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Search Results: 1 - 10 of 401220 matches for " M. Patriarca "
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Microscopic Method for Dislocation Tracking
M. Patriarca,M. Robles,K. Kaski
Physics , 2002,
Abstract: We show that a microscopic definition of crystal defect, based on the effective mean single-particle potential energy, makes it possible to detect and visualize various types of local and extended crystal defects and develop an effective algorithm for tracking their time evolution.
Financial time-series analysis: A brief overview
A. Chakraborti,M. Patriarca,M. S. Santhanam
Quantitative Finance , 2007, DOI: 10.1007/978-88-470-0665-2_4
Abstract: Prices of commodities or assets produce what is called time-series. Different kinds of financial time-series have been recorded and studied for decades. Nowadays, all transactions on a financial market are recorded, leading to a huge amount of data available, either for free in the Internet or commercially. Financial time-series analysis is of great interest to practitioners as well as to theoreticians, for making inferences and predictions. Furthermore, the stochastic uncertainties inherent in financial time-series and the theory needed to deal with them make the subject especially interesting not only to economists, but also to statisticians and physicists. While it would be a formidable task to make an exhaustive review on the topic, with this review we try to give a flavor of some of its aspects.
Classical and quantum dissipation in non homogeneous environments
F. Illuminati,M. Patriarca,P. Sodano
Physics , 1994, DOI: 10.1016/0378-4371(94)00171-5
Abstract: We generalize the oscillator model of a particle interacting with a thermal reservoir by introducing arbitrary nonlinear couplings in the particle coordinates.The equilibrium positions of the heat bath oscillators are promoted to space-time functions, which are shown to represent a modulation of the internal noise by the external forces. The model thus provides a description of classical and quantum dissipation in non homogeneous environments. In the classical case we derive a generalized Langevin equation with nonlinear multiplicative noise and a position-dependent fluctuation- dissipation theorem associated to non homogeneous dissipative forces. When time-modulation of the noise is present, a new force term is predicted besides the dissipative and random ones. The model is quantized to obtain the non homogenous influence functional and master equation for the reduced density matrix of the Brownian particle. The quantum evolution equations reproduce the correct Langevin dynamics in the semiclassical limit. The consequences for the issues of decoherence and localization are discussed.
Dimer diffusion in a washboard potential
E. Heinsalu,M. Patriarca,F. Marchesoni
Physics , 2007, DOI: 10.1103/PhysRevE.77.021129
Abstract: The transport of a dimer, consisting of two Brownian particles bounded by a harmonic potential, moving on a periodic substrate is investigated both numerically and analytically. The mobility and diffusion of the dimer center of mass present distinct properties when compared with those of a monomer under the same transport conditions. Both the average current and the diffusion coefficient are found to be complicated non-monotonic functions of the driving force. The influence of dimer equilibrium length, coupling strength and damping constant on the dimer transport properties are also examined in detail.
Fractional Fokker-Planck subdiffusion in alternating fields
E. Heinsalu,M. Patriarca,I. Goychuk,P. Hanggi
Physics , 2009, DOI: 10.1103/PhysRevE.79.041137
Abstract: The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the influence of a time-periodic rectangular force. As a main result, we show that such a force does not affect the universal scaling relation between the anomalous current and diffusion when applied to the biased dynamics: in the long time limit subdiffusion current and anomalous diffusion are immune to the driving. This is in sharp contrast with the unbiased case when the subdiffusion coefficient can be strongly enhanced, i.e. a zero-frequency response to a periodic driving is present.
Fractional diffusion in periodic potentials
E. Heinsalu,M. Patriarca,I. Goychuk,P. Hanggi
Physics , 2006, DOI: 10.1088/0953-8984/19/6/065114
Abstract: Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two quadratures. This theoretical result is corroborated by numerical simulations for different shapes of the periodic potential. Normal and fractional spreading processes are contrasted via their time evolution of the corresponding probability densities in state space. While there are distinct differences occurring at small evolution times, a re-scaling of time yields a mutual matching between the long-time behaviors of normal and fractional diffusion.
Use and Abuse of a Fractional Fokker-Planck Dynamics for Time-Dependent Driving
E. Heinsalu,M. Patriarca,I. Goychuk,P. H?nggi
Physics , 2007, DOI: 10.1103/PhysRevLett.99.120602
Abstract: We investigate a subdiffusive, fractional Fokker-Planck dynamics occurring in time-varying potential landscapes and thereby disclose the failure of the fractional Fokker-Planck equation (FFPE) in its commonly used form when generalized in an {\it ad hoc} manner to time-dependent forces. A modified FFPE (MFFPE) is rigorously derived, being valid for a family of dichotomously alternating force-fields. This MFFPE is numerically validated for a rectangular time-dependent force with zero average bias. For this case subdiffusion is shown to become enhanced as compared to the force free case. We question, however, the existence of any physically valid FFPE for arbitrary varying time-dependent fields that differ from this dichotomous varying family.
Current and universal scaling in anomalous transport
I. Goychuk,E. Heinsalu,M. Patriarca,G. Schmid,P. Hanggi
Physics , 2005, DOI: 10.1103/PhysRevE.73.020101
Abstract: Anomalous transport in tilted periodic potentials is investigated within the framework of the fractional Fokker-Planck dynamics and the underlying continuous time random walk. The analytical solution for the stationary, anomalous current is obtained in closed form. We derive a universal scaling law for anomalous diffusion occurring in tilted periodic potentials. This scaling relation is corroborated with precise numerical studies covering wide parameter regimes and different shapes for the periodic potential, being either symmetric or ratchet-like ones.
Econophysics studies in Estonia
M. Patriarca,E. Heinsalu,R. Kitt,J. Kalda
Quantitative Finance , 2010,
Abstract: A short review of the econophysics research done in Estonia, devoted to the 15th anniversary of the term "econophysics".
Tax Compliance, Income Distribution and Social Norms  [PDF]
Debora Di Gioacchino, Fabrizio Patriarca
Theoretical Economics Letters (TEL) , 2017, DOI: 10.4236/tel.2017.73044
Abstract: This paper studies the effect of income inequality on tax evasion. To discuss the topic, we present a simple model, based on Benabouand Tirole [1], that incorporates incentives for tax compliance such as punishment and fines, intrinsic motivation and social norms. Since we consider a regressive system of incentives to comply, income inequality increases the value of tax evasion although overall propensity to comply is unaffected. In this framework, we consider the hypothesis that social norms are group specific as in the case of social segregation or status related networks. We show that all the negative effects of inequalities are amplified: the difference between the tax compliance of the income groups and the value of tax evasion increase.
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