220,520 research outputs found
Lattice study of a magnetic contribution to heavy quark momentum diffusion
No full textHeavy quarks placed within a hot QCD medium undergo Brownian motion, characterized by specific transport coefficients. Their determination can be simplified by expanding them in T/M, where T is the temperature and M is a heavy quark mass. The leading term in the expansion originates from the colour-electric part of a Lorentz force, whereas the next-to-leading order involves the colour-magnetic part. We measure a colour-magnetic 2-point correlator in quenched QCD at T ∼ (1.2 − 2.0)Tc. Employing multilevel techniques and non-perturbative renormalization, a good signal is obtained, and its continuum extrapolation can be estimated. Modelling the shape of the corresponding spectral function, we subsequently extract the momentum diffusion coefficient, κ. For charm (bottom) quarks, the magnetic contribution adds ∼ 30% (10%) to the electric one. The same increases apply also to the drag coefficient, η. As an aside, the colour-magnetic spectral function is computed at NLO
Modica Type Gradient Estimates for Reaction-Diffusion Equations
No full textWe continue the study of Modica type gradient estimates for inhomogeneous parabolic equations initiated in Banerjee and Garofalo (Nonlinear Anal. Theory Appl., to appear). First, we show that for the parabolic minimal surface equation with a semilinear force term if a certain gradient estimate is satisfied at t = 0, then it holds for all later times t > 0. We then establish analogous results for reaction-diffusion equations such as (5) below in Ω × [0, T], where Ω is an epigraph such that the mean curvature of ∂ Ω is nonnegative. We then turn our attention to settings where such gradient estimates are valid without any a priori information on whether the estimate holds at some earlier time. Quite remarkably (see Theorems 4.1, 4.2 and 5.1), this is true for Rn×(−∞,0] and Ω×(−∞,0], where Ω is an epigraph satisfying the geometric assumption mentioned above, and for M×(−∞,0], where M is a connected, compact Riemannian manifold with nonnegative Ricci tensor. As a consequence of the gradient estimate (7), we establish a rigidity result (see Theorem 6.1 below) for solutions to (5) which is the analogue of Theorem 5.1 in Caffarelli et al. (Commun. Pure Appl. Math. 47, 1457–1473, 1994). Finally, motivated by Theorem 6.1, we close the paper by proposing a parabolic version of the famous conjecture of De Giorgi also known as the ε-version of the Bernstein theorem
Volatility and growth: credit constraints and productivity-enhancing investment
No full textWe examine how credit constraints affect the cyclical behavior of productivity-enhancing investment and thereby volatility and growth. We first develop a simple growth model where firms engage in two types of investment: a short-term one and a long-term productivity-enhancing one. Because it takes longer to complete, long-term investment has a relatively less procyclical return but also a higher liquidity risk. Under complete financial markets, long-term investment is countercyclical, thus mitigating volatility. But when firms face tight credit constraints, long-term investment turns procyclical, thus amplifying volatility. Tighter credit therefore leads to both higher aggregate volatility and lower mean growth for a given total investment rate. We next confront the model with a panel of countries over the period 1960-2000 and find that a lower degree of financial development predicts a higher sensitivity of both the composition of investment and mean growth to exogenous shocks, as well as a stronger negative effect of volatility on growth
Dataset supporting thesis titled: Investigation of monitoring technologies to deliver ‘Pill-in-the-Pocket’ oral anticoagulation in atrial fibrillation
No full textThis zip file contains the spreadsheets for the following publications:
Chapter 3: 'Pill-in-the-pocket' Oral Anticoagulation Guided by Daily Rhythm Monitoring for Stroke Prevention in Patients with AF: A Systematic Review and Meta-analysis.
Briosa E Gala A, Pope MTB, Leo M, Sharp AJ, Tsoi V, Paisey J, Curzen N, Betts TR.
Arrhythm Electrophysiol Rev. 2023 Mar 2;12:e05. doi: 10.15420/aer.2022.22. eCollection 2023.
Chapter 4: "Real-world" performance of the Confirm Rx™ SharpSense AF detection algorithm: UK Confirm Rx study.
Gala ABE, Pope MTB, Leo M, Sharp AJ, Banerjee A, Field D, Thomas H, Balasubramaniam R, Hunter R, Gardner RS, Wilson D, Gallagher MM, Ormerod J, Paisey J, Curzen N, Betts TR.
J Arrhythm. 2024 Sep 3;40(5):1093-1101. doi: 10.1002/joa3.13124. eCollection 2024 Oct.
Chapter 5: Diagnostic performance of single-lead electrocardiograms from a smartwatch and a smartring for cardiac arrhythmia detection.
Briosa E Gala A, Sharp AJ, Schramm D, Pope MTB, Leo M, Varini R, Banerjee A, Win KZ, Kalla M, Paisey J, Curzen N, Betts TR.Hea rt Rhythm O2. 2025 Mar 26;6(6):808-817. doi: 10.1016/j.hroo.2025.03.019. eCollection 2025 Jun.
Chapter 6: Real-time smartphone alerts during atrial fibrillation episodes with implantable cardiac monitors and wearable devices: SMART-ALERT study.
Briosa E Gala A, Sharp AJ, Pope MTB, Leo M, Varini R, Paisey J, Curzen N, Banerjee A, Betts TR.
Heart Rhythm. 2025 Apr 15:S1547-5271(25)02331-8. doi: 10.1016/j.hrthm.2025.04.015. Online ahead of print.</span
Volatility and Growth: Credit Constraints and Productivity-Enhancing Investment
No full textWe examine how credit constraints affect the cyclical behavior of productivity-enhancing investment and thereby volatility and growth. We first develop a simple growth model where firms engage in two types of investment: a short-term one and a long-term productivity-enhancing one. Because it takes longer to complete, long-term investment has a relatively less procyclical return but also a higher liquidity risk. Under complete financial markets, long-term investment is countercyclical, thus mitigating volatility. But when firms face tight credit constraints, long-term investment turns procyclical, thus amplifying volatility. Tighter credit therefore leads to both higher aggregate volatility and lower mean growth for a given total investment rate. We next confront the model with a panel of countries over the period 1960-2000 and find that a lower degree of financial development predicts a higher sensitivity of both the composition of investment and mean growth to exogenous shocks, as well as a stronger negative effect of volatility on growth.
A Backward Technique for Demographic Noise in Biological Ordinary Differential Equation Models
No full textPhysical systems described by deterministic differential equations represent idealized situations since they ignore stochastic effects. In the context of biomathematical modeling, we distinguish between environmental or extrinsic noise and demographic or intrinsic noise, for which it is assumed that the variation over time is due to demographic variation of two or more interacting populations (birth, death, immigration, and emigration). The modeling and simulation of demographic noise as a stochastic process affecting units of populations involved in the model is well known in the literature, resulting in discrete stochastic systems or, when the population sizes are large, in continuous stochastic ordinary differential equations and, if noise is ignored, in continuous ordinary differential equation models. The inverse process, i.e., inferring the effects of demographic noise on a natural system described by a set of ordinary differential equations, is still an issue to be addressed. With this paper, we provide a technique to model and simulate demographic noise going backward from a deterministic continuous differential system to its underlying discrete stochastic process, based on the framework of chemical kinetics, since demographic noise is nothing but the biological or ecological counterpart of intrinsic noise in genetic regulation. Our method can, thus, be applied to ordinary differential systems describing any kind of phenomena when intrinsic noise is of interest
- …
