Search results for "first"
showing 10 items of 1149 documents
Stability measures in metastable states with Gaussian colored noise
2009
We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of the mean first passage time through a potential barrier and on the behavior of the mean growth rate coefficient as a function of the noise intensity. We observe the noise enhanced stability effect for all the initial unstable states used, and for all values of the correlation time $\tau_c$ investigated. We can distinguish two dynamical regimes characterized by weak and strong correlated noise respectively, depending on the value of $\tau_c$ with respect to …
Signatures of noise-enhanced stability in metastable state
2005
The lifetime of a metastable state in the transient dynamics of an overdamped Brownian particle is analyzed, both in terms of the mean first passage time and by means of the mean growth rate coefficient. Both quantities feature non monotonic behaviors as a function of the noise intensity, and are independent signatures of the noise enhanced stability effect. They can therefore be alternatively used to evaluate and estimate the presence of this phenomenon, which characterizes metastability in nonlinear physical systems.
Noise driven translocation of short polymers in crowded solutions
2008
In this work we study the noise induced effects on the dynamics of short polymers crossing a potential barrier, in the presence of a metastable state. An improved version of the Rouse model for a flexible polymer has been adopted to mimic the molecular dynamics by taking into account both the interactions between adjacent monomers and introducing a Lennard-Jones potential between all beads. A bending recoil torque has also been included in our model. The polymer dynamics is simulated in a two-dimensional domain by numerically solving the Langevin equations of motion with a Gaussian uncorrelated noise. We find a nonmonotonic behaviour of the mean first passage time and the most probable tran…
Understanding the determinants of volatility clustering in terms of stationary Markovian processes
2016
Abstract Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ − β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock’s volatility is a linear function of the average correlation of such stock’s volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still kee…
Language does not modulate fake news credibility, but emotion does
2020
Abstract The proliferation of fake news in internet requires understanding which factors modulate their credibility and take actions to limit their impact. A number of recent studies have shown an effect of the foreign language when making decisions: reading in a foreign language engages a more rational, analytic mode of thinking (Costa et al., 2014, Cognition). This analytic mode of processing may lead to a decrease in the credibility of fake news. Here we conducted two experiments to examine whether fake news stories presented to university students were more credible in the native language than in a foreign language. Bayesian analyses in both experiments offered support for the hypothesi…
Diffusive Behavior and the Modeling of Characteristic Times in Limit Order Executions
2007
We present a study of the order book data of the London Stock Exchange for five highly liquid stocks traded during the calendar year 2002. Specifically, we study the first passage time of order book prices needed to observe a prescribed price change Delta, the time to fill (TTF) for executed limit orders and the time to cancel (TTC) for canceled ones. We find that the distribution of the first passage time decays asymptotically in time as a power law with an exponent L_FPT ~ 1.5. The median of the same quantity scales as Delta^1.6, which is different from the Delta^2 behavior expected for Brownian motion. The quantities TTF, and TTC are also asymptotically power law distributed with exponen…
On the optimization of the first wall of the DEMO water-cooled lithium lead outboard breeding blanket equatorial module
2016
Abstract Within the framework of EUROfusion R&D activities a research campaign has been carried out at the University of Palermo in order to investigate the thermo-mechanical performances of the DEMO water-cooled lithium lead (WCLL) breeding blanket first wall (FW). The research campaign has been mainly focused on the optimization of the FW geometric configuration in order to maximize the heat flux it may safely withstand fulfilling all the thermal, hydraulic and mechanical requirements foreseen by safety codes. Attention has been focused on the FW flat concept endowed with square cooling channels and the potential influence of its four main geometrical parameters on its thermo-mechanical p…
Solving fully randomized first-order linear control systems: Application to study the dynamics of a damped oscillator with parametric noise under sto…
2022
[EN] This paper is devoted to study random linear control systems where the initial condition, the final target, and the elements of matrices defining the coefficients are random variables, while the control is a stochastic process. The so-called Random Variable Transformation technique is adapted to obtain closed-form expressions of the probability density functions of the solution and of the control. The theoretical findings are applied to study the dynamics of a damped oscillator subject to parametric noise.
Mean-field games and two-point boundary value problems
2014
A large population of agents seeking to regulate their state to values characterized by a low density is considered. The problem is posed as a mean-field game, for which solutions depend on two partial differential equations, namely the Hamilton-Jacobi-Bellman equation and the Fokker-Plank-Kolmogorov equation. The case in which the distribution of agents is a sum of polynomials and the value function is quadratic is considered. It is shown that a set of ordinary differential equations, with two-point boundary value conditions, can be solved in place of the more complicated partial differential equations associated with the problem. The theory is illustrated by a numerical example.