Uniform random number generation

In typical stochastic simulations, randomness is produced by generating a sequence of independent uniform variates (usually real-valued between 0 and 1, or integer-valued in some interval) and transforming them in an appropriate way. In this paper, we examine practical ways of generating (deterministic approximations to) such uniform variates on a computer. We compare them in terms of ease of implementation, efficiency, theoretical support, and statistical robustness. We look in particular at several classes of generators, such as linear congruential, multiple recursive, digital multistep, Tausworthe, lagged-Fibonacci, generalized feedback shift register, matrix, linear congruential over fields of formal series, and combined generators, and show how all of them can be analyzed in terms of their lattice structure. We also mention other classes of generators, like non-linear generators, discuss other kinds of theoretical and empirical statistical tests, and give a bibliographic survey of recent papers on the subject.     

Behaviors of the positive temperature coefficient of resistance of poly(styrene‐co‐n‐butylacrylate) filled with Ni‐plated core‐shell polymeric particles

Conductive composite films of poly(styrene‐co‐n‐butylacrylate) copolymers filled with low‐density, Ni‐plated core‐shell polymeric particles were prepared and their behaviors of positive temperature coefficient of resistance (PTCR) were investigated. When the conductive fillers in the composite film were loaded beyond the critical volume, 10 up to 25 vol %, composite films exhibited a unique electrical resistant transition behavior, which the electrical resistance rapidly increased by several orders of magnitude at the critical temperature. The PTCR transition temperature, in general, occurred before the glass transition temperature of polymer matrix. Further increased the conductive filler loading to 30 vol %, the overpacked conduction paths were formed in the entire composite and the PTCR effects became blurred. While the composite film treated with thermal cycle several times from room temperature up to 120 °C, the electrical resistivity increased accompanied with the shift of the PTCR transition to lower temperature. The reason might have been caused by the formed interfacial cracks within the composite film. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 45: 322–329, 2007     

一维半导体的光学吸收

研究一维半导体在外电磁场中的光吸收、涉及电子带间的直接跃迁与间接跃迁，考虑了电子－空穴相互作用的激子光吸收，导出一维半导体的光吸收系数公式。     

Ferromagnetic Properties of Bond-Dilution and Random Positive or Negative Uniaxial Anisotropy Blume-Capel Model

We study the ferromagnetic properties of spin-1 system, which is considered in the frame of the bond dilution and random positive or negative anisotropy Blume-Capel model in the effective field theory and a cutting approximation. The investigation of phase diagrams displays some rich properties of the trajectory of tricritical point, reentrant henomena at low temperatures. Under certain both bond concentrations and random negative anisotropy, there are new transition lines of double tricritical points. So special emphasis is placed on the influence of the bond dilution and random anisotropy on phase diagrams. The magnetizations of the system are also discussed. Some results have not been evealed in previous reports.     

Slowing down in the three-dimensional three-state Potts glass with nearest neighbor exchange ± J: A Monte Carlo study

,Static and dynamic properties of the Potts model on the simple cubic lattice with nearest neighbor -interaction are obtained from Monte Carlo simulations in a temperature range where full thermal equilibrium still can be achieved (). For a lattice size L = 16, in this range finite size effects are still negligible, but the data for the spin glass susceptibility agree with previous extrapolations based on finite size scaling of very small lattices. While the static properties are compatible with a zero temperature transition, they certainly do not prove it. Unlike the Ising spin glass, the decay of the time-dependent order parameter is compatible with a simple Kohlrausch function, , while a power law prefactor cannot be distinguished. The Kohlrausch exponent y ( T ) decreases from at [0pt] to at [0pt] however. The relaxation time is compatible with the exponential divergence postulated by McMillan for spin glasses at their lower critical dimension, but the exponent that can be extracted still differs significantly from the theoretical value, . Thus the present results support the conclusion that the Potts spin glass in d = 3 dimensions differs qualitatively from the Ising spin glass. Received: 8 October 1997 / Accepted: 27 November 1997     

“String” formulation of the dynamics of the forward interest rate curve

We propose a formulation of the term structure of interest rates in which the forward curve is seen as the deformation of a string. We derive the general condition that the partial differential equations governing the motion of such string must obey in order to account for the condition of absence of arbitrage opportunities. This condition takes a form similar to a fluctuation-dissipation theorem, albeit on the same quantity (the forward rate), linking the bias to the covariance of variation fluctuations. We provide the general structure of the models that obey this constraint in the framework of stochastic partial (possibly non-linear) differential equations. We derive the general solution for the pricing and hedging of interest rate derivatives within this framework, albeit for the linear case (we also provide in the appendix a simple and intuitive derivation of the standard European option problem). We also show how the “string” formulation simplifies into a standard N-factor model under a Galerkin approximation. Received: 30 January 1998 / Revised: 12 February 1998 / Accepted: 16 February 1998     

Decay of the remanent magnetization in the asymmetric spin chain

The dynamics of the one-dimensional spin glass with asymmetric interactions between neighboring spins is considered. We confine ourselves to discrete couplings with values ±J. We show that the algebraic decay of the remanent magnetization of the infinite ±J-spin chain at zero temperature is only valid for symmetric couplings. Our analytical investigations as well as computer simulations show stretched exponential decay for any finite concentration of antisymmetric bonds. Thus, the asymmetric ±J-spin chain shows an asymmetry-induced phase transition at zero temperature.     

Recursive method for building Arnold’s triangle X p (a,b)

We give a recursive method for building X _p (a,b) for each prime p. Arnold’s triangle is composed of positive integers: for a>1 and 0<b<a, X _p (a,b) is the degree of the highest power of p dividing the difference of the binomial coefficients C _pa ^pb −C _a ^b .      

Phase-Only Encryption and Single Path Decryption System Using Phase-Encoded Exclusive-OR Rules in Fourier Domain

A phase-only encryption scheme using phase-encoded exclusive-OR (XOR) rules in a Fourier plane and a single path decryption system are presented. To generate phase-only encrypted data, a zero-padded original image, multiplied by a random phase image, is Fourier transformed and its real-valued data is encrypted with key data by using phase-encoded XOR rules. Since the original information is encrypted on the Fourier plane, the proposed encryption is more tolerant to loss of key information by scratching or cutting than previous XOR encryption in a space domain. A decryption is simply performed based on 2-f setup with spatial filter by Fourier transform for multiplication phase-only encrypted data with phase-only key data. Due to single path architecture without a reference wave, the proposed system is resistant to mechanical vibrations and fluctuation. Numerical simulations have confirmed the validity of the proposed encryption scheme and simple decryption architecture.