Search

When the rate of shot noise is controlled by on–off states we speak of intermittent shot noise. The on–off states lead to alternately occurring clusters of events and intermissions, respectively. We derive the power spectrum of the intermittent shot noise by applying the Wiener-Khinchin theorem. Besides reduced shot noise, we obtain excess noise, which depends on the parameters of the on–off states. We calculate the excess noise for power-law distributed on-states; within the scaling region, the excess noise is excellently approximated by C / f b . The behavior of the slope b and of the amplitude C in dependence of the on–off times is investigated. For large scaling regions, we find a preference for a pure 1/f shape. Finally, we regard the variance of events occurring within a time interval. In the presence of 1/f fluctuations, the variance of counts attains extreme values which are accompanied by an extreme property of slope b. [ABSTRACT FROM AUTHOR]

We study the synchronisation of neurons in a realistic model under the Hodgkin–Huxley dynamics. To focus on the role of the different locations of the excitatory synapses, we use two identical neurons where the set of input signals is grouped at two different distances from the soma. The system is intended to represent a CA1 hippocampal neuron in which the synapses arriving from the CA3 neurons of the trisynaptic pathway appear to be localised in the apical dendritic region and are, in principle, either proximal or distal to the soma. Synchronisation is studied using a specifically defined spiking correlation function as a function of various parameters such as the distance from the soma of one of the synaptic groups, the inhibition weight and the associated activation delay. We found that the neurons’ spiking activity depends nonmonotonically on the relative dendritic location of the synapses and their inhibition weight, while the synchronisation measure always decreases with inhibition, and strongly depends on its activation time delay. In our model, the synaptic random subthreshold background activity substantially reduces synchronisation in a monotonic way, while highlights the importance of a balanced E/I contribution for neuronal synchronisation.

A generalized van der waals model is considered to study the thermodynamic properties of pure fluids. Analytical solution of the equivalent cubic equation of state is presented and the critical properties in the general form are derived. The fluctuations of number of particles are calculated in the grand canonical ensemble by using three quantities (scaled variance ω (N) , skewness S σ , and kurtosis k σ 2 ). The critical behavior of these quantities is investigated in terms of the dimensionless particle number density and temperature for different models. It is found that the fluctuations have a singular behavior close to the critical point. [ABSTRACT FROM AUTHOR]

The object of the research is carbon dioxide and its pressure distribution depending on the range of temperature and density in the region of the critical point. One of the most problematic areas of methods for finding thermodynamic parameters of a real gas is insufficient accuracy in calculations in the places of occurrence and rapid development of fluctuation phenomena, which are inherent in phase transitions of the first and second terms. For a more detailed and accurate description of the nature of the thermodynamic parameters in the region of the critical point, scaling and crossover equations of state were developed. Such equations, due to the presence of regular and scaling parts, allow describing the thermodynamic parameters of a real gas not only directly near the critical point, but also at some distance from it, maintaining a small error relative to experimental data. The article proposes an equation of state, which contains a scaling part described according to the rules of statistical physics, and a regular part in the form of a classical cubic equation of state. The equation is used to calculate the pressure of carbon dioxide in the region around the critical point from 300 K to 305 K. The article proposes a correlation equation for the scaling correction of the regular part (Redlich-Kwong-Aungier model) of the crossover equation of state, which is related to the scaling part the equation of state is a crossover function. The obtained results for the pressure in the critical region showed good agreement with the baseline data. The error relative to the experimental data is halved compared to the original model of the Redlich-Kwong-Aungier equation. The obtained results ensure the applicability of the proposed method in the temperature range from 300 K to 305 K. Due to the simplicity of the form of the regular equation of state and the small number of empirical coefficients for the large-scale equation of state, the obtained method can be used for practical problems of computational hydrodynamics without spending a lot of computing time. [ABSTRACT FROM AUTHOR]

Microscopic thermal machines that are of dimensions of around few hundred nanometres have been the subject of intense study over the last two decades. Recently, it has been shown that the efficiency of such thermal engines can be enhanced by using active Ornstein–Uhlenbeck particles (AOUP). In this work, we numerically study the behaviour of tiny engines and refrigerators that use an active run-and-tumble particle as the working system. We find that the results for the engine mode are in sharp contrast with those of engines using AOUP, thus showing that the nature of activity has a strong influence on the qualitative behaviours of thermal machines for non-equilibrium cycles. The efficiency of an engine using a run-and-tumble particle is found to be smaller in general than a passive microscopic engine. However, when the applied protocol is time-reversed, the resulting microscopic refrigerator can have a much higher coefficient of performance under these conditions. The effect of variation of different parameters of the coefficient of performance has been explored. A non-monotonic variation of coefficient of performance with active force has been found. [ABSTRACT FROM AUTHOR]

In this paper, we explore some stylized facts of the Bitcoin market using the BTC-USD exchange rate time series of historical intraday data from 2013 to 2020. Despite Bitcoin presenting some very peculiar idiosyncrasies, like the absence of macroeconomic fundamentals or connections with underlying assets or benchmarks, an asymmetry between demand and supply and the presence of inefficiency in the form of strong arbitrage opportunity, all these elements seem to be marginal in the definition of the structural statistical properties of this virtual financial asset, which result to be analogous to general individual stocks or indices. In contrast, we find some clear differences, compared to fiat money exchange rates time series, in the values of the linear autocorrelation and, more surprisingly, in the presence of the leverage effect. We also explore the dynamics of correlations, monitoring the shifts in the evolution of the Bitcoin market. This analysis is able to distinguish between two different regimes: a stochastic process with weaker memory signatures and closer to Gaussianity between the Mt. Gox incident and the late 2015, and a dynamics with relevant correlations and strong deviations from Gaussianity before and after this interval. [ABSTRACT FROM AUTHOR]

The Tokuyama–Mori projection operator method for a reduced time-convolutionless description of a local temporal behavior of an open quantum system interacting with the weakly dissipative and fluctuating pervasive environment is applied to a Markov chain subject to random transition probabilities. The solution to the problem of the multimodal dynamics of a two-stage absorbing Markov chain with the fluctuating forward rate constant augmented by a symmetric dichotomous stochastic process is found exactly and compared with that of the problem for the same Markov chain with the fluctuating backward rate constant. It is shown that these two different tetramodal solutions cannot generally be reduced to but be complementary to each other. In the limit of very frequent fluctuations in forward/backward rate constants of a two-stage absorbing Markov chain, as well as in the case of a one-stage recurrent Markov chain, both solutions become bimodal and superimposed to one another. However, there is a distinction between using of those solutions for the dynamics of a two-stage absorbing Markov chain in the limit of very rare fluctuations at the critical point, in which the former solution shows the resonance effect exhibiting itself as the stochastic immobilization in an initial state, while the latter demonstrates the deterministic decay to the other state. [ABSTRACT FROM AUTHOR]

The discovery of superconductivity in the quantum critical Kondo-lattice system YbRh _2 Si _2 at an extremely low temperature of 2 mK has inspired efforts to perform high-resolution electrical resistivity measurements down to this temperature range in highly conductive materials. Here we show that control over the sample geometry by microstructuring using focused-ion-beam techniques allows to reach ultra-low temperatures and increase signal-to-noise ratios (SNRs) tenfold, without adverse effects to sample quality. In five experiments we show four-terminal sensing resistance and magnetoresistance measurements which exhibit sharp phase transitions at the Néel temperature, and Shubnikov–de-Haas (SdH) oscillations between 13 T and 18 T where we identified a new SdH frequency of 0.39 kT. The increased SNR allowed resistance fluctuation (noise) spectroscopy that would not be possible for bulk crystals, and confirmed intrinsic $1/f$ -type fluctuations. Under controlled strain, two thin microstructured samples exhibited a large increase of $T_\mathrm{N}$ from 67 mK up to 188 mK while still showing clear signatures of the phase transition and SdH oscillations. Superconducting quantum interference device-based thermal noise spectroscopy measurements in a nuclear demagnetization refrigerator down to 0.95 mK, show a sharp superconducting transition at $T_\mathrm{c} = 1.2$ mK. These experiments demonstrate microstructuring as a powerful tool to investigate the resistance and the noise spectrum of highly conductive correlated metals over wide temperature ranges.

We design new navigation strategies for travel time optimization of microscopic self-propelled particles in complex and noisy environments. In contrast to strategies relying on the results of optimal control theory or machine learning approaches, implementation of these protocols can be done in a semi-autonomous fashion, as it does not require control over the microswimmer motion via external feedback loops. Although the strategies we propose rely on simple principles, they show arrival time statistics strikingly close to optimality, as well as performances that are robust to environmental changes and strong fluctuations. These features, as well as their applicability to more general optimization problems, make these strategies promising candidates for the realization of optimized semi-autonomous navigation.

We summarize the long-term electron transport and electronic noise investigations of low-doped La 0. 8 6 Ca 0. 1 4 MnO3 manganite single crystal being in its several, consecutive metastable resistivity states: the pristine high-resistivity one, the low-resistivity, and finally in the high-resistivity metastable state. [ABSTRACT FROM AUTHOR]

Stochastic heat engines using active particles have been shown to exhibit advantages over engines using passive particles. In this work, we use multiple self-propelling particles undergoing Vicsek-like aligning interaction as our working system. The particles are confined in a two-dimensional circular trap. The interplay between the confinement and the activity of the particles induces clustering. These clusters change their locations relative to the walls of the trap, when the wall steepness is varied with time. In this work we demonstrate that changing the steepness of the wall and the activity of the particles time-periodically can help in extracting work from the system. In this setup, we study the variations in extracted work with the activity, rotational diffusion, and the Vicsek radius of individual particles. We also comment on the caveats involved in the definition of the efficiency in accordance with the usual prescription of the stochastic thermodynamics of microscopic heat engines. • Multiple active particles with aligning interaction constitute the working substance. • The distance of the particle cluster from the walls depend on trap steepness. • Even with equal bath temperatures, different activities lead to extraction of work. • Extracted work increases with difference in activity in the baths. • Extracted work decreases with angular noise and radius of neighbourhood. [ABSTRACT FROM AUTHOR]

Fluctuation characteristics of plasma jet flow in an innovative long DC arc system with ring-shaped anode were successfully clarified on the basis of the high-speed camera visualization. The long DC arc with long electrode gap distance more than 350 mm has been applied to gas decomposition due to its advantages such as large plasma volume and long residence time of treated gas. However, large heat loss at a conventional hemispherical-shaped anode was critical issue in the long DC arc system. Therefore, a ring-shaped anode was utilized to convert large energy loss at the anode into the plasma jet flow. Two kinds of the experiments were conducted. One was the estimation of energy balance in the long DC arc system. Calorimetric measurements were carried out. Another was the high-speed camera observation of the arc fluctuation and the plasma jet fluctuation. Results indicated that the 60% of heat loss at the conventional hemispherical-shaped anode was converted into the plasma jet flow when the ring-shaped anode was utilized. High-speed camera observation revealed that the plasma jet fluctuation with sharp FFT peak in the range of 25-500Hz was attributed to the arc fluctuation, which originated from the restrike phenomena of the anode spot. In contrast, results also suggested that the plasma jet fluctuation with broad FFT peaks in the range of 100-300Hz was attributed to the eddy formation due to the entrainment of ambient cold gas. To understand and control the fluctuation phenomena in the plasma jet enables to establish the innovative waste treatment by thermal plasmas.

The paper reports on the temperature dependencies of the electrical resistivity and the a.c. magnetic susceptibility of the Tl0.8Bi0.3Sr1.8Ba0.2Ca2Cu3Ox bulk superconductor measured in the area of the transition from the metallic to the superconducting state. From the resistivity data, the onset temperature T c , onset = 121.6 K, the critical temperature T c 50 % = 118.8 K, the zero resistance critical temperature obtained using E = 10− 6 V/cm criterion T c 0 = 117.9 K, and the width of superconducting transition ΔT = 1.6 K were derived. The thermal fluctuations were examined using the formulae for the conductance: Δσ = K ε − λ , and for the magnetic susceptibility: χ = Cε−λ, where Δσ = 1 / R (T) − 1 / R R (T) , ε = | (T − Tc)/Tc|, λ is the critical exponent, and K and C are constants. The critical exponents in the transition region from the normal to the superconducting state were determined and analyzed. The three-dimensional fluctuations were found to occur in the vicinity of the zero-resistance critical temperature. [ABSTRACT FROM AUTHOR]

Two different classes of events exist in case of 16O-AgBr interactions at 60 AGeV, namely, ring-like and jet-like structured events. We have performed a rigorous study on the erratic behaviour of produced particles in ring-like and jet-like events in 16O-AgBr interactions at 60 AGeV with the help of entropy index μq. We have analysed the data in two dimensional phase space. The data reveal different pionisation for ring-like and jet-like events. [ABSTRACT FROM AUTHOR]

We report that trajectories of a one-dimensional model for inertial particles in a random velocity field can remain stable for a surprisingly long time, despite the fact that the system is chaotic. We provide a detailed quantitative description of this effect by developing the large-deviation theory for fluctuations of the finite-time Lyapunov exponent of this system. Specifically, the determination of the entropy function for the distribution reduces to the analysis of a Schrödinger equation, which is tackled by semi-classical methods. The system has ‘generic’ instability properties, and we consider the broader implications of our observation of long-term stability in chaotic systems. [ABSTRACT FROM AUTHOR]

In this work, we derive the Langevin equation (LE) of a classical spin interacting with a heat bath through momentum variables, starting from the fully dynamical Hamiltonian description. The derived LE with anomalous dissipation is analyzed in detail. The obtained LE is non-Markovian with multiplicative noise terms. The concomitant dissipative terms obey the fluctuation-dissipation theorem. The Markovian limit correctly produces the Kubo and Hashitsume equation. The perturbative treatment of our equations produces the Landau-Lifshitz equation and the Seshadri-Lindenberg equation. Then we derive the Fokker-Planck equation corresponding to LE and the concept of equilibrium probability distribution is analyzed. [ABSTRACT FROM AUTHOR]

We report the results of our numerical simulation of classical-dissipative dynamics of a charged particle subjected to a non-Markovian stochastic forcing. We find that the system develops a steady-state orbital magnetic moment in the presence of a static magnetic field. Very significantly, the sign of the orbital magnetic moment turns out to be paramagnetic for our choice of parameters, varied over a wide range. This is shown specifically for the case of classical dynamics driven by a Kubo-Anderson type non-Markovian noise. Natural spatial boundary condition was imposed through (1) a soft (harmonic) confining potential, and (2) a hard potential, approximating a reflecting wall. There was no noticeable qualitative difference. What appears to be crucial to the orbital magnetic effect noticed here is the non-Markovian property of the driving noise chosen. Experimental realization of this effect on the laboratory scale, and its possible implications are briefly discussed. We would like to emphasize that the above steady-state classical orbital paramagnetic moment complements, rather than contradicts the Bohr-van Leeuwen (BvL) theorem on the absence of classical orbital diamagnetism in thermodynamic equilibrium. [ABSTRACT FROM AUTHOR]

We present a stylized model of controlled equilibration of a small system in a fluctuating environment. We derive the optimal control equations steering in finite-time the system between two equilibrium states. The corresponding thermodynamic transition is optimal in the sense that it occurs at minimum entropy if the set of admissible controls is restricted by certain bounds on the time derivatives of the protocols. We apply our equations to the engineered equilibration of an optical trap considered in a recent proof of principle experiment. We also analyze an elementary model of nucleation previously considered by Landauer to discuss the thermodynamic cost of one bit of information erasure. We expect our model to be a useful benchmark for experiment design as it exhibits the same integrability properties of well-known models of optimal mass transport by a compressible velocity field. [ABSTRACT FROM AUTHOR]

Isofield magnetization curves have been recorded and analyzed in optimally doped Ba 1−x K x Fe 2 As 2 single crystal in two main crystallographic directions (H||c-axis and H||ab-planes). Near transition temperature ( T ) c , magnetization exhibits temperature dependence − M ∝ [ T a ( H ) − T ] m , where T a is the apparent transition temperature and represents onset of phase coherence of the superconducting order parameter. We have shown that T a behaves differently in two main crystallographic directions: d T a ( H ) / d H > 0 for H||ab-planes and d T ( H ) a / d H < 0 for H||c-axis. In H||ab-planes we have observed T a ( H ) > T c which implies that magnetic field can probe a region above T c where phase correlation persists. We suggest that multiband character may be the possible reasons for anomalous behavior of T a . The obtained values of fitting exponents ( m ) are larger than 0.5 and increase with magnetic field. [ABSTRACT FROM AUTHOR]

We review the picture of chromatin large-scale 3D organization emerging from the analysis of Hi-C data and polymer modeling. In higher mammals, Hi-C contact maps reveal a complex higher-order organization, extending from the sub-Mb to chromosomal scales, hierarchically folded in a structure of domains-within-domains (metaTADs). The domain folding hierarchy is partially conserved throughout differentiation, and deeply correlated to epigenomic features. Rearrangements in the metaTAD topology relate to gene expression modifications: in particular, in neuronal differentiation models, topologically associated domains (TADs) tend to have coherent expression changes within architecturally conserved metaTAD niches. To identify the nature of architectural domains and their molecular determinants within a principled approach, we discuss models based on polymer physics. We show that basic concepts of interacting polymer physics explain chromatin spatial organization across chromosomal scales and cell types. The 3D structure of genomic loci can be derived with high accuracy and its molecular determinants identified by crossing information with epigenomic databases. In particular, we illustrate the case of the Sox9 locus, linked to human congenital disorders. The model in-silico predictions on the effects of genomic rearrangements are confirmed by available 5C data. That can help establishing new diagnostic tools for diseases linked to chromatin mis-folding, such as congenital disorders and cancer. [ABSTRACT FROM AUTHOR]

Scale free Lévy motion is a generalized analogue of the Wiener process. Its time derivative extends the notion of “white noise” to non-Gaussian noise sources, and as such, it has been widely used to model natural signal variations described by an overdamped Langevin stochastic differential equation. Here, we consider the dynamics of an archetypal model: a Brownian-like particle is driven by external forces, and noise is represented by uncorrelated Lévy fluctuations. An unperturbed system of that form eventually attains a steady state which is uniquely determined by the set of parameter values. We show that the analyzed Markov process with the stability index α < 2 violates the detailed balance, i.e., its stationary state is quantified by a stationary probability density and nonvanishing current. We discuss consequences of the non-Gibbsian character of the stationary state of the system and its impact on the general form of the fluctuation–dissipation theorem derived for weak external forcing.

The temperature dependencies of the magnetoresistance of Bi 1.6 Pb 0.4 Sr 2 Ca 2 Cu 3 O x bulk superconductor were measured within the transition from normal to the superconducting state. The critical temperature of the sample was found to be T c50% = 107.1 K. The thermal fluctuations were studied using the following formula of conductance: Δ σ = K ε − λ where ε = ( T − T c )/ T c , λ is the critical exponent and K is a constant. The critical exponents in the transition region were determined and their magnetic field dependencies were analysed. The crossovers from 1D to 3D and from 3D to 1D dimensional fluctuations were found within the regions of transition from the normal to the superconducting state. [ABSTRACT FROM AUTHOR]

It is well-known that the total power of a signal exhibiting a pure shape is divergent. This phenomenon is also called the infrared catastrophe. Mandelbrot claims that the infrared catastrophe can be overcome by stochastic processes which alternate between active and quiescent states. We investigate an intermittent Poisson process (IPP) which belongs to the family of stochastic processes suggested by Mandelbrot. During the intermission (quiescent period) the signal is zero. The active period is divided into random intervals of mean length consisting of a fluctuating number of events; this is giving rise to so-called clusters. The advantage of our treatment is that the spectral features of the IPP can be derived analytically. Our considerations are focused on the case that intermission is only a small disturbance of the Poisson process, i.e., to the case that . This makes it difficult or even impossible to discriminate a spike train of such an IPP from that of a Poisson process. We investigate the conditions under which a spectrum can be observed. It is shown that noise generated by the IPP is accompanied with extreme variance. In agreement with the considerations of Mandelbrot, the IPP avoids the infrared catastrophe. Spectral analysis of the simulated IPP confirms our theoretical results. The IPP is a model for an almost random walk generating both white and noise and can be applied for an interpretation of noise in metallic resistors. [ABSTRACT FROM AUTHOR]

We provide molecular dynamics simulation of heat transport and energy diffusion in one-dimensional molecular chains with different interparticle pair potentials at zero and non-zero temperature. We model the thermal conductivity (TC) and energy diffusion (ED) in the chain of coupled rotators and in the Lennard-Jones chain either without or with the confining parabolic interparticle potential. The considered chains without the confining potential have normal TC and ED at non-zero temperature, while the corresponding chains with the confining potential are characterized by anomalous (diverging with the system length) TC and superdiffusion of energy. Similar effect is produced by the anharmonic quartic confining pair potential. We confirm in such a way that, surprisingly, the confining pair potential makes both heat transport and energy diffusion anomalous in one-dimensional phononic systems. We show that the normal TC is always accompanied by the normal ED in the thermalized anharmonic chains, while the superdiffusion of energy occurs in the thermalized chains with only anomalous heat transport. [ABSTRACT FROM AUTHOR]

We numerically investigate the transmission of time-modulated random point trains in a conductance-based neuron model by including shot noise described as additive noise trains. The results show that additive noise trains can induce neuron responses exhibiting correlation with the temporally modulated random point trains. In addition, the additive noise power density can be increased up to an optimal value where the output signal-noise ratio (SNR) reaches a maximum value. This property of noise-enhanced transmission of random point trains can be related to the stochastic resonance (SR) phenomenon. More interestingly, we find that the SNR gain can exceed unity and can also be optimized by tuning the average rate of the input random point trains. The present study illustrates the potential to utilize the additive noise and temporally modulated random point trains for optimizing the response of the neuron to inputs, as well as a guidance in the design of information processing devices to random neuron spiking. [ABSTRACT FROM AUTHOR]

We calculate thermal fluctuation ​properties–volume-averaged order parameter, Helmholtz free and internal energies, and their variances–of a supersaturated disordered phase in the Gibbs canonical ensemble for an asymmetric (third-order interactions), athermal (independence of the supersaturation and thermal noise) effective Hamiltonian. These properties are different from those of the symmetric thermal one with the most important differences being the phase coexistence and ‘thermal expansion’. The fluctuation properties of the system were calculated theoretically, using the perturbation method, and numerically, using the ‘brute force’ simulations method. Overall, the numerical calculations match the theory within the accuracy of the numerical method. However, a discrepancy of the dependence of the internal energy and its variance on the supersaturation exists. Results of the present study can be used for calculations of the fluctuation properties of the systems and modeling of nucleation and other rare events in the framework of the Ginzburg–Landau method. [ABSTRACT FROM AUTHOR]

In this work we present a general theory for diffusion mechanism of Brownian particle submitted to a symmetric periodic triple-well potential. The kinetics description is done by the Fokker-Planck equation, which is resolved numerically using the Matrix Continued Fraction Method, in order to calculate some important correlation functions. The half-width λ(q) at half maximum of the quasi-elastic peak of dynamic structure factorS(q, ω) and the diffusion coefficientDare studied in the high friction regime and low temperature for different form of triple-well potential. Our numerical results of half-width λ(q), show that the diffusion process in triple-well potential can be described by a superposition of both simples hopping and liquid-like motion when the ratio Δ of two potential barriersV1andV2is less than one (Δ < 1) and by the longs jumps when Δ tends towards one.  For some values of ratio of potential barriers, the diffusion coefficient results show that the intermediates potential barriers accelerate the diffusion process. [ABSTRACT FROM AUTHOR]

The time-delayed feedback control mechanisms of the nervous system are continuously subjected to the effects of uncontrolled random perturbations (herein referred to as noise). In this setting the statistical properties of the fluctuations in the controlled variable(s) can provide non-invasive insights into the nature of the underlying control mechanisms. We illustrate this concept through a study of stick balancing at the fingertip using high speed motion capture techniques. Experimental observations together with numerical studies of a stochastic delay differential equation demonstrate that on time scales short compared to the neural time delay ("fast control"), parametric noise provides a non-predictive mechanism that transiently stabilizes the upright position of the balanced stick. Moreover, numerical simulations of a delayed random walker with a repulsive origin indicate that even an unstable fixed point can be transiently stabilized by the interplay between noise and time delay. In contrast, on time scales comparable to the neural time delay ("slow control"), feedback and feedforward control mechanisms become more important. The relative contribution of the fast and slow control mechanisms to stick balancing is dynamic and, for example, depends on the context in which stick balancing is performed and the expertise of the balancer.

In this work the positions of the critical point, the supercritical point, and the maximum fluctuation point in a supercritical isotherm were found for a system with the Lennard-Jones interaction potential. Virial coefficients and methods based on accelerated convergence of the perturbation-theory series, which are well known for such systems, were used. The results were compared with computer-simulation data. As has been established, if one uses the positively defined Weeks-Chandler-Andersen potential as a reference system, the calculated parameters tend monotonically to exact values as a function of the number of virial coefficients. This decomposition is favorably different from the virial one, where the aspiration is not monotonic. These results indicate that this method makes it possible to determine the positions of the three vertices of the supercritical triangle with an accuracy that is comparable to that of a simulated experiment. [ABSTRACT FROM AUTHOR]

Recent years have seen leveraged trading playing an increasingly important role in financial markets. However, the effect of leverage on the markets is still an open question. Here, we introduce a framework to investigate leveraged trading through both agent-based simulations and controlled human experiments on a one-stock artificial market. It shows that leverage increases the market risks, and at the same time decreases the outbreak probabilities of financial bubbles or crises. This work helps to understand the impact of leverage on financial markets appropriately. [ABSTRACT FROM AUTHOR]

Purpose: Newly developed spectral computed tomography (CT) such as photon counting detector CT enables more accurate tissue-type identification through material decomposition technique. Many iterative reconstruction methods, including those developed for spectral CT, however, employ a regularization term whose penalty transition is designed using pixel value of CT image itself. Similarly, the tissue-type identification methods are then applied after reconstruction; thus, it is impossible to take into account probability distribution obtained from projection likelihood. The purpose of this work is to develop comprehensive image reconstruction and tissue-type identification algorithm which improves quality of both reconstructed image and tissue-type map. Methods: The authors propose a new framework to jointly perform image reconstruction, material decomposition, and tissue-type identification for photon counting detector CT by applying maximum a posteriori estimation with voxel-based latent variables for the tissue types. The latent variables are treated using a voxel-based coupled Markov random field to describe the continuity and discontinuity of human organs and a set of Gaussian distributions to incorporate the statistical relation between the tissue types and their attenuation characteristics. The performance of the proposed method is quantitatively compared to that of filtered backprojection and a quadratic penalized likelihood method by 100 noise realization. Results: Results showed a superior trade-off between image noise and resolution to current reconstruction methods. The standard deviation (SD) and bias of reconstructed image were improved from quadratic penalized likelihood method: bias, -0.9 vs -0.1 Hounsfield unit (HU); SD, 46.8 vs 27.4 HU. The accuracy of tissue-type identification was also improved from quadratic penalized likelihood method: 80.1% vs 86.9%. Conclusions: The proposed method makes it possible not only to identify tissue types more accurately but also to reconstruct CT images with decreased noise and enhanced sharpness owing to the information about the tissue types. [ABSTRACT FROM AUTHOR]

The physics of activated escape of objects out of a metastable state plays a key role in diverse scientific areas involving chemical kinetics, diffusion and dislocation motion in solids, nucleation, electrical transport, motion of flux lines superconductors, charge density waves, and transport processes of macromolecules and astrophysics, to name but a few. The underlying activated processes present the multidimensional extension of the Kramers problem of a single Brownian particle. In comparison to the latter case, however, the dynamics ensuing from the interactions of many coupled units can lead to intriguing novel phenomena that are not present when only a single degree of freedom is involved. In this review we report on a variety of such phenomena that are exhibited by systems consisting of chains of interacting units in the presence of potential barriers. In the first part we consider recent developments in the case of a deterministic dynamics driving cooperative escape processes of coupled nonlinear units out of metastable states. The ability of chains of coupled units to undergo spontaneous conformational transitions can lead to a self-organised escape. The mechanism at work is that the energies of the units become re-arranged, while keeping the total energy conserved, in forming localised energy modes that in turn trigger the cooperative escape. We present scenarios of significantly enhanced noise-free escape rates if compared to the noise-assisted case. The second part of the review deals with the collective directed transport of systems of interacting particles overcoming energetic barriers in periodic potential landscapes. Escape processes in both time-homogeneous and time-dependent driven systems are considered for the emergence of directed motion. It is shown that ballistic channels immersed in the associated mixed high-dimensional phase space are at the source for the directed long-range transport. Open problems and future directions are discussed in order to invigorate readers to engage in their own research. [ABSTRACT FROM AUTHOR]

A parametric expression for the Gibbs potential was found using the generalized Van Laar method for the free energy of a system. Since this expression is used in order to analyze the behavior of a system in the supercritical region, the well-studied system of soft spheres was selected as a reference system. This allows one to find thermodynamic characteristics from known virial coefficients of the system and available information on the position of the critical point. The lines of the extremes for the second derivatives of the Gibbs potential were calculated for a system with the Lennard-Jones interaction potential. The line of the maxima of the isothermal compressibility and the line of the maxima of the constant-pressure heat capacity were compared with the molecular-dynamics data. The good agreement between the theoretical calculations, which are based on analytic functions in this domain, and the molecular-dynamics data shows the absence of a third-order phase transition in the supercritical region. [ABSTRACT FROM AUTHOR]

Noise of stochastic processes whose spectral density scales at low frequencies, $$f$$ , as $$1/f$$ appears in such diverse systems that it is considered universal. However, there have been a small number of instances from completely unrelated fields, e.g., the fluctuations of the human heartbeat or vortices in superconductors, in which spectral densities have been observed to cross over from a $$1/f$$ to a non- $$1/f$$ behavior at even lower frequencies. Here, we show that such crossover must be universal, and can be accounted for by the memory of initial conditions and the relaxation processes present in any physical system. When the smallest frequency allowed by the experimental observation time, $$\omega _{obs}$$ , is larger than the smallest relaxation frequency, $$\varOmega _{min}$$ , a $$1/f$$ spectral density is obtained. Conversely, when $$\omega _{obs}<\varOmega _{min}$$ we predict that the spectral density of any stochastic process should exhibit a crossover from $$1/f$$ to a different, integrable functional form provided there is enough time for experimental observations. This crossover also provides a convenient tool to measure the lowest relaxation frequency of a physical system. [ABSTRACT FROM AUTHOR]

We review our recent results on Single File Diffusion (SFD) of a chain of particles that cannot cross each other, in a thermal bath, with long ranged interactions, and arbitrary damping. We exhibit new behaviors specifically associated to small systems and to small damping. The fluctuation dynamics is explained by the decomposition of the particles' motion in the normal modes of the chain. For longitudinal fluctuations, we emphasize the relevance of the soft mode linked to the translational invariance of the system to the long time SFD behavior. We show that close to the zigzag threshold, the transverse fluctuations also exhibit the SFD behavior, characterized by a mean square displacement that increases as the square root of time. This cannot be explained by the single file ordering, and the SFD behavior results from the strong correlation of the transverse displacements of neighbouring particles near the bifurcation. Extending our analytical modelization, we demonstrate the existence of this subdiffusive regime near the zigzag transition, in the thermodynamic limit. The zigzag transition is a supercritical pitchfork bifurcation, and we show that the transverse SFD behavior is closely linked to the vanishing of the frequency of the zigzag transverse mode at the bifurcation threshold. Special Issue Comments: This article presents mathematical results on the dynamics in files with longitudinal movements. This article is connected to the Special Issue articles about advanced statistical properties in single file dynamics,28 expanding files,63 and files with force and advanced formulations.29 [ABSTRACT FROM AUTHOR]