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Information and maximum power in a feedback controlled Brownian ratchet

Feito, M.; Cao, F. J. - In: The European Physical Journal B - Condensed Matter and … 59 (2007) 1, pp. 63-68

Closed-loop or feedback controlled ratchets are Brownian motors that operate using information about the state of the system. For these ratchets, we compute the power output and we investigate its relation with the information used in the feedback control. We get analytical expressions for...

Persistent link: https://www.econbiz.de/10009281897

Size matters: some stylized facts of the stock market revisited

Eisler, Z.; Kertész, J. - In: The European Physical Journal B - Condensed Matter and … 51 (2006) 1, pp. 145-154

We reanalyze high resolution data from the New York Stock Exchange and find a monotonic (but not power law) variation of the mean value per trade, the mean number of trades per minute and the mean trading activity with company capitalization. We show that the second moment of the traded value...

Persistent link: https://www.econbiz.de/10009281939

From short to fat tails in financial markets: a unified description

Cortines, A. A.G.; Riera, R.; Anteneodo, C. - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 3, pp. 385-389

In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a real dataset, namely, price fluctuations, in a wide range...

Persistent link: https://www.econbiz.de/10009281948

Hamilton-like statistics in onedimensional driven dissipative many-particle systems

Treiber, M.; Helbing, D. - In: The European Physical Journal B - Condensed Matter and … 68 (2009) 4, pp. 607-618

Persistent link: https://www.econbiz.de/10009281980

The underdamped Josephson junction subjected to colored noises

Nie, L. R.; Mei, D. C. - In: The European Physical Journal B - Condensed Matter and … 58 (2007) 4, pp. 475-481

exhibits monostability → bistability → monostability transitions as the autocorrelation rate (λ) of a colored noise increases …; (ii) in the bistability region the multiplicative noise drives the phase difference to turn over periodically; (iii) the … presence of a dichotomous noise, we found nonmonotonic behavior of 〈V 〉<Subscript>max</Subscript> and the slope K as a function …

Persistent link: https://www.econbiz.de/10009282001

Phase transition in annihilation-limited processes

Khorrami, M.; Aghamohammadi, A. - In: The European Physical Journal B - Condensed Matter and … 56 (2007) 3, pp. 223-227

A system of particles is studied in which the stochastic processes are one-particle type-change (or one-particle diffusion) and multi-particle annihilation. It is shown that, if the annihilation rate tends to zero but the initial values of the average number of the particles tend to infinity, so...

Persistent link: https://www.econbiz.de/10009282057

Stochastic storage models and noise-induced phase transitions

Shpyrko, S.; Ryazanov, V. V. - In: The European Physical Journal B - Condensed Matter and … 54 (2006) 3, pp. 345-354

and output into a system. It reproduces statistical distributions typical for noise-induced phase transitions (e …

Persistent link: https://www.econbiz.de/10009282121

Heat and fluctuations from order to chaos

Gallavotti, G. - In: The European Physical Journal B - Condensed Matter and … 61 (2008) 1, pp. 1-24

The Heat theorem reveals the second law of equilibrium Thermodynamics (i.e. existence of Entropy) as a manifestation of a general property of Hamiltonian Mechanics and of the Ergodic Hypothesis, valid for 1 as well as 10<Superscript>23</Superscript> degrees of freedom systems, i.e. for simple as well as very complex...</superscript>

Persistent link: https://www.econbiz.de/10009282125

Stochastic resonance in bistable confining potentials

Heinsalu, E.; Patriarca, M.; Marchesoni, F. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 1, pp. 19-22

Persistent link: https://www.econbiz.de/10009282174

Thermal heat radiation, near-field energy density and near-field radiative heat transfer of coated materials

Biehs, S.-A. - In: The European Physical Journal B - Condensed Matter and … 58 (2007) 4, pp. 423-431

We investigate the thermal radiation and thermal near-field energy density of a metal-coated semi-infinite body for different substrates. We show that the surface polariton coupling within the metal coating leads to an enhancement of the TM-mode part of the thermal near-field energy density when...

Persistent link: https://www.econbiz.de/10009282249