The q-Gaussian distribution is known to be an attractor of certain correlated systems, and is the distribution which, under appropriate constraints, maximizes the entropy S q , the basis of nonextensive statistical mechanics. This theory is postulated as a natural extension of the standard (Boltzmann-Gibbs) statistical mechanics, and may explain the ubiquitous appearance of heavy-tailed distributions in both natural and man-made systems. The q-Gaussian distribution is also used as a numerical tool, for example as a visiting distribution in Generalized Simulated Annealing. We develop and present a simple, easy to implement numerical method for generating random deviates from a q-Gaussian distribution based upon a generalization of the well known Box-Müller method. Our method is suitable for a larger range of q values, 3 q −∞ < < , than has previously appeared in the literature, and can generate deviates from q-Gaussian distributions of arbitrary width and center. MATLAB code showing a straightforward implementation is also included.
Abstract:We study a strictly scale-invariant probabilistic N-body model with symmetric, uniform, identically distributed random variables. Correlations are induced through a transformation of a multivariate Gaussian distribution with covariance matrix decaying out from the unit diagonal, as ρ/r α for r =1, 2, …, N-1, where r indicates displacement from the diagonal and where 0 ρ 1 and α 0. We show numerically that the sum of the N dependent random variables is well modeled by a compact support q-Gaussian distribution. In the particular case of α = 0 we obtain q = (1-5/3 ρ) / (1-ρ), a result validated analytically in a recent paper by Hilhorst and Schehr. Our present results with these q-Gaussian approximants precisely mimic the behavior expected in the frame of non-extensive statistical mechanics. The fact that the N → ∞ limiting distributions are not exactly, but only approximately, q-Gaussians suggests that the present system is not exactly, but only approximately, q-independent in the sense of the q-generalized central limit theorem of Umarov, Steinberg and Tsallis. Short range interaction (α > 1) and long range interactions (α < 1) are discussed. Fitted parameters are obtained via a Method of Moments approach. Simple mechanisms which lead to the production of q-Gaussians, such as mixing, are discussed.
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Thistleton, W. (2016Effect of ocular shape and vascular geometry on retinal hemodynamics: a computational modelReceived: date / Accepted: date Abstract A computational model for retinal hemodynamics accounting for ocular curvature is presented. The model combines: (i) a hierarchical Darcy model for the flow through small arterioles, capillaries and small venules in the retinal tissue, where blood vessels of different size are comprised in different hierarchical levels of a porous medium; and (ii) a one-dimensional network model for the blood flow through retinal arterioles and venules of larger size. The non-planar ocular shape is included by: (i) defining the hierarchical Darcy flow model on a two-dimensional curved surface embedded in the three-dimensional space; and (ii) mapping the simplified one-dimensional network model onto the curved surface. The model is solved numerically using a finite element method in which spatial domain and hierarchical levels are discretized separately. For the finite element method we use an exterior calculus based implementation which permits an easier treatment of non-planar domains. Numerical solutions are verified against suitably constructed analytical solutions. Numerical experiments are performed to investigate how
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