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排序方式: 共有449条查询结果,搜索用时 15 毫秒
1.
Solomon Fekade Mulugeta Bekele 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,26(3):369-374
We analyze the relaxation behavior of a bistable system when the background temperature profile is inhomogeneous due to the
presence of a localized hot region (blowtorch) on one side of the potential barrier. Since the diffusion equation for inhomogeneous
medium is model-dependent, we consider two physical models to study the kinetics of such system. Using a conventional stochastic
method, we obtain the escape and equilibration rates of the system for the two physical models. For both models, we find that
the hot region enhances the escape rate from the well where it is placed while it retards the escape rate from the other well. However, the value of the escape rate from the well where the hot region is placed differs
for the two models while that of the escape rate from the other well is identical for both. This work, for the first time,
gives a detailed report of the similarities and differences of the escape rates and, hence, exposes the common and distinct
features of the two known physical models in determining the way the bistable system relaxes.
Received 25 September 2001 相似文献
2.
D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(1):125-137
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 相似文献
3.
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. 相似文献
4.
C. Aslangul M. Barthélémy N. Pottier D. Saint-James 《Journal of statistical physics》1991,65(3-4):695-713
The random walk of a particle on a directed Bethe lattice of constant coordinanceZ is examined in the case of random hopping rates. As a result, the higher the coordinance, the narrower the regions of anomalous drift and diffusion. The annealed and quenched mean square dispersions are calculated in all dynamical phases. In opposition to the one-dimensional (Z=2) case, the annealed and quenched mean quadratic dispersions are shown to be identical in all phases.We shall employ indifferently the expressions Bethe lattice or infinite Cayley tree to denote an infinite ramified lattice of constant coordinanceZ.(4, 5) 相似文献
5.
Regtmeier J Eichhorn R Duong TT Reimann P Anselmetti D Ros A 《The European physical journal. E, Soft matter》2007,22(4):335-340
We demonstrate the proof-of-principle of a new separation concept for micrometer-sized particles in a structured microfluidic
device. Under the action of externally applied, periodic
voltage-pulses two different species of like-charged polystyrene beads are observed to simultaneously migrate into opposite
directions. Based on a theoretical model of the particle motion in the microdevice that shows good agreement with the experimental
measurements, the underlying separation mechanism is identified and explained. Potential biophysical applications, such as
cell sorting, are briefly addressed. 相似文献
6.
S. E. Mangioni H. S. Wio 《The European Physical Journal B - Condensed Matter and Complex Systems》2008,61(1):67-73
We analyze the effect of a colored non Gaussian noise on a model of
a random walker moving along a ratchet potential. Such a model was
motivated by the transport properties of motor proteins, like
kinesin and myosin. Previous studies have been realized assuming
white noises. However, for real situations, in general we could
expect that those noises be correlated and non Gaussian. Among other
aspects, in addition to a maximum in the current as the noise
intensity is varied, we have also found another optimal value of the
current when departing from Gaussian behavior. We show the relevant
effects that arise when departing from Gaussian behavior,
particularly related to current's enhancement, and discuss its
relevance for both biological and technological situations. 相似文献
7.
F. Slanina 《The European Physical Journal B - Condensed Matter and Complex Systems》2008,61(2):225-240
Far-from-equilibrium models of interacting particles in one dimension
are used as a basis for modelling the stock-market
fluctuations. Particle types and their positions are interpreted as
buy and sel orders placed on a price axis in the order book. We
revisit some modifications of well-known models, starting with the
Bak-Paczuski-Shubik model. We look at the four decades old Stigler
model and investigate its variants. One of them is the simplified
version of the Genoa artificial market. The list of studied models is
completed by the models of Maslov and Daniels et al. Generically, in
all cases we
compare the return distribution, absolute return autocorrelation and
the value of the Hurst exponent. It turns out that none of the models
reproduces satisfactorily all the empirical data, but the most promising
candidates for further development are the Genoa artificial market and
the Maslov model with moderate order evaporation. 相似文献
8.
P. H. Chavanis 《The European Physical Journal B - Condensed Matter and Complex Systems》2008,62(2):179-208
We study a general class of nonlinear mean field
Fokker-Planck equations in relation with an effective generalized
thermodynamical (E.G.T.) formalism. We show that these equations describe
several physical systems such as: chemotaxis of bacterial
populations, Bose-Einstein condensation in the canonical ensemble,
porous media, generalized Cahn-Hilliard equations, Kuramoto model,
BMF model, Burgers equation, Smoluchowski-Poisson system for
self-gravitating Brownian particles, Debye-Hückel theory of
electrolytes, two-dimensional turbulence... In particular, we show
that nonlinear mean field Fokker-Planck equations can provide
generalized Keller-Segel models for the chemotaxis of
biological populations. As an example, we introduce a new model of
chemotaxis incorporating both effects of anomalous diffusion and
exclusion principle (volume filling). Therefore, the notion of
generalized thermodynamics can have applications for concrete
physical systems. We also consider nonlinear mean field
Fokker-Planck equations in phase space and show the passage from
the generalized Kramers equation to the generalized Smoluchowski
equation in a strong friction limit. Our formalism is simple and
illustrated by several explicit examples corresponding to Boltzmann,
Tsallis, Fermi-Dirac and Bose-Einstein entropies among others. 相似文献
9.
Frequency-sensitive stochastic resonance in periodically forced and globally coupled systems 总被引:1,自引:0,他引:1
J. Xiao G. Hu H. Liu Y. Zhang 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,5(1):133-138
A model of globally coupled bistable systems consisting of two kinds of sites, subject to periodic driving and spatially uncorrelated
stochastic force, is investigated. The extended system models the competing process of activators and suppressers. Analytical
computations for linear response of the system to the external periodic forcing is carried out. Noise-induced Hopf bifurcation
is revealed, and stochastic resonance, sensitively depending on the frequency of the external forcing, is predicted under
the Hopf bifurcation condition. Numerical simulations agree with the analytical predictions satisfactorily.
Received: 5 September 1997 / Revised: 13 May 1998 /
Accepted: 18 May 1998 相似文献
10.
M. Pârlog G. Tăbăcaru J. P. Wieleczko J. D. Frankland B. Borderie A. Chbihi M. Colonna M. F. Rivet 《The European Physical Journal A - Hadrons and Nuclei》2005,25(2):223-228
Stochastic mean-field simulations for multifragmenting sources at the same excitation energy per nucleon have been performed. The freeze-out volume, a concept which needs to be precisely defined in this dynamical approach, was shown to increase as a function of three parameters: freeze-out instant, fragment multiplicity and system size. 相似文献