Колончатая фаза в модели Штокмаера
A new method based on the local analysis of the orientational order has been presented for analysis of the phase behavior of the Stockmayer fluid. A quantity has been introduced to quantitatively describe the ordering degree of particles at small distances. It has been used to analyze the phase diagram of the model under consideration.
In the given paper the aggregated randomized indices method is modified for credit scoring. Coefficients of the modified method can be calibrated on a massive training set in comparison with a standard version. Different credit scoring models are analyzed, i.e. with a binary scale and a continuous one. The Monte Carlo method is applied to measure the efficiency of models.
We observe the self-assembling of the dipolar hard sphere particles at low temperature by Monte Carlo simulation. We find different types of stable structures of dipolar particles which appear when the isotropic phase of the system becomes unstable. Specifically, we find an interesting case of parallel cylindrical domains. The value of the total dipole moment of each domain is significantly large compared to the average value of the whole system. Models with dipolar interactions may form structures comprised of layers with anti-parallel dipole orientation.
In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the terminal functionals. In this way the complexity order of the standard Monte Carlo algorithm (ε−3) can be reduced down to ε−2 log(ε−1) in case of the Euler scheme with ε being the precision to be achieved. These theoretical results are illustrated by several numerical examples.
The paper suggests an original credit-risk based model for deposit insurance fund adequacy assessment. The fund is treated as a portfolio of contingent liabilities to the insured deposit-holders. The fund adequacy assessment problem is treated as an economic capital adequacy problem. Implied credit rating is used as the target indicator of solvency. This approach is consistent with the contemporary risk management paradigm and the recommendations of the Basel II Capital Accord. The target level of the fund corresponding to the target solvency standard is estimated in a Monte Carlo simulation framework using the actual data on the Russian banking system covering 1998-2005. Author acknowledges the generous support and fruitful discussions with representatives of the Russian Deposit Insurance Agency. The author expresses his personal views and not the views of the Agency.
The dynamics of a two-component Davydov-Scott (DS) soliton with a small mismatch of the initial location or velocity of the high-frequency (HF) component was investigated within the framework of the Zakharov-type system of two coupled equations for the HF and low-frequency (LF) fields. In this system, the HF field is described by the linear Schrödinger equation with the potential generated by the LF component varying in time and space. The LF component in this system is described by the Korteweg-de Vries equation with a term of quadratic influence of the HF field on the LF field. The frequency of the DS soliton`s component oscillation was found analytically using the balance equation. The perturbed DS soliton was shown to be stable. The analytical results were confirmed by numerical simulations.
By using superconducting quantum interference device (SQUID) magnetometry, we investigated anisotropic high-field (H less than or similar to 7T) low-temperature (10 K) magnetization response of inhomogeneous nanoisland FeNi films grown by rf sputtering deposition on Sitall (TiO2) glass substrates. In the grown FeNi films, the FeNi layer nominal thickness varied from 0.6 to 2.5 nm, across the percolation transition at the d(c) similar or equal to 1.8 nm. We discovered that, beyond conventional spin-magnetism of Fe21Ni79 permalloy, the extracted out-of-plane magnetization response of the nanoisland FeNi films is not saturated in the range of investigated magnetic fields and exhibits paramagnetic-like behavior. We found that the anomalous out-of-plane magnetization response exhibits an escalating slope with increase in the nominal film thickness from 0.6 to 1.1 nm, however, it decreases with further increase in the film thickness, and then practically vanishes on approaching the FeNi film percolation threshold. At the same time, the in-plane response demonstrates saturation behavior above 1.5-2T, competing with anomalously large diamagnetic-like response, which becomes pronounced at high magnetic fields. It is possible that the supported-metal interaction leads to the creation of a thin charge-transfer (CT) layer and a Schottky barrier at the FeNi film/Sitall (TiO2) interface. Then, in the system with nanoscale circular domains, the observed anomalous paramagnetic-like magnetization response can be associated with a large orbital moment of the localized electrons. In addition, the inhomogeneous nanoisland FeNi films can possess spontaneous ordering of toroidal moments, which can be either of orbital or spin origin. The system with toroidal inhomogeneity can lead to anomalously strong diamagnetic-like response. The observed magnetization response is determined by the interplay between the paramagnetic-and diamagnetic-like contributions.
Radiation conditions are described for various space regions, radiation-induced effects in spacecraft materials and equipment components are considered and information on theoretical, computational, and experimental methods for studying radiation effects are presented. The peculiarities of radiation effects on nanostructures and some problems related to modeling and radiation testing of such structures are considered.