13,015 research outputs found
Triangular anisotropies in Driven Diffusive Systems: reconciliation of Up and Down
Deterministic coarse-grained descriptions of driven diffusive systems (DDS)
have been hampered by apparent inconsistencies with kinetic Ising models of
DDS. In the evolution towards the driven steady-state, ``triangular''
anisotropies in the two systems point in opposite directions with respect to
the drive field. We show that this is non-universal behavior in the sense that
the triangular anisotropy ``flips'' with local modifications of the Ising
interactions. The sign and magnitude of the triangular anisotropy also vary
with temperature. We have also flipped the anisotropy of coarse-grained models,
though not yet at the latest stages of evolution. Our results illustrate the
comparison of deterministic coarse-grained and stochastic Ising DDS studies to
identify universal phenomena in driven systems. Coarse-grained systems are
particularly attractive in terms of analysis and computational efficiency.Comment: 6 pages, 7 figure
Dynamic game of offending and law enforcement: a stochastic extension
This article provides an extension of the Fend-Feichtinger-Tragler dynamic game of offending and law enforcement to a stochastic framework. This allows the analysis to reflect actual crime statistics which displays randomness in its distribution. Stochastic paths of crimes are derived. The asymptotic stationary distribution of crime records is also obtained. © 2010 World Scientific Publishing Company.postprin
Models of Financial Markets with Extensive Participation Incentives
We consider models of financial markets in which all parties involved find
incentives to participate. Strategies are evaluated directly by their virtual
wealths. By tuning the price sensitivity and market impact, a phase diagram
with several attractor behaviors resembling those of real markets emerge,
reflecting the roles played by the arbitrageurs and trendsetters, and including
a phase with irregular price trends and positive sums. The positive-sumness of
the players' wealths provides participation incentives for them. Evolution and
the bid-ask spread provide mechanisms for the gain in wealth of both the
players and market-makers. New players survive in the market if the
evolutionary rate is sufficiently slow. We test the applicability of the model
on real Hang Seng Index data over 20 years. Comparisons with other models show
that our model has a superior average performance when applied to real
financial data.Comment: 17 pages, 16 figure
A Chemical and Enzymatic Approach to Study Site-Specific Sumoylation.
A variety of cellular pathways are regulated by protein modifications with ubiquitin-family proteins. SUMO, the Small Ubiquitin-like MOdifier, is covalently attached to lysine on target proteins via a cascade reaction catalyzed by E1, E2, and E3 enzymes. A major barrier to understanding the diverse regulatory roles of SUMO has been a lack of suitable methods to identify protein sumoylation sites. Here we developed a mass-spectrometry (MS) based approach combining chemical and enzymatic modifications to identify sumoylation sites. We applied this method to analyze the auto-sumoylation of the E1 enzyme in vitro and compared it to the GG-remnant method using Smt3-I96R as a substrate. We further examined the effect of smt3-I96R mutation in vivo and performed a proteome-wide analysis of protein sumoylation sites in Saccharomyces cerevisiae. To validate these findings, we confirmed several sumoylation sites of Aos1 and Uba2 in vivo. Together, these results demonstrate that our chemical and enzymatic method for identifying protein sumoylation sites provides a useful tool and that a combination of methods allows a detailed analysis of protein sumoylation sites
Multiple and fractional voltage conversion ratios for switched-capacitor resonant converters
Author name used in this publication: Y. P. B. YeungAuthor name used in this publication: K. W. E. ChengAuthor name used in this publication: D. SutantoPower Electronics Research Centre, Department of Electrical EngineeringRefereed conference paper2000-2001 > Academic research: refereed > Refereed conference paperVersion of RecordPublishe
Market uncertainty and sentiment, and the post-earnings announcement drift
The post-earnings announcement drift (PEAD) first identified over 40 years ago seems to be as much alive today as it ever was. Numerous attempts have been made to explain its continued existence. In this paper we provide evidence to support a new explanation: that the PEAD is a reflection of the level of market uncertainty and sentiment that prevails during the post-announcement period. The finding that uncertainty plays a role in explaining how investors respond to information suggests that it should be included as a factor in pricing models while the fact that market sentiment also has a role is another instance of the importance of human behaviour in establishing price
Analytical Blowup Solutions to the Pressureless Navier-Stokes-Poisson Equations with Density-dependent Viscosity in R^N
We study the N-dimensional pressureless Navier--Stokes-Poisson equations with
density-dependent viscosity. With the extension of the blowup solutions for the
Euler-Poisson equations, the analytical blowup solutions,in radial symmetry, in
R^N are constructed.Comment: 12 Pages, more detail in the introduction to explain the validity of
the mode
High temperature behaviour of magnetron sputtered nanocrystalline titanium aluminium nitride coatings
This paper is to study the thermal stability of nanocrystalline ternary nitride coatings at elevated temperatures. Nanocrystalline titanium aluminium nitride coatings were produced by reactive magnetron co-sputtering on glass substrates and AISI H13 tool steel substrates with nitrogen pressures of 0.4 and 0.65 mTorr (0.053 and 0.086 Pa) respectively. Heat treatment was applied to the coatings at temperatures up to 1000C. It was found that an unexpected grain refinement occurred in the coatings deposited at 0.4 mTorr nitrogen pressure after the heat treatment. a stronger development of TiN(TiAIN (200) component was also evident at temperatures above 800C. With a finer and densified grain struicture, the hardness of the coatings increased substantially from ~1700 to 2300HV
Autonomous frequency domain identification: Theory and experiment
The analysis, design, and on-orbit tuning of robust controllers require more information about the plant than simply a nominal estimate of the plant transfer function. Information is also required concerning the uncertainty in the nominal estimate, or more generally, the identification of a model set within which the true plant is known to lie. The identification methodology that was developed and experimentally demonstrated makes use of a simple but useful characterization of the model uncertainty based on the output error. This is a characterization of the additive uncertainty in the plant model, which has found considerable use in many robust control analysis and synthesis techniques. The identification process is initiated by a stochastic input u which is applied to the plant p giving rise to the output. Spectral estimation (h = P sub uy/P sub uu) is used as an estimate of p and the model order is estimated using the produce moment matrix (PMM) method. A parametric model unit direction vector p is then determined by curve fitting the spectral estimate to a rational transfer function. The additive uncertainty delta sub m = p - unit direction vector p is then estimated by the cross spectral estimate delta = P sub ue/P sub uu where e = y - unit direction vectory y is the output error, and unit direction vector y = unit direction vector pu is the computed output of the parametric model subjected to the actual input u. The experimental results demonstrate the curve fitting algorithm produces the reduced-order plant model which minimizes the additive uncertainty. The nominal transfer function estimate unit direction vector p and the estimate delta of the additive uncertainty delta sub m are subsequently available to be used for optimization of robust controller performance and stability
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