Convergence of macrostates under reproducible processes

I show that whenever a system undergoes a reproducible macroscopic process the mutual distinguishability of macrostates, as measured by their relative entropy, diminishes. This extends the second law which regards only ordinary entropies, and hence only the distinguishability between macrostates and one specific reference state (equidistribution). The new result holds regardless of whether the process is linear or nonlinear. Its proof hinges on the monotonicity of quantum relative entropy under arbitrary coarse grainings, even those that cannot be represented by trace-preserving completely positive maps.     

Nonequilibrium thermodynamics at the microscale: Work relations and the second law

For macroscopic systems, the second law of thermodynamics establishes an inequality between the amount of work performed on a system in contact with a thermal reservoir, and the change in its free energy. For microscopic systems, this result must be considered statistically, as fluctuations around average behavior become substantial. In recent years it has become recognized that these fluctuations satisfy a number of strong and unexpected relations, which remain valid even when the system is driven far from equilibrium. We discuss these relations, and consider what they reveal about the second law of thermodynamics and the nature of irreversibility at the microscale.     

Universal correlations and power-law tails in financial covariance matrices

We investigate whether quantities such as the global spectral density or individual eigenvalues of financial covariance matrices can be best modelled by standard random matrix theory or rather by its generalisations displaying power-law tails. In order to generate individual eigenvalue distributions a chopping procedure is devised, which produces a statistical ensemble of asset-price covariances from a single instance of financial data sets. Local results for the smallest eigenvalue and individual spacings are very stable upon reshuffling the time windows and assets. They are in good agreement with the universal Tracy-Widom distribution and Wigner surmise, respectively. This suggests a strong degree of robustness especially in the low-lying sector of the spectra, most relevant for portfolio selections. Conversely, the global spectral density of a single covariance matrix as well as the average over all unfolded nearest-neighbour spacing distributions deviate from standard Gaussian random matrix predictions. The data are in fair agreement with a recently introduced generalised random matrix model, with correlations showing a power-law decay.     

Domain growth dynamics in multicomponent vesicles composed of BSM/DOPC/cholesterol

We have investigated the domain growth dynamics in vesicles composed of BSM/DOPC/cholesterol using fluorescence microscopy. A ternary mixture of equimolar BSM, DOPC, and cholesterol was employed, and two fluorescent dyes were added for comparison studies. We found that in the early stage the number of the domains on the vesicle surface, N(t), decayed with time as N(t)∼t^−2/3, which confirmed previous theoretical prediction and numerical simulation, while in the late stage N(t) decreased more quickly, as ∼t^−β, with β≈2. We discuss the faster growth dynamics based on the collision-induced collision mechanism.     

Influence of gas law on ultrasonic behaviour of porous media under pressure

This paper deals with the influence of gas law on ultrasonic behaviour of porous media when the saturating fluid is high pressured. Previous works have demonstrated that ultrasonic transmission through a porous sample with variations of the static pressure (up to 18 bars) of the saturating fluid allows the characterization of high damping materials. In these studies, the perfect gas law was used to link static pressure and density, which is disputable for high pressures. This paper compares the effects of real and perfect gas laws on modeled transmission coefficient for porous foams at these pressures. Direct simulations and a mechanical parameters estimation from minimization show that results are very similar in both cases. The real gas law is thus not necessary to describe the acoustic behaviour of porous media at low ultrasonic frequencies (100 kHz) up to 20 bars.     

A REACTIVE DYNAMIC CONTINUUM USER EQUILIBRIUM MODEL FOR BI-DIRECTIONAL PEDESTRIAN FLOWS

In this paper, a reactive dynamic user equilibrium model is extended to simulate two groups of pedestrians traveling on crossing paths in a continuous walking facility. Each group makes path choices to minimize the travel cost to its destination in a reactive manner based on instantaneous information. The model consists of a conservation law equation coupled with an Eikonal-type equation for each group. The velocity-density relationship of pedestrian movement is obtained via an experimental method. The model is solved using a finite volume method for the conservation law equation and a fast-marching method for the Eikonal-type equation on unstructured grids. The numerical results verify the rationality of the model and the validity of the numerical method. Based on this continuum model, a number of results, e.g., the formation of strips or moving clusters composed of pedestrians walking to the same destination, are also observed.     

双边定数截尾下Pareto分布的可靠性分析

基于双边定数截尾样本,选取未知参数的先验分布为无信息先验和Gamma分布,分别在平方损失和LINEX损失下,研究了Pareto分布的形状参数和可靠性指标(可靠度和失效率)的Bayes估计.为了研究估计的精度,采用Monte-Carlo模拟的方法给出了数值检验的例子.结果表明在LINEX损失下并选用Gamma先验分布时,参数的Bayes估计是最优的.     

有害废弃物处理站选址近似帕累托集合的有效产生

本文研究有害废弃物处理站选址问题。在Ravi等研究的MAX—MIN问题的基础上,考虑了处理站点容量的因素,建立了双目标优化问题,并给出了一个多项式时间算法,该算法能够产生一个（1,ε）一近似帕累托解集合。所得结论对实际的有害废弃物处理站选址决策具有理论意义,同时也完善了已有相关研究结果。     

隐非齐次马尔可夫模型的强大数定律

在状态集都有限的情况下,给出了隐马尔可夫模型的一些性质定理．利用马氏链的强极限定理,得到了隐非齐次马尔可夫模型的强大数定律．     

A limiting distribution for the number of cuts needed to isolate the root of a random recursive tree

Let X_n be the number of cuts needed to isolate the root in a random recursive tree with n vertices. We provide a weak convergence result for X_n. The basic observation for its proof is that the probability distributions of are recursively defined by , where D_n is a discrete random variable with ? , which is independent of . This distributional recursion was not studied previously in the sense of weak convergence. © 2008 Wiley Periodicals, Inc. Random Struct. Alg., 2009