Search results for "stochastic"
showing 10 items of 1018 documents
The A + B → 0 reaction on a disordered lattice
1996
Abstract In this paper a stochastic model for the A + B → 0 reaction with creation of particles on a disordered surface is studied for d = 2 and d = 3 spatial dimensions. Densities and correlations of the particles are examined in detail. We find that the stationary state which exists for d = 3 in case of an ordered lattice vanishes in the case of a disordered lattice. A stationary state for d = 2 never exists.
Limits in the characteristic function description of non-Lindblad-type open quantum systems
2005
In this paper I investigate the usability of the characteristic functions for the description of the dynamics of open quantum systems focussing on non-Lindblad-type master equations. I consider, as an example, a non-Markovian generalized master equation containing a memory kernel which may lead to nonphysical time evolutions characterized by negative values of the density matrix diagonal elements [S.M. Barnett and S. Stenholm, Phys. Rev. A {\bf 64}, 033808 (2001)]. The main result of the paper is to demonstrate that there exist situations in which the symmetrically ordered characteristic function is perfectly well defined while the corresponding density matrix loses positivity. Therefore no…
Dynamical Ising-like model for the two-step spin-crossover systems
2003
In order to reproduce the two-step relaxation observed experimentally in spin-crossover systems, we investigate analytically the static and the dynamic properties of a two-sublattice Ising-like Hamiltonian. The formalism is based on a stochastic master equation approach. It is solved in the mean-field approximation, and yields two coupled differential equations that correspond to the HS fractions of the sublattices A and B. Virginie.Niel@uv.es ; Jose.A.Real@uv.es
The Ornstein-Uhlenbeck Process
2009
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…
Noise-induced enhancement of stability in a metastable system with damping
2010
5 páginas, 5 figuras.-- PACS number(s): 05.40.-a, 02.50.-r
Noise effects in two different biological systems
2009
We investigate the role of the colored noise in two biological systems: (i) adults of Nezara viridula (L.) (Heteroptera: Pentatomidae), and (ii) polymer translocation. In the first system we analyze, by directionality tests, the response of N. viridula individuals to subthreshold signals plus noise in their mating behaviour. The percentage of insects that react to the subthreshold signal shows a nonmonotonic behaviour, characterized by the presence of a maximum, as a function of the noise intensity. This is the signature of the non-dynamical stochastic resonance phenomenon. By using a “soft” threshold model we find that the maximum of the input-output cross correlation occurs in the same ra…
STOCHASTIC DYNAMICS OF TWO PICOPHYTOPLANKTON POPULATIONS IN A REAL MARINE ECOSYSTEM
2013
A stochastic reaction-diffusion-taxis model is analyzed to get the stationary distribution along water column of two species of picophytoplankton, that is picoeukaryotes and Prochlorococcus. The model is valid for weakly mixed waters, typical of the Mediterranean Sea. External random fluctuations are considered by adding a multiplicative Gaussian noise to the dynamical equation of the nutrient concentration. The statistical tests show that shape and magnitude of the theoretical concentration profile exhibit a good agreement with the experimental findings. Finally, we study the effects of seasonal variations on picophytoplankton groups, including an oscillating term in the auxiliary equation…
Non-Markovian Wave Function Simulations of Quantum Brownian Motion
2005
The non-Markovian wave function method (NMWF) using the stochastic unravelling of the master equation in the doubled Hilbert space is implemented for quantum Brownian motion. A comparison between the simulation and the analytical results shows that the method can be conveniently used to study the non-Markovian dynamics of the system.