Asymptotic work distributions in driven bistable systems

The asymptotic tails of the probability distributions of thermodynamic quantities convey important information about the physics of nanoscopic systems driven out of equilibrium. We apply a recently proposed method to analytically determine the asymptotics of work distributions in Langevin systems to an one-dimensional model of single-molecule force spectroscopy. The results are in excellent agreement with numerical simulations, even in the centre of the distributions. We compare our findings with a recent proposal for an universal form of the asymptotics of work distributions in single-molecule experiments.Comment: 10 pages, 8 figures, accepted for publication in Physica Script

Asymptotics of work distributions: The pre-exponential factor

We determine the complete asymptotic behaviour of the work distribution in driven stochastic systems described by Langevin equations. Special emphasis is put on the calculation of the pre-exponential factor which makes the result free of adjustable parameters. The method is applied to various examples and excellent agreement with numerical simulations is demonstrated. For the special case of parabolic potentials with time-dependent frequencies, we derive a universal functional form for the asymptotic work distribution.Comment: 12 pages, 12 figure

Subtraction method in the second random--phase approximation: first applications with a Skyrme energy functional

We make use of a subtraction procedure, introduced to overcome double--counting problems in beyond--mean--field theories, in the second random--phase--approximation (SRPA) for the first time. This procedure guarantees the stability of SRPA (so that all excitation energies are real). We show that the method fits perfectly into nuclear density--functional theory. We illustrate applications to the monopole and quadrupole response and to low--lying $0^+$ and $2^+$ states in the nucleus $^{16}$O. We show that the subtraction procedure leads to: (i) results that are weakly cutoff dependent; (ii) a considerable reduction of the SRPA downwards shift with respect to the random--phase approximation (RPA) spectra (systematically found in all previous applications). This implementation of the SRPA model will allow a reliable analysis of the effects of 2 particle--2 hole configurations ($2p2h$) on the excitation spectra of medium--mass and heavy nuclei.Comment: 1 tex, 16 figure

Exchange Rates and Fundamentals

We show analytically that in a rational expectations present value model, an asset price manifests near random walk behavior if fundamentals are I(1) and the factor for discounting future fundamentals is near one. We argue that this result helps explain the well known puzzle that fundamental variables such as relative money supplies, outputs, inflation and interest rates provide little help in predicting changes in floating exchange rates. As well, we show that the data do exhibit a related link suggested by standard models - that the exchange rate helps predict these fundamentals. The implication is that exchange rates and fundamentals are linked in a way that is broadly consistent with asset pricing models of the exchange rate.

Accounting for Exchange Rate Variability in Present-Value Models When the Discount Factor is Near One

Nominal exchange rates in low-inflation advanced countries are nearly random walks. Engel and West (2003a) offer an explanation for this in the context of models in which the exchange rate is determined as the discounted sum of current and expected future fundamentals. Engel and West show that if the fundamentals are I(1), then as the discount factor approaches one, the exchange rate becomes indistinguishable from a random walk. An alternative explanation for the random-walk behavior of exchange rates is that there are some unobserved variables that drive exchange rates that follow near random walks. This paper takes the approach that both explanations are possible. We are able to measure how much of exchange-rate variation could be accounted for by the Engel-West explanation, despite the fact that we do not observe the information set of financial markets. We find that the observable fundamentals (money, income, prices, interest rates) may account for about 40 percent of the variance of changes in exchange rates under the assumption of discount factors near unity.

Wake flowfields for Jovian probe

The wake flow field developed by the Galileo probe as it enters the Jovian atmosphere was modeled. The wake produced by the probe is highly energetic, yielding both convective and radiative heat inputs to the base of the probe. A component mathematical model for the inviscid near and far wake, the viscous near and far wake, and near wake recirculation zone was developed. Equilibrium thermodynamics were used for both the ablation and atmospheric species. Flow fields for three entry conditions were calculated. The near viscous wave was found to exhibit a variable axial pressure distribution with the neck pressure approximately three times the base pressure. Peak wake flow field temperatures were found to be in proportion to forebody post shock temperatures

The effects of shock layer radiation and viscous coupling on the total heating rate to a reentering blunt body

Coupling radiative and convective heat transfer in hypersonic blunt body reentr

Some Methods for Assessing the Need for Non-linear Models in Business Cycle Analysis and Forecasting

There is a long tradition in business cycle analysis of arguing that non-linear models are needed to explain the business cycle. In recent years many non-linear models have been fitted to data on GDP for many countries, but particularly for the U.S. In this paper we set our criteria to evaluate the success of non-linear models in explaining the cycle and then evaluate three recent models in the light of these criteria. We find that the models are capable of explaining the "shape" of expansions, something linear models cannot do, but do so at the cost of making expansions longer than they should be and in producing transition probabilities to recessions that are too low.business cyles, non-linear models

Formulation of a method for predicting coupled convective and radiative heat transfer about a blunt body

Method for predicting coupled convective and radiative heat transfer about blunt bod

Geosynchrotron radio emission from CORSIKA-simulated air showers

Simulations of radio emission from extensive air showers we have published so far were performed with a Monte Carlo code using analytical parametrisations to describe the spatial, temporal, energy and angular particle distributions in the air shower. A new version of our simulation code, which replaces these parametrisations with precise, multi-dimensional histograms derived from per-shower CORSIKA simulations, is now available. The new code allows an independent selection between parametrisation and histogram for each of the relevant distributions, enabling us to study the changes arising from using a more realistic air shower model in detail. We describe the new simulation strategy, present some initial results and discuss the new possibilities.Comment: 6 pages, Proceedings of the ARENA2006 workshop, Newcastle, England; to be published in Journal of Physics: Conference Series (JPCS