complex SystemsFOS: Economics and businessEconometricsMathematicsGeometric Brownian motionStatistical Finance (q-fin.ST)Actuarial scienceEconophysicFinancial marketHitting timeQuantitative Finance - Statistical FinanceComplex SystemsProbability and statisticsCondensed Matter PhysicsSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)Heston modelPhysics - Data Analysis Statistics and ProbabilityProbability distributionStock marketData Analysis Statistics and Probability (physics.data-an)
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Quantum jump statistics with a shifted jump operator in a chiral waveguide

2019

Resonance fluorescence, consisting of light emission from an atom driven by a classical oscillating field, is well-known to yield a sub-Poissonian photon counting statistics. This occurs when only emitted light is detected, which corresponds to a master equation (ME) unraveling in terms of the canonical jump operator describing spontaneous decay. Formally, an alternative ME unraveling is possible in terms of a shifted jump operator. We show that this shift can result in sub-Poissonian, Poissonian or super-Poissonian quantum jump statistics. This is shown in terms of the Mandel Q parameter in the limit of long counting times, which is computed through large deviation theory. We present a wav…

Statistics and ProbabilityPhysics---Quantum PhysicsField (physics)FOS: Physical sciencesStatistical and Nonlinear Physics01 natural sciencesPhoton counting010305 fluids & plasmasOperator (computer programming)Resonance fluorescence0103 physical sciencesMaster equationStatisticsJumpdissipative systemsLight emissioncorrelation functionStatistics Probability and Uncertainty010306 general physicsQuantum Physics (quant-ph)Quantum
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Structure and dynamics of yukawa systems

1993

Abstract Results of molecular dynamics simulations modelling two component charge stabilized colloidal particles interacting via a Yukawa potential are presented. After cooling, the systems freeze into either substitutionally disordered imperfect crystals or into glasslike states. This freezing is characterized by the divergence of a suitable correlation time due to loss of ergodicity. Describing the structure by bond correlation functions, local orientational ordering is observed in the glassy states which is not present in the liquid. In the liquid the diffusion constant obeys an Arrhenius law. As can be deduced from the van Hove functions, in the crystal the particles only oscillate arou…

Statistics and ProbabilityPhysicsArrhenius equationCondensed matter physicsComponent (thermodynamics)ErgodicityYukawa potentialCharge (physics)Condensed Matter PhysicsFick's laws of diffusionCondensed Matter::Soft Condensed MatterCrystalMolecular dynamicssymbols.namesakesymbolsPhysica A: Statistical Mechanics and its Applications
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Zeno dynamics and high-temperature master equations beyond secular approximation

2013

Complete positivity of a class of maps generated by master equations derived beyond the secular approximation is discussed. The connection between such class of evolutions and physical properties of the system is analyzed in depth. It is also shown that under suitable hypotheses a Zeno dynamics can be induced because of the high temperature of the bath.

Statistics and ProbabilityPhysicsClass (set theory)Quantum PhysicsSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciDynamics (mechanics)General Physics and AstronomyFOS: Physical sciencesStatistical and Nonlinear PhysicsQuantum NoiseCalculation methodsSettore FIS/03 - Fisica Della MateriaConnection (mathematics)Quantum Zeno effect; Quantum NoiseClassical mechanicsModeling and SimulationMaster equationQuantum Zeno effectZeno's paradoxesQuantum Physics (quant-ph)Mathematical Physics
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Surface free energy of the open XXZ spin-1/2 chain

2012

We study the boundary free energy of the XXZ spin-$\tf{1}{2}$ chain subject to diagonal boundary fields. We first show that the representation for its finite Trotter number approximant obtained by Bortz, Frahm and G\"{o}hmann is related to the partition function of the six-vertex model with reflecting ends. Building on the Tsuchiya determinant representation for the latter quantity we are able to take the infinite Trotter number limit. This yields a representation for the surface free energy which involves the solution of the non-linear integral equation that governs the thermodynamics of the XXZ spin-1/2 chain subject to periodic boundary conditions. We show that this integral representati…

Statistics and ProbabilityPhysicsHigh Energy Physics - TheoryPartition function (statistical mechanics)Statistical Mechanics (cond-mat.stat-mech)Nonlinear Sciences - Exactly Solvable and Integrable SystemsDiagonalMathematical analysisFOS: Physical sciencesBoundary (topology)Statistical and Nonlinear PhysicsMathematical Physics (math-ph)Function (mathematics)Integral equationHigh Energy Physics - Theory (hep-th)Chain (algebraic topology)Periodic boundary conditionsExactly Solvable and Integrable Systems (nlin.SI)Statistics Probability and UncertaintyCondensed Matter - Statistical MechanicsMathematical PhysicsSpin-½
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Complete spectrum and scalar products for the open spin-1/2 XXZ quantum chains with non-diagonal boundary terms

2013

We use the quantum separation of variable (SOV) method to construct the eigenstates of the open XXZ chain with the most general boundary terms. The eigenstates in the inhomogeneous case are constructed in terms of solutions of a system of quadratic equations. This SOV representation permits us to compute scalar products and can be used to calculate form factors and correlation functions.

Statistics and ProbabilityPhysicsHigh Energy Physics - TheoryStatistical Mechanics (cond-mat.stat-mech)Nonlinear Sciences - Exactly Solvable and Integrable Systems010308 nuclear & particles physicsDiagonalScalar (mathematics)Separation of variablesFOS: Physical sciencesStatistical and Nonlinear PhysicsMathematical Physics (math-ph)01 natural sciencesQuadratic equationNonlinear Sciences::Exactly Solvable and Integrable SystemsHigh Energy Physics - Theory (hep-th)0103 physical sciencesExactly Solvable and Integrable Systems (nlin.SI)Statistics Probability and Uncertainty010306 general physicsQuantumEigenvalues and eigenvectorsMathematical PhysicsCondensed Matter - Statistical MechanicsMathematical physics
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The distribution of velocities in an ensemble of accelerated particles on a surface

2016

An ensemble of particles diffusing with acceleration on a surface is considered as a 2D billiard system. The process of the finite-time diffusion of particles is studied using the balance equation. The probability distribution functions of the velocity and lifetime of particles are obtained analytically and by means of numerical simulations. A thermodynamic interpretation of the process is discussed. The effective temperature and entropy obey the relationship for an ideal gas.

Statistics and ProbabilityPhysicsIsothermal–isobaric ensembleStatistical and Nonlinear Physics02 engineering and technologyMechanicsEffective temperature021001 nanoscience & nanotechnology01 natural sciencesIdeal gas0103 physical sciencesOpen statistical ensembleBalance equationProbability distributionStatistical physicsStatistics Probability and UncertaintyDynamical billiards010306 general physics0210 nano-technologyJournal of Statistical Mechanics: Theory and Experiment
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