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"We discuss the connections between Brownian ratchets (BR) and stochastic resonance (SR). We consider a periodic potential energy landscape with no left–right symmetry that is driven by an external force which can be ...

Materias / palabras clave: Master equation; Stochastic differential equation; Statistical physics; Quantum stochastic calculus; Stochastic process; Fokker–Planck equation; Langevin equation; Mathematical physics; Markov process; Mathematics; Mar...

Materias / palabras clave: Physics; Astroparticle physics; Astronomy; Theoretical physics; Statistical physics; Astrophysics; Cosmology

We develop a probabilistic interpretation of local mild solutions of the three dimensional Navier-Stokes equation in the L-p spaces, when the initial vorticity field is integrable. This is done by associating a generaliz...

"We present experimental results on the information transmission and storage via stochastic resonance in circuits designed and built around Schmitt triggers (STs). First, we investigate the performance of a transmission ...

"We recently showed that a ring of two bistable oscillators is capable of storing a single bit of information via stochastic resonance. Memory performance was characterized in terms of the probability of erroneous bit de...

"In this paper we analyze the properties of a chain of forward-coupled bi-stable over-damped oscillators. It is well known that this system displays stochastic resonance and behaves as a transmission line when an adequat...

I use a new technique to derive a closed-form solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I in...

ADVERTISEMENT RETURN TO ISSUEPREVArticleNEXTExact stochastic simulation of coupled chemical reactionsDaniel T. GillespieCite this: J. Phys. Chem. 1977, 81, 25, 2340–2361Publication Date (Print):December 1, 1977Publicat...

An exact stochastic simulation of the Schroedinger equation for charged bosons and fermions has been used to calculate the correlation energies, to locate the transitions to their respective crystal phases at zero temper...

Large phylogenomics data sets require fast tree inference methods, especially for maximum-likelihood (ML) phylogenies. Fast programs exist, but due to inherent heuristics to find optimal trees, it is not clear whether th...

Part 1 Probability and Random Variables 1 The Meaning of Probability 2 The Axioms of Probability 3 Repeated Trials 4 The Concept of a Random Variable 5 Functions of One Random Variable 6 Two Random Variables 7 Sequences ...

Let $M(x)$ denote the expected value at level $x$ of the response to a certain experiment. $M(x)$ is assumed to be a monotone function of $x$ but is unknown to the experimenter, and it is desired to find the solution $x ...

Materias / palabras clave: Term (time); sort; Mathematics; Disturbance (geology); Frontier; Production (economics); Function (biology); Estimation; Econometrics; Applied mathematics; Likelihood function; Random variable

"The use of information measures for model selection in geophysical models with subgrid parameterizations is examined. Although the resolved dynamical equations of atmospheric or oceanic global numerical models are well ...

"The aim of this letter is to introduce the permutation min-entropy as an improved symbolic tool for identifying the existence of hidden temporal correlations in time series. On the one hand, analytical results obtained ...

"The transition to renewable energy sources is reshaping energy systems globally. Germany is a leading example of this shift, having significantly increased its renewable energies (RE) generation in recent years, particu...

This paper evaluates the unemployment duration and labor mobility using data from the household surveys provided by the National Statistical office (INDEC) for the period 1998 to 2005. The paper aims to understand and ex...

Starts with a brief review of the history and the application areas considered in the literature. The author then proceeds with introductory modeling examples, behavioral and structural properties, three methods of analy...

This paper examines a dynamic stochastic model of a competitive industry with heterogeneous firms that allows for entry, exit and mergers of firms in equilibrium. The model we build is an extension of a modified version ...

This paper addresses two very important, but usually neglected, aspects of Argentina's federal revenue-sharing system. The first aspect refers to the horizontal tensions present -in addition to the traditional vertical o...

In this paper, we present a new model of an artificial immune system (AIS), based on the process that suffers the T-Cell, it is called T-Cell Model. It is used for solving constrained (numerical) optimization problems. T...

The study of phenomena occurring in a turbulent fluid has been successively improved during the last 40 years. Speci cally, the concentration of a substance advected by the turbulence has received most of the attention,...

This paper uses an intertemporal general equilibrium asset pricing model to study the term structure of interest rates. In this model, anticipations, risk aversion, investment alternatives, and preferences about the timi...