Simulating non-Markovian stochastic processes

We present a simple and general framework to simulate statistically correct realizations of a system of non-Markovian discrete stochastic processes. We give the exact analytical solution and a practical an efficient algorithm alike the Gillespie algorithm for Markovian processes, with the difference that now the occurrence rates of the events depend on the time elapsed since the event last took place. We use our non-Markovian generalized Gillespie stochastic simulation methodology to investigate the effects of non-exponential inter-event time distributions in the susceptible-infected-susceptible model of epidemic spreading. Strikingly, our results unveil the drastic effects that very subtle differences in the modeling of non-Markovian processes have on the global behavior of complex systems, with important implications for their understanding and prediction. We also assess our generalized Gillespie algorithm on a system of biochemical reactions with time delays. As compared to other existing methods, we find that the generalized Gillespie algorithm is the most general as it can be implemented very easily in cases, like for delays coupled to the evolution of the system, where other algorithms do not work or need adapted versions, less efficient in computational terms.Comment: Improvement of the algorithm, new results, and a major reorganization of the paper thanks to our coauthors L. Lafuerza and R. Tora

Application of a Multivariate Process Control Technique for Set-Up Dominated Low Volume Operations

In traditional high-volume manufacturing applications, the timing of control adjustments to processes is based on parametric Statistical Process Control (SPC) methods, such as Shewhart X & R charts. In high-value, high-complexity and low-volume industries, where production runs are in the order of tens rather than thousands, traditional SPC approaches are not easily applicable. A manufactured component's complexity, with multiple critical features to monitor, increases the difficulty for a process operator to maintain all of them within their design tolerances. In response to this, this paper presents a framework of nonparametric SPC, called multivariate Set-Up Process Algorithm (mSUPA), for managing control adjustment when required. mSUPA uses a simple to interpret traffic light system for alerting process operators when an adjustment is required. mSUPA is underpinned by multivariate statistics and probability theory for validating a process set up. The case of mSUPA application to a real industry process is discussed

Volatility Effects on the Escape Time in Financial Market Models

We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the effect both of noise and different initial conditions on the escape time in a market model with stochastic volatility and a cubic nonlinearity. For this model we compare the PF of the stock price returns, the PF of the volatility and the return correlation with the same statistical characteristics obtained from real market data.Comment: 12 pages, 9 figures, to appear in Int. J. of Bifurcation and Chaos, 200

Anderson-Yuval approach to the multichannel Kondo problem

We analyze the structure of the perturbation expansion of the general multichannel Kondo model with channel anisotropic exchange couplings and in the presence of an external magnetic field, generalizing to this case the Anderson-Yuval technique. For two channels, we are able to map the Kondo model onto a generalized resonant level model. Limiting cases in which the equivalent resonant level model is solvable are identified. The solution correctly captures the properties of the two channel Kondo model, and also allows an analytic description of the cross-over from the non Fermi liquid to the Fermi liquid behavior caused by the channel anisotropy.Comment: 23 pages, ReVTeX, 4 figures av. on reques

Enhancement of the Two-channel Kondo Effect in Single-Electron boxes

The charging of a quantum box, coupled to a lead by tunneling through a single resonant level, is studied near the degeneracy points of the Coulomb blockade. Combining Wilson's numerical renormalization-group method with perturbative scaling approaches, the corresponding low-energy Hamiltonian is solved for arbitrary temperatures, gate voltages, tunneling rates, and energies of the impurity level. Similar to the case of a weak tunnel barrier, the shape of the charge step is governed at low temperatures by the non-Fermi-liquid fixed point of the two-channel Kondo effect. However, the associated Kondo temperature TK is strongly modified. Most notably, TK is proportional to the width of the level if the transmission through the impurity is close to unity at the Fermi energy, and is no longer exponentially small in one over the tunneling matrix element. Focusing on a particle-hole symmetric level, the two-channel Kondo effect is found to be robust against the inclusion of an on-site repulsion on the level. For a large on-site repulsion and a large asymmetry in the tunneling rates to box and to the lead, there is a sequence of Kondo effects: first the local magnetic moment that forms on the level undergoes single-channel screening, followed by two-channel overscreening of the charge fluctuations inside the box.Comment: 21 pages, 19 figure

Non-Fermi-liquid behavior in the Kondo lattices induced by peculiarities of magnetic ordering and spin dynamics

A scaling consideration of the Kondo lattices is performed with account of singularities in the spin excitation spectral function. It is shown that a non-Fermi-liquid (NFL) behavior between two critical values of the bare $s-f$ coupling constant occurs naturally for complicated magnetic structures with several magnon branches. This may explain the fact that a NFL behavior takes place often in the heavy-fermion systems with peculiar spin dynamics. Another kind of a NFL-like state (with different critical exponents) can occur for simple antiferromagnets with account of magnon damping, and for paramagnets, especially with two-dimensional character of spin fluctuations. The mechanisms proposed lead to some predictions about behavior of specific heat, resistivity, magnetic susceptibility, and anisotropy parameter, which can be verified experimentally.Comment: 16 pages, RevTeX, 4 Postscript figures. Extended versio

On the statistical mechanics of prion diseases

We simulate a two-dimensional, lattice based, protein-level statistical mechanical model for prion diseases (e.g., Mad Cow disease) with concommitant prion protein misfolding and aggregation. Our simulations lead us to the hypothesis that the observed broad incubation time distribution in epidemiological data reflect fluctuation dominated growth seeded by a few nanometer scale aggregates, while much narrower incubation time distributions for innoculated lab animals arise from statistical self averaging. We model `species barriers' to prion infection and assess a related treatment protocol.Comment: 5 Pages, 3 eps figures (submitted to Physical Review Letters

The Heritage Landscape of Plymouth, MA Greenway Planning and Cultural Design

In anticipation of the 400th anniversary of the Pilgrim’s landing in 1620, this studio combined greenway planning and cultural landscape design and interpretation to revitalize the public landscape of Plymouth, Massachusetts and convey the significance of these historic places to visitors and residents. Through the use of landscape research combining GIS data and analysis with historical narratives and maps, this fourteen-week senior BSLA capstone studio developed a regional and town-scale greenway plan along with detailed designs of individual public landscapes in historic downtown Plymouth