1,270 research outputs found

    Microscopic dynamics underlying the anomalous diffusion

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    The time dependent Tsallis statistical distribution describing anomalous diffusion is usually obtained in the literature as the solution of a non-linear Fokker-Planck (FP) equation [A.R. Plastino and A. Plastino, Physica A, 222, 347 (1995)]. The scope of the present paper is twofold. Firstly we show that this distribution can be obtained also as solution of the non-linear porous media equation. Secondly we prove that the time dependent Tsallis distribution can be obtained also as solution of a linear FP equation [G. Kaniadakis and P. Quarati, Physica A, 237, 229 (1997)] with coefficients depending on the velocity, that describes a generalized Brownian motion. This linear FP equation is shown to arise from a microscopic dynamics governed by a standard Langevin equation in presence of multiplicative noise.Comment: 4 pag. - no figures. To appear on Phys. Rev. E 62, September 200

    H-Theorem and Generalized Entropies Within the Framework of Non Linear Kinetics

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    In the present effort we consider the most general non linear particle kinetics within the framework of the Fokker-Planck picture. We show that the kinetics imposes the form of the generalized entropy and subsequently we demonstrate the H-theorem. The particle statistical distribution is obtained, both as stationary solution of the non linear evolution equation and as the state which maximizes the generalized entropy. The present approach allows to treat the statistical distributions already known in the literature in a unifying scheme. As a working example we consider the kinetics, constructed by using the Îș\kappa-exponential exp⁥{Îș}(x)=(1+Îș2x2+Îșx)1/Îș\exp_{_{\{\kappa\}}}(x)= (\sqrt{1+\kappa^2x^2}+\kappa x)^{1/\kappa} recently proposed which reduces to the standard exponential as the deformation parameter Îș\kappa approaches to zero and presents the relevant power law asymptotic behaviour exp⁥{Îș}(x)xâˆŒâ†’Â±âˆžâˆŁ2Îșx∣±1/∣Îș∣\exp_{_{\{\kappa\}}}(x){\atop\stackrel\sim x\to \pm \infty}|2\kappa x|^{\pm 1/|\kappa|}. The Îș\kappa-kinetics obeys the H-theorem and in the case of Brownian particles, admits as stationary state the distribution f=Z−1exp⁥{Îș}[−(ÎČmv2/2−Ό)]f=Z^{-1}\exp_{_{\{\kappa\}}}[-(\beta mv^2/2-\mu)] which can be obtained also by maximizing the entropy SÎș=∫dnv[c(Îș)f1+Îș+c(−Îș)f1−Îș]S_{\kappa}=\int d^n v [ c(\kappa)f^{1+\kappa}+c(-\kappa)f^{1-\kappa}] with c(Îș)=−ZÎș/[2Îș(1+Îș)]c(\kappa)=-Z^{\kappa}/ [2\kappa(1+\kappa)] after properly constrained.Comment: To appear in Phys. Lett.

    Promoting fairness in Sheffield

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    In the light of growing inequalities, several urban areas in the UK established Fairness Commissions between 2010 and 2013. In one of these areas, Sheffield, there was an attempt to do something different and innovative. Sheffield on average was, and remains one of the least deprived major cities in England, but also one of the most unequal. Following the publication of the Commission’s report which included an analysis of evidence and 90 recommendations, Sheffield responded by pursuing a number of city-wide initiatives involving different stakeholders. These included monitoring progress towards a fairer city, action on the living wage, a city-wide campaign to promote Sheffield as the fairest city, and ‘Sheffield Money’ to provide support for those households facing financial exclusion. The continuation of austerity measures still creates severe challenges to the ambitions and work of the Sheffield Fairness Commission, but experiences have shown how leadership through example and the co-production of an active campaign can give articulation to a shared desire to address injustices in the city

    Liver transplantation for arteriohepatic dysplasia (Alagille's syndrome)

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    Thirteen out of 268 children (<18 years old) underwent hepatic transplantation (OLT) for end-stage liver disease (ESLD) associated with arteriohepatic dysplasia (AHD). Seven children are alive and well with normal liver function. Six children died, four within 11 days of the operation and the other two at 4 and 10 months after the OLT. Vascular complications with associated septicemia were responsible for the deaths of three children. Two died of heart failure and circulatory collapse, secondary to pulmonary hypertension and congenital heart disease. The remaining patient died of overwhelming sepsis not associated with technical complications. Seven patients had a portoenterostomy or portocholecystostomy early in life; five of these died after the OLT. Severe cardiovascular abnormalities in some of our patients suggest that complete hemodynamic monitoring with invasive studies should be performed in all patients with AHD, especially in cases of documented hypertrophy of the right ventricle. The improved quality of life in our surviving patients confirms the validity of OLT as a treatment of choice in cases of ESLD due to AHD. © 1992 Springer-Verlag

    Volatility Effects on the Escape Time in Financial Market Models

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    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

    Impact of the Wiggler Coherent Synchrotron Radiation Impedance on the Beam Instability

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    Coherent Synchrotron Radiation (CSR) can play an important role by not only increasing the energy spread and emittance of a beam, but also leading to a potential instability. Previous studies of the CSR induced longitudinal instability were carried out for the CSR impedance due to dipole magnets. However, many storage rings include long wigglers where a large fraction of the synchrotron radiation is emitted. This includes high-luminosity factories such as DAPHNE, PEP-II, KEK-B, and CESR-C as well as the damping rings of future linear colliders. In this paper, the instability due to the CSR impedance from a wiggler is studied assuming a large wiggler parameter KK. The primary consideration is a low frequency microwave-like instability, which arises near the pipe cut-off frequency. Detailed results are presented on the growth rate and threshold for the damping rings of several linear collider designs. Finally, the optimization of the relative fraction of damping due to the wiggler systems is discussed for the damping rings.Comment: 10 pages, 7 figure

    Corrigendum: RNA Polymerase III, Ageing and Longevity

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    [This corrects the article DOI: 10.3389/fgene.2021.705122.]

    Multiplicative noise: A mechanism leading to nonextensive statistical mechanics

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    A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on S1≡−k∫dup(u)ln⁥p(u)S_1\equiv -k \int du p(u) \ln p(u)). Similarly, other classes of models point toward nonextensive statistical mechanics (based on Sq≡k[1−∫du[p(u)]q]/[q−1]S_q \equiv k [1-\int du [p(u)]^q]/[q-1], where the value of the entropic index q∈ℜq\in\Re depends on the specific model). We show here a family of models, with multiplicative noise, which belongs to the nonextensive class. More specifically, we consider Langevin equations of the type u˙=f(u)+g(u)Ο(t)+η(t)\dot{u}=f(u)+g(u)\xi(t)+\eta(t), where Ο(t)\xi(t) and η(t)\eta(t) are independent zero-mean Gaussian white noises with respective amplitudes MM and AA. This leads to the Fokker-Planck equation ∂tP(u,t)=−∂u[f(u)P(u,t)]+M∂u{g(u)∂u[g(u)P(u,t)]}+A∂uuP(u,t)\partial_t P(u,t) = -\partial_u[f(u) P(u,t)] + M\partial_u\{g(u)\partial_u[g(u)P(u,t)]\} + A\partial_{uu}P(u,t). Whenever the deterministic drift is proportional to the noise induced one, i.e., f(u)=−τg(u)gâ€Č(u)f(u) =-\tau g(u) g'(u), the stationary solution is shown to be P(u,∞)∝{1−(1−q)ÎČ[g(u)]2}11−qP(u, \infty) \propto \bigl\{1-(1-q) \beta [g(u)]^2 \bigr\}^{\frac{1}{1-q}} (with qâ‰ĄÏ„+3Mτ+Mq \equiv \frac{\tau + 3M}{\tau+M} and ÎČ=τ+M2A\beta=\frac{\tau+M}{2A}). This distribution is precisely the one optimizing SqS_q with the constraint q≡{∫du[g(u)]2[P(u)]q}/{∫du[P(u)]q}=_q \equiv \{\int du [g(u)]^2[P(u)]^q \}/ \{\int du [P(u)]^q \}= constant. We also introduce and discuss various characterizations of the width of the distributions.Comment: 3 PS figure

    Pricing Exotic Options in a Path Integral Approach

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    In the framework of Black-Scholes-Merton model of financial derivatives, a path integral approach to option pricing is presented. A general formula to price European path dependent options on multidimensional assets is obtained and implemented by means of various flexible and efficient algorithms. As an example, we detail the cases of Asian, barrier knock out, reverse cliquet and basket call options, evaluating prices and Greeks. The numerical results are compared with those obtained with other procedures used in quantitative finance and found to be in good agreement. In particular, when pricing at-the-money and out-of-the-money options, the path integral approach exhibits competitive performances.Comment: 21 pages, LaTeX, 3 figures, 6 table
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