Search results for "stochastic"

Probabilistic description of traffic flow

2005

Abstract A stochastic description of traffic flow, called probabilistic traffic flow theory, is developed. The general master equation is applied to relatively simple models to describe the formation and dissolution of traffic congestions. Our approach is mainly based on spatially homogeneous systems like periodically closed circular rings without on- and off-ramps. We consider a stochastic one-step process of growth or shrinkage of a car cluster (jam). As generalization we discuss the coexistence of several car clusters of different sizes. The basic problem is to find a physically motivated ansatz for the transition rates of the attachment and detachment of individual cars to a car cluster…

Stochastic resonance in a tunnel diode in the presence of white or coloured noise

1995

We study the signal-to-noise ratio, signal and noise output levels in a fast bistable electronic system: a tunnel diode. We observe stochastic resonance when the system is driven by a sum of a small periodic signal and noise. The phenomenon is investigated for values of the driving frequency as high as 10 kHz. This is the highest frequency value used in SR experiments until now. In the presence of «white noise», we observe a nonmonotonic behavior characterized by a sharp dip in the output noise level measured at 100Hz and 1 kHz. A similar behavior is predicated by recent theories. We also present preliminary experimental results of SR in the presence of an Ornstein-Uhlenbeck noise. For the …

Stochastic Analysis of a Nonlocal Fractional Viscoelastic Bar Forced by Gaussian White Noise

2017

Recently, a displacement-based nonlocal bar model has been developed. The model is based on the assumption that nonlocal forces can be modeled as viscoelastic (VE) long-range interactions mutually exerted by nonadjacent bar segments due to their relative motion; the classical local stress resultants are also present in the model. A finite element (FE) formulation with closed-form expressions of the elastic and viscoelastic matrices has also been obtained. Specifically, Caputo's fractional derivative has been used in order to model viscoelastic long-range interaction. The static and quasi-static response has been already investigated. This work investigates the stochastic response of the non…

Nonlinear SDE Excited by External Lévy White Noise Processes

2011

A numerical method for approximating the statistics of the solution of nonlinear stochastic systems excited by Gaussian and non-Gaussian external white noises is proposed. The differential equation governing the evolution in time of the characteristic function is resolved by the convolution quadrature method. This approach is especially suited for those problems in which the nonlinear drift term is not of polynomial form. In such cases the equation governing the evolution in time of the characteristic function is not a partial differential equation. Statistics are found by introducing an integral operator of Wiener-Hopf type, called the transformation operator, and applying the Lubich's con…

Determination of the stochastic evolution equation from noisy experimental data

2003

We have determined the coefficients of the Kardar-Parisi-Zhang equation as functions of coarse graining, which best describe the time evolution and spatial behavior observed for slow-combustion fronts in sheets of paper and magnetic flux fronts in a thin-film high-Tc superconductor. Reconstruction of the relevant equation of motion and its coefficients was mainly based on the inverse method proposed by Lam and Sander [Phys. Rev. Lett. 71, 561 (1993)]. The coefficient of the nonlinear term was also determined from the local slope-dependence of the front velocity.

Microscopic description of low-lying two-phonon states: Electromagnetic transitions

2003

Microscopic description of low-lying two-phonon states in even-even nuclei is introduced. The main building blocks are the quasiparticle random-phase approximation (QRPA) phonons. A realistic microscopic nuclear Hamiltonian, based on the Bonn one-boson-exchange potential, is diagonalized in a basis containing one-phonon and two-phonon components, coupled to a given angular momentum and parity. The QRPA equations are directly used in deriving the equations of motion for the two-phonon states. The Pauli principle is taken into account by diagonalizing the metric matrix and discarding the zero-norm states. The electromagnetic transition matrix elements are derived in terms of the metric matrix…

A new stochastic approach to cumulative weak lensing

2009

We study the weak gravitational lensing effects caused by a stochastic distribution of dark matter halos. We develop a simple approach to calculate the magnification probability distribution function which allows us to easily compute the magnitude bias and dispersion for an arbitrary data sample and a given universe model. As an application we consider the effects of single-mass large-scale cosmic inhomogeneities to the SNe magnitude-redshift relation, and conclude that such structures could bias the PDF enough to affect the extraction of cosmological parameters from the limited size of present-day SNe data samples. We also release turboGL, a simple and very fast (<= 1s) Mathematica code…

Fundamental Principles of Quantum Mechanics

2001

There are two alternative methods of quantizing a system: a) quantization via the Feynman Path Integral (equivalent to Schwinger’s Action Principle); b) canonical quantization.

WEAK DECAY OF Λ–HYPERNUCLEI

2005

The nonmesonic weak decay of L hypernuclei is studied in a shell model framework. A complete strangeness-changing weak LN!NN transition potential, based on one boson exchange, is constructed by including the exchange of the pseudoscalar mesons p, K, h as well as the vector mesons r,v, and K*, whose weak-coupling constants are obtained from soft meson theorems and SU~6! w . General expressions for nucleons in arbitrary shells are obtained. The transition matrix elements include realistic LN short-range correlations and NN final state interactions based on the Nijmegen baryon-baryon potential. The decay rates are found to be especially sensitive to the inclusion of the strange mesons K and K*…

Many-Particle Systems

2009