Particle ejection during mergers of dark matter halos

Dark matter halos are built from accretion and merging. During merging some of the dark matter particles may be ejected with velocities higher than the escape velocity. We use both N-body simulations and single-particle smooth-field simulations to demonstrate that rapid changes to the mean field potential are responsible for such ejection, and in particular that dynamical friction plays no significant role in it. Studying a range of minor mergers, we find that typically between 5-15% of the particles from the smaller of the two merging structures are ejected. We also find that the ejected particles originate essentially from the small halo, and more specifically are particles in the small halo which pass later through the region in which the merging occurs.Comment: 18 pages, 12 figures. Accepted for publication in JCA

Perturbation Theory for Fractional Brownian Motion in Presence of Absorbing Boundaries

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H unequal 1/2, x(t) is a non-Markovian process. Here we study x(t) in presence of an absorbing boundary at the origin and focus on the probability density P(x,t) for the process to arrive at x at time t, starting near the origin at time 0, given that it has never crossed the origin. It has a scaling form P(x,t) ~ R(x/t^H)/t^H. Our objective is to compute the scaling function R(y), which up to now was only known for the Markov case H=1/2. We develop a systematic perturbation theory around this limit, setting H = 1/2 + epsilon, to calculate the scaling function R(y) to first order in epsilon. We find that R(y) behaves as R(y) ~ y^phi as y -> 0 (near the absorbing boundary), while R(y) ~ y^gamma exp(-y^2/2) as y -> oo, with phi = 1 - 4 epsilon + O(epsilon^2) and gamma = 1 - 2 epsilon + O(epsilon^2). Our epsilon-expansion result confirms the scaling relation phi = (1-H)/H proposed in Ref. [28]. We verify our findings via numerical simulations for H = 2/3. The tools developed here are versatile, powerful, and adaptable to different situations.Comment: 16 pages, 8 figures; revised version 2 adds discussion on spatial small-distance cutof

Estimating surplus production and maximum sustainable yield from biomass data when catch and effort time series are not available

In order to describe a simple method of estimating maximum sustainable yield (MSY), we first demonstrate that the parameters of the two well-known surplus production models of Schaefer and Fox can be expressed in terms of fishing mortality that yields maximum sustainable yield (FMSY), annual yield and mean biomass. If FMSY is known, or alternatively, is assumed to be some specified function of a known natural mortality rate, it thereby becomes possible to estimate MSY and describe the surplus production function even when the data are limited to one year of estimates for catch and mean biomass. The method is compared to other simple methods for estimating MSY and its potential application is discussed. (Résumé d'auteur

Comment on "Mean First Passage Time for Anomalous Diffusion"

We correct a previously erroneous calculation [Phys. Rev. E 62, 6065 (2000)] of the mean first passage time of a subdiffusive process to reach either end of a finite interval in one dimension. The mean first passage time is in fact infinite.Comment: To appear in Phys. Rev.

The problem of analytical calculation of barrier crossing characteristics for Levy flights

By using the backward fractional Fokker-Planck equation we investigate the barrier crossing event in the presence of Levy noise. After shortly review recent results obtained with different approaches on the time characteristics of the barrier crossing, we derive a general differential equation useful to calculate the nonlinear relaxation time. We obtain analytically the nonlinear relaxation time for free Levy flights and a closed expression in quadrature of the same characteristics for cubic potential.Comment: 12 pages, 2 figures, presented at 5th International Conference on Unsolved Problems on Noise, Lyon, France, 2008, to appear in J. Stat. Mech.: Theory and Experimen

Survival of a Diffusing Particle in a Transverse Shear Flow: A First-Passage Problem with Continuously Varying Persistence Exponent

We consider a particle diffusing in the y-direction, dy/dt=\eta(t), subject to a transverse shear flow in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We treat the class of models defined by f(y) = \pm v_{\pm}(\pm y)^\alpha where the upper (lower) sign refers to y>0 (y<0). We show that the particle survives with probability Q(t) \sim t^{-\theta} with \theta = 1/4, independent of \alpha, if v_{+}=v_{-}. If v_{+} \ne v_{-}, however, we show that \theta depends on both \alpha and the ratio v_{+}/v_{-}, and we determine this dependence.Comment: 4 page

A note on the development of a new software package, the FAO-ICLARM stock assessment tools (FiSAT)

FiSAT (computer programme), Stock assessment, Computer programs

Asymptotic behavior of self-affine processes in semi-infinite domains

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical simulations, we present a conjecture that provides a link between the persistence exponent $\theta$ and the Hurst exponent $H$ of the process, thus sheding light on the spatial and temporal features of translocation. Furthermore, we show that this conjecture applies more generally to a broad class of self affine processes undergoing anomalous diffusion in bounded domains, and we discuss some significant examples.Comment: 4 pages, 3 figures; to be published in Phys. Rev. Let

Generalized persistence exponents: an exactly soluble model

It was recently realized that the persistence exponent appearing in the dynamics of nonequilibrium systems is a special member of a continuously varying family of exponents, describing generalized persistence properties. We propose and solve a simplified model of coarsening, where time intervals between spin flips are independent, and distributed according to a L\'evy law. Both the limit distribution of the mean magnetization and the generalized persistence exponents are obtained exactly.Comment: 4 pages, 3 figures Submitted to PR

Record statistics for biased random walks, with an application to financial data

We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Ziff and is well understood. Unlike the case of symmetric jump distributions, in the asymmetric case the statistics of records depends on the choice of the jump distribution. We compute the record rate $P_n(c)$, defined as the probability for the $n$th value to be larger than all previous values, for a Gaussian jump distribution with standard deviation $\sigma$ that is shifted by a constant drift $c$. For small drift, in the sense of $c/\sigma \ll n^{-1/2}$, the correction to $P_n(c)$ grows proportional to arctan$(\sqrt{n})$ and saturates at the value $\frac{c}{\sqrt{2} \sigma}$. For large $n$ the record rate approaches a constant, which is approximately given by $1-(\sigma/\sqrt{2\pi}c)\textrm{exp}(-c^2/2\sigma^2)$ for $c/\sigma \gg 1$. These asymptotic results carry over to other continuous jump distributions with finite variance. As an application, we compare our analytical results to the record statistics of 366 daily stock prices from the Standard & Poors 500 index. The biased random walk accounts quantitatively for the increase in the number of upper records due to the overall trend in the stock prices, and after detrending the number of upper records is in good agreement with the symmetric random walk. However the number of lower records in the detrended data is significantly reduced by a mechanism that remains to be identified.Comment: 16 pages, 7 figure