Search results for "statistical [methods]"
showing 10 items of 1664 documents
Physically-inspired computational tools for sharp detection of material inhomogeneities in magnetic imaging
2019
Detection of material inhomogeneities is an important task in magnetic imaging and plays a significant role in understanding physical processes. For example, in spintronics, the sample heterogeneity determines the onset of current-driven magnetization motion. While often a significant effort is made in enhancing the resolution of an experimental technique to obtain a deeper insight into the physical properties, here we want to emphasize that an advantageous data analysis has the potential to provide a lot more insight into given data set, in particular when being close to the resolution limit where the noise becomes at least of the same order as the signal. In this work, we introduce two to…
The thermodynamics governing 'endoreversible' engines
2006
The thermodynamics of the Curzon-Ahlborn engine, which is a prototype of endoreversible engines, is elucidated. In particular, their criterion for adiabatic equilibration is revised. The so-called irreversibility of endoreversible engines arises from the selection of the coldest reservoir for heat rejection. Rather, if the reservoirs are allowed to come into thermal and mechanical contact, a mean value results which optimizes the work output and heat uptake, and is entirely reversible. The Carnot efficiency cannot be beaten because nothing is as cold as the coldest reservoir.
A new synchronization mechanism via Turing-like microscopic structures for CO oxidation on Pt(110)
2002
We discuss an alternative to the traditional gas-phase coupling approach in order to explain synchronized global oscillations in CO oxidation on Pt(110). We use a minimalist microscopic model which includes structural Pt surface reconstruction via front propagation, and large diffusion rates for CO. The synchronization mechanism is associated with the formation of a Turing-like structure of the substrate. By using large parallel microscopic simulations we derive a scaling laws which allow us to extrapolate to realistic diffusion rates, pattern size, and oscillation periods.
Derivation of Hyperbolic Transfer Equations from BGK-Equation
2005
We use the integral form of the Boltzmann equation which allows us to take into account the memory effects using the initial condition that selects the solutions going to the local equilibrium Maxwell distribution in the $t \to -\infty$ limit. Implementing the relaxation-time approximation for the collision integral (BGK-equation) we present the derivation of the hyperbolic Navier-Stokes and the hyperbolic heat conduction equations in the first order approximation. It is shown that the relaxation time in the obtained hyperbolic equations is the Maxwellian relaxation time. As special case we obtain the telegraph equation for the heat propagation in static medium and estimate the relaxation t…
Entropies of Mixing and the Lorenz Order
2005
Entropies of mixing can be derived directly from the parent distributions of extreme value theory. They correspond to pseudo-additive entropies in the case of Pareto and power function distributions, while to the Shannon entropy in the case of the exponential distribution.The former tend to the latter when their shape parameters tend to infinity and zero, respectively. Hence processes whose entropies of mixing are pseudo-additive entropies majorize, in the Lorenz order sense, those whose entropy is the Shannon entropy. In the case of the arcsine distribution, maximal properties of regular polygons correspond to maximum entropy of mixing.
First Passage Time Distribution of multi-scale stationary Markovian processes
2010
The aim of this paper is to investigate how the correlation properties of a stationary Markovian stochastic processes affect the First Passage Time distribution. First Passage Time issues are a classical topic in stochastic processes research. They also have relevant applications, for example, in many fields of finance such as the assessment of the default risk for firms' assets. By using some explicit examples, in this paper we will show that the tail of the First Passage Time distribution crucially depends on the correlation properties of the process and it is independent from its stationary distribution. When the process includes an infinite set of time-scales bounded from above, the FPT…
The Classical Spectral Density Method at Work: The Heisenberg Ferromagnet
2006
In this article we review a less known unperturbative and powerful many-body method in the framework of classical statistical mechanics and then we show how it works by means of explicit calculations for a nontrivial classical model. The formalism of two-time Green functions in classical statistical mechanics is presented in a form parallel to the well known quantum counterpart, focusing on the spectral properties which involve the important concept of spectral density. Furthermore, the general ingredients of the classical spectral density method (CSDM) are presented with insights for systematic nonperturbative approximations to study conveniently the macroscopic properties of a wide variet…
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 …
Lifetime of metastable states and suppression of noise in interdisciplinary physical models
2008
Transient properties of different physical systems with metastable states perturbed by external white noise have been investigated. Two noise-induced phenomena, namely the noise enhanced stability and the resonant activation, are theoretically predicted in a piece-wise linear fluctuating potential with a metastable state. The enhancement of the lifetime of metastable states due to the noise, and the suppression of noise through resonant activation phenomenon will be reviewed in models of interdisciplinary physics: (i) dynamics of an overdamped Josephson junction; (ii) transient regime of the noisy FitzHugh-Nagumo model; (iii) population dynamics.
Noise-enhanced stability of periodically driven metastable states
2000
We study the effect of noise-enhanced stability of periodically driven metastable states in a system described by piecewise linear potential. We find that the growing of the average escape time with the intensity of the noise is depending on the initial condition of the system. We analytically obtain the condition for the noise enhanced stability effect and verify it by numerical simulations.