Rate Of Jumps Research Articles

Disruptive atomic jumps induce grain boundary stagnation

Grain growth in polycrystalline materials can be impeded by grain boundary (GB) stagnation. Using atomistic simulations, we observed that during GB migration, the disruptive jumps of a few GB atoms can disturb the original ordered collective movement of GB atoms, leading to the stagnation of the entire GB. These disruptive atomic jumps can be activated by both high driving forces and high temperatures, with even jumps of a few atoms capable of causing the stagnation of an entire GB. This mechanism also explains the non-Arrhenius behavior observed in some GBs. Additionally, a large model size could increase the rate of disruptive atomic jumps, and a clear transition in thermal behavior is observed with the increase of the GB size in GBs exhibiting clear thermally activated stagnation. Our further investigation shows that the disruptive atoms involved in these jumps do not differ from other GB atoms in terms of atomic energy, volume, density, local entropy, or Voronoi tessellation, and no “jam transition” was observed in the energy barrier spectra. This fact makes those disruptive jumps challenging to detect. To address this issue, we propose a displacement vector analysis method that effectively identifies these subtle disruptive jumps.

A Particle System with Mean-Field Interaction: Large-Scale Limit of Stationary Distributions

We consider a system consisting of n particles, moving forward in jumps on the real line. System state is the empirical distribution of particle locations. Each particle “jumps forward” at some time points, with the instantaneous rate of jumps given by a decreasing function of the particle’s location quantile within the current state (empirical distribution). Previous work on this model established, under certain conditions, the convergence, as [Formula: see text], of the system random dynamics to that of a deterministic mean-field model (MFM), which is a solution to an integro-differential equation. Another line of previous work established the existence of MFMs that are traveling waves, as well as the attraction of MFM trajectories to traveling waves. The main results of this paper are: (a) We prove that, as [Formula: see text], the stationary distributions of (recentered) states concentrate on a (recentered) traveling wave; (b) we obtain a uniform across n moment bound on the stationary distributions of (recentered) states; and (c) we prove a convergence-to-MFM result, which is substantially more general than that in previous work. Results (b) and (c) serve as “ingredients” of the proof of (a), but also are of independent interest.

Impact factor JUMPS after the 2020 COVID-19 pandemic: a retrospective study in Dermatology journals.

BackgroundThe term “JUMPS” was used to describe the impact factor (IF) in an article published in PubMed in 2021, representing an increase of more than 40% of IF.AimsIn this study, we aimed to compare the growth rate of IF JUMPS in Dermatology in the last 5 years, and particularly the effect of the 2020 COVID-19 pandemic.MethodsThis study evaluated the growth rate (JUMP) in IF from 2016 to 2020. We used the Friedman and Wilcoxon signed ranks tests. We classified JUMPS in negative growth rate; Q1 to Q4 quartiles; and journals with > 100%. A 76–100% growth rate was observed in five (7%) journals, and twelve journals (17%) depicted a 51–75% percentage of change.ResultsSeveral journals in the Dermatology category increased their IF by 50%. Repeated measures analyses showed a significant difference (p < .001).ConclusionAlthough we found journals with growth rates in the four quartiles, no journals depicted negative growth rates nor > 100% growth. Knowing the growing trends in this category might supplement the assessment of target journals for authors looking to submit their works.

Large-scale behavior of a particle system with mean-field interaction: Traveling wave solutions

AbstractWe use probabilistic methods to study properties of mean-field models, which arise as large-scale limits of certain particle systems with mean-field interaction. The underlying particle system is such that n particles move forward on the real line. Specifically, each particle ‘jumps forward’ at some time points, with the instantaneous rate of jumps given by a decreasing function of the particle’s location quantile within the overall distribution of particle locations. A mean-field model describes the evolution of the particles’ distribution when n is large. It is essentially a solution to an integro-differential equation within a certain class. Our main results concern the existence and uniqueness of—and attraction to—mean-field models which are traveling waves, under general conditions on the jump-rate function and the jump-size distribution.

Impact Factor JUMPS After the 2020 COVID-19 Pandemic: A Retrospective Study in Radiology, Nuclear Medicine & Medical Imaging Journals.

One of the most widely applied methods for evaluating a research paper's quality is the impact factor (IF). The term JUMPS was applied to the IF in an article published in PubMed in 2021, describing an increase of more than 40% of IF. In this study, we aimed to compare the growth rate of IF JUMPS in Radiology, Nuclear Medicine & Medical Imaging in the last 6 years. This retrospective study calculated the growth rate (JUMP) in IF from 2015 to 2020. We used the Friedman and Wilcoxon signed ranks tests to calculate the statistically significant difference in IF from 2015 to 2020 and the 2019 to 2020 difference. We classified JUMPS in negative growth rate, quartiles, and journals with >100%. Three journals had more than 100% IF growth rate during 2020 ( Zeitschrift fur Medizinische Physik , Journal of the Belgian Society of Radiology , and Ultrasound Quarterly ). A 76% to 100% growth rate was observed in another 4 journals (3.2%), and 8 journals (6.3%) depicted a 51% to 75% percentage of change. Repeated measures analyses showed a significant difference ( P < 0.001). During the COVID-19 pandemic, several journals in the Radiology, Nuclear Medicine & Medical Imaging category increased their IF by 50%. Knowing the growing trends in this category might supplement the assessment of target journals for authors looking to submit their works.

A simple network of nodes moving on the circle

Two simple Markov processes are examined, one in discrete and one in continuous time, arising from idealized versions of a transmission protocol for mobile networks. We consider two independent walkers moving with constant speed on the discrete or continuous circle, and changing directions at independent geometric (respectively, exponential) times. One of the walkers carries a message that wishes to travel as far and as fast as possible in the clockwise direction. The message stays with its current carrier unless the two walkers meet, the carrier is moving counter‐clockwise, and the other walker is moving clockwise. Then the message jumps to the other walker. Explicit expressions are derived for the long‐term average clockwise speed and number of jumps made of the message, via the solution of associated boundary value problems. The tradeoff between speed and cost (measured as the rate of jumps) is also examined.

Optimal market making in the presence of latency

This paper studies optimal market making for large-tick assets in the presence of latency. We consider a random walk model for the asset price and formulate the market maker's optimization problem using Markov Decision Processes (MDP). We characterize the value of an order and show that it plays the role of one-period reward in the MDP model. Based on this characterization, we provide explicit criteria for assessing the profitability of market making when there is latency. Under our model, we show that a market maker can earn a positive expected profit if there are sufficient uninformed market orders hitting the market maker's limit orders compared with the rate of price jumps, and the trading horizon is sufficiently long. In addition, our theoretical and numerical results suggest that latency can be an additional source of risk and latency impacts negatively the performance of market makers.

Manifestation of specific features of T-exciton migration in magnetic field effects on TT-annihilation in molecular crystals: Analysis of low-field resonances.

The manifestation of specific features of T-exciton migration in the shape of low field resonances (LFRs) in the magnetic field effects on the TT-annihilation in molecular crystals is studied in detail. The LFRs are shown to be caused by avoided crossing of spin-levels of T-excitons in magnetic fields nearly parallel to the axis of the zero field splitting interaction tensor. Simple and accurate formulas for the shape of the LFR-line are derived within the hopping model of T-exciton migration. With these formulas, we demonstrate that the LFR-line shape is fairly sensitive to the anisotropy of T-exciton migration, in particular, in quasi-one-dimensional (quasi-1D) and quasi-two-dimensional (quasi-2D) limits of exciton migration. The analysis of the shape is shown to allow for obtaining the magnitude of the small rate of jumps out of 1D and 2D spaces of fast migration in the cases quasi-1D and quasi-2D migration, respectively. In addition, this analysis enables one to obtain the spin relaxation rate of T-excitons.

Kirkendall effect in the two-dimensional lattice-gas model

Customarily, the Kirkendall effect is associated with the vacancy-mediated balance of diffusion fluxes of atoms at the interface between two metals. Nowadays, this effect attracts appreciable attention due to its crucial role in the formation of various hollow nanoparticles via oxidation of metal nanocrystallites. The understanding of the physics behind this effect in general and especially in the case of nanoparticles is still incomplete due to abundant complicating factors. Herein, the Kirkendall effect is illustrated in detail at the generic level by performing two-dimensional (2D) lattice Monte Carlo simulations of diffusion of A and B monomers with attractive nearest-neighbor interaction for times up to 10^{7} Monte Carlo steps. Initially, A monomers are considered to form a close-packed array, while B monomers are in the 2D-gas state. The A-B interaction is assumed to be stronger compared to the other interactions, so that thermodynamically the c(2×2) A-B phase is preferable compared to the close-packed A phase (as in the case of metal oxidation). Depending on the relative rate of the diffusion jumps of A and B monomers, the patterns observed at the late stage of the formation of the mixed phase are shown to range from a single array without voids to those with appreciable disintegration of the initial array. In this way, the model predicts a single array with numerous small voids, a few moderate voids, or a single large void inside.

Instantaneous portfolio theory

Instantaneous risk is described by the arrival rate of jumps in log price relatives. As a consequence there is then no concept of a mean return compensating risk exposures, as zero is the only instantaneous risk-free return. From this perspective, all portfolios are subject to risk and there are only bad and better ways of holding risk. For the purpose of analysing portfolios, the univariate variance gamma model is extended to higher dimensions with an arrival rate function with full high-dimensional support and independent levels of marginal skewness and excess kurtosis. Investment objectives are given by concave lower price functionals formulated as measure distorted variations. Specific measure distortions are calibrated to data on S&P 500 index options and the time series of the index. The time series estimation is conducted by digital moment matching applied to uncentred data and it is shown that data centring is a noisy activity to be generally avoided. The evaluation of the instantaneous investment objective requires the computation of measure distorted integrals. This is done using Monte Carlo applied to gamma distributed ellipitical radii with a low shape parameter. The resulting risk reward frontiers are between finite variation as the reward and measure distorted variations as risk. In the absence of an instantaneous risk-free return, portfolios on the efficient frontier are characterized by differences in asset variations being given by differences in asset covariations with the risk charge differential of the efficient portfolio. Portfolio variations seen as the equivalent of excess returns, may optimally be negative. Lower price maximizing portfolios are presented in two, six and twenty five dimensions.

Inference of Evolutionary Jumps in Large Phylogenies using Lévy Processes.

Although it is now widely accepted that the rate of phenotypic evolution may not necessarily be constant across large phylogenies, the frequency and phylogenetic position of periods of rapid evolution remain unclear. In his highly influential view of evolution, G. G. Simpson supposed that such evolutionary jumps occur when organisms transition into so-called new adaptive zones, for instance after dispersal into a new geographic area, after rapid climatic changes, or following the appearance of an evolutionary novelty. Only recently, large, accurate and well calibrated phylogenies have become available that allow testing this hypothesis directly, yet inferring evolutionary jumps remains computationally very challenging. Here, we develop a computationally highly efficient algorithm to accurately infer the rate and strength of evolutionary jumps as well as their phylogenetic location. Following previous work we model evolutionary jumps as a compound process, but introduce a novel approach to sample jump configurations that does not require matrix inversions and thus naturally scales to large trees. We then make use of this development to infer evolutionary jumps in Anolis lizards and Loriinii parrots where we find strong signal for such jumps at the basis of clades that transitioned into new adaptive zones, just as postulated by Simpson’s hypothesis. [evolutionary jump; Lévy process; phenotypic evolution; punctuated equilibrium; quantitative traits.

Ab initio calculation of the attempt frequency of oxygen diffusion in pure and samarium doped ceria.

The rate of oxygen ion jumps in a solid oxide depends not only on the activation energy but also on the pre-exponential factor of diffusion. In order to allow a fully ab initio prediction of the oxygen ion conductivity in pure and samarium doped ceria, we calculated the attempt frequency for an oxygen ion jump from first principles combining DFT+U, the NEB method, phonon calculations and the transition state theory. Different definitions of the jump attempt frequency are presented. The equivalence of the Eyring and the Vineyard method is shown without restriction to the Gamma point. Convergence checks of the phonon mesh reveal that the common reduction to the Gamma point is not sufficient to calculate the attempt frequency. Calculations of Sm doped ceria revealed an increase of the prefactor. The attempt frequency for the constant pressure case in quasi-harmonic approximation is larger than the attempt frequency at constant volume in harmonic approximation. The calculated electronic energies, enthalpies and entropies of migration are in agreement with the experimental diffusion coefficients and activation energies.

Diffusion mass transfer in ionic materials under intense electron irradiation

The results of studies on the impact of an electron beam with the energy of 1-2 MeV on diffusion processes in materials with ionic bonds are presented in the paper. Used electron beam intensity is allowed to provide heating of the material to temperatures of 1600 K. Diffusion of Na, Mg, Al ions into single crystals KBr in the temperature range 573-883 K, Al ions in the NiO-AlO system at 1373-1573 K, was studied. Diffusion annealing carried out under thermal and radiation-thermal heating of the samples. Then diffusion coefficients were determined. It was found stimulating action of irradiation on diffusion processes of Mg, Al ions in Kbr and Al ions in the NiO-Al2O3 system, which consists in increasing the diffusion coefficients at radiation-thermal annealing. The observed effect is achieved by increasing the effective rate of diffusion jumps.

Feasibility of DOL-VRS Service for Establishing Survey Control Using Post-Processing Method

The Department of Lands Virtual Reference Station (DOL-VRS) reduces several technical limitations of conventional RTK method and increases the productivity in a cost effective manner. This also opens the question how feasible DOL­VRS service may be for establishing survey control. This study investigates the feasibility from two points of view: the observation time and the influence of ionospheric conditions. In addition, the ambiguity fixing rate, rate of position jumps, and root mean squared error are defined as performance indicators. The numerical analyses reveal that the reliable survey control may be obtained when at least 180 epochs of observation at 5-sec interval are considered on good ionospheric conditions (i.e., low TEC). On the other hand, 720 epochs or more are needed when the ionospheric activity increases. In addition, the VRS based solutions compared to an average least square adjustment solution show an offset of about 0.7 cm. Furthermore, the errors in the vertical direction for 720­epoch solutions display a peak­to­peak variation of 3.9 cm (low TEC) and 10.1 cm (high TEC), respectively. We can conclude that VRS based survey control may be established using DOL­VRS service precisely and accurately at 2­ cm level especially in the low TEC scenario. The user is advised to use this approach with caution and take the average of multiple occupations on the same mark, separated in time to allow changes in the constellation geometry and ionospheric conditions. Such practice will enhance the reliability to establish high accuracy survey control.

Instantaneous Portfolio Theory

Instantaneous risk is described by the arrival rate of jumps in log price relatives. Aggregate arrivals are infinite. There is then no concept of a mean return compensating risk exposure. The only risk-free instantaneous return is zero. All portfolios are subject to risk and there are only bad and better ways of holding risk. The univariate variance gamma model is extended to higher dimensions with an arrival rate function with full support in high dimensions and independent levels of skewness and excess kurtosis across assets. Concave bid price functionals are formulated as measure distorted variations. Specific measure distortions are calibrated to data on S&P 500 index options and the time series of the index. It is shown that univariate estimation by digital moments applied to uncentered data dominates the use of centered data. Measure distorted integrals are computed using Monte Carlo applied to gamma distributed elliptical radii with a low shape parameter. Risk reward frontiers exist between the finite exponential variation as the reward and measure distorted exponential variations as risk charges. For market portfolios on the efficient frontier as an optimal portfolio, differences in asset exponential variations are given by differences in exponential asset covariations with the risk charge differential of the market portfolio. Optimal portfolio exponential variations may be negative. Bid price maximizing portfolios are presented in two, six and twenty five dimensions with an efficient frontier between exponential variations illustrated in dimension six.

Portfolio optimisation with jumps: Illustration with a pension accumulation scheme

Abstract In this paper, we address portfolio optimisation when stock prices follow general Levy processes in the context of a pension accumulation scheme. The optimal portfolio weights are obtained in quasi-closed form and the optimal consumption in closed form. To solve the optimisation problem, we show how to switch back and forth between the stochastic differential and standard exponentials of the Levy processes. We apply this procedure to both the Variance Gamma process and a Levy process whose arrival rate of jumps exponentially decreases with size. We show through a numerical example that when jumps, and therefore asymmetry and leptokurtosis, are suitably taken into account, then the optimal portfolio share of the risky asset is around half that obtained in the Gaussian framework.

General Approach to Diffusion under a Stress in Metals and Interstitial Alloys

One of the main aims of our work is to obtain general equations for the diffusion fluxes under strain that give the possibility for using these equations at low temperatures, as in this case the strain influence on the diffusion fluxes is manifested in maximal degree. Our approach takes into consideration that the strains can alter the surrounding atom configuration near the jumping atom and consequently the local magnitude of the activation barrier and a rate of atom jumps. The approach is derived under assumptions that the total energy depends on the pair distances only and the attempt frequencies are the same for all jumps. The rates of atom jumps in different directions define the flux density of the defects. Now we take into account that the strain tensor is different at the saddle point and at the rest atom position, that differentiates our approach from previous ones. As a result, general equations for the vacancy fluxes and impurity fluxes are obtained for fcc and bcc metals. These equations differ significantly from those obtained earlier.

Local Flips and Chain Motion in Polyethylene Crystallites: A Comparison of Melt-Crystallized Samples, Reactor Powders, and Nanocrystals

The crystallization and the mechanical properties of polyethylene, which is one of the most important commodity polymers, are influenced by the crystalline α-relaxation. This process originates from the diffusive chain transport through the crystallites as mediated by local 180° flips. Recent studies have stressed the relevance of the chain folding morphology on the chain diffusion, but its relation to the rate of jumps of the individual repeat units has not yet been addressed. In this study, we compare samples with very different morphology, including nanocrystals as a unique new model system, and use proton low-field and carbon-13 high-field solid-state NMR spectroscopy to determine the rate of local jumps and the large-scale crystalline–amorphous diffusion coefficient, respectively. We find that samples with tight folds (reactor powders and nanocrystals) display on average lower activation energies of the local jumps. Nanocrystals stand out in that they feature a significantly broader distribution of l...

Layering and turbulence surrounding an anticyclonic oceanic vortex: in situ observations and quasi-geostrophic numerical simulations

AbstractEvidence of persistent layering, with a vertical stacking of sharp variations in temperature, has been presented recently at the vertical and lateral periphery of energetic oceanic vortices through seismic imaging of the water column. The stacking has vertical scales ranging from a few metres up to 100 m and a lateral spatial coherence of several tens of kilometres comparable with the vortex horizontal size. Inside this layering, in situ data display a $[{ k}_{h}^{- 5/ 3} { k}_{h}^{- 2} ] $ scaling law of horizontal scales for two different quantities, temperature and a proxy for its vertical derivative, but for two different ranges of wavelengths, between 5 and 50 km for temperature and between 500 m and 5 km for its vertical gradient. In this study, we explore the dynamics underlying the layering formation mechanism, through the slow dynamics captured by quasi-geostrophic equations. Three-dimensional high-resolution numerical simulations of the destabilization of a lens-shaped vortex confirm that the vertical stacking of sharp jumps in density at its periphery is the three-dimensional analogue of the preferential wind-up of potential vorticity near a critical radius, a phenomenon which has been documented for barotropic vortices. For a small-Burger (flat) lens vortex, baroclinic instability ensures a sustained growth rate of sharp jumps in temperature near the critical levels of the leading unstable modes. Such results can be obtained for a background stratification which is due to temperature only and does not require the existence of salt anomalies. Aloft and beneath the vortex core, numerical simulations well reproduce the $[{ k}_{h}^{- 5/ 3} { k}_{h}^{- 2} ] $ scaling law of horizontal scales for the vertical derivative of temperature that is observed in situ inside the layering, whatever the background stratification. Such a result stems from the tracer-like behaviour of the vortex stretching component and previous studies have shown that spectra of tracer fields can be steeper than $- 1$, namely in $- 5/ 3$ or $- 2$, if the advection field is very compact spatially, with a $- 5/ 3$ slope corresponding to a spiral advection of the tracer. Such a scaling law could thus be of geometric origin. As for the kinetic and potential energy, the ${ k}_{h}^{- 5/ 3} $ scaling law can be reproduced numerically and is enhanced when the background stratification profile is strongly variable, involving sharp jumps in potential vorticity such as those observed in situ. This raises the possibility of another plausible mechanism leading to a $- 5/ 3$ scaling law, namely surface-quasi-geostrophic (SQG)-like dynamics, although our set-up is more complex than the idealized SQG framework. Energy and enstrophy fluxes have been diagnosed in the numerical quasi-geostrophic simulations. The results emphasize a strong production of energy in the oceanic submesoscales range and a kinetic and potential energy flux from mesoscale to submesoscales range near the critical levels. Such horizontal submesoscale production, which is correlated to the accumulation of thin vertical scales inside the layering, thus has a significant slow dynamical component, well-captured by quasi-geostrophy.

Management of Pension Funds When Asset Returns are Driven by Lévy Processes

In this paper, we address portfolio optimisation when stock prices follow general Levy processes in the context of a pension accumulation scheme. The optimal portfolio weights are obtained in quasi-closed form and the optimal consumption in closed form. To solve the optimisation problem, we show how to switch back and forth between the stochastic differential and standard exponentials of the Levy processes. We apply this procedure to both the Variance Gamma process and a Levy process whose arrival rate of jumps exponentially decreases with size. We show through a numerical example that when jumps, and therefore asymmetry and leptokurtosis, are suitably taken into account, then the optimal portfolio share of the risky asset is around half that obtained in the Gaussian framework.