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    Wyświetlanie 1-13 z 13
    Tytuł:
    Effect of Stochastic Dynamics on the Nuclear Magnetic Resonance in a Field Gradient
    Autorzy:
    Tóthová, J.
    Lisý, V.
    Powiązania:
    https://bibliotekanauki.pl/articles/1032635.pdf
    Data publikacji:
    2017-04
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    76.60.-k
    76.60.Lz
    05.40.-a
    05.10.Gg
    Opis:
    In the present contribution, the attenuation function S(t) for an ensemble of spins in a magnetic-field gradient is calculated through an accumulation of the phase shifts in the rotating frame resulting from the changes of the particle displacements. The found S(t) is applicable for any kind of the stochastic motion of spins, including their non-Markovian dynamics with memory. Depending on the considered system, both the classical expressions valid for normal diffusion at long times and new formulae for the short-time Brownian motion can be obtained. Our method is also applicable to the NMR pulse sequences based on the refocusing principle. This is demonstrated by describing the spin echo experiment developed by Hahn.
    Źródło:
    Acta Physica Polonica A; 2017, 131, 4; 1111-1113
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Interplay between endogenous and exogenous fluctuations in financial markets
    Autorzy:
    Gontis, V.
    Powiązania:
    https://bibliotekanauki.pl/articles/1075435.pdf
    Data publikacji:
    2016-05
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    89.75.Da
    05.10.Gg
    05.40.-a
    05.45.Tp
    Opis:
    We address microscopic, agent based, and macroscopic, stochastic, modeling of the financial markets combining it with the exogenous noise. The interplay between the endogenous dynamics of agents and the exogenous noise is the primary mechanism responsible for the observed long-range dependence and statistical properties of high volatility return intervals. By exogenous noise we mean information flow or/and order flow fluctuations. Numerical results based on the proposed model reveal that the exogenous fluctuations have to be considered as indispensable part of comprehensive modeling of the financial markets.
    Źródło:
    Acta Physica Polonica A; 2016, 129, 5; 1023-1031
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Research of Particle Transport with External Driving Force and Entropy Barrier
    Autorzy:
    Li, S.
    Zhang, Z.
    Chen, D.
    Powiązania:
    https://bibliotekanauki.pl/articles/1398914.pdf
    Data publikacji:
    2016-06
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.40.Jc
    05.40.-a
    05.10.Gg
    05.60.Cd
    Opis:
    Transport of Brownian particle moving along a three-dimensional throat-like channel is investigated in the presence of an external constant force. The solution of the Fick-Jacobs equation in the situation is solved, and the probability current density and particle current describing the motion of particle are obtained. It is found that entropy barrier and external force can reverse the direction of particle current. The motion of Brownian particle can be tuned by the entropy barrier and the external force.
    Źródło:
    Acta Physica Polonica A; 2016, 129, 6; 1105-1108
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Effect of Magnetic Field on the Fluctuations of Charged Oscillators in Viscoelastic Fluids
    Autorzy:
    Lisý, V.
    Tóthová, J.
    Powiązania:
    https://bibliotekanauki.pl/articles/1202353.pdf
    Data publikacji:
    2014-07
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.40.Jc
    05.10.Gg
    75.47.-m
    82.70.Dd
    Opis:
    In the present work the generalized Langevin equation is solved for the motion of a charged Brownian oscillator in a magnetic field, when the thermal random force is exponentially correlated in the time. This model is consistent with the assumption that the medium has weakly viscoelastic properties. The velocity autocorrelation function, time-dependent diffusion coefficient and mean square displacement of the particle have been calculated. Our solutions generalize the previous results from the literature and are obtained in a way applicable to other problems of the Brownian motion with memory.
    Źródło:
    Acta Physica Polonica A; 2014, 126, 1; 413-414
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Almost Periodically Correlated Time Series in Business Fluctuations Analysis
    Autorzy:
    Lenart, Ł.
    Pipień, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/1400178.pdf
    Data publikacji:
    2013-03
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    05.10.Gg
    Opis:
    We propose a non-standard subsampling procedure to make formal statistical inference about the business cycle, one of the most important unobserved feature characterising fluctuations of economic growth. We show that some characteristics of business cycle can be modelled in a non-parametric way by discrete spectrum of the almost periodically correlated time series. On the basis of estimated characteristics of this spectrum business cycle is extracted by filtering. As an illustration we characterise the main properties of business cycles in industrial production index for Polish economy.
    Źródło:
    Acta Physica Polonica A; 2013, 123, 3; 567-583
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Asymmetry Coefficients as Indicators of Chaos: Hyperchaotic Qi System
    Autorzy:
    Wąż, P.
    Bielińska-Wąż, D.
    Powiązania:
    https://bibliotekanauki.pl/articles/1400122.pdf
    Data publikacji:
    2013-04
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    02.70.Rr
    95.10.Fh
    05.45.-a
    05.45.Gg
    05.45.Tp
    Opis:
    Statistical properties of the hyperchaotic Qi system are studied. The theory, recently formulated and applied for the damped driven pendulum, is used in this investigation. Asymmetry coefficients, related to the statistical moments of distributions composed from the time-series, are shown to behave in a different way for periodic, chaotic and hyperchaotic solutions and are proposed as indicators of chaos and hyperchaos.
    Źródło:
    Acta Physica Polonica A; 2013, 123, 4; 647-650
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Fatigue Test with Stochastic Differential Equation Modeling
    Autorzy:
    Eroglu, E.
    Guney, I.
    Gunes, I.
    Powiązania:
    https://bibliotekanauki.pl/articles/1490739.pdf
    Data publikacji:
    2012-01
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.10.Gg
    81.40.Np
    05.45.-a
    Opis:
    In this study, a mathematically polymeric insulator material is modeled which is used as a solid insulator in the industry. ASTM D 2303 in inclined plane test method is utilized in order to observe mechanical effect of vibration. The materials have different deformation times before they are fatigued or not fatigued. Our goal is the mathematical model which has materials at progressive times.
    Źródło:
    Acta Physica Polonica A; 2012, 121, 1; 36-38
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The Effect of a Random Crystal-Field on the Mixed Ising Spins (1/2, 3/2)
    Autorzy:
    Bahmad, L.
    Benayad, M.
    Benyoussef, A.
    El Kenz, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1504480.pdf
    Data publikacji:
    2011-06
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.50.+q
    75.10.Hk
    75.50.Gg
    Opis:
    We study the magnetic properties of a mixed Ising ferrimagnetic system, in which the two interacting sublattices have spins σ,(±1/2) and spins S,(±3/2,±1/2) in the presence of a random crystal field, with the mean field approach. The results obtained, using mean field approach and Monte Carlo simulation, show the appearance of a new ferrimagnetic phase, namely the partly ferrimagnetic phase ($m_{σ}$ = -1/2 , $m_{S}$ = +1). Consequently, three topologically different types of phase diagrams have been given by mean field approach. The effect of increasing the exchange interaction parameter J, at very low temperature is also investigated.
    Źródło:
    Acta Physica Polonica A; 2011, 119, 6; 740-746
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Hydrodynamic Memory in the Motion of Charged Brownian Particles across the Magnetic Field
    Autorzy:
    Tóthová, J.
    Lisý, V.
    Powiązania:
    https://bibliotekanauki.pl/articles/1535477.pdf
    Data publikacji:
    2010-11
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.40.Jc
    05.10.Gg
    75.47.-m
    82.70.Dd
    Opis:
    An exact solution of the Langevin equation is given for a charged Brownian particle driven in an incompressible fluid by the magnetic field, taking into account the hydrodynamic aftereffect. The stochastic integro-differential Langevin equation is converted to a deterministic equation for the particle mean square displacement. We have found the mean square displacement and other time correlation functions describing the particle motion. For the motion along the field the known results from the theory of the hydrodynamic motion of a free Brownian particle are recovered. The correlation functions across the field contain at long times the familiar Einstein terms and additional algebraic tails. The longest-lived tail in the mean square displacement is proportional to $t^{1//2}$. At short times the motion is ballistic and independent of the magnetic field.
    Źródło:
    Acta Physica Polonica A; 2010, 118, 5; 1051-1053
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Asymmetry Coefficients as Indicators of Chaos
    Autorzy:
    Wąż, P.
    Bielińska-Wąż, D.
    Powiązania:
    https://bibliotekanauki.pl/articles/1584980.pdf
    Data publikacji:
    2009-12
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    02.70.Rr
    95.10.Fh
    05.45.-a
    05.45.Gg
    05.45.Tp
    Opis:
    The aim of this paper is to present a new simple indicator of chaos derived from the dynamics of the motion. For this purpose statistical methods are used. A function describing the motion of the analyzed system (in the example under consideration, the time dependence of the angle of a damped driven pendulum, ω(t)) is recorded in time intervals t∊〈 $T_{s}$, $T_{f_{k}}$〉, k = 1, 2,...K, with $T_{f_{k}}$ > $T_{f_{k-1}}$. Each of the recorded functions is considered as a statistical distribution. The asymmetry coefficients of the set of distributions form a series and their behavior in periodic and chaotic regions is compared. It is shown that the behavior of this series in the chaotic and in the periodic regimes is entirely different. The changes of the asymmetry coefficients for the periodic cases are very regular and for the chaotic ones - random. In periodic cases, the coefficients converge to zero when the length of the distribution increases.
    Źródło:
    Acta Physica Polonica A; 2009, 116, 6; 987-991
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Bayesian Forecasting of the Discounted Payoff of Options on WIG20 Index in Discrete-Time SV Models
    Autorzy:
    Pajor, A.
    Powiązania:
    https://bibliotekanauki.pl/articles/1812219.pdf
    Data publikacji:
    2008-09
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    05.10.Gg
    Opis:
    In this paper the bivariate stochastic volatility models (with stochastic volatility and stochastic interest rate) and the univariate fat-tailed and correlated stochastic volatility model (with stochastic volatility and constant interest rate) are used in the Bayesian forecasting of the payoff of European call options. The basic instrument is the WIG20 index. The predictive distribution of the discounted payoff is induced by the predictive distribution of the growth rate of the WIG20 index and the WIBOR1m interest rate. The Bayesian inference about the volatilities and the predictive distribution of the discounted payoff function is based on the joint posterior distribution of the latent variables, the parameters, and the predictive distribution of future observations, which we simulate via Markov chain Monte Carlo methods (the Metropolis-Hastings algorithm is used within the Gibbs sampler). The results show that allowing interest rate to be stochastic does not significantly improve forecasting performance of the discounted payoff. The predictive distributions of the discounted payoff are characterised by huge dispersion and thick tails, thus uncertainty about the future value of the payoff was ex-ante very big.
    Źródło:
    Acta Physica Polonica A; 2008, 114, 3; 507-516
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Mean-Field and Monte Carlo Study of a Mixed Ferro-Ferrimagnetic Ternary Alloy
    Autorzy:
    Dely, J.
    Bobák, A.
    Horváth, D.
    Powiązania:
    https://bibliotekanauki.pl/articles/1813809.pdf
    Data publikacji:
    2008-01
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    05.10.Ln
    75.10.Hk
    75.50.Gg
    Opis:
    We present a study of the magnetic properties of a mixed ferro-ferrimag-netic ternary alloy of the type $AB_p C_{1-p}$ on a cubic lattice consisting of three different Ising spins $S_A$ =3/2, $S_B$ = 2, and $S_C$ = 5/2. We employ the mean-field approximation and Monte Carlo simulation to find the compensation temperatures of the system for selected values of the parameters in the model Hamiltonian. In particular, the relation between considered mixed ferro-ferrimagnetic model and magnetic properties of the ternary metal Prussian blue analog such as $(Fe_p^{II}Mn_{1-p}^{II})_1.5$ $[Cr^{III}(CN)_6] \cdot nH_2O$ is discussed.
    Źródło:
    Acta Physica Polonica A; 2008, 113, 1; 461-464
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    On the Empirical Importance of the Conditional Skewness Assumption in Modelling the Relationship between Risk and Return
    Autorzy:
    Pipień, M.
    Powiązania:
    https://bibliotekanauki.pl/articles/1812220.pdf
    Data publikacji:
    2008-09
    Wydawca:
    Polska Akademia Nauk. Instytut Fizyki PAN
    Tematy:
    89.65.Gh
    05.10.Gg
    Opis:
    We present the results of an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal Capital Asset Pricing Model, proposed by Merton we built a general sampling distribution suitable in analysing this relationship. The most important feature of our assumptions is that the skewness of the conditional distribution of returns is used as an alternative source of relation between risk and return. This general specification relates to Skewed Generalized Autoregressive Conditionally Heteroscedastic-in-Mean model. In order to make conditional distribution of financial returns skewed we considered the unified approach based on the inverse probability integral transformation. In particular, we applied hidden truncation mechanism, inverse scale factors, order statistics concept, Beta and Bernstein distribution transformations and also a constructive method. Based on the daily excess returns on the Warsaw Stock Exchange Index we checked the empirical importance of the conditional skewness assumption on the relation between risk and return on the Warsaw Stock Market. We present posterior probabilities of all competing specifications as well as the posterior analysis of the positive sign of the tested relationship.
    Źródło:
    Acta Physica Polonica A; 2008, 114, 3; 517-524
    0587-4246
    1898-794X
    Pojawia się w:
    Acta Physica Polonica A
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-13 z 13

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