Showing 1 - 10 of 118
We have studied the stochastic resonance (SR) of bistable systems coupled to a bath with a nonlinear system–bath interaction, by using the microscopic, generalized Caldeira–Leggett (CL) model. The adopted CL model yields the non-Markovian Langevin equation with nonlinear dissipation and...
Persistent link: https://www.econbiz.de/10011058878
The stochastic resonance (SR) of periodically driven linear system with multiplicative white noise and periodically modulated additive white noise is studied. Exact expressions of output signal-to-noise ratio are obtained. The SR characteristics features are shown in two different situations:...
Persistent link: https://www.econbiz.de/10011059649
The dissipative harmonic oscillator has two representations. In the first representation the central oscillator couples with its position to an oscillator bath. In the second one it couples with its momentum to the bath. Both representations are related by a unitary transformation. If the...
Persistent link: https://www.econbiz.de/10010873204
The quantum vibrational partition function has been obtained in the Tsallis statistics framework for the entropic index, q, between 1 and 2. The effect of non-extensivity on the population of states and thermodynamic properties have been studied and compared with their corresponding values...
Persistent link: https://www.econbiz.de/10010873925
The generalized Langevin equation (GLE) satisfied by harmonic oscillators coupled to a heat bath is transformed into an equality between the rate of energy dissipation and an extent of violation of the fluctuation-response relation. Its significance is discussed. When the system reaches a...
Persistent link: https://www.econbiz.de/10010588784
In this paper we give definitions of matrix rates of return which do not depend on the choice of basis describing baskets. We give their economic interpretation. The matrix rate of return describes baskets of arbitrary type and extends portfolio analysis to the complex variable domain. This...
Persistent link: https://www.econbiz.de/10010589353
We test two methods to estimate a partition function of a system consisting of multi-atom molecules with intermolecular interaction. Our test case is a protein in water. The first method is based on rigid-body motions. The space in which the protein (bovine pancreatic trypsin inhibitor) would be...
Persistent link: https://www.econbiz.de/10010590213
A first-principles Monte Carlo code that exactly simulates quantum dynamics is presented which makes no use of amplitude calculations, only noise sources. The subtle question concerning how to map random choices in amplitude interferences is explained. In this formalism negative values of the...
Persistent link: https://www.econbiz.de/10010591732
The centred return on the London Stock Exchange's FTSE All Share Index is modelled as a simple harmonic oscillator with noise over the period from 1 January, 1994 until 30 June 2006. Our empirical results are compatible with the hypothesis that there is a period in the FTSE All Share Index of...
Persistent link: https://www.econbiz.de/10010591736
We study statistical properties of the Hamiltonian (H=ωa†a+κa†N+1+κN+1a) generating phase state. Using the generalized Hellmann–Feynman theorem for ensemble average, we derive its mean energy and find the ratio of the mean energies contributed from the term a†a to that from...
Persistent link: https://www.econbiz.de/10011058734