Nonequilibriurn discontinuous phase transitions in a fast ionic conductor model: Coexistence and spinodal lines

Two-dimensional lattice-gas models with attractive interactions and particle-conserving hopping dynamics under the influence of a very large external electric field along a principal axis are studied in the case of off-critical densities. We describe the corresponding nonequilibrium first-order phase transitions, evaluate coexistence and spinodal lines, and make some comparisons with experimental observations on fast ionic conductors.See Ref. 1 (henceforth referred to as II) for references.     

Constructive influence of noise-flatness in correlation ratchets

The influence of noise-flatness on overdamped motion of Brownian particles in a 1D periodic system with a simple sawtooth potential subjected to both unbiased thermal noise and three-level telegraph noise is considered. The exact formula for the stationary probability flux (current) is presented. The phenomenon of multiple current reversals and some topological properties of the hypersurface of zero current in the parameter space of noises are investigated and illustrated by phase diagrams. The conditions for the existence of four current reversals versus the switching rate of nonequilibrium noise are given. An alternative interpretation of the results in terms of cross-correlation between two dichotomous noises is presented.     

13C direct detected COCO-TOCSY: a tool for sequence specific assignment and structure determination in protonless NMR experiments

A novel experiment is proposed to provide inter-residue sequential correlations among carbonyl spins in (13)C detected, protonless NMR experiments. The COCO-TOCSY experiment connects, in proteins, two carbonyls separated from each other by three, four or even five bonds. The quantitative analysis provides structural information on backbone dihedral angles phi as well as on the side chain dihedral angles of Asx and Glx residues. This is the first dihedral angle constraint that can be obtained via a protonless approach. About 75% of backbone carbonyls in Calbindin D(9K), a 75 amino acid dicalcium protein, could be sequentially connected via a COCO-TOCSY spectrum. 49 [Formula: see text] values were measured and related to backbone phi angles. Structural information can be extended to the side chain orientation of aminoacids containing carbonyl groups. Additionally, long range homonuclear coupling constants, (4)J(CC) and (5)J(CC), could be measured. This constitutes an unprecedented case for proteins of medium and small size.     

Stochastic phenomena in a fiber Raman amplifier

The interplay of such cornerstones of modern nonlinear fiber optics as a nonlinearity, stochasticity and polarization leads to variety of the noise induced instabilities including polarization attraction and escape phenomena harnessing of which is a key to unlocking the fiber optic systems specifications required in high resolution spectroscopy, metrology, biomedicine and telecommunications. Here, by using direct stochastic modeling, the mapping of interplay of the Raman scattering‐based nonlinearity, the random birefringence of a fiber, and the pump‐to‐signal intensity noise transfer has been done in terms of the fiber Raman amplifier parameters, namely polarization mode dispersion, the relative intensity noise of the pump laser, fiber length, and the signal power. The obtained results reveal conditions for emergence of the random birefringence‐induced resonance‐like enhancement of the gain fluctuations (stochastic anti‐resonance) accompanied by pulse broadening and rare events in the form of low power output signals having probability heavily deviated from the Gaussian distribution.

     

Stationary optimal control of a stochastic system with stable environmental interferences

In this paper, we consider a class of nonstationary control systems. We obtain some conditions for stationary optimal controls of such systems. The results are then applied to a linear-quadratic system.     

一种基于奇异谱的语音激活检测方法

为了提高语音激活检测在低信噪比环境中的检测性能,提出了一种基于奇异谱的语音激活检测方法。首先用多窗口方法计算每一帧语音信号的相关矩阵;然后对相关矩阵进行奇异值分解;利用奇异值可以反映有用信号和噪声分布情况的特性,将每一帧语音信号经过加权处理后的最大奇异值与自适应阈值进行比较进行语音激活检测。该方法原理简单,易于硬件实现,通过实验仿真表明,在低信噪比环境下,和基于对数能量方法相比,本文方法也能够很好的区分语音段和非语音段,有良好的检测性能。     

基于CDMA的布拉格光纤光栅传感系统的仿真分析

讨论了光纤光栅传感系统中常用的复用技术及其限制,阐述了利用CDMA技术实现光纤布拉格光栅阵列波长解调的复用方式,对系统的原理和性能进行了理论分析。在此基础上通过MATLAB做了基于CDMA的光纤光栅传感仿真分析,仿真结果表明该方法能区分反射波长重叠的光栅,从而提高FBG网络复用的频带利用率。     

Correlations between quantum and stochastic systems with a dephasing coupling

Correlations between single qubit and classical environment are studied by means of the stochastic Liouville equation, where a dephasing coupling between them is assumed. When the dephasing of the qubit is characterized by the two-state-jump Markov process, the properties of the total, classical and quantum correlations are examined.     

Stochastic resonance in multi-scale bistable array

This Letter explores a new mechanism of stochastic resonance (SR) that is induced by the multi-scale noise decomposed from the input signal, which is promising in signal detection and processing under heavy background noise. The input signal is firstly decomposed to multi-scale signals by orthogonal wavelet transform. Then, the approximate signal, which contains the driving signal, is processed by an uncoupled parallel bistable array with the detailed signal of each scale as the internal noise. At last, a SR mechanism combining the effects of colored noise and array SR is proposed. The simulation results show that a high quality output signal can be obtained by the new mechanism. The proposed model is more adaptive to input signal with high noise intensity than single bistable SR system, which can be seen from the signal-to-noise ratio curves and average noise intensity curves.     

Stock price dynamics and option valuations under volatility feedback effect

According to the volatility feedback effect, an unexpected increase in squared volatility leads to an immediate decline in the price–dividend ratio. In this paper, we consider the properties of stock price dynamics and option valuations under the volatility feedback effect by modeling the joint dynamics of stock price, dividends, and volatility in continuous time. Most importantly, our model predicts the negative effect of an increase in squared return volatility on the value of deep-in-the-money call options and, furthermore, attempts to explain the volatility puzzle. We theoretically demonstrate a mechanism by which the market price of diffusion return risk, or an equity risk-premium, affects option prices and empirically illustrate how to identify that mechanism using forward-looking information on option contracts. Our theoretical and empirical results support the relevance of the volatility feedback effect. Overall, the results indicate that the prevailing practice of ignoring the time-varying dividend yield in option pricing can lead to oversimplification of the stock market dynamics.