Reactive Hall response

The zero temperature Hall constant R_H, described by reactive (nondissipative) conductivities, is analyzed within linear response theory. It is found that in a certain limit, R_H is directly related to the density dependence of the Drude weight implying a simple picture for the change of sign of charge carriers in the vicinity of a Mott-Hubbard transition. This novel formulation is applied to the calculation of R_H in quasi-one dimensional and ladder prototype interacting electron systems.Comment: 4 pages, 3 Postscript figure

The Reactive Volatility Model

We present a new volatility model, simple to implement, that includes a leverage effect whose return-volatility correlation function fits to empirical observations. This model is able to capture both the "retarded effect" induced by the specific risk, and the "panic effect", which occurs whenever systematic risk becomes the dominant factor. Consequently, in contrast to a GARCH model and a standard volatility estimate from the squared returns, this new model is as reactive as the implied volatility: the model adjusts itself in an instantaneous way to each variation of the single stock price or the stock index price and the adjustment is highly correlated to implied volatility changes. We also test the reactivity of our model using extreme events taken from the 470 most liquid European stocks over the last decade. We show that the reactive volatility model is more robust to extreme events, and it allows for the identification of precursors and replicas of extreme events

Efficient Reactive Brownian Dynamics

We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are closer than a chosen reactive distance. In our Doi model, we ensure that the microscopic reaction rules for various association and disassociation reactions are consistent with detailed balance (time reversibility) at thermodynamic equilibrium. The SRBD algorithm uses Strang splitting in time to separate reaction and diffusion, and solves both the diffusion-only and reaction-only subproblems exactly, even at high packing densities. To efficiently process reactions without uncontrolled approximations, SRBD employs an event-driven algorithm that processes reactions in a time-ordered sequence over the duration of the time step. A grid of cells with size larger than all of the reactive distances is used to schedule and process the reactions, but unlike traditional grid-based methods such as Reaction-Diffusion Master Equation (RDME) algorithms, the results of SRBD are statistically independent of the size of the grid used to accelerate the processing of reactions. We use the SRBD algorithm to compute the effective macroscopic reaction rate for both reaction- and diffusion-limited irreversible association in three dimensions. We also study long-time tails in the time correlation functions for reversible association at thermodynamic equilibrium. Finally, we compare different particle and continuum methods on a model exhibiting a Turing-like instability and pattern formation. We find that for models in which particles diffuse off lattice, such as the Doi model, reactions lead to a spurious enhancement of the effective diffusion coefficients.Comment: To appear in J. Chem. Phy

Synthesizing Functional Reactive Programs

Functional Reactive Programming (FRP) is a paradigm that has simplified the construction of reactive programs. There are many libraries that implement incarnations of FRP, using abstractions such as Applicative, Monads, and Arrows. However, finding a good control flow, that correctly manages state and switches behaviors at the right times, still poses a major challenge to developers. An attractive alternative is specifying the behavior instead of programming it, as made possible by the recently developed logic: Temporal Stream Logic (TSL). However, it has not been explored so far how Control Flow Models (CFMs), as synthesized from TSL specifications, can be turned into executable code that is compatible with libraries building on FRP. We bridge this gap, by showing that CFMs are indeed a suitable formalism to be turned into Applicative, Monadic, and Arrowized FRP. We demonstrate the effectiveness of our translations on a real-world kitchen timer application, which we translate to a desktop application using the Arrowized FRP library Yampa, a web application using the Monadic threepenny-gui library, and to hardware using the Applicative hardware description language ClaSH.Comment: arXiv admin note: text overlap with arXiv:1712.0024

Can Distribution Grids Significantly Contribute to Transmission Grids' Voltage Management?

Power generation in Germany is currently transitioning from a system based on large, central, thermal power plants to one that heavily relies on small, decentral, mostly renewable power generators. This development poses the question how transmission grids' reactive power demand for voltage management, covered by central power plants today, can be supplied in the future. In this work, we estimate the future technical potential of such an approach for the whole of Germany. For a 100% renewable electricity scenario we set the possible reactive power supply in comparison with the reactive power requirements that are needed to realize the simulated future transmission grid power flows. Since an exact calculation of distribution grids' reactive power potential is difficult due to the unavailability of detailed grid models on such scale, we optimistically estimate the potential by assuming a scaled, averaged distribution grid model connected to each of the transmission grid nodes. We find that for all except a few transmission grid nodes, the required reactive power can be fully supplied from the modeled distribution grids. This implies that - even if our estimate is overly optimistic - distributed reactive power provisioning will be a technical solution for many future reactive power challenges

Lattice Gas Automata for Reactive Systems

Reactive lattice gas automata provide a microscopic approachto the dynamics of spatially-distributed reacting systems. After introducing the subject within the wider framework of lattice gas automata (LGA) as a microscopic approach to the phenomenology of macroscopic systems, we describe the reactive LGA in terms of a simple physical picture to show how an automaton can be constructed to capture the essentials of a reactive molecular dynamics scheme. The statistical mechanical theory of the automaton is then developed for diffusive transport and for reactive processes, and a general algorithm is presented for reactive LGA. The method is illustrated by considering applications to bistable and excitable media, oscillatory behavior in reactive systems, chemical chaos and pattern formation triggered by Turing bifurcations. The reactive lattice gas scheme is contrasted with related cellular automaton methods and the paper concludes with a discussion of future perspectives.Comment: to appear in PHYSICS REPORTS, 81 revtex pages; uuencoded gziped postscript file; figures available from [email protected] or [email protected]

Reactive Systems over Cospans

The theory of reactive systems, introduced by Leifer and Milner and previously extended by the authors, allows the derivation of well-behaved labelled transition systems (LTS) for semantic models with an underlying reduction semantics. The derivation procedure requires the presence of certain colimits (or, more usually and generally, bicolimits) which need to be constructed separately within each model. In this paper, we offer a general construction of such bicolimits in a class of bicategories of cospans. The construction sheds light on as well as extends Ehrig and Konig’s rewriting via borrowed contexts and opens the way to a unified treatment of several applications