Search results for "statistical [methods]"
showing 10 items of 1664 documents
Conformational changes in acetylcholine binding protein investigated by temperature accelerated molecular dynamics.
2014
Despite the large number of studies available on nicotinic acetylcholine receptors, a complete account of the mechanistic aspects of their gating transition in response to ligand binding still remains elusive. As a first step toward dissecting the transition mechanism by accelerated sampling techniques, we study the ligand-induced conformational changes of the acetylcholine binding protein (AChBP), a widely accepted model for the full receptor extracellular domain. Using unbiased Molecular Dynamics (MD) and Temperature Accelerated Molecular Dynamics (TAMD) simulations we investigate the AChBP transition between the apo and the agonist-bound state. In long standard MD simulations, both confo…
Role of noise in a market model with stochastic volatility
2006
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources. This model can be useful to describe the market dynamics characterized by different regimes corresponding to normal and extreme days. We analyze the effect of the noise on the statistical properties of the escape time with reference to the noise enhanced stability (NES) phenomenon, that is the noise induced enhancement of the lifetime of a metastable state. We observe NES ef…
Langevin Approach to Understand the Noise of Microwave Transistors
2004
A Langevin approach to understand the noise of microwave devices is presented. The device is represented by its equivalent circuit with the internal noise sources included as stochastic processes. From the circuit network analysis, a stochastic integral equation for the output voltage is derived and from its power spectrum the noise figure as a function of the operating frequency is obtained. The theoretical results have been compared with experimental data obtained by the characterization of an HEMT transistor series (NE20283A, by NEC) from 6 to 18 GHz at a low noise bias point. The reported procedure exhibits good accuracy, within the typical uncertainty range of any experimental determin…
Moment equations in a system of three interacting species subject to colored noise
2009
We study the effects of the colored noise on a Lotka-Volterra system of three interacting species, namely two preys and one predator, in a two-dimensional domain. The three species are affected by an external multiplicative time correlated noise, which accounts for environment fluctuations. Moreover, the interaction parameter between the two preys is a dichotomous stochastic process, which determines two dynamical regimes corresponding to different biological conditions. First, we study the noise effects on the three species dynamics in a single site. Afterwards, by a mean field approach we obtain, in Gaussian approximation, the moment equations for the species densities. Within this formal…
Instability of Equilibrium States for Coupled Heat Reservoirs at Different Temperatures
2007
Abstract We consider quantum systems consisting of a “small” system coupled to two reservoirs (called open systems). We show that such systems have no equilibrium states normal with respect to any state of the decoupled system in which the reservoirs are at different temperatures, provided that either the temperatures or the temperature difference divided by the product of the temperatures are not too small. Our proof involves an elaborate spectral analysis of a general class of generators of the dynamics of open quantum systems, including quantum Liouville operators (“positive temperature Hamiltonians”) which generate the dynamics of the systems under consideration.
Order and Chaos in the Statistical Mechanics of the Integrable Models in 1+1 Dimensions
1991
This paper was presented at the meeting under this title. But, originally, the more cumbersome ‘Quantum chaos — classical chaos in k-space: thermodynamic limits for the sine-Gordon models’ was proposed. Certainly this covers more technically the content of this paper.
Quantum and Classical Statistical Mechanics of the Integrable Models in 1 + 1 Dimensions
1990
In a short but remarkable paper Yang and Yang [1] showed that the free energy of a model system consisting of N bosons on a line with repulsive δ-function interactions was given by a set of coupled integral equations. The Yangs’ chosen model is in fact the repulsive version of the quantum Nonlinear Schrodinger (NLS) model. We have shown that with appropriate extensions and different dispersion relations and phase shifts similar formulae apply to ‘all’ of the integrable models quantum or classical. These models include the sine-Gordon (s-G) and sinh-Gordon (sinh-G) models, the two NLS models (attractive and repulsive), the Landau-Lifshitz (L-L’) model which includes all four previous models,…
Non-linear systems under parametric a-stable Levý white noises
2005
Noise Enhanced Stability in Fluctuating Metastable States
2004
We derive general equations for the nonlinear relaxation time of Brownian diffusion in randomly switching potential with a sink. For piece-wise linear dichotomously fluctuating potential with metastable state, we obtain the exact average lifetime as a function of the potential parameters and the noise intensity. Our result is valid for arbitrary white noise intensity and for arbitrary fluctuation rate of the potential. We find noise enhanced stability phenomenon in the system investigated: the average lifetime of the metastable state is greater than the time obtained in the absence of additive white noise. We obtain the parameter region of the fluctuating potential where the effect can be o…
Elliptically Symmetric Distributions: A Review of Achieved Results and Open Issues
2005
The spherically and elliptically symmetrical distributions are used in different statistical areas for different purposes such as the description of multivariate data, in order to find alternatives to the normal distribution in multinormality tests and in the creation of statistical models in which the usual assumption of normality is not realistic. Some achieved results, open issues and some proposals for their use in applications, especially in the financial area, are here presented.