520 research outputs found

    Fluctuation-enhanced frequency mixing in a nonlinear micromechanical oscillator

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    We study noise-enhanced frequency mixing in an underdamped micromechanical torsional oscillator. The oscillator is electrostatically driven into bistability by a strong, periodic voltage at frequency ωd\omega_d. A second, weak ac voltage is applied at a frequency ω\omega close to ωd\omega_d. Due to nonlinearity in the system, vibrations occur at both ω\omega and 2ωdω2\omega_d-\omega. White noise is injected into the excitation, allowing the system to occasionally overcome the activation barrier and switch between the two states. At the primary drive frequency where the occupations of the two states are approximately equal, we observe noise-induced enhancement of the oscillation amplitudes at both ω\omega and the down-converted frequency 2ωdω2\omega_d-\omega, in agreement with theoretical predictions. Such enhancement occurs as a result of the noise-induced interstate transitions becoming synchronous with the beating between the two driving frequencies.Comment: 4 pages 5 figure

    Paths of fluctuation induced switching

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    We demonstrate that the paths followed by a system in fluctuation-activated switching form a narrow tube in phase space. A theory of the path distribution is developed and its direct measurement is performed in a micromechanical oscillator. The experimental and theoretical results are in excellent agreement, with no adjustable parameters. We also demonstrate the lack of time-reversal symmetry in switching of systems far from thermal equilibrium.Comment: Accepted to Phys. Rev. Let

    Patterns and Collective Behavior in Granular Media: Theoretical Concepts

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    Granular materials are ubiquitous in our daily lives. While they have been a subject of intensive engineering research for centuries, in the last decade granular matter attracted significant attention of physicists. Yet despite a major efforts by many groups, the theoretical description of granular systems remains largely a plethora of different, often contradicting concepts and approaches. Authors give an overview of various theoretical models emerged in the physics of granular matter, with the focus on the onset of collective behavior and pattern formation. Their aim is two-fold: to identify general principles common for granular systems and other complex non-equilibrium systems, and to elucidate important distinctions between collective behavior in granular and continuum pattern-forming systems.Comment: Submitted to Reviews of Modern Physics. Full text with figures (2Mb pdf) avaliable at http://mti.msd.anl.gov/AransonTsimringReview/aranson_tsimring.pdf Community responce is appreciated. Comments/suggestions send to [email protected]

    Diverse Beliefs and Time Variability of Risk Premia

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    Why do risk premia vary over time? We examine this problem theoretically and empirically by studying the effect of market belief on risk premia. Individual belief is taken as a fundamental primitive state variable. Market belief is observable; it is central to the empirical evaluation and we show how to measure it. Our asset pricing model is familiar from the noisy REE literature but we adapt it to an economy with diverse beliefs. We derive equilibrium asset prices and implied risk premium. Our approach permits a closed form solution of prices; hence we trace the exact effect of market belief on the time variability of asset prices and risk premia. We test empirically the theoretical conclusions. Our main result is that, above the effect of business cycles on risk premia, fluctuations in market belief have significant independent effect on the time variability of risk premia. We study the premia on long positions in Federal Funds Futures, 3- and 6-month Treasury Bills (T-Bills). The annual mean risk premium on holding such assets for 1-12 months is about 40-60 basis points and we find that, on average, the component of market belief in the risk premium exceeds 50% of the mean. Since time variability of market belief is large, this component frequently exceeds 50% of the mean premium. This component is larger the shorter is the holding period of an asset and it dominates the premium for very short holding returns of less than 2 months. As to the structure of the premium we show that when the market holds abnormally favorable belief about the future payoff of an asset the market views the long position as less risky hence the risk premium on that asset declines. More generally, periods of market optimism (i.e. "bull" markets) are shown to be periods when the market risk premium is low while in periods of pessimism (i.e. "bear" markets) the market's risk premium is high. Fluctuations in risk premia are thus inversely related to the degree of market optimism about future prospects of asset payoffs. This effect is strong and economically very significant

    The North American tree-ring fire-scar network

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    Fire regimes in North American forests are diverse and modern fire records are often too short to capture important patterns, trends, feedbacks, and drivers of variability. Tree-ring fire scars provide valuable perspectives on fire regimes, including centuries-long records of fire year, season, frequency, severity, and size. Here, we introduce the newly compiled North American tree-ring fire-scar network (NAFSN), which contains 2562 sites, >37,000 fire-scarred trees, and covers large parts of North America. We investigate the NAFSN in terms of geography, sample depth, vegetation, topography, climate, and human land use. Fire scars are found in most ecoregions, from boreal forests in northern Alaska and Canada to subtropical forests in southern Florida and Mexico. The network includes 91 tree species, but is dominated by gymnosperms in the genus Pinus. Fire scars are found from sea level to >4000-m elevation and across a range of topographic settings that vary by ecoregion. Multiple regions are densely sampled (e.g., >1000 fire-scarred trees), enabling new spatial analyses such as reconstructions of area burned. To demonstrate the potential of the network, we compared the climate space of the NAFSN to those of modern fires and forests; the NAFSN spans a climate space largely representative of the forested areas in North America, with notable gaps in warmer tropical climates. Modern fires are burning in similar climate spaces as historical fires, but disproportionately in warmer regions compared to the historical record, possibly related to under-sampling of warm subtropical forests or supporting observations of changing fire regimes. The historical influence of Indigenous and non-Indigenous human land use on fire regimes varies in space and time. A 20th century fire deficit associated with human activities is evident in many regions, yet fire regimes characterized by frequent surface fires are still active in some areas (e.g., Mexico and the southeastern United States). These analyses provide a foundation and framework for future studies using the hundreds of thousands of annually- to sub-annually-resolved tree-ring records of fire spanning centuries, which will further advance our understanding of the interactions among fire, climate, topography, vegetation, and humans across North America
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