Fast vectorized algorithm for the Monte Carlo simulation of the random field Ising model

An algorithm for the simulation of the 3-dimensional random field Ising model with a binary distribution of the random fields is presented. It uses multi-spin coding and simulates 64 physically different systems simultaneously. On one processor of a Cray YMP it reaches a speed of 184 million spin updates per second. For smaller field strength we present a version of the algorithm that can perform 242 million spin updates per second on the same machine.     

基于随机效应Wiener退化模型的剩余寿命预测

针对退化率较高的产品具有不稳定的退化路径以及产品个体差异对退化过程的影响,建立了一种新的随机效应退化模型,即漂移参数和扩散参数均为随机变量且两者之间呈线性关系的Wiener退化过程模型.基于该模型获得了产品剩余寿命分布与可靠度函数,同时设计了估计模型参数的EM（expectation maximization）算法.最后,通过分析钛合金疲劳裂纹数据以及与现有模型结果的比较,验证了所建模型的有效性和准确性.     

独立随机变量部分和的大偏差概率的估计

设｛Ｘｎ｝ｎ≥１是一列相互独立且具有相同分布、非负非退化的随机变量序列．Ｓ＝Ｘ１＋…＋Ｘｎ，μＥＸ１，ａ是Ｘ１的分布支撑的上确界．假设ＥｅｕＸ１＜∞，ｕ＞０．对μ＜Ｘｎ＜ａ，本文分别讨论了１ｏｇＰ｛Ｓｎ≥ｎｘｎ｝及Ｐ｛Ｓｎ≥ｎｘｎ｝Ｊ当ｎ→∞时的渐近性质。     

Rigorous results on the thermodynamics of the dilute Hopfield model

We study the Hopfield model of an autoassociative memory on a random graph onN vertices where the probability of two vertices being joined by a link isp(N). Assuming thatp(N) goes to zero more slowly thanO(1/N), we prove the following results: (1) If the number of stored patternsm(N) is small enough such thatm(N)/Np(N) 0, asN, then the free energy of this model converges, upon proper rescaling, to that of the standard Curie-Weiss model, for almost all choices of the random graph and the random patterns. (2) If in additionm(N) < ln N/ln 2, we prove that there exists, forT< 1, a Gibbs measure associated to each original pattern, whereas for higher temperatures the Gibbs measure is unique. The basic technical result in the proofs is a uniform bound on the difference between the Hamiltonian on a random graph and its mean value.     

Moment equations for a spatially extended system of two competing species

The dynamics of a spatially extended system of two competing species in the presence of two noise sources is studied. A correlated dichotomous noise acts on the interaction parameter and a multiplicative white noise affects directly the dynamics of the two species. To describe the spatial distribution of the species we use a model based on Lotka-Volterra (LV) equations. By writing them in a mean field form, the corresponding moment equations for the species concentrations are obtained in Gaussian approximation. In this formalism the system dynamics is analyzed for different values of the multiplicative noise intensity. Finally by comparing these results with those obtained by direct simulations of the time discrete version of LV equations, that is coupled map lattice (CML) model, we conclude that the anticorrelated oscillations of the species densities are strictly related to non-overlapping spatial patterns.     

A new comprehensive study of the 3D random-field Ising model via sampling the density of states in dominant energy subspaces

The three-dimensional bimodal random-field Ising model is studied via a new finite temperature numerical approach. The methods of Wang-Landau sampling and broad histogram are implemented in a unified algorithm by using the N-fold version of the Wang-Landau algorithm. The simulations are performed in dominant energy subspaces, determined by the recently developed critical minimum energy subspace technique. The random-fields are obtained from a bimodal distribution, that is we consider the discrete (±Δ) case and the model is studied on cubic lattices with sizes 4≤L ≤20. In order to extract information for the relevant probability distributions of the specific heat and susceptibility peaks, large samples of random-field realizations are generated. The general aspects of the model's scaling behavior are discussed and the process of averaging finite-size anomalies in random systems is re-examined under the prism of the lack of self-averaging of the specific heat and susceptibility of the model.     

A voltage-controlled chaotic oscillator based on carbon nanotube field-effect transistor for low-power embedded systems

This paper presents a compact and low-power-based discrete-time chaotic oscillator based on a carbon nanotube field-effect transistor implemented using Wong and Deng＇s well-known model. The chaotic circuit is composed of a nonlinear circuit that creates an adjustable chaos map, two sample and hold cells for capture and delay functions, and a voltage shifter that works as a buffer and adjusts the output voltage for feedback. The operation of the chaotic circuit is verified with the SPICE software package, which uses a supply voltage of 0.9 V at a frequency of 20 kHz. The time series, frequency spectra, transitions in phase space, sensitivity with the initial condition diagrams, and bifurcation phenomena are presented. The main advantage of this circuit is that its chaotic signal can be generated while dissipating approximately 7.8 μW of power, making it suitable for embedded systems where many chaos-signal generators are required on a single chip.     

Random walk on distant mesh points Monte Carlo methods

A new technique for obtaining Monte Carlo algorithms based on the Markov chains with a finite number of states is suggested. Instead of the classical random walk on neighboring mesh points, a general way of constructing Monte Carlo algorithms that could be called random walk on distant mesh points is considered. It is applied to solve boundary value problems. The numerical examples indicate that the new methods are less laborious and therefore more efficient.In conclusion, we mention that all Monte Carlo algorithms are parallel and could be easily realized on parallel computers.     

Steady flux in a continuous-space Sinai chain

We examine the steady-state flux of particles diffusing in a one-dimensional finite chain with Sinai-type disorder, i.e., the system in which in addition to the thermal noise, particles are subject to a stationary random-correlated in space Gaussian force. For this model we calculate the disorder average (over configurations of the random force) flux exactly for arbitrary values of system's parameters, such as chain lengthN, strength of the force, and temperature. We prove that within the limitN1 the average flux decreases withN as J(N)=C/N and thus confirm our recent predictions that the flux in the discrete-space Sinai model is anomalous.     

Nonchaotic random behaviour in the second order autonomous system

Evidence is presented for the nonchaotic random behaviour in a second-order autonomous deterministic system. This behaviour is different from chaos and strange nonchaotic attractor. The nonchaotic random behaviour is very sensitive to the initial conditions. Slight difference of the initial conditions will generate wholly different phase trajectories. This random behaviour has a transient random nature and is very similar to the coin-throwing case in the classical theory of probability. The existence of the nonchaotic random behaviour not only can be derived from the theoretical analysis, but also is proved by the results of the simulated experiments in this paper.