Parallel dynamics of the asymmetric extremely diluted Ashkin-Teller neural network

The parallel dynamics of the asymmetric extremely diluted Ashkin-Teller neural network is studied using signal-to-noise analysis techniques. Evolution equations for the order parameters are derived, both at zero and finite temperature. The retrieval properties of the network are discussed in terms of the four-spin coupling strength and the temperature. It is shown that the presence of a four-spin coupling enhances the retrieval quality.Comment: 6 pages, 2 eps figure

A solvable model of the genesis of amino-acid sequences via coupled dynamics of folding and slow genetic variation

We study the coupled dynamics of primary and secondary structure formation (i.e. slow genetic sequence selection and fast folding) in the context of a solvable microscopic model that includes both short-range steric forces and and long-range polarity-driven forces. Our solution is based on the diagonalization of replicated transfer matrices, and leads in the thermodynamic limit to explicit predictions regarding phase transitions and phase diagrams at genetic equilibrium. The predicted phenomenology allows for natural physical interpretations, and finds satisfactory support in numerical simulations.Comment: 51 pages, 13 figures, submitted to J. Phys.

Diluted neural networks with adapting and correlated synapses

We consider the dynamics of diluted neural networks with clipped and adapting synapses. Unlike previous studies, the learning rate is kept constant as the connectivity tends to infinity: the synapses evolve on a time scale intermediate between the quenched and annealing limits and all orders of synaptic correlations must be taken into account. The dynamics is solved by mean-field theory, the order parameter for synapses being a function. We describe the effects, in the double dynamics, due to synaptic correlations.Comment: 6 pages, 3 figures. Accepted for publication in PR

Zero-field incommensurate spin-Peierls phase with interchain frustration in TiOCl

We report on the magnetic, thermodynamic and optical properties of the quasi-one-dimensional quantum antiferromagnets TiOCl and TiOBr, which have been discussed as spin-Peierls compounds. The observed deviations from canonical spin-Peierls behavior, e.g. the existence of two distinct phase transitions, have been attributed previously to strong orbital fluctuations. This can be ruled out by our optical data of the orbital excitations. We show that the frustration of the interchain interactions in the bilayer structure gives rise to incommensurate order with a subsequent lock-in transition to a commensurate dimerized state. In this way, a single driving force, the spin-Peierls mechanism, induces two separate transitions.Comment: 4 pages, 4 figure

Hierarchical Self-Programming in Recurrent Neural Networks

We study self-programming in recurrent neural networks where both neurons (the `processors') and synaptic interactions (`the programme') evolve in time simultaneously, according to specific coupled stochastic equations. The interactions are divided into a hierarchy of $L$ groups with adiabatically separated and monotonically increasing time-scales, representing sub-routines of the system programme of decreasing volatility. We solve this model in equilibrium, assuming ergodicity at every level, and find as our replica-symmetric solution a formalism with a structure similar but not identical to Parisi's $L$-step replica symmetry breaking scheme. Apart from differences in details of the equations (due to the fact that here interactions, rather than spins, are grouped into clusters with different time-scales), in the present model the block sizes $m_i$ of the emerging ultrametric solution are not restricted to the interval $[0,1]$, but are independent control parameters, defined in terms of the noise strengths of the various levels in the hierarchy, which can take any value in [0,\infty\ket. This is shown to lead to extremely rich phase diagrams, with an abundance of first-order transitions especially when the level of stochasticity in the interaction dynamics is chosen to be low.Comment: 53 pages, 19 figures. Submitted to J. Phys.

The XY Spin-Glass with Slow Dynamic Couplings

We investigate an XY spin-glass model in which both spins and couplings evolve in time: the spins change rapidly according to Glauber-type rules, whereas the couplings evolve slowly with a dynamics involving spin correlations and Gaussian disorder. For large times the model can be solved using replica theory. In contrast to the XY-model with static disordered couplings, solving the present model requires two levels of replicas, one for the spins and one for the couplings. Relevant order parameters are defined and a phase diagram is obtained upon making the replica-symmetric Ansatz. The system exhibits two different spin-glass phases, with distinct de Almeida-Thouless lines, marking continuous replica-symmetry breaking: one describing freezing of the spins only, and one describing freezing of both spins and couplings.Comment: 7 pages, Latex, 3 eps figure

Organization and functioning of liberalized electricity markets: An overview of the Dutch market

Abstract In this paper, we examine the organization and the functioning of the Dutch electricity market. First we describe the organization of the Dutch electricity supply chain and the role of the main market participants including the transmission system operator, distribution system operators, program responsible parties and metering companies. We then describe the organization of financial trading and clearing mechanism of electricity through the organized futures exchange (The European Energy Derivatives Exchange), and the spot market (Amsterdam Power Exchange) which includes the day-ahead market and intra-day markets. We also detail the functioning of the imbalance market and reserve capacity management in the Netherlands. Through a set of numerical analysis, we provide an exploratory analysis of the APX day-ahead spot prices and the real-time imbalance prices using electricity price data from 2002 to 2013. We observe the price spikes both in the day-ahead and imbalance markets usually occur around 6-10 AM and 5-7 PM. We also observe that in the imbalance market system overages happen significantly more often than shortages pointing out that the market tends to buy more than what is demanded. This could be explained by the risk attitude of the market participants in the imbalance market. © 2015 Elsevier Ltd