Tag: simulation rss


14 March 2016 / / Publications
Authors: S. Nesic, R. Cuerno, E. Moro, and L. Kondic Journal: Physical Review E 92, 061002(R) LINK | PDF Abstract: The spontaneous formation of droplets via dewetting of a thin fluid film from a solid substrate allows materials nanostructuring. Often, it is crucial to be able to control the evolution, and to produce patterns characterized by regularly spaced droplets. While thermal fluctuations are expected to play a role in the dewetting process, their relevance has remained poorly understood, particularly during the nonlinear stages of evolution that involve droplet formation.
04 July 2007 / / Publications
Authors: Fabrizio Lillo, Esteban Moro, Gabriella Vaglica y Rosario Mantegna Journal: New Journal of Physics 10 (2008) 043019 LINK arXiv Abstract: Agent-based models of financial markets usually make assumptions about agent’s preferred stylized strategies. Empirical validations of these assumptions have not been performed so far on a full-market scale. Here we present a comprehensive study of the resulting strategies followed by the firms which are members of the Spanish Stock Exchange.
09 February 2006 / / Publications
Authors: Benny Davidovitch, Esteban Moro, and Howard A. Stone Journal: Physical Review Letters 95, 244505 (2005). LINK Abstract: We study the spreading of viscous drops on a solid substrate, taking into account the effects of thermal fluctuations in the fluid momentum. A nonlinear stochastic lubrication equation is derived and studied using numerical simulations and scaling analysis. We show that asymptotically spreading drops admit self-similar shapes, whose average radii can increase at rates much faster than these predicted by Tanner’s law.
01 August 2005 / / Publications
Authors: Esteban Moro and Henri Schurz Journal: SIAM Journal of Scientific Computing, Volume 29 Issue 4, Pages 1525-1549 (2007). LINK | arXiv Abstract: Construction of splitting-step methods and properties of related non-negativity andboundary preserving numerical algorithms for solving stochastic differential equations (SDEs) of Ito-type are discussed. We present convergence proofs for a newly designed splitting-step algorithm and simulation studies for numerous numerical examples ranging from stochastic dynamics occurring in asset pricing theory in mathematical finance (SDEs of CIR and CEV models) to measure-valued diffusion and superBrownian motion (SPDEs) as met in biology and physics.
23 October 2004 / / Publications
Authors: Esteban Moro Journal: Physical Review E (Rapid Communication) 70, 045102 (2004). LINK | arXiv Abstract: We present numerical schemes to integrate stochastic partial differential equations which describe the spatiotemporal dynamics of reaction-diffusion problems under the effect of internal fluctuations. The schemes conserve the non-negativity of the solutions and incorporate the Poissonian nature of internal fluctuations at small densities, their performance being limited by the level of approximation of density fluctuations at small scales.
01 June 2004 / / Publications
Authors: Esteban Moro Journal: Physical Review E, Rapid Communication 69, 060101 (2004). LINK | arXiv Abstract: We study the propagation of pulled fronts in the \(A\leftrightarrow A+A\) microscopic reaction-diffusion process using Monte Carlo simulations. In the mean field approximation the process is described by the deterministic Fisher-Kolmogorov-Petrovsky-Piscounov equation. In particular, we concentrate on the corrections to the deterministic behavior due to the number of particles per correlated volume \(\Omega\). By means of a hybrid simulation scheme, we manage to reach large macroscopic values of \(\Omega\), which allows us to show the importance in the dynamics of microscopic pulled fronts of the interplay of microscopic fluctuations and their macroscopic relaxation.
25 August 2003 / / Publications
Authors: Esteban Moro Phys. Rev. E, Rapid Communication, 68, 025102 (2003). LINK | arXiv Abstract: We study the emergence and dynamics of pulled fronts described by the Fisher-Kolmogorov-Petrovsky-Piscounov (FKPP) equation in the microscopic reaction-diffusion process \(A\leftrightarrow A+A\) on the lattice when only a particle is allowed per site. To this end we identify the parameter that controls the strength of internal fluctuations in this model, namely, the number of particles per correlated volume.
11 March 2003 / / Publications
Authors: Tobias Galla and Esteban Moro Journal: Phys. Rev. E, Rapid Communication 67, 035101 (2003). LINK | arXiv Abstract: We study numerically and analytically the dynamics of defect formation during a finite-time quench of the two-dimensional Swift-Hohenberg (SH) model of Rayleigh-Bénard convection. We find that the Kibble-Zurek picture of defect formation can be applied to describe the density of defects produced during the quench. Our study reveals the relevance of two factors: the effect of local variations of the striped patterns within defect-free domains and the presence of both pointlike and extended defects.
14 November 2001 / / Publications
Authors: Esteban Moro Journal: Physical Review Letters 87, 238303 (2001) LINK | arXiv Abstract: We study the diffusion-limited reaction \(A \leftrightarrow A = A\) in various spatial dimensions to observe the effect of internal fluctuations on the interface between stable and unstable phases. We find that, similar to what has been observed in d = 1 dimensions, internal fluctuations modify the mean-field predictions for this process, which is given by Fisher’s reaction-diffusion equation.