3,355 research outputs found

    On the Gaussian approximation for master equations

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    We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach (the fact that the probability distribution is Gaussian at first order). We analyze the scaling of the error with a large parameter of the system and compare it with van Kampen's method. Our theoretical analysis and the study of several examples shows that the Gaussian approximation turns out to be more accurate. This could be specially important for problems involving stochastic processes in systems with a small number of particles

    On the effect of heterogeneity in stochastic interacting-particle systems

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    We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show that particle heterogeneity can enhance or decrease the collective fluctuations depending on the system, and that it is possible to infer the degree and the form of the heterogeneity distribution in the system by measuring only global variables and their fluctuations

    Exact solution of a stochastic protein dynamics model with delayed degradation

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    We study a stochastic model of protein dynamics that explicitly includes delay in the degradation. We rigorously derive the master equation for the processes and solve it exactly. We show that the equations for the mean values obtained differ from others intuitively proposed and that oscillatory behavior is not possible in this system. We discuss the calculation of correlation functions in stochastic systems with delay, stressing the differences with Markovian processes. The exact results allow to clarify the interplay between stochasticity and delay

    A completeness-like relation for Bessel functions

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    Completeness relations are associated through Mercer's theorem to complete orthonormal basis of square integrable functions, and prescribe how a Dirac delta function can be decomposed into basis of eigenfunctions of a Sturm-Liouville problem. We use Gegenbauer's addition theorem to prove a relation very close to a completeness relation, but for a set of Bessel functions not known to form a complete basis in L2[0,1]L^2[0, 1]

    Ordering dynamics in the voter model with aging

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    The voter model with memory-dependent dynamics is theoretically and numerically studied at the mean-field level. The `internal age', or time an individual spends holding the same state, is added to the set of binary states of the population, such that the probability of changing state (or activation probability pip_i) depends on this age. A closed set of integro-differential equations describing the time evolution of the fraction of individuals with a given state and age is derived, and from it analytical results are obtained characterizing the behavior of the system close to the absorbing states. In general, different age-dependent activation probabilities have different effects on the dynamics. When the activation probability pip_i is an increasing function of the age ii, the system reaches a steady state with coexistence of opinions. In the case of aging, with pip_i being a decreasing function, either the system reaches consensus or it gets trapped in a frozen state, depending on the value of p∞p_\infty (zero or not) and the velocity of pip_i approaching p∞p_\infty. Moreover, when the system reaches consensus, the time ordering of the system can be exponential (p∞>0p_\infty>0) or power-law like (p∞=0p_\infty=0). Exact conditions for having one or another behavior, together with the equations and explicit expressions for the exponents, are provided

    The Project Scheduling Problem with Non-Deterministic Activities Duration: A Literature Review

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    Purpose: The goal of this article is to provide an extensive literature review of the models and solution procedures proposed by many researchers interested on the Project Scheduling Problem with nondeterministic activities duration. Design/methodology/approach: This paper presents an exhaustive literature review, identifying the existing models where the activities duration were taken as uncertain or random parameters. In order to get published articles since 1996, was employed the Scopus database. The articles were selected on the basis of reviews of abstracts, methodologies, and conclusions. The results were classified according to following characteristics: year of publication, mathematical representation of the activities duration, solution techniques applied, and type of problem solved. Findings: Genetic Algorithms (GA) was pointed out as the main solution technique employed by researchers, and the Resource-Constrained Project Scheduling Problem (RCPSP) as the most studied type of problem. On the other hand, the application of new solution techniques, and the possibility of incorporating traditional methods into new PSP variants was presented as research trends. Originality/value: This literature review contents not only a descriptive analysis of the published articles but also a statistical information section in order to examine the state of the research activity carried out in relation to the Project Scheduling Problem with non-deterministic activities duration.Peer Reviewe

    Zeolite phi: a physical mixture of chabazite and offretite

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    Zeolite Phi is synthesized by two methods reported previously. Results from X-ray powder diffraction and scanning electron microscopy suggest that the materials are physical mixtures of chabazite and offretite; one sample has a small amount of phillipsite. The X-ray powder diffraction data from these samples, and those reported previously, are indexed and their unit-cell parameters compare well to those obtained from a physical mixture of chabazite and offretite. These samples show multiple particle morphologies that are indicative of physical mixtures. Zeolite Phi is concluded to be a physical mixture of chabazite and offretite and we suggest that the use of the name zeolite Phi be discontinued
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