On universality of scaling law describing roughness of triple line.

PubMed

Bormashenko, Edward; Musin, Albina; Whyman, Gene; Barkay, Zahava; Zinigrad, Michael

2015-01-01

The fine structure of the three-phase (triple) line was studied for different liquids, various topographies of micro-rough substrates and various wetting regimes. Wetting of porous and pillar-based micro-scaled polymer surfaces was investigated. The triple line was visualized with the environmental scanning electron microscope and scanning electron microscope for the "frozen" triple lines. The value of the roughness exponent ζ for water (ice)/rough polymer systems was located within 0.55-0.63. For epoxy glue/rough polymer systems somewhat lower values of the exponent, 0.42 < ζ < 0.54, were established. The obtained values of ζ were close for the Cassie and Wenzel wetting regimes, different liquids, and different substrates' topographies. Thus, the above values of the exponent are to a great extent universal. The switch of the exponent, when the roughness size approaches to the correlation length of the defects, is also universal.

Role of initial correlation in coarsening of a ferromagnet

NASA Astrophysics Data System (ADS)

Chakraborty, Saikat; Das, Subir K.

2015-06-01

We study the dynamics of ordering in ferromagnets via Monte Carlo simulations of the Ising model, employing the Glauber spin-flip mechanism, in space dimensions d = 2 and 3, on square and simple cubic lattices. Results for the persistence probability and the domain growth are discussed for quenches to various temperatures (Tf) below the critical one (Tc), from different initial temperatures Ti ≥ Tc. In long time limit, for Ti>Tc, the persistence probability exhibits power-law decay with exponents θ ≃ 0.22 and ≃ 0.18 in d = 2 and 3, respectively. For finite Ti, the early time behavior is a different power-law whose life-time diverges and exponent decreases as Ti → Tc. The two steps are connected via power-law as a function of domain length and the crossover to the second step occurs when this characteristic length exceeds the equilibrium correlation length at T = Ti. Ti = Tc is expected to provide a new universality class for which we obtain θ ≡ θc ≃ 0.035 in d = 2 and ≃0.105 in d = 3. The time dependence of the average domain size ℓ, however, is observed to be rather insensitive to the choice of Ti.

Regulator dependence of fixed points in quantum Einstein gravity with R 2 truncation

NASA Astrophysics Data System (ADS)

Nagy, S.; Fazekas, B.; Peli, Z.; Sailer, K.; Steib, I.

2018-03-01

We performed a functional renormalization group analysis for the quantum Einstein gravity including a quadratic term in the curvature. The ultraviolet non-gaussian fixed point and its critical exponent for the correlation length are identified for different forms of regulators in case of dimension 3. We searched for that optimized regulator where the physical quantities show the least regulator parameter dependence. It is shown that the Litim regulator satisfies this condition. The infrared fixed point has also been investigated, it is found that the exponent is insensitive to the third coupling introduced by the R 2 term.

Effect of the quartic gradient terms on the critical exponents of the Wilson-Fisher fixed point in O(N) models

NASA Astrophysics Data System (ADS)

Péli, Zoltán; Nagy, Sándor; Sailer, Kornel

2018-02-01

The effect of the O(partial4) terms of the gradient expansion on the anomalous dimension η and the correlation length's critical exponent ν of the Wilson-Fisher fixed point has been determined for the Euclidean 3-dimensional O( N) models with N≥ 2 . Wetterich's effective average action renormalization group method is used with field-independent derivative couplings and Litim's optimized regulator. It is shown that the critical theory is well approximated by the effective average action preserving O( N) symmetry with an accuracy of O(η).

Phase transition in the parametric natural visibility graph.

PubMed

Snarskii, A A; Bezsudnov, I V

2016-10-01

We investigate time series by mapping them to the complex networks using a parametric natural visibility graph (PNVG) algorithm that generates graphs depending on arbitrary continuous parameter-the angle of view. We study the behavior of the relative number of clusters in PNVG near the critical value of the angle of view. Artificial and experimental time series of different nature are used for numerical PNVG investigations to find critical exponents above and below the critical point as well as the exponent in the finite size scaling regime. Altogether, they allow us to find the critical exponent of the correlation length for PNVG. The set of calculated critical exponents satisfies the basic Widom relation. The PNVG is found to demonstrate scaling behavior. Our results reveal the similarity between the behavior of the relative number of clusters in PNVG and the order parameter in the second-order phase transitions theory. We show that the PNVG is another example of a system (in addition to magnetic, percolation, superconductivity, etc.) with observed second-order phase transition.

Criticality and phase diagram of quantum long-range O(N ) models

NASA Astrophysics Data System (ADS)

Defenu, Nicolò; Trombettoni, Andrea; Ruffo, Stefano

2017-09-01

Several recent experiments in atomic, molecular, and optical systems motivated a huge interest in the study of quantum long-range systems. Our goal in this paper is to present a general description of their critical behavior and phases, devising a treatment valid in d dimensions, with an exponent d +σ for the power-law decay of the couplings in the presence of an O(N ) symmetry. By introducing a convenient ansatz for the effective action, we determine the phase diagram for the N -component quantum rotor model with long-range interactions, with N =1 corresponding to the Ising model. The phase diagram in the σ -d plane shows a nontrivial dependence on σ . As a consequence of the fact that the model is quantum, the correlation functions are anisotropic in the spatial and time coordinates for σ smaller than a critical value, and in this region the isotropy is not restored even at criticality. Results for the correlation length exponent ν , the dynamical critical exponent z , and a comparison with numerical findings for them are presented.

Equilibrium and dynamic methods when comparing an English text and its Esperanto translation

NASA Astrophysics Data System (ADS)

Ausloos, M.

2008-11-01

A comparison of two English texts written by Lewis Carroll, one (Alice in Wonderland), also translated into Esperanto, the other (Through the Looking Glass) are discussed in order to observe whether natural and artificial languages significantly differ from each other. One dimensional time series like signals are constructed using only word frequencies (FTS) or word lengths (LTS). The data is studied through (i) a Zipf method for sorting out correlations in the FTS and (ii) a Grassberger-Procaccia (GP) technique based method for finding correlations in LTS. The methods correspond to an equilibrium and a dynamic approach respectively to human texts features. There are quantitative statistical differences between the original English text and its Esperanto translation, but the qualitative differences are very minutes. However different power laws are observed with characteristic exponents for the ranking properties, and the phase space attractor dimensionality. The Zipf exponent can take values much less than unity (∼0.50 or 0.30) depending on how a sentence is defined. This variety in exponents can be conjectured to be an intrinsic measure of the book style or purpose, rather than the language or author vocabulary richness, since a similar exponent is obtained whatever the text. Moreover the attractor dimension r is a simple function of the so called phase space dimension n, i.e., r=nλ, with λ=0.79. Such an exponent could also be conjectured to be a measure of the author style versatility, - here well preserved in the translation.

Magnetic phase transition in Heisenberg antiferromagnetic films with easy-axis single-ion anisotropy

NASA Astrophysics Data System (ADS)

Pan, Kok-Kwei

2012-03-01

The staggered susceptibility of spin-1 and spin-3/2 Heisenberg antiferromagnet with easy-axis single-ion anisotropy on the cubic lattice films consisting of n=2, 3, 4, 5 and 6 interacting square lattice layers is studied by high-temperature series expansions. Sixth order series in J/kBT have been obtained for free-surface boundary conditions. The dependence of the Néel temperature on film thickness n and easy-axis anisotropy D has been investigated. The shifts of the Néel temperature from the bulk value can be described by a power law n with a shift exponent λ, where λ is the inverse of the bulk correlation length exponent. The effect of easy-axis single-ion anisotropy on shift exponent of antiferromagnetic films has been studied. A comparison is made with related works. The results obtained are qualitatively consistent with the predictions of finite-size scaling theory.

The nature of the continuous non-equilibrium phase transition of Axelrod's model

NASA Astrophysics Data System (ADS)

Peres, Lucas R.; Fontanari, José F.

2015-09-01

Axelrod's model in the square lattice with nearest-neighbors interactions exhibits culturally homogeneous as well as culturally fragmented absorbing configurations. In the case in which the agents are characterized by F = 2 cultural features and each feature assumes k states drawn from a Poisson distribution of parameter q, these regimes are separated by a continuous transition at qc = 3.10 +/- 0.02 . Using Monte Carlo simulations and finite-size scaling we show that the mean density of cultural domains μ is an order parameter of the model that vanishes as μ ∼ (q - q_c)^β with β = 0.67 +/- 0.01 at the critical point. In addition, for the correlation length critical exponent we find ν = 1.63 +/- 0.04 and for Fisher's exponent, τ = 1.76 +/- 0.01 . This set of critical exponents places the continuous phase transition of Axelrod's model apart from the known universality classes of non-equilibrium lattice models.

Hyperscaling breakdown and Ising spin glasses: The Binder cumulant

NASA Astrophysics Data System (ADS)

Lundow, P. H.; Campbell, I. A.

2018-02-01

Among the Renormalization Group Theory scaling rules relating critical exponents, there are hyperscaling rules involving the dimension of the system. It is well known that in Ising models hyperscaling breaks down above the upper critical dimension. It was shown by Schwartz (1991) that the standard Josephson hyperscaling rule can also break down in Ising systems with quenched random interactions. A related Renormalization Group Theory hyperscaling rule links the critical exponents for the normalized Binder cumulant and the correlation length in the thermodynamic limit. An appropriate scaling approach for analyzing measurements from criticality to infinite temperature is first outlined. Numerical data on the scaling of the normalized correlation length and the normalized Binder cumulant are shown for the canonical Ising ferromagnet model in dimension three where hyperscaling holds, for the Ising ferromagnet in dimension five (so above the upper critical dimension) where hyperscaling breaks down, and then for Ising spin glass models in dimension three where the quenched interactions are random. For the Ising spin glasses there is a breakdown of the normalized Binder cumulant hyperscaling relation in the thermodynamic limit regime, with a return to size independent Binder cumulant values in the finite-size scaling regime around the critical region.

Statistical analysis of strait time index and a simple model for trend and trend reversal

NASA Astrophysics Data System (ADS)

Chen, Kan; Jayaprakash, C.

2003-06-01

We analyze the daily closing prices of the Strait Time Index (STI) as well as the individual stocks traded in Singapore's stock market from 1988 to 2001. We find that the Hurst exponent is approximately 0.6 for both the STI and individual stocks, while the normal correlation functions show the random walk exponent of 0.5. We also investigate the conditional average of the price change in an interval of length T given the price change in the previous interval. We find strong correlations for price changes larger than a threshold value proportional to T; this indicates that there is no uniform crossover to Gaussian behavior. A simple model based on short-time trend and trend reversal is constructed. We show that the model exhibits statistical properties and market swings similar to those of the real market.

Confirming Time-reversal Symmetry of a Directed Percolation Phase Transition in a Model of Neutral Evolutionary Dynamics

NASA Astrophysics Data System (ADS)

Ordway, Stephen; King, Dawn; Bahar, Sonya

Reaction-diffusion processes, such as branching-coalescing random walks, can be used to describe the underlying dynamics of nonequilibrium phase transitions. In an agent-based, neutral model of evolutionary dynamics, we have previously shown that our system undergoes a continuous, nonequilibrium phase transition, from extinction to survival, as various system parameters were tuned. This model was shown to belong to the directed percolation (DP) universality class, by measuring the critical exponents corresponding to correlation length ξ⊥, correlation time ξ| |, and particle density β. The fourth critical exponent that defines the DP universality class is β', which measures the survival probability of growth from a single seed organism. Since DP universality is theorized to have time-reversal symmetry, it is assumed that β = β '. In order to confirm the existence of time-reversal symmetry in our model, we evaluate the system growth from a single asexually reproducing organism. Importantly, the critical exponent β' could be useful for comparison to experimental studies of phase transitions in biological systems, since observing growth of microbial populations is significantly easier than observing death. This research was supported by funding from the James S. McDonnell Foundation.

Spatio-temporal correlations in the Manna model in one, three and five dimensions

NASA Astrophysics Data System (ADS)

Willis, Gary; Pruessner, Gunnar

2018-02-01

Although the paradigm of criticality is centered around spatial correlations and their anomalous scaling, not many studies of self-organized criticality (SOC) focus on spatial correlations. Often, integrated observables, such as avalanche size and duration, are used, not least as to avoid complications due to the unavoidable lack of translational invariance. The present work is a survey of spatio-temporal correlation functions in the Manna Model of SOC, measured numerically in detail in d = 1,3 and 5 dimensions and compared to theoretical results, in particular relating them to “integrated” observables such as avalanche size and duration scaling, that measure them indirectly. Contrary to the notion held by some of SOC models organizing into a critical state by re-arranging their spatial structure avalanche by avalanche, which may be expected to result in large, nontrivial, system-spanning spatial correlations in the quiescent state (between avalanches), correlations of inactive particles in the quiescent state have a small amplitude that does not and cannot increase with the system size, although they display (noisy) power law scaling over a range linear in the system size. Self-organization, however, does take place as the (one-point) density of inactive particles organizes into a particular profile that is asymptotically independent of the driving location, also demonstrated analytically in one dimension. Activity and its correlations, on the other hand, display nontrivial long-ranged spatio-temporal scaling with exponents that can be related to established results, in particular avalanche size and duration exponents. The correlation length and amplitude are set by the system size (confirmed analytically for some observables), as expected in systems displaying finite size scaling. In one dimension, we find some surprising inconsistencies of the dynamical exponent. A (spatially extended) mean field theory (MFT) is recovered, with some corrections, in five dimensions.

Wavepacket dynamics in one-dimensional system with long-range correlated disorder

NASA Astrophysics Data System (ADS)

Yamada, Hiroaki S.

2018-03-01

We numerically investigate dynamical property in the one-dimensional tight-binding model with long-range correlated disorder having power spectrum 1 /fα (α: spectrum exponent) generated by Fourier filtering method. For relatively small α <αc (=2) time-dependence of mean square displacement (MSD) of the initially localized wavepacket shows ballistic spread and localizes as time elapses. It is shown that α-dependence of the dynamical localization length determined by the MSD exhibits a simple scaling law in the localization regime for the relatively weak disorder strength W. Furthermore, scaled MSD by the dynamical localization length almost obeys an universal function from the ballistic to the localization regime in the various combinations of the parameters α and W.

A new method for the calculation of the conductivity of inhomogeneous systems

NASA Astrophysics Data System (ADS)

Byshkin, M. S.; Turkin, A. A.

2005-06-01

A new method for computing the conductivity of random irregular resistor networks is developed. This method is a generalization of the transfer-matrix technique, proposed by Derrida and Vannimenus for regular 2D and 3D lattices. At the same time for large systems the method presented in this paper is more efficient than the transfer-matrix technique. To demonstrate the method it is applied to a cubic lattice at the percolation threshold and away from it. The conductivity has been found for lattices with size up to 3243. The ratio between the conductivity exponent t and the correlation length exponent η was estimated to be t/η = 2.315, in good agreement with the literature data.

Thermodynamic scaling of dynamics in polymer melts: predictions from the generalized entropy theory.

PubMed

Xu, Wen-Sheng; Freed, Karl F

2013-06-21

Many glass-forming fluids exhibit a remarkable thermodynamic scaling in which dynamic properties, such as the viscosity, the relaxation time, and the diffusion constant, can be described under different thermodynamic conditions in terms of a unique scaling function of the ratio ρ(γ)∕T, where ρ is the density, T is the temperature, and γ is a material dependent constant. Interest in the scaling is also heightened because the exponent γ enters prominently into considerations of the relative contributions to the dynamics from pressure effects (e.g., activation barriers) vs. volume effects (e.g., free volume). Although this scaling is clearly of great practical use, a molecular understanding of the scaling remains elusive. Providing this molecular understanding would greatly enhance the utility of the empirically observed scaling in assisting the rational design of materials by describing how controllable molecular factors, such as monomer structures, interactions, flexibility, etc., influence the scaling exponent γ and, hence, the dynamics. Given the successes of the generalized entropy theory in elucidating the influence of molecular details on the universal properties of glass-forming polymers, this theory is extended here to investigate the thermodynamic scaling in polymer melts. The predictions of theory are in accord with the appearance of thermodynamic scaling for pressures not in excess of ~50 MPa. (The failure at higher pressures arises due to inherent limitations of a lattice model.) In line with arguments relating the magnitude of γ to the steepness of the repulsive part of the intermolecular potential, the abrupt, square-well nature of the lattice model interactions lead, as expected, to much larger values of the scaling exponent. Nevertheless, the theory is employed to study how individual molecular parameters affect the scaling exponent in order to extract a molecular understanding of the information content contained in the exponent. The chain rigidity, cohesive energy, chain length, and the side group length are all found to significantly affect the magnitude of the scaling exponent, and the computed trends agree well with available experiments. The variations of γ with these molecular parameters are explained by establishing a correlation between the computed molecular dependence of the scaling exponent and the fragility. Thus, the efficiency of packing the polymers is established as the universal physical mechanism determining both the fragility and the scaling exponent γ.

Brief communication: Possible explanation of the values of Hack's drainage basin, river length scaling exponent

NASA Astrophysics Data System (ADS)

Hunt, Allen G.

2016-04-01

Percolation theory can be used to find water flow paths of least resistance. Application of percolation theory to drainage networks allows identification of the range of exponent values that describe the tortuosity of rivers in real river networks, which is then used to generate the observed scaling between drainage basin area and channel length, a relationship known as Hack's law. Such a theoretical basis for Hack's law may allow interpretation of the range of exponent values based on an assessment of the heterogeneity of the substrate.

Explanation of the values of Hack's drainage basin, river length scaling exponent

NASA Astrophysics Data System (ADS)

Hunt, A. G.

2015-08-01

Percolation theory can be used to find water flow paths of least resistance. The application of percolation theory to drainage networks allows identification of the range of exponent values that describe the tortuosity of rivers in real river networks, which is then used to generate the observed scaling between drainage basin area and channel length, a relationship known as Hack's law. Such a theoretical basis for Hack's law allows interpretation of the range of exponent values based on an assessment of the heterogeneity of the substrate.

Development of an Atmospheric Dispersion Model for Heavier-Than-Air Gas Mixtures. Volume 3. DEGADIS User’s Manual.

DTIC Science & Technology

1985-05-01

interpolates between a pair of points based on a list of supplied values (C-2). () ALP estimates the ambient wind profile power a by minimizing the integral...Typical Values of Surface Roughness 7 1.2. Representative Konin-Obukhov Lengths arnd Power Law Exponents for Different Atmospheric Stabilities 8 IV.1...a constant in power law wind profile 0 constant in a correlation r gama function 𔄁 ratio of (p - pa)/Cc 6 constant in a correlation y AMonin-Obukhov

The Hack's law applied to young volcanic basin: the Tahiti case

NASA Astrophysics Data System (ADS)

Ye, F.; Sichoix, L.; Barriot, J.; Serafini, J.

2010-12-01

We study the channel morphology over the Tahiti island from the Hack’s law perspective. The Hack’s law is an empirical power relationship between basin drainage area and the length of its main channel. It had also been shown that drainage area becomes more elongate with increasing basin size. For typical continental basins, the exponent value lies between 0.47 for basins larger than 260,000 km2 and 0.7 for those spanning less than 20,720 km2 (Muller, 1973). In Tahiti, we extracted 27 principal basins ranging from 7 km2 to 90 km2 from a Digital Terrain Model of the island with a 5 m-resolution. We demonstrate that the Hack’s law still apply for such small basins (correlation coefficient R2=0.7) with an exponent value being approximately 0.5. It appears that the exponent value is influenced by the local geomorphic condition, and does not follow the previous study results (the exponent value decreases with increasing drainage area.) Our exponent value matches the result found w.r.t. debris-flow basins of China for drainage areas less than 100 km2 (Li et al., 2008). Otherwise, the young volcanic basins of Tahiti do not become longer and narrower with increasing basin size (R2=0.1). Besides, there is no correlation between the basin area and the basin convexity (R2=0). This means that there is no statistical change in basin shape with basin size. We present also the drainage area-slope relationship with respect to sediment or transport-limited processes. Key words: Hack’s law, channel morphology, DTM

Approximate scaling properties of RNA free energy landscapes

NASA Technical Reports Server (NTRS)

Baskaran, S.; Stadler, P. F.; Schuster, P.

1996-01-01

RNA free energy landscapes are analysed by means of "time-series" that are obtained from random walks restricted to excursion sets. The power spectra, the scaling of the jump size distribution, and the scaling of the curve length measured with different yard stick lengths are used to describe the structure of these "time series". Although they are stationary by construction, we find that their local behavior is consistent with both AR(1) and self-affine processes. Random walks confined to excursion sets (i.e., with the restriction that the fitness value exceeds a certain threshold at each step) exhibit essentially the same statistics as free random walks. We find that an AR(1) time series is in general approximately self-affine on timescales up to approximately the correlation length. We present an empirical relation between the correlation parameter rho of the AR(1) model and the exponents characterizing self-affinity.

Privacy-Preserving RFID Authentication Using Public Exponent Three RSA Algorithm

NASA Astrophysics Data System (ADS)

Kim, Yoonjeong; Ohm, Seongyong; Yi, Kang

In this letter, we propose a privacy-preserving authentication protocol with RSA cryptosystem in an RFID environment. For both overcoming the resource restriction and strengthening security, our protocol uses only modular exponentiation with exponent three at RFID tag side, with the padded random message whose length is greater than one-sixth of the whole message length.

Coarsening of stripe patterns: variations with quench depth and scaling.

PubMed

Tripathi, Ashwani K; Kumar, Deepak

2015-02-01

The coarsening of stripe patterns when the system is evolved from random initial states is studied by varying the quench depth ε, which is a measure of distance from the transition point of the stripe phase. The dynamics of the growth of stripe order, which is characterized by two length scales, depends on the quench depth. The growth exponents of the two length scales vary continuously with ε. The decay exponents for free energy, stripe curvature, and densities of defects like grain boundaries and dislocations also show similar variation. This implies a breakdown of the standard picture of nonequilibrium dynamical scaling. In order to understand the variations with ε we propose an additional scaling with a length scale dependent on ε. The main contribution to this length scale comes from the "pinning potential," which is unique to systems where the order parameter is spatially periodic. The periodic order parameter gives rise to an ε-dependent potential, which can pin defects like grain boundaries, dislocations, etc. This additional scaling provides a compact description of variations of growth exponents with quench depth in terms of just one exponent for each of the length scales. The relaxation of free energy, stripe curvature, and the defect densities have also been related to these length scales. The study is done at zero temperature using Swift-Hohenberg equation in two dimensions.

Earthquake scaling laws for rupture geometry and slip heterogeneity

NASA Astrophysics Data System (ADS)

Thingbaijam, Kiran K. S.; Mai, P. Martin; Goda, Katsuichiro

2016-04-01

We analyze an extensive compilation of finite-fault rupture models to investigate earthquake scaling of source geometry and slip heterogeneity to derive new relationships for seismic and tsunami hazard assessment. Our dataset comprises 158 earthquakes with a total of 316 rupture models selected from the SRCMOD database (http://equake-rc.info/srcmod). We find that fault-length does not saturate with earthquake magnitude, while fault-width reveals inhibited growth due to the finite seismogenic thickness. For strike-slip earthquakes, fault-length grows more rapidly with increasing magnitude compared to events of other faulting types. Interestingly, our derived relationship falls between the L-model and W-model end-members. In contrast, both reverse and normal dip-slip events are more consistent with self-similar scaling of fault-length. However, fault-width scaling relationships for large strike-slip and normal dip-slip events, occurring on steeply dipping faults (δ~90° for strike-slip faults, and δ~60° for normal faults), deviate from self-similarity. Although reverse dip-slip events in general show self-similar scaling, the restricted growth of down-dip fault extent (with upper limit of ~200 km) can be seen for mega-thrust subduction events (M~9.0). Despite this fact, for a given earthquake magnitude, subduction reverse dip-slip events occupy relatively larger rupture area, compared to shallow crustal events. In addition, we characterize slip heterogeneity in terms of its probability distribution and spatial correlation structure to develop a complete stochastic random-field characterization of earthquake slip. We find that truncated exponential law best describes the probability distribution of slip, with observable scale parameters determined by the average and maximum slip. Applying Box-Cox transformation to slip distributions (to create quasi-normal distributed data) supports cube-root transformation, which also implies distinctive non-Gaussian slip distributions. To further characterize the spatial correlations of slip heterogeneity, we analyze the power spectral decay of slip applying the 2-D von Karman auto-correlation function (parameterized by the Hurst exponent, H, and correlation lengths along strike and down-slip). The Hurst exponent is scale invariant, H = 0.83 (± 0.12), while the correlation lengths scale with source dimensions (seismic moment), thus implying characteristic physical scales of earthquake ruptures. Our self-consistent scaling relationships allow constraining the generation of slip-heterogeneity scenarios for physics-based ground-motion and tsunami simulations.

Phase diagram and universality of the Lennard-Jones gas-liquid system.

PubMed

Watanabe, Hiroshi; Ito, Nobuyasu; Hu, Chin-Kun

2012-05-28

The gas-liquid phase transition of the three-dimensional Lennard-Jones particles system is studied by molecular dynamics simulations. The gas and liquid densities in the coexisting state are determined with high accuracy. The critical point is determined by the block density analysis of the Binder parameter with the aid of the law of rectilinear diameter. From the critical behavior of the gas-liquid coexisting density, the critical exponent of the order parameter is estimated to be β = 0.3285(7). Surface tension is estimated from interface broadening behavior due to capillary waves. From the critical behavior of the surface tension, the critical exponent of the correlation length is estimated to be ν = 0.63(4). The obtained values of β and ν are consistent with those of the Ising universality class.

Scaling of Directed Dynamical Small-World Networks with Random Responses

NASA Astrophysics Data System (ADS)

Zhu, Chen-Ping; Xiong, Shi-Jie; Tian, Ying-Jie; Li, Nan; Jiang, Ke-Sheng

2004-05-01

A dynamical model of small-world networks, with directed links which describe various correlations in social and natural phenomena, is presented. Random responses of sites to the input message are introduced to simulate real systems. The interplay of these ingredients results in the collective dynamical evolution of a spinlike variable S(t) of the whole network. The global average spreading length s and average spreading time s are found to scale as p-αln(N with different exponents. Meanwhile, S(t) behaves in a duple scaling form for N≫N*: S˜f(p-βqγt˜), where p and q are rewiring and external parameters, α, β, and γ are scaling exponents, and f(t˜) is a universal function. Possible applications of the model are discussed.

Complex Analysis of Combat in Afghanistan

DTIC Science & Technology

2014-12-01

analysis we have β−ffE ~)( where β= 2H - 1 = 1 - γ, with H being the Hurst exponent , related to the correlation exponent γ. Usually, real-world data are...statistical nature. In every instance we found strong power law correlations in the data, and were able to extract accurate scaling exponents . On the... exponents , α. The case αɘ.5 corresponds to long-term anti-correlations, meaning that large values are most likely to be followed by small values and

INTERDISCIPLINARY PHYSICS AND RELATED AREAS OF SCIENCE AND TECHNOLOGY: Relaxation Property and Stability Analysis of the Quasispecies Models

NASA Astrophysics Data System (ADS)

Feng, Xiao-Li; Li, Yu-Xiao; Gu, Jian-Zhong; Zhuo, Yi-Zhong

2009-10-01

The relaxation property of both Eigen model and Crow-Kimura model with a single peak fitness landscape is studied from phase transition point of view. We first analyze the eigenvalue spectra of the replication mutation matrices. For sufficiently long sequences, the almost crossing point between the largest and second-largest eigenvalues locates the error threshold at which critical slowing down behavior appears. We calculate the critical exponent in the limit of infinite sequence lengths and compare it with the result from numerical curve fittings at sufficiently long sequences. We find that for both models the relaxation time diverges with exponent 1 at the error (mutation) threshold point. Results obtained from both methods agree quite well. From the unlimited correlation length feature, the first order phase transition is further confirmed. Finally with linear stability theory, we show that the two model systems are stable for all ranges of mutation rate. The Eigen model is asymptotically stable in terms of mutant classes, and the Crow-Kimura model is completely stable.

92 Years of the Ising Model: A High Resolution Monte Carlo Study

NASA Astrophysics Data System (ADS)

Xu, Jiahao; Ferrenberg, Alan M.; Landau, David P.

2018-04-01

Using extensive Monte Carlo simulations that employ the Wolff cluster flipping and data analysis with histogram reweighting and quadruple precision arithmetic, we have investigated the critical behavior of the simple cubic Ising model with lattice sizes ranging from 163 to 10243. By analyzing data with cross correlations between various thermodynamic quantities obtained from the same data pool, we obtained the critical inverse temperature K c = 0.221 654 626(5) and the critical exponent of the correlation length ν = 0.629 912(86) with precision that improves upon previous Monte Carlo estimates.

Magnitude and sign of long-range correlated time series: Decomposition and surrogate signal generation.

PubMed

Gómez-Extremera, Manuel; Carpena, Pedro; Ivanov, Plamen Ch; Bernaola-Galván, Pedro A

2016-04-01

We systematically study the scaling properties of the magnitude and sign of the fluctuations in correlated time series, which is a simple and useful approach to distinguish between systems with different dynamical properties but the same linear correlations. First, we decompose artificial long-range power-law linearly correlated time series into magnitude and sign series derived from the consecutive increments in the original series, and we study their correlation properties. We find analytical expressions for the correlation exponent of the sign series as a function of the exponent of the original series. Such expressions are necessary for modeling surrogate time series with desired scaling properties. Next, we study linear and nonlinear correlation properties of series composed as products of independent magnitude and sign series. These surrogate series can be considered as a zero-order approximation to the analysis of the coupling of magnitude and sign in real data, a problem still open in many fields. We find analytical results for the scaling behavior of the composed series as a function of the correlation exponents of the magnitude and sign series used in the composition, and we determine the ranges of magnitude and sign correlation exponents leading to either single scaling or to crossover behaviors. Finally, we obtain how the linear and nonlinear properties of the composed series depend on the correlation exponents of their magnitude and sign series. Based on this information we propose a method to generate surrogate series with controlled correlation exponent and multifractal spectrum.

Dynamics of a quantum phase transition in the Bose-Hubbard model: Kibble-Zurek mechanism and beyond

NASA Astrophysics Data System (ADS)

Shimizu, Keita; Kuno, Yoshihito; Hirano, Takahiro; Ichinose, Ikuo

2018-03-01

In this paper, we study the dynamics of the Bose-Hubbard model by using time-dependent Gutzwiller methods. In particular, we vary the parameters in the Hamiltonian as a function of time, and investigate the temporal behavior of the system from the Mott insulator to the superfluid (SF) crossing a second-order phase transition. We first solve a time-dependent Schrödinger equation for the experimental setup recently done by Braun et al. [Proc. Natl. Acad. Sci. USA 112, 3641 (2015)] and show that the numerical and experimental results are in fairly good agreement. However, these results disagree with the Kibble-Zurek scaling. From our numerical study, we reveal a possible source of the discrepancy. Next, we calculate the critical exponents of the correlation length and vortex density in addition to the SF order parameter for a Kibble-Zurek protocol. We show that beside the "freeze" time t ̂, there exists another important time, teq, at which an oscillating behavior of the SF amplitude starts. From calculations of the exponents of the correlation length and vortex density with respect to a quench time τQ, we obtain a physical picture of a coarsening process. Finally, we study how the system evolves after the quench. We give a global picture of dynamics of the Bose-Hubbard model.

Influence of Turbulent Flow and Fractal Scaling on Effective Permeability of Fracture Network

NASA Astrophysics Data System (ADS)

Zhu, J.

2017-12-01

A new approach is developed to calculate hydraulic gradient dependent effective permeability of a fractal fracture network where both laminar and turbulent flows may occur in individual fractures. A critical fracture length is used to distinguish flow characteristics in individual fractures. The developed new solutions can be used for the case of a general scaling relationship, an extension to the linear scaling. We examine the impact on the effective permeability of the network of fractal fracture network characteristics, which include the fractal scaling coefficient and exponent, fractal dimension, ratio of minimum over maximum fracture lengths. Results demonstrate that the developed solution can explain more variations of the effective permeability in relation to the fractal dimensions estimated from the field observations. At high hydraulic gradient the effective permeability decreases with the fractal scaling exponent, but increases with the fractal scaling exponent at low gradient. The effective permeability increases with the scaling coefficient, fractal dimension, fracture length ratio and maximum fracture length.

Change of Multifractal Thermal Characteristics in the Western Philippine Sea Upper Layer During Internal Wave-Soliton Propagation

DTIC Science & Technology

2007-01-01

where H is the scaling exponent , or called the Hurst exponent . In 1941, Kolmogorov suggested that the velocity increment in high-Reynolds number...turbulent flows should scale with the mean (time-averaged) energy dissipation and the separation length scale. The Hurst exponent H is equal to 1/3. For...the internal solitons change the power exponent of the power spectra drastically especially in the low wave number domain; break down the power law

Hydropathic self-organized criticality: a magic wand for protein physics.

PubMed

Phillips, J C

2012-10-01

Self-organized criticality (SOC) is a popular concept that has been the subject of more than 3000 articles in the last 25 years. The characteristic signature of SOC is the appearance of self-similarity (power-law scaling) in observable properties. A characteristic observable protein property that describes protein-water interactions is the water-accessible (hydropathic) interfacial area of compacted globular protein networks. Here we show that hydropathic power-law (size- or length-scale-dependent) exponents derived from SOC enable theory to connect standard Web-based (BLAST) short-range amino acid (aa) sequence similarities to long-range aa sequence hydropathic roughening form factors that hierarchically describe evolutionary trends in water - membrane protein interactions. Our method utilizes hydropathic aa exponents that define a non-Euclidean metric realistically rooted in the atomic coordinates of 5526 protein segments. These hydropathic aa exponents thereby encapsulate universal (but previously only implicit) non-Euclidean long-range differential geometrical features of the Protein Data Bank. These hydropathic aa exponents easily organize small mutated aa sequence differences between human and proximate species proteins. For rhodopsin, the most studied transmembrane signaling protein associated with night vision, analysis shows that this approach separates Euclidean short- and non-Euclidean long-range aa sequence properties, and shows that they correlate with 96% success for humans, monkeys, cats, mice and rabbits. Proper application of SOC using hydropathic aa exponents promises unprecedented simplifications of exponentially complex protein sequence-structure-function problems, both conceptual and practical.

Estimation of the hydraulic conductivity of a two-dimensional fracture network using effective medium theory and power-law averaging

NASA Astrophysics Data System (ADS)

Zimmerman, R. W.; Leung, C. T.

2009-12-01

Most oil and gas reservoirs, as well as most potential sites for nuclear waste disposal, are naturally fractured. In these sites, the network of fractures will provide the main path for fluid to flow through the rock mass. In many cases, the fracture density is so high as to make it impractical to model it with a discrete fracture network (DFN) approach. For such rock masses, it would be useful to have recourse to analytical, or semi-analytical, methods to estimate the macroscopic hydraulic conductivity of the fracture network. We have investigated single-phase fluid flow through generated stochastically two-dimensional fracture networks. The centers and orientations of the fractures are uniformly distributed, whereas their lengths follow a lognormal distribution. The aperture of each fracture is correlated with its length, either through direct proportionality, or through a nonlinear relationship. The discrete fracture network flow and transport simulator NAPSAC, developed by Serco (Didcot, UK), is used to establish the “true” macroscopic hydraulic conductivity of the network. We then attempt to match this value by starting with the individual fracture conductances, and using various upscaling methods. Kirkpatrick’s effective medium approximation, which works well for pore networks on a core scale, generally underestimates the conductivity of the fracture networks. We attribute this to the fact that the conductances of individual fracture segments (between adjacent intersections with other fractures) are correlated with each other, whereas Kirkpatrick’s approximation assumes no correlation. The power-law averaging approach proposed by Desbarats for porous media is able to match the numerical value, using power-law exponents that generally lie between 0 (geometric mean) and 1 (harmonic mean). The appropriate exponent can be correlated with statistical parameters that characterize the fracture density.

Dependence of exponents on text length versus finite-size scaling for word-frequency distributions

NASA Astrophysics Data System (ADS)

Corral, Álvaro; Font-Clos, Francesc

2017-08-01

Some authors have recently argued that a finite-size scaling law for the text-length dependence of word-frequency distributions cannot be conceptually valid. Here we give solid quantitative evidence for the validity of this scaling law, using both careful statistical tests and analytical arguments based on the generalized central-limit theorem applied to the moments of the distribution (and obtaining a novel derivation of Heaps' law as a by-product). We also find that the picture of word-frequency distributions with power-law exponents that decrease with text length [X. Yan and P. Minnhagen, Physica A 444, 828 (2016), 10.1016/j.physa.2015.10.082] does not stand with rigorous statistical analysis. Instead, we show that the distributions are perfectly described by power-law tails with stable exponents, whose values are close to 2, in agreement with the classical Zipf's law. Some misconceptions about scaling are also clarified.

Dynamic scaling in natural swarms

NASA Astrophysics Data System (ADS)

Cavagna, Andrea; Conti, Daniele; Creato, Chiara; Del Castello, Lorenzo; Giardina, Irene; Grigera, Tomas S.; Melillo, Stefania; Parisi, Leonardo; Viale, Massimiliano

2017-09-01

Collective behaviour in biological systems presents theoretical challenges beyond the borders of classical statistical physics. The lack of concepts such as scaling and renormalization is particularly problematic, as it forces us to negotiate details whose relevance is often hard to assess. In an attempt to improve this situation, we present here experimental evidence of the emergence of dynamic scaling laws in natural swarms of midges. We find that spatio-temporal correlation functions in different swarms can be rescaled by using a single characteristic time, which grows with the correlation length with a dynamical critical exponent z ~ 1, a value not found in any other standard statistical model. To check whether out-of-equilibrium effects may be responsible for this anomalous exponent, we run simulations of the simplest model of self-propelled particles and find z ~ 2, suggesting that natural swarms belong to a novel dynamic universality class. This conclusion is strengthened by experimental evidence of the presence of non-dissipative modes in the relaxation, indicating that previously overlooked inertial effects are needed to describe swarm dynamics. The absence of a purely dissipative regime suggests that natural swarms undergo a near-critical censorship of hydrodynamics.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fu, Bo; Zhu, Wei; Shi, Qinwei

Exploiting the enabling power of the Lanczos method in momentum space, we determine accurately the quasiparticle and scaling properties of disordered three-dimensional Dirac semimetals surrounding the quantum critical point separating the semimetal and diffusive metal regimes. We unveil that the imaginary part of the quasiparticle self-energy obeys a common power law before, at, and after the quantum phase transition, but the power law is nonuniversal, whose exponent is dependent on the disorder strength. More intriguingly, whereas a common power law is also found for the real part of the self-energy before and after the phase transition, a distinctly different behaviormore » is identified at the critical point, characterized by the existence of a nonanalytic logarithmic singularity. This nonanalytical correction serves as the very basis for the unusual power-law behaviors of the quasiparticles and many other physical properties surrounding the quantum critical point. Our approach also allows the ready and reliable determination of the scaling properties of the correlation length and dynamical exponents. Furthermore, we show that the central findings are valid for both uncorrelated and correlated disorder distributions and should be directly comparable with future experimental observations.« less

Scaling Analysis of Tide Gauge Data from the Atlantic, Gulf of Mexico, and Pacific Coasts of the United States

NASA Astrophysics Data System (ADS)

Barton, C. C.; Smigelski, J. R.; Tebbens, S. F.

2008-12-01

Most coastal regions are subject to inundation due to many periodic and non-periodic inputs including for example: diurnal and semi diurnal tides, storms, tsunamis, and global sea level change. Tide guage data provide a frequently sampled long term record of fluctuations in water level. A power-spectral-density analysis of tidal gauge data is used to quantify persistence (degree of internal correlation over various time intervals) in terms of the scaling exponent β and to identify temporal changes in persistence. The stations are located at different proximity to the open ocean, including bays, harbors, and channels. The datasets are from the NOAA CO-OPS Verified Hourly Station Datum. The length of the data sets ranges from 3 years to 101 years. The hourly data sets are decimated to one record every four hours. All data sets analyzed show three distinct regions of persistence with two inflection points at approximately one day and five days. For times less than one day, the scaling exponent ranges between 0 < β < 2.6. For the time interval 1 to 5 days, the scaling exponent ranges between 1.1 < β < 2.1. For times greater than 5 days, the scaling exponent ranges between 0.4 < β < 0.9. Persistence generally decreases as period increases but is stable between the inflection points. At Duck, NC, long term persistence in the tide gauge signal is 0.6 as compared to 0.9 for the biweekly shoreline position signal over twenty years, suggesting a strong correlation between the two and the possibility of using tide gauge data to quantify nearby shoreline mobility over similar time intervals.

Multifractal detrended cross-correlation analysis on gold, crude oil and foreign exchange rate time series

NASA Astrophysics Data System (ADS)

Pal, Mayukha; Madhusudana Rao, P.; Manimaran, P.

2014-12-01

We apply the recently developed multifractal detrended cross-correlation analysis method to investigate the cross-correlation behavior and fractal nature between two non-stationary time series. We analyze the daily return price of gold, West Texas Intermediate and Brent crude oil, foreign exchange rate data, over a period of 18 years. The cross correlation has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, the existence of multifractal cross-correlation between all of these time series is found. We also found that the cross correlation between gold and oil prices possess uncorrelated behavior and the remaining bivariate time series possess persistent behavior. It was observed for five bivariate series that the cross-correlation exponents are less than the calculated average generalized Hurst exponents (GHE) for q<0 and greater than GHE when q>0 and for one bivariate series the cross-correlation exponent is greater than GHE for all q values.

A simplified Mach number scaling law for helicopter rotor noise

NASA Technical Reports Server (NTRS)

Aravamudan, K. S.; Lee, A.; Harris, W. L.

1978-01-01

Mach number scaling laws are derived for the rotational and the high-frequency broadband noise from helicopter rotors. The rotational scaling law is obtained directly from the theory of Lowson and Ollerhead (1969) by exploiting the properties of the dominant terms in the expression for the complex Fourier coefficients of sound radiation from a point source. The scaling law for the high-frequency broadband noise is obtained by assuming that the noise sources are acoustically compact and computing the instantaneous pressure due to an element on an airfoil where vortices are shed. Experimental results on the correlation lengths for stationary airfoils are extended to rotating airfoils. On the assumption that the correlation length varies as the boundary layer displacement thickness, it is found that the Mach number scaling law contains a factor of Mach number raised to the exponent 5.8. Both scaling laws were verified by model tests.

Quantum criticality of one-dimensional multicomponent Fermi gas with strongly attractive interaction

NASA Astrophysics Data System (ADS)

He, Peng; Jiang, Yuzhu; Guan, Xiwen; He, Jinyu

2015-01-01

Quantum criticality of strongly attractive Fermi gas with SU(3) symmetry in one dimension is studied via the thermodynamic Bethe ansatz (TBA) equations. The phase transitions driven by the chemical potential μ , effective magnetic field H1, H2 (chemical potential biases) are analyzed at the quantum criticality. The phase diagram and critical fields are analytically determined by the TBA equations in the zero temperature limit. High accurate equations of state, scaling functions are also obtained analytically for the strong interacting gases. The dynamic exponent z=2 and correlation length exponent ν =1/2 read off the universal scaling form. It turns out that the quantum criticality of the three-component gases involves a sudden change of density of states of one cluster state, two or three cluster states. In general, this method can be adapted to deal with the quantum criticality of multicomponent Fermi gases with SU(N) symmetry.

Defect production in nonlinear quench across a quantum critical point.

PubMed

Sen, Diptiman; Sengupta, K; Mondal, Shreyoshi

2008-07-04

We show that the defect density n, for a slow nonlinear power-law quench with a rate tau(-1) and an exponent alpha>0, which takes the system through a critical point characterized by correlation length and dynamical critical exponents nu and z, scales as n approximately tau(-alphanud/(alphaznu+1)) [n approximately (alphag((alpha-1)/alpha)/tau)(nud/(znu+1))] if the quench takes the system across the critical point at time t=0 [t=t(0) not = 0], where g is a nonuniversal constant and d is the system dimension. These scaling laws constitute the first theoretical results for defect production in nonlinear quenches across quantum critical points and reproduce their well-known counterpart for a linear quench (alpha=1) as a special case. We supplement our results with numerical studies of well-known models and suggest experiments to test our theory.

Long-term persistence of solar activity

NASA Technical Reports Server (NTRS)

Ruzmaikin, Alexander; Feynman, Joan; Robinson, Paul

1994-01-01

We examine the question of whether or not the non-periodic variations in solar activity are caused by a white-noise, random process. The Hurst exponent, which characterizes the persistence of a time series, is evaluated for the series of C-14 data for the time interval from about 6000 BC to 1950 AD. We find a constant Hurst exponent, suggesting that solar activity in the frequency range from 100 to 3000 years includes an important continuum component in addition to the well-known periodic variations. The value we calculate, H approximately 0.8, is significantly larger than the value of 0.5 that would correspond to variations produced by a white-noise process. This value is in good agreement with the results for the monthly sunspot data reported elsewhere, indicating that the physics that produces the continuum is a correlated random process and that it is the same type of process over a wide range of time interval lengths.

Exact results for quench dynamics and defect production in a two-dimensional model.

PubMed

Sengupta, K; Sen, Diptiman; Mondal, Shreyoshi

2008-02-22

We show that for a d-dimensional model in which a quench with a rate tau(-1) takes the system across a (d-m)-dimensional critical surface, the defect density scales as n approximately 1/tau(mnu/(znu+1)), where nu and z are the correlation length and dynamical critical exponents characterizing the critical surface. We explicitly demonstrate that the Kitaev model provides an example of such a scaling with d = 2 and m = nu = z = 1. We also provide the first example of an exact calculation of some multispin correlation functions for a two-dimensional model that can be used to determine the correlation between the defects. We suggest possible experiments to test our theory.

Universality of long-range correlations in expansion randomization systems

NASA Astrophysics Data System (ADS)

Messer, P. W.; Lässig, M.; Arndt, P. F.

2005-10-01

We study the stochastic dynamics of sequences evolving by single-site mutations, segmental duplications, deletions, and random insertions. These processes are relevant for the evolution of genomic DNA. They define a universality class of non-equilibrium 1D expansion-randomization systems with generic stationary long-range correlations in a regime of growing sequence length. We obtain explicitly the two-point correlation function of the sequence composition and the distribution function of the composition bias in sequences of finite length. The characteristic exponent χ of these quantities is determined by the ratio of two effective rates, which are explicitly calculated for several specific sequence evolution dynamics of the universality class. Depending on the value of χ, we find two different scaling regimes, which are distinguished by the detectability of the initial composition bias. All analytic results are accurately verified by numerical simulations. We also discuss the non-stationary build-up and decay of correlations, as well as more complex evolutionary scenarios, where the rates of the processes vary in time. Our findings provide a possible example for the emergence of universality in molecular biology.

Inter-relationship between scaling exponents for describing self-similar river networks

NASA Astrophysics Data System (ADS)

Yang, Soohyun; Paik, Kyungrock

2015-04-01

Natural river networks show well-known self-similar characteristics. Such characteristics are represented by various power-law relationships, e.g., between upstream length and drainage area (exponent h) (Hack, 1957), and in the exceedance probability distribution of upstream area (exponent ɛ) (Rodriguez-Iturbe et al., 1992). It is empirically revealed that these power-law exponents are within narrow ranges. Power-law is also found in the relationship between drainage density (the total stream length divided by the total basin area) and specified source area (the minimum drainage area to form a stream head) (exponent η) (Moussa and Bocquillon, 1996). Considering that above three scaling relationships all refer to fundamental measures of 'length' and 'area' of a given drainage basin, it is natural to hypothesize plausible inter-relationship between these three scaling exponents. Indeed, Rigon et al. (1996) demonstrated the relationship between ɛ and h. In this study, we expand this to a more general ɛ-η-h relationship. We approach ɛ-η relationship in an analytical manner while η-h relationship is demonstrated for six study basins in Korea. Detailed analysis and implications will be presented. References Hack, J. T. (1957). Studies of longitudinal river profiles in Virginia and Maryland. US, Geological Survey Professional Paper, 294. Moussa, R., & Bocquillon, C. (1996). Fractal analyses of tree-like channel networks from digital elevation model data. Journal of Hydrology, 187(1), 157-172. Rigon, R., Rodriguez-Iturbe, I., Maritan, A., Giacometti. A., Tarboton, D. G., & Rinaldo, A. (1996). On Hack's Law. Water Resources Research, 32(11), 3367-3374. Rodríguez-Iturbe, I., Ijjasz-Vasquez, E. J., Bras, R. L., & Tarboton, D. G. (1992). Power law distributions of discharge mass and energy in river basins. Water Resources Research, 28(4), 1089-1093.

Allometric Convergence in Savanna Trees and Implications for the Use of Plant Scaling Models in Variable Ecosystems

PubMed Central

Tredennick, Andrew T.; Bentley, Lisa Patrick; Hanan, Niall P.

2013-01-01

Theoretical models of allometric scaling provide frameworks for understanding and predicting how and why the morphology and function of organisms vary with scale. It remains unclear, however, if the predictions of ‘universal’ scaling models for vascular plants hold across diverse species in variable environments. Phenomena such as competition and disturbance may drive allometric scaling relationships away from theoretical predictions based on an optimized tree. Here, we use a hierarchical Bayesian approach to calculate tree-specific, species-specific, and ‘global’ (i.e. interspecific) scaling exponents for several allometric relationships using tree- and branch-level data harvested from three savanna sites across a rainfall gradient in Mali, West Africa. We use these exponents to provide a rigorous test of three plant scaling models (Metabolic Scaling Theory (MST), Geometric Similarity, and Stress Similarity) in savanna systems. For the allometric relationships we evaluated (diameter vs. length, aboveground mass, stem mass, and leaf mass) the empirically calculated exponents broadly overlapped among species from diverse environments, except for the scaling exponents for length, which increased with tree cover and density. When we compare empirical scaling exponents to the theoretical predictions from the three models we find MST predictions are most consistent with our observed allometries. In those situations where observations are inconsistent with MST we find that departure from theory corresponds with expected tradeoffs related to disturbance and competitive interactions. We hypothesize savanna trees have greater length-scaling exponents than predicted by MST due to an evolutionary tradeoff between fire escape and optimization of mechanical stability and internal resource transport. Future research on the drivers of systematic allometric variation could reconcile the differences between observed scaling relationships in variable ecosystems and those predicted by ideal models such as MST. PMID:23484003

Ameba-like diffusion in two-dimensional polymer melts: how critical exponents determine the structural relaxation

NASA Astrophysics Data System (ADS)

Kreer, Torsten; Meyer, Hendrik; Baschnagel, Joerg

2008-03-01

By means of numerical investigations we demonstrate that the structural relaxation of linear polymers in two dimensional (space-filling) melts is characterized by ameba-like diffusion, where the chains relax via frictional dissipation at their interfacial contact lines. The perimeter length of the contact line determines a new length scale, which does not exist in three dimensions. We show how this length scale follows from the critical exponents, which hence characterize not only the static but also the dynamic properties of the melt. Our data is in agreement with recent theoretical predictions, concerning the time-dependence of single-monomer mean-square displacements and the scaling of concomitant relaxation times with the degree of polymerization. For the latter we demonstrate a density crossover-scaling as an additional test for ameba-like relaxation. We compare our results to the conceptually different Rouse model, which predicts numerically close exponents. Our data can clearly rule out the classical picture as the relevant relaxation mechanism in two-dimensional polymer melts.

Scaling law analysis of paraffin thin films on different surfaces

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dotto, M. E. R.; Camargo, S. S. Jr.

2010-01-15

The dynamics of paraffin deposit formation on different surfaces was analyzed based on scaling laws. Carbon-based films were deposited onto silicon (Si) and stainless steel substrates from methane (CH{sub 4}) gas using radio frequency plasma enhanced chemical vapor deposition. The different substrates were characterized with respect to their surface energy by contact angle measurements, surface roughness, and morphology. Paraffin thin films were obtained by the casting technique and were subsequently characterized by an atomic force microscope in noncontact mode. The results indicate that the morphology of paraffin deposits is strongly influenced by substrates used. Scaling laws analysis for coated substratesmore » present two distinct dynamics: a local roughness exponent ({alpha}{sub local}) associated to short-range surface correlations and a global roughness exponent ({alpha}{sub global}) associated to long-range surface correlations. The local dynamics is described by the Wolf-Villain model, and a global dynamics is described by the Kardar-Parisi-Zhang model. A local correlation length (L{sub local}) defines the transition between the local and global dynamics with L{sub local} approximately 700 nm in accordance with the spacing of planes measured from atomic force micrographs. For uncoated substrates, the growth dynamics is related to Edwards-Wilkinson model.« less

The primary cosmic ray electron spectrum from 10 GeV to about 200 GeV

NASA Technical Reports Server (NTRS)

Silverberg, R. F.; Ormes, J. F.; Balasubrahmanyan, V. K.; Ryan, M. J.

1971-01-01

An ionization spectrometer consisting of 10.8 radiation lengths of tungsten and 35 radiation lengths of iron has been used to determine the energy spectrum of cosmic ray electrons above 10 GeV. The spectrometer was calibrated with electrons from 5.4 to 18 GeV and then flown at an altitude of 6 gm-cm/2 for 16 hours. Separation of electron initiated events from proton events was achieved by utilizing starting point distributions, the shower development in tungsten, and the energy deposited in the large thickness of iron absorber. The exponent of the differential energy spectrum of the electrons is -3.1 + or - 0.2 while the exponent of the background is consistent with the proton exponent of -2.7 + or -0.2.

Correlated diffusion of colloidal particles near a liquid-liquid interface.

PubMed

Zhang, Wei; Chen, Song; Li, Na; Zhang, Jia Zheng; Chen, Wei

2014-01-01

Optical microscopy and multi-particle tracking are used to investigate the cross-correlated diffusion of quasi two-dimensional colloidal particles near an oil-water interface. The behaviors of the correlated diffusion along longitudinal and transverse direction are asymmetric. It is shown that the characteristic length for longitudinal and transverse correlated diffusion are particle diameter d and the distance z from particle center to the interface, respectively, for large particle separation z. The longitudinal and transverse correlated diffusion coefficient D||(r) and D[perpendicular](r) are independent of the colloidal area fraction n when n < 0.3, which indicates that the hydrodynamic interactions(HIs) among the particles are dominated by HIs through the surrounding fluid for small n. For high area fraction n > 0.4 the power law exponent for the spatial decay of [Formula: see text] begins to decrease, which suggests the HIs are more contributed from the 2D particle monolayer self for large n.

Self-avoiding walk on a square lattice with correlated vacancies

NASA Astrophysics Data System (ADS)

Cheraghalizadeh, J.; Najafi, M. N.; Mohammadzadeh, H.; Saber, A.

2018-04-01

The self-avoiding walk on the square site-diluted correlated percolation lattice is considered. The Ising model is employed to realize the spatial correlations of the metric space. As a well-accepted result, the (generalized) Flory's mean-field relation is tested to measure the effect of correlation. After exploring a perturbative Fokker-Planck-like equation, we apply an enriched Rosenbluth Monte Carlo method to study the problem. To be more precise, the winding angle analysis is also performed from which the diffusivity parameter of Schramm-Loewner evolution theory (κ ) is extracted. We find that at the critical Ising (host) system, the exponents are in agreement with Flory's approximation. For the off-critical Ising system, we find also a behavior for the fractal dimension of the walker trace in terms of the correlation length of the Ising system ξ (T ) , i.e., DFSAW(T ) -DFSAW(Tc) ˜1/√{ξ (T ) } .

Hypergeometric continuation of divergent perturbation series: I. Critical exponents of the Bose-Hubbard model

NASA Astrophysics Data System (ADS)

Sanders, Sören; Holthaus, Martin

2017-10-01

We study the connection between the exponent of the order parameter of the Mott insulator-to-superfluid transition occurring in the two-dimensional Bose-Hubbard model, and the divergence exponents of its one- and two-particle correlation functions. We find that at the multicritical points all divergence exponents are related to each other, allowing us to express the critical exponent in terms of one single divergence exponent. This approach correctly reproduces the critical exponent of the three-dimensional XY universality class. Because divergence exponents can be computed in an efficient manner by hypergeometric analytic continuation, our strategy is applicable to a wide class of systems.

Charged fixed point in the Ginzburg-Landau superconductor and the role of the Ginzburg parameter /κ

NASA Astrophysics Data System (ADS)

Kleinert, Hagen; Nogueira, Flavio S.

2003-02-01

We present a semi-perturbative approach which yields an infrared-stable fixed point in the Ginzburg-Landau for N=2, where N/2 is the number of complex components. The calculations are done in d=3 dimensions and below Tc, where the renormalization group functions can be expressed directly as functions of the Ginzburg parameter κ which is the ratio between the two fundamental scales of the problem, the penetration depth λ and the correlation length ξ. We find a charged fixed point for κ>1/ 2, that is, in the type II regime, where Δκ≡κ-1/ 2 is shown to be a natural expansion parameter. This parameter controls a momentum space instability in the two-point correlation function of the order field. This instability appears at a non-zero wave-vector p0 whose magnitude scales like ˜ Δκ β¯, with a critical exponent β¯=1/2 in the one-loop approximation, a behavior known from magnetic systems with a Lifshitz point in the phase diagram. This momentum space instability is argued to be the origin of the negative η-exponent of the order field.

Accurate Determination of the Quasiparticle and Scaling Properties Surrounding the Quantum Critical Point of Disordered Three-Dimensional Dirac Semimetals.

PubMed

Fu, Bo; Zhu, Wei; Shi, Qinwei; Li, Qunxiang; Yang, Jinlong; Zhang, Zhenyu

2017-04-07

Exploiting the enabling power of the Lanczos method in momentum space, we determine accurately the quasiparticle and scaling properties of disordered three-dimensional Dirac semimetals surrounding the quantum critical point separating the semimetal and diffusive metal regimes. We unveil that the imaginary part of the quasiparticle self-energy obeys a common power law before, at, and after the quantum phase transition, but the power law is nonuniversal, whose exponent is dependent on the disorder strength. More intriguingly, whereas a common power law is also found for the real part of the self-energy before and after the phase transition, a distinctly different behavior is identified at the critical point, characterized by the existence of a nonanalytic logarithmic singularity. This nonanalytical correction serves as the very basis for the unusual power-law behaviors of the quasiparticles and many other physical properties surrounding the quantum critical point. Our approach also allows the ready and reliable determination of the scaling properties of the correlation length and dynamical exponents. We further show that the central findings are valid for both uncorrelated and correlated disorder distributions and should be directly comparable with future experimental observations.

Accurate Determination of the Quasiparticle and Scaling Properties Surrounding the Quantum Critical Point of Disordered Three-dimensional Dirac Semimetals

DOE PAGES

Fu, Bo; Zhu, Wei; Shi, Qinwei; ...

2017-04-03

Exploiting the enabling power of the Lanczos method in momentum space, we determine accurately the quasiparticle and scaling properties of disordered three-dimensional Dirac semimetals surrounding the quantum critical point separating the semimetal and diffusive metal regimes. We unveil that the imaginary part of the quasiparticle self-energy obeys a common power law before, at, and after the quantum phase transition, but the power law is nonuniversal, whose exponent is dependent on the disorder strength. More intriguingly, whereas a common power law is also found for the real part of the self-energy before and after the phase transition, a distinctly different behaviormore » is identified at the critical point, characterized by the existence of a nonanalytic logarithmic singularity. This nonanalytical correction serves as the very basis for the unusual power-law behaviors of the quasiparticles and many other physical properties surrounding the quantum critical point. Our approach also allows the ready and reliable determination of the scaling properties of the correlation length and dynamical exponents. Furthermore, we show that the central findings are valid for both uncorrelated and correlated disorder distributions and should be directly comparable with future experimental observations.« less

Bayesian estimation of self-similarity exponent

NASA Astrophysics Data System (ADS)

Makarava, Natallia; Benmehdi, Sabah; Holschneider, Matthias

2011-08-01

In this study we propose a Bayesian approach to the estimation of the Hurst exponent in terms of linear mixed models. Even for unevenly sampled signals and signals with gaps, our method is applicable. We test our method by using artificial fractional Brownian motion of different length and compare it with the detrended fluctuation analysis technique. The estimation of the Hurst exponent of a Rosenblatt process is shown as an example of an H-self-similar process with non-Gaussian dimensional distribution. Additionally, we perform an analysis with real data, the Dow-Jones Industrial Average closing values, and analyze its temporal variation of the Hurst exponent.

Multiscale Modeling of Stiffness, Friction and Adhesion in Mechanical Contacts

DTIC Science & Technology

2012-02-29

over a lateral length l scales as a power law: h  lH, where H is called the Hurst exponent . For typical experimental surfaces, H ranges from 0.5 to 0.8...surfaces with a wide range of Hurst exponents using fully atomistic calculations and the Green’s function method. A simple relation like Eq. (2...described above to explore a full range of parameter space with different rms roughness h0, rms slope h’0, Hurst exponent H, adhesion energy

Potts-model formulation of the random resistor network

NASA Astrophysics Data System (ADS)

Harris, A. B.; Lubensky, T. C.

1987-05-01

The randomly diluted resistor network is formulated in terms of an n-replicated s-state Potts model with a spin-spin coupling constant J in the limit when first n, then s, and finally 1/J go to zero. This limit is discussed and to leading order in 1/J the generalized susceptibility is shown to reproduce the results of the accompanying paper where the resistor network is treated using the xy model. This Potts Hamiltonian is converted into a field theory by the usual Hubbard-Stratonovich transformation and thereby a renormalization-group treatment is developed to obtain the corrections to the critical exponents to first order in ɛ=6-d, where d is the spatial dimensionality. The recursion relations are shown to be the same as for the xy model. Their detailed analysis (given in the accompanying paper) gives the resistance crossover exponent as φ1=1+ɛ/42, and determines the critical exponent, t for the conductivity of the randomly diluted resistor network at concentrations, p, just above the percolation threshold: t=(d-2)ν+φ1, where ν is the critical exponent for the correlation length at the percolation threshold. These results correct previously accepted results giving φ=1 to all orders in ɛ. The new result for φ1 removes the paradox associated with the numerical result that t>1 for d=2, and also shows that the Alexander-Orbach conjecture, while numerically quite accurate, is not exact, since it disagrees with the ɛ expansion.

Nanoscale morphogenesis of nylon-sputtered plasma polymer particles

NASA Astrophysics Data System (ADS)

Choukourov, Andrei; Shelemin, Artem; Pleskunov, Pavel; Nikitin, Daniil; Khalakhan, Ivan; Hanuš, Jan

2018-05-01

Sub-micron polymer particles are highly important in various fields including astrophysics, thermonuclear fusion and nanomedicine. Plasma polymerization offers the possibility to produce particles with tailor-made size, crosslink density and chemical composition to meet the requirements of a particular application. However, the mechanism of nucleation and growth of plasma polymer particles as well as diversity of their morphology remain far from being clear. Here, we prepared nitrogen-containing plasma polymer particles by rf magnetron sputtering of nylon in a gas aggregation cluster source with variable length. The method allowed the production of particles with roughly constant chemical composition and number density but with the mean size changing from 80 to 320 nm. Atomic Force Microscopy with super-sharp probes was applied to study the evolution of the particle surface topography as they grow in size. Height–height correlation and power spectral density functions were obtained to quantify the roughness exponent α  =  0.78, the growth exponent β  =  0.35, and the dynamic exponent 1/z  =  0.50. The set of critical exponents indicates that the particle surface evolves in a self-affine mode and the overall particle growth is caused by the accretion of polymer-forming species from the gas phase and not by coagulation. Redistribution of the incoming material over the surface coupled with the inhomogeneous distribution of inner stress is suggested as the main factor that determines the morphogenesis of the plasma polymer particles.

The relation of turbulence to diffusion in open-channel flows

USGS Publications Warehouse

Keefer, Thomas N.

1971-01-01

The exponent in the power-law equation describing the decay of scalar quantities downstream of a jet is a linear function of the shear velocity of the channel. The length of the core region of a jet is a power-law function of the jet strength with the exponent depending on boundary roughness.

Multiscale multifractal detrended-fluctuation analysis of two-dimensional surfaces

NASA Astrophysics Data System (ADS)

Wang, Fang; Fan, Qingju; Stanley, H. Eugene

2016-04-01

Two-dimensional (2D) multifractal detrended fluctuation analysis (MF-DFA) has been used to study monofractality and multifractality on 2D surfaces, but when it is used to calculate the generalized Hurst exponent in a fixed time scale, the presence of crossovers can bias the outcome. To solve this problem, multiscale multifractal analysis (MMA) was recent employed in a one-dimensional case. MMA produces a Hurst surface h (q ,s ) that provides a spectrum of local scaling exponents at different scale ranges such that the positions of the crossovers can be located. We apply this MMA method to a 2D surface and identify factors that influence the results. We generate several synthesized surfaces and find that crossovers are consistently present, which means that their fractal properties differ at different scales. We apply MMA to the surfaces, and the results allow us to observe these differences and accurately estimate the generalized Hurst exponents. We then study eight natural texture images and two real-world images and find (i) that the moving window length (WL) and the slide length (SL) are the key parameters in the MMA method, that the WL more strongly influences the Hurst surface than the SL, and that the combination of WL =4 and SL =4 is optimal for a 2D image; (ii) that the robustness of h (2 ,s ) to four common noises is high at large scales but variable at small scales; and (iii) that the long-term correlations in the images weaken as the intensity of Gaussian noise and salt and pepper noise is increased. Our findings greatly improve the performance of the MMA method on 2D surfaces.

Exponent and scrambling index of double alternate circular snake graphs

NASA Astrophysics Data System (ADS)

Rahmayanti, Sri; Pasaribu, Valdo E.; Nasution, Sawaluddin; Liani Salnaz, Sishi

2018-01-01

A graph is primitive if it contains a cycle of odd length. The exponent of a primitive graph G, denoted by exp(G), is the smallest positive integer k such that for each pair of vertices u and v in G there is a uv-walk length k. The scrambling index of a primitive graph G, denoted by k(G), is the smallest positive integer k such that for each pair of vertices u and v in G there is a uv-walk of length 2k. For an even positive integer n and an odd positive integer r, a (n,r)-double alternate circular snake graph, denoted by DA(C r,n ), is a graph obtained from a path u 1 u 2 ... u n by replacing each edge of the form u 2i u 2i+1 by two different r-cycles. We study the exponent and scrambling index of DA(C r,n ) and show that exp(DA(C r,n )) = n + r - 4 and k(DA(C r,n )) = (n + r - 3)/2.

Solute-specific scaling of inorganic nitrogen and phosphorus uptake in streams

NASA Astrophysics Data System (ADS)

Hall, R. O., Jr.; Baker, M. A.; Rosi-Marshall, E. J.; Tank, J. L.; Newbold, J. D.

2013-11-01

Stream ecosystem processes such as nutrient cycling may vary with stream position in the network. Using a scaling approach, we examined the relationship between stream size and nutrient uptake length, which represents the mean distance that a dissolved solute travels prior to removal from the water column. Ammonium (NH4+) uptake length increased proportionally with stream size measured as specific discharge (discharge/stream width) with a scaling exponent = 1.01. In contrast, uptake lengths for nitrate (NO3-) and soluble reactive phosphorus (SRP) increased more rapidly than increases in specific discharge (scaling exponents = 1.19 for NO3- and 1.35 for SRP). Additionally, the ratio of inorganic nitrogen (N) uptake length to SRP uptake length declined with stream size; there was relatively lower demand for SRP compared to N as stream size increased. Finally, we related the scaling of uptake length with specific discharge to that of stream length using Hack's law and downstream hydraulic geometry. Ammonium uptake length increased less than proportionally with distance from the headwaters, suggesting a strong role for larger streams and rivers in regulating nutrient transport.

Topological phase transition and the effect of Hubbard interactions on the one-dimensional topological Kondo insulator

NASA Astrophysics Data System (ADS)

Pillay, Jason C.; McCulloch, Ian P.

2018-05-01

The effect of a local Kondo coupling and Hubbard interaction on the topological phase of the one-dimensional topological Kondo insulator (TKI) is numerically investigated using the infinite matrix-product state density-matrix renormalization group algorithm. The ground state of the TKI is a symmetry-protected topological (SPT) phase protected by inversion symmetry. It is found that on its own, the Hubbard interaction that tends to force fermions into a one-charge per site order is insufficient to destroy the SPT phase. However, when the local Kondo Hamiltonian term that favors a topologically trivial ground state with a one-charge per site order is introduced, the Hubbard interaction assists in the destruction of the SPT phase. This topological phase transition occurs in the charge sector where the correlation length of the charge excitation diverges while the correlation length of the spin excitation remains finite. The critical exponents, central charge, and the phase diagram separating the SPT phase from the topologically trivial phase are presented.

Influence of Landscape Coverage on Measuring Spatial and Length Properties of Rock Fracture Networks: Insights from Numerical Simulation

NASA Astrophysics Data System (ADS)

Cao, Wenzhuo; Lei, Qinghua

2018-01-01

Natural fractures are ubiquitous in the Earth's crust and often deeply buried in the subsurface. Due to the difficulty in accessing to their three-dimensional structures, the study of fracture network geometry is usually achieved by sampling two-dimensional (2D) exposures at the Earth's surface through outcrop mapping or aerial photograph techniques. However, the measurement results can be considerably affected by the coverage of forests and other plant species over the exposed fracture patterns. We quantitatively study such effects using numerical simulation. We consider the scenario of nominally isotropic natural fracture systems and represent them using 2D discrete fracture network models governed by fractal and length scaling parameters. The groundcover is modelled as random patches superimposing onto the 2D fracture patterns. The effects of localisation and total coverage of landscape patches are further investigated. The fractal dimension and length exponent of the covered fracture networks are measured and compared with those of the original non-covered patterns. The results show that the measured length exponent increases with the reduced localisation and increased coverage of landscape patches, which is more evident for networks dominated by very large fractures (i.e. small underlying length exponent). However, the landscape coverage seems to have a minor impact on the fractal dimension measurement. The research findings of this paper have important implications for field survey and statistical analysis of geological systems.

Response of fractal penetration of magnetic flux to disorder landscape in superconducting films

NASA Astrophysics Data System (ADS)

Ye, Zuxin; Li, Qiang; Si, W. D.; Suenaga, M.; Solovyov, V. F.; Johnson, P. D.

2005-10-01

Magnetic flux front and induction contours in superconducting YBa2Cu3O7-δ films with defect size stilde ξ (superconducting coherence length) and s≫ξ are studied by magneto-optical imaging. Robust self-affine spatial correlation was observed using scaling analysis in the small pinning disorder-dominated ( stilde ξ) films. The roughness exponent α was determined to be ˜0.66 , independent of numbers of defects (or the film thickness). When the disorder landscape also included a distribution of large defects (s≫ξ) , the flux front and induction contours exhibited self-similarity, with a fractal dimension D determined to be ˜1.33 using the box-counting method. The remarkably different flux penetration patterns were shown to be the manifestation of self-organized criticality at different length scales.

Fractional-exponent behavior of magnetization near Tc in Bi2Sr2CaCu2O8

NASA Astrophysics Data System (ADS)

Li, Lu; Naughton, M. J.; Ono, S.; Ong, N. P.

2005-03-01

Using high-resolution torque magnetometry, we have investigated in detail how long-range phase coherence develops as the critical temperature Tc (88.7 K) is approached in optimally-doped Bi2Sr2CaCuO8+δ with field H||c. Three distinct regimes are observed. Above ˜92 K, |M| increases rapidly as T->Tc in step with the vortex Nernst signal. M is strictly linear in H in weak H, but shows strong curvature at large H (5-14 T). The curvature provides a determination of the correlation length ξsc which grows as a power law, viz. ξsc˜1/t^ν. In the second regime, 86 < T < 92 K, M becomes nonlinear in H, viz. M˜H^α(T), where the exponent α(T) decreases from 1 to 0. This interesting fractional-exponent behavior is highly unusual and fits poorly with conventional pictures of `fluctuating diamagnetism.' As previously known, M is virtually H independent below 2 Tesla at the ``crossing temperature'' Tcr = 86 K. Below Tcr, M is a function of H. We compare this behavior with predictions of the 3DXY and Kosterlitz-Thouless theory. Supported by funds from the U.S. National Science Foundation under grant DMR 0213706.

Detrended fluctuation analysis of non-stationary cardiac beat-to-beat interval of sick infants

NASA Astrophysics Data System (ADS)

Govindan, Rathinaswamy B.; Massaro, An N.; Al-Shargabi, Tareq; Niforatos Andescavage, Nickie; Chang, Taeun; Glass, Penny; du Plessis, Adre J.

2014-11-01

We performed detrended fluctuation analysis (DFA) of cardiac beat-to-beat intervals (RRis) collected from sick newborn infants over 1-4 day periods. We calculated four different metrics from the DFA fluctuation function: the DFA exponents αL (>40 beats up to one-fourth of the record length), αs (15-30 beats), root-mean-square (RMS) fluctuation on a short-time scale (20-50 beats), and RMS fluctuation on a long-time scale (110-150 beats). Except αL , all metrics clearly distinguished two groups of newborn infants (favourable vs. adverse) with well-characterized outcomes. However, the RMS fluctuations distinguished the two groups more consistently over time compared to αS . Furthermore, RMS distinguished the RRi of the two groups earlier compared to the DFA exponent. In all the three measures, the favourable outcome group displayed higher values, indicating a higher magnitude of (auto-)correlation and variability, thus normal physiology, compared to the adverse outcome group.

Modeling Fractal Structure of City-Size Distributions Using Correlation Functions

PubMed Central

Chen, Yanguang

2011-01-01

Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Using the idea from general fractals and scaling, I propose a dual competition hypothesis of city development to explain the value intervals and the special value, 1, of the power exponent. Zipf's law and Pareto's law can be mathematically transformed into one another, but represent different processes of urban evolution, respectively. Based on the Pareto distribution, a frequency correlation function can be constructed. By scaling analysis and multifractals spectrum, the parameter interval of Pareto exponent is derived as (0.5, 1]; Based on the Zipf distribution, a size correlation function can be built, and it is opposite to the first one. By the second correlation function and multifractals notion, the Pareto exponent interval is derived as [1, 2). Thus the process of urban evolution falls into two effects: one is the Pareto effect indicating city number increase (external complexity), and the other the Zipf effect indicating city size growth (internal complexity). Because of struggle of the two effects, the scaling exponent varies from 0.5 to 2; but if the two effects reach equilibrium with each other, the scaling exponent approaches 1. A series of mathematical experiments on hierarchical correlation are employed to verify the models and a conclusion can be drawn that if cities in a given region follow Zipf's law, the frequency and size correlations will follow the scaling law. This theory can be generalized to interpret the inverse power-law distributions in various fields of physical and social sciences. PMID:21949753

Scaling and percolation in the small-world network model

NASA Astrophysics Data System (ADS)

Newman, M. E. J.; Watts, D. J.

1999-12-01

In this paper we study the small-world network model of Watts and Strogatz, which mimics some aspects of the structure of networks of social interactions. We argue that there is one nontrivial length-scale in the model, analogous to the correlation length in other systems, which is well-defined in the limit of infinite system size and which diverges continuously as the randomness in the network tends to zero, giving a normal critical point in this limit. This length-scale governs the crossover from large- to small-world behavior in the model, as well as the number of vertices in a neighborhood of given radius on the network. We derive the value of the single critical exponent controlling behavior in the critical region and the finite size scaling form for the average vertex-vertex distance on the network, and, using series expansion and Padé approximants, find an approximate analytic form for the scaling function. We calculate the effective dimension of small-world graphs and show that this dimension varies as a function of the length-scale on which it is measured, in a manner reminiscent of multifractals. We also study the problem of site percolation on small-world networks as a simple model of disease propagation, and derive an approximate expression for the percolation probability at which a giant component of connected vertices first forms (in epidemiological terms, the point at which an epidemic occurs). The typical cluster radius satisfies the expected finite size scaling form with a cluster size exponent close to that for a random graph. All our analytic results are confirmed by extensive numerical simulations of the model.

Punctuation effects in english and esperanto texts

NASA Astrophysics Data System (ADS)

Ausloos, M.

2010-07-01

A statistical physics study of punctuation effects on sentence lengths is presented for written texts: Alice in wonderland and Through a looking glass. The translation of the first text into esperanto is also considered as a test for the role of punctuation in defining a style, and for contrasting natural and artificial, but written, languages. Several log-log plots of the sentence-length-rank relationship are presented for the major punctuation marks. Different power laws are observed with characteristic exponents. The exponent can take a value much less than unity ( ca. 0.50 or 0.30) depending on how a sentence is defined. The texts are also mapped into time series based on the word frequencies. The quantitative differences between the original and translated texts are very minutes, at the exponent level. It is argued that sentences seem to be more reliable than word distributions in discussing an author style.

Modeling the Neurodynamics of Submarine Piloting and Navigation Teams

DTIC Science & Technology

2014-05-07

phenomena. The Hurst exponent , H, which is commonly used in a number of scientific fields, provides an estimate of correlation overtime scales...times series for a SPAN performance and CWT representation. The CWT is superimposed by scaling exponent trend near a time of stress. Scaling... exponents at the outset correspond to corrective or anticorrelated behavior. Scaling exponents increase throughout as the team manages the incident and

Testing Foundations of Biological Scaling Theory Using Automated Measurements of Vascular Networks

PubMed Central

Newberry, Mitchell G; Ennis, Daniel B; Savage, Van M

2015-01-01

Scientists have long sought to understand how vascular networks supply blood and oxygen to cells throughout the body. Recent work focuses on principles that constrain how vessel size changes through branching generations from the aorta to capillaries and uses scaling exponents to quantify these changes. Prominent scaling theories predict that combinations of these exponents explain how metabolic, growth, and other biological rates vary with body size. Nevertheless, direct measurements of individual vessel segments have been limited because existing techniques for measuring vasculature are invasive, time consuming, and technically difficult. We developed software that extracts the length, radius, and connectivity of in vivo vessels from contrast-enhanced 3D Magnetic Resonance Angiography. Using data from 20 human subjects, we calculated scaling exponents by four methods—two derived from local properties of branching junctions and two from whole-network properties. Although these methods are often used interchangeably in the literature, we do not find general agreement between these methods, particularly for vessel lengths. Measurements for length of vessels also diverge from theoretical values, but those for radius show stronger agreement. Our results demonstrate that vascular network models cannot ignore certain complexities of real vascular systems and indicate the need to discover new principles regarding vessel lengths. PMID:26317654

Adsorption of finite semiflexible polymers and their loop and tail distributions

NASA Astrophysics Data System (ADS)

Kampmann, Tobias A.; Kierfeld, Jan

2017-07-01

We discuss the adsorption of semiflexible polymers to a planar attractive wall and focus on the questions of the adsorption threshold for polymers of finite length and their loop and tail distributions using both Monte Carlo simulations and analytical arguments. For the adsorption threshold, we find three regimes: (i) a flexible or Gaussian regime if the persistence length is smaller than the adsorption potential range, (ii) a semiflexible regime if the persistence length is larger than the potential range, and (iii) for finite polymers, a novel crossover to a rigid rod regime if the deflection length exceeds the contour length. In the flexible and semiflexible regimes, finite size corrections arise because the correlation length exceeds the contour length. In the rigid rod regime, however, it is essential how the global orientational or translational degrees of freedom are restricted by grafting or confinement. We discuss finite size corrections for polymers grafted to the adsorbing surface and for polymers confined by a second (parallel) hard wall. Based on these results, we obtain a method to analyze adsorption data for finite semiflexible polymers such as filamentous actin. For the loop and tail distributions, we find power laws with an exponential decay on length scales exceeding the correlation length. We derive and confirm the loop and tail power law exponents for flexible and semiflexible polymers. This allows us to explain that, close to the transition, semiflexible polymers have significantly smaller loops and both flexible and semiflexible polymers desorb by expanding their tail length. The tail distribution allows us to extract the free energy per length of adsorption for actin filaments from experimental data [D. Welch et al., Soft Matter 11, 7507 (2015)].

Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis.

PubMed

Buldyrev, S V; Goldberger, A L; Havlin, S; Mantegna, R N; Matsa, M E; Peng, C K; Simons, M; Stanley, H E

1995-05-01

An open question in computational molecular biology is whether long-range correlations are present in both coding and noncoding DNA or only in the latter. To answer this question, we consider all 33301 coding and all 29453 noncoding eukaryotic sequences--each of length larger than 512 base pairs (bp)--in the present release of the GenBank to dtermine whether there is any statistically significant distinction in their long-range correlation properties. Standard fast Fourier transform (FFT) analysis indicates that coding sequences have practically no correlations in the range from 10 bp to 100 bp (spectral exponent beta=0.00 +/- 0.04, where the uncertainty is two standard deviations). In contrast, for noncoding sequences, the average value of the spectral exponent beta is positive (0.16 +/- 0.05) which unambiguously shows the presence of long-range correlations. We also separately analyze the 874 coding and the 1157 noncoding sequences that have more than 4096 bp and find a larger region of power-law behavior. We calculate the probability that these two data sets (coding and noncoding) were drawn from the same distribution and we find that it is less than 10(-10). We obtain independent confirmation of these findings using the method of detrended fluctuation analysis (DFA), which is designed to treat sequences with statistical heterogeneity, such as DNA's known mosaic structure ("patchiness") arising from the nonstationarity of nucleotide concentration. The near-perfect agreement between the two independent analysis methods, FFT and DFA, increases the confidence in the reliability of our conclusion.

Long-range correlation properties of coding and noncoding DNA sequences: GenBank analysis

NASA Technical Reports Server (NTRS)

Buldyrev, S. V.; Goldberger, A. L.; Havlin, S.; Mantegna, R. N.; Matsa, M. E.; Peng, C. K.; Simons, M.; Stanley, H. E.

1995-01-01

An open question in computational molecular biology is whether long-range correlations are present in both coding and noncoding DNA or only in the latter. To answer this question, we consider all 33301 coding and all 29453 noncoding eukaryotic sequences--each of length larger than 512 base pairs (bp)--in the present release of the GenBank to dtermine whether there is any statistically significant distinction in their long-range correlation properties. Standard fast Fourier transform (FFT) analysis indicates that coding sequences have practically no correlations in the range from 10 bp to 100 bp (spectral exponent beta=0.00 +/- 0.04, where the uncertainty is two standard deviations). In contrast, for noncoding sequences, the average value of the spectral exponent beta is positive (0.16 +/- 0.05) which unambiguously shows the presence of long-range correlations. We also separately analyze the 874 coding and the 1157 noncoding sequences that have more than 4096 bp and find a larger region of power-law behavior. We calculate the probability that these two data sets (coding and noncoding) were drawn from the same distribution and we find that it is less than 10(-10). We obtain independent confirmation of these findings using the method of detrended fluctuation analysis (DFA), which is designed to treat sequences with statistical heterogeneity, such as DNA's known mosaic structure ("patchiness") arising from the nonstationarity of nucleotide concentration. The near-perfect agreement between the two independent analysis methods, FFT and DFA, increases the confidence in the reliability of our conclusion.

Tantalum films with well-controlled roughness grown by oblique incidence deposition

NASA Astrophysics Data System (ADS)

Rechendorff, K.; Hovgaard, M. B.; Chevallier, J.; Foss, M.; Besenbacher, F.

2005-08-01

We have investigated how tantalum films with well-controlled surface roughness can be grown by e-gun evaporation with oblique angle of incidence between the evaporation flux and the surface normal. Due to a more pronounced shadowing effect the root-mean-square roughness increases from about 2 to 33 nm as grazing incidence is approached. The exponent, characterizing the scaling of the root-mean-square roughness with length scale (α), varies from 0.75 to 0.93, and a clear correlation is found between the angle of incidence and root-mean-square roughness.

Aging in the three-dimensional random-field Ising model

NASA Astrophysics Data System (ADS)

von Ohr, Sebastian; Manssen, Markus; Hartmann, Alexander K.

2017-07-01

We studied the nonequilibrium aging behavior of the random-field Ising model in three dimensions for various values of the disorder strength. This allowed us to investigate how the aging behavior changes across the ferromagnetic-paramagnetic phase transition. We investigated a large system size of N =2563 spins and up to 108 Monte Carlo sweeps. To reach these necessary long simulation times, we employed an implementation running on Intel Xeon Phi coprocessors, reaching single-spin-flip times as short as 6 ps. We measured typical correlation functions in space and time to extract a growing length scale and corresponding exponents.

Spatiotemporal correlation structure of the Earth's surface temperature

NASA Astrophysics Data System (ADS)

Fredriksen, Hege-Beate; Rypdal, Kristoffer; Rypdal, Martin

2015-04-01

We investigate the spatiotemporal temperature variability for several gridded instrumental and climate model data sets. The temporal variability is analysed by estimating the power spectral density and studying the differences between local and global temperatures, land and sea, and among local temperature records at different locations. The spatiotemporal correlation structure is analysed through cross-spectra that allow us to compute frequency-dependent spatial autocorrelation functions (ACFs). Our results are then compared to theoretical spectra and frequency-dependent spatial ACFs derived from a fractional stochastic-diffusive energy balance model (FEBM). From the FEBM we expect both local and global temperatures to have a long-range persistent temporal behaviour, and the spectral exponent (β) is expected to increase by a factor of two when going from local to global scales. Our comparison of the average local spectrum and the global spectrum shows good agreement with this model, although the FEBM has so far only been studied for a pure land planet and a pure ocean planet, respectively, with no seasonal forcing. Hence it cannot capture the substantial variability among the local spectra, in particular between the spectra for land and sea, and for equatorial and non-equatorial temperatures. Both models and observation data show that land temperatures in general have a low persistence, while sea surface temperatures show a higher, and also more variable degree of persistence. Near the equator the spectra deviate from the power-law shape expected from the FEBM. Instead we observe large variability at time scales of a few years due to ENSO, and a flat spectrum at longer time scales, making the spectrum more reminiscent of that of a red noise process. From the frequency-dependent spatial ACFs we observe that the spatial correlation length increases with increasing time scale, which is also consistent with the FEBM. One consequence of this is that longer-lasting structures must also be wider in space. The spatial correlation length is also observed to be longer for land than for sea. The climate model simulations studied are mainly CMIP5 control runs of length 500-1000 yr. On time scales up to several centuries we do not observe that the difference between the local and global spectral exponents vanish. This also follows from the FEBM and shows that the dynamics is spatiotemporal (not just temporal) even on these time scales.

Polymer translocation through a nanopore: a showcase of anomalous diffusion.

PubMed

Milchev, A; Dubbeldam, Johan L A; Rostiashvili, Vakhtang G; Vilgis, Thomas A

2009-04-01

We investigate the translocation dynamics of a polymer chain threaded through a membrane nanopore by a chemical potential gradient that acts on the chain segments inside the pore. By means of diverse methods (scaling theory, fractional calculus, and Monte Carlo and molecular dynamics simulations), we demonstrate that the relevant dynamic variable, the transported number of polymer segments, s(t), displays an anomalous diffusive behavior, both with and without an external driving force being present. We show that in the absence of drag force the time tau, needed for a macromolecule of length N to thread from the cis into the trans side of a cell membrane, scales as tauN(2/alpha) with the chain length. The anomalous dynamics of the translocation process is governed by a universal exponent alpha= 2/(2nu + 2 - gamma(1)), which contains the basic universal exponents of polymer physics, nu (the Flory exponent) and gamma(1) (the surface entropic exponent). A closed analytic expression for the probability to find s translocated segments at time t in terms of chain length N and applied drag force f is derived from the fractional Fokker-Planck equation, and shown to provide analytic results for the time variation of the statistical moments and . It turns out that the average translocation time scales as tau proportional, f(-1)N(2/alpha-1). These results are tested and found to be in perfect agreement with extensive Monte Carlo and molecular dynamics computer simulations.

Anti-correlation and multifractal features of Spain electricity spot market

NASA Astrophysics Data System (ADS)

Norouzzadeh, P.; Dullaert, W.; Rahmani, B.

2007-07-01

We use multifractal detrended fluctuation analysis (MF-DFA) to numerically investigate correlation, persistence, multifractal properties and scaling behavior of the hourly spot prices for the Spain electricity exchange-Compania O Peradora del Mercado de Electricidad (OMEL). Through multifractal analysis, fluctuations behavior, the scaling exponents and generalized Hurst exponents are studied. Moreover, contribution of fat-tailed probability distributions and nonlinear temporal correlations to multifractality is studied.

Shape shifting predicts ontogenetic changes in metabolic scaling in diverse aquatic invertebrates

PubMed Central

Glazier, Douglas S.; Hirst, Andrew G.; Atkinson, David

2015-01-01

Metabolism fuels all biological activities, and thus understanding its variation is fundamentally important. Much of this variation is related to body size, which is commonly believed to follow a 3/4-power scaling law. However, during ontogeny, many kinds of animals and plants show marked shifts in metabolic scaling that deviate from 3/4-power scaling predicted by general models. Here, we show that in diverse aquatic invertebrates, ontogenetic shifts in the scaling of routine metabolic rate from near isometry (bR = scaling exponent approx. 1) to negative allometry (bR < 1), or the reverse, are associated with significant changes in body shape (indexed by bL = the scaling exponent of the relationship between body mass and body length). The observed inverse correlations between bR and bL are predicted by metabolic scaling theory that emphasizes resource/waste fluxes across external body surfaces, but contradict theory that emphasizes resource transport through internal networks. Geometric estimates of the scaling of surface area (SA) with body mass (bA) further show that ontogenetic shifts in bR and bA are positively correlated. These results support new metabolic scaling theory based on SA influences that may be applied to ontogenetic shifts in bR shown by many kinds of animals and plants. PMID:25652833

Mixing of a passive scalar in isotropic and sheared homogeneous turbulence

NASA Technical Reports Server (NTRS)

Shirani, E.; Ferziger, J. H.; Reynolds, W. C.

1981-01-01

In order to calculate the velocity and scalar fields, the three dimensional, time-dependent equations of motion and the diffusion equation were solved numerically. The following cases were treated: isotropic, homogeneous turbulence with decay of a passive scalar; and homogeneous turbulent shear flow with a passive scalar whose mean varies linearly in the spanwise direction. The solutions were obtained at relatively low Reynolds numbers so that all of the turbulent scales could be resolved without modeling. Turbulent statistics such as integral length scales, Taylor microscales, Kolmogorov length scale, one- and two-point correlations of velocity-velocity and velocity-scalar, turbulent Prandtl/Schmidt number, r.m.s. values of velocities, the scalar quantity and pressure, skewness, decay rates, and decay exponents were calculated. The results are compared with the available expermental results, and good agreement is obtained.

Estimating geographic variation on allometric growth and body condition of Blue Suckers with quantile regression

USGS Publications Warehouse

Cade, B.S.; Terrell, J.W.; Neely, B.C.

2011-01-01

Increasing our understanding of how environmental factors affect fish body condition and improving its utility as a metric of aquatic system health require reliable estimates of spatial variation in condition (weight at length). We used three statistical approaches that varied in how they accounted for heterogeneity in allometric growth to estimate differences in body condition of blue suckers Cycleptus elongatus across 19 large-river locations in the central USA. Quantile regression of an expanded allometric growth model provided the most comprehensive estimates, including variation in exponents within and among locations (range = 2.88–4.24). Blue suckers from more-southerly locations had the largest exponents. Mixed-effects mean regression of a similar expanded allometric growth model allowed exponents to vary among locations (range = 3.03–3.60). Mean relative weights compared across selected intervals of total length (TL = 510–594 and 594–692 mm) in a multiplicative model involved the implicit assumption that allometric exponents within and among locations were similar to the exponent (3.46) for the standard weight equation. Proportionate differences in the quantiles of weight at length for adult blue suckers (TL = 510, 594, 644, and 692 mm) compared with their average across locations ranged from 1.08 to 1.30 for southern locations (Texas, Mississippi) and from 0.84 to 1.00 for northern locations (Montana, North Dakota); proportionate differences for mean weight ranged from 1.13 to 1.17 and from 0.87 to 0.95, respectively, and those for mean relative weight ranged from 1.10 to 1.18 and from 0.86 to 0.98, respectively. Weights for fish at longer lengths varied by 600–700 g within a location and by as much as 2,000 g among southern and northern locations. Estimates for the Wabash River, Indiana (0.96–1.07 times the average; greatest increases for lower weights at shorter TLs), and for the Missouri River from Blair, Nebraska, to Sioux City, Iowa (0.90–1.00 times the average; greatest decreases for lower weights at longer TLs), were examined in detail to explain the additional information provided by quantile estimates.

Most suitable mother wavelet for the analysis of fractal properties of stride interval time series via the average wavelet coefficient

PubMed Central

Zhang, Zhenwei; VanSwearingen, Jessie; Brach, Jennifer S.; Perera, Subashan

2016-01-01

Human gait is a complex interaction of many nonlinear systems and stride intervals exhibit self-similarity over long time scales that can be modeled as a fractal process. The scaling exponent represents the fractal degree and can be interpreted as a biomarker of relative diseases. The previous study showed that the average wavelet method provides the most accurate results to estimate this scaling exponent when applied to stride interval time series. The purpose of this paper is to determine the most suitable mother wavelet for the average wavelet method. This paper presents a comparative numerical analysis of sixteen mother wavelets using simulated and real fractal signals. Simulated fractal signals were generated under varying signal lengths and scaling exponents that indicate a range of physiologically conceivable fractal signals. The five candidates were chosen due to their good performance on the mean square error test for both short and long signals. Next, we comparatively analyzed these five mother wavelets for physiologically relevant stride time series lengths. Our analysis showed that the symlet 2 mother wavelet provides a low mean square error and low variance for long time intervals and relatively low errors for short signal lengths. It can be considered as the most suitable mother function without the burden of considering the signal length. PMID:27960102

Length Scales of Chaotic patterns near the onset of of Electroconvection in the Nematic Liquid Crystal I52

NASA Astrophysics Data System (ADS)

Xu, Xiaochao

2005-03-01

We report experimental results for Electroconvection of the nematic Liquid Crystal I52 with planar alignment and a conductivity of 1.0x10-8,φ,)-1. The cell spacing was 19.4,m and the driving frequency was 25.0 Hz. Spatio-temporal chaos consisting of a superposition of zig and zag oblique rolls evolved by means of a supercritical Hopf bifurcation from the uniform conduction state.ootnotetextM. Dennin, G. Ahlers and D. S. Cannell, Science, 272, 388 (1996). For small ɛ≡V^2/ Vc^2 -1, we measured the correlation lengths of the envelopes of both zig and zag patterns. These lengths could be fit to a power law in ɛ with an exponent smaller than that predicted from amplitude equations. The disagreement with theory is similar to that found previously for domain chaos in rotating Rayleigh-Benard convection.ootnotetextY. Hu, R. E. Ecke and G. Ahlers, Phys. Rev. Lett. 74, 5040 (1995).

Wake characteristics of buildings in disturbed boundary layers

NASA Technical Reports Server (NTRS)

Logan, E., Jr.; Chang, J.

1980-01-01

Measurements relevant to the effect of buildings on the low level atmospheric boundary layer are presented. Field measurements of velocity and turbulence in the wake of a block building 3.2 m high and 26.8 m long are presented which show an apparent increase in momentum flow above the upwind value. Velocity-deficit and turbulence-excess decay characteristics of the disturbed or nonequilibrium layer are correlated with power law exponents and apparent roughness length at various distances downstream of the disturbance. Model wake profiles from the simulated building are compared at various stations for equilibrium and nonequilibrium upstream profiles. Empirical correlations relating building wake profiles to upstream nonequilibrium parameters are presented. The relationship of the data to the smooth-rough transition is discussed, and a flow model is presented.

Phase diagram, correlation gap, and critical properties of the coulomb glass.

PubMed

Goethe, Martin; Palassini, Matteo

2009-07-24

We investigate the lattice Coulomb glass model in three dimensions via Monte Carlo simulations. No evidence for an equilibrium glass phase is found down to very low temperatures, although the correlation length increases rapidly near T = 0. A charge-ordered phase exists at low disorder. The transition to this phase is consistent with the random field Ising universality class, which shows that the interaction is effectively screened at moderate temperature. For large disorder, the single-particle density of states near the Coulomb gap satisfies the scaling relation g(epsilon, T) = T;{delta}f(|epsilon|/T) with delta = 2.01 +/- 0.05 in agreement with the prediction of Efros and Shklovskii. For decreasing disorder, a crossover to a larger effective exponent occurs due to the proximity of the charge-ordered phase.

Orbital Exponent Optimization in Elementary VB Calculations of the Chemical Bond in the Ground State of Simple Molecular Systems

ERIC Educational Resources Information Center

Magnasco, Valerio

2008-01-01

Orbital exponent optimization in the elementary ab-initio VB calculation of the ground states of H[subscript 2][superscript +], H[subscript 2], He[subscript 2][superscript +], He[subscript 2] gives a fair description of the exchange-overlap component of the interatomic interaction that is important in the bond region. Correct bond lengths and…

Earthquake correlations and networks: A comparative study

NASA Astrophysics Data System (ADS)

Krishna Mohan, T. R.; Revathi, P. G.

2011-04-01

We quantify the correlation between earthquakes and use the same to extract causally connected earthquake pairs. Our correlation metric is a variation on the one introduced by Baiesi and Paczuski [M. Baiesi and M. Paczuski, Phys. Rev. E EULEEJ1539-375510.1103/PhysRevE.69.06610669, 066106 (2004)]. A network of earthquakes is then constructed from the time-ordered catalog and with links between the more correlated ones. A list of recurrences to each of the earthquakes is identified employing correlation thresholds to demarcate the most meaningful ones in each cluster. Data pertaining to three different seismic regions (viz., California, Japan, and the Himalayas) are comparatively analyzed using such a network model. The distribution of recurrence lengths and recurrence times are two of the key features analyzed to draw conclusions about the universal aspects of such a network model. We find that the unimodal feature of recurrence length distribution, which helps to associate typical rupture lengths with different magnitude earthquakes, is robust across the different seismic regions. The out-degree of the networks shows a hub structure rooted on the large magnitude earthquakes. In-degree distribution is seen to be dependent on the density of events in the neighborhood. Power laws, with two regimes having different exponents, are obtained with recurrence time distribution. The first regime confirms the Omori law for aftershocks while the second regime, with a faster falloff for the larger recurrence times, establishes that pure spatial recurrences also follow a power-law distribution. The crossover to the second power-law regime can be taken to be signaling the end of the aftershock regime in an objective fashion.

Robust Multimodal Cognitive Load Measurement

DTIC Science & Technology

2014-03-26

dimension, Hurst exponent ) of electroencephalogram (EEG) signals to evaluate changes in working memory load during the performance of a cognitive task...dimension, Hurst exponent ) of electroencephalogram (EEG) signals to evaluate changes in working memory load during the performance of a cognitive task with...approximate entropies, wavelet-based complexity measures, correlation dimension, Hurst exponent ) of electroencephalogram (EEG) signals to evaluate changes

Randomly diluted xy and resistor networks near the percolation threshold

NASA Astrophysics Data System (ADS)

Harris, A. B.; Lubensky, T. C.

1987-05-01

A formulation based on that of Stephen for randomly diluted systems near the percolation threshold is analyzed in detail. By careful consideration of various limiting procedures, a treatment of xy spin models and resistor networks is given which shows that previous calculations (which indicate that these systems having continuous symmetry have the same crossover exponents as the Ising model) are in error. By studying the limit wherein the energy gap goes to zero, we exhibit the mathematical mechanism which leads to qualitatively different results for xy-like as contrasted to Ising-like systems. A distinctive feature of the results is that there is an infinite sequence of crossover exponents needed to completely describe the probability distribution for R(x,x'), the resistance between sites x and x'. Because of the difference in symmetry between the xy model and the resistor network, the former has an infinite sequence of crossover exponents in addition to those of the resistor network. The first crossover exponent φ1=1+ɛ/42 governs the scaling behavior of R(x,x') with ||x-x'||≡r: [R(x,x')]c~xφ1/ν, where [ ]c indicates a conditional average, subject to x and x' being in the same cluster, ν is the correlation length exponent for percolation, and ɛ=6-d, where d is the spatial dimensionality. We give a detailed analysis of the scaling properties of the bulk conductivity and the anomalous diffusion constant introduced by Gefen et al. Our results show conclusively that the Alexander-Orbach conjecture, while numerically quite accurate, is not exact, at least in high spatial dimension. We also evaluate various amplitude ratios associated with susceptibilities, χn involving the nth power of the resistance R(x,x'), e.g., &χ2χ0/χ21=2[1+(19ɛ/420)]. In an appendix we outline how the calculation can be extended to treat the diluted m-component spin model for m>2. As expected, the results for φ1 remain valid for m>2. The techniques described here have led to several recent calculations of various infinite families of exponents.

The use of the Hurst exponent to investigate the global maximum of the Warsaw Stock Exchange WIG20 index

NASA Astrophysics Data System (ADS)

Domino, Krzysztof

2012-01-01

The WIG20 index-the index of the 20 biggest companies traded on the Warsaw Stock Exchange-reached the global maximum on 29th October 2007. I have used the local DFA (Detrended Functional Analysis) to obtain the Hurst exponent (diffusion exponent) and investigate the signature of anti-correlation of share price evolution around the maximum. The analysis was applied to the share price evolution for variable DFA parameters. For many values of parameters, the evidence of anti-correlation near the WIG20 maximum was pointed out.

Power-law Exponent in Multiplicative Langevin Equation with Temporally Correlated Noise

NASA Astrophysics Data System (ADS)

Morita, Satoru

2018-05-01

Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. For discrete-time systems, the power-law exponent is known to decrease as the autocorrelation time of the multiplier increases. However, for continuous-time systems, it is not yet clear how the temporal correlation affects the power-law behavior. Herein, we analytically investigated a multiplicative Langevin equation with colored noise. We show that the power-law exponent depends on the details of the multiplicative noise, in contrast to the case of discrete-time systems.

The Effects of Sand Sediment Volume Heterogeneities on Sound Propagation and Scattering

DTIC Science & Technology

2013-08-19

power law exponent is larger then the value found for the exponential correlation function. With the correlation function given by Eq. (76) or the...summation approximation given by Eq. (84), it is possible to model the frequency dependence of the attenuation for a broad range of exponents , beyond...2 −1 0 1 0 0.5 1 1.5 2 2.5 3 m Ex po ne nt fo r s ca tte rin g co nt rib ut io n to a tte nu at io n FIG. 5. Exponent for the scattering

Relationship between efficiency and predictability in stock price change

NASA Astrophysics Data System (ADS)

Eom, Cheoljun; Oh, Gabjin; Jung, Woo-Sung

2008-09-01

In this study, we evaluate the relationship between efficiency and predictability in the stock market. The efficiency, which is the issue addressed by the weak-form efficient market hypothesis, is calculated using the Hurst exponent and the approximate entropy (ApEn). The predictability corresponds to the hit-rate; this is the rate of consistency between the direction of the actual price change and that of the predicted price change, as calculated via the nearest neighbor prediction method. We determine that the Hurst exponent and the ApEn value are negatively correlated. However, predictability is positively correlated with the Hurst exponent.

Correlation between the Hurst exponent and the maximal Lyapunov exponent: Examining some low-dimensional conservative maps

NASA Astrophysics Data System (ADS)

Tarnopolski, Mariusz

2018-01-01

The Chirikov standard map and the 2D Froeschlé map are investigated. A few thousand values of the Hurst exponent (HE) and the maximal Lyapunov exponent (mLE) are plotted in a mixed space of the nonlinear parameter versus the initial condition. Both characteristic exponents reveal remarkably similar structures in this space. A tight correlation between the HEs and mLEs is found, with the Spearman rank ρ = 0 . 83 and ρ = 0 . 75 for the Chirikov and 2D Froeschlé maps, respectively. Based on this relation, a machine learning (ML) procedure, using the nearest neighbor algorithm, is performed to reproduce the HE distribution based on the mLE distribution alone. A few thousand HE and mLE values from the mixed spaces were used for training, and then using 2 - 2 . 4 × 105 mLEs, the HEs were retrieved. The ML procedure allowed to reproduce the structure of the mixed spaces in great detail.

[Spatial heterogeneity in body condition of small yellow croaker in Yellow Sea and East China Sea based on mixed-effects model and quantile regression analysis].

PubMed

Liu, Zun-Lei; Yuan, Xing-Wei; Yan, Li-Ping; Yang, Lin-Lin; Cheng, Jia-Hua

2013-09-01

By using the 2008-2010 investigation data about the body condition of small yellow croaker in the offshore waters of southern Yellow Sea (SYS), open waters of northern East China Sea (NECS), and offshore waters of middle East China Sea (MECS), this paper analyzed the spatial heterogeneity of body length-body mass of juvenile and adult small yellow croakers by the statistical approaches of mean regression model and quantile regression model. The results showed that the residual standard errors from the analysis of covariance (ANCOVA) and the linear mixed-effects model were similar, and those from the simple linear regression were the highest. For the juvenile small yellow croakers, their mean body mass in SYS and NECS estimated by the mixed-effects mean regression model was higher than the overall average mass across the three regions, while the mean body mass in MECS was below the overall average. For the adult small yellow croakers, their mean body mass in NECS was higher than the overall average, while the mean body mass in SYS and MECS was below the overall average. The results from quantile regression indicated the substantial differences in the allometric relationships of juvenile small yellow croakers between SYS, NECS, and MECS, with the estimated mean exponent of the allometric relationship in SYS being 2.85, and the interquartile range being from 2.63 to 2.96, which indicated the heterogeneity of body form. The results from ANCOVA showed that the allometric body length-body mass relationships were significantly different between the 25th and 75th percentile exponent values (F=6.38, df=1737, P<0.01) and the 25th percentile and median exponent values (F=2.35, df=1737, P=0.039). The relationship was marginally different between the median and 75th percentile exponent values (F=2.21, df=1737, P=0.051). The estimated body length-body mass exponent of adult small yellow croakers in SYS was 3.01 (10th and 95th percentiles = 2.77 and 3.1, respectively). The estimated body length-body mass relationships were significantly different from the lower and upper quantiles of the exponent (F=3.31, df=2793, P=0.01) and the median and upper quantiles (F=3.56, df=2793, P<0.01), while no significant difference was observed between the lower and median quantiles (F=0.98, df=2793, P=0.43).

Price-volume multifractal analysis of the Moroccan stock market

NASA Astrophysics Data System (ADS)

El Alaoui, Marwane

2017-11-01

In this paper, we analyzed price-volume multifractal cross-correlations of Moroccan Stock Exchange. We chose the period from January 1st 2000 to January 20th 2017 to investigate the multifractal behavior of price change and volume change series. Then, we used multifractal detrended cross-correlations analysis method (MF-DCCA) and multifractal detrended fluctuation analysis (MF-DFA) to analyze the series. We computed bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively cross-correlations. Furthermore, we used detrended cross-correlations coefficient (DCCA) and cross-correlation test (Q(m)) to analyze cross-correlation quantitatively and qualitatively. By analyzing results, we found existence of price-volume multifractal cross-correlations. The spectrum width has a strong multifractal cross-correlation. We remarked that volume change series is anti-persistent when we analyzed the generalized Hurst exponent for all moments q. The cross-correlation test showed the presence of a significant cross-correlation. However, DCCA coefficient had a small positive value, which means that the level of correlation is not very significant. Finally, we analyzed sources of multifractality and their degree of contribution in the series.

Many-body localization transition: Schmidt gap, entanglement length, and scaling

NASA Astrophysics Data System (ADS)

Gray, Johnnie; Bose, Sougato; Bayat, Abolfazl

2018-05-01

Many-body localization has become an important phenomenon for illuminating a potential rift between nonequilibrium quantum systems and statistical mechanics. However, the nature of the transition between ergodic and localized phases in models displaying many-body localization is not yet well understood. Assuming that this is a continuous transition, analytic results show that the length scale should diverge with a critical exponent ν ≥2 in one-dimensional systems. Interestingly, this is in stark contrast with all exact numerical studies which find ν ˜1 . We introduce the Schmidt gap, new in this context, which scales near the transition with an exponent ν >2 compatible with the analytical bound. We attribute this to an insensitivity to certain finite-size fluctuations, which remain significant in other quantities at the sizes accessible to exact numerical methods. Additionally, we find that a physical manifestation of the diverging length scale is apparent in the entanglement length computed using the logarithmic negativity between disjoint blocks.

A Unified Approach to the Thermodynamics and Quantum Scaling Functions of One-Dimensional Strongly Attractive SU(w) Fermi Gases

NASA Astrophysics Data System (ADS)

Yu, Yi-Cong; Guan, Xi-Wen

2017-06-01

We present a unified derivation of the pressure equation of states, thermodynamics and scaling functions for the one-dimensional (1D) strongly attractive Fermi gases with SU(w) symmetry. These physical quantities provide a rigorous understanding on a universality class of quantum criticality characterized by the critical exponents z = 2 and correlation length exponent ν = 1/2. Such a universality class of quantum criticality can occur when the Fermi sea of one branch of charge bound states starts to fill or becomes gapped at zero temperature. The quantum critical cone can be determined by the double peaks in specific heat, which serve to mark two crossover temperatures fanning out from the critical point. Our method opens to further study on quantum phases and phase transitions in strongly interacting fermions with large SU(w) and non-SU(w) symmetries in one dimension. Supported by the National Natural Science Foundation of China under Grant No 11374331 and the key NSFC under Grant No 11534014. XWG has been partially supported by the Australian Research Council.

Cross-correlations between agricultural commodity futures markets in the US and China

NASA Astrophysics Data System (ADS)

Li, Zhihui; Lu, Xinsheng

2012-08-01

This paper examines the cross-correlation properties of agricultural futures markets between the US and China using a cross-correlation statistic test and multifractal detrended cross-correlation analysis (MF-DCCA). The results show that the cross-correlations between the two geographically distant markets for four pairs of important agricultural commodities futures are significantly multifractal. By introducing the concept of a “crossover”, we find that the multifractality of cross-correlations between the two markets is not long lasting. The cross-correlations in the short term are more strongly multifractal, but they are weakly so in the long term. Moreover, cross-correlations of small fluctuations are persistent and those of large fluctuations are anti-persistent in the short term while cross-correlations of all kinds of fluctuations for soy bean and soy meal futures are persistent and for corn and wheat futures are anti-persistent in the long term. We also find that cross-correlation exponents are less than the averaged generalized Hurst exponent when q<0 and more than the averaged generalized Hurst exponent when q>0 in the short term, while in the long term they are almost the same.

Modeling correlated bursts by the bursty-get-burstier mechanism

NASA Astrophysics Data System (ADS)

Jo, Hang-Hyun

2017-12-01

Temporal correlations of time series or event sequences in natural and social phenomena have been characterized by power-law decaying autocorrelation functions with decaying exponent γ . Such temporal correlations can be understood in terms of power-law distributed interevent times with exponent α and/or correlations between interevent times. The latter, often called correlated bursts, has recently been studied by measuring power-law distributed bursty trains with exponent β . A scaling relation between α and γ has been established for the uncorrelated interevent times, while little is known about the effects of correlated interevent times on temporal correlations. In order to study these effects, we devise the bursty-get-burstier model for correlated bursts, by which one can tune the degree of correlations between interevent times, while keeping the same interevent time distribution. We numerically find that sufficiently strong correlations between interevent times could violate the scaling relation between α and γ for the uncorrelated case. A nontrivial dependence of γ on β is also found for some range of α . The implication of our results is discussed in terms of the hierarchical organization of bursty trains at various time scales.

Chain Dynamics in a Dilute Magnetorheological Fluid

NASA Technical Reports Server (NTRS)

Liu, Jing; Hagenbuchle, Martin

1996-01-01

The structure, formation, and dynamics of dilute, mono-dispersive ferrofluid emulsions in an external magnetic field have been investigated using dynamic light scattering techniques. In the absence of the magnetic field, the emulsion particles are randomly distributed and behave like hard spheres in Brownian motion. An applied magnetic field induces a magnetic dipole moment in each particle. Dipolar interactions between particles align them into chains where correlation functions show two decay processes. The short-time decay shows the motion of straight chains as a whole where the apparent chain length increases with the applied magnetic field and the particle volume fraction. Good scaling results are obtained showing that the apparent chain length grows with time following a power law with exponent of 0.6 and depends on the applied field, particle volume fraction, and diffusion constant of the particles. The long-time decay in the correlation function shows oscillation when the chains reach a certain length with time and stiffness with threshold field This result shows that chains not only fluctuate, but move in a periodic motion with a frequency of 364 Hz at lambda = 15. It may suggest the existence of phonons. This work is the first step in the understanding of the structure formation, especially chain coarsening mechanism, of magnetorheological (MR) fluids at higher volume fractions.

Emergence of coherence and the dynamics of quantum phase transitions

PubMed Central

Braun, Simon; Friesdorf, Mathis; Hodgman, Sean S.; Schreiber, Michael; Ronzheimer, Jens Philipp; Riera, Arnau; del Rey, Marco; Bloch, Immanuel; Eisert, Jens

2015-01-01

The dynamics of quantum phase transitions pose one of the most challenging problems in modern many-body physics. Here, we study a prototypical example in a clean and well-controlled ultracold atom setup by observing the emergence of coherence when crossing the Mott insulator to superfluid quantum phase transition. In the 1D Bose–Hubbard model, we find perfect agreement between experimental observations and numerical simulations for the resulting coherence length. We, thereby, perform a largely certified analog quantum simulation of this strongly correlated system reaching beyond the regime of free quasiparticles. Experimentally, we additionally explore the emergence of coherence in higher dimensions, where no classical simulations are available, as well as for negative temperatures. For intermediate quench velocities, we observe a power-law behavior of the coherence length, reminiscent of the Kibble–Zurek mechanism. However, we find nonuniversal exponents that cannot be captured by this mechanism or any other known model. PMID:25775515

Correlated and uncorrelated heart rate fluctuations during relaxing visualization

NASA Astrophysics Data System (ADS)

Papasimakis, N.; Pallikari, F.

2010-05-01

The heart rate variability (HRV) of healthy subjects practicing relaxing visualization is studied by use of three multiscale analysis techniques: the detrended fluctuation analysis (DFA), the entropy in natural time (ENT) and the average wavelet (AWC) coefficient. The scaling exponent of normal interbeat interval increments exhibits characteristics of the presence of long-range correlations. During relaxing visualization the HRV dynamics change in the sense that two new features emerge independent of each other: a respiration-induced periodicity that often dominates the HRV at short scales (<40 interbeat intervals) and the decrease of the scaling exponent at longer scales (40-512 interbeat intervals). In certain cases, the scaling exponent during relaxing visualization indicates the breakdown of long-range correlations. These characteristics have been previously seen in the HRV dynamics during non-REM sleep.

The Evolution of the Exponent of Zipf's Law in Language Ontogeny

PubMed Central

Baixeries, Jaume; Elvevåg, Brita; Ferrer-i-Cancho, Ramon

2013-01-01

It is well-known that word frequencies arrange themselves according to Zipf's law. However, little is known about the dependency of the parameters of the law and the complexity of a communication system. Many models of the evolution of language assume that the exponent of the law remains constant as the complexity of a communication systems increases. Using longitudinal studies of child language, we analysed the word rank distribution for the speech of children and adults participating in conversations. The adults typically included family members (e.g., parents) or the investigators conducting the research. Our analysis of the evolution of Zipf's law yields two main unexpected results. First, in children the exponent of the law tends to decrease over time while this tendency is weaker in adults, thus suggesting this is not a mere mirror effect of adult speech. Second, although the exponent of the law is more stable in adults, their exponents fall below 1 which is the typical value of the exponent assumed in both children and adults. Our analysis also shows a tendency of the mean length of utterances (MLU), a simple estimate of syntactic complexity, to increase as the exponent decreases. The parallel evolution of the exponent and a simple indicator of syntactic complexity (MLU) supports the hypothesis that the exponent of Zipf's law and linguistic complexity are inter-related. The assumption that Zipf's law for word ranks is a power-law with a constant exponent of one in both adults and children needs to be revised. PMID:23516390

Shape shifting predicts ontogenetic changes in metabolic scaling in diverse aquatic invertebrates.

PubMed

Glazier, Douglas S; Hirst, Andrew G; Atkinson, David

2015-03-07

Metabolism fuels all biological activities, and thus understanding its variation is fundamentally important. Much of this variation is related to body size, which is commonly believed to follow a 3/4-power scaling law. However, during ontogeny, many kinds of animals and plants show marked shifts in metabolic scaling that deviate from 3/4-power scaling predicted by general models. Here, we show that in diverse aquatic invertebrates, ontogenetic shifts in the scaling of routine metabolic rate from near isometry (bR = scaling exponent approx. 1) to negative allometry (bR < 1), or the reverse, are associated with significant changes in body shape (indexed by bL = the scaling exponent of the relationship between body mass and body length). The observed inverse correlations between bR and bL are predicted by metabolic scaling theory that emphasizes resource/waste fluxes across external body surfaces, but contradict theory that emphasizes resource transport through internal networks. Geometric estimates of the scaling of surface area (SA) with body mass (bA) further show that ontogenetic shifts in bR and bA are positively correlated. These results support new metabolic scaling theory based on SA influences that may be applied to ontogenetic shifts in bR shown by many kinds of animals and plants. © 2015 The Author(s) Published by the Royal Society. All rights reserved.

SIR epidemics with long-range infection in one dimension

NASA Astrophysics Data System (ADS)

Grassberger, Peter

2013-04-01

We study epidemic processes with immunization on very large 1-dimensional lattices, where at least some of the infections are non-local, with rates decaying as power laws p(x) ˜ x-σ-1 for large distances x. When starting with a single infected site, the cluster of infected sites stays always bounded if σ > 1 (and dies with probability 1, if its size is allowed to fluctuate down to zero), but the process can lead to an infinite epidemic for σ < 1. For σ < 0 the behavior is essentially of mean-field type, but for 0 < σ ≤ 1 the behavior is non-trivial, both for the critical and for supercritical cases. For critical epidemics we confirm a previous prediction that the critical exponents controlling the correlation time and the correlation length are simply related to each other, and we verify detailed field theoretic predictions for σ↘1/3. For σ = 1 we find generic power laws with continuously varying exponents even in the supercritical case, and confirm in detail the predicted Kosterlitz-Thouless nature of the transition. Finally, the mass N(t) of supercritical clusters grows for 0 < σ < 1 like a stretched exponential. This implies that networks embedded in 1-d space with power-behaved link distributions have infinite intrinsic dimension (based on the graph distance), but are not small world.

Multifractality and autoregressive processes of dry spell lengths in Europe: an approach to their complexity and predictability

NASA Astrophysics Data System (ADS)

Lana, X.; Burgueño, A.; Serra, C.; Martínez, M. D.

2017-01-01

Dry spell lengths, DSL, defined as the number of consecutive days with daily rain amounts below a given threshold, may provide relevant information about drought regimes. Taking advantage of a daily pluviometric database covering a great extension of Europe, a detailed analysis of the multifractality of the dry spell regimes is achieved. At the same time, an autoregressive process is applied with the aim of predicting DSL. A set of parameters, namely Hurst exponent, H, estimated from multifractal spectrum, f( α), critical Hölder exponent, α 0, for which f( α) reaches its maximum value, spectral width, W, and spectral asymmetry, B, permits a first clustering of European rain gauges in terms of the complexity of their DSL series. This set of parameters also allows distinguishing between time series describing fine- or smooth-structure of the DSL regime by using the complexity index, CI. Results of previous monofractal analyses also permits establishing comparisons between smooth-structures, relatively low correlation dimensions, notable predictive instability and anti-persistence of DSL for European areas, sometimes submitted to long droughts. Relationships are also found between the CI and the mean absolute deviation, MAD, and the optimum autoregressive order, OAO, of an ARIMA( p, d,0) autoregressive process applied to the DSL series. The detailed analysis of the discrepancies between empiric and predicted DSL underlines the uncertainty over predictability of long DSL, particularly for the Mediterranean region.

Primitive graphs with small exponent and small scrambling index

NASA Astrophysics Data System (ADS)

Surbakti, Ita Y.; Suwilo, Saib; Butar-butar, Ericha A.; Oktaviani, Helda

2018-01-01

A connected graph G is primitive provide there is a positive integer k such that for each pair of vertices u and v there is a uv-walk of length k. The smallest of such positive integer k is the exponent of G and is denoted by exp(G). The scrambling index of a primitive graph G, denoted by k(G), is the smallest positive integer k such that for each pair of vertices u and v there is a vertex w such that there is a uw-walk and a vw-walk of length k. By an n-chainring CR(n) we mean a graph obtained from an n-cycle by replacing each edge of the n-cycle by a triangle. By a (q,p)-dory, D(q,p), we mean a graph with vertex set V(D(q,p)) = V(P q × P p ) ∪ {w 1, w 2} and edge set E(D(q,p)) = E(P q × Pp ) ∪ {w 1 - (u i ,v 1) : i = 1, 2,…, q}∪{w 2 -(u i ,vp ) : i = 1, 2,…, q}, where Pn is a path on n vertices. We discus the exponent and scrambling index of an n- chainring and (q, p)-dory. We present formulae for exponent and scrambling index in terms of their diameter.

Strong correlations between the exponent α and the particle number for a Renyi monoatomic gas in Gibbs' statistical mechanics.

PubMed

Plastino, A; Rocca, M C

2017-06-01

Appealing to the 1902 Gibbs formalism for classical statistical mechanics (SM)-the first SM axiomatic theory ever that successfully explained equilibrium thermodynamics-we show that already at the classical level there is a strong correlation between Renyi's exponent α and the number of particles for very simple systems. No reference to heat baths is needed for such a purpose.

The Josephson plasma resonance in Bi2Sr2CaCu2O8 in a tilted field

NASA Astrophysics Data System (ADS)

Bayrakci, S.; Tsui, Ophelia K. C.; Ong, N. P.; Kishio, K.; Watauchi, S.

1999-04-01

The dependence of the Josephson plasma frequency ωp in Bi2Sr2CaCu2O8 on a tilted field H is reported. Measurements over a large range of B and tilt angle θ allow a detailed comparison with a recent calculation by Koshelev. With a slight modification of the model, close agreement is obtained. From the fits, we find values for the in-plane correlation length and the zero-field critical current density Jc0 (4600 A/cm2 at 30 K). An analogy to Bragg diffraction is described, as well as a picture for the fractional-exponent behavior of ωp vs. H

Measuring the self-similarity exponent in Lévy stable processes of financial time series

NASA Astrophysics Data System (ADS)

Fernández-Martínez, M.; Sánchez-Granero, M. A.; Trinidad Segovia, J. E.

2013-11-01

Geometric method-based procedures, which will be called GM algorithms herein, were introduced in [M.A. Sánchez Granero, J.E. Trinidad Segovia, J. García Pérez, Some comments on Hurst exponent and the long memory processes on capital markets, Phys. A 387 (2008) 5543-5551], to efficiently calculate the self-similarity exponent of a time series. In that paper, the authors showed empirically that these algorithms, based on a geometrical approach, are more accurate than the classical algorithms, especially with short length time series. The authors checked that GM algorithms are good when working with (fractional) Brownian motions. Moreover, in [J.E. Trinidad Segovia, M. Fernández-Martínez, M.A. Sánchez-Granero, A note on geometric method-based procedures to calculate the Hurst exponent, Phys. A 391 (2012) 2209-2214], a mathematical background for the validity of such procedures to estimate the self-similarity index of any random process with stationary and self-affine increments was provided. In particular, they proved theoretically that GM algorithms are also valid to explore long-memory in (fractional) Lévy stable motions. In this paper, we prove empirically by Monte Carlo simulation that GM algorithms are able to calculate accurately the self-similarity index in Lévy stable motions and find empirical evidence that they are more precise than the absolute value exponent (denoted by AVE onwards) and the multifractal detrended fluctuation analysis (MF-DFA) algorithms, especially with a short length time series. We also compare them with the generalized Hurst exponent (GHE) algorithm and conclude that both GM2 and GHE algorithms are the most accurate to study financial series. In addition to that, we provide empirical evidence, based on the accuracy of GM algorithms to estimate the self-similarity index in Lévy motions, that the evolution of the stocks of some international market indices, such as U.S. Small Cap and Nasdaq100, cannot be modelized by means of a Brownian motion.

Application of an Entropic Approach to Assessing Systems Integration

DTIC Science & Technology

2012-03-01

two econometrical measures of information efficiency – Shannon entropy and Hurst exponent . Shannon entropy (which is explained in Chapter III) can be...applied to evaluate long-term correlation of time series, while Hurst exponent can be applied to classify the time series in accordance to existence...of trend. Hurst exponent is the statistical measure of time series long-range dependence, and its value falls in the interval [0, 1] – a value in

Mixing in High Schmidt Number Turbulent Jets

DTIC Science & Technology

1991-01-01

the higher Sc jet is less well mixed. The difference is less pronounced at higher Re. Flame length estimates imply either an increase in entrainment...72 8.0 Estimation of flame lengths ....................................... 74 8.1 Estim ation m...A.4) Lf flame length N number of trials (Eq. 3.1) p exponent in fits of the variance behavior with Re p probability of a binomial event (Eq. 3.1) p

Network-State Modulation of Power-Law Frequency-Scaling in Visual Cortical Neurons

PubMed Central

Béhuret, Sébastien; Baudot, Pierre; Yger, Pierre; Bal, Thierry; Destexhe, Alain; Frégnac, Yves

2009-01-01

Various types of neural-based signals, such as EEG, local field potentials and intracellular synaptic potentials, integrate multiple sources of activity distributed across large assemblies. They have in common a power-law frequency-scaling structure at high frequencies, but it is still unclear whether this scaling property is dominated by intrinsic neuronal properties or by network activity. The latter case is particularly interesting because if frequency-scaling reflects the network state it could be used to characterize the functional impact of the connectivity. In intracellularly recorded neurons of cat primary visual cortex in vivo, the power spectral density of Vm activity displays a power-law structure at high frequencies with a fractional scaling exponent. We show that this exponent is not constant, but depends on the visual statistics used to drive the network. To investigate the determinants of this frequency-scaling, we considered a generic recurrent model of cortex receiving a retinotopically organized external input. Similarly to the in vivo case, our in computo simulations show that the scaling exponent reflects the correlation level imposed in the input. This systematic dependence was also replicated at the single cell level, by controlling independently, in a parametric way, the strength and the temporal decay of the pairwise correlation between presynaptic inputs. This last model was implemented in vitro by imposing the correlation control in artificial presynaptic spike trains through dynamic-clamp techniques. These in vitro manipulations induced a modulation of the scaling exponent, similar to that observed in vivo and predicted in computo. We conclude that the frequency-scaling exponent of the Vm reflects stimulus-driven correlations in the cortical network activity. Therefore, we propose that the scaling exponent could be used to read-out the “effective” connectivity responsible for the dynamical signature of the population signals measured at different integration levels, from Vm to LFP, EEG and fMRI. PMID:19779556

Network-state modulation of power-law frequency-scaling in visual cortical neurons.

PubMed

El Boustani, Sami; Marre, Olivier; Béhuret, Sébastien; Baudot, Pierre; Yger, Pierre; Bal, Thierry; Destexhe, Alain; Frégnac, Yves

2009-09-01

Various types of neural-based signals, such as EEG, local field potentials and intracellular synaptic potentials, integrate multiple sources of activity distributed across large assemblies. They have in common a power-law frequency-scaling structure at high frequencies, but it is still unclear whether this scaling property is dominated by intrinsic neuronal properties or by network activity. The latter case is particularly interesting because if frequency-scaling reflects the network state it could be used to characterize the functional impact of the connectivity. In intracellularly recorded neurons of cat primary visual cortex in vivo, the power spectral density of V(m) activity displays a power-law structure at high frequencies with a fractional scaling exponent. We show that this exponent is not constant, but depends on the visual statistics used to drive the network. To investigate the determinants of this frequency-scaling, we considered a generic recurrent model of cortex receiving a retinotopically organized external input. Similarly to the in vivo case, our in computo simulations show that the scaling exponent reflects the correlation level imposed in the input. This systematic dependence was also replicated at the single cell level, by controlling independently, in a parametric way, the strength and the temporal decay of the pairwise correlation between presynaptic inputs. This last model was implemented in vitro by imposing the correlation control in artificial presynaptic spike trains through dynamic-clamp techniques. These in vitro manipulations induced a modulation of the scaling exponent, similar to that observed in vivo and predicted in computo. We conclude that the frequency-scaling exponent of the V(m) reflects stimulus-driven correlations in the cortical network activity. Therefore, we propose that the scaling exponent could be used to read-out the "effective" connectivity responsible for the dynamical signature of the population signals measured at different integration levels, from Vm to LFP, EEG and fMRI.

Thermodynamic scaling of glassy dynamics and dynamic heterogeneities in metallic glass-forming liquid

NASA Astrophysics Data System (ADS)

Hu, Yuan-Chao; Shang, Bao-Shuang; Guan, Peng-Fei; Yang, Yong; Bai, Hai-Yang; Wang, Wei-Hua

2016-09-01

A ternary metallic glass-forming liquid is found to be not strongly correlating thermodynamically, but its average dynamics, dynamic heterogeneities including the high order dynamic correlation length, and static structure are still well described by thermodynamic scaling with the same scaling exponent γ. This may indicate that the metallic liquid could be treated as a single-parameter liquid. As an intrinsic material constant stemming from the fundamental interatomic interactions, γ is theoretically predicted from the thermodynamic fluctuations of the potential energy and the virial. Although γ is conventionally understood merely from the repulsive part of the inter-particle potentials, the strong correlation between γ and the Grüneisen parameter up to the accuracy of the Dulong-Petit approximation demonstrates the important roles of anharmonicity and attractive force of the interatomic potential in governing glass transition of metallic glassformers. These findings may shed light on how to understand metallic glass formation from the fundamental interatomic interactions.

Dynamic behavior of the interface of striplike structures in driven lattice gases

NASA Astrophysics Data System (ADS)

Saracco, Gustavo P.; Albano, Ezequiel V.

2008-09-01

In this work, the dynamic behavior of the interfaces in both the standard and random driven lattice gas models (DLG and RDLG, respectively) is investigated via numerical Monte Carlo simulations in two dimensions. These models consider a lattice gas of density ρ=1/2 with nearest-neighbor attractive interactions between particles under the influence of an external driven field applied along one fixed direction in the case of the DLG model, and a randomly varying direction in the case of the RDLG model. The systems are also in contact with a reservoir at temperature T . Those systems undergo a second-order nonequilibrium phase transition between an ordered state characterized by high-density strips crossing the sample along the driving field, and a quasilattice gas disordered state. For T≲Tc , the average interface width of the strips (W) was measured as a function of the lattice size and the anisotropic shape factor. It was found that the saturation value Wsat2 only depends on the lattice size parallel to the external field axis Ly and exhibits two distinct regimes: Wsat2∝lnLy for low temperatures, that crosses over to Wsat2∝Ly2αI near the critical zone, αI=1/2 being the roughness exponent of the interface. By using the relationship αI=1/(1+ΔI) , the anisotropic exponent for the interface of the DLG model was estimated, giving ΔI≃1 , in agreement with the computed value for anisotropic bulk exponent ΔB in a recently proposed theoretical approach. At the crossover region between both regimes, we observed indications of bulk criticality. The time evolution of W at Tc was also monitored and shows two growing stages: first one observes that W∝lnt for several decades, and in the following times one has W∝tβI , where βI is the dynamic exponent of the interface width. By using this value we estimated the dynamic critical exponent of the correlation length in the perpendicular direction to the external field, giving z⊥I≈4 , which is consistent with the dynamic exponent of the bulk critical transition z⊥B in both theoretical approaches developed for the standard model. A similar scenario was also observed in the RDLG model, suggesting that both models may belong to the same universality class.

Finding Minimal Addition Chains with a Particle Swarm Optimization Algorithm

NASA Astrophysics Data System (ADS)

León-Javier, Alejandro; Cruz-Cortés, Nareli; Moreno-Armendáriz, Marco A.; Orantes-Jiménez, Sandra

The addition chains with minimal length are the basic block to the optimal computation of finite field exponentiations. It has very important applications in the areas of error-correcting codes and cryptography. However, obtaining the shortest addition chains for a given exponent is a NP-hard problem. In this work we propose the adaptation of a Particle Swarm Optimization algorithm to deal with this problem. Our proposal is tested on several exponents whose addition chains are considered hard to find. We obtained very promising results.

Pushing the limits of Monte Carlo simulations for the three-dimensional Ising model

NASA Astrophysics Data System (ADS)

Ferrenberg, Alan M.; Xu, Jiahao; Landau, David P.

2018-04-01

While the three-dimensional Ising model has defied analytic solution, various numerical methods like Monte Carlo, Monte Carlo renormalization group, and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff cluster flipping algorithm with both 32-bit and 53-bit random number generators and data analysis with histogram reweighting and quadruple precision arithmetic, we have investigated the critical behavior of the simple cubic Ising Model, with lattice sizes ranging from 163 to 10243. By analyzing data with cross correlations between various thermodynamic quantities obtained from the same data pool, e.g., logarithmic derivatives of magnetization and derivatives of magnetization cumulants, we have obtained the critical inverse temperature Kc=0.221 654 626 (5 ) and the critical exponent of the correlation length ν =0.629 912 (86 ) with precision that exceeds all previous Monte Carlo estimates.

Variation of Zipf's exponent in one hundred live languages: A study of the Holy Bible translations

NASA Astrophysics Data System (ADS)

Mehri, Ali; Jamaati, Maryam

2017-08-01

Zipf's law, as a power-law regularity, confirms long-range correlations between the elements in natural and artificial systems. In this article, this law is evaluated for one hundred live languages. We calculate Zipf's exponent for translations of the holy Bible to several languages, for this purpose. The results show that, the average of Zipf's exponent in studied texts is slightly above unity. All studied languages in some families have Zipf's exponent lower/higher than unity. It seems that geographical distribution impresses the communication between speakers of different languages in a language family, and affect similarity between their Zipf's exponent. The Bible has unique concept regardless of its language, but the discrepancy in grammatical rules and syntactic regularities in applying stop words to make sentences and imply a certain concept, lead to difference in Zipf's exponent for various languages.

Variations of petrophysical properties and spectral induced polarization in response to drainage and imbibition: a study on a correlated random tube network

NASA Astrophysics Data System (ADS)

Maineult, Alexis; Jougnot, Damien; Revil, André

2018-02-01

We implement a procedure to simulate the drainage and imbibition in random, 2-D, square networks. We compute the resistivity index, the relative permeability and the characteristic lengths of a correlated network at various saturation states, under the assumption that the surface conductivity can be neglected. These parameters exhibit a hysteretic behaviour. Then, we calculate the spectral induced polarization (SIP) response of the medium, under the assumption that the electrical impedance of each tube follows a local Warburg conductivity model, with identical DC conductivity and chargeability for all the tubes. We evidence that the shape of the SIP spectra depends on the saturation state. The analysis of the evolution of the macroscopic Cole-Cole parameters of the spectra in function of the saturation also behaves hysteretically, except for the Cole-Cole exponent. We also observe a power-law relationship between the macroscopic DC conductivity and time constant and the relative permeability. We also show that the frequency peak of the phase spectra is directly related to the characteristic length and to the relative permeability, underlining the potential interest of SIP measurements for the estimation of the permeability of unsaturated media.

Spatial Competition: Roughening of an Experimental Interface.

PubMed

Allstadt, Andrew J; Newman, Jonathan A; Walter, Jonathan A; Korniss, G; Caraco, Thomas

2016-07-28

Limited dispersal distance generates spatial aggregation. Intraspecific interactions are then concentrated within clusters, and between-species interactions occur near cluster boundaries. Spread of a locally dispersing invader can become motion of an interface between the invading and resident species, and spatial competition will produce variation in the extent of invasive advance along the interface. Kinetic roughening theory offers a framework for quantifying the development of these fluctuations, which may structure the interface as a self-affine fractal, and so induce a series of temporal and spatial scaling relationships. For most clonal plants, advance should become spatially correlated along the interface, and width of the interface (where invader and resident compete directly) should increase as a power function of time. Once roughening equilibrates, interface width and the relative location of the most advanced invader should each scale with interface length. We tested these predictions by letting white clover (Trifolium repens) invade ryegrass (Lolium perenne). The spatial correlation of clover growth developed as anticipated by kinetic roughening theory, and both interface width and the most advanced invader's lead scaled with front length. However, the scaling exponents differed from those predicted by recent simulation studies, likely due to clover's growth morphology.

Spatial Competition: Roughening of an Experimental Interface

PubMed Central

Allstadt, Andrew J.; Newman, Jonathan A.; Walter, Jonathan A.; Korniss, G.; Caraco, Thomas

2016-01-01

Limited dispersal distance generates spatial aggregation. Intraspecific interactions are then concentrated within clusters, and between-species interactions occur near cluster boundaries. Spread of a locally dispersing invader can become motion of an interface between the invading and resident species, and spatial competition will produce variation in the extent of invasive advance along the interface. Kinetic roughening theory offers a framework for quantifying the development of these fluctuations, which may structure the interface as a self-affine fractal, and so induce a series of temporal and spatial scaling relationships. For most clonal plants, advance should become spatially correlated along the interface, and width of the interface (where invader and resident compete directly) should increase as a power function of time. Once roughening equilibrates, interface width and the relative location of the most advanced invader should each scale with interface length. We tested these predictions by letting white clover (Trifolium repens) invade ryegrass (Lolium perenne). The spatial correlation of clover growth developed as anticipated by kinetic roughening theory, and both interface width and the most advanced invader’s lead scaled with front length. However, the scaling exponents differed from those predicted by recent simulation studies, likely due to clover’s growth morphology. PMID:27465518

Renormalization-group study of the Nagel-Schreckenberg model

NASA Astrophysics Data System (ADS)

Teoh, Han Kheng; Yong, Ee Hou

2018-03-01

We study the phase transition from free flow to congested phases in the Nagel-Schreckenberg (NS) model by using the dynamically driven renormalization group (DDRG). The breaking probability p that governs the driving strategy is investigated. For the deterministic case p =0 , the dynamics remain invariant in each renormalization-group (RG) transformation. Two fully attractive fixed points, ρc*=0 and 1, and one unstable fixed point, ρc*=1 /(vmax+1 ) , are obtained. The critical exponent ν which is related to the correlation length is calculated for various vmax. The critical exponent appears to decrease weakly with vmax from ν =1.62 to the asymptotical value of 1.00. For the random case p >0 , the transition rules in the coarse-grained scale are found to be different from the NS specification. To have a qualitative understanding of the effect of stochasticity, the case p →0 is studied with simulation, and the RG flow in the ρ -p plane is obtained. The fixed points p =0 and 1 that govern the driving strategy of the NS model are found. A short discussion on the extension of the DDRG method to the NS model with the open-boundary condition is outlined.

Intrinsic pinning and the critical current scaling of clean epitaxial Fe(Se,Te) thin films

NASA Astrophysics Data System (ADS)

Iida, Kazumasa; Hänisch, Jens; Reich, Elke; Kurth, Fritz; Hühne, Ruben; Schultz, Ludwig; Holzapfel, Bernhard; Ichinose, Ataru; Hanawa, Masafumi; Tsukada, Ichiro; Schulze, Michael; Aswartham, Saicharan; Wurmehl, Sabine; Büchner, Bernd

2013-03-01

We report on the transport properties of clean, epitaxial Fe(Se,Te) thin films prepared on Fe-buffered MgO (001) single crystalline substrates by pulsed laser deposition. Near Tc a steep slope of the upper critical field for H||ab was observed (74.1 T/K), leading to a very short out-of-plane coherence length, ξc(0), of 0.2 nm, yielding 2ξc(0)≈0.4nm. This value is shorter than the interlayer distance (0.605 nm) between the Fe-Se(Te) planes, indicative of modulation of the superconducting order parameter along the c axis. An inverse correlation between the power law exponent N of the electric field-current density(E-J) curve and the critical current density Jc has been observed at 4 K, when the orientation of H was close to the ab plane. These results prove the presence of intrinsic pinning in Fe(Se,Te). A successful scaling of the angular dependent Jc and the corresponding exponent N can be realized by the anisotropic Ginzburg Landau approach with appropriate Γ values 2˜3.5. The temperature dependence of Γ behaves almost identically to that of the penetration depth anisotropy.

Scaling relations for watersheds

NASA Astrophysics Data System (ADS)

Fehr, E.; Kadau, D.; Araújo, N. A. M.; Andrade, J. S., Jr.; Herrmann, H. J.

2011-09-01

We study the morphology of watersheds in two and three dimensional systems subjected to different degrees of spatial correlations. The response of these objects to small, local perturbations is also investigated with extensive numerical simulations. We find the fractal dimension of the watersheds to generally decrease with the Hurst exponent, which quantifies the degree of spatial correlations. Moreover, in two dimensions, our results match the range of fractal dimensions 1.10≤df≤1.15 observed for natural landscapes. We report that the watershed is strongly affected by local perturbations. For perturbed two and three dimensional systems, we observe a power-law scaling behavior for the distribution of areas (volumes) enclosed by the original and the displaced watershed and for the distribution of distances between outlets. Finite-size effects are analyzed and the resulting scaling exponents are shown to depend significantly on the Hurst exponent. The intrinsic relation between watershed and invasion percolation, as well as relations between exponents conjectured in previous studies with two dimensional systems, are now confirmed by our results in three dimensions.

The ratio and allometric scaling of speed, power, and strength in elite male rugby union players.

PubMed

Crewther, Blair T; McGuigan, Mike R; Gill, Nicholas D

2011-07-01

This study compared the effectiveness of ratio and allometric scaling for normalizing speed, power, and strength in elite male rugby union players. Thirty rugby players (body mass [BM] 107.1 ± 10.1 kg, body height [BH] 187.8 ± 7.1 cm) were assessed for sprinting speed, peak power during countermovement jumps and squat jumps, and horizontal jumping distance. One-repetition maximum strength was assessed during a bench press, chin-up, and back squat. Performance was normalized using ratio and allometric scaling (Y/X), where Y is the performance, X, the body size variable (i.e., BM or BH), and b is the power exponent. An exponent of 1.0 was used during ratio scaling. Allometric scaling was applied using proposed exponents and derived exponents for each data set. The BM and BH variables were significantly related, or close to, performance during the speed, power and/or strength tests (p < 0.001-0.066). Ratio scaling and allometric scaling using proposed exponents were effective in normalizing performance (i.e., no significant correlations) for some of these tests. Allometric scaling with derived exponents normalized performance across all the tests undertaken, thereby removing the confounding effects of BM and BH. In terms of practical applications, allometric scaling with derived exponents may be used to normalize performance between larger rugby forwards and smaller rugby backs, and could provide additional information on rugby players of similar body size. Ratio scaling may provide the best predictive measure of performance (i.e., strongest correlations).

Self-affinity in the dengue fever time series

NASA Astrophysics Data System (ADS)

Azevedo, S. M.; Saba, H.; Miranda, J. G. V.; Filho, A. S. Nascimento; Moret, M. A.

2016-06-01

Dengue is a complex public health problem that is common in tropical and subtropical regions. This disease has risen substantially in the last three decades, and the physical symptoms depict the self-affine behavior of the occurrences of reported dengue cases in Bahia, Brazil. This study uses detrended fluctuation analysis (DFA) to verify the scale behavior in a time series of dengue cases and to evaluate the long-range correlations that are characterized by the power law α exponent for different cities in Bahia, Brazil. The scaling exponent (α) presents different long-range correlations, i.e. uncorrelated, anti-persistent, persistent and diffusive behaviors. The long-range correlations highlight the complex behavior of the time series of this disease. The findings show that there are two distinct types of scale behavior. In the first behavior, the time series presents a persistent α exponent for a one-month period. For large periods, the time series signal approaches subdiffusive behavior. The hypothesis of the long-range correlations in the time series of the occurrences of reported dengue cases was validated. The observed self-affinity is useful as a forecasting tool for future periods through extrapolation of the α exponent behavior. This complex system has a higher predictability in a relatively short time (approximately one month), and it suggests a new tool in epidemiological control strategies. However, predictions for large periods using DFA are hidden by the subdiffusive behavior.

Multifractal detrended cross-correlation analysis in the MENA area

NASA Astrophysics Data System (ADS)

El Alaoui, Marwane; Benbachir, Saâd

2013-12-01

In this paper, we investigated multifractal cross-correlations qualitatively and quantitatively using a cross-correlation test and the Multifractal detrended cross-correlation analysis method (MF-DCCA) for markets in the MENA area. We used cross-correlation coefficients to measure the level of this correlation. The analysis concerns four stock market indices of Morocco, Tunisia, Egypt and Jordan. The countries chosen are signatory of the Agadir agreement concerning the establishment of a free trade area comprising Arab Mediterranean countries. We computed the bivariate generalized Hurst exponent, Rényi exponent and spectrum of singularity for each pair of indices to measure quantitatively the cross-correlations. By analyzing the results, we found the existence of multifractal cross-correlations between all of these markets. We compared the spectrum width of these indices; we also found which pair of indices has a strong multifractal cross-correlation.

Influence of Sub-Daily Variation on Multi-Fractal Detrended Fluctuation Analysis of Wind Speed Time Series

PubMed Central

Li, Weinan; Kong, Yanjun; Cong, Xiangyu

2016-01-01

Using multi-fractal detrended fluctuation analysis (MF-DFA), the scaling features of wind speed time series (WSTS) could be explored. In this paper, we discuss the influence of sub-daily variation, which is a natural feature of wind, in MF-DFA of WSTS. First, the choice of the lower bound of the segment length, a significant parameter of MF-DFA, was studied. The results of expanding the lower bound into sub-daily scope shows that an abrupt declination and discrepancy of scaling exponents is caused by the inability to keep the whole diel process of wind in one single segment. Additionally, the specific value, which is effected by the sub-daily feature of local meteo-climatic, might be different. Second, the intra-day temporal order of wind was shuffled to determine the impact of diel variation on scaling exponents of MF-DFA. The results illustrate that disregarding diel variation leads to errors in scaling. We propose that during the MF-DFA of WSTS, the segment length should be longer than 1 day and the diel variation of wind should be maintained to avoid abnormal phenomena and discrepancy in scaling exponents. PMID:26741491

Exponents of non-linear clustering in scale-free one-dimensional cosmological simulations

NASA Astrophysics Data System (ADS)

Benhaiem, David; Joyce, Michael; Sicard, François

2013-03-01

One-dimensional versions of dissipationless cosmological N-body simulations have been shown to share many qualitative behaviours of the three-dimensional problem. Their interest lies in the fact that they can resolve a much greater range of time and length scales, and admit exact numerical integration. We use such models here to study how non-linear clustering depends on initial conditions and cosmology. More specifically, we consider a family of models which, like the three-dimensional Einstein-de Sitter (EdS) model, lead for power-law initial conditions to self-similar clustering characterized in the strongly non-linear regime by power-law behaviour of the two-point correlation function. We study how the corresponding exponent γ depends on the initial conditions, characterized by the exponent n of the power spectrum of initial fluctuations, and on a single parameter κ controlling the rate of expansion. The space of initial conditions/cosmology divides very clearly into two parts: (1) a region in which γ depends strongly on both n and κ and where it agrees very well with a simple generalization of the so-called stable clustering hypothesis in three dimensions; and (2) a region in which γ is more or less independent of both the spectrum and the expansion of the universe. The boundary in (n, κ) space dividing the `stable clustering' region from the `universal' region is very well approximated by a `critical' value of the predicted stable clustering exponent itself. We explain how this division of the (n, κ) space can be understood as a simple physical criterion which might indeed be expected to control the validity of the stable clustering hypothesis. We compare and contrast our findings to results in three dimensions, and discuss in particular the light they may throw on the question of `universality' of non-linear clustering in this context.

Scaling behavior of columnar structure during physical vapor deposition

NASA Astrophysics Data System (ADS)

Meese, W. J.; Lu, T.-M.

2018-02-01

The statistical effects of different conditions in physical vapor deposition, such as sputter deposition, have on thin film morphology has long been the subject of interest. One notable effect is that of column development due to differential chamber pressure in the well-known empirical model called the Thornton's Structure Zone Model. The model is qualitative in nature and theoretical understanding with quantitative predictions of the morphology is still lacking due, in part, to the absence of a quantitative description of the incident flux distribution on the growth front. In this work, we propose an incident Gaussian flux model developed from a series of binary hard-sphere collisions and simulate its effects using Monte Carlo methods and a solid-on-solid growth scheme. We also propose an approximate cosine-power distribution for faster Monte Carlo sampling. With this model, it is observed that higher chamber pressures widen the average deposition angle, and similarly increase the growth of column diameters (or lateral correlation length) and the column-to-column separation (film surface wavelength). We treat both the column diameter and the surface wavelength as power laws. It is seen that both the column diameter exponent and the wavelength exponent are very sensitive to changes in pressure for low pressures (0.13 Pa to 0.80 Pa); meanwhile, both exponents saturate for higher pressures (0.80 Pa to 6.7 Pa) around a value of 0.6. These predictions will serve as guides to future experiments for quantitative description of the film morphology under a wide range of vapor pressure.

Correlation Decay in Fermionic Lattice Systems with Power-Law Interactions at Nonzero Temperature

NASA Astrophysics Data System (ADS)

Hernández-Santana, Senaida; Gogolin, Christian; Cirac, J. Ignacio; Acín, Antonio

2017-09-01

We study correlations in fermionic lattice systems with long-range interactions in thermal equilibrium. We prove a bound on the correlation decay between anticommuting operators and generalize a long-range Lieb-Robinson-type bound. Our results show that in these systems of spatial dimension D with, not necessarily translation invariant, two-site interactions decaying algebraically with the distance with an exponent α ≥2 D , correlations between such operators decay at least algebraically to 0 with an exponent arbitrarily close to α at any nonzero temperature. Our bound is asymptotically tight, which we demonstrate by a high temperature expansion and by numerically analyzing density-density correlations in the one-dimensional quadratic (free, exactly solvable) Kitaev chain with long-range pairing.

Scaling in Plateau-to-Plateau Transition: A Direct Connection of Quantum Hall Systems with the Anderson Localization Model

NASA Astrophysics Data System (ADS)

Li, Wanli; Vicente, C. L.; Xia, J. S.; Pan, W.; Tsui, D. C.; Pfeiffer, L. N.; West, K. W.

2009-05-01

The quantum Hall-plateau transition was studied at temperatures down to 1 mK in a random alloy disordered high mobility two-dimensional electron gas. A perfect power-law scaling with κ=0.42 was observed from 1.2 K down to 12 mK. This perfect scaling terminates sharply at a saturation temperature of Ts˜10mK. The saturation is identified as a finite-size effect when the quantum phase coherence length (Lϕ∝T-p/2) reaches the sample size (W) of millimeter scale. From a size dependent study, Ts∝W-1 was observed and p=2 was obtained. The exponent of the localization length, determined directly from the measured κ and p, is ν=2.38, and the dynamic critical exponent z=1.

Current-voltage scaling of a Josephson-junction array at irrational frustration

DOE Office of Scientific and Technical Information (OSTI.GOV)

Granato, E.

1996-10-01

Numerical simulations of the current-voltage characteristics of an ordered two-dimensional Josephson-junction array at an irrational flux quantum per plaquette are presented. The results are consistent with a scaling analysis that assumes a zero-temperature vortex-glass transition. The thermal-correlation length exponent characterizing this transition is found to be significantly different from the corresponding value for vortex-glass models in disordered two-dimensional superconductors. This leads to a current scale where nonlinearities appear in the current-voltage characteristics decreasing with temperature {ital T} roughly as {ital T}{sup 2} in contrast with the {ital T}{sup 3} behavior expected for disordered models. {copyright} {ital 1996 The American Physicalmore » Society.}« less

Short-Exponent RSA

NASA Astrophysics Data System (ADS)

Sun, Hung-Min; Yang, Cheng-Ta; Wu, Mu-En

In some applications, a short private exponent d is chosen to improve the decryption or signing process for RSA public key cryptosystem. However, in a typical RSA, if the private exponent d is selected first, the public exponent e should be of the same order of magnitude as φ(N). Sun et al. devised three RSA variants using unbalanced prime factors p and q to lower the computational cost. Unfortunately, Durfee & Nguyen broke the illustrated instances of the first and third variants by solving small roots to trivariate modular polynomial equations. They also indicated that the instances with unbalanced primes p and q are more insecure than the instances with balanced p and q. This investigation focuses on designing a new RSA variant with balanced p and q, and short exponents d and e, to improve the security of an RSA variant against the Durfee & Nguyen's attack, and the other existing attacks. Furthermore, the proposed variant (Scheme A) is also extended to another RSA variant (Scheme B) in which p and q are balanced, and a trade-off between the lengths of d and e is enable. In addition, we provide the security analysis and feasibility analysis of the proposed schemes.

Electric Field Induced Interfacial Instabilities

NASA Technical Reports Server (NTRS)

Kusner, Robert E.; Min, Kyung Yang; Wu, Xiao-lun; Onuki, Akira

1999-01-01

The study of the interface in a charge-free, critical and near-critical binary fluid in the presence of an externally applied electric field is presented. At sufficiently large fields, the interface between the two phases of the binary fluid should become unstable and exhibit an undulation with a predefined wavelength on the order of the capillary length. As the critical point is approached, this wavelength is reduced, potentially approaching length-scales such as the correlation length or critical nucleation radius. At this point the critical properties of the system may be affected. In this paper, the flat interface of a marginally polar binary fluid mixture is stressed by a perpendicular alternating electric field and the resulting instability is characterized by the critical electric field E(sub c) and the pattern observed. The character of the surface dynamics at the onset of instability is found to be strongly dependent on the frequency f of the field applied. The plot of E(sub c) vs. f for a fixed temperature shows a sigmoidal shape, whose low and high frequency limits are well described by a power-law relationship, E(sub c) = epsilon(exp zeta) with zeta = 0.35 and zeta = 0.08, respectively. The low-limit exponent compares well with the value zeta = 4 for a system of conducting and non-conducting fluids. On the other hand, the high-limit exponent coincides with what was first predicted by Onuki. The instability manifests itself as the conducting phase penetrates the non-conducting phase. As the frequency increases, the shape of the pattern changes from an array of bifurcating strings to an array of column-like (or rod-like) protrusions, each of which spans the space between the plane interface and one of the electrodes. For an extremely high frequency, the disturbance quickly grows into a parabolic cone pointing toward the upper plate. As a result, the interface itself changes its shape from that of a plane to that of a high sloping pyramid.

Scaling behavior of knotted random polygons and self-avoiding polygons: Topological swelling with enhanced exponent.

PubMed

Uehara, Erica; Deguchi, Tetsuo

2017-12-07

We show that the average size of self-avoiding polygons (SAPs) with a fixed knot is much larger than that of no topological constraint if the excluded volume is small and the number of segments is large. We call it topological swelling. We argue an "enhancement" of the scaling exponent for random polygons with a fixed knot. We study them systematically through SAP consisting of hard cylindrical segments with various different values of the radius of segments. Here we mean by the average size the mean-square radius of gyration. Furthermore, we show numerically that the topological balance length of a composite knot is given by the sum of those of all constituent prime knots. Here we define the topological balance length of a knot by such a number of segments that topological entropic repulsions are balanced with the knot complexity in the average size. The additivity suggests the local knot picture.

Scaling behavior of knotted random polygons and self-avoiding polygons: Topological swelling with enhanced exponent

NASA Astrophysics Data System (ADS)

Uehara, Erica; Deguchi, Tetsuo

2017-12-01

We show that the average size of self-avoiding polygons (SAPs) with a fixed knot is much larger than that of no topological constraint if the excluded volume is small and the number of segments is large. We call it topological swelling. We argue an "enhancement" of the scaling exponent for random polygons with a fixed knot. We study them systematically through SAP consisting of hard cylindrical segments with various different values of the radius of segments. Here we mean by the average size the mean-square radius of gyration. Furthermore, we show numerically that the topological balance length of a composite knot is given by the sum of those of all constituent prime knots. Here we define the topological balance length of a knot by such a number of segments that topological entropic repulsions are balanced with the knot complexity in the average size. The additivity suggests the local knot picture.

Spatial variation of deterministic chaos in mean daily temperature and rainfall over Nigeria

NASA Astrophysics Data System (ADS)

Fuwape, I. A.; Ogunjo, S. T.; Oluyamo, S. S.; Rabiu, A. B.

2017-10-01

Daily rainfall and temperature data from 47 locations across Nigeria for the 36-year period 1979-2014 were treated to time series analysis technique to investigate some nonlinear trends in rainfall and temperature data. Some quantifiers such as Lyapunov exponents, correlation dimension, and entropy were obtained for the various locations. Positive Lyapunov exponents were obtained for the time series of mean daily rainfall for all locations in the southern part of Nigeria while negative Lyapunov exponents were obtained for all locations in the Northern part of Nigeria. The mean daily temperature had positive Lyapunov exponent values (0.35-1.6) for all the locations. Attempts were made in reconstructing the phase space of time series of rainfall and temperature.

Statistical Analysis of Hurst Exponents of Essential/Nonessential Genes in 33 Bacterial Genomes

PubMed Central

Liu, Xiao; Wang, Baojin; Xu, Luo

2015-01-01

Methods for identifying essential genes currently depend predominantly on biochemical experiments. However, there is demand for improved computational methods for determining gene essentiality. In this study, we used the Hurst exponent, a characteristic parameter to describe long-range correlation in DNA, and analyzed its distribution in 33 bacterial genomes. In most genomes (31 out of 33) the significance levels of the Hurst exponents of the essential genes were significantly higher than for the corresponding full-gene-set, whereas the significance levels of the Hurst exponents of the nonessential genes remained unchanged or increased only slightly. All of the Hurst exponents of essential genes followed a normal distribution, with one exception. We therefore propose that the distribution feature of Hurst exponents of essential genes can be used as a classification index for essential gene prediction in bacteria. For computer-aided design in the field of synthetic biology, this feature can build a restraint for pre- or post-design checking of bacterial essential genes. Moreover, considering the relationship between gene essentiality and evolution, the Hurst exponents could be used as a descriptive parameter related to evolutionary level, or be added to the annotation of each gene. PMID:26067107

One-dimensional long-range percolation: A numerical study

NASA Astrophysics Data System (ADS)

Gori, G.; Michelangeli, M.; Defenu, N.; Trombettoni, A.

2017-07-01

In this paper we study bond percolation on a one-dimensional chain with power-law bond probability C /rd +σ , where r is the distance length between distinct sites and d =1 . We introduce and test an order-N Monte Carlo algorithm and we determine as a function of σ the critical value Cc at which percolation occurs. The critical exponents in the range 0 <σ <1 are reported. Our analysis is in agreement, up to a numerical precision ≈10-3 , with the mean-field result for the anomalous dimension η =2 -σ , showing that there is no correction to η due to correlation effects. The obtained values for Cc are compared with a known exact bound, while the critical exponent ν is compared with results from mean-field theory, from an expansion around the point σ =1 and from the ɛ -expansion used with the introduction of a suitably defined effective dimension deff relating the long-range model with a short-range one in dimension deff. We finally present a formulation of our algorithm for bond percolation on general graphs, with order N efficiency on a large class of graphs including short-range percolation and translationally invariant long-range models in any spatial dimension d with σ >0 .

Statistical Systems with Z

NASA Astrophysics Data System (ADS)

William, Peter

In this dissertation several two dimensional statistical systems exhibiting discrete Z(n) symmetries are studied. For this purpose a newly developed algorithm to compute the partition function of these models exactly is utilized. The zeros of the partition function are examined in order to obtain information about the observable quantities at the critical point. This occurs in the form of critical exponents of the order parameters which characterize phenomena at the critical point. The correlation length exponent is found to agree very well with those computed from strong coupling expansions for the mass gap and with Monte Carlo results. In Feynman's path integral formalism the partition function of a statistical system can be related to the vacuum expectation value of the time ordered product of the observable quantities of the corresponding field theoretic model. Hence a generalization of ordinary scale invariance in the form of conformal invariance is focussed upon. This principle is very suitably applicable, in the case of two dimensional statistical models undergoing second order phase transitions at criticality. The conformal anomaly specifies the universality class to which these models belong. From an evaluation of the partition function, the free energy at criticality is computed, to determine the conformal anomaly of these models. The conformal anomaly for all the models considered here are in good agreement with the predicted values.

Fat fractal scaling of drainage networks from a random spatial network model

USGS Publications Warehouse

Karlinger, Michael R.; Troutman, Brent M.

1992-01-01

An alternative quantification of the scaling properties of river channel networks is explored using a spatial network model. Whereas scaling descriptions of drainage networks previously have been presented using a fractal analysis primarily of the channel lengths, we illustrate the scaling of the surface area of the channels defining the network pattern with an exponent which is independent of the fractal dimension but not of the fractal nature of the network. The methodology presented is a fat fractal analysis in which the drainage basin minus the channel area is considered the fat fractal. Random channel networks within a fixed basin area are generated on grids of different scales. The sample channel networks generated by the model have a common outlet of fixed width and a rule of upstream channel narrowing specified by a diameter branching exponent using hydraulic and geomorphologic principles. Scaling exponents are computed for each sample network on a given grid size and are regressed against network magnitude. Results indicate that the size of the exponents are related to magnitude of the networks and generally decrease as network magnitude increases. Cases showing differences in scaling exponents with like magnitudes suggest a direction of future work regarding other topologic basin characteristics as potential explanatory variables.

Scaling behavior of nonisothermal phase separation.

PubMed

Rüllmann, Max; Alig, Ingo

2004-04-22

The phase separation process in a critical mixture of polydimethylsiloxane and polyethylmethylsiloxane (PDMS/PEMS, a system with an upper critical solution temperature) was investigated by time-resolved light scattering during continuous quenches from the one-phase into the two-phase region. Continuous quenches were realized by cooling ramps with different cooling rates kappa. Phase separation kinetics is studied by means of the temporal evolution of the scattering vector qm and the intensity Im at the scattering peak. The curves qm(t) for different cooling rates can be shifted onto a single mastercurve. The curves Im(t) show similar behavior. As shift factors, a characteristic length Lc and a characteristic time tc are introduced. Both characteristic quantities depend on the cooling rate through power laws: Lc approximately kappa(-delta) and tc approximately kappa(-rho). Scaling behavior in isothermal critical demixing is well known. There the temporal evolutions of qm and Im for different quench depths DeltaT can be scaled with the correlation length xi and the interdiffusion coefficient D, both depending on DeltaT through critical power laws. We show in this paper that the cooling rate scaling in nonisothermal demixing is a consequence of the quench depth scaling in the isothermal case. The exponents delta and rho are related to the critical exponents nu and nu* of xi and D, respectively. The structure growth during nonisothermal demixing can be described with a semiempirical model based on the hydrodynamic coarsening mechanism well known in the isothermal case. In very late stages of nonisothermal phase separation a secondary scattering maximum appears. This is due to secondary demixing. We explain the onset of secondary demixing by a competition between interdiffusion and coarsening. (c) 2004 American Institute of Physics

Evolution of scaling behaviors embedded in sentence series from A Story of the Stone

PubMed Central

Yang, Yue; Gu, Changgui; Xiao, Qin; Yang, Huijie

2017-01-01

The novel entitled A Story of the Stone provides us precise details of life and social structure of the 18th century China. Its writing lasted a long duration of about 10 years, in which the author’s habit may change significantly. It had been published anonymously up to the beginning of the 20th century, which left a mystery of the author’s attribution. In the present work we focus our attention on scaling behavior embedded in the sentence series from this novel, hope to find how the ideas are organized from single sentences to the whole text. Especially we are interested in the evolution of scale invariance to monitor the changes of the author’s language habit and to find some clues on the author’s attribution. The sentence series are separated into a total of 69 non-overlapping segments with a length of 500 sentences each. The correlation dependent balanced estimation of diffusion entropy (cBEDE) is employed to evaluate the scaling behaviors embedded in the short segments. It is found that the total, the part attributed currently to Xueqin Cao (X-part), and the other part attributed to E Gao (E-part), display scale invariance in a large scale up to 103 sentences, while their scaling exponents are almost identical. All the segments behave scale invariant in considerable wide scales, most of which reach one third of the length. In the curve of scaling exponent versus segment number, the X-part has rich patterns with averagely larger values, while the E-part has a U-shape with a significant low bottom. This finding is a new clue to support the attribution of the E-part to E Gao. PMID:28196096

Evolution of scaling behaviors embedded in sentence series from A Story of the Stone.

PubMed

Yang, Yue; Gu, Changgui; Xiao, Qin; Yang, Huijie

2017-01-01

The novel entitled A Story of the Stone provides us precise details of life and social structure of the 18th century China. Its writing lasted a long duration of about 10 years, in which the author's habit may change significantly. It had been published anonymously up to the beginning of the 20th century, which left a mystery of the author's attribution. In the present work we focus our attention on scaling behavior embedded in the sentence series from this novel, hope to find how the ideas are organized from single sentences to the whole text. Especially we are interested in the evolution of scale invariance to monitor the changes of the author's language habit and to find some clues on the author's attribution. The sentence series are separated into a total of 69 non-overlapping segments with a length of 500 sentences each. The correlation dependent balanced estimation of diffusion entropy (cBEDE) is employed to evaluate the scaling behaviors embedded in the short segments. It is found that the total, the part attributed currently to Xueqin Cao (X-part), and the other part attributed to E Gao (E-part), display scale invariance in a large scale up to 103 sentences, while their scaling exponents are almost identical. All the segments behave scale invariant in considerable wide scales, most of which reach one third of the length. In the curve of scaling exponent versus segment number, the X-part has rich patterns with averagely larger values, while the E-part has a U-shape with a significant low bottom. This finding is a new clue to support the attribution of the E-part to E Gao.

Renormalization of concurrence: The application of the quantum renormalization group to quantum-information systems

NASA Astrophysics Data System (ADS)

Kargarian, M.; Jafari, R.; Langari, A.

2007-12-01

We have combined the idea of renormalization group and quantum-information theory. We have shown how the entanglement or concurrence evolve as the size of the system becomes large, i.e., the finite size scaling is obtained. Moreover, we introduce how the renormalization-group approach can be implemented to obtain the quantum-information properties of a many-body system. We have obtained the concurrence as a measure of entanglement, its derivatives and their scaling behavior versus the size of system for the one-dimensional Ising model in transverse field. We have found that the derivative of concurrence between two blocks each containing half of the system size diverges at the critical point with the exponent, which is directly associated with the divergence of the correlation length.

Long frame sync words for binary PSK telemetry

NASA Technical Reports Server (NTRS)

Levitt, B. K.

1975-01-01

Correlation criteria have previously been established for identifying whether a given binary sequence would be a good frame sync word for phase-shift keyed telemetry. In the past, the search for a good K-bit sync word has involved the application of these criteria to the entire set of 2 exponent K binary K-tuples. It is shown that restricting this search to a much smaller subset consisting of K-bit prefixes of pseudonoise sequences results in sync words of comparable quality, with greatly reduced computer search times for larger values of K. As an example, this procedure is used to find good sync words of length 16-63; from a storage viewpoint, each of these sequences can be generated by a 5- or 6-bit linear feedback shift register.

Skew information in the XY model with staggered Dzyaloshinskii-Moriya interaction

NASA Astrophysics Data System (ADS)

Qiu, Liang; Quan, Dongxiao; Pan, Fei; Liu, Zhi

2017-06-01

We study the performance of the lower bound of skew information in the vicinity of transition point for the anisotropic spin-1/2 XY chain with staggered Dzyaloshinskii-Moriya interaction by use of quantum renormalization-group method. For a fixed value of the Dzyaloshinskii-Moriya interaction, there are two saturated values for the lower bound of skew information corresponding to the spin-fluid and Néel phases, respectively. The scaling exponent of the lower bound of skew information closely relates to the correlation length of the model and the Dzyaloshinskii-Moriya interaction shifts the factorization point. Our results show that the lower bound of skew information can be a good candidate to detect the critical point of XY spin chain with staggered Dzyaloshinskii-Moriya interaction.

Shareholding Networks in Japan

NASA Astrophysics Data System (ADS)

Souma, Wataru; Fujiwara, Yoshi; Aoyama, Hideaki

2005-06-01

The Japanese shareholding network existing at the end of March 2002 is studied empirically. The network is constructed from 2,303 listed companies and 53 non-listed financial institutions. We consider this network as a directed graph by drawing edges from shareholders to stock corporations. The lengths of the shareholder lists vary with the companies, and the most comprehensive lists contain the top 30 shareholders. Consequently, the distribution of incoming edges has an upper bound, while that of outgoing edges has no bound. The distribution of outgoing degrees is well explained by the power law function with an exponential tail. The exponent in the power law range is γ = 1.7. To understand these features from the viewpoint of a company's growth, we consider the correlations between the outgoing degree and the company's age, profit, and total assets.

Correlation of refrigerant mass flow rate through adiabatic capillary tubes using mixture refrigerant carbondioxide and ethane for low temperature applications

NASA Astrophysics Data System (ADS)

Nasruddin, Syaka, Darwin R. B.; Alhamid, M. Idrus

2012-06-01

Various binary mixtures of carbon dioxide and hydrocarbons, especially propane or ethane, as alternative natural refrigerants to Chlorofluorocarbons (CFCs) or Hydro fluorocarbons (HFCs) are presented in this paper. Their environmental performance is friendly, with an ozone depletion potential (ODP) of zero and Global-warming potential (GWP) smaller than 20. The capillary tube performance for the alternative refrigerant HFC HCand mixed refrigerants have been widely studied. However, studies that discuss the performance of the capillary tube to a mixture of natural refrigerants, in particular a mixture of azeotrope carbon dioxide and ethane is still undeveloped. A method of empirical correlation to determine the mass flow rate and pipe length has an important role in the design of the capillary tube for industrial refrigeration. Based on the variables that effect the rate of mass flow of refrigerant in the capillary tube, the Buckingham Pi theorem formulated eight non-dimensional parameters to be developed into an empirical equations correlation. Furthermore, non-linear regression analysis used to determine the co-efficiency and exponent of this empirical correlation based on experimental verification of the results database.

Memory effect in M ≥ 6 earthquakes of South-North Seismic Belt, Mainland China

NASA Astrophysics Data System (ADS)

Wang, Jeen-Hwa

2013-07-01

The M ≥ 6 earthquakes occurred in the South-North Seismic Belt, Mainland China, during 1901-2008 are taken to study the possible existence of memory effect in large earthquakes. The fluctuation analysis technique is applied to analyze the sequences of earthquake magnitude and inter-event time represented in the natural time domain. Calculated results show that the exponents of scaling law of fluctuation versus window length are less than 0.5 for the sequences of earthquake magnitude and inter-event time. The migration of earthquakes in study is taken to discuss the possible correlation between events. The phase portraits of two sequent magnitudes and two sequent inter-event times are also applied to explore if large (or small) earthquakes are followed by large (or small) events. Together with all kinds of given information, we conclude that the earthquakes in study is short-term correlated and thus the short-term memory effect would be operative.

Allowable SEM noise for unbiased LER measurement

NASA Astrophysics Data System (ADS)

Papavieros, George; Constantoudis, Vassilios; Gogolides, Evangelos

2018-03-01

Recently, a novel method for the calculation of unbiased Line Edge Roughness based on Power Spectral Density analysis has been proposed. In this paper first an alternative method is discussed and investigated, utilizing the Height-Height Correlation Function (HHCF) of edges. The HHCF-based method enables the unbiased determination of the whole triplet of LER parameters including besides rms the correlation length and roughness exponent. The key of both methods is the sensitivity of PSD and HHCF on noise at high frequencies and short distance respectively. Secondly, we elaborate a testbed of synthesized SEM images with controlled LER and noise to justify the effectiveness of the proposed unbiased methods. Our main objective is to find out the boundaries of the method in respect to noise levels and roughness characteristics, for which the method remains reliable, i.e the maximum amount of noise allowed, for which the output results cope with the controllable known inputs. At the same time, we will also set the extremes of roughness parameters for which the methods hold their accuracy.

Effective field renormalization group approach for Ising lattice spin systems

NASA Astrophysics Data System (ADS)

Fittipaldi, Ivon P.

1994-03-01

A new applicable real-space renormalization group framework (EFRG) for computing the critical properties of Ising lattice spin systems is presented. The method, which follows up the same strategy of the mean-field renormalization group scheme (MFRG), is based on rigorous Ising spin identities and utilizes a convenient differential operator expansion technique. Within this scheme, in contrast with the usual mean-field type of equation of state, all the relevant self-spin correlations are taken exactly into account. The results for the critical coupling and the critical exponent v, for the correlation length, are very satisfactory and it is shown that this technique leads to rather accurate results which represent a remarkable improvement on those obtained from the standard MFRG method. In particular, it is shown that the present EFRG approach correctly distinguishes the geometry of the lattice structure even when employing its simplest size-cluster version. Owing to its simplicity we also comment on the wide applicability of the present method to problems in crystalline and disordered Ising spin systems.

Fractal characterization and wettability of ion treated silicon surfaces

NASA Astrophysics Data System (ADS)

Yadav, R. P.; Kumar, Tanuj; Baranwal, V.; Vandana, Kumar, Manvendra; Priya, P. K.; Pandey, S. N.; Mittal, A. K.

2017-02-01

Fractal characterization of surface morphology can be useful as a tool for tailoring the wetting properties of solid surfaces. In this work, rippled surfaces of Si (100) are grown using 200 keV Ar+ ion beam irradiation at different ion doses. Relationship between fractal and wetting properties of these surfaces are explored. The height-height correlation function extracted from atomic force microscopic images, demonstrates an increase in roughness exponent with an increase in ion doses. A steep variation in contact angle values is found for low fractal dimensions. Roughness exponent and fractal dimensions are found correlated with the static water contact angle measurement. It is observed that after a crossover of the roughness exponent, the surface morphology has a rippled structure. Larger values of interface width indicate the larger ripples on the surface. The contact angle of water drops on such surfaces is observed to be lowest. Autocorrelation function is used for the measurement of ripple wavelength.

The use of the Hurst exponent to predict changes in trends on the Warsaw Stock Exchange

NASA Astrophysics Data System (ADS)

Domino, Krzysztof

2011-01-01

The local properties of the time series of the evolution of share prices of 126 significant companies traded on the Warsaw Stock Exchange during the period between 1991-2008 have been investigated. The analysis was applied to daily financial returns. I have used the local DFA to obtain the Hurst exponent (diffusion coefficient) while searching for negative correlations by which changes of long-term trends would be effected. A certain evidence, proving that after the signature of anti-correlation-the drop in the Hurst exponent-the change in the trend and in the return rate of an investment is probable, was pointed out. Hence after further investigation this method may be useful as a part of an investment strategy. As the Warsaw Stock Exchange is relatively smaller and younger than other significant world Stock Exchanges-and as the developing market is less efficient-the generalization for others markets needs further investigation.

End-monomer Dynamics in Semiflexible Polymers

PubMed Central

Hinczewski, Michael; Schlagberger, Xaver; Rubinstein, Michael; Krichevsky, Oleg; Netz, Roland R.

2009-01-01

Spurred by an experimental controversy in the literature, we investigate the end-monomer dynamics of semiflexible polymers through Brownian hydrodynamic simulations and dynamic mean-field theory. Precise experimental observations over the last few years of end-monomer dynamics in the diffusion of double-stranded DNA have given conflicting results: one study indicated an unexpected Rouse-like scaling of the mean squared displacement (MSD) 〈r2(t)〉 ~ t1/2 at intermediate times, corresponding to fluctuations at length scales larger than the persistence length but smaller than the coil size; another study claimed the more conventional Zimm scaling 〈r2(t)〉 ~ t2/3 in the same time range. Using hydrodynamic simulations, analytical and scaling theories, we find a novel intermediate dynamical regime where the effective local exponent of the end-monomer MSD, α(t) = d log〈r2(t)〉/d log t, drops below the Zimm value of 2/3 for sufficiently long chains. The deviation from the Zimm prediction increases with chain length, though it does not reach the Rouse limit of 1/2. The qualitative features of this intermediate regime, found in simulations and in an improved mean-field theory for semiflexible polymers, in particular the variation of α(t) with chain and persistence lengths, can be reproduced through a heuristic scaling argument. Anomalously low values of the effective exponent α are explained by hydrodynamic effects related to the slow crossover from dynamics on length scales smaller than the persistence length to dynamics on larger length scales. PMID:21359118

Scale Effects in the Flow of a Shear-Thinning Fluid in Geological Fractures

NASA Astrophysics Data System (ADS)

Meheust, Y.; Roques, C.; Le Borgne, T.; Selker, J. S.

2017-12-01

Subsurface flow processes involving non-Newtonian fluids play a major role in many engineering applications, from in-situ remediation to enhanced oil recovery. The fluids of interest in such applications (f.e., polymers in remediation) often present shear-thinning properties, i.e., their viscosity decreases as a function of the local shear rate. We investigate how fracture wall roughness impacts the flow of a shear-thinning fluid. Numerical simulations of flow in 3D geological fractures are carried out by solving a modified Navier-Stokes equation incorporating the Carreau viscous-shear model. The numerical fractures consist of two isotropic self-affine surfaces which are correlated with each other above a characteristic scale (thecorrelation length of Méheust et al. PAGEOPH 2003). Perfect plastic closing is assumed when the surfaces are in contact. The statistical parameters describing a fracture are the standard deviation of the wall roughness, the mean aperture, the correlation length, and the fracture length, the Hurst exponent being fixed (equal to 0.8). The objective is to investigate how varying the correlation length impacts the flow behavior, for different degrees of closure, and how this behavior diverges from what is known for Newtonian fluids. The results from the 3D simulations are also compared to 2D simulations based on the lubrication theory, which we have developed as an extension of the Reynolds equation for Newtonian fluids. These 2D simulations run orders of magnitude faster, which allows considering a significant statistics of fractures of identical statistical parameters, and therefore draw general conclusions despite the large stochasticity of the media. We also discuss the implications of our results for solute transport by such flows. References:Méheust, Y., & Schmittbuhl, J. (2003). Scale effects related to flow in rough fractures. Pure and Applied Geophysics, 160(5-6), 1023-1050.

Persistence Probability Analyzed on the Taiwan STOCK Market

NASA Astrophysics Data System (ADS)

Chen, I.-Chun; Chen, Hung-Jung; Tseng, Hsen-Che

We report a numerical study of the Taiwan stock market, in which we used three data sources: the daily Taiwan stock exchange index (TAIEX) from January 1983 to May 2006, the daily OTC index from January 1995 to May 2006, and the one-min intraday data from February 2000 to December 2003. Our study is based on numerical estimates of persistence exponent θp, Hurst exponent H2, and fluctuation exponent h2. We also discuss the results concerning persistence probability P(t), qth-order price-price correlation function Gq(t), and qth-order normalized fluctuation function fq(t) among these indices.

Observing golden-mean universality class in the scaling of thermal transport.

PubMed

Xiong, Daxing

2018-02-01

We address the issue of whether the golden-mean [ψ=(sqrt[5]+1)/2≃1.618] universality class, as predicted by several theoretical models, can be observed in the dynamical scaling of thermal transport. Remarkably, we show strong evidence that ψ appears to be the scaling exponent of heat mode correlation in a purely quartic anharmonic chain. This observation seems to somewhat deviate from the previous expectation and we explain it by the unusual slow decay of the cross correlation between heat and sound modes. Whenever the cubic anharmonicity is included, this cross correlation gradually dies out and another universality class with scaling exponent γ=5/3, as commonly predicted by theories, seems recovered. However, this recovery is accompanied by two interesting phase transition processes characterized by a change of symmetry of the potential and a clear variation of the dynamic structure factor, respectively. Due to these transitions, an additional exponent close to γ≃1.580 emerges. All this evidence suggests that, to gain a full prediction of the scaling of thermal transport, more ingredients should be taken into account.

Observing golden-mean universality class in the scaling of thermal transport

NASA Astrophysics Data System (ADS)

Xiong, Daxing

2018-02-01

We address the issue of whether the golden-mean [ψ =(√{5 }+1 ) /2 ≃1.618 ] universality class, as predicted by several theoretical models, can be observed in the dynamical scaling of thermal transport. Remarkably, we show strong evidence that ψ appears to be the scaling exponent of heat mode correlation in a purely quartic anharmonic chain. This observation seems to somewhat deviate from the previous expectation and we explain it by the unusual slow decay of the cross correlation between heat and sound modes. Whenever the cubic anharmonicity is included, this cross correlation gradually dies out and another universality class with scaling exponent γ =5 /3 , as commonly predicted by theories, seems recovered. However, this recovery is accompanied by two interesting phase transition processes characterized by a change of symmetry of the potential and a clear variation of the dynamic structure factor, respectively. Due to these transitions, an additional exponent close to γ ≃1.580 emerges. All this evidence suggests that, to gain a full prediction of the scaling of thermal transport, more ingredients should be taken into account.

Electrical property heterogeneity at transparent conductive oxide/organic semiconductor interfaces: mapping contact ohmicity using conducting-tip atomic force microscopy.

PubMed

MacDonald, Gordon A; Veneman, P Alexander; Placencia, Diogenes; Armstrong, Neal R

2012-11-27

We demonstrate mapping of electrical properties of heterojunctions of a molecular semiconductor (copper phthalocyanine, CuPc) and a transparent conducting oxide (indium-tin oxide, ITO), on 20-500 nm length scales, using a conductive-probe atomic force microscopy technique, scanning current spectroscopy (SCS). SCS maps are generated for CuPc/ITO heterojunctions as a function of ITO activation procedures and modification with variable chain length alkyl-phosphonic acids (PAs). We correlate differences in small length scale electrical properties with the performance of organic photovoltaic cells (OPVs) based on CuPc/C(60) heterojunctions, built on these same ITO substrates. SCS maps the "ohmicity" of ITO/CuPc heterojunctions, creating arrays of spatially resolved current-voltage (J-V) curves. Each J-V curve is fit with modified Mott-Gurney expressions, mapping a fitted exponent (γ), where deviations from γ = 2.0 suggest nonohmic behavior. ITO/CuPc/C(60)/BCP/Al OPVs built on nonactivated ITO show mainly nonohmic SCS maps and dark J-V curves with increased series resistance (R(S)), lowered fill-factors (FF), and diminished device performance, especially near the open-circuit voltage. Nearly optimal behavior is seen for OPVs built on oxygen-plasma-treated ITO contacts, which showed SCS maps comparable to heterojunctions of CuPc on clean Au. For ITO electrodes modified with PAs there is a strong correlation between PA chain length and the degree of ohmicity and uniformity of electrical response in ITO/CuPc heterojunctions. ITO electrodes modified with 6-8 carbon alkyl-PAs show uniform and nearly ohmic SCS maps, coupled with acceptable CuPc/C(60)OPV performance. ITO modified with C14 and C18 alkyl-PAs shows dramatic decreases in FF, increases in R(S), and greatly enhanced recombination losses.

Universal rescaling of flow curves for yield-stress fluids close to jamming

NASA Astrophysics Data System (ADS)

Dinkgreve, M.; Paredes, J.; Michels, M. A. J.; Bonn, D.

2015-07-01

The experimental flow curves of four different yield-stress fluids with different interparticle interactions are studied near the jamming concentration. By appropriate scaling with the distance to jamming all rheology data can be collapsed onto master curves below and above jamming that meet in the shear-thinning regime and satisfy the Herschel-Bulkley and Cross equations, respectively. In spite of differing interactions in the different systems, master curves characterized by universal scaling exponents are found for the four systems. A two-state microscopic theory of heterogeneous dynamics is presented to rationalize the observed transition from Herschel-Bulkley to Cross behavior and to connect the rheological exponents to microscopic exponents for the divergence of the length and time scales of the heterogeneous dynamics. The experimental data and the microscopic theory are compared with much of the available literature data for yield-stress systems.

A predictive nondestructive model for the covariation of tree height, diameter, and stem volume scaling relationships.

PubMed

Zhang, Zhongrui; Zhong, Quanlin; Niklas, Karl J; Cai, Liang; Yang, Yusheng; Cheng, Dongliang

2016-08-24

Metabolic scaling theory (MST) posits that the scaling exponents among plant height H, diameter D, and biomass M will covary across phyletically diverse species. However, the relationships between scaling exponents and normalization constants remain unclear. Therefore, we developed a predictive model for the covariation of H, D, and stem volume V scaling relationships and used data from Chinese fir (Cunninghamia lanceolata) in Jiangxi province, China to test it. As predicted by the model and supported by the data, normalization constants are positively correlated with their associated scaling exponents for D vs. V and H vs. V, whereas normalization constants are negatively correlated with the scaling exponents of H vs. D. The prediction model also yielded reliable estimations of V (mean absolute percentage error = 10.5 ± 0.32 SE across 12 model calibrated sites). These results (1) support a totally new covariation scaling model, (2) indicate that differences in stem volume scaling relationships at the intra-specific level are driven by anatomical or ecophysiological responses to site quality and/or management practices, and (3) provide an accurate non-destructive method for predicting Chinese fir stem volume.

Temporal behavior of a solute cloud in a fractal heterogeneous porous medium at different scales

NASA Astrophysics Data System (ADS)

Ross, Katharina; Attinger, Sabine

2010-05-01

Water pollution is still a very real problem and the need for efficient models for flow and solute transport in heterogeneous porous or fractured media is evident. In our study we focus on solute transport in heterogeneous fractured media. In heterogeneous fractured media the shape of the pores and fractures in the subsurface might be modeled as a fractal network or a heterogeneous structure with infinite correlation length. To derive explicit results for larger scale or effective transport parameters in such structures is the aim of this work. To describe flow and transport we investigate the temporal behavior of transport coefficients of solute movement through a spatially heterogeneous medium. It is necessary to distinguish between two fundamentally different quantities characterizing the solute dispersion: The effective dispersion coefficient Deff(t) represents the physical (observable) dispersion in one given realization of the medium. It is conceptually different from the mathematically simpler ensemble dispersion coefficient Dens(t) which characterizes the (abstract) dispersion with respect to the set of all possible realizations of the medium. In the framework of a stochastic approach DENTZ ET AL. (2000 I[2] & II[3]) derive explicit expressions for the temporal behavior of the center-of-mass velocity and the dispersion of the concentration distribution, using a second order perturbation expansion. In their model the authors assume a finite correlation length of the heterogeneities and use a GAUSSIAN correlation function. In a first step, we model the fractured medium as a heterogeneous porous medium with infinite correlation length and neglect single fractures. ZHAN & WHEATCRAFT (1996[4]) analyze the macrodispersivity tensor in fractal porous media using a non-integer exponent which consists of the HURST coefficient and the fractal dimension D. To avoid this non-integer exponent for numerical reasons we extend the study of DENTZ ET AL. (2000 I[2] & II[3]) and derive explicit expressions for the center-of-mass velocity and the longitudinal dispersion coefficient for isotropic and anisotropic media as well as for point-like (where the extent of the source distribution is small compared to the correlation lengths of the heterogeneities) and spatially extended injections. Our results clearly show that the difference between Deff and Dens persists for all times. In other words, ensemble mixing and effective mixing coefficients do not approach the same asymptotic limit. The center-of-mass fluctuations between different flow paths for a plume traveling through the medium never become irrelevant and ergodicity breaks down in such media. Our ongoing work concerns the investigation of the transversal dispersion coefficient and the extension of the upscaling method coarse graining[1] to heterogeneous fractal porous media with embedded single fractures. References [1]ATTINGER, S. (2003): Generalized coarse graining procedures for flow in porous media, Computational Geosciences, 7 (4), pp. 253-273. [2]DENTZ, M. / KINZELBACH, H. / ATTINGER, S. and W. KINZELBACH (2000): Temporal behavior of a solute cloud in a heterogeneous porous medium: 1. Point-like injection, Water Resources Research, 36 (12), pp. 3591-3604. [3]DENTZ, M. / KINZELBACH, H. / ATTINGER, S. and W. KINZELBACH (2000): Temporal behavior of a solute cloud in a heterogeneous porous medium: 2. Spatially extended injection, Water Resources Research, 36 (12), pp. 3605-3614. [4]ZHAN, H. and S. W. WHEATCRAFT (1996): Macrodispersivity tensor for nonreactive solute transport in isotropic and anisotropic fractal porous media: Analytical solutions, Water Resources Research, 32 (12), pp. 3461-3474.

How sensitivity to ongoing interaural temporal disparities is affected by manipulations of temporal features of the envelopes of high-frequency stimuli

PubMed Central

Bernstein, Leslie R.; Trahiotis, Constantine

2009-01-01

This study addressed how manipulating certain aspects of the envelopes of high-frequency stimuli affects sensitivity to envelope-based interaural temporal disparities (ITDs). Listener’s threshold ITDs were measured using an adaptive two-alternative paradigm employing “raised-sine” stimuli [John, M. S., et al. (2002). Ear Hear. 23, 106–117] which permit independent variation in their modulation frequency, modulation depth, and modulation exponent. Threshold ITDs were measured while manipulating modulation exponent for stimuli having modulation frequencies between 32 and 256 Hz. The results indicated that graded increases in the exponent led to graded decreases in envelope-based threshold ITDs. Threshold ITDs were also measured while parametrically varying modulation exponent and modulation depth. Overall, threshold ITDs decreased with increases in the modulation depth. Unexpectedly, increases in the exponent of the raised-sine led to especially large decreases in threshold ITD when the modulation depth was low. An interaural correlation-based model was generally able to capture changes in threshold ITD stemming from changes in the exponent, depth of modulation, and frequency of modulation of the raised-sine stimuli. The model (and several variations of it), however, could not account for the unexpected interaction between the value of raised-sine exponent and its modulation depth. PMID:19425666

On the effects of surrogacy of energy dissipation in determining the intermittency exponent in fully developed turbulence

NASA Astrophysics Data System (ADS)

Cleve, J.; Greiner, M.; Sreenivasan, K. R.

2003-03-01

The two-point correlation function of the energy dissipation, obtained from a one-point time record of an atmospheric boundary layer, reveals a rigorous power law scaling with intermittency exponent μ approx 0.20 over almost the entire inertial range of scales. However, for the related integral moment, the power law scaling is restricted to the upper part of the inertial range only. This observation is explained in terms of the operational surrogacy of the construction of energy dissipation, which influences the behaviour of the correlation function for small separation distances.

Hierarchy compensation of non-homogeneous intermittent atmospheric turbulence

NASA Astrophysics Data System (ADS)

Redondo, Jose M.; Mahjoub, Otman B.; Cantalapiedra, Inma R.

2010-05-01

In this work a study both the internal turbulence energy cascade intermittency evaluated from wind speed series in the atmospheric boundary layer, as well as the role of external or forcing intermittency based on the flatness (Vindel et al 2008)is carried out. The degree of intermittency in the stratified ABL flow (Cuxart et al. 2000) can be studied as the deviation, from the linear form, of the absolute scaling exponents of the structure functions as well as generalizing for non-isotropic and non-homogeneous turbulence, even in non-inertial ranges (in the Kolmogorov-Kraichnan sense) where the scaling exponents are not constant. The degree of intermittency, evaluated in the non-local quasi-inertial range, is explained from the variation with scale of the energy transfer as well as the dissipation. The scale to scale transfer and the structure function scaling exponents are calculated and from these the intermittency parametres. The turbulent diffusivity could also be estimated and compared with Richardson's law. Some two point correlations and time lag calculations are used to investigate the time and spatial integral length scales obtained from both Lagrangian and Eulerian correlations and functions, and we compare these results with both theoretical and laboratory data. We develop a theoretical description of how to measure the different levels of intermittency following (Mahjoub et al. 1998, 2000) and the role of locality in higher order exponents of structure function analysis. Vindel J.M., Yague C. and Redondo J.M. (2008) Structure function analysis and intermittency in the ABL. Nonlin. Processes Geophys., 15, 915-929. Cuxart J, Yague C, Morales G, Terradellas E, Orbe J, Calvo J, Fernández A, Soler M R, Infante C, Buenestado P, Espinalt A, Joergensen H E, Rees J M, Vilá J, Redondo J M, Cantalapiedra R and Conangla L (2000): Stable atmospheric boundary-layer experiment in Spain (Sables 98): a report, Boundary-Layer Meteorology 96, 337-370 Mahjoub O.B., Babiano A. and Redondo J.M. (1998) Structure functions in complex flows. Journal of Flow Turbulence and Combustion. 59, 299-313. Mahjoub O.B., Redondo J.M. and Babiano A. (2000) Self similarity and intermittency in a turbulent non-homogeneous wake. Proceedings of the Eighth European Turbulence Conference. (Eds. Dopazo et al.) CIMNE, Barcelona, 783-786. Mahjoub O.B., Redondo J.M., and R. Alami, (1998) Turbulent Structure Functions in Geophysical Flows, Rapp. Comm. int. Mer Medit., 35, 126-127.

An analysis of the financial crisis in the KOSPI market using Hurst exponents

NASA Astrophysics Data System (ADS)

Yim, Kyubin; Oh, Gabjin; Kim, Seunghwan

2014-09-01

Recently, the study of the financial crisis has progressed to include the concept of the complex system, thereby improving the understanding of this extreme event from a neoclassical economic perspective. To determine which variables are related to the financial event caused by the 2008 US subprime crisis using temporal correlations, we investigate the diverse variables that may explain the financial system. These variables include return, volatility, trading volume and inter-trade duration data sets within the TAQ data for 27 highly capitalized individual companies listed on the KOSPI stock market. During 2008 and 2009, the Hurst exponent for the return time series over the whole period was less than 0.5, and the Hurst exponents for other variables, such as the volatility, trading volume and inter-trade duration, were greater than 0.5. Additionally, we analyze the relationships between the variation of temporal correlation and market instability based on these Hurst exponents and the degree of multifractality. We find that for the data related to trading volume, the Hurst exponents do not allow us to detect changes in market status, such as changes from normal to abnormal status, whereas other variables, including the return, volatility and weekly inter-trade duration, indicate a significant change in market status after the Lehman Brothers' bankruptcy. In addition, the multifractality and the measurement defined by subtracting the Hurst exponent of the return time series from that of the volatility time series decrease sharply after the US subprime event and recover approximately 50 days after the Lehman Brothers' collapse. Our findings suggest that the temporal features of financial quantities in the TAQ data set and the market complexity perform very well at diagnosing financial market stability.

Strength statistics of single crystals and metallic glasses under small stressed volumes

DOE PAGES

Gao, Yanfei; Bei, Hongbin

2016-05-13

It has been well documented that plastic deformation of crystalline and amorphous metals/alloys shows a general trend of “smaller is stronger”. The majority of the experimental and modeling studies along this line have been focused on finding and reasoning the scaling slope or exponent in the logarithmic plot of strength versus size. In contrast to this view, here we show that the universal picture should be the thermally activated nucleation mechanisms in small stressed volume, the stochastic behavior as to find the weakest links in intermediate sizes of the stressed volume, and the convolution of these two mechanisms with respectmore » to variables such as indenter radius in nanoindentation pop-in, crystallographic orientation, pre-strain level, sample length as in uniaxial tests, and others. Furthermore, experiments that cover the entire spectrum of length scales and a unified model that treats both thermal activation and spatial stochasticity have discovered new perspectives in understanding and correlating the strength statistics in a vast of observations in nanoindentation, micro-pillar compression, and fiber/whisker tension tests of single crystals and metallic glasses.« less

Percolation study for the capillary ascent of a liquid through a granular soil

NASA Astrophysics Data System (ADS)

Cárdenas-Barrantes, Manuel Antonio; Muñoz, José Daniel; Araujo, Nuno Machado

2017-06-01

Capillary rise plays a crucial role in the construction of road embankments in flood zones, where hydrophobic compounds are added to the soil to suppress the rising of water and avoid possible damage of the pavement. Water rises through liquid bridges, menisci and trimers, whose width and connectivity depends on the maximal half-length λ of the capillary bridges among grains. Low λs generate a disconnect structure, with small clusters everywhere. On the contrary, for high λ, create a percolating cluster of trimers and enclosed volumes that form a natural path for capillary rise. Hereby, we study the percolation transition of this geometric structure as a function of λ on a granular media of monodisperse spheres in a random close packing. We determine both the percolating threshold λc = (0.049 ± 0.004)R (with R the radius of the granular spheres), and the critical exponent of the correlation length v = 0.830 ± 0.051, suggesting that the percolation transition falls into the universality class of ordinary percolation.

Neuronal long-range temporal correlations and avalanche dynamics are correlated with behavioral scaling laws

PubMed Central

Palva, J. Matias; Zhigalov, Alexander; Hirvonen, Jonni; Korhonen, Onerva; Linkenkaer-Hansen, Klaus; Palva, Satu

2013-01-01

Scale-free fluctuations are ubiquitous in behavioral performance and neuronal activity. In time scales from seconds to hundreds of seconds, psychophysical dynamics and the amplitude fluctuations of neuronal oscillations are governed by power-law-form long-range temporal correlations (LRTCs). In millisecond time scales, neuronal activity comprises cascade-like neuronal avalanches that exhibit power-law size and lifetime distributions. However, it remains unknown whether these neuronal scaling laws are correlated with those characterizing behavioral performance or whether neuronal LRTCs and avalanches are related. Here, we show that the neuronal scaling laws are strongly correlated both with each other and with behavioral scaling laws. We used source reconstructed magneto- and electroencephalographic recordings to characterize the dynamics of ongoing cortical activity. We found robust power-law scaling in neuronal LRTCs and avalanches in resting-state data and during the performance of audiovisual threshold stimulus detection tasks. The LRTC scaling exponents of the behavioral performance fluctuations were correlated with those of concurrent neuronal avalanches and LRTCs in anatomically identified brain systems. The behavioral exponents also were correlated with neuronal scaling laws derived from a resting-state condition and with a similar anatomical topography. Finally, despite the difference in time scales, the scaling exponents of neuronal LRTCs and avalanches were strongly correlated during both rest and task performance. Thus, long and short time-scale neuronal dynamics are related and functionally significant at the behavioral level. These data suggest that the temporal structures of human cognitive fluctuations and behavioral variability stem from the scaling laws of individual and intrinsic brain dynamics. PMID:23401536

The long-range correlation and evolution law of centennial-scale temperatures in Northeast China.

PubMed

Zheng, Xiaohui; Lian, Yi; Wang, Qiguang

2018-01-01

This paper applies the detrended fluctuation analysis (DFA) method to investigate the long-range correlation of monthly mean temperatures from three typical measurement stations at Harbin, Changchun, and Shenyang in Northeast China from 1909 to 2014. The results reveal the memory characteristics of the climate system in this region. By comparing the temperatures from different time periods and investigating the variations of its scaling exponents at the three stations during these different time periods, we found that the monthly mean temperature has long-range correlation, which indicates that the temperature in Northeast China has long-term memory and good predictability. The monthly time series of temperatures over the past 106 years also shows good long-range correlation characteristics. These characteristics are also obviously observed in the annual mean temperature time series. Finally, we separated the centennial-length temperature time series into two time periods. These results reveal that the long-range correlations at the Harbin station over these two time periods have large variations, whereas no obvious variations are observed at the other two stations. This indicates that warming affects the regional climate system's predictability differently at different time periods. The research results can provide a quantitative reference point for regional climate predictability assessment and future climate model evaluation.

Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent

NASA Astrophysics Data System (ADS)

Cristescu, Constantin P.; Stan, Cristina; Scarlat, Eugen I.; Minea, Teofil; Cristescu, Cristina M.

2012-04-01

We present a novel method for the parameter oriented analysis of mutual correlation between independent time series or between equivalent structures such as ordered data sets. The proposed method is based on the sliding window technique, defines a new type of correlation measure and can be applied to time series from all domains of science and technology, experimental or simulated. A specific parameter that can characterize the time series is computed for each window and a cross correlation analysis is carried out on the set of values obtained for the time series under investigation. We apply this method to the study of some currency daily exchange rates from the point of view of the Hurst exponent and the intermittency parameter. Interesting correlation relationships are revealed and a tentative crisis prediction is presented.

The power law for the perception of rotation by airline pilots.

NASA Technical Reports Server (NTRS)

Clark, B.; Stewart, J. D.

1972-01-01

The purpose of this study was to determine the power laws for the perception of rotation about the three major body axes. Eighteen airline pilots made magnitude estimates of 5-sec pulses of nine angular accelerations having a range of acceleration x time of 10-150 deg/sec. The results showed that (1) the power law with an exponent of 1.4 describes the subjective motion of these pilots for all three major body axes, (2) the power law also describes the perception of motion for individual pilots with a substantial range of exponents, (3) there were significant correlations among the exponents for the three body axes, and (4) the data suggest that the power law over the wide range used may be more complex than implied by a formula with a single exponent.

Temporal and spatial variations of seismicity scaling behavior in Southern México

NASA Astrophysics Data System (ADS)

Alvarez-Ramirez, J.; Echeverria, J. C.; Ortiz-Cruz, A.; Hernandez, E.

2012-03-01

R/S analysis is used in this work to investigate the fractal correlations in terms of the Hurst exponent for the 1998-2011 seismicity data in Southern Mexico. This region is the most seismically active area in Mexico, where epicenters for severe earthquakes (e.g., September 19, 1985, Mw = 8.1) causing extensive damage in highly populated areas have been located. By only considering the seismic events that meet the Gutenberg-Ritcher law completeness requirement ( b = 0.97, MGR = 3.6), we found time clustering for scales of about 100 and 135 events. In both cases, a cyclic behavior with dominant spectral components at about one cycle per year is revealed. It is argued that such a one-year cycle could be related to tidal effects in the Pacific coast. Interestingly, it is also found that high-magnitude events ( Mw ≥ 6.0) are more likely to occur under increased interevent correlations with Hurst exponent values H > 0.65. This suggests that major earthquakes can occur when the tectonic stress accumulates in preferential directions. In contrast, the high-magnitude seismic risk is reduced when stresses are uniformly distributed in the tectonic shell. Such cointegration between correlations (i.e., Hurst exponent) and macroseismicity is confirmed for spatial variations of the Hurst exponent. In this way, we found that, using the Hurst exponent standpoint, the former presumed Michoacan and the Guerrero seismic gaps are the riskiest seismic zones. To test this empirical finding, two Southern Mexico local regions with large earthquakes were considered. These are the Atoyac de Alvarez, Guerrero ( Mw = 6.3), and Union Hidalgo, Oaxaca ( Mw = 6.6), events. In addition, we used the Loma Prieta, California, earthquake (October 17, 1989, Mw = 6.9) to show that the high-magnitude earthquakes in the San Andreas Fault region can also be linked to the increments of determinism (quantified in terms of the Hurst exponent) displayed by the stochastic dynamics of the interevent period time series. The results revealed that the analysis of seismic activity by means of R/S analysis could provide further insights in the advent of major earthquakes.

Can the scaling behavior of electric conductivity be used to probe the self-organizational changes in solution with respect to the ionic liquid structure? The case of [C8MIM][NTf2].

PubMed

Paluch, Marian; Wojnarowska, Zaneta; Goodrich, Peter; Jacquemin, Johan; Pionteck, Jürgen; Hensel-Bielowka, Stella

2015-08-28

Electrical conductivity of the supercooled ionic liquid [C8MIM][NTf2], determined as a function of temperature and pressure, highlights strong differences in its ionic transport behavior between low and high temperature regions. To date, the crossover effect which is very well known for low molecular van der Waals liquids has been rarely described for classical ionic liquids. This finding highlights that the thermal fluctuations could be dominant mechanisms driving the dramatic slowing down of ion motions near Tg. An alternative way to analyze separately low and high temperature dc-conductivity data using a density scaling approach was then proposed. Based on which a common value of the scaling exponent γ = 2.4 was obtained, indicating that the applied density scaling is insensitive to the crossover effect. By comparing the scaling exponent γ reported herein along with literature data for other ionic liquids, it appears that γ decreases by increasing the alkyl chain length on the 1-alkyl-3-methylimidazolium-based ionic liquids. This observation may be related to changes in the interaction between ions in solution driven by an increase in the van der Waals type interaction by increasing the alkyl chain length on the cation. This effect may be related to changes in the ionic liquid nanostructural organization with the alkyl chain length on the cation as previously reported in the literature based on molecular dynamic simulations. In other words, the calculated scaling exponent γ may be then used as a key parameter to probe the interaction and/or self-organizational changes in solution with respect to the ionic liquid structure.

Power Law Distributions of Patents as Indicators of Innovation

NASA Astrophysics Data System (ADS)

O'Neale, Dion; Hendy, Shaun

2013-03-01

The total number of patents produced by a country (or the number of patents produced per capita) is often used as an indicator for innovation. Such figures however give an overly simplistic measure of innovation within a country. Here we present evidence that the distribution of patents amongst applicants within many countries is well-fitted to a power law distribution with exponents that vary between 1.66 (Japan) and 2.37 (Poland). We suggest that this exponent is a useful new metric for studying innovation. Using simulations based on simple preferential attachment-type rules that generate power laws, we find we can explain some of the variation in exponents between countries, with countries that have larger numbers of patents per applicant generally exhibiting smaller exponents in both the simulated and actual data. Similarly we find that the exponents for most countries are inversely correlated with other indicators of innovation, such as research and development intensity or the ubiquity of export baskets. This suggests that in more advanced economies, which tend to have smaller values of the exponent, a greater proportion of the total number of patents are filed by large companies than in less advanced countries.

Validating and Improving Interrill Erosion Equations

PubMed Central

Zhang, Feng-Bao; Wang, Zhan-Li; Yang, Ming-Yi

2014-01-01

Existing interrill erosion equations based on mini-plot experiments have largely ignored the effects of slope length and plot size on interrill erosion rate. This paper describes a series of simulated rainfall experiments which were conducted according to a randomized factorial design for five slope lengths (0.4, 0.8, 1.2, 1.6, and 2 m) at a width of 0.4 m, five slope gradients (17%, 27%, 36%, 47%, and 58%), and five rainfall intensities (48, 62.4, 102, 149, and 170 mm h−1) to perform a systematic validation of existing interrill erosion equations based on mini-plots. The results indicated that the existing interrill erosion equations do not adequately describe the relationships between interrill erosion rate and its influencing factors with increasing slope length and rainfall intensity. Univariate analysis of variance showed that runoff rate, rainfall intensity, slope gradient, and slope length had significant effects on interrill erosion rate and that their interactions were significant at p = 0.01. An improved interrill erosion equation was constructed by analyzing the relationships of sediment concentration with rainfall intensity, slope length, and slope gradient. In the improved interrill erosion equation, the runoff rate and slope factor are the same as in the interrill erosion equation in the Water Erosion Prediction Project (WEPP), with the weight of rainfall intensity adjusted by an exponent of 0.22 and a slope length term added with an exponent of −0.25. Using experimental data from WEPP cropland soil field interrill erodibility experiments, it has been shown that the improved interrill erosion equation describes the relationship between interrill erosion rate and runoff rate, rainfall intensity, slope gradient, and slope length reasonably well and better than existing interrill erosion equations. PMID:24516624

Intraspecific scaling laws of vascular trees.

PubMed

Huo, Yunlong; Kassab, Ghassan S

2012-01-07

A fundamental physics-based derivation of intraspecific scaling laws of vascular trees has not been previously realized. Here, we provide such a theoretical derivation for the volume-diameter and flow-length scaling laws of intraspecific vascular trees. In conjunction with the minimum energy hypothesis, this formulation also results in diameter-length, flow-diameter and flow-volume scaling laws. The intraspecific scaling predicts the volume-diameter power relation with a theoretical exponent of 3, which is validated by the experimental measurements for the three major coronary arterial trees in swine (where a least-squares fit of these measurements has exponents of 2.96, 3 and 2.98 for the left anterior descending artery, left circumflex artery and right coronary artery trees, respectively). This scaling law as well as others agrees very well with the measured morphometric data of vascular trees in various other organs and species. This study is fundamental to the understanding of morphological and haemodynamic features in a biological vascular tree and has implications for vascular disease.

Multifractality of stock markets based on cumulative distribution function and multiscale multifractal analysis

NASA Astrophysics Data System (ADS)

Lin, Aijing; Shang, Pengjian

2016-04-01

Considering the diverse application of multifractal techniques in natural scientific disciplines, this work underscores the versatility of multiscale multifractal detrended fluctuation analysis (MMA) method to investigate artificial and real-world data sets. The modified MMA method based on cumulative distribution function is proposed with the objective of quantifying the scaling exponent and multifractality of nonstationary time series. It is demonstrated that our approach can provide a more stable and faithful description of multifractal properties in comprehensive range rather than fixing the window length and slide length. Our analyzes based on CDF-MMA method reveal significant differences in the multifractal characteristics in the temporal dynamics between US and Chinese stock markets, suggesting that these two stock markets might be regulated by very different mechanism. The CDF-MMA method is important for evidencing the stable and fine structure of multiscale and multifractal scaling behaviors and can be useful to deepen and broaden our understanding of scaling exponents and multifractal characteristics.

Magnetic properties of spinels GeNi2-xCoxO4 systems: Green's function and high-temperature series expansions

NASA Astrophysics Data System (ADS)

El Grini, A.; Salmi, S.; Masrour, R.; Hamedoun, M.; Bouslykhane, K.; Marzouk, A.; Hourmatallah, A.; Benzakour, N.

2018-06-01

The Green's function theory and high-temperature series expansions technical have been developed for magnetic systems GeNi2-xCoxO4. We have applied the Green's function theory to evaluate thermal magnetization and magnetic susceptibility for different values of magnetic field and dilution x, considering all components of the magnetization when an external magnetic field is applied in (x,z)-plane. The second theory combined with the Padé approximants method for a randomly diluted Heisenberg magnet is used to deduce the magnetic phase diagram of GeNi2 - xCoxO4 systems. The critical exponents ? and ? associated with the magnetic susceptibility ? and the correlation length ξ, respectively, have been deduced. The theoretical results are compared with those given by magnetic measurements.

Mixed-order phase transition in a colloidal crystal.

PubMed

Alert, Ricard; Tierno, Pietro; Casademunt, Jaume

2017-12-05

Mixed-order phase transitions display a discontinuity in the order parameter like first-order transitions yet feature critical behavior like second-order transitions. Such transitions have been predicted for a broad range of equilibrium and nonequilibrium systems, but their experimental observation has remained elusive. Here, we analytically predict and experimentally realize a mixed-order equilibrium phase transition. Specifically, a discontinuous solid-solid transition in a 2D crystal of paramagnetic colloidal particles is induced by a magnetic field [Formula: see text] At the transition field [Formula: see text], the energy landscape of the system becomes completely flat, which causes diverging fluctuations and correlation length [Formula: see text] Mean-field critical exponents are predicted, since the upper critical dimension of the transition is [Formula: see text] Our colloidal system provides an experimental test bed to probe the unconventional properties of mixed-order phase transitions.

Mixed-order phase transition in a colloidal crystal

NASA Astrophysics Data System (ADS)

Alert, Ricard; Tierno, Pietro; Casademunt, Jaume

2017-12-01

Mixed-order phase transitions display a discontinuity in the order parameter like first-order transitions yet feature critical behavior like second-order transitions. Such transitions have been predicted for a broad range of equilibrium and nonequilibrium systems, but their experimental observation has remained elusive. Here, we analytically predict and experimentally realize a mixed-order equilibrium phase transition. Specifically, a discontinuous solid-solid transition in a 2D crystal of paramagnetic colloidal particles is induced by a magnetic field H. At the transition field Hs, the energy landscape of the system becomes completely flat, which causes diverging fluctuations and correlation length ξ∝|H2-Hs2|-1/2. Mean-field critical exponents are predicted, since the upper critical dimension of the transition is du=2. Our colloidal system provides an experimental test bed to probe the unconventional properties of mixed-order phase transitions.

Autocorrelation exponent of conserved spin systems in the scaling regime following a critical quench.

PubMed

Sire, Clément

2004-09-24

We study the autocorrelation function of a conserved spin system following a quench at the critical temperature. Defining the correlation length L(t) approximately t(1/z), we find that for times t' and t satisfying L(t')infinity limit, we show that lambda(')(c)=d+2 and phi=z/2. We give a heuristic argument suggesting that this result is, in fact, valid for any dimension d and spin vector dimension n. We present numerical simulations for the conserved Ising model in d=1 and d=2, which are fully consistent with the present theory.

Nucleation of stable superconductivity in YBCO-films

NASA Astrophysics Data System (ADS)

Kötzler, J.

By means of the linear dynamic conductivity, inductively measured on epitaxial films between 30mHz and 30 MHz, the transition line T g (B) to generic superconductivity is studied in fields between B=0 and 19T. It follows closely the melting line T m (B) described recently in terms of a blowout of thermal vortex loops in clean materials. The critical exponents of the correlation length and time near T g (B), however, enem to be dominated by some intrinsic disorder. Columnar defects produced by heavy-ion irradiation up to field-equivalent-doses of B ϕ =10T lead to adisappointing reduction of T g (B→0) while for B>B ϕ the generic line of the pristine film is recovered. These novel results are also discussed in terms of a loop-driven destruction of generic superconductivity.

Characterizing Strength of Chaotic Dynamics and Numerical Simulation Relevant to Modified Taylor-Couette Flow with Hourglass Geometry

NASA Astrophysics Data System (ADS)

Hou, Yu; Kowalski, Adam; Schroder, Kjell; Halmstad, Andrew; Olsen, Thomas; Wiener, Richard

2006-05-01

We characterize the strength of chaos in two different regimes of Modified Taylor-Couette flow with Hourglass Geometry: the formation of Taylor Vortices with laminar flow and with turbulent flow. We measure the strength of chaos by calculating the correlation dimension and the Kaplan-Yorke dimension based upon the Lyapunov Exponents of each system. We determine the reliability of our calculations by considering data from a chaotic electronic circuit. In order to predict the behavior of the Modified Taylor-Couette flow system, we employ simulations based upon an idealized Reaction-Diffusion model with a third order non-linearity in the reaction rate. Variation of reaction rate with length corresponds to variation of the effective Reynolds Number along the Taylor-Couette apparatus. We present preliminary results and compare to experimental data.

Spectrum-based estimators of the bivariate Hurst exponent

NASA Astrophysics Data System (ADS)

Kristoufek, Ladislav

2014-12-01

We discuss two alternate spectrum-based estimators of the bivariate Hurst exponent in the power-law cross-correlations setting, the cross-periodogram and local X -Whittle estimators, as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration during estimation, a simulation study showing performance of the estimators under varying bandwidth parameter as well as correlation between processes and their specification is provided as well. These estimators are less biased than the already existent averaged periodogram estimator, which, however, has slightly lower variance. The spectrum-based estimators can serve as a good complement to the popular time domain estimators.

Rheological Characterisation of the Flow Behaviour of Wood Plastic Composites in Consideration of Different Volume Fractions of Wood

NASA Astrophysics Data System (ADS)

Laufer, N.; Hansmann, H.; Koch, M.

2017-01-01

In this study, the rheological properties of wood plastic composites (WPC) with different polymeric matrices (LDPE, low-density polyethylene and PP, polypropylene) and with different types of wood filler (hardwood flour and softwood flour) have been investigated by means of high pressure capillary rheometry. The volume fraction of wood was varied between 0 and 60 %. The shear thinning behaviour of the WPC melts can be well described by the Ostwald - de Waele power law relationship. The flow consistency index K of the power law shows a good correlation with the volume fraction of wood. Interparticular interaction effects of wood particles can be mathematically taken into account by implementation of an interaction exponent (defined as the ratio between flow exponent of WPC and flow exponent of polymeric matrix). The interaction exponent shows a good correlation with the flow consistency index. On the basis of these relationships the concept of shear-stress-equivalent inner shear rate has been modified. Thus, the flow behaviour of the investigated wood filled polymer melts could be well described mathematically by the modified concept of shear-stress-equivalent inner shear rate. On this basis, the shear thinning behaviour of WPC can now be estimated with good accuracy, taking into account the volume fraction of wood.

Quantifying the degree of persistence in random amoeboid motion based on the Hurst exponent of fractional Brownian motion.

PubMed

Makarava, Natallia; Menz, Stephan; Theves, Matthias; Huisinga, Wilhelm; Beta, Carsten; Holschneider, Matthias

2014-10-01

Amoebae explore their environment in a random way, unless external cues like, e.g., nutrients, bias their motion. Even in the absence of cues, however, experimental cell tracks show some degree of persistence. In this paper, we analyzed individual cell tracks in the framework of a linear mixed effects model, where each track is modeled by a fractional Brownian motion, i.e., a Gaussian process exhibiting a long-term correlation structure superposed on a linear trend. The degree of persistence was quantified by the Hurst exponent of fractional Brownian motion. Our analysis of experimental cell tracks of the amoeba Dictyostelium discoideum showed a persistent movement for the majority of tracks. Employing a sliding window approach, we estimated the variations of the Hurst exponent over time, which allowed us to identify points in time, where the correlation structure was distorted ("outliers"). Coarse graining of track data via down-sampling allowed us to identify the dependence of persistence on the spatial scale. While one would expect the (mode of the) Hurst exponent to be constant on different temporal scales due to the self-similarity property of fractional Brownian motion, we observed a trend towards stronger persistence for the down-sampled cell tracks indicating stronger persistence on larger time scales.

Mean field approximation for biased diffusion on Japanese inter-firm trading network.

PubMed

Watanabe, Hayafumi

2014-01-01

By analysing the financial data of firms across Japan, a nonlinear power law with an exponent of 1.3 was observed between the number of business partners (i.e. the degree of the inter-firm trading network) and sales. In a previous study using numerical simulations, we found that this scaling can be explained by both the money-transport model, where a firm (i.e. customer) distributes money to its out-edges (suppliers) in proportion to the in-degree of destinations, and by the correlations among the Japanese inter-firm trading network. However, in this previous study, we could not specifically identify what types of structure properties (or correlations) of the network determine the 1.3 exponent. In the present study, we more clearly elucidate the relationship between this nonlinear scaling and the network structure by applying mean-field approximation of the diffusion in a complex network to this money-transport model. Using theoretical analysis, we obtained the mean-field solution of the model and found that, in the case of the Japanese firms, the scaling exponent of 1.3 can be determined from the power law of the average degree of the nearest neighbours of the network with an exponent of -0.7.

Mach wave properties in the presence of source and medium heterogeneity

NASA Astrophysics Data System (ADS)

Vyas, J. C.; Mai, P. M.; Galis, M.; Dunham, Eric M.; Imperatori, W.

2018-06-01

We investigate Mach wave coherence for kinematic supershear ruptures with spatially heterogeneous source parameters, embedded in 3D scattering media. We assess Mach wave coherence considering: 1) source heterogeneities in terms of variations in slip, rise time and rupture speed; 2) small-scale heterogeneities in Earth structure, parameterized from combinations of three correlation lengths and two standard deviations (assuming von Karman power spectral density with fixed Hurst exponent); and 3) joint effects of source and medium heterogeneities. Ground-motion simulations are conducted using a generalized finite-difference method, choosing a parameterization such that the highest resolved frequency is ˜5 Hz. We discover that Mach wave coherence is slightly diminished at near fault distances (< 10 km) due to spatially variable slip and rise time; beyond this distance the Mach wave coherence is more strongly reduced by wavefield scattering due to small-scale heterogeneities in Earth structure. Based on our numerical simulations and theoretical considerations we demonstrate that the standard deviation of medium heterogeneities controls the wavefield scattering, rather than the correlation length. In addition, we find that peak ground accelerations in the case of combined source and medium heterogeneities are consistent with empirical ground motion prediction equations for all distances, suggesting that in nature ground shaking amplitudes for supershear ruptures may not be elevated due to complexities in the rupture process and seismic wave-scattering.

Long-range correlations and burstiness in written texts: Universal and language-specific aspects

NASA Astrophysics Data System (ADS)

Constantoudis, Vassilios; Kalimeri, Maria; Diakonos, Fotis; Karamanos, Konstantinos; Papadimitriou, Constantinos; Chatzigeorgiou, Manolis; Papageorgiou, Harris

2016-08-01

Recently, methods from the statistical physics of complex systems have been applied successfully to identify universal features in the long-range correlations (LRCs) of written texts. However, in real texts, these universal features are being intermingled with language-specific influences. This paper aims at the characterization and further understanding of the interplay between universal and language-specific effects on the LRCs in texts. To this end, we apply the language-sensitive mapping of written texts to word-length series (wls) and analyse large parallel (of same content) corpora from 10 languages classified to four families (Romanic, Germanic, Greek and Uralic). The autocorrelation functions of the wls reveal tiny but persistent LRCs decaying at large scales following a power-law with a language-independent exponent ˜0.60-0.65. The impact of language is displayed in the amplitude of correlations where a relative standard deviation >40% among the analyzed languages is observed. The classification to language families seems to play a significant role since, the Finnish and Germanic languages exhibit more correlations than the Greek and Roman families. To reveal the origins of the LRCs, we focus on the long words and perform burst and correlation analysis in their positions along the corpora. We find that the universal features are linked more to the correlations of the inter-long word distances while the language-specific aspects are related more to their distributions.

Non-Abelian fermionization and fractional quantum Hall transitions

NASA Astrophysics Data System (ADS)

Hui, Aaron; Mulligan, Michael; Kim, Eun-Ah

2018-02-01

There has been a recent surge of interest in dualities relating theories of Chern-Simons gauge fields coupled to either bosons or fermions within the condensed matter community, particularly in the context of topological insulators and the half-filled Landau level. Here, we study the application of one such duality to the long-standing problem of quantum Hall interplateaux transitions. The key motivating experimental observations are the anomalously large value of the correlation length exponent ν ≈2.3 and that ν is observed to be superuniversal, i.e., the same in the vicinity of distinct critical points [Sondhi et al., Rev. Mod. Phys. 69, 315 (1997), 10.1103/RevModPhys.69.315]. Duality motivates effective descriptions for a fractional quantum Hall plateau transition involving a Chern-Simons field with U (Nc) gauge group coupled to Nf=1 fermion. We study one class of theories in a controlled limit where Nf≫Nc and calculate ν to leading nontrivial order in the absence of disorder. Although these theories do not yield an anomalously large exponent ν within the large Nf≫Nc expansion, they do offer a new parameter space of theories that is apparently different from prior works involving Abelian Chern-Simons gauge fields [Wen and Wu, Phys. Rev. Lett. 70, 1501 (1993), 10.1103/PhysRevLett.70.1501; Chen et al., Phys. Rev. B 48, 13749 (1993), 10.1103/PhysRevB.48.13749].

Ordering statistics of four random walkers on a line

NASA Astrophysics Data System (ADS)

Helenbrook, Brian; ben-Avraham, Daniel

2018-05-01

We study the ordering statistics of four random walkers on the line, obtaining a much improved estimate for the long-time decay exponent of the probability that a particle leads to time t , Plead(t ) ˜t-0.91287850 , and that a particle lags to time t (never assumes the lead), Plag(t ) ˜t-0.30763604 . Exponents of several other ordering statistics for N =4 walkers are obtained to eight-digit accuracy as well. The subtle correlations between n walkers that lag jointly, out of a field of N , are discussed: for N =3 there are no correlations and Plead(t ) ˜Plag(t) 2 . In contrast, our results rule out the possibility that Plead(t ) ˜Plag(t) 3 for N =4 , although the correlations in this borderline case are tiny.

Spin Hall effect originated from fractal surface

NASA Astrophysics Data System (ADS)

Hajzadeh, I.; Mohseni, S. M.; Movahed, S. M. S.; Jafari, G. R.

2018-05-01

The spin Hall effect (SHE) has shown promising impact in the field of spintronics and magnonics from fundamental and practical points of view. This effect originates from several mechanisms of spin scatterers based on spin–orbit coupling (SOC) and also can be manipulated through the surface roughness. Here, the effect of correlated surface roughness on the SHE in metallic thin films with small SOC is investigated theoretically. Toward this, the self-affine fractal surface in the framework of the Born approximation is exploited. The surface roughness is described by the k-correlation model and is characterized by the roughness exponent H , the in-plane correlation length ξ and the rms roughness amplitude δ. It is found that the spin Hall angle in metallic thin film increases by two orders of magnitude when H decreases from H  =  1 to H  =  0. In addition, the source of SHE for surface roughness with Gaussian profile distribution function is found to be mainly the side jump scattering while that with a non-Gaussian profile suggests both of the side jump and skew scatterings are present. Our achievements address how details of the surface roughness profile can adjust the SHE in non-heavy metals.

Investigating textural controls on Archie's porosity exponent using process-based, pore-scale modelling

NASA Astrophysics Data System (ADS)

Niu, Q.; Zhang, C.

2017-12-01

Archie's law is an important empirical relationship linking the electrical resistivity of geological materials to their porosity. It has been found experimentally that the porosity exponent m in Archie's law in sedimentary rocks might be related to the degree of cementation, and therefore m is termed as "cementation factor" in most literatures. Despite it has been known for many years, there is lack of well-accepted physical interpretations of the porosity exponent. Some theoretical and experimental evidences have also shown that m may be controlled by the particle and/or pore shape. In this study, we conduct a pore-scale modeling of the porosity exponent that incorporates different geological processes. The evolution of m of eight synthetic samples with different particle sizes and shapes are calculated during two geological processes, i.e., compaction and cementation. The numerical results show that in dilute conditions, m is controlled by the particle shape. As the samples deviate from dilute conditions, m increases gradually due to the strong interaction between particles. When the samples are at static equilibrium, m is noticeably larger than its values at dilution condition. The numerical simulation results also show that both geological compaction and cementation induce a significant increase in m. In addition, the geometric characteristics of these samples (e.g., pore space/throat size, and their distributions) during compaction and cementation are also calculated. Preliminary analysis shows a unique correlation between the pore size broadness and porosity exponent for all eight samples. However, such a correlation is not found between m and other geometric characteristics.

Allometric scaling of strength scores in NCAA division I-A football athletes.

PubMed

Oba, Yukiya; Hetzler, Ronald K; Stickley, Christopher D; Tamura, Kaori; Kimura, Iris F; Heffernan, Thomas P

2014-12-01

This study examined population-specific allometric exponents to control for the effect of body mass (BM) on bench press, clean, and squat strength measures among Division I-A collegiate football athletes. One repetition maximum data were obtained from a university pre-season football strength assessment (bench press, n = 207; clean, n = 88; and squat n = 86) and categorized into 3 groups by positions (line, linebacker, and skill). Regression diagnostics and correlations of scaled strength data to BM were used to assess the efficacy of the allometric scaling model and contrasted with that of ratio scaling and theoretically based allometric exponents of 0.67 and 0.33. The log-linear regression models yielded the following exponents (b): b = 0.559, 0.287, and 0.496 for bench press, clean, and squat, respectively. Correlations between bench press, clean, and squat to BM were r = -0.024, -0.047, and -0.018, respectively, suggesting that the derived allometric exponents were effective in partialling out the effect of BM on these lifts and removing between-group differences. Conversely, unscaled, ratio-scaled, and allometrically scaled (b = 0.67 or 0.33) data resulted in significant differences between groups. It is suggested that the exponents derived in the present study be used for allometrically scaling strength measures in National Collegiate Athletic Association Division I-A football athletes. Use of the normative percentile rank scores provide coaches and trainers with a valid means of judging the effectiveness of their training programs by allowing comparisons between individuals without the confounding influence of BM.

Stretching Diagnostics and Mixing Properties In The Stratosphere

NASA Astrophysics Data System (ADS)

Legras, B.; Shuckburgh, E.

The "finite size Lyapunov exponent" and the "effective diffusivity" are two diagnos- tics of mixing which have been recently introduced to investigate atmospheric flows. Both have been used to successfully identify the barriers to transport, for instance at the edge of the stratospheric polar vortex. Here we compare the two diagnostics in detail. The equivalent length has the advantage of arising as a mixing quantification from a rigid theoretical framework, however it has the disadvantage of being an aver- age quantity (the average around a tracer contour). The finite size Lyapunov exponent may be defined at any point in the flow, and quantifies the stretching properties expe- rienced by a fluid parcel both in its past and future evolution. In particular, the lines of maximum stretching at any time delineate the building blocks of the chaotic stirring. However the interpretation of the finite size Lyapunov exponent as a mixing time is less direct and depends on the alignment of tracer contours with the stretching lines.

Localization in a quantum spin Hall system.

PubMed

Onoda, Masaru; Avishai, Yshai; Nagaosa, Naoto

2007-02-16

The localization problem of electronic states in a two-dimensional quantum spin Hall system (that is, a symplectic ensemble with topological term) is studied by the transfer matrix method. The phase diagram in the plane of energy and disorder strength is exposed, and demonstrates "levitation" and "pair annihilation" of the domains of extended states analogous to that of the integer quantum Hall system. The critical exponent nu for the divergence of the localization length is estimated as nu congruent with 1.6, which is distinct from both exponents pertaining to the conventional symplectic and the unitary quantum Hall systems. Our analysis strongly suggests a different universality class related to the topology of the pertinent system.

Influence of finite-time Lyapunov exponents on winter precipitation over the Iberian Peninsula

NASA Astrophysics Data System (ADS)

Garaboa-Paz, Daniel; Lorenzo, Nieves; Pérez-Muñuzuri, Vicente

2017-05-01

Seasonal forecasts have improved during the last decades, mostly due to an increase in understanding of the coupled ocean-atmosphere dynamics, and the development of models able to predict the atmosphere variability. Correlations between different teleconnection patterns and severe weather in different parts of the world are constantly evolving and changing. This paper evaluates the connection between winter precipitation over the Iberian Peninsula and the large-scale tropospheric mixing over the eastern Atlantic Ocean. Finite-time Lyapunov exponents (FTLEs) have been calculated from 1979 to 2008 to evaluate this mixing. Our study suggests that significant negative correlations exist between summer FTLE anomalies and winter precipitation over Portugal and Spain. To understand the mechanisms behind this correlation, summer anomalies of the FTLE have also been correlated with other climatic variables such as the sea surface temperature (SST), the sea level pressure (SLP) or the geopotential. The East Atlantic (EA) teleconnection index correlates with the summer FTLE anomalies, confirming their role as a seasonal predictor for winter precipitation over the Iberian Peninsula.

Fractal analysis of heart rate dynamics as a predictor of mortality in patients with depressed left ventricular function after acute myocardial infarction. TRACE Investigators. TRAndolapril Cardiac Evaluation

NASA Technical Reports Server (NTRS)

Makikallio, T. H.; Hoiber, S.; Kober, L.; Torp-Pedersen, C.; Peng, C. K.; Goldberger, A. L.; Huikuri, H. V.

1999-01-01

A number of new methods have been recently developed to quantify complex heart rate (HR) dynamics based on nonlinear and fractal analysis, but their value in risk stratification has not been evaluated. This study was designed to determine whether selected new dynamic analysis methods of HR variability predict mortality in patients with depressed left ventricular (LV) function after acute myocardial infarction (AMI). Traditional time- and frequency-domain HR variability indexes along with short-term fractal-like correlation properties of RR intervals (exponent alpha) and power-law scaling (exponent beta) were studied in 159 patients with depressed LV function (ejection fraction <35%) after an AMI. By the end of 4-year follow-up, 72 patients (45%) had died and 87 (55%) were still alive. Short-term scaling exponent alpha (1.07 +/- 0.26 vs 0.90 +/- 0.26, p <0.001) and power-law slope beta (-1.35 +/- 0.23 vs -1.44 +/- 0.25, p <0.05) differed between survivors and those who died, but none of the traditional HR variability measures differed between these groups. Among all analyzed variables, reduced scaling exponent alpha (<0.85) was the best univariable predictor of mortality (relative risk 3.17, 95% confidence interval 1.96 to 5.15, p <0.0001), with positive and negative predictive accuracies of 65% and 86%, respectively. In the multivariable Cox proportional hazards analysis, mortality was independently predicted by the reduced exponent alpha (p <0.001) after adjustment for several clinical variables and LV function. A short-term fractal-like scaling exponent was the most powerful HR variability index in predicting mortality in patients with depressed LV function. Reduction in fractal correlation properties implies more random short-term HR dynamics in patients with increased risk of death after AMI.

Longitudinal aerodynamic performance of a series of power-law and minimum wave drag bodies at Mach 6 and several Reynolds numbers

NASA Technical Reports Server (NTRS)

Ashby, G. C., Jr.

1974-01-01

Experimental data have been obtained for two series of bodies at Mach 6 and Reynolds numbers, based on model length, from 1.4 million to 9.5 million. One series consisted of axisymmetric power-law bodies geometrically constrained for constant length and base diameter with values of the exponent n of 0.25, 0.5, 0.6, 0.667, 0.75, and 1.0. The other series consisted of positively and negatively cambered bodies of polygonal cross section, each having a constant longitudinal area distribution conforming to that required for minimizing zero-lift wave drag at hypersonic speeds under the geometric constraints of given length and volume. At the highest Reynolds number, the power-law body for minimum drag is blunter (exponent n lower) than predicted by inviscid theory (n approximately 0.6 instead of n = 0.667); however, the peak value of lift-drag ratio occurs at n = 0.667. Viscous effects were present on the bodies of polygonal cross section but were less pronounced than those on the power-law bodies. The trapezoidal bodies with maximum width at the bottom were found to have the highest maximum lift-drag ratio and the lowest mimimum drag.

Observation of an hexatic vortex glass in flux lattices of the high- Tc superconductor Bi 2.1Sr 1.9Ca 0.9Cu 2O 8+δ

NASA Astrophysics Data System (ADS)

Bishop, D. J.; Gammel, P. L.; Murray, C. A.; Mitzi, D. B.; Kapitulnik, A.

1991-02-01

We report observation of hexatic order in Abrikosov flux lattices in very clean crystals of the high- Tc superconductor Bi 2.1Sr 1.9Ca 0.9Cu 2O 8+δ (BSCCO). Our experiments consist of in situ magnetic decoration of the flux lattice at 4.2 K. Analysis of the decoration images shows that the positional order decays exponentially with a correlation length of a few lattice constants while the orientational order persists for hundreds of lattice constants and decays algebraically with an exponent η 6 = 0.6 ± 0.01. Our results confirm recent theoretical speculation that the positional order should be far more sensitive to disorder than the orientational order and that the low-temperature ordered phase of the flux lines in these systems might be an hexatic glass.

Observation of an hexatic vortex glass in flux lattices of the high Tc superconductor Bi2.1Sr1.9Ca0.9Cu2O8+δ

NASA Astrophysics Data System (ADS)

Bishop, D. J.; Gammel, P. L.; Murray, C. A.; Mitzi, D. B.; Kapitulnik, A.

1990-10-01

We report observation of hexatic order in Abrikosov flux lattices in very clean crystals of the high Tc superconductor Bi2.1Sr1.9Ca0.9Cu2O8+δ (BSCCO). Our experiments consist of in situ magnetic decoration of the flux lattice at 4.2 K. Analysis of the decoration images shows that the positional order decays exponentially with a correlation length of a few lattice constants while the orientational order persists for hundreds of lattice constants and decays algebraically with an exponent η6=0.06±0.01. Our results confirm recent theoretical speculation that the positional order should be far more sensitive to disorder than the orientational order and that the low temperature ordered phase of the flux lines in these systems might be an hexatic glass.

Observation of a hexatic vortex glass in flux lattices of the High-Tc superconductor Bi(2.1)Sr(1.9)Ca(0.9)Cu2O(8 + delta)

NASA Astrophysics Data System (ADS)

Murray, C. A.; Gammel, P. L.; Bishop, D. J.; Mitzi, D. B.; Kapitulnik, A.

1990-05-01

Hexatic order is observed in Abrikosov flux lattices in very clean crystals of the high-Tc superconductor Bi(2.1)Sr(1.9)Ca(0.9)Cu2O(8 + delta) by in situ magnetic decoration of the flux lattice at 4.2 K. Analysis of the decoration images shows that the positional order decays exponentially with a correlation length of a few lattice constants, while the orientational order persists for hundreds of lattice constants and decays algebraically with an exponent eta6 = 0.06 + or - 0.01. These results confirm recent theoretical speculation that the positional order should be far more sensitive to disorder than the orientational order, and that the low-temperature ordered phase of the flux lines in these systems might be a hexatic glass.

Mixed-order phase transition of the contact process near multiple junctions.

PubMed

Juhász, Róbert; Iglói, Ferenc

2017-02-01

We have studied the phase transition of the contact process near a multiple junction of M semi-infinite chains by Monte Carlo simulations. As opposed to the continuous transitions of the translationally invariant (M=2) and semi-infinite (M=1) system, the local order parameter is found to be discontinuous for M>2. Furthermore, the temporal correlation length diverges algebraically as the critical point is approached, but with different exponents on the two sides of the transition. In the active phase, the estimate is compatible with the bulk value, while in the inactive phase it exceeds the bulk value and increases with M. The unusual local critical behavior is explained by a scaling theory with an irrelevant variable, which becomes dangerous in the inactive phase. Quenched spatial disorder is found to make the transition continuous in agreement with earlier renormalization group results.

Roughness in the Kolmogorov Johnson Mehl Avrami framework: extension to (2+1)D of the Trofimov Park model

NASA Astrophysics Data System (ADS)

Pacchiarotti, Barbara; Fanfoni, Massimo; Tomellini, Massimo

2005-12-01

In this paper the reformulation of Trofimov-Park (TP) model, [V.I. Trofimov, Appl. Surf. Sci. 219 (2003) 93), of thin film roughness evolution during nucleation and growth of islands in case of simultaneous nucleation is presented. The calculation of TP restricted to one-dimensional triangular islands has been extended to both the one-dimensional elliptical case and to the pyramidal two-dimensional one. The kinetics of the interface width, w, and the height-height autocorrelation function G, through which the correlation length ξ has been defined, have been estimated. Moreover, w(Θ) and ξ(Θ), where Θ is the fraction of the covered substrate, if properly rescaled to the density of nuclei N and to the aspect ratio of islands, are universal functions that, for a conspicuous range of Θ, obey a power law with the exponent depending upon island shape.

Mixed-order phase transition in a colloidal crystal

PubMed Central

Tierno, Pietro; Casademunt, Jaume

2017-01-01

Mixed-order phase transitions display a discontinuity in the order parameter like first-order transitions yet feature critical behavior like second-order transitions. Such transitions have been predicted for a broad range of equilibrium and nonequilibrium systems, but their experimental observation has remained elusive. Here, we analytically predict and experimentally realize a mixed-order equilibrium phase transition. Specifically, a discontinuous solid–solid transition in a 2D crystal of paramagnetic colloidal particles is induced by a magnetic field H. At the transition field Hs, the energy landscape of the system becomes completely flat, which causes diverging fluctuations and correlation length ξ∝|H2−Hs2|−1/2. Mean-field critical exponents are predicted, since the upper critical dimension of the transition is du=2. Our colloidal system provides an experimental test bed to probe the unconventional properties of mixed-order phase transitions. PMID:29158388

Critical behavior of the extended Hubbard model with bond dimerization

NASA Astrophysics Data System (ADS)

Ejima, Satoshi; Lange, Florian; Essler, Fabian H. L.; Fehske, Holger

2018-05-01

Exploiting the matrix-product-state based density-matrix renormalization group (DMRG) technique we study the one-dimensional extended (U-V) Hubbard model with explicit bond dimerization in the half-filled band sector. In particular we investigate the nature of the quantum phase transition, taking place with growing ratio V / U between the symmetry-protected-topological and charge-density-wave insulating states. The (weak-coupling) critical line of continuous Ising transitions with central charge c = 1 / 2 terminates at a tricritical point belonging to the universality class of the dilute Ising model with c = 7 / 10 . We demonstrate that our DMRG data perfectly match with (tricritical) Ising exponents, e.g., for the order parameter β = 1 / 8 (1/24) and correlation length ν = 1 (5/9). Beyond the tricritical Ising point, in the strong-coupling regime, the quantum phase transition becomes first order.

Scale-free networks which are highly assortative but not small world

NASA Astrophysics Data System (ADS)

Small, Michael; Xu, Xiaoke; Zhou, Jin; Zhang, Jie; Sun, Junfeng; Lu, Jun-An

2008-06-01

Uncorrelated scale-free networks are necessarily small world (and, in fact, smaller than small world). Nonetheless, for scale-free networks with correlated degree distribution this may not be the case. We describe a mechanism to generate highly assortative scale-free networks which are not small world. We show that it is possible to generate scale-free networks, with arbitrary degree exponent γ>1 , such that the average distance between nodes in the network is large. To achieve this, nodes are not added to the network with preferential attachment. Instead, we greedily optimize the assortativity of the network. The network generation scheme is physically motivated, and we show that the recently observed global network of Avian Influenza outbreaks arises through a mechanism similar to what we present here. Simulations show that this network exhibits very similar physical characteristics (very high assortativity, clustering, and path length).

Empirical analysis on the human dynamics of blogging behavior on GitHub

NASA Astrophysics Data System (ADS)

Yan, Deng-Cheng; Wei, Zong-Wen; Han, Xiao-Pu; Wang, Bing-Hong

2017-01-01

GitHub is a social collaborative coding platform on which software developers not only collaborate on codes but also share knowledge through blogs using GitHub Pages. In this article, we analyze the blogging behavior of software developers on GitHub Pages. The results show that both the commit number and the inter-event time of two consecutive blogging actions follow heavy-tailed distribution. We further observe a significant variety of activity among individual developers, and a strongly positive correlation between the activity and the power-law exponent of the inter-event time distribution. We also find a difference between the user behaviors of GitHub Pages and other online systems which is driven by the diversity of users and length of contents. In addition, our result shows an obvious difference between the majority of developers and elite developers in their burstiness property.

Exactly solvable models of growing interfaces and lattice gases: the Arcetri models, ageing and logarithmic sub-ageing

NASA Astrophysics Data System (ADS)

Durang, Xavier; Henkel, Malte

2017-12-01

Motivated by an analogy with the spherical model of a ferromagnet, the three Arcetri models are defined. They present new universality classes, either for the growth of interfaces, or else for lattice gases. They are distinct from the common Edwards-Wilkinson and Kardar-Parisi-Zhang universality classes. Their non-equilibrium evolution can be studied by the exact computation of their two-time correlators and responses. In both interpretations, the first model has a critical point in any dimension and shows simple ageing at and below criticality. The exact universal exponents are found. The second and third model are solved at zero temperature, in one dimension, where both show logarithmic sub-ageing, of which several distinct types are identified. Physically, the second model describes a lattice gas and the third model describes interface growth. A clear physical picture on the subsequent time and length scales of the sub-ageing process emerges.

Critical short-time dynamics in a system with interacting static and diffusive populations

NASA Astrophysics Data System (ADS)

Argolo, C.; Quintino, Yan; Gleria, Iram; Lyra, M. L.

2012-01-01

We study the critical short-time dynamical behavior of a one-dimensional model where diffusive individuals can infect a static population upon contact. The model presents an absorbing phase transition from an active to an inactive state. Previous calculations of the critical exponents based on quasistationary quantities have indicated an unusual crossover from the directed percolation to the diffusive contact process universality classes. Here we show that the critical exponents governing the slow short-time dynamic evolution of several relevant quantities, including the order parameter, its relative fluctuations, and correlation function, reinforce the lack of universality in this model. Accurate estimates show that the critical exponents are distinct in the regimes of low and high recovery rates.

Anomalous dimension in a two-species reaction-diffusion system

NASA Astrophysics Data System (ADS)

Vollmayr-Lee, Benjamin; Hanson, Jack; McIsaac, R. Scott; Hellerick, Joshua D.

2018-01-01

We study a two-species reaction-diffusion system with the reactions A+A\\to (0, A) and A+B\\to A , with general diffusion constants D A and D B . Previous studies showed that for dimensions d≤slant 2 the B particle density decays with a nontrivial, universal exponent that includes an anomalous dimension resulting from field renormalization. We demonstrate via renormalization group methods that the scaled B particle correlation function has a distinct anomalous dimension resulting in the asymptotic scaling \\tilde CBB(r, t) ˜ tφf(r/\\sqrt{t}) , where the exponent ϕ results from the renormalization of the square of the field associated with the B particles. We compute this exponent to first order in \

Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Lim, S. C.; Murugan, R.

2001-12-01

In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on fractional Brownian motion. The global Hurst exponents are determined using the R/ S analysis, the detrended fluctuation analysis and the method of second moment using the correlation coefficients. The limitation of these monofractal analyses is discussed. The usual multifractal analysis reveals that there exists a wide range of Hurst exponents in each of the time series. A new method of modelling the multifractal time series based on multifractional Brownian motion with time-varying Hurst exponents is studied.

One-electron densities of freely rotating Wigner molecules

NASA Astrophysics Data System (ADS)

Cioslowski, Jerzy

2017-12-01

A formalism enabling computation of the one-particle density of a freely rotating assembly of identical particles that vibrate about their equilibrium positions with amplitudes much smaller than their average distances is presented. It produces densities as finite sums of products of angular and radial functions, the length of the expansion being determined by the interplay between the point-group and permutational symmetries of the system in question. Obtaining from a convolution of the rotational and bosonic components of the parent wavefunction, the angular functions are state-dependent. On the other hand, the radial functions are Gaussians with maxima located at the equilibrium lengths of the position vectors of individual particles and exponents depending on the scalar products of these vectors and the eigenvectors of the corresponding Hessian as well as the respective eigenvalues. Although the new formalism is particularly useful for studies of the Wigner molecules formed by electrons subject to weak confining potentials, it is readily adaptable to species (such as ´balliums’ and Coulomb crystals) composed of identical particles with arbitrary spin statistics and permutational symmetry. Several examples of applications of the present approach to the harmonium atoms within the strong-correlation regime are given.

A re-evaluation of thermal expansion measurements of metallic liquids and glasses from x-ray scattering experiments

NASA Astrophysics Data System (ADS)

Gangopadhyay, A. K.; Kelton, K. F.

2018-05-01

Previous studies reported a number of anomalies when estimates of linear thermal expansion coefficients of metallic liquids and glasses from x-ray scattering experiments were compared with direct measurements of volume/length changes with temperature. In most cases, the first peak of the pair correlation function showed a contraction, while the structure factor showed an expansion, but both at rates much different from those expected from the direct volume measurements. In addition, the relationship between atomic volume and the characteristic lengths obtained from the structure factor from scattering experiments was found to have a fractional exponent instead of one equal to three, as expected from the Ehrenfest relation. This has led to the speculation that the atomic packing in liquids and glasses follow a fractal behavior. These issues are revisited in this study using more in-depth analysis of recent higher resolution data and some new ideas suggested in the literature. The main conclusion is that for metallic alloys, at least to a large extent, most of these anomalies arise from complicated interplays of the temperature dependences of the various partial structure factors, which contribute to the total intensities of the scattering peaks.

Stability of individual loudness functions obtained by magnitude estimation and production

NASA Technical Reports Server (NTRS)

Hellman, R. P.

1981-01-01

A correlational analysis of individual magnitude estimation and production exponents at the same frequency is performed, as is an analysis of individual exponents produced in different sessions by the same procedure across frequency (250, 1000, and 3000 Hz). Taken as a whole, the results show that individual exponent differences do not decrease by counterbalancing magnitude estimation with magnitude production and that individual exponent differences remain stable over time despite changes in stimulus frequency. Further results show that although individual magnitude estimation and production exponents do not necessarily obey the .6 power law, it is possible to predict the slope of an equal-sensation function averaged for a group of listeners from individual magnitude estimation and production data. On the assumption that individual listeners with sensorineural hearing also produce stable and reliable magnitude functions, it is also shown that the slope of the loudness-recruitment function measured by magnitude estimation and production can be predicted for individuals with bilateral losses of long duration. Results obtained in normal and pathological ears thus suggest that individual listeners can produce loudness judgements that reveal, although indirectly, the input-output characteristic of the auditory system.

Investigation of the complexity of streamflow fluctuations in a large heterogeneous lake catchment in China

NASA Astrophysics Data System (ADS)

Ye, Xuchun; Xu, Chong-Yu; Li, Xianghu; Zhang, Qi

2018-05-01

The occurrence of flood and drought frequency is highly correlated with the temporal fluctuations of streamflow series; understanding of these fluctuations is essential for the improved modeling and statistical prediction of extreme changes in river basins. In this study, the complexity of daily streamflow fluctuations was investigated by using multifractal detrended fluctuation analysis (MF-DFA) in a large heterogeneous lake basin, the Poyang Lake basin in China, and the potential impacts of human activities were also explored. Major results indicate that the multifractality of streamflow fluctuations shows significant regional characteristics. In the study catchment, all the daily streamflow series present a strong long-range correlation with Hurst exponents bigger than 0.8. The q-order Hurst exponent h( q) of all the hydrostations can be characterized well by only two parameters: a (0.354 ≤ a ≤ 0.384) and b (0.627 ≤ b ≤ 0.677), with no pronounced differences. Singularity spectrum analysis pointed out that small fluctuations play a dominant role in all daily streamflow series. Our research also revealed that both the correlation properties and the broad probability density function (PDF) of hydrological series can be responsible for the multifractality of streamflow series that depends on watershed areas. In addition, we emphasized the relationship between watershed area and the estimated multifractal parameters, such as the Hurst exponent and fitted parameters a and b from the q-order Hurst exponent h( q). However, the relationship between the width of the singularity spectrum (Δ α) and watershed area is not clear. Further investigation revealed that increasing forest coverage and reservoir storage can effectively enhance the persistence of daily streamflow, decrease the hydrological complexity of large fluctuations, and increase the small fluctuations.

Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series

NASA Astrophysics Data System (ADS)

Ausloos, M.

2012-09-01

A nonlinear dynamics approach can be used in order to quantify complexity in written texts. As a first step, a one-dimensional system is examined: two written texts by one author (Lewis Carroll) are considered, together with one translation into an artificial language (i.e., Esperanto) are mapped into time series. Their corresponding shuffled versions are used for obtaining a baseline. Two different one-dimensional time series are used here: one based on word lengths (LTS), the other on word frequencies (FTS). It is shown that the generalized Hurst exponent h(q) and the derived f(α) curves of the original and translated texts show marked differences. The original texts are far from giving a parabolic f(α) function, in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. This suggests cascade model-like, with multiscale time-asymmetric features as finally written texts. A discussion of the difference and complementarity of mapping into a LTS or FTS is presented. The FTS f(α) curves are more opened than the LTS ones.

Generalized Hurst exponent and multifractal function of original and translated texts mapped into frequency and length time series.

PubMed

Ausloos, M

2012-09-01

A nonlinear dynamics approach can be used in order to quantify complexity in written texts. As a first step, a one-dimensional system is examined: two written texts by one author (Lewis Carroll) are considered, together with one translation into an artificial language (i.e., Esperanto) are mapped into time series. Their corresponding shuffled versions are used for obtaining a baseline. Two different one-dimensional time series are used here: one based on word lengths (LTS), the other on word frequencies (FTS). It is shown that the generalized Hurst exponent h(q) and the derived f(α) curves of the original and translated texts show marked differences. The original texts are far from giving a parabolic f(α) function, in contrast to the shuffled texts. Moreover, the Esperanto text has more extreme values. This suggests cascade model-like, with multiscale time-asymmetric features as finally written texts. A discussion of the difference and complementarity of mapping into a LTS or FTS is presented. The FTS f(α) curves are more opened than the LTS ones.

Non-linear dynamics of human locomotion: effects of rhythmic auditory cueing on local dynamic stability.

PubMed

Terrier, Philippe; Dériaz, Olivier

2013-01-01

It has been observed that times series of gait parameters [stride length (SL), stride time (ST), and stride speed (SS)], exhibit long-term persistence and fractal-like properties. Synchronizing steps with rhythmic auditory stimuli modifies the persistent fluctuation pattern to anti-persistence. Another non-linear method estimates the degree of resilience of gait control to small perturbations, i.e., the local dynamic stability (LDS). The method makes use of the maximal Lyapunov exponent, which estimates how fast a non-linear system embedded in a reconstructed state space (attractor) diverges after an infinitesimal perturbation. We propose to use an instrumented treadmill to simultaneously measure basic gait parameters (time series of SL, ST, and SS from which the statistical persistence among consecutive strides can be assessed), and the trajectory of the center of pressure (from which the LDS can be estimated). In 20 healthy participants, the response to rhythmic auditory cueing (RAC) of LDS and of statistical persistence [assessed with detrended fluctuation analysis (DFA)] was compared. By analyzing the divergence curves, we observed that long-term LDS (computed as the reverse of the average logarithmic rate of divergence between the 4th and the 10th strides downstream from nearest neighbors in the reconstructed attractor) was strongly enhanced (relative change +73%). That is likely the indication of a more dampened dynamics. The change in short-term LDS (divergence over one step) was smaller (+3%). DFA results (scaling exponents) confirmed an anti-persistent pattern in ST, SL, and SS. Long-term LDS (but not short-term LDS) and scaling exponents exhibited a significant correlation between them (r = 0.7). Both phenomena probably result from the more conscious/voluntary gait control that is required by RAC. We suggest that LDS and statistical persistence should be used to evaluate the efficiency of cueing therapy in patients with neurological gait disorders.

Chaotic behavior of renal sympathetic nerve activity: effect of baroreceptor denervation and cardiac failure.

PubMed

DiBona, G F; Jones, S Y; Sawin, L L

2000-09-01

Nonlinear dynamic analysis was used to examine the chaotic behavior of renal sympathetic nerve activity in conscious rats subjected to either complete baroreceptor denervation (sinoaortic and cardiac baroreceptor denervation) or induction of congestive heart failure (CHF). The peak interval sequence of synchronized renal sympathetic nerve discharge was extracted and used for analysis. In control rats, this yielded a system whose correlation dimension converged to a low value over the embedding dimension range of 10-15 and whose greatest Lyapunov exponent was positive. Complete baroreceptor denervation was associated with a decrease in the correlation dimension of the system (before 2.65 +/- 0.27, after 1.64 +/- 0.17; P < 0.01) and a reduction in chaotic behavior (greatest Lyapunov exponent: 0.201 +/- 0.008 bits/data point before, 0.177 +/- 0.004 bits/data point after, P < 0.02). CHF, a state characterized by impaired sinoaortic and cardiac baroreceptor regulation of renal sympathetic nerve activity, was associated with a similar decrease in the correlation dimension (control 3.41 +/- 0.23, CHF 2.62 +/- 0.26; P < 0.01) and a reduction in chaotic behavior (greatest Lyapunov exponent: 0.205 +/- 0.048 bits/data point control, 0.136 +/- 0.033 bits/data point CHF, P < 0.02). These results indicate that removal of sinoaortic and cardiac baroreceptor regulation of renal sympathetic nerve activity, occurring either physiologically or pathophysiologically, is associated with a decrease in the correlation dimensions of the system and a reduction in chaotic behavior.

Temporal correlations in the Vicsek model with vectorial noise

NASA Astrophysics Data System (ADS)

Gulich, Damián; Baglietto, Gabriel; Rozenfeld, Alejandro F.

2018-07-01

We study the temporal correlations in the evolution of the order parameter ϕ(t) for the Vicsek model with vectorial noise by estimating its Hurst exponent H with detrended fluctuation analysis (DFA). We present results on this parameter as a function of noise amplitude η introduced in simulations. We also compare with well known order-disorder phase transition for that same noise range. We find that - regardless of detrending degree - H spikes at the known coexistence noise for phase transition, and that this is due to nonstationarities introduced by the transit of the system between two well defined states with lower exponents. We statistically support this claim by successfully synthesizing equivalent cases derived from a transformed fractional Brownian motion (TfBm).

Dynamic screening in a two-species asymmetric exclusion process

NASA Astrophysics Data System (ADS)

Kim, Kyung Hyuk; den Nijs, Marcel

2007-08-01

The dynamic scaling properties of the one-dimensional Burgers equation are expected to change with the inclusion of additional conserved degrees of freedom. We study this by means of one-dimensional (1D) driven lattice gas models that conserve both mass and momentum. The most elementary version of this is the Arndt-Heinzel-Rittenberg (AHR) process, which is usually presented as a two-species diffusion process, with particles of opposite charge hopping in opposite directions and with a variable passing probability. From the hydrodynamics perspective this can be viewed as two coupled Burgers equations, with the number of positive and negative momentum quanta individually conserved. We determine the dynamic scaling dimension of the AHR process from the time evolution of the two-point correlation functions, and find numerically that the dynamic critical exponent is consistent with simple Kardar-Parisi-Zhang- (KPZ) type scaling. We establish that this is the result of perfect screening of fluctuations in the stationary state. The two-point correlations decay exponentially in our simulations and in such a manner that in terms of quasiparticles, fluctuations fully screen each other at coarse grained length scales. We prove this screening rigorously using the analytic matrix product structure of the stationary state. The proof suggests the existence of a topological invariant. The process remains in the KPZ universality class but only in the sense of a factorization, as (KPZ)2 . The two Burgers equations decouple at large length scales due to the perfect screening.

Higher-order derivative correlations and the alignment of small-scale structures in isotropic numerical turbulence

NASA Technical Reports Server (NTRS)

Kerr, R. A.

1983-01-01

In a three dimensional simulation higher order derivative correlations, including skewness and flatness factors, are calculated for velocity and passive scalar fields and are compared with structures in the flow. The equations are forced to maintain steady state turbulence and collect statistics. It is found that the scalar derivative flatness increases much faster with Reynolds number than the velocity derivative flatness, and the velocity and mixed derivative skewness do not increase with Reynolds number. Separate exponents are found for the various fourth order velocity derivative correlations, with the vorticity flatness exponent the largest. Three dimensional graphics show strong alignment between the vorticity, rate of strain, and scalar-gradient fields. The vorticity is concentrated in tubes with the scalar gradient and the largest principal rate of strain aligned perpendicular to the tubes. Velocity spectra, in Kolmogorov variables, collapse to a single curve and a short minus 5/3 spectral regime is observed.

Power-Laws and Scaling in Finance: Empirical Evidence and Simple Models

NASA Astrophysics Data System (ADS)

Bouchaud, Jean-Philippe

We discuss several models that may explain the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments distribution and the decay of the volatility correlations are rather robust and suggest universality. However, many of the models that appear naturally (for example, to account for the distribution of wealth) contain some multiplicative noise, which generically leads to non universal exponents. Recent progress in the empirical study of the volatility suggests that the volatility results from some sort of multiplicative cascade. A convincing `microscopic' (i.e. trader based) model that explains this observation is however not yet available. We discuss a rather generic mechanism for long-ranged volatility correlations based on the idea that agents constantly switch between active and inactive strategies depending on their relative performance.

Entanglement entropies and fermion signs of critical metals

NASA Astrophysics Data System (ADS)

Kaplis, N.; Krüger, F.; Zaanen, J.

2017-04-01

The fermion sign problem is often viewed as a sheer inconvenience that plagues numerical studies of strongly interacting electron systems. Only recently has it been suggested that fermion signs are fundamental for the universal behavior of critical metallic systems and crucially enhance their degree of quantum entanglement. In this work we explore potential connections between emergent scale invariance of fermion sign structures and scaling properties of bipartite entanglement entropies. Our analysis is based on a wave-function Ansatz that incorporates collective, long-range backflow correlations into fermionic Slater determinants. Such wave functions mimic the collapse of a Fermi liquid at a quantum critical point. Their nodal surfaces, a representation of the fermion sign structure in many-particle configurations space, show fractal behavior up to a length scale ξ that diverges at a critical backflow strength. We show that the Hausdorff dimension of the fractal nodal surface depends on ξ , the number of fermions and the exponent of the backflow. For the same wave functions we numerically calculate the second Rényi entanglement entropy S2. Our results show a crossover from volume scaling, S2˜ℓθ (θ =2 in d =2 dimensions), to the characteristic Fermi-liquid behavior S2˜ℓ lnℓ on scales larger than ξ . We find that volume scaling of the entanglement entropy is a robust feature of critical backflow fermions, independent of the backflow exponent and hence the fractal dimension of the scale invariant sign structure.

Reentrant spin-glass behavior and bipolar exchange-bias effect in "Sn" substituted cobalt-orthotitanate

NASA Astrophysics Data System (ADS)

Nayak, S.; Joshi, D. C.; Krautz, M.; Waske, A.; Eckert, J.; Thota, S.

2016-01-01

We report the co-existence of longitudinal ferrimagnetic behavior with Néel temperature TN ˜ 46.1 K and reentrant transverse spin-glass state at 44.05 K in Tin (Sn) doped cobalt-orthotitanate (Co2TiO4). The ferrimagnetic ordering is resulting from different magnetic moments of Co2+ on the A-sites (3.87 μB) and B-sites (5.069 μB). The magnetic compensation temperature (TCOMP) shifts from 31.74 K to 27.1 K when 40 at. % of "Sn4+" substitutes "Ti4+" at B-sites where the bulk-magnetization of two-sublattices balance each other. For T > TN, the dc-magnetic susceptibility (χdc = M/Hdc) fits well with the Néel's expression for the two-sublattice model with antiferromagnetic molecular field constants NBB ˜ 15.44, NAB ˜ 32.01, and NAA ˜ 20.88. The frequency dependence of ac-magnetic susceptibility χac data follows the Vogel-Fulcher law, and the power-law of critical slowing-down with "zν" = 6.01 suggests the existence of spin-clusters (where "z" and "ν" being dynamic critical-exponent and correlation length of critical-exponent, respectively). This system exhibits unusual hysteresis loops with large bipolar exchange-bias effect (HEB ˜ 13.6 kOe at 7 K) after zero-field cooling process from an un-magnetized state, and a dramatic collapse of remanence (MR) and coercive field (HC) across TCOMP. The possible origins of such anomalous characteristics were discussed.

Field-tuned superconductor-insulator transitions and Hall resistance in thin polycrystalline MoN films

NASA Astrophysics Data System (ADS)

Makise, Kazumasa; Ichikawa, Fusao; Asano, Takayuki; Shinozaki, Bunju

2018-02-01

We report on the superconductor-insulator transitions (SITs) of disordered molybdenum nitride (MoN) thin films on (1 0 0) MgO substrates as a function of the film thickness and magnetic fields. The T c of the superconducting MoN films, which exhibit a sharp superconducting transition, monotonically decreases as the normal state R sq increases with a decreasing film thickness. For several films with different thicknesses, we estimate the critical field H c and the product zν  ≃  0.6 of the dynamical exponent z and the correlation length exponent ν using a finite scaling analysis. The value of this product can be explained by the (2  +  1) XY model. We found that the Hall resistance ΔR xy (H) is maximized when the magnetic field satisfies H HP(T) \\propto |1  -  T/T C0| in the superconducting state and also in the normal states owning to the superconducting fluctuation corresponding to the ghost critical magnetic field. We measured the Hall conductivity δσ xy (H)  =  σ xy (H)  -  σ xyn and fit the Gaussian approximation theory for δσ xy (H) to the experimental data. Agreement between the data and the theory beyond H c suggests the survival of the Cooper pair in the insulating region of the SIT.

Field-tuned superconductor-insulator transitions and Hall resistance in thin polycrystalline MoN films.

PubMed

Makise, Kazumasa; Ichikawa, Fusao; Asano, Takayuki; Shinozaki, Bunju

2018-02-14

We report on the superconductor-insulator transitions (SITs) of disordered molybdenum nitride (MoN) thin films on (1 0 0) MgO substrates as a function of the film thickness and magnetic fields. The T c of the superconducting MoN films, which exhibit a sharp superconducting transition, monotonically decreases as the normal state R sq increases with a decreasing film thickness. For several films with different thicknesses, we estimate the critical field H c and the product zν  ≃  0.6 of the dynamical exponent z and the correlation length exponent ν using a finite scaling analysis. The value of this product can be explained by the (2  +  1) XY model. We found that the Hall resistance ΔR xy (H) is maximized when the magnetic field satisfies H HP (T) [Formula: see text] |1  -  T/T C0 | in the superconducting state and also in the normal states owning to the superconducting fluctuation corresponding to the ghost critical magnetic field. We measured the Hall conductivity δσ xy (H)  =  σ xy (H)  -  [Formula: see text] and fit the Gaussian approximation theory for δσ xy (H) to the experimental data. Agreement between the data and the theory beyond H c suggests the survival of the Cooper pair in the insulating region of the SIT.

Long-term persistence of solar activity. [Abstract only

NASA Technical Reports Server (NTRS)

Ruzmaikin, Alexander; Feynman, Joan; Robinson, Paul

1994-01-01

The solar irradiance has been found to change by 0.1% over the recent solar cycle. A change of irradiance of about 0.5% is required to effect the Earth's climate. How frequently can a variation of this size be expected? We examine the question of the persistence of non-periodic variations in solar activity. The Huerst exponent, which characterizes the persistence of a time series (Mandelbrot and Wallis, 1969), is evaluated for the series of C-14 data for the time interval from about 6000 BC to 1950 AD (Stuiver and Pearson, 1986). We find a constant Huerst exponent, suggesting that solar activity in the frequency range of from 100 to 3000 years includes an important continuum component in addition to the well-known periodic variations. The value we calculate, H approximately equal to 0.8, is significantly larger than the value of 0.5 that would correspond to variations produced by a white-noise process. This value is in good agreement with the results for the monthly sunspot data reported elsewhere, indicating that the physics that produces the continuum is a correlated random process (Ruzmaikin et al., 1992), and that is is the same type of process over a wide range of time interval lengths. We conclude that the time period over which an irradiance change of 0.5% can be expected to occur is significantly shorter than that which would be expected for variations produced by a white-noise process.

Regularity of center-of-pressure trajectories depends on the amount of attention invested in postural control

PubMed Central

Donker, Stella F.; Roerdink, Melvyn; Greven, An J.

2007-01-01

The influence of attention on the dynamical structure of postural sway was examined in 30 healthy young adults by manipulating the focus of attention. In line with the proposed direct relation between the amount of attention invested in postural control and regularity of center-of-pressure (COP) time series, we hypothesized that: (1) increasing cognitive involvement in postural control (i.e., creating an internal focus by increasing task difficulty through visual deprivation) increases COP regularity, and (2) withdrawing attention from postural control (i.e., creating an external focus by performing a cognitive dual task) decreases COP regularity. We quantified COP dynamics in terms of sample entropy (regularity), standard deviation (variability), sway-path length of the normalized posturogram (curviness), largest Lyapunov exponent (local stability), correlation dimension (dimensionality) and scaling exponent (scaling behavior). Consistent with hypothesis 1, standing with eyes closed significantly increased COP regularity. Furthermore, variability increased and local stability decreased, implying ineffective postural control. Conversely, and in line with hypothesis 2, performing a cognitive dual task while standing with eyes closed led to greater irregularity and smaller variability, suggesting an increase in the “efficiency, or “automaticity” of postural control”. In conclusion, these findings not only indicate that regularity of COP trajectories is positively related to the amount of attention invested in postural control, but also substantiate that in certain situations an increased internal focus may in fact be detrimental to postural control. PMID:17401553

Cross-correlations between Renminbi and four major currencies in the Renminbi currency basket

NASA Astrophysics Data System (ADS)

Wang, Gang-Jin; Xie, Chi

2013-03-01

We investigate the cross-correlations between Renminbi (CNY) and four major currencies (USD, EUR, JPY, and KRW) in the Renminbi currency basket, i.e., the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Qualitatively, using a statistical test in analogy to the Ljung-Box test, we find that cross-correlations significantly exist in CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW. Quantitatively, employing the detrended cross-correlation analysis (DCCA) method, we find that the cross-correlations of CNY-USD, CNY-EUR, CNY-JPY, and CNY-KRW are weakly persistent. We use the DCCA cross-correlation coefficient ρ to quantify the level of cross-correlations and find the currency weight in the Renminbi currency basket is arranged in the order of USD>EUR>JPY >KRW. Using the method of rolling windows, which can capture the time-varying cross-correlation scaling exponents, we find that: (i) CNY and USD are positively cross-correlated over time, but the cross-correlations of CNY-USD are anti-persistent during the US sub-prime crisis and the European debt crisis. (ii) The cross-correlation scaling exponents of CNY-EUR have the cyclical fluctuation with a nearly two-year cycle. (iii) CNY-JPY has long-term negative cross-correlations, during the European debt crisis, but CNY and KRW are positively cross-correlated.

Aging and coarsening in isolated quantum systems after a quench: Exact results for the quantum O(N) model with N → ∞.

PubMed

Maraga, Anna; Chiocchetta, Alessio; Mitra, Aditi; Gambassi, Andrea

2015-10-01

The nonequilibrium dynamics of an isolated quantum system after a sudden quench to a dynamical critical point is expected to be characterized by scaling and universal exponents due to the absence of time scales. We explore these features for a quench of the parameters of a Hamiltonian with O(N) symmetry, starting from a ground state in the disordered phase. In the limit of infinite N, the exponents and scaling forms of the relevant two-time correlation functions can be calculated exactly. Our analytical predictions are confirmed by the numerical solution of the corresponding equations. Moreover, we find that the same scaling functions, yet with different exponents, also describe the coarsening dynamics for quenches below the dynamical critical point.

Evaluation of nonlinear properties of epileptic activity using largest Lyapunov exponent

NASA Astrophysics Data System (ADS)

Medvedeva, Tatiana M.; Lüttjohann, Annika; van Luijtelaar, Gilles; Sysoev, Ilya V.

2016-04-01

Absence seizures are known to be highly non-linear large amplitude oscillations with a well pronounced main time scale. Whilst the appearance of the main frequency is usually considered as a transition from noisy complex dynamics of baseline EEG to more regular absence activity, the dynamical properties of this type of epileptiformic activity in genetic absence models was not studied precisely. Here, the estimation of the largest Lyapunov exponent from intracranial EEGs of 10 WAG/Rij rats (genetic model of absence epilepsy) was performed. Fragments of 10 seizures and 10 episodes of on-going EEG each of 4 s length were used for each animal, 3 cortical and 2 thalamic channels were analysed. The method adapted for short noisy data was implemented. The positive values of the largest Lyapunov exponent were found as for baseline as for spike wave discharges (SWDs), with values for SWDs being significantly less than for on-going activity. Current findings may indicate that SWD is a chaotic process with a well pronounced main timescale rather than a periodic regime. Also, the absence activity was shown to be less chaotic than the baseline one.

Numerical simulation of a lattice polymer model at its integrable point

NASA Astrophysics Data System (ADS)

Bedini, A.; Owczarek, A. L.; Prellberg, T.

2013-07-01

We revisit an integrable lattice model of polymer collapse using numerical simulations. This model was first studied by Blöte and Nienhuis (1989 J. Phys. A: Math. Gen. 22 1415) and it describes polymers with some attraction, providing thus a model for the polymer collapse transition. At a particular set of Boltzmann weights the model is integrable and the exponents ν = 12/23 ≈ 0.522 and γ = 53/46 ≈ 1.152 have been computed via identification of the scaling dimensions xt = 1/12 and xh = -5/48. We directly investigate the polymer scaling exponents via Monte Carlo simulations using the pruned-enriched Rosenbluth method algorithm. By simulating this polymer model for walks up to length 4096 we find ν = 0.576(6) and γ = 1.045(5), which are clearly different from the predicted values. Our estimate for the exponent ν is compatible with the known θ-point value of 4/7 and in agreement with very recent numerical evaluation by Foster and Pinettes (2012 J. Phys. A: Math. Theor. 45 505003).

Emergence of good conduct, scaling and zipf laws in human behavioral sequences in an online world.

PubMed

Thurner, Stefan; Szell, Michael; Sinatra, Roberta

2012-01-01

We study behavioral action sequences of players in a massive multiplayer online game. In their virtual life players use eight basic actions which allow them to interact with each other. These actions are communication, trade, establishing or breaking friendships and enmities, attack, and punishment. We measure the probabilities for these actions conditional on previous taken and received actions and find a dramatic increase of negative behavior immediately after receiving negative actions. Similarly, positive behavior is intensified by receiving positive actions. We observe a tendency towards antipersistence in communication sequences. Classifying actions as positive (good) and negative (bad) allows us to define binary 'world lines' of lives of individuals. Positive and negative actions are persistent and occur in clusters, indicated by large scaling exponents α ~ 0.87 of the mean square displacement of the world lines. For all eight action types we find strong signs for high levels of repetitiveness, especially for negative actions. We partition behavioral sequences into segments of length n (behavioral 'words' and 'motifs') and study their statistical properties. We find two approximate power laws in the word ranking distribution, one with an exponent of κ ~ -1 for the ranks up to 100, and another with a lower exponent for higher ranks. The Shannon n-tuple redundancy yields large values and increases in terms of word length, further underscoring the non-trivial statistical properties of behavioral sequences. On the collective, societal level the timeseries of particular actions per day can be understood by a simple mean-reverting log-normal model.

Temporal integration in nasal lateralization of homologous propionates.

PubMed

Wise, Paul M; Toczydlowski, Sean E; Zhao, Kai; Wysocki, Charles J

2009-08-01

For nasal irritation from volatile chemicals, a version of Haber's rule (k = C(n)T) can model the trade-off between concentration (C) and duration of exposure (T) to achieve a fixed sensory impact, e.g. threshold-level irritation or a fixed suprathreshold intensity. The term k is a constant. The exponent, n, represents how well the system integrates over time. An exponent of 1 indicates complete temporal integration: an x-fold increase in stimulus duration exactly compensates for cutting the concentration 1/x. An exponent greater than 1 indicates incomplete temporal integration: more than an x-fold increase in duration is needed. In a previous study of homologous alcohols, n varied systematically with number of methylene units: integration became more complete as the length of the carbon chain increased. To explore the generality of this finding, we tested homologous esters that differ in the number of methylene units: n-ethyl propionate, n-propyl propionate, and n-butyl propionate. Nasal lateralization was used to measure irritation thresholds. Human subjects received a fixed concentration of a single compound within each experimental session. Stimulus duration was varied to find the briefest stimulus that caused lateralizable irritation. Concentration and compound varied across sessions. Consistent with results with n-alcohols, integration became more complete as the number of methylene units increased. Lipid solubility varies with chain length; hence, solubility in the nasal mucosa may play a role in the dynamics of irritation. Further, preliminary analyses suggest that, for data pooled across both chemical series, n varies systematically with molecular parameters related to solubility and diffusion.

Noise Removal on Ocean Scalars by Means of Singularity-Based Fusion

NASA Astrophysics Data System (ADS)

Umbert, M.; Turiel, A.; Hoareau, N.; Ballabrera, J.; Martinez, J.; guimbard, S.; Font, J.

2013-12-01

Thanks to new remote sensing platforms as SMOS and Aquarius we have now access to synoptic maps of Sea Surface Salinity (SSS) at global scale. Both missions require a non-negligible amount of development in order to meet pre-launch requirements on the quality of the retrieved variables. Development efforts have been so far mainly concentrated in improving the accuracy of the acquired signals from the radiometric point of view, which is a point-wise characteristic, that is, the qualities of each point in the snapshot or swath are considered separately. However, some spatial redundancy (i.e., spatial correlation) is implicit in geophysical signals, and particularly in SSS. This redundancy is known since the beginning of the remote sensing age: eddies and fronts are visually evident in images of different variables, including Sea Surface Temperature (SST), Sea Surface Height (SSH), Ocean Color (OC), Synthetic Aperture Radars (SAR) and Brightness Temperatures (BT) at different bands. An assessment on the quality of SSS products accounting for this kind of spatial redundancy would be very interesting. So far, the structure of those correlations have been evidenced using correlation functions, but correlation functions vary from one variable to other; additionally, they are not characteristic to the points of the image but to a given large enough area. The introduction of singularity analysis for remote sensing maps of the ocean has shown that the correspondence among different scalars can be rigorously stated in terms of the correspondence of the values of their associated singularity exponents. The singularity exponents of a scalar at a given point is a unitless measure of the degree of regularity or irregularity of this function at that given point. Hence, singularity exponents can be directly compared disregarding the physical meaning of the variable from which they were derived. Using singularity analysis we can assess the quality of any scalar, as singularity exponents align in fronts following the streamlines of the flow, while noise breaks up the coherence of singularity fronts. The analysis of the output of numerical models show that up to the numerical accuracy singularity exponents of different scalars take the same values at every point. Taking the correspondence of the singularity exponents into account, it can be proved that two scalars having the same singularity exponents have a relation of functional dependence (a matricial identity involving their gradients). That functional relation can be approximated by a local linear regression under some hypothesis, which simplifies and speeds up the calculations and leads to a simple algorithm to reduce noise on a given ocean scalar using another higher- quality variable as template. This simple algorithm has been applied to SMOS data with a considerable quality gain. As a template, high-level SST maps from different sources have been used, while SMOS L2 and L3 SSS maps, and even brightness temperature maps play the role of the noisy data to be corrected. In all instances the noise level is divided by a factor of two at least. This quality gain opens the use of SMOS data for new applications, including the instant identification of ocean fronts, rain lenses, hurricane tracks, etc.

Effects of surface topography on SERS response: Correlating nanoscopy with spectroscopy

NASA Astrophysics Data System (ADS)

Das, Sumit Kumar; Ghosh, Manash; Chowdhury, Joydeep

2018-05-01

This paper reports for the first time the hidden correlation between the topographical features of the bilayer Langmuir-Blodgett (LB) film substrates of stearic acid (SA) incubated in Au@Ag nanocolloids over various dipping times (DTs) with their corresponding SERS responses. The topographies of the as prepared substrates are investigated from the statistical considerations in terms of lateral correlation length, interface width, Hurst and Lyapnov exponents. The real space of the substrates are mapped directly from the FESEM and AFM images of the bilayer LB film of SA immersed in Au@Ag nanocolloids over various DTs ranging between 6 and 72 h. The SERS spectra of the Rhodamine 6G molecules adsorbed on the as prepared substrates have been reported. The statistical parameters of the substrates that exhibit maximum SERS efficacy have been suggested. The far field distributions in presence and in absence of Raman dipole together with spatial distribution of the near field from the hottest spot of the as prepared substrate have also been reported. To our knowledge, this is the first report that links nanoscopy with SERS spectroscopy from statistical considerations and is expected to open a new window towards the fabrication of more efficient and reproducible SERS active substrates in future endeavours.

Fractal and Chaos Analysis for Dynamics of Radon Exhalation from Uranium Mill Tailings

NASA Astrophysics Data System (ADS)

Li, Yongmei; Tan, Wanyu; Tan, Kaixuan; Liu, Zehua; Xie, Yanshi

2016-08-01

Tailings from mining and milling of uranium ores potentially are large volumes of low-level radioactive materials. A typical environmental problem associated with uranium tailings is radon exhalation, which can significantly pose risks to environment and human health. In order to reduce these risks, it is essential to study the dynamical nature and underlying mechanism of radon exhalation from uranium mill tailings. This motivates the conduction of this study, which is based on the fractal and chaotic methods (e.g. calculating the Hurst exponent, Lyapunov exponent and correlation dimension) and laboratory experiments of the radon exhalation rates. The experimental results show that the radon exhalation rate from uranium mill tailings is highly oscillated. In addition, the nonlinear analyses of the time series of radon exhalation rate demonstrate the following points: (1) the value of Hurst exponent much larger than 0.5 indicates non-random behavior of the radon time series; (2) the positive Lyapunov exponent and non-integer correlation dimension of the time series imply that the radon exhalation from uranium tailings is a chaotic dynamical process; (3) the required minimum number of variables should be five to describe the time evolution of radon exhalation. Therefore, it can be concluded that the internal factors, including heterogeneous distribution of radium, and randomness of radium decay, as well as the fractal characteristics of the tailings, can result in the chaotic evolution of radon exhalation from the tailings.

Percolation of spatially constrained Erdős-Rényi networks with degree correlations.

PubMed

Schmeltzer, C; Soriano, J; Sokolov, I M; Rüdiger, S

2014-01-01

Motivated by experiments on activity in neuronal cultures [ J. Soriano, M. Rodríguez Martínez, T. Tlusty and E. Moses Proc. Natl. Acad. Sci. 105 13758 (2008)], we investigate the percolation transition and critical exponents of spatially embedded Erdős-Rényi networks with degree correlations. In our model networks, nodes are randomly distributed in a two-dimensional spatial domain, and the connection probability depends on Euclidian link length by a power law as well as on the degrees of linked nodes. Generally, spatial constraints lead to higher percolation thresholds in the sense that more links are needed to achieve global connectivity. However, degree correlations favor or do not favor percolation depending on the connectivity rules. We employ two construction methods to introduce degree correlations. In the first one, nodes stay homogeneously distributed and are connected via a distance- and degree-dependent probability. We observe that assortativity in the resulting network leads to a decrease of the percolation threshold. In the second construction methods, nodes are first spatially segregated depending on their degree and afterwards connected with a distance-dependent probability. In this segregated model, we find a threshold increase that accompanies the rising assortativity. Additionally, when the network is constructed in a disassortative way, we observe that this property has little effect on the percolation transition.

A tensor product state approach to spin-1/2 square J1-J2 antiferromagnetic Heisenberg model: evidence for deconfined quantum criticality

NASA Astrophysics Data System (ADS)

Wang, Ling; Gu, Zheng-Cheng; Verstraete, Frank; Wen, Xiang-Gang

We study this model using the cluster update algorithm for tensor product states (TPSs). We find that the ground state energies at finite sizes and in the thermodynamic limit are in good agreement with the exact diagonalization study. At the largest bond dimension available D = 9 and through finite size scaling of the magnetization order near the transition point, we accurately determine the critical point J2c1 = 0 . 53 (1) J1 and the critical exponents β = 0 . 50 (4) . In the intermediate region we find a paramagnetic ground state without any static valence bond solid (VBS) order, supported by an exponentially decaying spin-spin correlation while a power law decaying dimer-dimer correlation. By fitting a universal scaling function for the spin-spin correlation we find the critical exponents ν = 0 . 68 (3) and ηs = 0 . 34 (6) , which is very close to the observed critical exponents for deconfined quantum critical point (DQCP) in other systems. Thus our numerical results strongly suggest a Landau forbidden phase transition from Neel order to VBS order at J2c1 = 0 . 53 (1) J1 . This project is supported by the EU Strep project QUEVADIS, the ERC Grant QUERG, and the FWF SFB Grants FoQuS and ViCoM; and the Institute for Quantum Information and Matter.

Relating the large-scale structure of time series and visibility networks.

PubMed

Rodríguez, Miguel A

2017-06-01

The structure of time series is usually characterized by means of correlations. A new proposal based on visibility networks has been considered recently. Visibility networks are complex networks mapped from surfaces or time series using visibility properties. The structures of time series and visibility networks are closely related, as shown by means of fractional time series in recent works. In these works, a simple relationship between the Hurst exponent H of fractional time series and the exponent of the distribution of edges γ of the corresponding visibility network, which exhibits a power law, is shown. To check and generalize these results, in this paper we delve into this idea of connected structures by defining both structures more properly. In addition to the exponents used before, H and γ, which take into account local properties, we consider two more exponents that, as we will show, characterize global properties. These are the exponent α for time series, which gives the scaling of the variance with the size as var∼T^{2α}, and the exponent κ of their corresponding network, which gives the scaling of the averaged maximum of the number of edges, 〈k_{M}〉∼N^{κ}. With this representation, a more precise connection between the structures of general time series and their associated visibility network is achieved. Similarities and differences are more clearly established, and new scaling forms of complex networks appear in agreement with their respective classes of time series.

Universality of crossover scaling for the adsorption transition of lattice polymers

NASA Astrophysics Data System (ADS)

Bradly, C. J.; Owczarek, A. L.; Prellberg, T.

2018-02-01

Recently, it has been proposed that the adsorption transition for a single polymer in dilute solution, modeled by lattice walks in three dimensions, is not universal with respect to intermonomer interactions. Moreover, it has been conjectured that key critical exponents ϕ , measuring the growth of the contacts with the surface at the adsorption point, and 1 /δ , which measures the finite-size shift of the critical temperature, are not the same. However, applying standard scaling arguments the two key critical exponents should rather be identical, hence pointing to a potential breakdown of these standard scaling arguments. Both of these conjectures are in contrast to the well-studied situation in two dimensions, where there are exact results from conformal field theory: these exponents are both accepted to be 1 /2 and universal. We use the flatPERM algorithm to simulate self-avoiding walks and trails on the hexagonal, square, and simple cubic lattices up to length 1024 to investigate these claims. Walks can be seen as a repulsive limit of intermonomer interaction for trails, allowing us to probe the universality of adsorption. For each lattice model we analyze several thermodynamic properties to produce different methods of estimating the critical temperature and the key exponents. We test our methodology on the two-dimensional cases, and the resulting spread in values for ϕ and 1 /δ indicates that there is a systematic error which can far exceed the statistical error usually reported. We further suggest a methodology for consistent estimation of the key adsorption exponents which gives ϕ =1 /δ =0.484 (4 ) in three dimensions. Hence, we conclude that in three dimensions these critical exponents indeed differ from the mean-field value of 1 /2 , as had previously been calculated, but cannot find evidence that they differ from each other. Importantly, we also find no substantive evidence of any nonuniversality in the polymer adsorption transition.

The language of gene ontology: a Zipf's law analysis.

PubMed

Kalankesh, Leila Ranandeh; Stevens, Robert; Brass, Andy

2012-06-07

Most major genome projects and sequence databases provide a GO annotation of their data, either automatically or through human annotators, creating a large corpus of data written in the language of GO. Texts written in natural language show a statistical power law behaviour, Zipf's law, the exponent of which can provide useful information on the nature of the language being used. We have therefore explored the hypothesis that collections of GO annotations will show similar statistical behaviours to natural language. Annotations from the Gene Ontology Annotation project were found to follow Zipf's law. Surprisingly, the measured power law exponents were consistently different between annotation captured using the three GO sub-ontologies in the corpora (function, process and component). On filtering the corpora using GO evidence codes we found that the value of the measured power law exponent responded in a predictable way as a function of the evidence codes used to support the annotation. Techniques from computational linguistics can provide new insights into the annotation process. GO annotations show similar statistical behaviours to those seen in natural language with measured exponents that provide a signal which correlates with the nature of the evidence codes used to support the annotations, suggesting that the measured exponent might provide a signal regarding the information content of the annotation.

Anomalous charge storage exponents of organic bulk heterojunction solar cells.

NASA Astrophysics Data System (ADS)

Nair, Pradeep; Dwivedi, Raaz; Kumar, Goutam; Dept of Electrical Engineering, IIT Bombay Team

2013-03-01

Organic bulk heterojunction (BHJ) devices are increasingly being researched for low cost solar energy conversion. The efficiency of such solar cells is dictated by various recombination processes involved. While it is well known that the ideality factor and hence the charge storage exponents of conventional PN junction diodes are influenced by the recombination processes, the same aspects are not so well understood for organic solar cells. While dark currents of such devices typically show an ideality factor of 1 (after correcting for shunt resistance effects, if any), surprisingly, a wide range of charge storage exponents for such devices are reported in literature alluding to apparent concentration dependence for bi-molecular recombination rates. In this manuscript we critically analyze the role of bi-molecular recombination processes on charge storage exponents of organic solar cells. Our results indicate that the charge storage exponents are fundamentally influenced by the electrostatics and recombination processes and can be correlated to the dark current ideality factors. We believe that our findings are novel, and advance the state-of the art understanding on various recombination processes that dictate the performance limits of organic solar cells. The authors would like to thank the Centre of Excellence in Nanoelectronics (CEN) and the National Centre for Photovoltaic Research and Education (NCPRE), IIT Bombay for computational and financial support

Maximum Lyapunov exponents as predictors of global gait stability: a modelling approach.

PubMed

Bruijn, Sjoerd M; Bregman, Daan J J; Meijer, Onno G; Beek, Peter J; van Dieën, Jaap H

2012-05-01

To examine the stability of human walking, methods such as local dynamic stability have been adopted from dynamical systems theory. Local dynamic stability is calculated by estimating maximal finite time Lyapunov exponents (λ(S) and λ(L)), which quantify how a system responds continuously to very small (i.e. "local") perturbations. However, it is unknown if, and to what extent, these measures are correlated to global stability, defined operationally as the probability of falling. We studied whether changes in probability of falling of a simple model of human walking (a so-called dynamic walker) could be predicted from maximum finite time Lyapunov exponents. We used an extended version of the simplest walking model with arced feet and a hip spring. This allowed us to change the probability of falling of the model by changing either the foot radius, the slope at which the model walks, the stiffness of the hip spring, or a combination of these factors. Results showed that λ(S) correlated fairly well with global stability, although this relationship was dependent upon differences in the distance between initial nearest neighbours on the divergence curve. A measure independent of such changes (the log(distance between initially nearest neighbours after 50 samples)) correlated better with global stability, and, more importantly, showed a more consistent relationship across conditions. In contrast, λ(L) showed either weak correlations, or correlations opposite to expected, thus casting doubt on the use of this measure as a predictor of global gait stability. Our findings support the use of λ(S), but not of λ(L), as measure of human gait stability. Copyright © 2011 IPEM. Published by Elsevier Ltd. All rights reserved.

Vessel calibre and flow splitting relationships at the internal carotid artery terminal bifurcation.

PubMed

Chnafa, C; Bouillot, P; Brina, O; Delattre, B M A; Vargas, M I; Lovblad, K O; Pereira, V M; Steinman, D A

2017-11-01

Vessel lumen calibres and flow rates are thought to be related by mathematical power laws, reflecting the optimization of cardiac versus metabolic work. While these laws have been confirmed indirectly via measurement of branch calibres, there is little data confirming power law relationships of flow distribution to branch calibres at individual bifurcations. Flow rates and diameters of parent and daughter vessels of the internal carotid artery terminal bifurcation were determined, via robust and automated methods, from 4D phase-contrast magnetic resonance imaging and 3D rotational angiography of 31 patients. Junction exponents were 2.06  ±  0.44 for relating parent to daughter branch diameters (geometrical exponent), and 2.45  ±  0.75 for relating daughter branch diameters to their flow division (flow split exponent). These exponents were not significantly different, but showed large inter- and intra-individual variations, and with confidence intervals excluding the theoretical optimum of 3. Power law fits of flow split versus diameter ratio and pooled flow rates versus diameters showed exponents of 2.17 and 1.96, respectively. A significant negative correlation was found between age and the geometrical exponent (r  =  -0.55, p  =  0.003) but not the flow split exponent. We also found a dependence of our results on how lumen diameter is measured, possibly explaining some of the variability in the literature. Our study confirms that, on average, division of flow to the middle and anterior cerebral arteries is related to these vessels' relative calibres via a power law, but it is closer to a square law than a cube law as commonly assumed.

Nonlinear bivariate dependency of price-volume relationships in agricultural commodity futures markets: A perspective from Multifractal Detrended Cross-Correlation Analysis

NASA Astrophysics Data System (ADS)

He, Ling-Yun; Chen, Shu-Peng

2011-01-01

Nonlinear dependency between characteristic financial and commodity market quantities (variables) is crucially important, especially between trading volume and market price. Studies on nonlinear dependency between price and volume can provide practical insights into market trading characteristics, as well as the theoretical understanding of market dynamics. Actually, nonlinear dependency and its underlying dynamical mechanisms between price and volume can help researchers and technical analysts in understanding the market dynamics by integrating the market variables, instead of investigating them in the current literature. Therefore, for investigating nonlinear dependency of price-volume relationships in agricultural commodity futures markets in China and the US, we perform a new statistical test to detect cross-correlations and apply a new methodology called Multifractal Detrended Cross-Correlation Analysis (MF-DCCA), which is an efficient algorithm to analyze two spatially or temporally correlated time series. We discuss theoretically the relationship between the bivariate cross-correlation exponent and the generalized Hurst exponents for time series of respective variables. We also perform an empirical study and find that there exists a power-law cross-correlation between them, and that multifractal features are significant in all the analyzed agricultural commodity futures markets.

Computational analysis of kidney scintigrams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vrincianu, D.; Puscasu, E.; Creanga, D.

The scintigraphic investigation of normal and pathological kidneys was carried out using specialized gamma-camera device from nuclear medicine hospital department. Technetium 90m isotope with gamma radiation emission, coupled with vector molecules for kidney tissues was introduced into the subject body, its dynamics being recorded as data source for kidney clearance capacity. Two representative data series were investigated, corresponding to healthy and pathological organs respectively. The semi-quantitative tests applied for the comparison of the two distinct medical situations were: the shape of probability distribution histogram, the power spectrum, the auto-correlation function and the Lyapunov exponent. While power spectrum led to similarmore » results in both cases, significant differences were revealed by means of distribution probability, Lyapunov exponent and correlation time, recommending these numerical tests as possible complementary tools in clinical diagnosis.« less

[Analysis of the heart sound with arrhythmia based on nonlinear chaos theory].

PubMed

Ding, Xiaorong; Guo, Xingming; Zhong, Lisha; Xiao, Shouzhong

2012-10-01

In this paper, a new method based on the nonlinear chaos theory was proposed to study the arrhythmia with the combination of the correlation dimension and largest Lyapunov exponent, through computing and analyzing these two parameters of 30 cases normal heart sound and 30 cases with arrhythmia. The results showed that the two parameters of the heart sounds with arrhythmia were higher than those with the normal, and there was significant difference between these two kinds of heart sounds. That is probably due to the irregularity of the arrhythmia which causes the decrease of predictability, and it's more complex than the normal heart sound. Therefore, the correlation dimension and the largest Lyapunov exponent can be used to analyze the arrhythmia and for its feature extraction.

Nonlinear dynamics of laser systems with elements of a chaos: Advanced computational code

NASA Astrophysics Data System (ADS)

Buyadzhi, V. V.; Glushkov, A. V.; Khetselius, O. Yu; Kuznetsova, A. A.; Buyadzhi, A. A.; Prepelitsa, G. P.; Ternovsky, V. B.

2017-10-01

A general, uniform chaos-geometric computational approach to analysis, modelling and prediction of the non-linear dynamics of quantum and laser systems (laser and quantum generators system etc) with elements of the deterministic chaos is briefly presented. The approach is based on using the advanced generalized techniques such as the wavelet analysis, multi-fractal formalism, mutual information approach, correlation integral analysis, false nearest neighbour algorithm, the Lyapunov’s exponents analysis, and surrogate data method, prediction models etc There are firstly presented the numerical data on the topological and dynamical invariants (in particular, the correlation, embedding, Kaplan-York dimensions, the Lyapunov’s exponents, Kolmogorov’s entropy and other parameters) for laser system (the semiconductor GaAs/GaAlAs laser with a retarded feedback) dynamics in a chaotic and hyperchaotic regimes.

Revealing mesoscopic structural universality with diffusion.

PubMed

Novikov, Dmitry S; Jensen, Jens H; Helpern, Joseph A; Fieremans, Els

2014-04-08

Measuring molecular diffusion is widely used for characterizing materials and living organisms noninvasively. This characterization relies on relations between macroscopic diffusion metrics and structure at the mesoscopic scale commensurate with the diffusion length. Establishing such relations remains a fundamental challenge, hindering progress in materials science, porous media, and biomedical imaging. Here we show that the dynamical exponent in the time dependence of the diffusion coefficient distinguishes between the universality classes of the mesoscopic structural complexity. Our approach enables the interpretation of diffusion measurements by objectively selecting and modeling the most relevant structural features. As an example, the specific values of the dynamical exponent allow us to identify the relevant mesoscopic structure affecting MRI-measured water diffusion in muscles and in brain, and to elucidate the structural changes behind the decrease of diffusion coefficient in ischemic stroke.

Zero-temperature directed polymer in random potential in 4+1 dimensions.

PubMed

Kim, Jin Min

2016-12-01

Zero-temperature directed polymer in random potential in 4+1 dimensions is described. The fluctuation ΔE(t) of the lowest energy of the polymer varies as t^{β} with β=0.159±0.007 for polymer length t and ΔE follows ΔE(L)∼L^{α} at saturation with α=0.275±0.009, where L is the system size. The dynamic exponent z≈1.73 is obtained from z=α/β. The estimated values of the exponents satisfy the scaling relation α+z=2 very well. We also monitor the end to end distance of the polymer and obtain z independently. Our results show that the upper critical dimension of the Kardar-Parisi-Zhang equation is higher than d=4+1 dimensions.

Quantum spin chains with multiple dynamics

NASA Astrophysics Data System (ADS)

Chen, Xiao; Fradkin, Eduardo; Witczak-Krempa, William

2017-11-01

Many-body systems with multiple emergent time scales arise in various contexts, including classical critical systems, correlated quantum materials, and ultracold atoms. We investigate such nontrivial quantum dynamics in a different setting: a spin-1 bilinear-biquadratic chain. It has a solvable entangled ground state, but a gapless excitation spectrum that is poorly understood. By using large-scale density matrix renormalization group simulations, we find that the lowest excitations have a dynamical exponent z that varies from 2 to 3.2 as we vary a coupling in the Hamiltonian. We find an additional gapless mode with a continuously varying exponent 2 ≤z <2.7 , which establishes the presence of multiple dynamics. In order to explain these striking properties, we construct a continuum wave function for the ground state, which correctly describes the correlations and entanglement properties. We also give a continuum parent Hamiltonian, but show that additional ingredients are needed to capture the excitations of the chain. By using an exact mapping to the nonequilibrium dynamics of a classical spin chain, we find that the large dynamical exponent is due to subdiffusive spin motion. Finally, we discuss the connections to other spin chains and to a family of quantum critical models in two dimensions.

Introducing Hurst exponent in pair trading

NASA Astrophysics Data System (ADS)

Ramos-Requena, J. P.; Trinidad-Segovia, J. E.; Sánchez-Granero, M. A.

2017-12-01

In this paper we introduce a new methodology for pair trading. This new method is based on the calculation of the Hurst exponent of a pair. Our approach is inspired by the classical concepts of co-integration and mean reversion but joined under a unique strategy. We will show how Hurst approach presents better results than classical Distance Method and Correlation strategies in different scenarios. Results obtained prove that this new methodology is consistent and suitable by reducing the drawdown of trading over the classical ones getting as a result a better performance.

Mathematics of Failures in Complex Systems: Characterization and Mitigation of Service Failures in Complex Dynamic Systems

DTIC Science & Technology

2007-06-30

fractal dimensions and Lyapunov exponents . Fractal dimensions characterize geometri- cal complexity of dynamics (e.g., spatial distribution of points along...ant classi3ers (e.g., Lyapunov exponents , and fractal dimensions). The 3rst three steps show how chaotic systems may be separated from stochastic...correlated random walk in which a ¼ 2H, where H is the Hurst exponen interval 0pHp1 with the case H ¼ 0:5 corresponding to a simple rando This model has been

Benford analysis of quantum critical phenomena: First digit provides high finite-size scaling exponent while first two and further are not much better

NASA Astrophysics Data System (ADS)

Bera, Anindita; Mishra, Utkarsh; Singha Roy, Sudipto; Biswas, Anindya; Sen(De), Aditi; Sen, Ujjwal

2018-06-01

Benford's law is an empirical edict stating that the lower digits appear more often than higher ones as the first few significant digits in statistics of natural phenomena and mathematical tables. A marked proportion of such analyses is restricted to the first significant digit. We employ violation of Benford's law, up to the first four significant digits, for investigating magnetization and correlation data of paradigmatic quantum many-body systems to detect cooperative phenomena, focusing on the finite-size scaling exponents thereof. We find that for the transverse field quantum XY model, behavior of the very first significant digit of an observable, at an arbitrary point of the parameter space, is enough to capture the quantum phase transition in the model with a relatively high scaling exponent. A higher number of significant digits do not provide an appreciable further advantage, in particular, in terms of an increase in scaling exponents. Since the first significant digit of a physical quantity is relatively simple to obtain in experiments, the results have potential implications for laboratory observations in noisy environments.

Experiments and simulation of the growth of droplets on a surface (breath figures)

NASA Astrophysics Data System (ADS)

Fritter, Daniela; Knobler, Charles M.; Beysens, Daniel A.

1991-03-01

Detailed experiments are reported of the growth of droplets when water vapor condenses from a saturated carrier gas onto a hydrophobic plane substrate. We have investigated the effects of the carrier-gas flow velocity, the nature of the gas, the experimental geometry, and heat transfer through the substrate. Individual drops grow according to a power law with exponent μ=1/3. At high flow velocities, the temperature of the substrate can rise significantly, which lowers the condensation rate and leads to lower apparent growth-law exponents. A self-similar regime is reached when droplets interact by coalescences. The coalescences continuously rescale the pattern, produce spatial correlations between the droplets, and accelerate the growth, leading to a power law with an exponent μ0=3μ. The experiments are compared to predictions of scaling laws and to simulations.

Intrinsic anomalous surface roughening of TiN films deposited by reactive sputtering

DOE Office of Scientific and Technical Information (OSTI.GOV)

Auger, M. A.; Centro Nacional de Investigaciones Metalurgicas; Vazquez, L.

2006-01-15

We study surface kinetic roughening of TiN films grown on Si(100) substrates by dc reactive sputtering. The surface morphology of films deposited for different growth times under the same experimental conditions were analyzed by atomic force microscopy. The TiN films exhibit intrinsic anomalous scaling and multiscaling. The film kinetic roughening is characterized by a set of local exponent values {alpha}{sub loc}=1.0 and {beta}{sub loc}=0.39, and global exponent values {alpha}=1.7 and {beta}=0.67, with a coarsening exponent of 1/z=0.39. These properties are correlated to the local height-difference distribution function obeying power-law statistics. We associate this intrinsic anomalous scaling with the instability duemore » to nonlocal shadowing effects that take place during thin-film growth by sputtering.« less

Temporal fluctuation scaling in populations and communities

Treesearch

Michael Kalyuzhny; Yishai Schreiber; Rachel Chocron; Curtis H. Flather; David A. Kessler; Nadav M. Shnerb

2014-01-01

Taylor's law, one of the most widely accepted generalizations in ecology, states that the variance of a population abundance time series scales as a power law of its mean. Here we reexamine this law and the empirical evidence presented in support of it. Specifically, we show that the exponent generally depends on the length of the time series, and its value...

Directed polymer in a random medium of dimension 1+1 and 1+3: weights statistics in the low temperature phase

NASA Astrophysics Data System (ADS)

Monthus, Cécile; Garel, Thomas

2007-03-01

We consider the low temperature T

Freezing transition of the random bond RNA model: Statistical properties of the pairing weights

NASA Astrophysics Data System (ADS)

Monthus, Cécile; Garel, Thomas

2007-03-01

To characterize the pairing specificity of RNA secondary structures as a function of temperature, we analyze the statistics of the pairing weights as follows: for each base (i) of the sequence of length N , we consider the (N-1) pairing weights wi(j) with the other bases (j≠i) of the sequence. We numerically compute the probability distributions P1(w) of the maximal weight wimax=maxj[wi(j)] , the probability distribution Π(Y2) of the parameter Y2(i)=∑jwi2(j) , as well as the average values of the moments Yk(i)=∑jwik(j) . We find that there are two important temperatures TcTgap , the distribution P1(w) vanishes at some value w0(T)<1 , and accordingly the moments Yk(i)¯ decay exponentially as [w0(T)]k in k . For T

Time scale of dynamic heterogeneity in model ionic liquids and its relation to static length scale and charge distribution.

PubMed

Park, Sang-Won; Kim, Soree; Jung, YounJoon

2015-11-21

We study how dynamic heterogeneity in ionic liquids is affected by the length scale of structural relaxation and the ionic charge distribution by the molecular dynamics simulations performed on two differently charged models of ionic liquid and their uncharged counterpart. In one model of ionic liquid, the charge distribution in the cation is asymmetric, and in the other it is symmetric, while their neutral counterpart has no charge with the ions. It is found that all the models display heterogeneous dynamics, exhibiting subdiffusive dynamics and a nonexponential decay of structural relaxation. We investigate the lifetime of dynamic heterogeneity, τ(dh), in these systems by calculating the three-time correlation functions to find that τ(dh) has in general a power-law behavior with respect to the structural relaxation time, τ(α), i.e., τ(dh) ∝ τ(α)(ζ(dh)). Although the dynamics of the asymmetric-charge model is seemingly more heterogeneous than that of the symmetric-charge model, the exponent is found to be similar, ζ(dh) ≈ 1.2, for all the models studied in this work. The same scaling relation is found regardless of interactions, i.e., with or without Coulomb interaction, and it holds even when the length scale of structural relaxation is long enough to become the Fickian diffusion. This fact indicates that τ(dh) is a distinctive time scale from τ(α), and the dynamic heterogeneity is mainly affected by the short-range interaction and the molecular structure.

Long-Range Memory in Literary Texts: On the Universal Clustering of the Rare Words.

PubMed

Tanaka-Ishii, Kumiko; Bunde, Armin

2016-01-01

A fundamental problem in linguistics is how literary texts can be quantified mathematically. It is well known that the frequency of a (rare) word in a text is roughly inverse proportional to its rank (Zipf's law). Here we address the complementary question, if also the rhythm of the text, characterized by the arrangement of the rare words in the text, can be quantified mathematically in a similar basic way. To this end, we consider representative classic single-authored texts from England/Ireland, France, Germany, China, and Japan. In each text, we classify each word by its rank. We focus on the rare words with ranks above some threshold Q and study the lengths of the (return) intervals between them. We find that for all texts considered, the probability SQ(r) that the length of an interval exceeds r, follows a perfect Weibull-function, SQ(r) = exp(-b(β)rβ), with β around 0.7. The return intervals themselves are arranged in a long-range correlated self-similar fashion, where the autocorrelation function CQ(s) of the intervals follows a power law, CQ(s) ∼ s-γ, with an exponent γ between 0.14 and 0.48. We show that these features lead to a pronounced clustering of the rare words in the text.

Supersonic Jet Exhaust Noise at High Subsonic Flight Speed

NASA Technical Reports Server (NTRS)

Norum, Thomas D.; Garber, Donald P.; Golub, Robert A.; Santa Maria, Odilyn L.; Orme, John S.

2004-01-01

An empirical model to predict the effects of flight on the noise from a supersonic transport is developed. This model is based on an analysis of the exhaust jet noise from high subsonic flights of the F-15 ACTIVE Aircraft. Acoustic comparisons previously attainable only in a wind tunnel were accomplished through the control of both flight operations and exhaust nozzle exit diameter. Independent parametric variations of both flight and exhaust jet Mach numbers at given supersonic nozzle pressure ratios enabled excellent correlations to be made for both jet broadband shock noise and jet mixing noise at flight speeds up to Mach 0.8. Shock noise correlated with flight speed and emission angle through a Doppler factor exponent of about 2.6. Mixing noise at all downstream angles was found to correlate well with a jet relative velocity exponent of about 7.3, with deviations from this behavior only at supersonic eddy convection speeds and at very high flight Mach numbers. The acoustic database from the flight test is also provided.

Shock probes in a one-dimensional Katz-Lebowitz-Spohn model

NASA Astrophysics Data System (ADS)

Chatterjee, Sakuntala; Barma, Mustansir

2008-06-01

We consider shock probes in a one-dimensional driven diffusive medium with nearest-neighbor Ising interaction (KLS model). Earlier studies based on an approximate mapping of the present system to an effective zero-range process concluded that the exponents characterizing the decays of several static and dynamical correlation functions of the probes depend continuously on the strength of the Ising interaction. On the contrary, our numerical simulations indicate that over a substantial range of the interaction strength, these exponents remain constant and their values are the same as in the case of no interaction (when the medium executes an ASEP). We demonstrate this by numerical studies of several dynamical correlation functions for two probes and also for a macroscopic number of probes. Our results are consistent with the expectation that the short-ranged correlations induced by the Ising interaction should not affect the large time and large distance properties of the system, implying that scaling forms remain the same as in the medium with no interactions present.

The Statistical Differences Between the Gridded Temperature Datasets, and its Implications for Stochastic Modelling

NASA Astrophysics Data System (ADS)

Fredriksen, H. B.; Løvsletten, O.; Rypdal, M.; Rypdal, K.

2014-12-01

Several research groups around the world collect instrumental temperature data and combine them in different ways to obtain global gridded temperature fields. The three most well known datasets are HadCRUT4 produced by the Climatic Research Unit and the Met Office Hadley Centre in UK, one produced by NASA GISS, and one produced by NOAA. Recently Berkeley Earth has also developed a gridded dataset. All these four will be compared in our analysis. The statistical properties we will focus on are the standard deviation and the Hurst exponent. These two parameters are sufficient to describe the temperatures as long-range memory stochastic processes; the standard deviation describes the general fluctuation level, while the Hurst exponent relates the strength of the long-term variability to the strength of the short-term variability. A higher Hurst exponent means that the slow variations are stronger compared to the fast, and that the autocovariance function will have a stronger tail. Hence the Hurst exponent gives us information about the persistence or memory of the process. We make use of these data to show that data averaged over a larger area exhibit higher Hurst exponents and lower variance than data averaged over a smaller area, which provides information about the relationship between temporal and spatial correlations of the temperature fluctuations. Interpolation in space has some similarities with averaging over space, although interpolation is more weighted towards the measurement locations. We demonstrate that the degree of spatial interpolation used can explain some differences observed between the variances and memory exponents computed from the various datasets.

Boundary Information Inflow Enhances Correlation in Flocking

NASA Astrophysics Data System (ADS)

Cavagna, Andrea; Giardina, Irene; Ginelli, Francesco

2013-04-01

The most conspicuous trait of collective animal behavior is the emergence of highly ordered structures. Less obvious to the eye, but perhaps more profound a signature of self-organization, is the presence of long-range spatial correlations. Experimental data on starling flocks in 3D show that the exponent ruling the decay of the velocity correlation function, C(r)˜1/rγ, is extremely small, γ≪1. This result can neither be explained by equilibrium field theory nor by off-equilibrium theories and simulations of active systems. Here, by means of numerical simulations and theoretical calculations, we show that a dynamical field applied to the boundary of a set of Heisenberg spins on a 3D lattice gives rise to a vanishing exponent γ, as in starling flocks. The effect of the dynamical field is to create an information inflow from border to bulk that triggers long-range spin-wave modes, thus giving rise to an anomalously long-ranged correlation. The biological origin of this phenomenon can be either exogenous—information produced by environmental perturbations is transferred from boundary to bulk of the flock—or endogenous—the flock keeps itself in a constant state of dynamical excitation that is beneficial to correlation and collective response.

Long-Range Correlations in Sentence Series from A Story of the Stone

PubMed Central

Yang, Tianguang; Gu, Changgui; Yang, Huijie

2016-01-01

A sentence is the natural unit of language. Patterns embedded in series of sentences can be used to model the formation and evolution of languages, and to solve practical problems such as evaluating linguistic ability. In this paper, we apply de-trended fluctuation analysis to detect long-range correlations embedded in sentence series from A Story of the Stone, one of the greatest masterpieces of Chinese literature. We identified a weak long-range correlation, with a Hurst exponent of 0.575±0.002 up to a scale of 104. We used the structural stability to confirm the behavior of the long-range correlation, and found that different parts of the series had almost identical Hurst exponents. We found that noisy records can lead to false results and conclusions, even if the noise covers a limited proportion of the total records (e.g., less than 1%). Thus, the structural stability test is an essential procedure for confirming the existence of long-range correlations, which has been widely neglected in previous studies. Furthermore, a combination of de-trended fluctuation analysis and diffusion entropy analysis demonstrated that the sentence series was generated by a fractional Brownian motion. PMID:27648941

Long-Range Correlations in Sentence Series from A Story of the Stone.

PubMed

Yang, Tianguang; Gu, Changgui; Yang, Huijie

2016-01-01

A sentence is the natural unit of language. Patterns embedded in series of sentences can be used to model the formation and evolution of languages, and to solve practical problems such as evaluating linguistic ability. In this paper, we apply de-trended fluctuation analysis to detect long-range correlations embedded in sentence series from A Story of the Stone, one of the greatest masterpieces of Chinese literature. We identified a weak long-range correlation, with a Hurst exponent of 0.575±0.002 up to a scale of 104. We used the structural stability to confirm the behavior of the long-range correlation, and found that different parts of the series had almost identical Hurst exponents. We found that noisy records can lead to false results and conclusions, even if the noise covers a limited proportion of the total records (e.g., less than 1%). Thus, the structural stability test is an essential procedure for confirming the existence of long-range correlations, which has been widely neglected in previous studies. Furthermore, a combination of de-trended fluctuation analysis and diffusion entropy analysis demonstrated that the sentence series was generated by a fractional Brownian motion.

Measurements of Tc (Q,P): Depression of the Superfluid Transition Temperature by a Heat Current Along the Lambda Line

NASA Technical Reports Server (NTRS)

Liu, Yuan-Ming; Larson, Melora; Israelsson, Ulf

1999-01-01

We report experimental measurements of Tc (Q,P) for heat currents (Q) between I1and 100 micro W/sq cm and pressure (P) between SVP and 15 bar. The measurements were performed in a normal gravity environment, using the low-gravity simulator facility at JPL without the magnet being energized. The sample pressure was controlled to 0.1 micro bar using a hot volume, and a Straty-Adams capacitive pressure gauge. The total volume of helium in the sample cell and the hot volume was held constant using a pneumatic low temperature valve. A melting curve thermometer (MCT) measured the transition temperature (Tc) with a resolution of about 10 nK through a sidewall probe of the thermal conductivity sample cell. We employed the same measurement technique and procedure described by DAS. Preliminary results indicate that Tc (Q,P) depends very little on the pressure in the pressure range between SVP and 15 bar with a variation in the amplitude of Tc(Q,P) of less than about 5% observable in this pressure range. According to the Renormalization-group theory calculation by Haussmann and Dohm, the amplitude of Tc (Q,P) has a leading pressure-dependence term proportional to xi(sub 0) (sup (1/nu)), where xi(sub 0) is the correlation-length amplitude and nu is the correlation-length exponent. Thus, a small pressure dependence of the amplitude of Tc (Q,P) is expected since xi(sub 0) is very weakly dependent on pressure between SVP and 15 bar, consistent with our measurements.

Local Stability of the Trunk in Patients with Degenerative Cerebellar Ataxia During Walking.

PubMed

Chini, Giorgia; Ranavolo, Alberto; Draicchio, Francesco; Casali, Carlo; Conte, Carmela; Martino, Giovanni; Leonardi, Luca; Padua, Luca; Coppola, Gianluca; Pierelli, Francesco; Serrao, Mariano

2017-02-01

This study aims to evaluate trunk local stability in a group of patients with degenerative primary cerebellar ataxia and to correlate it with spatio-temporal parameters, clinical variables, and history of falls. Sixteen patients affected by degenerative cerebellar ataxia and 16 gender- and age-matched healthy adults were studied by means of an inertial sensor to measure trunk kinematics and spatio-temporal parameters during over-ground walking. Trunk local dynamic stability was quantified by the maximum Lyapunov exponent with short data series of the acceleration data. According to this index, low values indicate more stable trunk dynamics, while high values denote less stable trunk dynamics. Disease severity was assessed by means of International Cooperative Ataxia Rating Scale (ICARS) according to which higher values correspond to more severe disease, while lower values correspond to less severe disease.Patients displayed a higher short-term maximum Lyapunov exponent than controls in all three spatial planes, which was correlated with the age, onset of the disease, and history of falls. Furthermore, the maximum Lyapunov exponent was negatively correlated with ICARS balance, ICARS posture, and ICARS total scores.These findings indicate that trunk local stability during gait is lower in patients with cerebellar degenerative ataxia than that in healthy controls and that this may increase the risk of falls. Local dynamic stability of the trunk seems to be an important aspect in patients with ataxia and could be a useful tool in the evaluation of rehabilitative and pharmacological treatment outcomes.

Complex conductivity of oil-contaminated clayey soils

NASA Astrophysics Data System (ADS)

Deng, Yaping; Shi, Xiaoqing; Revil, André; Wu, Jichun; Ghorbani, A.

2018-06-01

Spectral induced polarization (SIP) is considered as a promising tool in environmental investigations. However, few works have done regarding the electrical signature of oil contamination of clayey soils upon induced polarization. Laboratory column experiments plus one sandbox experiment are conducted in this study to investigate the performances of the SIP method in oil-contaminated soils. First, a total of 12 soils are investigated to reveal the influences of water and soil properties on the saturation dependence of the complex conductivity below 100 Hz. Results show that the magnitude of the complex conductivity consistently decreases with decreasing water saturation for all soils samples. The saturation n and quadrature conductivity p exponents tend to increase slightly with increasing water salinity when using a linear conductivity model. The saturation exponent increases marginally with the cation exchange capacity (CEC) and the specific surface area (Ssp) while the quadrature conductivity exponent exhibits a relatively stronger dependence on both CEC and Ssp. For the low CEC soil samples (normally ≤10 meq/100 g), the quadrature conductivity exponent p correlates well with the saturation exponent n using the relationship p = n-1. SIP method is further applied in a sandbox experiment to estimate the saturation distribution and total volume of the oil. Results demonstrate that the SIP method has a great potential for mapping the organic contaminant plume and quantifying the oil volume.

Strong-coupling phases of the spin-orbit-coupled spin-1 Bose-Hubbard chain: Odd-integer Mott lobes and helical magnetic phases

NASA Astrophysics Data System (ADS)

Pixley, J. H.; Cole, William S.; Spielman, I. B.; Rizzi, Matteo; Das Sarma, S.

2017-10-01

We study the odd-integer filled Mott phases of a spin-1 Bose-Hubbard chain and determine their fate in the presence of a Raman induced spin-orbit coupling which has been achieved in ultracold atomic gases; this system is described by a quantum spin-1 chain with a spiral magnetic field. The spiral magnetic field initially induces helical order with either ferromagnetic or dimer order parameters, giving rise to a spiral paramagnet at large field. The spiral ferromagnet-to-paramagnet phase transition is in a universality class with critical exponents associated with the divergence of the correlation length ν ≈2 /3 and the order-parameter susceptibility γ ≈1 /2 . We solve the effective spin model exactly using the density-matrix renormalization group, and compare with both a large-S classical solution and a phenomenological Landau theory. We discuss how these exotic bosonic magnetic phases can be produced and probed in ultracold atomic experiments in optical lattices.

Underlying mathematics in diversification of human olfactory receptors in different loci.

PubMed

Hassan, Sk Sarif; Choudhury, Pabitra Pal; Goswami, Arunava

2013-12-01

As per conservative estimate, approximately 51-105 Olfactory Receptors (ORs) loci are present in human genome occurring in clusters. These clusters are apparently unevenly spread as mosaics over 21 pairs of human chromosomes. Olfactory Receptor (OR) gene families which are thought to have expanded for the need to provide recognition capability for a huge number of pure and complex odorants, form the largest known multigene family in the human genome. Recent studies have shown that 388 full length and 414 OR pseudo-genes are present in these OR genomic clusters. In this paper, the authors report a classification method for all human ORs based on their sequential quantitative information like presence of poly strings of nucleotides bases, long range correlation and so on. An L-System generated sequence has been taken as an input into a star-model of specific subfamily members and resultant sequence has been mapped to a specific OR based on the classification scheme using fractal parameters like Hurst exponent and fractal dimensions.

Interference heating from interactions of shock waves with turbulent boundary layers at Mach 6

NASA Technical Reports Server (NTRS)

Johnson, C. B.; Kaufman, L. G., II

1974-01-01

An experimental investigation of interference heating resulting from interactions of shock waves and turbulent boundary layers was conducted. Pressure and heat-transfer distributions were measured on a flat plate in the free stream and on the wall of the test section of the Langley Mach 6 high Reynolds number tunnel for Reynolds numbers ranging from 2 million to 400 million. Various incident shock strengths were obtained by varying a wedge-shock generator angle (from 10 deg to 15 deg) and by placing a spherical-shock generator at different vertical positions above the instrumented flat plate and tunnel wall. The largest heating-rate amplification factors obtained for completely turbulent boundary layers were 22.1 for the flat plate and 11.6 for the tunnel wall experiments. Maximum heating correlated with peak pressures using a power law with a 0.85 exponent. Measured pressure distributions were compared with those calculated using turbulent free-interaction pressure rise theories, and separation lengths were compared with values calculated by using different methods.

Fluctuation scaling of quotation activities in the foreign exchange market

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro; Nishimura, Maiko; Hołyst, Janusz A.

2010-07-01

We study the scaling behavior of quotation activities for various currency pairs in the foreign exchange market. The components’ centrality is estimated from multiple time series and visualized as a currency pair network. The power-law relationship between a mean of quotation activity and its standard deviation for each currency pair is found. The scaling exponent α and the ratio between common and specific fluctuations η increase with the length of the observation time window Δt. The result means that although for Δt=1 (min), the market dynamics are governed by specific processes, and at a longer time scale Δt>100 (min) the common information flow becomes more important. We point out that quotation activities are not independently Poissonian for Δt=1 (min), and temporally or mutually correlated activities of quotations can happen even at this time scale. A stochastic model for the foreign exchange market based on a bipartite graph representation is proposed.

Revealing mesoscopic structural universality with diffusion

PubMed Central

Novikov, Dmitry S.; Jensen, Jens H.; Helpern, Joseph A.; Fieremans, Els

2014-01-01

Measuring molecular diffusion is widely used for characterizing materials and living organisms noninvasively. This characterization relies on relations between macroscopic diffusion metrics and structure at the mesoscopic scale commensurate with the diffusion length. Establishing such relations remains a fundamental challenge, hindering progress in materials science, porous media, and biomedical imaging. Here we show that the dynamical exponent in the time dependence of the diffusion coefficient distinguishes between the universality classes of the mesoscopic structural complexity. Our approach enables the interpretation of diffusion measurements by objectively selecting and modeling the most relevant structural features. As an example, the specific values of the dynamical exponent allow us to identify the relevant mesoscopic structure affecting MRI-measured water diffusion in muscles and in brain, and to elucidate the structural changes behind the decrease of diffusion coefficient in ischemic stroke. PMID:24706873

Non-Gaussian Nature of Fracture and the Survival of Fat-Tail Exponents

NASA Astrophysics Data System (ADS)

Tallakstad, Ken Tore; Toussaint, Renaud; Santucci, Stephane; Måløy, Knut Jørgen

2013-04-01

We study the fluctuations of the global velocity Vl(t), computed at various length scales l, during the intermittent mode-I propagation of a crack front. The statistics converge to a non-Gaussian distribution, with an asymmetric shape and a fat tail. This breakdown of the central limit theorem (CLT) is due to the diverging variance of the underlying local crack front velocity distribution, displaying a power law tail. Indeed, by the application of a generalized CLT, the full shape of our experimental velocity distribution at large scale is shown to follow the stable Levy distribution, which preserves the power law tail exponent under upscaling. This study aims to demonstrate in general for crackling noise systems how one can infer the complete scale dependence of the activity—and extreme event distributions—by measuring only at a global scale.

Cross-correlations between West Texas Intermediate crude oil and the stock markets of the BRIC

NASA Astrophysics Data System (ADS)

Ma, Feng; Wei, Yu; Huang, Dengshi; Zhao, Lin

2013-11-01

In this paper, we investigate the cross-correlation properties between West Texas Intermediate crude oil and the stock markets of the BRIC. We use not only the qualitative analysis of the cross-correlation test, but also take the quantitative analysis of the MF-DXA, confirming the cross-correlation relationship between West Texas Intermediate crude oil and the stock markets of the BRIC (Brazil, Russia, India and China) respectively, which have strongly multifractal features, and the cross-correlations are more strongly multifractal in the short term than in the long term. Furthermore, based on the multifractal spectrum, we also find the multifractality strength between the crude oil WTI and Chinese stock market is stronger than the multifractality strength of other pairs. Based on the Iraq war (Mar 20, 2003) and the Financial crisis in 2008, we divide sample period into four segments to research the degree of the multifractal (ΔH) and the market efficiency (and the risk). Finally, we employ the technique of the rolling window to calculate the time-varying EI (efficiency index) and dependent on the EI, we can easily observe the change of stock markets. Furthermore, we explore the relationship between bivariate cross-correlation exponents (Hxy(q)) and the generalized Hurst exponents.

Passive advection of a vector field: Anisotropy, finite correlation time, exact solution, and logarithmic corrections to ordinary scaling

NASA Astrophysics Data System (ADS)

Antonov, N. V.; Gulitskiy, N. M.

2015-10-01

In this work we study the generalization of the problem considered in [Phys. Rev. E 91, 013002 (2015), 10.1103/PhysRevE.91.013002] to the case of finite correlation time of the environment (velocity) field. The model describes a vector (e.g., magnetic) field, passively advected by a strongly anisotropic turbulent flow. Inertial-range asymptotic behavior is studied by means of the field theoretic renormalization group and the operator product expansion. The advecting velocity field is Gaussian, with finite correlation time and preassigned pair correlation function. Due to the presence of distinguished direction n , all the multiloop diagrams in this model vanish, so that the results obtained are exact. The inertial-range behavior of the model is described by two regimes (the limits of vanishing or infinite correlation time) that correspond to the two nontrivial fixed points of the RG equations. Their stability depends on the relation between the exponents in the energy spectrum E ∝k⊥1 -ξ and the dispersion law ω ∝k⊥2 -η . In contrast to the well-known isotropic Kraichnan's model, where various correlation functions exhibit anomalous scaling behavior with infinite sets of anomalous exponents, here the corrections to ordinary scaling are polynomials of logarithms of the integral turbulence scale L .

Development of multiscale complexity and multifractality of fetal heart rate variability.

PubMed

Gierałtowski, Jan; Hoyer, Dirk; Tetschke, Florian; Nowack, Samuel; Schneider, Uwe; Zebrowski, Jan

2013-11-01

During fetal development a complex system grows and coordination over multiple time scales is formed towards an integrated behavior of the organism. Since essential cardiovascular and associated coordination is mediated by the autonomic nervous system (ANS) and the ANS activity is reflected in recordable heart rate patterns, multiscale heart rate analysis is a tool predestined for the diagnosis of prenatal maturation. The analyses over multiple time scales requires sufficiently long data sets while the recordings of fetal heart rate as well as the behavioral states studied are themselves short. Care must be taken that the analysis methods used are appropriate for short data lengths. We investigated multiscale entropy and multifractal scaling exponents from 30 minute recordings of 27 normal fetuses, aged between 23 and 38 weeks of gestational age (WGA) during the quiet state. In multiscale entropy, we found complexity lower than that of non-correlated white noise over all 20 coarse graining time scales investigated. Significant maturation age related complexity increase was strongest expressed at scale 2, both using sample entropy and generalized mutual information as complexity estimates. Multiscale multifractal analysis (MMA) in which the Hurst surface h(q,s) is calculated, where q is the multifractal parameter and s is the scale, was applied to the fetal heart rate data. MMA is a method derived from detrended fluctuation analysis (DFA). We modified the base algorithm of MMA to be applicable for short time series analysis using overlapping data windows and a reduction of the scale range. We looked for such q and s for which the Hurst exponent h(q,s) is most correlated with gestational age. We used this value of the Hurst exponent to predict the gestational age based only on fetal heart rate variability properties. Comparison with the true age of the fetus gave satisfying results (error 2.17±3.29 weeks; p<0.001; R(2)=0.52). In addition, we found that the normally used DFA scale range is non-optimal for fetal age evaluation. We conclude that 30 min recordings are appropriate and sufficient for assessing fetal age by multiscale entropy and multiscale multifractal analysis. The predominant prognostic role of scale 2 heart beats for MSE and scale 39 heart beats (at q=-0.7) for MMA cannot be explored neither by single scale complexity measures nor by standard detrended fluctuation analysis. Copyright © 2013 Elsevier B.V. All rights reserved.

Irregular-regular-irregular mixed mode oscillations in a glow discharge plasma

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghosh, Sabuj, E-mail: sabuj.ghosh@saha.ac.in; Shaw, Pankaj Kumar, E-mail: pankaj.shaw@saha.ac.in; Saha, Debajyoti, E-mail: debajyoti.saha@saha.ac.in

2015-05-15

Floating potential fluctuations of a glow discharge plasma are found to exhibit different kinds of mixed mode oscillations. Power spectrum analysis reveals that with change in the nature of the mixed mode oscillation (MMO), there occurs a transfer of power between the different harmonics and subharmonics. The variation in the chaoticity of different types of mmo was observed with the study of Lyapunov exponents. Estimates of correlation dimension and the Hurst exponent suggest that these MMOs are of low dimensional nature with an anti persistent character. Numerical modeling also reflects the experimentally found transitions between the different MMOs.

Long-term Trends in the Solar Wind Proton Measurements

NASA Astrophysics Data System (ADS)

Elliott, Heather A.; McComas, David J.; DeForest, Craig E.

2016-11-01

We examine the long-term time evolution (1965-2015) of the relationships between solar wind proton temperature (T p) and speed (V p) and between the proton density (n p) and speed using OMNI solar wind observations taken near Earth. We find a long-term decrease in the proton temperature-speed (T p-V p) slope that lasted from 1972 to 2010, but has been trending upward since 2010. Since the solar wind proton density-speed (n p-V p) relationship is not linear like the T p-V p relationship, we perform power-law fits for n p-V p. The exponent (steepness in the n p-V p relationship) is correlated with the solar cycle. This exponent has a stronger correlation with current sheet tilt angle than with sunspot number because the sunspot number maxima vary considerably from cycle to cycle and the tilt angle maxima do not. To understand this finding, we examined the average n p for different speed ranges, and found that for the slow wind n p is highly correlated with the sunspot number, with a lag of approximately four years. The fast wind n p variation was less, but in phase with the cycle. This phase difference may contribute to the n p-V p exponent correlation with the solar cycle. These long-term trends are important since empirical formulas based on fits to T p and V p data are commonly used to identify interplanetary coronal mass ejections, but these formulas do not include any time dependence. Changes in the solar wind density over a solar cycle will create corresponding changes in the near-Earth space environment and the overall extent of the heliosphere.

An explanation of the relationship between mass, metabolic rate and characteristic length for placental mammals

PubMed Central

2015-01-01

The Mass, Metabolism and Length Explanation (MMLE) was advanced in 1984 to explain the relationship between metabolic rate and body mass for birds and mammals. This paper reports on a modernized version of MMLE. MMLE deterministically computes the absolute value of Basal Metabolic Rate (BMR) and body mass for individual animals. MMLE is thus distinct from other examinations of these topics that use species-averaged data to estimate the parameters in a statistically best fit power law relationship such as BMR = a(bodymass)b. Beginning with the proposition that BMR is proportional to the number of mitochondria in an animal, two primary equations are derived that compute BMR and body mass as functions of an individual animal’s characteristic length and sturdiness factor. The characteristic length is a measureable skeletal length associated with an animal’s means of propulsion. The sturdiness factor expresses how sturdy or gracile an animal is. Eight other parameters occur in the equations that vary little among animals in the same phylogenetic group. The present paper modernizes MMLE by explicitly treating Froude and Strouhal dynamic similarity of mammals’ skeletal musculature, revising the treatment of BMR and using new data to estimate numerical values for the parameters that occur in the equations. A mass and length data set with 575 entries from the orders Rodentia, Chiroptera, Artiodactyla, Carnivora, Perissodactyla and Proboscidea is used. A BMR and mass data set with 436 entries from the orders Rodentia, Chiroptera, Artiodactyla and Carnivora is also used. With the estimated parameter values MMLE can calculate characteristic length and sturdiness factor values so that every BMR and mass datum from the BMR and mass data set can be computed exactly. Furthermore MMLE can calculate characteristic length and sturdiness factor values so that every body mass and length datum from the mass and length data set can be computed exactly. Whether or not MMLE can calculate a sturdiness factor value so that an individual animal’s BMR and body mass can be simultaneously computed given its characteristic length awaits analysis of a data set that simultaneously reports all three of these items for individual animals. However for many of the addressed MMLE homogeneous groups, MMLE can predict the exponent obtained by regression analysis of the BMR and mass data using the exponent obtained by regression analysis of the mass and length data. This argues that MMLE may be able to accurately simultaneously compute BMR and mass for an individual animal. PMID:26355655

Anomalous scaling of passive scalar fields advected by the Navier-Stokes velocity ensemble: effects of strong compressibility and large-scale anisotropy.

PubMed

Antonov, N V; Kostenko, M M

2014-12-01

The field theoretic renormalization group and the operator product expansion are applied to two models of passive scalar quantities (the density and the tracer fields) advected by a random turbulent velocity field. The latter is governed by the Navier-Stokes equation for compressible fluid, subject to external random force with the covariance ∝δ(t-t')k(4-d-y), where d is the dimension of space and y is an arbitrary exponent. The original stochastic problems are reformulated as multiplicatively renormalizable field theoretic models; the corresponding renormalization group equations possess infrared attractive fixed points. It is shown that various correlation functions of the scalar field, its powers and gradients, demonstrate anomalous scaling behavior in the inertial-convective range already for small values of y. The corresponding anomalous exponents, identified with scaling (critical) dimensions of certain composite fields ("operators" in the quantum-field terminology), can be systematically calculated as series in y. The practical calculation is performed in the leading one-loop approximation, including exponents in anisotropic contributions. It should be emphasized that, in contrast to Gaussian ensembles with finite correlation time, the model and the perturbation theory presented here are manifestly Galilean covariant. The validity of the one-loop approximation and comparison with Gaussian models are briefly discussed.

Comparison of the Scaling Properties of EUV Intensity Fluctuations in Coronal Holes to those in Regions of Quiet Sun

NASA Astrophysics Data System (ADS)

Cadavid, Ana Cristina; Lawrence, John K.; Jennings, Peter John

2017-08-01

We investigate the scaling properties of EUV intensity fluctuations seen in low-latitude coronal holes (CH) and in regions of Quiet Sun (QS), in signals obtained with the SDO/AIA instrument in the 193 Å waveband. Contemporaneous time series in the 171 and 211 Å wavebands are used for comparison among emissions at different heights in the transition region and low corona. Potential-field extrapolations of contemporaneous SDO/HMI line-of-sight magnetic fields provide a context in the physical environment. Detrended fluctuation analysis (DFA) shows that the variance of the fluctuations obeys a power-law as a function of temporal scales with periods in the range ~15-60 min. This scaling is characterized by a generalized Hurst exponent α. In QS regions, and in regions within CHs that include magnetic bipoles, the scaling exponent lies in the range 1.0 < α < 1.5, and it thus corresponds to anti-correlated, turbulent-like, dynamical processes. Regions inside the coronal holes primarily associated with magnetic field of a dominant single polarity, have a generalized exponent (0.5 < α < 1) corresponding to positively correlated (“persistent”) processes. The results indicate the influence of the magnetic fields on the dynamics of the emission.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise

NASA Astrophysics Data System (ADS)

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ -stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α . We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ -stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

Scaling characteristics of one-dimensional fractional diffusion processes in the presence of power-law distributed random noise.

PubMed

Nezhadhaghighi, Mohsen Ghasemi

2017-08-01

Here, we present results of numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy-tailed probability distribution functions. Assuming that the distribution function of the random fluctuations obeys Lévy statistics with a power-law scaling exponent, we investigate the fractional diffusion equation in the presence of μ-stable Lévy noise. We study the scaling properties of the global width and two-point correlation functions and then compare the analytical and numerical results for the growth exponent β and the roughness exponent α. We also investigate the fractional Fokker-Planck equation for heavy-tailed random fluctuations. We show that the fractional diffusion processes in the presence of μ-stable Lévy noise display special scaling properties in the probability distribution function (PDF). Finally, we numerically study the scaling properties of the heavy-tailed random fluctuations by using the diffusion entropy analysis. This method is based on the evaluation of the Shannon entropy of the PDF generated by the random fluctuations, rather than on the measurement of the global width of the process. We apply the diffusion entropy analysis to extract the growth exponent β and to confirm the validity of our numerical analysis.

A unifying principle underlying the extracellular field potential spectral responses in the human cortex

PubMed Central

Podvalny, Ella; Noy, Niv; Harel, Michal; Bickel, Stephan; Chechik, Gal; Schroeder, Charles E.; Mehta, Ashesh D.; Tsodyks, Misha

2015-01-01

Electrophysiological mass potentials show complex spectral changes upon neuronal activation. However, it is unknown to what extent these complex band-limited changes are interrelated or, alternatively, reflect separate neuronal processes. To address this question, intracranial electrocorticograms (ECoG) responses were recorded in patients engaged in visuomotor tasks. We found that in the 10- to 100-Hz frequency range there was a significant reduction in the exponent χ of the 1/fχ component of the spectrum associated with neuronal activation. In a minority of electrodes showing particularly high activations the exponent reduction was associated with specific band-limited power modulations: emergence of a high gamma (80–100 Hz) and a decrease in the alpha (9–12 Hz) peaks. Importantly, the peaks' height was correlated with the 1/fχ exponent on activation. Control simulation ruled out the possibility that the change in 1/fχ exponent was a consequence of the analysis procedure. These results reveal a new global, cross-frequency (10–100 Hz) neuronal process reflected in a significant reduction of the power spectrum slope of the ECoG signal. PMID:25855698

An Analytical Solution and Numerical Modeling Study of Gas Hydrate Saturation Effects on Porosity and Permeability of Porous Media

NASA Astrophysics Data System (ADS)

Zerpa, L.; Gao, F.; Wang, S.

2017-12-01

There are two major types of natural gas hydrate distributions in porous media: pore filling and contact cementing. The difference between these two distribution types is related to hydrate nucleation and growth processes. In the pore filling distribution, hydrate nucleates from a gas-dissolved aqueous phase at the grain boundary and grows away from grain contacts and surfaces into the pore space. In the contact cementing distribution, hydrate nucleates and grows at the gas-water interface and at intergranular contacts. Previous attempts to correlate changes on porosity and permeability during hydrate formation/dissociation were based on the length difference between the pore body and pore throat, and only considered contact cementing hydrate distribution. This work consists of a study of mathematical models of permeability and porosity as a function of gas hydrate saturation during formation and dissociation of gas hydrates in porous media. In this work, first we derive the permeability equation for the pore filling hydrate deposition as a function of hydrate saturation. Then, a more comprehensive model considering both types of gas hydrate deposition is developed to represent changes in permeability and porosity during hydrate formation and dissociation. This resulted in a model that combines pore filling and contact cementing deposition types in the same reservoir. Finally, the TOUGH+Hydrate numerical reservoir simulator was modified to include these models to analyze the response of production and saturation during a depressurization process, considering different combinations of pore filling and contact cementing hydrate distributions. The empirical exponent used in the permeability adjustment factor model influences both production profile and saturation results. This empirical factor describes the permeability dependence to changes in porosity caused by solid phase formation in the porous medium. The use of the permeability exponent decreases the permeability of the system for a given hydrate saturation, which affects the hydraulic performance of the system. However, from published experimental work, there is only a rough estimation of this permeability exponent. This factor could be represented with an empirical equation if more laboratory and field data becomes available.

Anomalous elasticity, fluctuations and disorder in elastic membranes

NASA Astrophysics Data System (ADS)

Le Doussal, Pierre; Radzihovsky, Leo

2018-05-01

Motivated by freely suspended graphene and polymerized membranes in soft and biological matter we present a detailed study of a tensionless elastic sheet in the presence of thermal fluctuations and quenched disorder. The manuscript is based on an extensive draft dating back to 1993, that was circulated privately. It presents the general theoretical framework and calculational details of numerous results, partial forms of which have been published in brief Letters (Le Doussal and Radzihovsky, 1992; 1993). The experimental realization atom-thin graphene sheets (Novoselov et al., 2004) have driven a resurgence in this fascinating subject, making our dated predictions and their detailed derivations timely. To this end we analyze the statistical mechanics of a generalized D-dimensional elastic "membrane" embedded in d dimensions using a self-consistent screening approximation (SCSA), that has proved to be unprecedentedly accurate in this system, exact in three complementary limits: (i) d → ∞, (ii) D → 4, and (iii) D = d. Focusing on the critical "flat" phase, for a homogeneous two-dimensional (D = 2) membrane embedded in three dimensions (d = 3), we predict its universal roughness exponent ζ = 0 . 590, length-scale dependent elastic moduli exponents η = 0 . 821 and ηu = 0 . 358, and an anomalous Poisson ratio, σ = - 1 / 3. In the presence of random uncorrelated heterogeneity the membrane exhibits a glassy wrinkled ground state, characterized by ζ‧ = 0 . 775 ,η‧ = 0 . 449, ηu‧ = 1 . 101 and a Poisson ratio σ‧ = - 1 / 3. Motivated by a number of physical realizations (charged impurities, disclinations and dislocations) we also study power-law correlated quenched disorder that leads to a variety of distinct glassy wrinkled phases. Finally, neglecting self-avoiding interaction we demonstrate that at high temperature a "phantom" sheet undergoes a continuous crumpling transition, characterized by a radius of gyration exponent, ν = 0 . 732 and η = 0 . 535. Many of these universal predictions have received considerable support from simulations. We hope that this detailed presentation of the SCSA theory will be useful to further theoretical developments and corresponding experimental investigations on freely suspended graphene.

Shoreline Position Dynamics: Measurement and Analysis

NASA Astrophysics Data System (ADS)

Barton, C. C.; Rigling, B.; Hunter, N.; Tebbens, S. F.

2012-12-01

The dynamics of sandy shoreline position is a fundamental property of complex beach face processes and is characterized by the power scaling exponent. Spectral analysis was performed on the temporal position of four sandy shorelines extracted from four shore perpendicular profiles each resurveyed approximately seven times per year over twenty-seven years at the Field Research Facility (FRF) by the U.S. Army Corps of Engineers, located at Kitty Hawk, NC. The four shorelines we studied are mean-higher-high-water (MHHW), mean-high-water (MHW), and mean-low-water (MLW) and mean-lower-low-water (MLLW) with elevations of 0.75m, 0.65m, -0.33m, and -0.37m respectively, relative to the NGVD29 geodetic datum. Spectral analysis used to quantify scaling exponents requires data evenly spaced in time. Our previous studies of shoreline dynamics used the Lomb Periodogram method for spectral analysis, which we now show does not return the correct scaling exponent for unevenly spaced data. New to this study is the use of slotted resampling and a linear predictor to construct an evenly spaced data set from an unevenly spaced data set which has been shown with synthetic data to return correct values of the scaling exponents. A periodogram linear regression (PLR) estimate is used to determine the scaling exponent β of the constructed evenly spaced time series. This study shows that sandy shoreline position exhibits nonlinear self-affine dynamics through time. The times series of each of the four shorelines has scaling exponents ranging as follows: MHHW, β = 1.3-2.2; MHW, β = 1.3-2.1; MLW, β = 1.2-1.6; and MLLW, β = 1.2-1.6. Time series with β greater than 1 are non-stationary (mean and standard deviation are not constant through time) and are increasingly internally correlated with increasing β. The range of scaling exponents of the MLW and MLLW shorelines, near β = 1.5, is indicative of a diffusion process. The range of scaling exponents for the MHW and MHHW shorelines indicates spatially variable dynamics higher on the beach face.

Scaling behaviors of precipitation over China

NASA Astrophysics Data System (ADS)

Jiang, Lei; Li, Nana; Zhao, Xia

2017-04-01

Scaling behaviors in the precipitation time series derived from 1951 to 2009 over China are investigated by detrended fluctuation analysis (DFA) method. The results show that there exists long-term memory for the precipitation time series in some stations, where the values of the scaling exponent α are less than 0.62, implying weak persistence characteristics. The values of scaling exponent in other stations indicate random behaviors. In addition, the scaling exponent α in precipitation records varies from station to station over China. A numerical test is made to verify the significance in DFA exponents by shuffling the data records many times. We think it is significant when the values of scaling exponent before shuffled precipitation records are larger than the interval threshold for 95 % confidence level after shuffling precipitation records many times. By comparison, the daily precipitation records exhibit weak positively long-range correlation in a power law fashion mainly at the stations taking on zonal distributions in south China, upper and middle reaches of the Yellow River, northern part of northeast China. This may be related to the subtropical high. Furthermore, the values of scaling exponent which cannot pass the significance test do not show a clear distribution pattern. It seems that the stations are mainly distributed in coastal areas, southwest China, and southern part of north China. In fact, many complicated factors may affect the scaling behaviors of precipitation such as the system of the east and south Asian monsoon, the interaction between sea and land, and the big landform of the Tibetan Plateau. These results may provide a better prerequisite to long-term predictor of precipitation time series for different regions over China.

FAST TRACK COMMUNICATION: Suppressing anomalous diffusion by cooperation

NASA Astrophysics Data System (ADS)

Dybiec, Bartłomiej

2010-08-01

Within a continuous time random walk scenario we consider a motion of a complex of particles which moves coherently. The motion of every particle is characterized by the waiting time and jump length distributions which are of the power-law type. Due to the interactions between particles it is assumed that the waiting time is adjusted to the shortest or to the longest waiting time. Analogously, the jump length is adjusted to the shortest or to the longest jump length. We show that adjustment to the shortest waiting time can suppress the subdiffusive behavior even in situations when the exponent characterizing the waiting time distribution assures subdiffusive motion of a single particle. Finally, we demonstrate that the characteristic of the motion depends on the number of particles building a complex.

Mapping two-dimensional polar active fluids to two-dimensional soap and one-dimensional sandblasting

NASA Astrophysics Data System (ADS)

Chen, Leiming; Lee, Chiu Fan; Toner, John

2016-07-01

Active fluids and growing interfaces are two well-studied but very different non-equilibrium systems. Each exhibits non-equilibrium behaviour distinct from that of their equilibrium counterparts. Here we demonstrate a surprising connection between these two: the ordered phase of incompressible polar active fluids in two spatial dimensions without momentum conservation, and growing one-dimensional interfaces (that is, the 1+1-dimensional Kardar-Parisi-Zhang equation), in fact belong to the same universality class. This universality class also includes two equilibrium systems: two-dimensional smectic liquid crystals, and a peculiar kind of constrained two-dimensional ferromagnet. We use these connections to show that two-dimensional incompressible flocks are robust against fluctuations, and exhibit universal long-ranged, anisotropic spatio-temporal correlations of those fluctuations. We also thereby determine the exact values of the anisotropy exponent ζ and the roughness exponents χx,y that characterize these correlations.

Mapping two-dimensional polar active fluids to two-dimensional soap and one-dimensional sandblasting.

PubMed

Chen, Leiming; Lee, Chiu Fan; Toner, John

2016-07-25

Active fluids and growing interfaces are two well-studied but very different non-equilibrium systems. Each exhibits non-equilibrium behaviour distinct from that of their equilibrium counterparts. Here we demonstrate a surprising connection between these two: the ordered phase of incompressible polar active fluids in two spatial dimensions without momentum conservation, and growing one-dimensional interfaces (that is, the 1+1-dimensional Kardar-Parisi-Zhang equation), in fact belong to the same universality class. This universality class also includes two equilibrium systems: two-dimensional smectic liquid crystals, and a peculiar kind of constrained two-dimensional ferromagnet. We use these connections to show that two-dimensional incompressible flocks are robust against fluctuations, and exhibit universal long-ranged, anisotropic spatio-temporal correlations of those fluctuations. We also thereby determine the exact values of the anisotropy exponent ζ and the roughness exponents χx,y that characterize these correlations.

Anomalous diffusion on a random comblike structure

NASA Astrophysics Data System (ADS)

Havlin, Shlomo; Kiefer, James E.; Weiss, George H.

1987-08-01

We have recently studied a random walk on a comblike structure as an analog of diffusion on a fractal structure. In our earlier work, the comb was assumed to have a deterministic structure, the comb having teeth of infinite length. In the present paper we study diffusion on a one-dimensional random comb, the length of whose teeth are random variables with an asymptotic stable law distribution φ(L)~L-(1+γ) where 0<γ<=1. Two mean-field methods are used for the analysis, one based on the continuous-time random walk, and the second a self-consistent scaling theory. Both lead to the same conclusions. We find that the diffusion exponent characterizing the mean-square displacement along the backbone of the comb is dw=4/(1+γ) for γ<1 and dw=2 for γ>=1. The probability of being at the origin at time t is P0(t)~t-ds/2 for large t with ds=(3-γ)/2 for γ<1 and ds=1 for γ>1. When a field is applied along the backbone of the comb the diffusion exponent is dw=2/(1+γ) for γ<1 and dw=1 for γ>=1. The theoretical results are confirmed using the exact enumeration method.

Allometric relationships between traveltime channel networks, convex hulls, and convexity measures

NASA Astrophysics Data System (ADS)

Tay, Lea Tien; Sagar, B. S. Daya; Chuah, Hean Teik

2006-06-01

The channel network (S) is a nonconvex set, while its basin [C(S)] is convex. We remove open-end points of the channel connectivity network iteratively to generate a traveltime sequence of networks (Sn). The convex hulls of these traveltime networks provide an interesting topological quantity, which has not been noted thus far. We compute lengths of shrinking traveltime networks L(Sn) and areas of corresponding convex hulls C(Sn), the ratios of which provide convexity measures CM(Sn) of traveltime networks. A statistically significant scaling relationship is found for a model network in the form L(Sn) ˜ A[C(Sn)]0.57. From the plots of the lengths of these traveltime networks and the areas of their corresponding convex hulls as functions of convexity measures, new power law relations are derived. Such relations for a model network are CM(Sn) ˜ ? and CM(Sn) ˜ ?. In addition to the model study, these relations for networks derived from seven subbasins of Cameron Highlands region of Peninsular Malaysia are provided. Further studies are needed on a large number of channel networks of distinct sizes and topologies to understand the relationships of these new exponents with other scaling exponents that define the scaling structure of river networks.

Experimental study of attached splitter plate effects on the wake of a circular cylinder using finite-time Lyapunov exponents

NASA Astrophysics Data System (ADS)

Brooks, Seth; Green, Melissa

2017-11-01

Two-component planar particle image velocimetry (PIV) and surface pressure were used to investigate the effects of an attached splitter plate on the formation and shedding of vortices from a circular cylinder. The instantaneous velocity data is phase averaged using the surface pressure. One of the tools used to visualize and characterize the flow is finite-time Lyapunov exponent (FTLE). This is a Lagrangian technique that identifies local separation. Prior literature shows that the addition of an attached splitter plate alters the classic von Kármán vortex shedding and that splitter plates longer than a certain length suppress the periodic shedding. A separate study proposes that the shedding of a vortex from a circular cylinder is characterized by a hyperbolic saddle leaving the vicinity of the surface and that the shedding time can be identified in real time using a surface pressure. In this study, the effects of splitter plates on the vortex shedding will be investigated where the plate will range in length from 1.5 D to 5.5 D , where D is the diameter of the cylinder. The FTLE and wake structure results will be compared with those found in previous studies that investigated the wake of bluff bodies with and without splitter plates.

Stochastic modeling of a serial killer

PubMed Central

Simkin, M.V.; Roychowdhury, V.P.

2014-01-01

We analyze the time pattern of the activity of a serial killer, who during twelve years had murdered 53 people. The plot of the cumulative number of murders as a function of time is of “Devil’s staircase” type. The distribution of the intervals between murders (step length) follows a power law with the exponent of 1.4. We propose a model according to which the serial killer commits murders when neuronal excitation in his brain exceeds certain threshold. We model this neural activity as a branching process, which in turn is approximated by a random walk. As the distribution of the random walk return times is a power law with the exponent 1.5, the distribution of the inter-murder intervals is thus explained. We illustrate analytical results by numerical simulation. Time pattern activity data from two other serial killers further substantiate our analysis. PMID:24721476

Stochastic modeling of a serial killer.

PubMed

Simkin, M V; Roychowdhury, V P

2014-08-21

We analyze the time pattern of the activity of a serial killer, who during 12 years had murdered 53 people. The plot of the cumulative number of murders as a function of time is of "Devil's staircase" type. The distribution of the intervals between murders (step length) follows a power law with the exponent of 1.4. We propose a model according to which the serial killer commits murders when neuronal excitation in his brain exceeds certain threshold. We model this neural activity as a branching process, which in turn is approximated by a random walk. As the distribution of the random walk return times is a power law with the exponent 1.5, the distribution of the inter-murder intervals is thus explained. We illustrate analytical results by numerical simulation. Time pattern activity data from two other serial killers further substantiate our analysis. Copyright © 2014 Elsevier Ltd. All rights reserved.

Multifractality in plasma edge electrostatic turbulence

NASA Astrophysics Data System (ADS)

Neto, C. Rodrigues; Guimarães-Filho, Z. O.; Caldas, I. L.; Nascimento, I. C.; Kuznetsov, Yu. K.

2008-08-01

Plasma edge turbulence in Tokamak Chauffage Alfvén Brésilien (TCABR) [R. M. O. Galvão et al., Plasma Phys. Contr. Fusion 43, 1181 (2001)] is investigated for multifractal properties of the fluctuating floating electrostatic potential measured by Langmuir probes. The multifractality in this signal is characterized by the full multifractal spectra determined by applying the wavelet transform modulus maxima. In this work, the dependence of the multifractal spectrum with the radial position is presented. The multifractality degree inside the plasma increases with the radial position reaching a maximum near the plasma edge and becoming almost constant in the scrape-off layer. Comparisons between these results with those obtained for random test time series with the same Hurst exponents and data length statistically confirm the reported multifractal behavior. Moreover, the persistence of these signals, characterized by their Hurst exponent, present radial profile similar to the deterministic component estimated from analysis based on dynamical recurrences.

Neuronal Spike Timing Adaptation Described with a Fractional Leaky Integrate-and-Fire Model

PubMed Central

Teka, Wondimu; Marinov, Toma M.; Santamaria, Fidel

2014-01-01

The voltage trace of neuronal activities can follow multiple timescale dynamics that arise from correlated membrane conductances. Such processes can result in power-law behavior in which the membrane voltage cannot be characterized with a single time constant. The emergent effect of these membrane correlations is a non-Markovian process that can be modeled with a fractional derivative. A fractional derivative is a non-local process in which the value of the variable is determined by integrating a temporal weighted voltage trace, also called the memory trace. Here we developed and analyzed a fractional leaky integrate-and-fire model in which the exponent of the fractional derivative can vary from 0 to 1, with 1 representing the normal derivative. As the exponent of the fractional derivative decreases, the weights of the voltage trace increase. Thus, the value of the voltage is increasingly correlated with the trajectory of the voltage in the past. By varying only the fractional exponent, our model can reproduce upward and downward spike adaptations found experimentally in neocortical pyramidal cells and tectal neurons in vitro. The model also produces spikes with longer first-spike latency and high inter-spike variability with power-law distribution. We further analyze spike adaptation and the responses to noisy and oscillatory input. The fractional model generates reliable spike patterns in response to noisy input. Overall, the spiking activity of the fractional leaky integrate-and-fire model deviates from the spiking activity of the Markovian model and reflects the temporal accumulated intrinsic membrane dynamics that affect the response of the neuron to external stimulation. PMID:24675903

Anomalous scaling of a passive scalar advected by the Navier-Stokes velocity field: two-loop approximation.

PubMed

Adzhemyan, L Ts; Antonov, N V; Honkonen, J; Kim, T L

2005-01-01

The field theoretic renormalization group and operator-product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the Navier-Stokes equation, subject to an external random stirring force with the correlation function proportional to delta(t- t')k(4-d-2epsilon). It is shown that the scalar field is intermittent already for small epsilon, its structure functions display anomalous scaling behavior, and the corresponding exponents can be systematically calculated as series in epsilon. The practical calculation is accomplished to order epsilon2 (two-loop approximation), including anisotropic sectors. As for the well-known Kraichnan rapid-change model, the anomalous scaling results from the existence in the model of composite fields (operators) with negative scaling dimensions, identified with the anomalous exponents. Thus the mechanism of the origin of anomalous scaling appears similar for the Gaussian model with zero correlation time and the non-Gaussian model with finite correlation time. It should be emphasized that, in contrast to Gaussian velocity ensembles with finite correlation time, the model and the perturbation theory discussed here are manifestly Galilean covariant. The relevance of these results for real passive advection and comparison with the Gaussian models and experiments are briefly discussed.

Instantaneous variance scaling of AIRS thermodynamic profiles using a circular area Monte Carlo approach

NASA Astrophysics Data System (ADS)

Dorrestijn, Jesse; Kahn, Brian H.; Teixeira, João; Irion, Fredrick W.

2018-05-01

Satellite observations are used to obtain vertical profiles of variance scaling of temperature (T) and specific humidity (q) in the atmosphere. A higher spatial resolution nadir retrieval at 13.5 km complements previous Atmospheric Infrared Sounder (AIRS) investigations with 45 km resolution retrievals and enables the derivation of power law scaling exponents to length scales as small as 55 km. We introduce a variable-sized circular-area Monte Carlo methodology to compute exponents instantaneously within the swath of AIRS that yields additional insight into scaling behavior. While this method is approximate and some biases are likely to exist within non-Gaussian portions of the satellite observational swaths of T and q, this method enables the estimation of scale-dependent behavior within instantaneous swaths for individual tropical and extratropical systems of interest. Scaling exponents are shown to fluctuate between β = -1 and -3 at scales ≥ 500 km, while at scales ≤ 500 km they are typically near β ≈ -2, with q slightly lower than T at the smallest scales observed. In the extratropics, the large-scale β is near -3. Within the tropics, however, the large-scale β for T is closer to -1 as small-scale moist convective processes dominate. In the tropics, q exhibits large-scale β between -2 and -3. The values of β are generally consistent with previous works of either time-averaged spatial variance estimates, or aircraft observations that require averaging over numerous flight observational segments. The instantaneous variance scaling methodology is relevant for cloud parameterization development and the assessment of time variability of scaling exponents.

Second-order structure function in high-resolution DNSs of turbulence - Where is the inertial subrange?

NASA Astrophysics Data System (ADS)

Ishihara, Takashi; Kaneda, Yukio; Morishita, Koji; Yokokawa, Mitsuo; Uno, Atsuya

2017-11-01

We report some results of a series of high resolution direct numerical simulations (DNSs) of forced incompressible isotropic turbulence with up to 122883 grid points and Taylor microscale Reynolds number Rλ 2300 . The DNSs show that there exists a scale range, approximately at 100 < r / η < 600 (η is the Kolmogorov length scale), where the second-order longitudinal velocity structure function fits well to a simple power-law scaling with respect to the distance r between the two points. However, the magnitude of the structure function depends on Rλ, i.e., the structure function normalized by the mean rate of energy dissipation and r is not independent of Rλ nor the viscosity. This implies that the range at 100 < r / η < 600 and Rλ up to 2300 is not the `inertial subrange', whose statistics are assumed to be independent from viscosity or Rλ in many turbulence theories. The measured exponents are to be not confused with those in the `inertial subrange': the constancy of the scaling exponent of a structure function in a certain range does not necessarily mean that the measured exponent is the scaling exponent in the `inertial subrange'. This yields a question, ``Where is the `inertial subrange' in experiments and DNSs?'' This study used the computational resources of the K computer provided by the RIKEN AICS through the HPCI System Research projects (ID:hp160102 and ID:hp170087). This research was partly supported by JSPS KAKENHI (S)16H06339 and (B) 15H03603.

Mixing of passive tracers in the decay Batchelor regime of a channel flow

NASA Astrophysics Data System (ADS)

Jun, Yonggun; Steinberg, Victor

2010-12-01

We report detailed quantitative studies of passive scalar mixing in a curvilinear channel flow, where elastic turbulence in a dilute polymer solution of high molecular weight polyacrylamide in a high viscosity water-sugar solvent was achieved. For quantitative investigation of mixing, a detailed study of the profiles of mean longitudinal and radial components of the velocity in the channel as a function of Wi was carried out. Besides, a maximum of the average value as well as a rms of the longitudinal velocity was used to determine the threshold of the elastic instability in the channel flow. The rms of the radial derivatives of the longitudinal and radial velocity components was utilized to define the control parameters of the problem, the Weissenberg Wiloc and the Péclet Pe numbers. The main result of these studies is the quantitative test of the theoretical prediction about the value of the mixing length in the decay Batchelor regime. The experiment shows large quantitative discrepancy, more than 200 times in the value of the coefficient C, which appears in the theoretical expression for the mixing length, but with the predicted scaling relation. There are two possible reasons to this discrepancy. First is the assumption made in the theory about the δ-correlated velocity field, which is in odds with the experimental observations. Second, and probably a more relevant suggestion for the significantly increased mixing length and thus reduced mixing efficiency, is the observed jets, the rare, localized, and vigorous ejection of the scalar trapped near the wall, which protrudes into the peripheral region as well as the bulk. They are first found in the recent numerical calculations and then observed in the experiment reported. The jets definitely strongly reduce the mixing efficiency in particular in the peripheral region and so can lead to considerable increase of the mixing length. We hope that this result will initiate further numerical calculations of the mixing length. Finally, we analyze statistical properties of the mixing in the decay Batchelor regime by studying the power spectra, the decay exponents scaling, the structure functions of a tracer and moments of PDF of passive scalar increments, and the temporal and spatial correlation functions and find rather satisfactory agreement with theory.

Statistical analysis of financial returns for a multiagent order book model of asset trading

NASA Astrophysics Data System (ADS)

Preis, Tobias; Golke, Sebastian; Paul, Wolfgang; Schneider, Johannes J.

2007-07-01

We recently introduced a realistic order book model [T. Preis , Europhys. Lett. 75, 510 (2006)] which is able to generate the stylized facts of financial markets. We analyze this model in detail, explain the consequences of the use of different groups of traders, and focus on the foundation of a nontrivial Hurst exponent based on the introduction of a market trend. Our order book model supports the theoretical argument that a nontrivial Hurst exponent implies not necessarily long-term correlations. A coupling of the order placement depth to the market trend can produce fat tails, which can be described by a truncated Lévy distribution.

DNA bubble dynamics as a quantum Coulomb problem.

PubMed

Fogedby, Hans C; Metzler, Ralf

2007-02-16

We study the dynamics of denaturation bubbles in double-stranded DNA. Demonstrating that the associated Fokker-Planck equation is equivalent to a Coulomb problem, we derive expressions for the bubble survival distribution W(t). Below Tm, W(t) is associated with the continuum of scattering states of the repulsive Coulomb potential. At Tm, the Coulomb potential vanishes and W(t) assumes a power-law tail with nontrivial dynamic exponents: the critical exponent of the entropy loss factor may cause a finite mean lifetime. Above Tm (attractive potential), the long-time dynamics is controlled by the lowest bound state. Correlations and finite size effects are discussed.

Electrostatic potential jump across fast-mode collisionless shocks

NASA Technical Reports Server (NTRS)

Mandt, M. E.; Kan, J. R.

1991-01-01

The electrostatic potential jump across fast-mode collisionless shocks is examined by comparing published observations, hybrid simulations, and a simple model, in order to better characterize its dependence on the various shock parameters. In all three, it is assumed that the electrons can be described by an isotropic power-law equation of state. The observations show that the cross-shock potential jump correlates well with the shock strength but shows very little correlation with other shock parameters. Assuming that the electrons obey an isotropic power law equation of state, the correlation of the potential jump with the shock strength follows naturally from the increased shock compression and an apparent dependence of the power law exponent on the Mach number which the observations indicate. It is found that including a Mach number dependence for the power law exponent in the electron equation of state in the simple model produces a potential jump which better fits the observations. On the basis of the simulation results and theoretical estimates of the cross-shock potential, it is discussed how the cross-shock potential might be expected to depend on the other shock parameters.

Quantum quench of Kondo correlations in optical absorption.

PubMed

Latta, C; Haupt, F; Hanl, M; Weichselbaum, A; Claassen, M; Wuester, W; Fallahi, P; Faelt, S; Glazman, L; von Delft, J; Türeci, H E; Imamoglu, A

2011-06-29

The interaction between a single confined spin and the spins of an electron reservoir leads to one of the most remarkable phenomena of many-body physics--the Kondo effect. Electronic transport measurements on single artificial atoms, or quantum dots, have made it possible to study the effect in great detail. Here we report optical measurements on a single semiconductor quantum dot tunnel-coupled to a degenerate electron gas which show that absorption of a single photon leads to an abrupt change in the system Hamiltonian and a quantum quench of Kondo correlations. By inferring the characteristic power-law exponents from the experimental absorption line shapes, we find a unique signature of the quench in the form of an Anderson orthogonality catastrophe, induced by a vanishing overlap between the initial and final many-body wavefunctions. We show that the power-law exponent that determines the degree of orthogonality can be tuned using an external magnetic field, which unequivocally demonstrates that the observed absorption line shape originates from Kondo correlations. Our experiments demonstrate that optical measurements on single artificial atoms offer new perspectives on many-body phenomena previously studied using transport spectroscopy only.

How big, and how long-lasting, will an extreme burst above threshold be ? Lessons from self-organised criticality

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Chapman, S. C.; Hnat, B.

2011-12-01

The idea that there might not be a typical scale for energy release in some space physics systems is a relatively new one [see e.g. mini-review of early work in Freeman and Watkins, Science, 2002; & Aschwanden, Self Organized Criticality (SOC) in Astrophysics, Springer, 2011]. In part it resulted from the widespread approximate fractality seen elsewhere in nature. SOC was introduced by Bak et al [PRL, 1987] as a physical explanation of such widespread space-time fractality. SOC inspired the introduction into magnetospheric physics of "burst" diagnostics by Takalo [1993] & Consolini [1996]. These quantified events in a time series by "size" (integrated area above a fixed threshold) and "duration", and revealed a long tailed population of events across a broad range of sizes, subsequently also seen in solar wind drivers like Akasofu's epsilon function [Freeman et al, PRE & GRL, 2000]. Spatiotemporal bursts have an interest beyond SOC, however. Estimating the probability of a burst of a given size and duration bears directly on the problem of correlated extreme events, or "bunched black swans" [e.g. Watkins et al, EGU, 2011 presentation at the URL below]. With a view both to space physics and this wider context we here consider an interesting development of the burst idea made by Uritsky et al [GRL, 2001]. These authors adapted the spatiotemporal spreading exponent [e.g. Marro & Dickman, Nonequilibrium phase transitions in lattice models, 1999], calculating a superposed epoch average of surviving activity in bursts after their first excursion above a threshold. In a 1D time series, the 1-minute AL auroral index (averaged over 5 minutes), they found scaling behaviour up to ~ 2 hours. We investigate the relationships between exponents found by this method and other, more widely known exponents governing a fractal (or multifractal) time series such as the self-similarity exponent H and long-range dependence exponent d. We conclude by discussing the applications of these techniques to problems such as the forecasting the probability of a single short-lived large burst versus that of a long correlated sequence of more moderate exceedences above a threshold.

Long-range temporal correlations in the Kardar-Parisi-Zhang growth: numerical simulations

NASA Astrophysics Data System (ADS)

Song, Tianshu; Xia, Hui

2016-11-01

To analyze long-range temporal correlations in surface growth, we study numerically the (1  +  1)-dimensional Kardar-Parisi-Zhang (KPZ) equation driven by temporally correlated noise, and obtain the scaling exponents based on two different numerical methods. Our simulations show that the numerical results are in good agreement with the dynamic renormalization group (DRG) predictions, and are also consistent with the simulation results of the ballistic deposition (BD) model.

Recurrence plot statistics and the effect of embedding

NASA Astrophysics Data System (ADS)

March, T. K.; Chapman, S. C.; Dendy, R. O.

2005-01-01

Recurrence plots provide a graphical representation of the recurrent patterns in a timeseries, the quantification of which is a relatively new field. Here we derive analytical expressions which relate the values of key statistics, notably determinism and entropy of line length distribution, to the correlation sum as a function of embedding dimension. These expressions are obtained by deriving the transformation which generates an embedded recurrence plot from an unembedded plot. A single unembedded recurrence plot thus provides the statistics of all possible embedded recurrence plots. If the correlation sum scales exponentially with embedding dimension, we show that these statistics are determined entirely by the exponent of the exponential. This explains the results of Iwanski and Bradley [J.S. Iwanski, E. Bradley, Recurrence plots of experimental data: to embed or not to embed? Chaos 8 (1998) 861-871] who found that certain recurrence plot statistics are apparently invariant to embedding dimension for certain low-dimensional systems. We also examine the relationship between the mutual information content of two timeseries and the common recurrent structure seen in their recurrence plots. This allows time-localized contributions to mutual information to be visualized. This technique is demonstrated using geomagnetic index data; we show that the AU and AL geomagnetic indices share half their information, and find the timescale on which mutual features appear.

Many-body localization in Ising models with random long-range interactions

NASA Astrophysics Data System (ADS)

Li, Haoyuan; Wang, Jia; Liu, Xia-Ji; Hu, Hui

2016-12-01

We theoretically investigate the many-body localization phase transition in a one-dimensional Ising spin chain with random long-range spin-spin interactions, Vi j∝|i-j |-α , where the exponent of the interaction range α can be tuned from zero to infinitely large. By using exact diagonalization, we calculate the half-chain entanglement entropy and the energy spectral statistics and use them to characterize the phase transition towards the many-body localization phase at infinite temperature and at sufficiently large disorder strength. We perform finite-size scaling to extract the critical disorder strength and the critical exponent of the divergent localization length. With increasing α , the critical exponent experiences a sharp increase at about αc≃1.2 and then gradually decreases to a value found earlier in a disordered short-ranged interacting spin chain. For α <αc , we find that the system is mostly localized and the increase in the disorder strength may drive a transition between two many-body localized phases. In contrast, for α >αc , the transition is from a thermalized phase to the many-body localization phase. Our predictions could be experimentally tested with an ion-trap quantum emulator with programmable random long-range interactions, or with randomly distributed Rydberg atoms or polar molecules in lattices.

Synthesis, crystal structure and high temperature phase transition in the new organic-inorganic hybrid [N(C4H9)4]3Zn2Cl7H2O crystals

NASA Astrophysics Data System (ADS)

Ben Gzaiel, Malika; Oueslati, Abderrazek; Lhoste, Jérôme; Gargouri, Mohamed; Bulou, Alain

2015-06-01

The present paper accounts for the synthesis, crystal structure, differential scanning calorimetry and vibrational spectroscopy of a new compound tri-tetrabutylammonium heptachloro-dizincate (I) grown at room temperature by slow evaporation of aqueous solution. From X-ray diffraction data collected at room temperature, it is concluded that it crystallizes in the monoclinic system (P21/n space group) containing ZnCl42- and ZnCl3H2O1- tetrahedra. The atomic arrangement can be described by an alternation of organic and organic-inorganic layers stacked along the c direction. Differential scanning calorimetry (DSC) in the range 250-450 K disclosed a reversible structural phase transition of order-disorder type at 358 K, prior to the melting at 395 K. The temperature dependence of the Raman spectra of [N(C4H9)4]3Zn2Cl7H2O single crystals was studied in the spectral range 100-3500 cm-1 and for temperatures between 300 and 386 K. The most important changes are observed for the line at 261 cm-1 issued from ν1(ZnCl4). The analysis of the wavenumber, intensity and the line width based on an order-disorder model allowed to obtain information relative to the activation energy and the correlation length. The decrease of the activation energy with increasing temperature has been interpreted in term of a change in the re-orientation motion of the anionic parts. The assumption of cluster fluctuations also allowed the critical exponents to be obtained for the transition δ = 0.011 and the correlation length ξ0 = 598 Å.

MULTI-WAVELENGTH OBSERVATIONS OF THE SPATIO-TEMPORAL EVOLUTION OF SOLAR FLARES WITH AIA/SDO. I. UNIVERSAL SCALING LAWS OF SPACE AND TIME PARAMETERS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aschwanden, Markus J.; Zhang, Jie; Liu, Kai, E-mail: aschwanden@lmsal.com, E-mail: jzhang7@gmu.edu

2013-09-20

We extend a previous statistical solar flare study of 155 GOES M- and X-class flares observed with AIA/SDO to all seven coronal wavelengths (94, 131, 171, 193, 211, 304, and 335 Å) to test the wavelength dependence of scaling laws and statistical distributions. Except for the 171 and 193 Å wavelengths, which are affected by EUV dimming caused by coronal mass ejections (CMEs), we find near-identical size distributions of geometric (lengths L, flare areas A, volumes V, and fractal dimension D{sub 2}), temporal (flare durations T), and spatio-temporal parameters (diffusion coefficient κ, spreading exponent β, and maximum expansion velocities v{submore » max}) in different wavelengths, which are consistent with the universal predictions of the fractal-diffusive avalanche model of a slowly driven, self-organized criticality (FD-SOC) system, i.e., N(L)∝L {sup –3}, N(A)∝A {sup –2}, N(V)∝V {sup –5/3}, N(T)∝T {sup –2}, and D{sub 2} = 3/2, for a Euclidean dimension d = 3. Empirically, we find also a new strong correlation κ∝L {sup 0.94±0.01} and the three-parameter scaling law L∝κ T {sup 0.1}, which is more consistent with the logistic-growth model than with classical diffusion. The findings suggest long-range correlation lengths in the FD-SOC system that operate in the vicinity of a critical state, which could be used for predictions of individual extreme events. We find also that eruptive flares (with accompanying CMEs) have larger volumes V, longer flare durations T, higher EUV and soft X-ray fluxes, and somewhat larger diffusion coefficients κ than confined flares (without CMEs)« less

Contrasting scaling properties of interglacial and glacial climates

PubMed Central

Shao, Zhi-Gang; Ditlevsen, Peter D.

2016-01-01

Understanding natural climate variability is essential for assessments of climate change. This is reflected in the scaling properties of climate records. The scaling exponents of the interglacial and the glacial climates are fundamentally different. The Holocene record is monofractal, with a scaling exponent H∼0.7. On the contrary, the glacial record is multifractal, with a significantly higher scaling exponent H∼1.2, indicating a longer persistence time and stronger nonlinearities in the glacial climate. The glacial climate is dominated by the strong multi-millennial Dansgaard–Oeschger (DO) events influencing the long-time correlation. However, by separately analysing the last glacial maximum lacking DO events, here we find the same scaling for that period as for the full glacial period. The unbroken scaling thus indicates that the DO events are part of the natural variability and not externally triggered. At glacial time scales, there is a scale break to a trivial scaling, contrasting the DO events from the similarly saw-tooth-shaped glacial cycles. PMID:26980084

Inhomogeneous growth of fluctuations of concentration of inertial particles in channel turbulence

NASA Astrophysics Data System (ADS)

Fouxon, Itzhak; Schmidt, Lukas; Ditlevsen, Peter; van Reeuwijk, Maarten; Holzner, Markus

2018-06-01

We study the growth of concentration fluctuations of weakly inertial particles in the turbulent channel flow starting with a smooth initial distribution. The steady-state concentration is singular and multifractal so the growth describes the increasingly rugged structure of the distribution. We demonstrate that inhomogeneity influences the growth of concentration fluctuations profoundly. For homogeneous turbulence the growth is exponential and is fully determined by Kolmogorov scale eddies.We derive lognormality of the statistics in this case. The growth exponents of the moments are proportional to the sum of Lyapunov exponents, which is quadratic in the small inertia of the particles. In contrast, for inhomogeneous turbulence the growth is linear in inertia. It involves correlations of inertial range and viscous scale eddies that turn the growth into a stretched exponential law with exponent three halves. We demonstrate using direct numerical simulations that the resulting growth rate can differ by orders of magnitude over channel height. This strong variation might have relevance in the planetary boundary layer.

Dispersive Sachdev-Ye-Kitaev model: Band structure and quantum chaos

NASA Astrophysics Data System (ADS)

Zhang, Pengfei

2017-11-01

The Sachdev-Ye-Kitaev (SYK) model is a concrete model for a non-Fermi liquid with maximally chaotic behavior in (0 +1 ) dimensions. In order to gain some insights into real materials in higher dimensions where fermions could hop between different sites, here we consider coupling a SYK lattice by constant hopping. We call this the dispersive SYK model. Focusing on (1 +1 ) -dimensional homogeneous hopping, by either tuning the temperature or the relative strength of the random interaction (hopping) and constant hopping, we find a crossover between a dispersive metal to an incoherent metal, where the dynamic exponent z changes from 1 to ∞ . We study the crossover by calculating the spectral function, charge density correlator, and the Lyapunov exponent. We further find the Lyapunov exponent becomes larger when the chemical potential is tuned to approach a van Hove singularity because of the large density of states near the Fermi surface. The effect of the topological nontrivial bands is also discussed.

Inhomogeneous distribution of water droplets in cloud turbulence

NASA Astrophysics Data System (ADS)

Fouxon, Itzhak; Park, Yongnam; Harduf, Roei; Lee, Changhoon

2015-09-01

We consider sedimentation of small particles in the turbulent flow where fluid accelerations are much smaller than acceleration of gravity g . The particles are dragged by the flow by linear friction force. We demonstrate that the pair-correlation function of particles' concentration diverges with decreasing separation as a power law with negative exponent. This manifests fractal distribution of particles in space. We find that the exponent is proportional to ratio of integral of energy spectrum of turbulence times the wave number over g . The proportionality coefficient is a universal number independent of particle size. We derive the spectrum of Lyapunov exponents that describes the evolution of small patches of particles. It is demonstrated that particles separate dominantly in the horizontal plane. This provides a theory for the recently observed vertical columns formed by the particles. We confirm the predictions by direct numerical simulations of Navier-Stokes turbulence. The predictions include conditions that hold for water droplets in warm clouds thus providing a tool for the prediction of rain formation.

Power-law decay exponents: A dynamical criterion for predicting thermalization

NASA Astrophysics Data System (ADS)

Távora, Marco; Torres-Herrera, E. J.; Santos, Lea F.

2017-01-01

From the analysis of the relaxation process of isolated lattice many-body quantum systems quenched far from equilibrium, we deduce a criterion for predicting when they are certain to thermalize. It is based on the algebraic behavior ∝t-γ of the survival probability at long times. We show that the value of the power-law exponent γ depends on the shape and filling of the weighted energy distribution of the initial state. Two scenarios are explored in detail: γ ≥2 and γ <1 . Exponents γ ≥2 imply that the energy distribution of the initial state is ergodically filled and the eigenstates are uncorrelated, so thermalization is guaranteed to happen. In this case, the power-law behavior is caused by bounds in the energy spectrum. Decays with γ <1 emerge when the energy eigenstates are correlated and signal lack of ergodicity. They are typical of systems undergoing localization due to strong onsite disorder and are found also in clean integrable systems.

Long-Range Memory in Literary Texts: On the Universal Clustering of the Rare Words

PubMed Central

2016-01-01

A fundamental problem in linguistics is how literary texts can be quantified mathematically. It is well known that the frequency of a (rare) word in a text is roughly inverse proportional to its rank (Zipf’s law). Here we address the complementary question, if also the rhythm of the text, characterized by the arrangement of the rare words in the text, can be quantified mathematically in a similar basic way. To this end, we consider representative classic single-authored texts from England/Ireland, France, Germany, China, and Japan. In each text, we classify each word by its rank. We focus on the rare words with ranks above some threshold Q and study the lengths of the (return) intervals between them. We find that for all texts considered, the probability SQ(r) that the length of an interval exceeds r, follows a perfect Weibull-function, SQ(r) = exp(−b(β)rβ), with β around 0.7. The return intervals themselves are arranged in a long-range correlated self-similar fashion, where the autocorrelation function CQ(s) of the intervals follows a power law, CQ(s) ∼ s−γ, with an exponent γ between 0.14 and 0.48. We show that these features lead to a pronounced clustering of the rare words in the text. PMID:27893737

The Structure and Evolution of Buyer-Supplier Networks

PubMed Central

Mizuno, Takayuki; Souma, Wataru; Watanabe, Tsutomu

2014-01-01

In this paper, we investigate the structure and evolution of customer-supplier networks in Japan using a unique dataset that contains information on customer and supplier linkages for more than 500,000 incorporated non-financial firms for the five years from 2008 to 2012. We find, first, that the number of customer links is unequal across firms; the customer link distribution has a power-law tail with an exponent of unity (i.e., it follows Zipf's law). We interpret this as implying that competition among firms to acquire new customers yields winners with a large number of customers, as well as losers with fewer customers. We also show that the shortest path length for any pair of firms is, on average, 4.3 links. Second, we find that link switching is relatively rare. Our estimates indicate that the survival rate per year for customer links is 92 percent and for supplier links 93 percent. Third and finally, we find that firm growth rates tend to be more highly correlated the closer two firms are to each other in a customer-supplier network (i.e., the smaller is the shortest path length for the two firms). This suggests that a non-negligible portion of fluctuations in firm growth stems from the propagation of microeconomic shocks – shocks affecting only a particular firm – through customer-supplier chains. PMID:25000368

The structure and evolution of buyer-supplier networks.

PubMed

Mizuno, Takayuki; Souma, Wataru; Watanabe, Tsutomu

2014-01-01

In this paper, we investigate the structure and evolution of customer-supplier networks in Japan using a unique dataset that contains information on customer and supplier linkages for more than 500,000 incorporated non-financial firms for the five years from 2008 to 2012. We find, first, that the number of customer links is unequal across firms; the customer link distribution has a power-law tail with an exponent of unity (i.e., it follows Zipf's law). We interpret this as implying that competition among firms to acquire new customers yields winners with a large number of customers, as well as losers with fewer customers. We also show that the shortest path length for any pair of firms is, on average, 4.3 links. Second, we find that link switching is relatively rare. Our estimates indicate that the survival rate per year for customer links is 92 percent and for supplier links 93 percent. Third and finally, we find that firm growth rates tend to be more highly correlated the closer two firms are to each other in a customer-supplier network (i.e., the smaller is the shortest path length for the two firms). This suggests that a non-negligible portion of fluctuations in firm growth stems from the propagation of microeconomic shocks - shocks affecting only a particular firm - through customer-supplier chains.

Drying and wetting transitions of a Lennard-Jones fluid: Simulations and density functional theory

NASA Astrophysics Data System (ADS)

Evans, Robert; Stewart, Maria C.; Wilding, Nigel B.

2017-07-01

We report a theoretical and simulation study of the drying and wetting phase transitions of a truncated Lennard-Jones fluid at a flat structureless wall. Binding potential calculations predict that the nature of these transitions depends on whether the wall-fluid attraction has a long ranged (LR) power law decay or is instead truncated, rendering it short ranged (SR). Using grand canonical Monte Carlo simulation and classical density functional theory, we examine both cases in detail. We find that for the LR case wetting is first order, while drying is continuous (critical) and occurs exactly at zero attractive wall strength, i.e., in the limit of a hard wall. In the SR case, drying is also critical but the order of the wetting transition depends on the truncation range of the wall-fluid potential. We characterize the approach to critical drying and wetting in terms of the density and local compressibility profiles and via the finite-size scaling properties of the probability distribution of the overall density. For the LR case, where the drying point is known exactly, this analysis allows us to estimate the exponent ν∥, which controls the parallel correlation length, i.e., the extent of vapor bubbles at the wall. Surprisingly, the value we obtain is over twice that predicted by mean field and renormalization group calculations, despite the fact that our three dimensional system is at the upper critical dimension where mean field theory for critical exponents is expected to hold. Possible reasons for this discrepancy are discussed in the light of fresh insights into the nature of near critical finite-size effects.

Drying and wetting transitions of a Lennard-Jones fluid: Simulations and density functional theory.

PubMed

Evans, Robert; Stewart, Maria C; Wilding, Nigel B

2017-07-28

We report a theoretical and simulation study of the drying and wetting phase transitions of a truncated Lennard-Jones fluid at a flat structureless wall. Binding potential calculations predict that the nature of these transitions depends on whether the wall-fluid attraction has a long ranged (LR) power law decay or is instead truncated, rendering it short ranged (SR). Using grand canonical Monte Carlo simulation and classical density functional theory, we examine both cases in detail. We find that for the LR case wetting is first order, while drying is continuous (critical) and occurs exactly at zero attractive wall strength, i.e., in the limit of a hard wall. In the SR case, drying is also critical but the order of the wetting transition depends on the truncation range of the wall-fluid potential. We characterize the approach to critical drying and wetting in terms of the density and local compressibility profiles and via the finite-size scaling properties of the probability distribution of the overall density. For the LR case, where the drying point is known exactly, this analysis allows us to estimate the exponent ν ∥ , which controls the parallel correlation length, i.e., the extent of vapor bubbles at the wall. Surprisingly, the value we obtain is over twice that predicted by mean field and renormalization group calculations, despite the fact that our three dimensional system is at the upper critical dimension where mean field theory for critical exponents is expected to hold. Possible reasons for this discrepancy are discussed in the light of fresh insights into the nature of near critical finite-size effects.

Two-Dimensional SIR Epidemics with Long Range Infection

NASA Astrophysics Data System (ADS)

Grassberger, Peter

2013-10-01

We extend a recent study of susceptible-infected-removed epidemic processes with long range infection (referred to as I in the following) from 1-dimensional lattices to lattices in two dimensions. As in I we use hashing to simulate very large lattices for which finite size effects can be neglected, in spite of the assumed power law p( x)˜| x|- σ-2 for the probability that a site can infect another site a distance vector x apart. As in I we present detailed results for the critical case, for the supercritical case with σ=2, and for the supercritical case with 0< σ<2. For the latter we verify the stretched exponential growth of the infected cluster with time predicted by M. Biskup. For σ=2 we find generic power laws with σ-dependent exponents in the supercritical phase, but no Kosterlitz-Thouless (KT) like critical point as in 1-d. Instead of diverging exponentially with the distance from the critical point, the correlation length increases with an inverse power, as in an ordinary critical point. Finally we study the dependence of the critical exponents on σ in the regime 0< σ<2, and compare with field theoretic predictions. In particular we discuss in detail whether the critical behavior for σ slightly less than 2 is in the short range universality class, as conjectured recently by F. Linder et al. As in I we also consider a modified version of the model where only some of the contacts are long range, the others being between nearest neighbors. If the number of the latter reaches the percolation threshold, the critical behavior is changed but the supercritical behavior stays qualitatively the same.

Conduction mechanism in bismuth silicate glasses containing titanium

NASA Astrophysics Data System (ADS)

Dult, Meenakshi; Kundu, R. S.; Murugavel, S.; Punia, R.; Kishore, N.

2014-11-01

Bismuth silicate glasses mixed with different concentrations of titanium dioxide having compositions xTiO2-(60-x)Bi2O3-40SiO2 with x=0, 5, 10, 15 and 20 were prepared by the normal melt quench technique. The frequency dependence of the ac electrical conductivity of different compositions of titanium bismuth silicate glasses has been studied in the frequency range 10-1 Hz to 10 MHz and in the temperature range 623-703 K. The temperature and frequency dependent conductivity is found to obey Jonscher's universal power law for all the compositions of titanium bismuth silicate glass system. The dc conductivity (σdc), so called crossover frequency (ωH), and frequency exponent (s) have been estimated from the fitting of experimental data of ac conductivity with Jonscher's universal power law. Enthalpy to dissociate the cation from its original site next to a charge compensating center (Hf) and enthalpy of migration (Hm) have also been estimated. The conductivity data have been analyzed in terms of different theoretical models to determine the possible conduction mechanism. Analysis of the conductivity data and the frequency exponent shows that the correlated barrier hopping of electrons between Ti3+ and Ti4+ ions in the glasses is the most favorable mechanism for ac conduction. The temperature dependent dc conductivity has been analyzed in the framework of theoretical variable range hopping model (VRH) proposed by Mott which describe the hopping conduction in disordered semiconducting systems. The various polaron hopping parameters have also been deduced. Mott's VRH model is found to be in good agreement with experimental data and the values of inverse localization length of s-like wave function (α) obtained by this model with modifications suggested by Punia et al. are close to the ones reported for a number of oxide glasses.

Quantum Bound to Chaos and the Semiclassical Limit

NASA Astrophysics Data System (ADS)

Kurchan, Jorge

2018-06-01

We discuss the quantum bound on chaos in the context of the free propagation of a particle in an arbitrarily curved surface at low temperatures. The semiclassical calculation of the Lyapunov exponent can be performed in much the same way as the corresponding one for the `Loschmidt echo'. The bound appears here as the impossibility to scatter a wave, by effect of the curvature, over characteristic lengths smaller than the deBroglie wavelength.

Multiple regression and inverse moments improve the characterization of the spatial scaling behavior of daily streamflows in the Southeast United States

USGS Publications Warehouse

Farmer, William H.; Over, Thomas M.; Vogel, Richard M.

2015-01-01

Understanding the spatial structure of daily streamflow is essential for managing freshwater resources, especially in poorly-gaged regions. Spatial scaling assumptions are common in flood frequency prediction (e.g., index-flood method) and the prediction of continuous streamflow at ungaged sites (e.g. drainage-area ratio), with simple scaling by drainage area being the most common assumption. In this study, scaling analyses of daily streamflow from 173 streamgages in the southeastern US resulted in three important findings. First, the use of only positive integer moment orders, as has been done in most previous studies, captures only the probabilistic and spatial scaling behavior of flows above an exceedance probability near the median; negative moment orders (inverse moments) are needed for lower streamflows. Second, assessing scaling by using drainage area alone is shown to result in a high degree of omitted-variable bias, masking the true spatial scaling behavior. Multiple regression is shown to mitigate this bias, controlling for regional heterogeneity of basin attributes, especially those correlated with drainage area. Previous univariate scaling analyses have neglected the scaling of low-flow events and may have produced biased estimates of the spatial scaling exponent. Third, the multiple regression results show that mean flows scale with an exponent of one, low flows scale with spatial scaling exponents greater than one, and high flows scale with exponents less than one. The relationship between scaling exponents and exceedance probabilities may be a fundamental signature of regional streamflow. This signature may improve our understanding of the physical processes generating streamflow at different exceedance probabilities. 

Effective Power-Law Dependence of Lyapunov Exponents on the Central Mass in Galaxies

NASA Technical Reports Server (NTRS)

Delis, N.; Efthymiopoulos, C.; Kalapotharakos, C.

2015-01-01

Using both numerical and analytical approaches, we demonstrate the existence of an effective power-law relation L alpha m(sup p) between themean Lyapunov exponent L of stellar orbits chaotically scattered by a supermassive black hole (BH) in the centre of a galaxy and the mass parameter m, i.e. ratio of the mass of the BH over the mass of the galaxy. The exponent p is found numerically to obtain values in the range p approximately equals 0.3-0.5. We propose a theoretical interpretation of these exponents, based on estimates of local 'stretching numbers', i.e. local Lyapunov exponents at successive transits of the orbits through the BH's sphere of influence. We thus predict p = 2/3 - q with q approximately equaling 0.1-0.2. Our basic model refers to elliptical galaxy models with a central core. However, we find numerically that an effective power-law scaling of L with m holds also in models with central cusp, beyond a mass scale up to which chaos is dominated by the influence of the cusp itself. We finally show numerically that an analogous law exists also in disc galaxies with rotating bars. In the latter case, chaotic scattering by the BH affects mainly populations of thick tube-like orbits surrounding some low-order branches of the x(sub 1) family of periodic orbits, as well as its bifurcations at low-order resonances, mainly the inner Lindblad resonance and the 4/1 resonance. Implications of the correlations between L and m to determining the rate of secular evolution of galaxies are discussed.

Chaotic Bohmian trajectories for stationary states

NASA Astrophysics Data System (ADS)

Cesa, Alexandre; Martin, John; Struyve, Ward

2016-09-01

In Bohmian mechanics, the nodes of the wave function play an important role in the generation of chaos. However, so far, most of the attention has been on moving nodes; little is known about the possibility of chaos in the case of stationary nodes. We address this question by considering stationary states, which provide the simplest examples of wave functions with stationary nodes. We provide examples of stationary wave functions for which there is chaos, as demonstrated by numerical computations, for one particle moving in three spatial dimensions and for two and three entangled particles in two dimensions. Our conclusion is that the motion of the nodes is not necessary for the generation of chaos. What is important is the overall complexity of the wave function. That is, if the wave function, or rather its phase, has a complex spatial variation, it will lead to complex Bohmian trajectories and hence to chaos. Another aspect of our work concerns the average Lyapunov exponent, which quantifies the overall amount of chaos. Since it is very hard to evaluate the average Lyapunov exponent analytically, which is often computed numerically, it is useful to have simple quantities that agree well with the average Lyapunov exponent. We investigate possible correlations with quantities such as the participation ratio and different measures of entanglement, for different systems and different families of stationary wave functions. We find that these quantities often tend to correlate to the amount of chaos. However, the correlation is not perfect, because, in particular, these measures do not depend on the form of the basis states used to expand the wave function, while the amount of chaos does.

Structures and Intermittency in a Passive Scalar Model

NASA Astrophysics Data System (ADS)

Vergassola, M.; Mazzino, A.

1997-09-01

Perturbative expansions for intermittency scaling exponents in the Kraichnan passive scalar model [Phys. Rev. Lett. 72, 1016 (1994)] are investigated. A one-dimensional compressible model is considered for this purpose. High resolution Monte Carlo simulations using an Ito approach adapted to an advecting velocity field with a very short correlation time are performed and lead to clean scaling behavior for passive scalar structure functions. Perturbative predictions for the scaling exponents around the Gaussian limit of the model are derived as in the Kraichnan model. Their comparison with the simulations indicates that the scale-invariant perturbative scheme correctly captures the inertial range intermittency corrections associated with the intense localized structures observed in the dynamics.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Elliott, Heather A.; McComas, David J.; DeForest, Craig E.

We examine the long-term time evolution (1965–2015) of the relationships between solar wind proton temperature ( T {sub p}) and speed ( V {sub p}) and between the proton density ( n {sub p}) and speed using OMNI solar wind observations taken near Earth. We find a long-term decrease in the proton temperature–speed ( T {sub p}– V {sub p}) slope that lasted from 1972 to 2010, but has been trending upward since 2010. Since the solar wind proton density–speed ( n {sub p}– V {sub p}) relationship is not linear like the T {sub p}– V {sub p} relationship,more » we perform power-law fits for n {sub p}– V {sub p}. The exponent (steepness in the n {sub p}– V {sub p} relationship) is correlated with the solar cycle. This exponent has a stronger correlation with current sheet tilt angle than with sunspot number because the sunspot number maxima vary considerably from cycle to cycle and the tilt angle maxima do not. To understand this finding, we examined the average n {sub p} for different speed ranges, and found that for the slow wind n {sub p} is highly correlated with the sunspot number, with a lag of approximately four years. The fast wind n {sub p} variation was less, but in phase with the cycle. This phase difference may contribute to the n {sub p}– V {sub p} exponent correlation with the solar cycle. These long-term trends are important since empirical formulas based on fits to T {sub p} and V {sub p} data are commonly used to identify interplanetary coronal mass ejections, but these formulas do not include any time dependence. Changes in the solar wind density over a solar cycle will create corresponding changes in the near-Earth space environment and the overall extent of the heliosphere.« less

Mapping of the Bak, Tang, and Wiesenfeld sandpile model on a two-dimensional Ising-correlated percolation lattice to the two-dimensional self-avoiding random walk

NASA Astrophysics Data System (ADS)

Cheraghalizadeh, J.; Najafi, M. N.; Dashti-Naserabadi, H.; Mohammadzadeh, H.

2017-11-01

The self-organized criticality on the random fractal networks has many motivations, like the movement pattern of fluid in the porous media. In addition to the randomness, introducing correlation between the neighboring portions of the porous media has some nontrivial effects. In this paper, we consider the Ising-like interactions between the active sites as the simplest method to bring correlations in the porous media, and we investigate the statistics of the BTW model in it. These correlations are controlled by the artificial "temperature" T and the sign of the Ising coupling. Based on our numerical results, we propose that at the Ising critical temperature Tc the model is compatible with the universality class of two-dimensional (2D) self-avoiding walk (SAW). Especially the fractal dimension of the loops, which are defined as the external frontier of the avalanches, is very close to DfSAW=4/3 . Also, the corresponding open curves has conformal invariance with the root-mean-square distance Rrms˜t3 /4 (t being the parametrization of the curve) in accordance with the 2D SAW. In the finite-size study, we observe that at T =Tc the model has some aspects compatible with the 2D BTW model (e.g., the 1 /log(L ) -dependence of the exponents of the distribution functions) and some in accordance with the Ising model (e.g., the 1 /L -dependence of the fractal dimensions). The finite-size scaling theory is tested and shown to be fulfilled for all statistical observables in T =Tc . In the off-critical temperatures in the close vicinity of Tc the exponents show some additional power-law behaviors in terms of T -Tc with some exponents that are reported in the text. The spanning cluster probability at the critical temperature also scales with L1/2, which is different from the regular 2D BTW model.

Scaling Exponents in Financial Markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Kim, Cheol-Hyun; Kim, Soo Yong

2007-03-01

We study the dynamical behavior of four exchange rates in foreign exchange markets. A detrended fluctuation analysis (DFA) is applied to detect the long-range correlation embedded in the non-stationary time series. It is for our case found that there exists a persistent long-range correlation in volatilities, which implies the deviation from the efficient market hypothesis. Particularly, the crossover is shown to exist in the scaling behaviors of the volatilities.

Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches

NASA Astrophysics Data System (ADS)

Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Mensi, Walid; Kumar, Ronald Ravinesh

2017-04-01

This study examines the power law properties of 11 US credit and stock markets at the industry level. We use multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA) to first investigate the relative efficiency of credit and stock markets and then evaluate the mutual interdependence between CDS-equity market pairs. The scaling exponents of the MF-DFA approach suggest that CDS markets are relatively more inefficient than their equity counterparts. However, Banks and Financial credit markets are relatively more efficient. Basic Materials (both CDS and equity indices) is the most inefficient sector of the US economy. The cross-correlation exponents obtained through MF-DXA also suggest that the relationship of the CDS and equity sectors within and across markets is multifractal for all pairs. Within the CDS market, Basic Materials is the most dependent sector, whereas equity market sectors can be divided into two distinct groups based on interdependence. The pair-wise dependence between Basic Materials sector CDSs and the equity index is also the highest. The degree of cross-correlation shows that the sectoral pairs of CDS and equity markets belong to a persistent cross-correlated series within selected time intervals.

Altered fractal dynamics of gait: reduced stride-interval correlations with aging and Huntington's disease

NASA Technical Reports Server (NTRS)

Hausdorff, J. M.; Mitchell, S. L.; Firtion, R.; Peng, C. K.; Cudkowicz, M. E.; Wei, J. Y.; Goldberger, A. L.

1997-01-01

Fluctuations in the duration of the gait cycle (the stride interval) display fractal dynamics and long-range correlations in healthy young adults. We hypothesized that these stride-interval correlations would be altered by changes in neurological function associated with aging and certain disease states. To test this hypothesis, we compared the stride-interval time series of 1) healthy elderly subjects and young controls and of 2) subjects with Huntington's disease and healthy controls. Using detrended fluctuation analysis we computed alpha, a measure of the degree to which one stride interval is correlated with previous and subsequent intervals over different time scales. The scaling exponent alpha was significantly lower in elderly subjects compared with young subjects (elderly: 0.68 +/- 0.14; young: 0.87 +/- 0.15; P < 0.003). The scaling exponent alpha was also smaller in the subjects with Huntington's disease compared with disease-free controls (Huntington's disease: 0.60 +/- 0.24; controls: 0.88 +/-0.17; P < 0.005). Moreover, alpha was linearly related to degree of functional impairment in subjects with Huntington's disease (r = 0.78, P < 0.0005). These findings demonstrate that strike-interval fluctuations are more random (i.e., less correlated) in elderly subjects and in subjects with Huntington's disease. Abnormal alterations in the fractal properties of gait dynamics are apparently associated with changes in central nervous system control.

Linear mixed-effects models to describe length-weight relationships for yellow croaker (Larimichthys Polyactis) along the north coast of China.

PubMed

Ma, Qiuyun; Jiao, Yan; Ren, Yiping

2017-01-01

In this study, length-weight relationships and relative condition factors were analyzed for Yellow Croaker (Larimichthys polyactis) along the north coast of China. Data covered six regions from north to south: Yellow River Estuary, Coastal Waters of Northern Shandong, Jiaozhou Bay, Coastal Waters of Qingdao, Haizhou Bay, and South Yellow Sea. In total 3,275 individuals were collected during six years (2008, 2011-2015). One generalized linear model, two simply linear models and nine linear mixed effect models that applied the effects from regions and/or years to coefficient a and/or the exponent b were studied and compared. Among these twelve models, the linear mixed effect model with random effects from both regions and years fit the data best, with lowest Akaike information criterion value and mean absolute error. In this model, the estimated a was 0.0192, with 95% confidence interval 0.0178~0.0308, and the estimated exponent b was 2.917 with 95% confidence interval 2.731~2.945. Estimates for a and b with the random effects in intercept and coefficient from Region and Year, ranged from 0.013 to 0.023 and from 2.835 to 3.017, respectively. Both regions and years had effects on parameters a and b, while the effects from years were shown to be much larger than those from regions. Except for Coastal Waters of Northern Shandong, a decreased from north to south. Condition factors relative to reference years of 1960, 1986, 2005, 2007, 2008~2009 and 2010 revealed that the body shape of Yellow Croaker became thinner in recent years. Furthermore relative condition factors varied among months, years, regions and length. The values of a and relative condition factors decreased, when the environmental pollution became worse, therefore, length-weight relationships could be an indicator for the environment quality. Results from this study provided basic description of current condition of Yellow Croaker along the north coast of China.

"A Body Shape Index" in middle-age and older Indonesian population: scaling exponents and association with incident hypertension.

PubMed

Cheung, Yin Bun

2014-01-01

"A Body Shape Index" (ABSI) is a recently proposed index that standardizes waist circumference for body mass index (BMI) and height. This study aims to: (a) examine if the ABSI scaling exponents for standardizing waist circumference for BMI and height are valid in middle-aged and older Indonesian population, and (b) compare the association between incident hypertension and ABSI and other anthropometric measures. The Indonesian Family Life Survey Wave 3 measured anthropometric variables and blood pressure of 8255 adults aged between 40 to 85 years in 2000. The relationship between two anthropometric quantities, e.g. weight (w) and height (h), can be expressed as the power law-equivalent [Formula: see text], where p = 2 is the scaling exponent in the derivation of the BMI and can be estimated by linear regression analysis. This was extended to the regression analysis of the log-transformed waist circumference, weight and height to establish the scaling exponents in the ABSI. The values for men were similar to those developed by the previous American study, which were 2/3 (BMI) and 1/2 (height). Those for women were somewhat smaller, at 3/5 (BMI) and 1/5 (height). The original (American) ABSI leads to mild negative correlation with BMI (-0.14) and height (-0.12) in the female population. Analysis of the development of hypertension between Waves 3 and 4 (average interval 7.5 years) in relation to ABSI measured at Wave 3 showed stronger association if the locally derived (Indonesian) scaling exponents were used. However, both versions of the ABSI were less associated with incident hypertension than waist circumference and BMI. The values for the scaling exponents for ABSI are roughly similar between the American population and the middle-aged and older Indonesian population, although larger discrepancy was found in women. The ABSI is less associated with incident hypertension than waist circumference and BMI.

The Exponent of High-frequency Source Spectral Falloff and Contribution to Source Parameter Estimates

NASA Astrophysics Data System (ADS)

Kiuchi, R.; Mori, J. J.

2015-12-01

As a way to understand the characteristics of the earthquake source, studies of source parameters (such as radiated energy and stress drop) and their scaling are important. In order to estimate source parameters reliably, often we must use appropriate source spectrum models and the omega-square model is most frequently used. In this model, the spectrum is flat in lower frequencies and the falloff is proportional to the angular frequency squared. However, Some studies (e.g. Allmann and Shearer, 2009; Yagi et al., 2012) reported that the exponent of the high frequency falloff is other than -2. Therefore, in this study we estimate the source parameters using a spectral model for which the falloff exponent is not fixed. We analyze the mainshock and larger aftershocks of the 2008 Iwate-Miyagi Nairiku earthquake. Firstly, we calculate the P wave and SH wave spectra using empirical Green functions (EGF) to remove the path effect (such as attenuation) and site effect. For the EGF event, we select a smaller earthquake that is highly-correlated with the target event. In order to obtain the stable results, we calculate the spectral ratios using a multitaper spectrum analysis (Prieto et al., 2009). Then we take a geometric mean from multiple stations. Finally, using the obtained spectra ratios, we perform a grid search to determine the high frequency falloffs, as well as corner frequency of both of events. Our results indicate the high frequency falloff exponent is often less than 2.0. We do not observe any regional, focal mechanism, or depth dependencies for the falloff exponent. In addition, our estimated corner frequencies and falloff exponents are consistent between the P wave and SH wave analysis. In our presentation, we show differences in estimated source parameters using a fixed omega-square model and a model allowing variable high-frequency falloff.

Scaling tunable network model to reproduce the density-driven superlinear relation

NASA Astrophysics Data System (ADS)

Gao, Liang; Shan, Xiaoya; Qin, Yuhao; Yu, Senbin; Xu, Lida; Gao, Zi-You

2018-03-01

Previous works have shown the universality of allometric scaling under total and density values at the city level, but our understanding of the size effects of regions on the universality of allometric scaling remains inadequate. Here, we revisit the scaling relations between the gross domestic production (GDP) and the population based on the total and density values and first reveal that the allometric scaling under density values for different regions is universal. The scaling exponent β under the density value is in the range of (1.0, 2.0], which unexpectedly exceeds the range observed by Pan et al. [Nat. Commun. 4, 1961 (2013)]. For the wider range, we propose a network model based on a 2D lattice space with the spatial correlation factor α as a parameter. Numerical experiments prove that the generated scaling exponent β in our model is fully tunable by the spatial correlation factor α. Our model will furnish a general platform for extensive urban and regional studies.

Longitudinal variability of complexities associated with equatorial electrojet

NASA Astrophysics Data System (ADS)

Rabiu, A. B.; Ogunjo, S. T.; Fuwape, I. A.

2017-12-01

Equatorial electrojet indices obtained from ground based magnetometers at 6 representative stations across the magnetic equatorial belt for the year 2009 (mean annual sunspot number Rz = 3.1) were treated to nonlinear time series analysis technique to ascertain the longitudinal dependence of the chaos/complexities associated with the phenomena. The selected stations were along the magnetic equator in the South American (Huancayo, dip latitude -1.80°), African (Ilorin, dip latitude -1.82°; Addis Ababa, dip latitude - 0.18°), and Philippine (Langkawi, dip latitude -2.32°; Davao, dip latitude -1.02°; Yap, dip latitude -1.49°) sectors. The non-linear quantifiers engaged in this work include: Recurrence rate, determinism, diagonal line length, entropy, laminarity, Tsallis entropy, Lyapunov exponent and correlation dimension. Ordinarily the EEJ was found to undergo variability from one longitudinal representative station to another, with the strongest EEJ of about 192.5 nT at the South American axis at Huancayo. The degree of complexity in the EEJ was found to vary qualitatively from one sector to another. Probable physical mechanisms responsible for longitudinal variability of EEJ strength and its complexities were highlighted.

Theoretical and experimental study of AC electrical conduction mechanism in the low temperature range of p-CuIn3Se5

NASA Astrophysics Data System (ADS)

Essaleh, L.; Amhil, S.; Wasim, S. M.; Marín, G.; Choukri, E.; Hajji, L.

2018-05-01

In the present work, an attempt has been made to study theoretically and experimentally the AC electrical conduction mechanism in disordered semiconducting materials. The key parameter considered in this analysis is the frequency exponent s(ω , T) =( ∂ln(σAC(ω , T))/∂ ln(ω)T , where σAC is the AC electrical conductivity that depends on angular frequency ω and temperature T. In the theoretical part of this work, the effect of the barrier hopping energy, the polaron radius and the characteristic relaxation time is considered. The theoretical models of Quantum Mechanical Tunneling (QMT), Non overlapping Small Polaron Tunneling (NSPT), Overlapping Large Polaron Tunneling (OLPT) and Correlated Barrier Hopping (CBH) are considered to fit experimental data of σAC in p-CuIn3Se5 (p-CIS135) in the low temperature range up to 96 K. Some important parameters, as the polaron radius, the localization length and the barrier hopping energies, are estimated and their temperature and frequency dependence discussed.

Investigations of static properties of model bulk polymer fluids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bishop, M.; Ceperley, D.; Frisch, H.L.

1980-03-01

The static properties of continuum, multichain systems are investigated by a ''reptation'' Monte Carlo algorithm. All beads interact via a repulsive (shifted) Lennard-Jones potential. In addition, nearest neighbors along chains are linked by a quasiharmonic potential which permits limited pair extensions. Chain lengths of 5, 10, 20, 32, 50, and 70 beads have been studied. Studies at densities of 0.1, 0.3, and 0.5 demonstrate that chain dimensions are compressed as the concentration is increased. Both the mean square end-to-end distance, , and the mean square radius of gyration, , have a power law dependence upon l-1, the number of bonds,more » with exponent approximately 1.16 for rho=0.1 and 1.07 for rho=0.3 and 0.5. and scale with density as rho/sup -gamma/ where ..gamma..approx.-0.22 +- 0.02 for long chains, in reasonable agreement with the scaling prediction of -0.25. The asphericity ratios, the pair correlation functions of the center of masses, and the extent of chain overlaps indicate the nonideal behavior of these systems.« less

Possible biomechanical origins of the long-range correlations in stride intervals of walking

NASA Astrophysics Data System (ADS)

Gates, Deanna H.; Su, Jimmy L.; Dingwell, Jonathan B.

2007-07-01

When humans walk, the time duration of each stride varies from one stride to the next. These temporal fluctuations exhibit long-range correlations. It has been suggested that these correlations stem from higher nervous system centers in the brain that control gait cycle timing. Existing proposed models of this phenomenon have focused on neurophysiological mechanisms that might give rise to these long-range correlations, and generally ignored potential alternative mechanical explanations. We hypothesized that a simple mechanical system could also generate similar long-range correlations in stride times. We modified a very simple passive dynamic model of bipedal walking to incorporate forward propulsion through an impulsive force applied to the trailing leg at each push-off. Push-off forces were varied from step to step by incorporating both “sensory” and “motor” noise terms that were regulated by a simple proportional feedback controller. We generated 400 simulations of walking, with different combinations of sensory noise, motor noise, and feedback gain. The stride time data from each simulation were analyzed using detrended fluctuation analysis to compute a scaling exponent, α. This exponent quantified how each stride interval was correlated with previous and subsequent stride intervals over different time scales. For different variations of the noise terms and feedback gain, we obtained short-range correlations (α<0.5), uncorrelated time series (α=0.5), long-range correlations (0.5<α<1.0), or Brownian motion (α>1.0). Our results indicate that a simple biomechanical model of walking can generate long-range correlations and thus perhaps these correlations are not a complex result of higher level neuronal control, as has been previously suggested.

Dynamic Scaling Theory of the Forced Translocation of a Semi-flexible Polymer Through a Nanopore

NASA Astrophysics Data System (ADS)

Lam, Pui-Man; Zhen, Yi

2015-10-01

We present a theoretical description of the dynamics of a semi-flexible polymer being pulled through a nanopore by an external force acting at the pore. Our theory is based on the tensile blob picture of Pincus in which the front of the tensile force propagates through the backbone of the polymer, as suggested by Sakaue and recently applied to study a completely flexible polymer with self-avoidance, by Dubbledam et al. For a semi-flexible polymer with a persistence length P, its statistics is self-avoiding for a very long chain. As the local force increases, the blob size starts to decrease. At the blob size , where a is the size of a monomer, the statistics becomes that of an ideal chain. As the blob size further decreases to below the persistence length P, the statistics is that of a rigid rod. We argue that semi-flexible polymer in translocation should include the three regions: a self-avoiding region, an ideal chain region and a rigid rod region, under uneven tension propagation, instead of a uniform scaling picture as in the case of a completely flexible polymer. In various regimes under the effect of weak, intermediate and strong driving forces we derive equations from which we can calculate the translocation time of the polymer. The translocation exponent is given by , where is an effective exponent for the end-to-end distance of the semi-flexible polymer, having a value between 1/2 and 3/5, depending on the total contour length of the polymer. Our results are of relevance for forced translocation of biological polymers such as DNA through a nanopore.

Scale Dependence of Statistics of Spatially Averaged Rain Rate Seen in TOGA COARE Comparison with Predictions from a Stochastic Model

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Bell, T. L.; Lau, William K. M. (Technical Monitor)

2002-01-01

A characteristic feature of rainfall statistics is that they in general depend on the space and time scales over which rain data are averaged. As a part of an earlier effort to determine the sampling error of satellite rain averages, a space-time model of rainfall statistics was developed to describe the statistics of gridded rain observed in GATE. The model allows one to compute the second moment statistics of space- and time-averaged rain rate which can be fitted to satellite or rain gauge data to determine the four model parameters appearing in the precipitation spectrum - an overall strength parameter, a characteristic length separating the long and short wavelength regimes and a characteristic relaxation time for decay of the autocorrelation of the instantaneous local rain rate and a certain 'fractal' power law exponent. For area-averaged instantaneous rain rate, this exponent governs the power law dependence of these statistics on the averaging length scale $L$ predicted by the model in the limit of small $L$. In particular, the variance of rain rate averaged over an $L \\times L$ area exhibits a power law singularity as $L \\rightarrow 0$. In the present work the model is used to investigate how the statistics of area-averaged rain rate over the tropical Western Pacific measured with ship borne radar during TOGA COARE (Tropical Ocean Global Atmosphere Coupled Ocean Atmospheric Response Experiment) and gridded on a 2 km grid depends on the size of the spatial averaging scale. Good agreement is found between the data and predictions from the model over a wide range of averaging length scales.

Multifractal Characteristics of Axisymmetric Jet Turbulence Intensity from Rans Numerical Simulation

NASA Astrophysics Data System (ADS)

Seo, Yongwon; Ko, Haeng Sik; Son, Sangyoung

A turbulent jet bears diverse physical characteristics that have been unveiled yet. Of particular interest is to analyze the turbulent intensity, which has been a key factor to assess and determine turbulent jet performance since diffusive and mixing conditions are largely dependent on it. Multifractal measures are useful in terms of identifying characteristics of a physical quantity distributed over a spatial domain. This study examines the multifractal exponents of jet turbulence intensities obtained through numerical simulation. We acquired the turbulence intensities from numerical jet discharge experiments, where two types of nozzle geometry were tested based on a Reynolds-Averaged Navier-Stokes (RANS) equations. The k-𝜀 model and k-ω model were used for turbulence closure models. The results showed that the RANS model successfully regenerates transversal velocity profile, which is almost identical to an analytical solution. The RANS model also shows the decay of turbulence intensity in the longitudinal direction but it depends on the outfall nozzle lengths. The result indicates the existence of a common multifractal spectrum for turbulence intensity obtained from numerical simulation. Although the transverse velocity profiles are similar for two different turbulence models, the minimum Lipschitz-Hölder exponent (αmin) and entropy dimension (α1) are different. These results suggest that the multifractal exponents capture the difference in turbulence structures of hierarchical turbulence intensities produced by different turbulence models.

Model of the Dynamic Construction Process of Texts and Scaling Laws of Words Organization in Language Systems

PubMed Central

Li, Shan; Lin, Ruokuang; Bian, Chunhua; Ma, Qianli D. Y.

2016-01-01

Scaling laws characterize diverse complex systems in a broad range of fields, including physics, biology, finance, and social science. The human language is another example of a complex system of words organization. Studies on written texts have shown that scaling laws characterize the occurrence frequency of words, words rank, and the growth of distinct words with increasing text length. However, these studies have mainly concentrated on the western linguistic systems, and the laws that govern the lexical organization, structure and dynamics of the Chinese language remain not well understood. Here we study a database of Chinese and English language books. We report that three distinct scaling laws characterize words organization in the Chinese language. We find that these scaling laws have different exponents and crossover behaviors compared to English texts, indicating different words organization and dynamics of words in the process of text growth. We propose a stochastic feedback model of words organization and text growth, which successfully accounts for the empirically observed scaling laws with their corresponding scaling exponents and characteristic crossover regimes. Further, by varying key model parameters, we reproduce differences in the organization and scaling laws of words between the Chinese and English language. We also identify functional relationships between model parameters and the empirically observed scaling exponents, thus providing new insights into the words organization and growth dynamics in the Chinese and English language. PMID:28006026

Model of the Dynamic Construction Process of Texts and Scaling Laws of Words Organization in Language Systems.

PubMed

Li, Shan; Lin, Ruokuang; Bian, Chunhua; Ma, Qianli D Y; Ivanov, Plamen Ch

2016-01-01

Scaling laws characterize diverse complex systems in a broad range of fields, including physics, biology, finance, and social science. The human language is another example of a complex system of words organization. Studies on written texts have shown that scaling laws characterize the occurrence frequency of words, words rank, and the growth of distinct words with increasing text length. However, these studies have mainly concentrated on the western linguistic systems, and the laws that govern the lexical organization, structure and dynamics of the Chinese language remain not well understood. Here we study a database of Chinese and English language books. We report that three distinct scaling laws characterize words organization in the Chinese language. We find that these scaling laws have different exponents and crossover behaviors compared to English texts, indicating different words organization and dynamics of words in the process of text growth. We propose a stochastic feedback model of words organization and text growth, which successfully accounts for the empirically observed scaling laws with their corresponding scaling exponents and characteristic crossover regimes. Further, by varying key model parameters, we reproduce differences in the organization and scaling laws of words between the Chinese and English language. We also identify functional relationships between model parameters and the empirically observed scaling exponents, thus providing new insights into the words organization and growth dynamics in the Chinese and English language.

Imaging viscoelastic properties of live cells by AFM: power-law rheology on the nanoscale.

PubMed

Hecht, Fabian M; Rheinlaender, Johannes; Schierbaum, Nicolas; Goldmann, Wolfgang H; Fabry, Ben; Schäffer, Tilman E

2015-06-21

We developed force clamp force mapping (FCFM), an atomic force microscopy (AFM) technique for measuring the viscoelastic creep behavior of live cells with sub-micrometer spatial resolution. FCFM combines force-distance curves with an added force clamp phase during tip-sample contact. From the creep behavior measured during the force clamp phase, quantitative viscoelastic sample properties are extracted. We validate FCFM on soft polyacrylamide gels. We find that the creep behavior of living cells conforms to a power-law material model. By recording short (50-60 ms) force clamp measurements in rapid succession, we generate, for the first time, two-dimensional maps of power-law exponent and modulus scaling parameter. Although these maps reveal large spatial variations of both parameters across the cell surface, we obtain robust mean values from the several hundreds of measurements performed on each cell. Measurements on mouse embryonic fibroblasts show that the mean power-law exponents and the mean modulus scaling parameters differ greatly among individual cells, but both parameters are highly correlated: stiffer cells consistently show a smaller power-law exponent. This correlation allows us to distinguish between wild-type cells and cells that lack vinculin, a dominant protein of the focal adhesion complex, even though the mean values of viscoelastic properties between wildtype and knockout cells did not differ significantly. Therefore, FCFM spatially resolves viscoelastic sample properties and can uncover subtle mechanical signatures of proteins in living cells.

Geomorphological origin of recession curves

NASA Astrophysics Data System (ADS)

Biswal, Basudev; Marani, Marco

2010-12-01

We identify a previously undetected link between the river network morphology and key recession curves properties through a conceptual-physical model of the drainage process of the riparian unconfined aquifer. We show that the power-law exponent, α, of -dQ/dt vs. Q curves is related to the power-law exponent of N(l) vs. G(l) curves (which we show to be connected to Hack's law), where l is the downstream distance from the channel heads, N(l) is the number of channel reaches exactly located at a distance l from their channel head, and G(l) is the total length of the network located at a distance greater or equal to l from channel heads. Using Digital Terrain Models and daily discharge observations from 67 US basins we find that geomorphologic α estimates match well the values obtained from recession curves analyses. Finally, we argue that the link between recession flows and network morphology points to an important role of low-flow discharges in shaping the channel network.

Computer simulation of trails on a square lattice. II. Finite temperatures and the collapse transition

NASA Astrophysics Data System (ADS)

Meirovitch, H.; Lim, H. A.

1989-04-01

We study by the scanning simulation method trails on a square lattice at finite temperatures. This method constitutes a very efficient tool since it enables one to obtain results at many temperatures from a single sample generated at any given temperature. The tricritical temperature at which the collapse transition occurs is -ɛ/kBTt=1.086+/-0.002. The tricritical exponents of the trail shape and its free energy are, respectively, νt=0.569+/-0.008 and γt=1.133+/-0.024 (95% confidence limits). They are equal within the error bars to the exact values of self-attracting self-avoiding walks (SAW's). However, the crossover exponent φt=0.807+/-0.005 is significantly larger than the exact value 0.423 of SAW's. We also carry out a detailed scaling analysis near Tt and demonstrate that the various properties scale as predicted by theory. At sufficiently low temperatures (T<=Tt) the persistence length appears to be ~1.

Nanoporous Silica Thermal Insulation for Space Shuttle Cryogenic Tanks: A Case Study

NASA Technical Reports Server (NTRS)

Noever, David A.

1999-01-01

Nanoporous silica (with typical 10-50 nm porous radii) has been benchmarked for thermal insulators capable of maintaining a 150 K/cm temperature gradient. For cryogenic use in aerospace applications, the combined features for low-density, high thermal insulation factors, and low temperature compatibility are demonstrated in a prototype sandwich structure between two propulsion tanks. Theoretical modelling based on a nanoscale fractal structure suggest that the thermal conductivity scales proportionally (exponent, 1.7) with the material density-lower density increases the thermal insulation rating. Computer simulations, however, support the optimization tradeoff between material strength (Young moduli, proportional to density with exponent, 3.7), the characteristic (colloidal silica, less than 5 nm) particle size, and the thermal rating. The results of these simulations indicate that as nanosized particles are incorporated into the silica backbone, the resulting physical properties will be tailored by the smallest characteristic length and their fractal interconnections (dimension and fractal size). The application specifies a prototype panel which takes advantage of the processing flexibility inherent in sol-gel chemistry.

Nanoscale Roughness of Natural Fault Surfaces Controlled by Scale-Dependent Yield Strength

NASA Astrophysics Data System (ADS)

Thom, C. A.; Brodsky, E. E.; Carpick, R. W.; Pharr, G. M.; Oliver, W. C.; Goldsby, D. L.

2017-09-01

Many natural fault surfaces exhibit remarkably similar scale-dependent roughness, which may reflect the scale-dependent yield strength of rocks. Using atomic force microscopy (AFM), we show that a sample of the Corona Heights Fault exhibits isotropic surface roughness well-described by a power law, with a Hurst exponent of 0.75 +/- 0.05 at all wavelengths from 60 nm to 10 μm. The roughness data and a recently proposed theoretical framework predict that yield strength varies with length scale as λ-0.25+/-0.05. Nanoindentation tests on the Corona Heights sample and another fault sample whose topography was previously measured with AFM (the Yair Fault) reveal a scale-dependent yield stress with power-law exponents of -0.12 +/- 0.06 and -0.18 +/- 0.08, respectively. These values are within one to two standard deviations of the predicted value, and provide experimental evidence that fault roughness is controlled by intrinsic material properties, which produces a characteristic surface geometry.

Stress dependence of microstructures in experimentally deformed calcite

NASA Astrophysics Data System (ADS)

Platt, John P.; De Bresser, J. H. P.

2017-12-01

Optical measurements of microstructural features in experimentally deformed Carrara marble help define their dependence on stress. These features include dynamically recrystallized grain size (Dr), subgrain size (Sg), minimum bulge size (Lρ), and the maximum scale length for surface-energy driven grain-boundary migration (Lγ). Taken together with previously published data Dr defines a paleopiezometer over the range 15-291 MPa and temperature over the range 500-1000 °C, with a stress exponent of -1.09 (CI -1.27 to -0.95), showing no detectable dependence on temperature. Sg and Dr measured in the same samples are closely similar in size, suggesting that the new grains did not grow significantly after nucleation. Lρ and Lγ measured on each sample define a relationship to stress with an exponent of approximately -1.6, which helps define the boundary between a region of dominant strain-energy-driven grain-boundary migration at high stress, from a region of dominant surface-energy-driven grain-boundary migration at low stress.

Deviation of Zipf's and Heaps' Laws in Human Languages with Limited Dictionary Sizes

PubMed Central

Lü, Linyuan; Zhang, Zi-Ke; Zhou, Tao

2013-01-01

Zipf's law on word frequency and Heaps' law on the growth of distinct words are observed in Indo-European language family, but it does not hold for languages like Chinese, Japanese and Korean. These languages consist of characters, and are of very limited dictionary sizes. Extensive experiments show that: (i) The character frequency distribution follows a power law with exponent close to one, at which the corresponding Zipf's exponent diverges. Indeed, the character frequency decays exponentially in the Zipf's plot. (ii) The number of distinct characters grows with the text length in three stages: It grows linearly in the beginning, then turns to a logarithmical form, and eventually saturates. A theoretical model for writing process is proposed, which embodies the rich-get-richer mechanism and the effects of limited dictionary size. Experiments, simulations and analytical solutions agree well with each other. This work refines the understanding about Zipf's and Heaps' laws in human language systems. PMID:23378896

Blob-Spring Model for the Dynamics of Ring Polymer in Obstacle Environment

NASA Astrophysics Data System (ADS)

Lele, Ashish K.; Iyer, Balaji V. S.; Juvekar, Vinay A.

2008-07-01

The dynamical behavior of cyclic macromolecules in a fixed obstacle (FO) environment is very different than the behavior of linear chains in the same topological environment; while the latter relax by a snake-like reptational motion from their chain ends the former can relax only by contour length fluctuations since they are endless. Duke, Obukhov and Rubinstein proposed a scaling model (the DOR model) to interpret the dynamical scaling exponents shown by Monte Carlo simulations of rings in a FO environment. We present a model (blob-spring model) to describe the dynamics of flexible and non-concatenated ring polymer in FO environment based on a theoretical formulation developed for the dynamics of an unentangled fractal polymer. We argue that the perpetual evolution of ring perimeter by the motion of contour segments results in an extra frictional load. Our model predicts self-similar dynamics with scaling exponents for the molecular weight dependence of diffusion coefficient and relaxation times that are in agreement with the scaling model proposed by Obukhov et al.

Electronic shot noise in fractal conductors.

PubMed

Groth, C W; Tworzydło, J; Beenakker, C W J

2008-05-02

By solving a master equation in the Sierpiński lattice and in a planar random-resistor network, we determine the scaling with size L of the shot noise power P due to elastic scattering in a fractal conductor. We find a power-law scaling P proportional, variantL;{d_{f}-2-alpha}, with an exponent depending on the fractal dimension d_{f} and the anomalous diffusion exponent alpha. This is the same scaling as the time-averaged current I[over ], which implies that the Fano factor F=P/2eI[over ] is scale-independent. We obtain a value of F=1/3 for anomalous diffusion that is the same as for normal diffusion, even if there is no smallest length scale below which the normal diffusion equation holds. The fact that F remains fixed at 1/3 as one crosses the percolation threshold in a random-resistor network may explain recent measurements of a doping-independent Fano factor in a graphene flake.

Modelling the time behaviour of a self-organized seismic region: a cellular automaton with memory

NASA Astrophysics Data System (ADS)

Cisternas, A.; Rivera, L.; Munoz, D.

2003-04-01

The range of a cumulative sequence of earthquake moments in a seismic region varies according to Hurst's law, namely a power law in the length of the time window. The range allows for an estimation of Mmax in a seismic zone. In the case of an independent process, the Hurst exponent H is 0.5. Memory implies 0.5

Monte Carlo Sampling in Fractal Landscapes

NASA Astrophysics Data System (ADS)

Leitão, Jorge C.; Lopes, J. M. Viana Parente; Altmann, Eduardo G.

2013-05-01

We design a random walk to explore fractal landscapes such as those describing chaotic transients in dynamical systems. We show that the random walk moves efficiently only when its step length depends on the height of the landscape via the largest Lyapunov exponent of the chaotic system. We propose a generalization of the Wang-Landau algorithm which constructs not only the density of states (transient time distribution) but also the correct step length. As a result, we obtain a flat-histogram Monte Carlo method which samples fractal landscapes in polynomial time, a dramatic improvement over the exponential scaling of traditional uniform-sampling methods. Our results are not limited by the dimensionality of the landscape and are confirmed numerically in chaotic systems with up to 30 dimensions.

Plasmodial vein networks of the slime mold Physarum polycephalum form regular graphs

NASA Astrophysics Data System (ADS)

Baumgarten, Werner; Ueda, Tetsuo; Hauser, Marcus J. B.

2010-10-01

The morphology of a typical developing biological transportation network, the vein network of the plasmodium of the myxomycete Physarum polycephalum is analyzed during its free extension. The network forms a classical, regular graph, and has exclusively nodes of degree 3. This contrasts to most real-world transportation networks which show small-world or scale-free properties. The complexity of the vein network arises from the weighting of the lengths, widths, and areas of the vein segments. The lengths and areas follow exponential distributions, while the widths are distributed log-normally. These functional dependencies are robust during the entire evolution of the network, even though the exponents change with time due to the coarsening of the vein network.

Plasmodial vein networks of the slime mold Physarum polycephalum form regular graphs.

PubMed

Baumgarten, Werner; Ueda, Tetsuo; Hauser, Marcus J B

2010-10-01

The morphology of a typical developing biological transportation network, the vein network of the plasmodium of the myxomycete Physarum polycephalum is analyzed during its free extension. The network forms a classical, regular graph, and has exclusively nodes of degree 3. This contrasts to most real-world transportation networks which show small-world or scale-free properties. The complexity of the vein network arises from the weighting of the lengths, widths, and areas of the vein segments. The lengths and areas follow exponential distributions, while the widths are distributed log-normally. These functional dependencies are robust during the entire evolution of the network, even though the exponents change with time due to the coarsening of the vein network.

Forecasting of magnitude and duration of currency crises based on the analysis of distortions of fractal scaling in exchange rate fluctuations

NASA Astrophysics Data System (ADS)

Uritskaya, Olga Y.

2005-05-01

Results of fractal stability analysis of daily exchange rate fluctuations of more than 30 floating currencies for a 10-year period are presented. It is shown for the first time that small- and large-scale dynamical instabilities of national monetary systems correlate with deviations of the detrended fluctuation analysis (DFA) exponent from the value 1.5 predicted by the efficient market hypothesis. The observed dependence is used for classification of long-term stability of floating exchange rates as well as for revealing various forms of distortion of stable currency dynamics prior to large-scale crises. A normal range of DFA exponents consistent with crisis-free long-term exchange rate fluctuations is determined, and several typical scenarios of unstable currency dynamics with DFA exponents fluctuating beyond the normal range are identified. It is shown that monetary crashes are usually preceded by prolonged periods of abnormal (decreased or increased) DFA exponent, with the after-crash exponent tending to the value 1.5 indicating a more reliable exchange rate dynamics. Statistically significant regression relations (R=0.99, p<0.01) between duration and magnitude of currency crises and the degree of distortion of monofractal patterns of exchange rate dynamics are found. It is demonstrated that the parameters of these relations characterizing small- and large-scale crises are nearly equal, which implies a common instability mechanism underlying these events. The obtained dependences have been used as a basic ingredient of a forecasting technique which provided correct in-sample predictions of monetary crisis magnitude and duration over various time scales. The developed technique can be recommended for real-time monitoring of dynamical stability of floating exchange rate systems and creating advanced early-warning-system models for currency crisis prevention.

Isometric scaling of above- and below-ground biomass at the individual and community levels in the understorey of a sub-tropical forest

PubMed Central

Cheng, Dongliang; Zhong, Quanlin; Niklas, Karl J.; Ma, Yuzhu; Yang, Yusheng; Zhang, Jianhua

2015-01-01

Background and Aims Empirical studies and allometric partitioning (AP) theory indicate that plant above-ground biomass (MA) scales, on average, one-to-one (isometrically) with below-ground biomass (MR) at the level of individual trees and at the level of entire forest communities. However, the ability of the AP theory to predict the biomass allocation patterns of understorey plants has not been established because most previous empirical tests have focused on canopy tree species or very large shrubs. Methods In order to test the AP theory further, 1586 understorey sub-tropical forest plants from 30 sites in south-east China were harvested and examined. The numerical values of the scaling exponents and normalization constants (i.e. slopes and y-intercepts, respectively) of log–log linear MA vs. MR relationships were determined for all individual plants, for each site, across the entire data set, and for data sorted into a total of 19 sub-sets of forest types and successional stages. Similar comparisons of MA/MR were also made. Key Results The data revealed that the mean MA/MR of understorey plants was 2·44 and 1·57 across all 1586 plants and for all communities, respectively, and MA scaled nearly isometrically with respect to MR, with scaling exponents of 1·01 for all individual plants and 0·99 for all communities. The scaling exponents did not differ significantly among different forest types or successional stages, but the normalization constants did, and were positively correlated with MA/MR and negatively correlated with scaling exponents across all 1586 plants. Conclusions The results support the AP theory’s prediction that MA scales nearly one-to-one with MR (i.e. MA ∝ MR ≈1·0) and that plant biomass partitioning for individual plants and at the community level share a strikingly similar pattern, at least for the understorey plants examined in this study. Furthermore, variation in environmental conditions appears to affect the numerical values of normalization constants, but not the scaling exponents of the MA vs. MR relationship. This feature of the results suggests that plant size is the primary driver of the MA vs. MR biomass allocation pattern for understorey plants in sub-tropical forests. PMID:25564468

Arbitrary-order Hilbert Spectral Analysis and Intermittency in Solar Wind Density Fluctuations

NASA Astrophysics Data System (ADS)

Carbone, Francesco; Sorriso-Valvo, Luca; Alberti, Tommaso; Lepreti, Fabio; Chen, Christopher H. K.; Němeček, Zdenek; Šafránková, Jana

2018-05-01

The properties of inertial- and kinetic-range solar wind turbulence have been investigated with the arbitrary-order Hilbert spectral analysis method, applied to high-resolution density measurements. Due to the small sample size and to the presence of strong nonstationary behavior and large-scale structures, the classical analysis in terms of structure functions may prove to be unsuccessful in detecting the power-law behavior in the inertial range, and may underestimate the scaling exponents. However, the Hilbert spectral method provides an optimal estimation of the scaling exponents, which have been found to be close to those for velocity fluctuations in fully developed hydrodynamic turbulence. At smaller scales, below the proton gyroscale, the system loses its intermittent multiscaling properties and converges to a monofractal process. The resulting scaling exponents, obtained at small scales, are in good agreement with those of classical fractional Brownian motion, indicating a long-term memory in the process, and the absence of correlations around the spectral-break scale. These results provide important constraints on models of kinetic-range turbulence in the solar wind.

Contrasting scaling properties of interglacial and glacial climates

NASA Astrophysics Data System (ADS)

Ditlevsen, Peter; Shao, Zhi-Gang

2017-04-01

Understanding natural climate variability is essential for assessments of climate change. This is reflected in the scaling properties of climate records. The scaling exponents of the interglacial and the glacial climates are fundamentally different. The Holocene record is monofractal, with a scaling exponent H˜0.7. On the contrary, the glacial record is multifractal, with a significantly higher scaling exponent H˜1.2, indicating a longer persistence time and stronger nonlinearities in the glacial climate. The glacial climate is dominated by the strong multi-millennial Dansgaard-Oeschger (DO) events influencing the long-time correlation. However, by separately analysing the last glacial maximum lacking DO events, here we find the same scaling for that period as for the full glacial period. The unbroken scaling thus indicates that the DO events are part of the natural variability and not externally triggered. At glacial time scales, there is a scale break to a trivial scaling, contrasting the DO events from the similarly saw-tooth-shaped glacial cycles. Ref: Zhi-Gang Shao and Peter Ditlevsen, Nature Comm. 7, 10951, 2016

On the scaling behavior of hardness with ligament diameter of nanoporous-Au: Constrained motion of dislocations along the ligaments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Viswanath, R. N.; Polaki, S. R.; Rajaraman, R.

The scaling behavior of hardness with ligament diameter and vacancy defect concentration in nanoporous Au (np-Au) has been investigated using a combination of Vickers Hardness, Scanning electron microscopy, and positron lifetime measurements. It is shown that for np-Au, the hardness scales with the ligament diameter with an exponent of −0.3, that is, at variance with the conventional Hall-Petch exponent of −0.5 for bulk systems, as seen in the controlled experiments on cold worked Au with varying grain size. The hardness of np-Au correlates with the vacancy concentration C{sub V} within the ligaments, as estimated from positron lifetime experiments, and scalesmore » as C{sub V}{sup 1/2}, pointing to the interaction of dislocations with vacancies. The distinctive Hall-Petch exponent of −0.3 seen for np-Au, with ligament diameters in the range of 5–150 nm, is rationalized by invoking the constrained motion of dislocations along the ligaments.« less

Patching C2n Time Series Data Holes using Principal Component Analysis

DTIC Science & Technology

2007-01-01

characteristic local scale exponent , regardless of dilation of the length examined. THE HURST PARAMETER There are a slew of methods13 available to...fractal dimension D0, which characterises the roughness of the data, and the Hurst parameter, H , which is a measure of the long range dependence (LRD...estimate H . For simplicity, we have opted to use the well known Hurst –Mandelbrot R/S technique, which is also the most elementary. The fitting curve

Two-dimensional Ising model on random lattices with constant coordination number

NASA Astrophysics Data System (ADS)

Schrauth, Manuel; Richter, Julian A. J.; Portela, Jefferson S. E.

2018-02-01

We study the two-dimensional Ising model on networks with quenched topological (connectivity) disorder. In particular, we construct random lattices of constant coordination number and perform large-scale Monte Carlo simulations in order to obtain critical exponents using finite-size scaling relations. We find disorder-dependent effective critical exponents, similar to diluted models, showing thus no clear universal behavior. Considering the very recent results for the two-dimensional Ising model on proximity graphs and the coordination number correlation analysis suggested by Barghathi and Vojta [Phys. Rev. Lett. 113, 120602 (2014), 10.1103/PhysRevLett.113.120602], our results indicate that the planarity and connectedness of the lattice play an important role on deciding whether the phase transition is stable against quenched topological disorder.

Domain wall roughness and creep in nanoscale crystalline ferroelectric polymers

NASA Astrophysics Data System (ADS)

Xiao, Z.; Poddar, Shashi; Ducharme, Stephen; Hong, X.

2013-09-01

We report piezo-response force microscopy studies of the static and dynamic properties of domain walls (DWs) in 11 to 36 nm thick films of crystalline ferroelectric poly(vinylidene-fluoride-trifluorethylene). The DW roughness exponent ζ ranges from 0.39 to 0.48 and the DW creep exponent μ varies from 0.20 to 0.28, revealing an unexpected effective dimensionality of ˜1.5 that is independent of film thickness. Our results suggest predominantly 2D ferroelectricity in the layered polymer and we attribute the fractal dimensionality to DW deroughening due to the correlations between the in-plane and out-of-plane polarization, an effect that can be exploited to achieve high lateral domain density for developing nanoscale ferroelectrics-based applications.

Short- and long-range magnetic order in LaMnAsO

DOE Office of Scientific and Technical Information (OSTI.GOV)

McGuire, Michael A.; Garlea, Vasile Ovidiu

2016-02-02

The magnetic properties of the layered oxypnictide LaMnAsO have been revisited using neutron scattering and magnetization measurements. The present measurements identify the Néel temperature T N = 360(1) K. Below T N the critical exponent describing the magnetic order parameter is β=0.33–0.35 , consistent with a three-dimensional Heisenberg model. Above this temperature, diffuse magnetic scattering indicative of short-range magnetic order is observed, and this scattering persists up to T SRO = 650(10) K. Morevoer, the magnetic susceptibility shows a weak anomaly at T SRO and no anomaly at T N. Analysis of the diffuse scattering data using a reverse Montemore » Carlo algorithm indicates that above T N nearly two-dimensional, short-range magnetic order is present with a correlation length of 9.3(3) Å within the Mn layers at 400 K. The inelastic scattering data reveal a spin gap of 3.5 meV in the long-range ordered state, and strong, low-energy (quasielastic) magnetic excitations emerging in the short-range ordered state. When we compared it with other related compounds correlates the distortion of the Mn coordination tetrahedra to the sign of the magnetic exchange along the layer-stacking direction, and suggests that short-range order above T N is a common feature in the magnetic behavior of layered Mn-based pnictides and oxypnictides.« less

Empirical scaling of the length of the longest increasing subsequences of random walks

NASA Astrophysics Data System (ADS)

Mendonça, J. Ricardo G.

2017-02-01

We provide Monte Carlo estimates of the scaling of the length L n of the longest increasing subsequences of n-step random walks for several different distributions of step lengths, short and heavy-tailed. Our simulations indicate that, barring possible logarithmic corrections, {{L}n}∼ {{n}θ} with the leading scaling exponent 0.60≲ θ ≲ 0.69 for the heavy-tailed distributions of step lengths examined, with values increasing as the distribution becomes more heavy-tailed, and θ ≃ 0.57 for distributions of finite variance, irrespective of the particular distribution. The results are consistent with existing rigorous bounds for θ, although in a somewhat surprising manner. For random walks with step lengths of finite variance, we conjecture that the correct asymptotic behavior of L n is given by \\sqrt{n}\\ln n , and also propose the form for the subleading asymptotics. The distribution of L n was found to follow a simple scaling form with scaling functions that vary with θ. Accordingly, when the step lengths are of finite variance they seem to be universal. The nature of this scaling remains unclear, since we lack a working model, microscopic or hydrodynamic, for the behavior of the length of the longest increasing subsequences of random walks.

Approach to failure in porous granular materials under compression

NASA Astrophysics Data System (ADS)

Kun, Ferenc; Varga, Imre; Lennartz-Sassinek, Sabine; Main, Ian G.

2013-12-01

We investigate the approach to catastrophic failure in a model porous granular material undergoing uniaxial compression. A discrete element computational model is used to simulate both the microstructure of the material and the complex dynamics and feedbacks involved in local fracturing and the production of crackling noise. Under strain-controlled loading, microcracks initially nucleate in an uncorrelated way all over the sample. As loading proceeds the damage localizes into a narrow damage band inclined at 30∘-45∘ to the load direction. Inside the damage band the material is crushed into a poorly sorted mixture of mainly fine powder hosting some larger fragments. The mass probability density distribution of particles in the damage zone is a power law of exponent 2.1, similar to a value of 1.87 inferred from observations of the length distribution of wear products (gouge) in natural and laboratory faults. Dynamic bursts of radiated energy, analogous to acoustic emissions observed in laboratory experiments on porous sedimentary rocks, are identified as correlated trails or cascades of local ruptures that emerge from the stress redistribution process. As the system approaches macroscopic failure consecutive bursts become progressively more correlated. Their size distribution is also a power law, with an equivalent Gutenberg-Richter b value of 1.22 averaged over the whole test, ranging from 3 to 0.5 at the time of failure, all similar to those observed in laboratory tests on granular sandstone samples. The formation of the damage band itself is marked by a decrease in the average distance between consecutive bursts and an emergent power-law correlation integral of event locations with a correlation dimension of 2.55, also similar to those observed in the laboratory (between 2.75 and 2.25).

On the multifractal effects generated by monofractal signals

NASA Astrophysics Data System (ADS)

Grech, Dariusz; Pamuła, Grzegorz

2013-12-01

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result of finite length of used data series and is additionally amplified by the long-term memory the data eventually may contain. We provide the detailed quantitative description of such apparent multifractal background signal as a threshold in spread of generalized Hurst exponent values Δh or a threshold in the width of multifractal spectrum Δα below which multifractal properties of the system are only apparent, i.e. do not exist, despite Δα≠0 or Δh≠0. We find this effect quite important for shorter or persistent series and we argue it is linear with respect to autocorrelation exponent γ. Its strength decays according to power law with respect to the length of time series. The influence of basic linear and nonlinear transformations applied to initial data in finite time series with various levels of long memory is also investigated. This provides additional set of semi-analytical results. The obtained formulas are significant in any interdisciplinary application of multifractality, including physics, financial data analysis or physiology, because they allow to separate the ‘true’ multifractal phenomena from the apparent (artificial) multifractal effects. They should be a helpful tool of the first choice to decide whether we do in particular case with the signal with real multiscaling properties or not.

Gradual multifractal reconstruction of time-series: Formulation of the method and an application to the coupling between stock market indices and their Hölder exponents

NASA Astrophysics Data System (ADS)

Keylock, Christopher J.

2018-04-01

A technique termed gradual multifractal reconstruction (GMR) is formulated. A continuum is defined from a signal that preserves the pointwise Hölder exponent (multifractal) structure of a signal but randomises the locations of the original data values with respect to this (φ = 0), to the original signal itself(φ = 1). We demonstrate that this continuum may be populated with synthetic time series by undertaking selective randomisation of wavelet phases using a dual-tree complex wavelet transform. That is, the φ = 0 end of the continuum is realised using the recently proposed iterated, amplitude adjusted wavelet transform algorithm (Keylock, 2017) that fully randomises the wavelet phases. This is extended to the GMR formulation by selective phase randomisation depending on whether or not the wavelet coefficient amplitudes exceeds a threshold criterion. An econophysics application of the technique is presented. The relation between the normalised log-returns and their Hölder exponents for the daily returns of eight financial indices are compared. One particularly noticeable result is the change for the two American indices (NASDAQ 100 and S&P 500) from a non-significant to a strongly significant (as determined using GMR) cross-correlation between the returns and their Hölder exponents from before the 2008 crash to afterwards. This is also reflected in the skewness of the phase difference distributions, which exhibit a geographical structure, with Asian markets not exhibiting significant skewness in contrast to those from elsewhere globally.

Memory-induced resonancelike suppression of spike generation in a resonate-and-fire neuron model

NASA Astrophysics Data System (ADS)

Mankin, Romi; Paekivi, Sander

2018-01-01

The behavior of a stochastic resonate-and-fire neuron model based on a reduction of a fractional noise-driven generalized Langevin equation (GLE) with a power-law memory kernel is considered. The effect of temporally correlated random activity of synaptic inputs, which arise from other neurons forming local and distant networks, is modeled as an additive fractional Gaussian noise in the GLE. Using a first-passage-time formulation, in certain system parameter domains exact expressions for the output interspike interval (ISI) density and for the survival probability (the probability that a spike is not generated) are derived and their dependence on input parameters, especially on the memory exponent, is analyzed. In the case of external white noise, it is shown that at intermediate values of the memory exponent the survival probability is significantly enhanced in comparison with the cases of strong and weak memory, which causes a resonancelike suppression of the probability of spike generation as a function of the memory exponent. Moreover, an examination of the dependence of multimodality in the ISI distribution on input parameters shows that there exists a critical memory exponent αc≈0.402 , which marks a dynamical transition in the behavior of the system. That phenomenon is illustrated by a phase diagram describing the emergence of three qualitatively different structures of the ISI distribution. Similarities and differences between the behavior of the model at internal and external noises are also discussed.

Critical field-exponents for secure message-passing in modular networks

NASA Astrophysics Data System (ADS)

Shekhtman, Louis M.; Danziger, Michael M.; Bonamassa, Ivan; Buldyrev, Sergey V.; Caldarelli, Guido; Zlatić, Vinko; Havlin, Shlomo

2018-05-01

We study secure message-passing in the presence of multiple adversaries in modular networks. We assume a dominant fraction of nodes in each module have the same vulnerability, i.e., the same entity spying on them. We find both analytically and via simulations that the links between the modules (interlinks) have effects analogous to a magnetic field in a spin-system in that for any amount of interlinks the system no longer undergoes a phase transition. We then define the exponents δ, which relates the order parameter (the size of the giant secure component) at the critical point to the field strength (average number of interlinks per node), and γ, which describes the susceptibility near criticality. These are found to be δ = 2 and γ = 1 (with the scaling of the order parameter near the critical point given by β = 1). When two or more vulnerabilities are equally present in a module we find δ = 1 and γ = 0 (with β ≥ 2). Apart from defining a previously unidentified universality class, these exponents show that increasing connections between modules is more beneficial for security than increasing connections within modules. We also measure the correlation critical exponent ν, and the upper critical dimension d c , finding that ν {d}c=3 as for ordinary percolation, suggesting that for secure message-passing d c = 6. These results provide an interesting analogy between secure message-passing in modular networks and the physics of magnetic spin-systems.

Rouse mode analysis of chain relaxation in homopolymer melts

DOE PAGES

Kalathi, Jagannathan T.; Kumar, Sanat K.; Rubinstein, Michael; ...

2014-09-15

We use molecular dynamics simulations of the Kremer–Grest (KG) bead–spring model of polymer chains of length between 10 and 500, and a closely related analogue that allows for chain crossing, to clearly delineate the effects of entanglements on the length-scale-dependent chain relaxation in polymer melts. We analyze the resulting trajectories using the Rouse modes of the chains and find that entanglements strongly affect these modes. The relaxation rates of the chains show two limiting effective monomeric frictions, with the local modes experiencing much lower effective friction than the longer modes. The monomeric relaxation rates of longer modes vary approximately inverselymore » with chain length due to kinetic confinement effects. The time-dependent relaxation of Rouse modes has a stretched exponential character with a minimum of stretching exponent in the vicinity of the entanglement chain length. None of these trends are found in models that allow for chain crossing. As a result, these facts, in combination, argue for the confined motion of chains for time scales between the entanglement time and their ultimate free diffusion.« less

Competing mechanisms and scaling laws for carbon nanotube scission by ultrasonication.

PubMed

Pagani, Guido; Green, Micah J; Poulin, Philippe; Pasquali, Matteo

2012-07-17

Dispersion of carbon nanotubes (CNTs) into liquids typically requires ultrasonication to exfoliate individuals CNTs from bundles. Experiments show that CNT length drops with sonication time (or energy) as a power law t(-m). Yet the breakage mechanism is not well understood, and the experimentally reported power law exponent m ranges from approximately 0.2 to 0.5. Here we simulate the motion of CNTs around cavitating bubbles by coupling brownian dynamics with the Rayleigh-Plesset equation. We observe that, during bubble growth, CNTs align tangentially to the bubble surface. Surprisingly, we find two dynamical regimes during the collapse: shorter CNTs align radially, longer ones buckle. We compute the phase diagram for CNT collapse dynamics as a function of CNT length, stiffness, and initial distance from the bubble nuclei and determine the transition from aligning to buckling. We conclude that, depending on their length, CNTs can break due to either buckling or stretching. These two mechanisms yield different power laws for the length decay (0.25 and 0.5, respectively), reconciling the apparent discrepancy in the experimental data.

Exploring conservative islands using correlated and uncorrelated noise

NASA Astrophysics Data System (ADS)

da Silva, Rafael M.; Manchein, Cesar; Beims, Marcus W.

2018-02-01

In this work, noise is used to analyze the penetration of regular islands in conservative dynamical systems. For this purpose we use the standard map choosing nonlinearity parameters for which a mixed phase space is present. The random variable which simulates noise assumes three distributions, namely equally distributed, normal or Gaussian, and power law (obtained from the same standard map but for other parameters). To investigate the penetration process and explore distinct dynamical behaviors which may occur, we use recurrence time statistics (RTS), Lyapunov exponents and the occupation rate of the phase space. Our main findings are as follows: (i) the standard deviations of the distributions are the most relevant quantity to induce the penetration; (ii) the penetration of islands induce power-law decays in the RTS as a consequence of enhanced trapping; (iii) for the power-law correlated noise an algebraic decay of the RTS is observed, even though sticky motion is absent; and (iv) although strong noise intensities induce an ergodic-like behavior with exponential decays of RTS, the largest Lyapunov exponent is reminiscent of the regular islands.

Deterministic chaos in atmospheric radon dynamics

NASA Astrophysics Data System (ADS)

Cuculeanu, Vasile; Lupu, Alexandru

2001-08-01

The correlation dimension and Lyapunov exponents have been calculated for two time series of atmospheric radon daughter concentrations obtained from four daily measurements during the period 1993-1996. A number of about 6000 activity concentration values of 222Rn and 220Rn daughters have been used. The measuring method is based on aerosol collection on filters. In order to determine the filter activity, a low background gross beta measuring device with Geiger-Müller counter tubes in anticoincidence was used. The small noninteger value of the correlation dimension (≃2.2) and the existence of a positive Lyapunov exponent prove that deterministic chaos is present in the time series of atmospheric 220Rn daughters. This shows that a simple diffusion equation with a parameterized turbulent diffusion coefficient is insufficient for describing the dynamics in the near-ground layer where turbulence is not fully developed and coherent structures dominate. The analysis of 222Rn series confirms that the dynamics of the boundary layer cannot be described by a system of ordinary differential equations with a low number of independent variables.

Seven years of aerosol scattering hygroscopic growth measurements from SGP: Factors influencing water uptake: Aerosol Scattering Hygroscopic Growth

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jefferson, A.; Hageman, D.; Morrow, H.

Long-term measurements of changes in the aerosol scattering coefficient hygroscopic growth at the U.S. Department of Energy Southern Great Plains site provide information on the seasonal as well as size and chemical dependence of aerosol hygroscopic growth. Annual average sub 10 um fRH values (the ratio of aerosol scattering at 85%/40% RH) were 1.75 and 1.87 for the gamma and kappa fit algorithms, respectively. The study found higher growth rates in the winter and spring seasons that correlated with high aerosol nitrate mass fraction. FRH, exhibited strong, but differing correlations with the scattering Ångström exponent and backscatter fraction, two opticalmore » size-dependent parameters. The aerosol organic fraction had a strong influence, with fRH decreasing with increases in the organic mass fraction and absorption Ångström exponent and increasing with the aerosol single scatter albedo. Uncertainty analysis if the fit algorithms revealed high uncertainty at low scattering coefficients and slight increases in uncertainty at high RH and fit parameters values.« less

Introducing False EUR and False EUR exchange rates

NASA Astrophysics Data System (ADS)

Ausloos, M.; Ivanova, K.

2000-10-01

The Euro ( EUR) is a new currency introduced by the European Community. Its exchange rate is very puzzling. We have invented a false Euro ( FEUR) dating back to 1993 and have derived the exchange rates of the FEUR with respect to currencies not belonging to the EUR, i.e., DKK, CHF, JPY and USD. This allows us to search for correlations between the fluctuations preexisting to the introduction of EUR and present ones in such financial data. The detrended fluctuation analysis ( DFA) statistical method is used. This leads to assume a power-law behavior, i.e., a scaling hypothesis, through an exponent α. The latter has demonstrated its usefulness for the investigations of long-range power-law correlations in several types of financial sequences. Our findings show that the α exponent interestingly characterizes fractional Brownian motion of the currency exchange rates between EUR and DKK over a 25 day interval, and usual Brownian motion otherwise and for the three other investigated exchange rates. We can devise an investment strategy based on the localα technique and obtain appreciable gains for the time being.

Path length entropy analysis of diastolic heart sounds.

PubMed

Griffel, Benjamin; Zia, Mohammad K; Fridman, Vladamir; Saponieri, Cesare; Semmlow, John L

2013-09-01

Early detection of coronary artery disease (CAD) using the acoustic approach, a noninvasive and cost-effective method, would greatly improve the outcome of CAD patients. To detect CAD, we analyze diastolic sounds for possible CAD murmurs. We observed diastolic sounds to exhibit 1/f structure and developed a new method, path length entropy (PLE) and a scaled version (SPLE), to characterize this structure to improve CAD detection. We compare SPLE results to Hurst exponent, Sample entropy and Multiscale entropy for distinguishing between normal and CAD patients. SPLE achieved a sensitivity-specificity of 80%-81%, the best of the tested methods. However, PLE and SPLE are not sufficient to prove nonlinearity, and evaluation using surrogate data suggests that our cardiovascular sound recordings do not contain significant nonlinear properties. Copyright © 2013 Elsevier Ltd. All rights reserved.

Path Length Entropy Analysis of Diastolic Heart Sounds

PubMed Central

Griffel, B.; Zia, M. K.; Fridman, V.; Saponieri, C.; Semmlow, J. L.

2013-01-01

Early detection of coronary artery disease (CAD) using the acoustic approach, a noninvasive and cost-effective method, would greatly improve the outcome of CAD patients. To detect CAD, we analyze diastolic sounds for possible CAD murmurs. We observed diastolic sounds to exhibit 1/f structure and developed a new method, path length entropy (PLE) and a scaled version (SPLE), to characterize this structure to improve CAD detection. We compare SPLE results to Hurst exponent, Sample entropy and Multi-scale entropy for distinguishing between normal and CAD patients. SPLE achieved a sensitivity-specificity of 80%–81%, the best of the tested methods. However, PLE and SPLE are not sufficient to prove nonlinearity, and evaluation using surrogate data suggests that our cardiovascular sound recordings do not contain significant nonlinear properties. PMID:23930808

Heart rate dynamics before spontaneous onset of ventricular fibrillation in patients with healed myocardial infarcts

NASA Technical Reports Server (NTRS)

Makikallio, T. H.; Koistinen, J.; Jordaens, L.; Tulppo, M. P.; Wood, N.; Golosarsky, B.; Peng, C. K.; Goldberger, A. L.; Huikuri, H. V.

1999-01-01

The traditional methods of analyzing heart rate (HR) variability have failed to predict imminent ventricular fibrillation (VF). We sought to determine whether new methods of analyzing RR interval variability based on nonlinear dynamics and fractal analysis may help to detect subtle abnormalities in RR interval behavior before the onset of life-threatening arrhythmias. RR interval dynamics were analyzed from 24-hour Holter recordings of 15 patients who experienced VF during electrocardiographic recording. Thirty patients without spontaneous or inducible arrhythmia events served as a control group in this retrospective case control study. Conventional time- and frequency-domain measurements, the short-term fractal scaling exponent (alpha) obtained by detrended fluctuation analysis, and the slope (beta) of the power-law regression line (log power - log frequency, 10(-4)-10(-2) Hz) of RR interval dynamics were determined. The short-term correlation exponent alpha of RR intervals (0.64 +/- 0.19 vs 1.05 +/- 0.12; p <0.001) and the power-law slope beta (-1.63 +/- 0.28 vs -1.31 +/- 0.20, p <0.001) were lower in the patients before the onset of VF than in the control patients, but the SD and the low-frequency spectral components of RR intervals did not differ between the groups. The short-term scaling exponent performed better than any other measurement of HR variability in differentiating between the patients with VF and controls. Altered fractal correlation properties of HR behavior precede the spontaneous onset of VF. Dynamic analysis methods of analyzing RR intervals may help to identify abnormalities in HR behavior before VF.

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice

PubMed Central

Bogdanovich, Jose M.; Bozinovic, Francisco

2016-01-01

Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r(VO2), in the laboratory mouse Mus musculus, assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA), finding that r(VO2) fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 102 s), either monofractal or weak multifractal dynamics are observed depending on whether Ta < 15 °C or Ta > 15 °C respectively. For larger time scales, r(VO2) fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ(q), showing that the infinite number of exponents h(q) can be described by only two independent parameters, a and b. We also show that the long-range correlation structure of r(VO2) time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system. PMID:27781179

Nonlinear temperature effects on multifractal complexity of metabolic rate of mice.

PubMed

Labra, Fabio A; Bogdanovich, Jose M; Bozinovic, Francisco

2016-01-01

Complex physiological dynamics have been argued to be a signature of healthy physiological function. Here we test whether the complexity of metabolic rate fluctuations in small endotherms decreases with lower environmental temperatures. To do so, we examine the multifractal temporal scaling properties of the rate of change in oxygen consumption r ( VO 2 ), in the laboratory mouse Mus musculus , assessing their long range correlation properties across seven different environmental temperatures, ranging from 0 °C to 30 °C. To do so, we applied multifractal detrended fluctuation analysis (MF-DFA), finding that r(VO 2 ) fluctuations show two scaling regimes. For small time scales below the crossover time (approximately 10 2 s), either monofractal or weak multifractal dynamics are observed depending on whether T a < 15 °C or T a > 15 °C respectively. For larger time scales, r(VO 2 ) fluctuations are characterized by an asymptotic scaling exponent that indicates multifractal anti-persistent or uncorrelated dynamics. For both scaling regimes, a generalization of the multiplicative cascade model provides very good fits for the Renyi exponents τ ( q ), showing that the infinite number of exponents h(q) can be described by only two independent parameters, a and b . We also show that the long-range correlation structure of r(VO 2 ) time series differs from randomly shuffled series, and may not be explained as an artifact of stochastic sampling of a linear frequency spectrum. These results show that metabolic rate dynamics in a well studied micro-endotherm are consistent with a highly non-linear feedback control system.

Are galaxy distributions scale invariant? A perspective from dynamical systems theory

NASA Astrophysics Data System (ADS)

McCauley, J. L.

2002-06-01

Unless there is an evidence for fractal scaling with a single exponent over distances 0.1<=r<=100h-1Mpc, then the widely accepted notion of scale invariance of the correlation integral for 0.1<=r<=10h-1Mpc must be questioned. The attempt to extract a scaling exponent /ν from the correlation integral /n(r) by plotting /log(n(r)) vs. /log(r) is unreliable unless the underlying point set is approximately monofractal. The extraction of a spectrum of generalized dimensions νq from a plot of the correlation integral generating function Gn(q) by a similar procedure is probably an indication that Gn(q) does not scale at all. We explain these assertions after defining the term multifractal, mutually inconsistent definitions having been confused together in the cosmology literature. Part of this confusion is traced to the confusion in interpreting a measure-theoretic formula written down by Hentschel and Procaccia in the dynamical systems theory literature, while other errors follow from confusing together entirely different definitions of multifractal from two different schools of thought. Most important are serious errors in data analysis that follow from taking for granted a largest term approximation that is inevitably advertised in the literature on both fractals and dynamical systems theory.

Chaotic time series analysis of vision evoked EEG

NASA Astrophysics Data System (ADS)

Zhang, Ningning; Wang, Hong

2010-01-01

To investigate the human brain activities for aesthetic processing, beautiful woman face picture and ugly buffoon face picture were applied. Twelve subjects were assigned the aesthetic processing task while the electroencephalogram (EEG) was recorded. Event-related brain potential (ERP) was required from the 32 scalp electrodes and the ugly buffoon picture produced larger amplitudes for the N1, P2, N2, and late slow wave components. Average ERP from the ugly buffoon picture were larger than that from the beautiful woman picture. The ERP signals shows that the ugly buffoon elite higher emotion waves than the beautiful woman face, because some expression is on the face of the buffoon. Then, chaos time series analysis was carried out to calculate the largest Lyapunov exponent using small data set method and the correlation dimension using G-P algorithm. The results show that the largest Lyapunov exponents of the ERP signals are greater than zero, which indicate that the ERP signals may be chaotic. The correlations dimensions coming from the beautiful woman picture are larger than that from the ugly buffoon picture. The comparison of the correlations dimensions shows that the beautiful face can excite the brain nerve cells. The research in the paper is a persuasive proof to the opinion that cerebrum's work is chaotic under some picture stimuli.

Technical characterization of dialysis fluid flow and mass transfer rate in dialyzers with various filtration coefficients using dimensionless correlation equation.

PubMed

Fukuda, Makoto; Yoshimura, Kengo; Namekawa, Koki; Sakai, Kiyotaka

2017-06-01

The objective of the present study is to evaluate the effect of filtration coefficient and internal filtration on dialysis fluid flow and mass transfer coefficient in dialyzers using dimensionless mass transfer correlation equations. Aqueous solution of vitamin B 12 clearances were obtained for REXEED-15L as a low flux dialyzer, and APS-15EA and APS-15UA as high flux dialyzers. All the other design specifications were identical for these dialyzers except for filtration coefficient. The overall mass transfer coefficient was calculated, moreover, the exponents of Reynolds number (Re) and film mass transfer coefficient of the dialysis-side fluid (k D ) for each flow rate were derived from the Wilson plot and dimensionless correlation equation. The exponents of Re were 0.4 for the low flux dialyzer whereas 0.5 for the high flux dialyzers. Dialysis fluid of the low flux dialyzer was close to laminar flow because of its low filtration coefficient. On the other hand, dialysis fluid of the high flux dialyzers was assumed to be orthogonal flow. Higher filtration coefficient was associated with higher k D influenced by mass transfer rate through diffusion and internal filtration. Higher filtration coefficient of dialyzers and internal filtration affect orthogonal flow of dialysis fluid.

FAST TRACK COMMUNICATION Critical exponents of domain walls in the two-dimensional Potts model

NASA Astrophysics Data System (ADS)

Dubail, Jérôme; Lykke Jacobsen, Jesper; Saleur, Hubert

2010-12-01

We address the geometrical critical behavior of the two-dimensional Q-state Potts model in terms of the spin clusters (i.e. connected domains where the spin takes a constant value). These clusters are different from the usual Fortuin-Kasteleyn clusters, and are separated by domain walls that can cross and branch. We develop a transfer matrix technique enabling the formulation and numerical study of spin clusters even when Q is not an integer. We further identify geometrically the crossing events which give rise to conformal correlation functions. This leads to an infinite series of fundamental critical exponents h_{\\ell _1-\\ell _2,2\\ell _1}, valid for 0 <= Q <= 4, that describe the insertion of ell1 thin and ell2 thick domain walls.

Poincaré recurrences of DNA sequences

NASA Astrophysics Data System (ADS)

Frahm, K. M.; Shepelyansky, D. L.

2012-01-01

We analyze the statistical properties of Poincaré recurrences of Homo sapiens, mammalian, and other DNA sequences taken from the Ensembl Genome data base with up to 15 billion base pairs. We show that the probability of Poincaré recurrences decays in an algebraic way with the Poincaré exponent β≈4 even if the oscillatory dependence is well pronounced. The correlations between recurrences decay with an exponent ν≈0.6 that leads to an anomalous superdiffusive walk. However, for Homo sapiens sequences, with the largest available statistics, the diffusion coefficient converges to a finite value on distances larger than one million base pairs. We argue that the approach based on Poncaré recurrences determines new proximity features between different species and sheds a new light on their evolution history.

Effect of angle of deposition on the Fractal properties of ZnO thin film surface

NASA Astrophysics Data System (ADS)

Yadav, R. P.; Agarwal, D. C.; Kumar, Manvendra; Rajput, Parasmani; Tomar, D. S.; Pandey, S. N.; Priya, P. K.; Mittal, A. K.

2017-09-01

Zinc oxide (ZnO) thin films were prepared by atom beam sputtering at various deposition angles in the range of 20-75°. The deposited thin films were examined by glancing angle X-ray diffraction and atomic force microscopy (AFM). Scaling law analysis was performed on AFM images to show that the thin film surfaces are self-affine. Fractal dimension of each of the 256 vertical sections along the fast scan direction of a discretized surface, obtained from the AFM height data, was estimated using the Higuchi's algorithm. Hurst exponent was computed from the fractal dimension. The grain sizes, as determined by applying self-correlation function on AFM micrographs, varied with the deposition angle in the same manner as the Hurst exponent.

Fracking and labquakes

NASA Astrophysics Data System (ADS)

Baró, Jordi; Planes, Antoni; Salje, Ekhard K. H.; Vives, Eduard

2016-12-01

Local fracture events (or labquakes) during compression of shale rocks have been studied by acoustic emission. They are assumed to simulate quakes induced by hydraulic fracturing (fracking) or other water injection activities. Results are compared with those obtained during compression of porous Vycor glass, which are known to display statistical features very similar to those characterising natural earthquakes. Our acoustic emission results show that labquake energies are power law distributed, which is consistent with recent statistical analysis of fracking-/water injection-induced quakes. The data confirm a Gutenberg-Richter behaviour with exponents larger than the exponents characterising the energy distribution of natural earthquakes. In contrast to natural earthquakes, labquakes in shales do not show time correlations, which indicates that the probability of aftershocks is smaller than in the natural scenario (e.g. during Californian earthquakes).

Mapping of the Bak, Tang, and Wiesenfeld sandpile model on a two-dimensional Ising-correlated percolation lattice to the two-dimensional self-avoiding random walk.

PubMed

Cheraghalizadeh, J; Najafi, M N; Dashti-Naserabadi, H; Mohammadzadeh, H

2017-11-01

The self-organized criticality on the random fractal networks has many motivations, like the movement pattern of fluid in the porous media. In addition to the randomness, introducing correlation between the neighboring portions of the porous media has some nontrivial effects. In this paper, we consider the Ising-like interactions between the active sites as the simplest method to bring correlations in the porous media, and we investigate the statistics of the BTW model in it. These correlations are controlled by the artificial "temperature" T and the sign of the Ising coupling. Based on our numerical results, we propose that at the Ising critical temperature T_{c} the model is compatible with the universality class of two-dimensional (2D) self-avoiding walk (SAW). Especially the fractal dimension of the loops, which are defined as the external frontier of the avalanches, is very close to D_{f}^{SAW}=4/3. Also, the corresponding open curves has conformal invariance with the root-mean-square distance R_{rms}∼t^{3/4} (t being the parametrization of the curve) in accordance with the 2D SAW. In the finite-size study, we observe that at T=T_{c} the model has some aspects compatible with the 2D BTW model (e.g., the 1/log(L)-dependence of the exponents of the distribution functions) and some in accordance with the Ising model (e.g., the 1/L-dependence of the fractal dimensions). The finite-size scaling theory is tested and shown to be fulfilled for all statistical observables in T=T_{c}. In the off-critical temperatures in the close vicinity of T_{c} the exponents show some additional power-law behaviors in terms of T-T_{c} with some exponents that are reported in the text. The spanning cluster probability at the critical temperature also scales with L^{1/2}, which is different from the regular 2D BTW model.

A bound on chaos

DOE PAGES

Maldacena, Juan; Shenker, Stephen H.; Stanford, Douglas

2016-08-17

We conjecture a sharp bound on the rate of growth of chaos in thermal quantum systems with a large number of degrees of freedom. Chaos can be diagnosed using an out-of-time-order correlation function closely related to the commutator of operators separated in time. We conjecture that the influence of chaos on this correlator can develop no faster than exponentially, with Lyapunov exponent λ L ≤ 2πk B T/ℏ. We give a precise mathematical argument, based on plausible physical assumptions, establishing this conjecture.

Entanglement and fluctuations in the XXZ model with power-law interactions

NASA Astrophysics Data System (ADS)

Frérot, Irénée; Naldesi, Piero; Roscilde, Tommaso

2017-06-01

We investigate the ground-state properties of the spin-1 /2 XXZ model with power-law-decaying (1 /rα ) interactions, which describe spins interacting with long-range transverse (XX) ferromagnetic interactions and longitudinal (Z) antiferromagnetic interactions, or hard-core bosons with long-range repulsion and hopping. The long-range nature of the couplings allows us to quantitatively study the spectral, correlation, and entanglement properties of the system by making use of linear spin-wave theory, supplemented with density-matrix renormalization group in one-dimensional systems. Our most important prediction is the existence of three distinct coupling regimes, depending on the decay exponent α and number of dimensions d : (1) a short-range regime for α >d +σc (where σc=1 in the gapped Néel antiferromagnetic phase exhibited by the XXZ model, and σc=2 in the gapless XY ferromagnetic phase), sharing the same properties as those of finite-range interactions (α =∞ ); (2) a long-range regime α

Measuring efficiency of international crude oil markets: A multifractality approach

NASA Astrophysics Data System (ADS)

Niere, H. M.

2015-01-01

The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long-range correlations.

Dynamic analysis of renal nerve activity responses to baroreceptor denervation in hypertensive rats.

PubMed

DiBona, G F; Jones, S Y

2001-04-01

Sinoaortic and cardiac baroreflexes exert important control over renal sympathetic nerve activity. Alterations in these reflex mechanisms contribute to renal sympathoexcitation in hypertension. Nonlinear dynamic analysis was used to examine the chaotic behavior of renal sympathetic nerve activity in normotensive Sprague-Dawley and Wistar-Kyoto rats and spontaneously hypertensive rats before and after complete baroreceptor denervation (sinoaortic and cardiac baroreceptor denervation). The peak interval sequence of synchronized renal sympathetic nerve discharge was extracted and used for analysis. In all rat strains, this yielded systems whose correlation dimensions converged to similar low values over the embedding dimension range of 10 to 15 and whose greatest Lyapunov exponents were positive. In Sprague-Dawley and Wistar-Kyoto rats, compete baroreceptor denervation was associated with decreases in the correlation dimensions (Sprague-DAWLEY: 2.42+/-0.04 to 2.16+/-0.04; Wistar-KYOTO: 2.44+/-0.04 to 2.34+/-0.04) and in the greatest Lyapunov exponents (Sprague-DAWLEY: 0.199+/-0.004 to 0.130+/-0.015; Wistar-KYOTO: 0.196+/-0.002 to 0.136+/-0.010). Spontaneously hypertensive rats had a similar correlation dimension, which was unaffected by complete baroreceptor denervation (2.42+/-0.02 versus 2.42+/-0.03), and a lower value for the greatest Lyapunov exponent, which decreased to a lesser extent after complete baroreceptor denervation (0.183+/-0.006 versus 0.158+/-0.006). These results indicate that removal of sinoaortic and cardiac baroreceptor regulation of renal sympathetic nerve activity is associated with a greater decrease in the chaotic behavior of renal sympathetic nerve activity in normotensive compared with hypertensive rats. This suggests that the central neural mechanisms that regulate renal sympathetic nerve activity in response to alterations in cardiovascular reflex inputs are different in spontaneously hypertensive rats from those in Sprague-Dawley and Wistar-Kyoto rats.

Automatic detection of sleep apnea based on EEG detrended fluctuation analysis and support vector machine.

PubMed

Zhou, Jing; Wu, Xiao-ming; Zeng, Wei-jie

2015-12-01

Sleep apnea syndrome (SAS) is prevalent in individuals and recently, there are many studies focus on using simple and efficient methods for SAS detection instead of polysomnography. However, not much work has been done on using nonlinear behavior of the electroencephalogram (EEG) signals. The purpose of this study is to find a novel and simpler method for detecting apnea patients and to quantify nonlinear characteristics of the sleep apnea. 30 min EEG scaling exponents that quantify power-law correlations were computed using detrended fluctuation analysis (DFA) and compared between six SAS and six healthy subjects during sleep. The mean scaling exponents were calculated every 30 s and 360 control values and 360 apnea values were obtained. These values were compared between the two groups and support vector machine (SVM) was used to classify apnea patients. Significant difference was found between EEG scaling exponents of the two groups (p < 0.001). SVM was used and obtained high and consistent recognition rate: average classification accuracy reached 95.1% corresponding to the sensitivity 93.2% and specificity 98.6%. DFA of EEG is an efficient and practicable method and is helpful clinically in diagnosis of sleep apnea.

Scaling of peak flows with constant flow velocity in random self-similar networks

USGS Publications Warehouse

Troutman, Brent M.; Mantilla, Ricardo; Gupta, Vijay K.

2011-01-01

A methodology is presented to understand the role of the statistical self-similar topology of real river networks on scaling, or power law, in peak flows for rainfall-runoff events. We created Monte Carlo generated sets of ensembles of 1000 random self-similar networks (RSNs) with geometrically distributed interior and exterior generators having parameters pi and pe, respectively. The parameter values were chosen to replicate the observed topology of real river networks. We calculated flow hydrographs in each of these networks by numerically solving the link-based mass and momentum conservation equation under the assumption of constant flow velocity. From these simulated RSNs and hydrographs, the scaling exponents β and φ characterizing power laws with respect to drainage area, and corresponding to the width functions and flow hydrographs respectively, were estimated. We found that, in general, φ > β, which supports a similar finding first reported for simulations in the river network of the Walnut Gulch basin, Arizona. Theoretical estimation of β and φ in RSNs is a complex open problem. Therefore, using results for a simpler problem associated with the expected width function and expected hydrograph for an ensemble of RSNs, we give heuristic arguments for theoretical derivations of the scaling exponents β(E) and φ(E) that depend on the Horton ratios for stream lengths and areas. These ratios in turn have a known dependence on the parameters of the geometric distributions of RSN generators. Good agreement was found between the analytically conjectured values of β(E) and φ(E) and the values estimated by the simulated ensembles of RSNs and hydrographs. The independence of the scaling exponents φ(E) and φ with respect to the value of flow velocity and runoff intensity implies an interesting connection between unit hydrograph theory and flow dynamics. Our results provide a reference framework to study scaling exponents under more complex scenarios of flow dynamics and runoff generation processes using ensembles of RSNs.

Nanomechanics of Pectin-Linked β-Lactoglobulin Nanofibril Bundles.

PubMed

Loveday, Simon M; Gunning, A Patrick

2018-06-14

Nanofibrils of β-lactoglobulin can be assembled into bundles by site-specific noncovalent cross-linking with high-methoxyl pectin (Hettiarachchi et al. Soft Matter 2016, 12, 756). Here we characterized the nanomechanical properties of bundles using atomic force microscopy and force spectroscopy. Bundles had Gaussian cross sections and a mean height of 17.4 ± 1.4 nm. Persistence lengths were calculated using image analysis with the mean-squared end-to-end model. The relationship between the persistence length and the thickness had exponents of 1.69-2.30, which is consistent with previous reports for other fibril types. In force spectroscopy experiments, the bundles stretched in a qualitatively different manner to fibrils, and some of the force curves were consistent with peeling fibrils away from bundles. The flexibility of pectin-linked nanofibril bundles is likely to be tunable by modulating the stiffness and length of fibrils and the ratio of pectin to fibrils, giving rise to a wide range of structures and functionalities.

Density profiles of the exclusive queuing process

NASA Astrophysics Data System (ADS)

Arita, Chikashi; Schadschneider, Andreas

2012-12-01

The exclusive queuing process (EQP) incorporates the exclusion principle into classic queuing models. It is characterized by, in addition to the entrance probability α and exit probability β, a third parameter: the hopping probability p. The EQP can be interpreted as an exclusion process of variable system length. Its phase diagram in the parameter space (α,β) is divided into a convergent phase and a divergent phase by a critical line which consists of a curved part and a straight part. Here we extend previous studies of this phase diagram. We identify subphases in the divergent phase, which can be distinguished by means of the shape of the density profile, and determine the velocity of the system length growth. This is done for EQPs with different update rules (parallel, backward sequential and continuous time). We also investigate the dynamics of the system length and the number of customers on the critical line. They are diffusive or subdiffusive with non-universal exponents that also depend on the update rules.

Detecting many-body-localization lengths with cold atoms

NASA Astrophysics Data System (ADS)

Guo, Xuefei; Li, Xiaopeng

2018-03-01

Considering ultracold atoms in optical lattices, we propose experimental protocols to study many-body-localization (MBL) length and criticality in quench dynamics. Through numerical simulations with exact diagonalization, we show that in the MBL phase the perturbed density profile following a local quench remains exponentially localized in postquench dynamics. The size of this density profile after long-time-dynamics defines a localization length, which tends to diverge at the MBL-to-ergodic transition as we increase the system size. The determined localization transition point agrees with previous exact diagonalization calculations using other diagnostics. Our numerical results provide evidence for violation of the Harris-Chayes bound for the MBL criticality. The critical exponent ν can be extracted from our proposed dynamical procedure, which can then be used directly in experiments to determine whether the Harris-Chayes-bound holds for the MBL transition. These proposed protocols to detect localization criticality are justified by benchmarking to the well-established results for the noninteracting three-dimensional Anderson localization.

Isometric scaling of above- and below-ground biomass at the individual and community levels in the understorey of a sub-tropical forest.

PubMed

Cheng, Dongliang; Zhong, Quanlin; Niklas, Karl J; Ma, Yuzhu; Yang, Yusheng; Zhang, Jianhua

2015-02-01

Empirical studies and allometric partitioning (AP) theory indicate that plant above-ground biomass (MA) scales, on average, one-to-one (isometrically) with below-ground biomass (MR) at the level of individual trees and at the level of entire forest communities. However, the ability of the AP theory to predict the biomass allocation patterns of understorey plants has not been established because most previous empirical tests have focused on canopy tree species or very large shrubs. In order to test the AP theory further, 1586 understorey sub-tropical forest plants from 30 sites in south-east China were harvested and examined. The numerical values of the scaling exponents and normalization constants (i.e. slopes and y-intercepts, respectively) of log-log linear MA vs. MR relationships were determined for all individual plants, for each site, across the entire data set, and for data sorted into a total of 19 sub-sets of forest types and successional stages. Similar comparisons of MA/MR were also made. The data revealed that the mean MA/MR of understorey plants was 2·44 and 1·57 across all 1586 plants and for all communities, respectively, and MA scaled nearly isometrically with respect to MR, with scaling exponents of 1·01 for all individual plants and 0·99 for all communities. The scaling exponents did not differ significantly among different forest types or successional stages, but the normalization constants did, and were positively correlated with MA/MR and negatively correlated with scaling exponents across all 1586 plants. The results support the AP theory's prediction that MA scales nearly one-to-one with MR (i.e. MA ∝ MR (≈1·0)) and that plant biomass partitioning for individual plants and at the community level share a strikingly similar pattern, at least for the understorey plants examined in this study. Furthermore, variation in environmental conditions appears to affect the numerical values of normalization constants, but not the scaling exponents of the MA vs. MR relationship. This feature of the results suggests that plant size is the primary driver of the MA vs. MR biomass allocation pattern for understorey plants in sub-tropical forests. © The Author 2015. Published by Oxford University Press on behalf of the Annals of Botany Company. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Finite-Difference Modeling of Seismic Wave Scattering in 3D Heterogeneous Media: Generation of Tangential Motion from an Explosion Source

NASA Astrophysics Data System (ADS)

Hirakawa, E. T.; Pitarka, A.; Mellors, R. J.

2015-12-01

Evan Hirakawa, Arben Pitarka, and Robert Mellors One challenging task in explosion seismology is development of physical models for explaining the generation of S-waves during underground explosions. Pitarka et al. (2015) used finite difference simulations of SPE-3 (part of Source Physics Experiment, SPE, an ongoing series of underground chemical explosions at the Nevada National Security Site) and found that while a large component of shear motion was generated directly at the source, additional scattering from heterogeneous velocity structure and topography are necessary to better match the data. Large-scale features in the velocity model used in the SPE simulations are well constrained, however, small-scale heterogeneity is poorly constrained. In our study we used a stochastic representation of small-scale variability in order to produce additional high-frequency scattering. Two methods for generating the distributions of random scatterers are tested. The first is done in the spatial domain by essentially smoothing a set of random numbers over an ellipsoidal volume using a Gaussian weighting function. The second method consists of filtering a set of random numbers in the wavenumber domain to obtain a set of heterogeneities with a desired statistical distribution (Frankel and Clayton, 1986). This method is capable of generating distributions with either Gaussian or von Karman autocorrelation functions. The key parameters that affect scattering are the correlation length, the standard deviation of velocity for the heterogeneities, and the Hurst exponent, which is only present in the von Karman media. Overall, we find that shorter correlation lengths as well as higher standard deviations result in increased tangential motion in the frequency band of interest (0 - 10 Hz). This occurs partially through S-wave refraction, but mostly by P-S and Rg-S waves conversions. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344

Dynamical implications of sample shape for avalanches in 2-dimensional random-field Ising model with saw-tooth domain wall

NASA Astrophysics Data System (ADS)

Tadić, Bosiljka

2018-03-01

We study dynamics of a built-in domain wall (DW) in 2-dimensional disordered ferromagnets with different sample shapes using random-field Ising model on a square lattice rotated by 45 degrees. The saw-tooth DW of the length Lx is created along one side and swept through the sample by slow ramping of the external field until the complete magnetisation reversal and the wall annihilation at the open top boundary at a distance Ly. By fixing the number of spins N =Lx ×Ly = 106 and the random-field distribution at a value above the critical disorder, we vary the ratio of the DW length to the annihilation distance in the range Lx /Ly ∈ [ 1 / 16 , 16 ] . The periodic boundary conditions are applied in the y-direction so that these ratios comprise different samples, i.e., surfaces of cylinders with the changing perimeter Lx and height Ly. We analyse the avalanches of the DW slips between following field updates, and the multifractal structure of the magnetisation fluctuation time series. Our main findings are that the domain-wall lengths materialised in different sample shapes have an impact on the dynamics at all scales. Moreover, the domain-wall motion at the beginning of the hysteresis loop (HLB) probes the disorder effects resulting in the fluctuations that are significantly different from the large avalanches in the central part of the loop (HLC), where the strong fields dominate. Specifically, the fluctuations in HLB exhibit a wide multi-fractal spectrum, which shifts towards higher values of the exponents when the DW length is reduced. The distributions of the avalanches in this segments of the loops obey power-law decay and the exponential cutoffs with the exponents firmly in the mean-field universality class for long DW. In contrast, the avalanches in the HLC obey Tsallis density distribution with the power-law tails which indicate the new categories of the scale invariant behaviour for different ratios Lx /Ly. The large fluctuations in the HLC, on the other hand, have a rather narrow spectrum which is less sensitive to the length of the wall. These findings shed light to the dynamical criticality of the random-field Ising model at its lower critical dimension; they can be relevant to applications of the dynamics of injected domain walls in two-dimensional nanowires and ferromagnetic films.

Extinction risk and structure of a food web model

NASA Astrophysics Data System (ADS)

Pękalski, Andrzej; Szwabiński, Janusz; Bena, Ioana; Droz, Michel

2008-03-01

We investigate in detail the model of a trophic web proposed by Amaral and Meyer [Phys. Rev. Lett. 82, 652 (1999)]. We focus on small-size systems that are relevant for real biological food webs and for which the fluctuations play an important role. We show, using Monte Carlo simulations, that such webs can be nonviable, leading to extinction of all species in small and/or weakly coupled systems. Estimations of the extinction times and survival chances are also given. We show that before the extinction the fraction of highly connected species (“omnivores”) is increasing. Viable food webs exhibit a pyramidal structure, where the density of occupied niches is higher at lower trophic levels, and moreover the occupations of adjacent levels are closely correlated. We also demonstrate that the distribution of the lengths of food chains has an exponential character and changes weakly with the parameters of the model. On the contrary, the distribution of avalanche sizes of the extinct species depends strongly on the connectedness of the web. For rather loosely connected systems, we recover the power-law type of behavior with the same exponent as found in earlier studies, while for densely connected webs the distribution is not of a power-law type.

Experimental evidence for an absorbing phase transition underlying yielding of a soft glass

NASA Astrophysics Data System (ADS)

Nagamanasa, K. Hima; Gokhale, Shreyas; Sood, A. K.; Ganapathy, Rajesh

2014-03-01

A characteristic feature of solids ranging from foams to atomic crystals is the existence of a yield point, which marks the threshold stress beyond which a material undergoes plastic deformation. In hard materials, it is well-known that local yield events occur collectively in the form of intermittent avalanches. The avalanche size distributions exhibit power-law scaling indicating the presence of self-organized criticality. These observations led to predictions of a non-equilibrium phase transition at the yield point. By contrast, for soft solids like gels and dense suspensions, no such predictions exist. In the present work, by combining particle scale imaging with bulk rheology, we provide a direct evidence for a non-equilibrium phase transition governing yielding of an archetypal soft solid - a colloidal glass. The order parameter and the relaxation time exponents revealed that yielding is an absorbing phase transition that belongs to the conserved directed percolation universality class. We also identified a growing length scale associated with clusters of particles with high Debye-Waller factor. Our findings highlight the importance of correlations between local yield events and may well stimulate the development of a unified description of yielding of soft solids.

Scaling of the polarization amplitude in quantum many-body systems in one dimension

NASA Astrophysics Data System (ADS)

Kobayashi, Ryohei; Nakagawa, Yuya O.; Fukusumi, Yoshiki; Oshikawa, Masaki

2018-04-01

Resta proposed a definition of the electric polarization in one-dimensional systems in terms of the ground-state expectation value of the large gauge transformation operator. Vanishing of the expectation value in the thermodynamic limit implies that the system is a conductor. We study Resta's polarization amplitude (expectation value) in the S =1 /2 XXZ chain and its several generalizations, in the gapless conducting Tomonaga-Luttinger liquid phase. We obtain an analytical expression in the lowest-order perturbation theory about the free fermion point (XY chain) and an exact result for the Haldane-Shastry model with long-range interactions. We also obtain numerical results, mostly using the exact diagonalization method. We find that the amplitude exhibits a power-law scaling in the system size (chain length) and vanishes in the thermodynamic limit. On the other hand, the exponent depends on the model even when the low-energy limit is described by the Tomonaga-Luttinger liquid with the same Luttinger parameter. We find that a change in the exponent occurs when the Umklapp term(s) are eliminated, suggesting the importance of the Umklapp terms.

Impact of dissipation on the energy spectrum of experimental turbulence of gravity surface waves

NASA Astrophysics Data System (ADS)

Campagne, Antoine; Hassaini, Roumaissa; Redor, Ivan; Sommeria, Joël; Valran, Thomas; Viboud, Samuel; Mordant, Nicolas

2018-04-01

We discuss the impact of dissipation on the development of the energy spectrum in wave turbulence of gravity surface waves with emphasis on the effect of surface contamination. We performed experiments in the Coriolis facility, which is a 13-m-diam wave tank. We took care of cleaning surface contamination as well as possible, considering that the surface of water exceeds 100 m2. We observe that for the cleanest condition the frequency energy spectrum shows a power-law decay extending up to the gravity capillary crossover (14 Hz) with a spectral exponent that is increasing with the forcing strength and decaying with surface contamination. Although slightly higher than reported previously in the literature, the exponent for the cleanest water remains significantly below the prediction from the weak turbulence theory. By discussing length and time scales, we show that weak turbulence cannot be expected at frequencies above 3 Hz. We observe with a stereoscopic reconstruction technique that the increase with the forcing strength of energy spectrum beyond 3 Hz is mostly due to the formation and strengthening of bound waves.

Investigations of static properties of two-dimensional bulk polymer systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bishop, M.; Ceperley, D.; Frisch, H.L.

1981-12-01

The static properties of two dimensional excluded volume continuum multichain systems are investigated by a ''reptation'' Monte Carlo algorithm. All beads interact via a repulsive (shifted) Lennard-Jones potential. In addition, nearest neighbors along chains are linked by a quasiharmonic potential which permits limited pair extensions. Chain lengths of 5, 10, 20, 32, 50, and 70 beads have been studied. Studies at densities of 0.1, 0.3, and 0.5 demonstrate that chain dimensions are compressed as the concentration is increased. Both the mean square end-to-end distance , and the mean square radius of gyration have a power law dependence upon l-1,more » the number of bonds, with exponent approximately 1.44 for rho = 0.1, 1.33 for rho = 0.3, and 1.20 for rho = 0.5. The asphericity ratios indicate the extent of compression as the density is increased. In addition, nonexcluded volume chains are studied via straightforward Monte Carlo integration. and have a power law dependence upon l-1 with exponent 1.00.« less

Robustness of optimal random searches in fragmented environments

NASA Astrophysics Data System (ADS)

Wosniack, M. E.; Santos, M. C.; Raposo, E. P.; Viswanathan, G. M.; da Luz, M. G. E.

2015-05-01

The random search problem is a challenging and interdisciplinary topic of research in statistical physics. Realistic searches usually take place in nonuniform heterogeneous distributions of targets, e.g., patchy environments and fragmented habitats in ecological systems. Here we present a comprehensive numerical study of search efficiency in arbitrarily fragmented landscapes with unlimited visits to targets that can only be found within patches. We assume a random walker selecting uniformly distributed turning angles and step lengths from an inverse power-law tailed distribution with exponent μ . Our main finding is that for a large class of fragmented environments the optimal strategy corresponds approximately to the same value μopt≈2 . Moreover, this exponent is indistinguishable from the well-known exact optimal value μopt=2 for the low-density limit of homogeneously distributed revisitable targets. Surprisingly, the best search strategies do not depend (or depend only weakly) on the specific details of the fragmentation. Finally, we discuss the mechanisms behind this observed robustness and comment on the relevance of our results to both the random search theory in general, as well as specifically to the foraging problem in the biological context.

Developing Stochastic Models as Inputs for High-Frequency Ground Motion Simulations

NASA Astrophysics Data System (ADS)

Savran, William Harvey

High-frequency ( 10 Hz) deterministic ground motion simulations are challenged by our understanding of the small-scale structure of the earth's crust and the rupture process during an earthquake. We will likely never obtain deterministic models that can accurately describe these processes down to the meter scale length required for broadband wave propagation. Instead, we can attempt to explain the behavior, in a statistical sense, by including stochastic models defined by correlations observed in the natural earth and through physics based simulations of the earthquake rupture process. Toward this goal, we develop stochastic models to address both of the primary considerations for deterministic ground motion simulations: namely, the description of the material properties in the crust, and broadband earthquake source descriptions. Using borehole sonic log data recorded in Los Angeles basin, we estimate the spatial correlation structure of the small-scale fluctuations in P-wave velocities by determining the best-fitting parameters of a von Karman correlation function. We find that Hurst exponents, nu, between 0.0-0.2, vertical correlation lengths, az, of 15-150m, an standard deviation, sigma of about 5% characterize the variability in the borehole data. Usin these parameters, we generated a stochastic model of velocity and density perturbations and combined with leading seismic velocity models to perform a validation exercise for the 2008, Chino Hills, CA using heterogeneous media. We find that models of velocity and density perturbations can have significant effects on the wavefield at frequencies as low as 0.3 Hz, with ensemble median values of various ground motion metrics varying up to +/-50%, at certain stations, compared to those computed solely from the CVM. Finally, we develop a kinematic rupture generator based on dynamic rupture simulations on geometrically complex faults. We analyze 100 dynamic rupture simulations on strike-slip faults ranging from Mw 6.4-7.2. We find that our dynamic simulations follow empirical scaling relationships for inter-plate strike-slip events, and provide source spectra comparable with an o -2 model. Our rupture generator reproduces GMPE medians and intra-event standard deviations spectral accelerations for an ensemble of 10 Hz fully-deterministic ground motion simulations, as compared to NGA West2 GMPE relationships up to 0.2 seconds.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Saha, Debajyoti, E-mail: debajyoti.saha@saha.ac.in; Kumar Shaw, Pankaj; Janaki, M. S.

Order-chaos-order was observed in the relaxation oscillations of a glow discharge plasma with variation in the discharge voltage. The first transition exhibits an inverse homoclinic bifurcation followed by a homoclinic bifurcation in the second transition. For the two regimes of observations, a detailed analysis of correlation dimension, Lyapunov exponent, and Renyi entropy was carried out to explore the complex dynamics of the system.

Visibility graph analysis on quarterly macroeconomic series of China based on complex network theory

NASA Astrophysics Data System (ADS)

Wang, Na; Li, Dong; Wang, Qiwen

2012-12-01

The visibility graph approach and complex network theory provide a new insight into time series analysis. The inheritance of the visibility graph from the original time series was further explored in the paper. We found that degree distributions of visibility graphs extracted from Pseudo Brownian Motion series obtained by the Frequency Domain algorithm exhibit exponential behaviors, in which the exponential exponent is a binomial function of the Hurst index inherited in the time series. Our simulations presented that the quantitative relations between the Hurst indexes and the exponents of degree distribution function are different for different series and the visibility graph inherits some important features of the original time series. Further, we convert some quarterly macroeconomic series including the growth rates of value-added of three industry series and the growth rates of Gross Domestic Product series of China to graphs by the visibility algorithm and explore the topological properties of graphs associated from the four macroeconomic series, namely, the degree distribution and correlations, the clustering coefficient, the average path length, and community structure. Based on complex network analysis we find degree distributions of associated networks from the growth rates of value-added of three industry series are almost exponential and the degree distributions of associated networks from the growth rates of GDP series are scale free. We also discussed the assortativity and disassortativity of the four associated networks as they are related to the evolutionary process of the original macroeconomic series. All the constructed networks have “small-world” features. The community structures of associated networks suggest dynamic changes of the original macroeconomic series. We also detected the relationship among government policy changes, community structures of associated networks and macroeconomic dynamics. We find great influences of government policies in China on the changes of dynamics of GDP and the three industries adjustment. The work in our paper provides a new way to understand the dynamics of economic development.

Nonlinear time series analysis of normal and pathological human walking

NASA Astrophysics Data System (ADS)

Dingwell, Jonathan B.; Cusumano, Joseph P.

2000-12-01

Characterizing locomotor dynamics is essential for understanding the neuromuscular control of locomotion. In particular, quantifying dynamic stability during walking is important for assessing people who have a greater risk of falling. However, traditional biomechanical methods of defining stability have not quantified the resistance of the neuromuscular system to perturbations, suggesting that more precise definitions are required. For the present study, average maximum finite-time Lyapunov exponents were estimated to quantify the local dynamic stability of human walking kinematics. Local scaling exponents, defined as the local slopes of the correlation sum curves, were also calculated to quantify the local scaling structure of each embedded time series. Comparisons were made between overground and motorized treadmill walking in young healthy subjects and between diabetic neuropathic (NP) patients and healthy controls (CO) during overground walking. A modification of the method of surrogate data was developed to examine the stochastic nature of the fluctuations overlying the nominally periodic patterns in these data sets. Results demonstrated that having subjects walk on a motorized treadmill artificially stabilized their natural locomotor kinematics by small but statistically significant amounts. Furthermore, a paradox previously present in the biomechanical literature that resulted from mistakenly equating variability with dynamic stability was resolved. By slowing their self-selected walking speeds, NP patients adopted more locally stable gait patterns, even though they simultaneously exhibited greater kinematic variability than CO subjects. Additionally, the loss of peripheral sensation in NP patients was associated with statistically significant differences in the local scaling structure of their walking kinematics at those length scales where it was anticipated that sensory feedback would play the greatest role. Lastly, stride-to-stride fluctuations in the walking patterns of all three subject groups were clearly distinguishable from linearly autocorrelated Gaussian noise. As a collateral benefit of the methodological approach taken in this study, some of the first steps at characterizing the underlying structure of human locomotor dynamics have been taken. Implications for understanding the neuromuscular control of locomotion are discussed.

Frequency-Dependent Viscosity of Xenon Near the Critical Point

NASA Technical Reports Server (NTRS)

Berg, Robert F.; Moldover, Michael R.; Zimmerli, Gregory A.

1999-01-01

We used a novel, overdamped oscillator aboard the Space Shuttle to measure the viscosity eta of xenon near its critical density rho(sub c), and temperature T(sub c). In microgravity, useful data were obtained within 0.1 mK of T(sub c), corresponding to a reduced temperature t = (T -T(sub c))/T(sub c) = 3 x 10(exp -7). The data extend two decades closer to T(sub c) than the best ground measurements, and they directly reveal the expected power-law behavior eta proportional to t(sup -(nu)z(sub eta)). Here nu is the correlation length exponent, and our result for the small viscosity exponent is z(sub eta) = 0.0690 +/- 0.0006. (All uncertainties are one standard uncertainty.) Our value for z(sub eta) depends only weakly on the form of the viscosity crossover function, and it agrees with the value 0.067 +/- 0.002 obtained from a recent two-loop perturbation expansion. The measurements spanned the frequency range 2 Hz less than or equal to f less than or equal to 12 Hz and revealed viscoelasticity when t less than or equal to 10(exp -1), further from T(sub c) than predicted. The viscoelasticity scales as Af(tau), where tau is the fluctuation-decay time. The fitted value of the viscoelastic time-scale parameter A is 2.0 +/- 0.3 times the result of a one-loop perturbation calculation. Near T(sub c), the xenon's calculated time constant for thermal diffusion exceeded days. Nevertheless, the viscosity results were independent of the xenon's temperature history, indicating that the density was kept near rho(sub c), by judicious choices of the temperature vs. time program. Deliberately bad choices led to large density inhomogeneities. At t greater than 10(exp -5), the xenon approached equilibrium much faster than expected, suggesting that convection driven by microgravity and by electric fields slowly stirred the sample.

State Anxiety and Nonlinear Dynamics of Heart Rate Variability in Students.

PubMed

Dimitriev, Dimitriy A; Saperova, Elena V; Dimitriev, Aleksey D

2016-01-01

Clinical and experimental research studies have demonstrated that the emotional experience of anxiety impairs heart rate variability (HRV) in humans. The present study investigated whether changes in state anxiety (SA) can also modulate nonlinear dynamics of heart rate. A group of 96 students volunteered to participate in the study. For each student, two 5-minute recordings of beat intervals (RR) were performed: one during a rest period and one just before a university examination, which was assumed to be a real-life stressor. Nonlinear analysis of HRV was performed. The Spielberger's State-Trait Anxiety Inventory was used to assess the level of SA. Before adjusting for heart rate, a Wilcoxon matched pairs test showed significant decreases in Poincaré plot measures, entropy, largest Lyapunov exponent (LLE), and pointwise correlation dimension (PD2), and an increase in the short-term fractal-like scaling exponent of detrended fluctuation analysis (α1) during the exam session, compared with the rest period. A Pearson analysis indicated significant negative correlations between the dynamics of SA and Poincaré plot axes ratio (SD1/SD2), and between changes in SA and changes in entropy measures. A strong negative correlation was found between the dynamics of SA and LLE. A significant positive correlation was found between the dynamics of SA and α1. The decreases in Poincaré plot measures (SD1, complex correlation measure), entropy measures, and LLE were still significant after adjusting for heart rate. Corrected α1 was increased during the exam session. As before, the dynamics of adjusted LLE was significantly correlated with the dynamics of SA. The qualitative increase in SA during academic examination was related to the decrease in the complexity and size of the Poincaré plot through a reduction of both the interbeat interval and its variation.

Metal-Poor, Strongly Star-Forming Galaxies in the DEEP2 Survey: The Relationship Between Stellar Mass, Temperature-Based Metallicity, and Star Formation Rate

NASA Technical Reports Server (NTRS)

Ly, Chun; Rigby, Jane R.; Cooper, Michael; Yan, Renbin

2015-01-01

We report on the discovery of 28 redshift (z) approximately 0.8 metal-poor galaxies in DEEP2. These galaxies were selected for their detection of the weak [O (sub III)] lambda 4363 emission line, which provides a "direct" measure of the gas-phase metallicity. A primary goal for identifying these rare galaxies is to examine whether the fundamental metallicity relation (FMR) between stellar mass, gas metallicity, and star formation rate (SFR) extends to low stellar mass and high SFR. The FMR suggests that higher SFR galaxies have lower metallicity (at fixed stellar mass). To test this trend, we combine spectroscopic measurements of metallicity and dust-corrected SFRs, with stellar mass estimates from modeling the optical photometry. We find that these galaxies are 1.05 plus or minus 0.61 decimal exponent (dex) above the redshift (z) approximately equal to 1 stellar mass-SFR relation, and 0.23 plus or minus 0.23 decimal exponent (dex) below the local mass-metallicity relation. Relative to the FMR, the latter offset is reduced to 0.01 decimal exponent (dex), but significant dispersion remains (0.29 decimal exponent (dex) with 0.16 decimal exponent (dex) due to measurement uncertainties). This dispersion suggests that gas accretion, star formation and chemical enrichment have not reached equilibrium in these galaxies. This is evident by their short stellar mass doubling timescale of approximately 100 (sup plus 310) (sub minus 75) million years that suggests stochastic star formation. Combining our sample with other redshift (z) of approximately 1 metal-poor galaxies, we find a weak positive SFR-metallicity dependence (at fixed stellar mass) that is significant at 97.3 percent confidence. We interpret this positive correlation as recent star formation that has enriched the gas, but has not had time to drive the metal-enriched gas out with feedback mechanisms.

Assessment of 48 Stock markets using adaptive multifractal approach

NASA Astrophysics Data System (ADS)

Ferreira, Paulo; Dionísio, Andreia; Movahed, S. M. S.

2017-11-01

In this paper, Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Since underlying data sets are affected by non-stationarities and trends, we also apply Adaptive Multifractal Detrended Fluctuation Analysis (AMF-DFA) and Adaptive Multifractal Detrended Cross-Correlation Analysis (AMF-DXA). We find only 170 pair of Stock markets cointegrated, and according to the Granger causality and mutual information, we realize that the strongest relations lies between emerging markets, and between emerging and frontier markets. According to scaling exponent given by AMF-DFA, h(q = 2) > 1, we find that all underlying data sets belong to non-stationary process. According to Efficient Market Hypothesis (EMH), only 8 markets are classified in uncorrelated processes at 2 σ confidence interval. 6 Stock markets belong to anti-correlated class and dominant part of markets has memory in corresponding daily index prices during January 1995 to February 2014. New-Zealand with H = 0 . 457 ± 0 . 004 and Jordan with H = 0 . 602 ± 0 . 006 are far from EMH. The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets. The empirical relation, Hxy ≤ [Hxx +Hyy ] / 2, is confirmed. Mentioned relation for q > 0 is also satisfied while for q < 0 there is a deviation from this relation confirming behavior of markets for small fluctuations is affected by contribution of major pair. For larger fluctuations, the cross-correlation contains information from both local (internal) and global (external) conditions. Width of singularity spectrum for auto-correlation and cross-correlation are Δαxx ∈ [ 0 . 304 , 0 . 905 ] and Δαxy ∈ [ 0 . 246 , 1 . 178 ] , respectively. The wide range of singularity spectrum for cross-correlation confirms that the bilateral relation between Stock markets is more complex. The value of σDCCA indicates that all pairs of stock market studied in this time interval belong to cross-correlated processes.

Schramm-Loewner evolution of the accessible perimeter of isoheight lines of correlated landscapes

NASA Astrophysics Data System (ADS)

Posé, N.; Schrenk, K. J.; Araújo, N. A. M.; Herrmann, H. J.

Real landscapes exhibit long-range height-height correlations, which are quantified by the Hurst exponent H. We give evidence that for negative H, in spite of the long-range nature of correlations, the statistics of the accessible perimeter of isoheight lines is compatible with Schramm-Loewner evolution curves and therefore can be mapped to random walks, their fractal dimension determining the diffusion constant. Analytic results are recovered for H=-1 and H=0 and a conjecture is proposed for the values in between. By contrast, for positive H, we find that the random walk is not Markovian but strongly correlated in time. Theoretical and practical implications are discussed.

Quantification of scaling exponent with Crossover type phenomena for different types of forcing in DC glow discharge plasma

NASA Astrophysics Data System (ADS)

Saha, Debajyoti; Shaw, Pankaj Kumar; Ghosh, Sabuj; Janaki, M. S.; Sekar Iyengar, A. N.

2018-01-01

We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC glow discharge plasma. The transition in the dynamics is observed through recurrence plot techniques which is an efficient method to observe the critical regime transitions in dynamics. The complexity of the nonlinear fluctuation has been revealed with the help of recurrence quantification analysis which is a suitable tool for investigating recurrence, an ubiquitous feature providing a deep insight into the dynamics of real dynamical system. An informal test for stationarity which checks for the compatibility of nonlinear approximations to the dynamics made in different segments in a time series has been proposed. In case of sinusoidal, noise, square forcing applied on fluctuation acquired at P = 0.12 mbar only one dominant scaling region is observed whereas the forcing applied on fluctuation (P = 0.04 mbar) two prominent scaling regions have been explored reliably using different forcing amplitudes indicating the signature of crossover phenomena. Furthermore a persistence long range behavior has been observed in one of these scaling regions. A comprehensive study of the quantification of scaling exponents has been carried out with the increase in amplitude and frequency of sinusoidal, square type of forcings. The scalings exponent is envisaged to be the roughness of the time series. The method provides a single quantitative idea of the scaling exponent to quantify the correlation properties of a signal.

Multifractal scaling of the kinetic energy flux in solar wind turbulence

NASA Technical Reports Server (NTRS)

Marsch, E.; Rosenbauer, H.; Tu, C.-Y.

1995-01-01

The geometrical and scaling properties of the energy flux of the turbulent kinetic energy in the solar wind have been studied. By present experimental technology in solar wind measurements, we cannot directly measure the real volumetric dissipation rate, epsilon(t), but are constrained to represent it by surrogating the energy flux near the dissipation range at the proton gyro scales. There is evidence for the multifractal nature of the so defined dissipation field epsilon(t), a result derived from the scaling exponents of its statistical q-th order moments. The related generalized dimension D(q) has been determined and reveals that the dissipation field has a multifractal structure. which is not compatible with a scale-invariant cascade. The associated multifractal spectrum f(alpha) has been estimated for the first time for MHD turbulence in the solar wind. Its features resemble those obtained for turbulent fluids and other nonlinear multifractal systems. The generalized dimension D(q) can, for turbulence in high-speed streams, be fitted well by the functional dependence of the p-model with a comparatively large parameter, p = 0.87. indicating a strongly intermittent multifractal energy cascade. The experimental value for D(p)/3, if used in the scaling exponent s(p) of the velocity structure function, gives an exponent that can describe some of the observations. The scaling exponent mu of the auto correlation function of epsilon(t) has also been directly evaluated. It has the value of 0.37. Finally. the mean dissipation rate was determined, which could be used in solar wind heating models.

Electromagnetic properties of metal-dielectric media and their applications

NASA Astrophysics Data System (ADS)

Animilli, Shravan Rakesh

The main objective of this dissertation is to investigate nano-structured random composite materials, which exhibit anomalous phenomena, such as the extraordinary enhancements of linear and non-linear optical processes due to excitation of collective electronic states, surface plasmons (SP). The main goal is to develop a time and memory efficient novel numerical method to study the properties of these random media in three dimensions (3D) by utilization of multi core processing and packages such as MPI for parallel execution. The developed numerical studies are then utilized to provide a comprehensive characterization and optimization of a surface plasmon enhanced solar cell (SPESC) and to serve as a test bed for enhanced bio and chemical sensing. In this context, this thesis work develops an efficient and exact numerical algorithm here referred to as Block Elimination Method (BE) which provides the unique capability of modeling extremely large scale composite materials (with up to 1 million strongly interacting metal or dielectric particles). This capability is crucial in order to study the electromagnetic response of large scale inhomogeneous (fractal) films and bulk composites at critical concentrations (percolation). The developed numerical method is used to accurately estimate parameters that describe the composite materials, including the effective conductivity and correlation length scaling exponents, as well as density of states and localization length exponents at the band center. This works reveals, for a first time, a unique de-localization mechanism that plays an important role in the excitation of charge-density waves, i.e. surface plasmons (SP), in metal-dielectric composites. It also shows that in 3D metal-dielectric percolation systems the local fields distribution function for frequencies close to the single particle plasmon resonance is log-normal which is a signature of a metal-dielectric phase transition manifested in the optical response of the composites. Based on the obtained numerical data a scaling theory for the higher order electric field moments is developed. A distinct evidence of singularities in the surface plasmon density of states and localization length is obtained, correlating with results previously obtained for two dimensional systems. This leads to the main finding of this work; i.e., the delocalization of surface plasmon states in percolating metal-dielectric composite materials is universally present regardless of the dimensionality of the problem. This dissertation also proposes a new approach toward developing highly efficient inorganic/organic solar cell, by presenting a method for enhancement in the optical absorption and overall cell efficiency. Specifically, the approach improves the operation characteristics of inorganic semiconductor (e.g. Si and a-Si) and organic (P3HT:PCBM) thin film solar cells by integrating a thin, inhomogeneous, metal-dielectric composite (MDC) electrode at the interface between the transparent electrode and active layer. Through numerical simulations, we show that under solar illumination, surface plasmons are excited within the fractal MDC electrode across an extremely broad range of optical frequencies, trapping the incoming light and ensuring an optimal absorption into the active layer of the solar cells. An analytical model is developed to study the I-V characteristics of the cells, providing a pathway toward achieving optimal efficiency and better understanding of the behavior of charge carriers. Using this model, it is shown that including gold MDC electrodes can lead to an enhancement in solar cell power conversion efficiency up to 33% higher compared to the benchmark device.

R/S analysis of reaction time in Neuron Type Test for human activity in civil aviation

NASA Astrophysics Data System (ADS)

Zhang, Hong-Yan; Kang, Ming-Cui; Li, Jing-Qiang; Liu, Hai-Tao

2017-03-01

Human factors become the most serious problem leading to accidents of civil aviation, which stimulates the design and analysis of Neuron Type Test (NTT) system to explore the intrinsic properties and patterns behind the behaviors of professionals and students in civil aviation. In the experiment, normal practitioners' reaction time sequences, collected from NTT, exhibit log-normal distribution approximately. We apply the χ2 test to compute the goodness-of-fit by transforming the time sequence with Box-Cox transformation to cluster practitioners. The long-term correlation of different individual practitioner's time sequence is represented by the Hurst exponent via Rescaled Range Analysis, also named by Range/Standard deviation (R/S) Analysis. The different Hurst exponent suggests the existence of different collective behavior and different intrinsic patterns of human factors in civil aviation.

Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Yuan, Ying; Zhuang, Xin-tian; Jin, Xiu

2009-06-01

Analyzing the Shanghai stock price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and non-linear temporal correlations. Based on that, a sliding window of 240 frequency data in 5 trading days was used to study stock price index fluctuation. It is found that when the stock price index fluctuates sharply, a strong variability is clearly characterized by the generalized Hurst exponents h(q). Therefore, two measures, Δh and σ, based on generalized Hurst exponents were proposed to compare financial risks before and after Price Limits and Reform of Non-tradable Shares. The empirical results verify the validity of the measures, and this has led to a better understanding of complex stock markets.

Predictability of weather and climate in a coupled ocean-atmosphere model: A dynamical systems approach. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Nese, Jon M.

1989-01-01

A dynamical systems approach is used to quantify the instantaneous and time-averaged predictability of a low-order moist general circulation model. Specifically, the effects on predictability of incorporating an active ocean circulation, implementing annual solar forcing, and asynchronously coupling the ocean and atmosphere are evaluated. The predictability and structure of the model attractors is compared using the Lyapunov exponents, the local divergence rates, and the correlation, fractal, and Lyapunov dimensions. The Lyapunov exponents measure the average rate of growth of small perturbations on an attractor, while the local divergence rates quantify phase-spatial variations of predictability. These local rates are exploited to efficiently identify and distinguish subtle differences in predictability among attractors. In addition, the predictability of monthly averaged and yearly averaged states is investigated by using attractor reconstruction techniques.

How long will the traffic flow time series keep efficacious to forecast the future?

NASA Astrophysics Data System (ADS)

Yuan, PengCheng; Lin, XuXun

2017-02-01

This paper investigate how long will the historical traffic flow time series keep efficacious to forecast the future. In this frame, we collect the traffic flow time series data with different granularity at first. Then, using the modified rescaled range analysis method, we analyze the long memory property of the traffic flow time series by computing the Hurst exponent. We calculate the long-term memory cycle and test its significance. We also compare it with the maximum Lyapunov exponent method result. Our results show that both of the freeway traffic flow time series and the ground way traffic flow time series demonstrate positively correlated trend (have long-term memory property), both of their memory cycle are about 30 h. We think this study is useful for the short-term or long-term traffic flow prediction and management.

Exact Critical Exponents for the Antiferromagnetic Quantum Critical Metal in Two Dimensions

NASA Astrophysics Data System (ADS)

Schlief, Andres; Lunts, Peter; Lee, Sung-Sik

2017-04-01

Unconventional metallic states which do not support well-defined single-particle excitations can arise near quantum phase transitions as strong quantum fluctuations of incipient order parameters prevent electrons from forming coherent quasiparticles. Although antiferromagnetic phase transitions occur commonly in correlated metals, understanding the nature of the strange metal realized at the critical point in layered systems has been hampered by a lack of reliable theoretical methods that take into account strong quantum fluctuations. We present a nonperturbative solution to the low-energy theory for the antiferromagnetic quantum critical metal in two spatial dimensions. Being a strongly coupled theory, it can still be solved reliably in the low-energy limit as quantum fluctuations are organized by a new control parameter that emerges dynamically. We predict the exact critical exponents that govern the universal scaling of physical observables at low temperatures.

Linear versus non-linear measures of temporal variability in finger tapping and their relation to performance on open- versus closed-loop motor tasks: comparing standard deviations to Lyapunov exponents.

PubMed

Christman, Stephen D; Weaver, Ryan

2008-05-01

The nature of temporal variability during speeded finger tapping was examined using linear (standard deviation) and non-linear (Lyapunov exponent) measures. Experiment 1 found that right hand tapping was characterised by lower amounts of both linear and non-linear measures of variability than left hand tapping, and that linear and non-linear measures of variability were often negatively correlated with one another. Experiment 2 found that increased non-linear variability was associated with relatively enhanced performance on a closed-loop motor task (mirror tracing) and relatively impaired performance on an open-loop motor task (pointing in a dark room), especially for left hand performance. The potential uses and significance of measures of non-linear variability are discussed.

Critical behavior of the ideal-gas Bose-Einstein condensation in the Apollonian network.

PubMed

de Oliveira, I N; dos Santos, T B; de Moura, F A B F; Lyra, M L; Serva, M

2013-08-01

We show that the ideal Boson gas displays a finite-temperature Bose-Einstein condensation transition in the complex Apollonian network exhibiting scale-free, small-world, and hierarchical properties. The single-particle tight-binding Hamiltonian with properly rescaled hopping amplitudes has a fractal-like energy spectrum. The energy spectrum is analytically demonstrated to be generated by a nonlinear mapping transformation. A finite-size scaling analysis over several orders of magnitudes of network sizes is shown to provide precise estimates for the exponents characterizing the condensed fraction, correlation size, and specific heat. The critical exponents, as well as the power-law behavior of the density of states at the bottom of the band, are similar to those of the ideal Boson gas in lattices with spectral dimension d(s)=2ln(3)/ln(9/5)~/=3.74.

Fractional Progress Toward Understanding the Fractional Diffusion Limit: The Electromagnetic Response of Spatially Correlated Geomaterials

NASA Astrophysics Data System (ADS)

Weiss, C. J.; Beskardes, G. D.; Everett, M. E.

2016-12-01

In this presentation we review the observational evidence for anomalous electromagnetic diffusion in near-surface geophysical exploration and how such evidence is consistent with a detailed, spatially-correlated geologic medium. To date, the inference of multi-scale geologic correlation is drawn from two independent methods of data analysis. The first of which is analogous to seismic move-out, where the arrival time of an electromagnetic pulse is plotted as a function of transmitter/receiver separation. The "anomalous" diffusion is evident by the fractional-order power law behavior of these arrival times, with an exponent value between unity (pure diffusion) and 2 (lossless wave propagation). The second line of evidence comes from spectral analysis of small-scale fluctuations in electromagnetic profile data which cannot be explained in terms of instrument, user or random error. Rather, the power-law behavior of the spectral content of these signals (i.e., power versus wavenumber) and their increments reveals them to lie in a class of signals with correlations over multiple length scales, a class of signals known formally as fractional Brownian motion. Numerical results over simulated geology with correlated electrical texture - representative of, for example, fractures, sedimentary bedding or metamorphic lineation - are consistent with the (albeit limited, but growing) observational data, suggesting a possible mechanism and modeling approach for a more realistic geology. Furthermore, we show how similar simulated results can arise from a modeling approach where geologic texture is economically captured by a modified diffusion equation containing exotic, but manageable, fractional derivatives. These derivatives arise physically from the generalized convolutional form for the electromagnetic constitutive laws and thus have merit beyond mere mathematical convenience. In short, we are zeroing in on the anomalous, fractional diffusion limit from two converging directions: a zooming down of the macroscopic (fractional derivative) view; and, a heuristic homogenization of the atomistic (brute force discretization) view.

Theta band oscillations reflect more than entrainment: behavioral and neural evidence demonstrates an active chunking process.

PubMed

Teng, Xiangbin; Tian, Xing; Doelling, Keith; Poeppel, David

2017-10-17

Parsing continuous acoustic streams into perceptual units is fundamental to auditory perception. Previous studies have uncovered a cortical entrainment mechanism in the delta and theta bands (~1-8 Hz) that correlates with formation of perceptual units in speech, music, and other quasi-rhythmic stimuli. Whether cortical oscillations in the delta-theta bands are passively entrained by regular acoustic patterns or play an active role in parsing the acoustic stream is debated. Here, we investigate cortical oscillations using novel stimuli with 1/f modulation spectra. These 1/f signals have no rhythmic structure but contain information over many timescales because of their broadband modulation characteristics. We chose 1/f modulation spectra with varying exponents of f, which simulate the dynamics of environmental noise, speech, vocalizations, and music. While undergoing magnetoencephalography (MEG) recording, participants listened to 1/f stimuli and detected embedded target tones. Tone detection performance varied across stimuli of different exponents and can be explained by local signal-to-noise ratio computed using a temporal window around 200 ms. Furthermore, theta band oscillations, surprisingly, were observed for all stimuli, but robust phase coherence was preferentially displayed by stimuli with exponents 1 and 1.5. We constructed an auditory processing model to quantify acoustic information on various timescales and correlated the model outputs with the neural results. We show that cortical oscillations reflect a chunking of segments, > 200 ms. These results suggest an active auditory segmentation mechanism, complementary to entrainment, operating on a timescale of ~200 ms to organize acoustic information. © 2017 Federation of European Neuroscience Societies and John Wiley & Sons Ltd.

Resonances in a Chaotic Attractor Crisis of the Lorenz Flow

NASA Astrophysics Data System (ADS)

Tantet, Alexis; Lucarini, Valerio; Dijkstra, Henk A.

2018-02-01

Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as tools for supporting the understanding of critical transitions in chaotic dynamical systems. However, it is in general not clear how the statistical properties of dynamical systems change across a boundary crisis during which a chaotic attractor collides with a saddle. This behavior is investigated here for a boundary crisis in the Lorenz flow, for which neither the Lyapunov exponents nor the covariant Lyapunov vectors provide a criterion for the crisis. Instead, the convergence of the time evolution of probability densities to the invariant measure, governed by the semigroup of transfer operators, is expected to slow down at the approach of the crisis. Such convergence is described by the eigenvalues of the generator of this semigroup, which can be divided into two families, referred to as the stable and unstable Ruelle-Pollicott resonances, respectively. The former describes the convergence of densities to the attractor (or escape from a repeller) and is estimated from many short time series sampling the state space. The latter is responsible for the decay of correlations, or mixing, and can be estimated from a long times series, invoking ergodicity. It is found numerically for the Lorenz flow that the stable resonances do approach the imaginary axis during the crisis, as is indicative of the loss of global stability of the attractor. On the other hand, the unstable resonances, and a fortiori the decay of correlations, do not flag the proximity of the crisis, thus questioning the usual design of early warning indicators of boundary crises of chaotic attractors and the applicability of response theory close to such crises.

Temporal evolution of soil moisture statistical fractal and controls by soil texture and regional groundwater flow

NASA Astrophysics Data System (ADS)

Ji, Xinye; Shen, Chaopeng; Riley, William J.

2015-12-01

Soil moisture statistical fractal is an important tool for downscaling remotely-sensed observations and has the potential to play a key role in multi-scale hydrologic modeling. The fractal was first introduced two decades ago, but relatively little is known regarding how its scaling exponents evolve in time in response to climatic forcings. Previous studies have neglected the process of moisture re-distribution due to regional groundwater flow. In this study we used a physically-based surface-subsurface processes model and numerical experiments to elucidate the patterns and controls of fractal temporal evolution in two U.S. Midwest basins. Groundwater flow was found to introduce large-scale spatial structure, thereby reducing the scaling exponents (τ), which has implications for the transferability of calibrated parameters to predict τ. However, the groundwater effects depend on complex interactions with other physical controls such as soil texture and land use. The fractal scaling exponents, while in general showing a seasonal mode that correlates with mean moisture content, display hysteresis after storm events that can be divided into three phases, consistent with literature findings: (a) wetting, (b) re-organizing, and (c) dry-down. Modeling experiments clearly show that the hysteresis is attributed to soil texture, whose "patchiness" is the primary contributing factor. We generalized phenomenological rules for the impacts of rainfall, soil texture, groundwater flow, and land use on τ evolution. Grid resolution has a mild influence on the results and there is a strong correlation between predictions of τ from different resolutions. Overall, our results suggest that groundwater flow should be given more consideration in studies of the soil moisture statistical fractal, especially in regions with a shallow water table.

Spatial and temporal variability in desert dust and anthropogenic pollution in Iraq, 1997-2010.

PubMed

Chudnovsky, A Alexandra; Koutrakis, Petros; Kostinski, Alex; Proctor, Susan P; Garshick, Eric

2017-01-01

Satellite imaging has emerged as a method for monitoring regional air pollution and detecting areas of high dust concentrations. Unlike ground observations, continuous data monitoring is available with global coverage of terrestrial and atmospheric components. In this study we test the utility of different sources of satellite data to assess air pollution concentrations in Iraq. SeaWiFS and MODIS Deep Blue (DB) aerosol optical depth (AOD) products were evaluated and used to characterize the spatial and temporal pollution levels from the late 1990s through 2010. The AOD and Ångström exponent (an indicator of particle size, since smaller Ångström exponent values reflect a source that includes larger particles) were correlated on 50 × 50 km spatial resolution. Generally, AOD and Ångström exponent were inversely correlated, suggesting a significant contribution of coarse particles from dust storms to AOD maxima. Although the majority of grid cells exhibited this trend, a weaker relationship in other locations suggested an additional contribution of fine particles from anthropogenic sources. Tropospheric NO 2 densities from the OMI satellite were elevated over cities, also consistent with a contribution from anthropogenic sources. Our analysis demonstrates the use of satellite imaging data to estimate relative pollution levels and source contributions in areas of the world where direct measurements are not available. The authors demonstrated how satellite data can be used to characterize exposures to dust and to anthropogenic pollution for future health related studies. This approach is of a great potential to investigate the associations between subject-specific exposures to different pollution sources and their health effects in inaccessible regions and areas where ground monitoring is unavailable.

Resonances in a Chaotic Attractor Crisis of the Lorenz Flow

NASA Astrophysics Data System (ADS)

Tantet, Alexis; Lucarini, Valerio; Dijkstra, Henk A.

2017-12-01

Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as tools for supporting the understanding of critical transitions in chaotic dynamical systems. However, it is in general not clear how the statistical properties of dynamical systems change across a boundary crisis during which a chaotic attractor collides with a saddle. This behavior is investigated here for a boundary crisis in the Lorenz flow, for which neither the Lyapunov exponents nor the covariant Lyapunov vectors provide a criterion for the crisis. Instead, the convergence of the time evolution of probability densities to the invariant measure, governed by the semigroup of transfer operators, is expected to slow down at the approach of the crisis. Such convergence is described by the eigenvalues of the generator of this semigroup, which can be divided into two families, referred to as the stable and unstable Ruelle-Pollicott resonances, respectively. The former describes the convergence of densities to the attractor (or escape from a repeller) and is estimated from many short time series sampling the state space. The latter is responsible for the decay of correlations, or mixing, and can be estimated from a long times series, invoking ergodicity. It is found numerically for the Lorenz flow that the stable resonances do approach the imaginary axis during the crisis, as is indicative of the loss of global stability of the attractor. On the other hand, the unstable resonances, and a fortiori the decay of correlations, do not flag the proximity of the crisis, thus questioning the usual design of early warning indicators of boundary crises of chaotic attractors and the applicability of response theory close to such crises.

Spatial and temporal variability in desert dust and anthropogenic pollution in Iraq, 1997–2010

PubMed Central

Chudnovsky, A. Alexandra; Koutrakis, Petros; Kostinski, Alex; Proctor, Susan P.; Garshick, Eric

2016-01-01

Satellite imaging has emerged as a method for monitoring regional air pollution and detecting areas of high dust concentrations. Unlike ground observations, continuous data monitoring is available with global coverage of terrestrial and atmospheric components. In this study we test the utility of different sources of satellite data to assess air pollution concentrations in Iraq. SeaWiFS and MODIS Deep Blue (DB) aerosol optical depth (AOD) products were evaluated and used to characterize the spatial and temporal pollution levels from the late 1990s through 2010. The AOD and Ångström exponent (an indicator of particle size, since smaller Ångström exponent values reflect a source that includes larger particles) were correlated on 50 × 50 km spatial resolution. Generally, AOD and Ångström exponent were inversely correlated, suggesting a significant contribution of coarse particles from dust storms to AOD maxima. Although the majority of grid cells exhibited this trend, a weaker relationship in other locations suggested an additional contribution of fine particles from anthropogenic sources. Tropospheric NO2 densities from the OMI satellite were elevated over cities, also consistent with a contribution from anthropogenic sources. Our analysis demonstrates the use of satellite imaging data to estimate relative pollution levels and source contributions in areas of the world where direct measurements are not available. Implications The authors demonstrated how satellite data can be used to characterize exposures to dust and to anthropogenic pollution for future health related studies. This approach is of a great potential to investigate the associations between subject-specific exposures to different pollution sources and their health effects in inaccessible regions and areas where ground monitoring is unavailable. PMID:28001122

Order-disorder transition in conflicting dynamics leading to rank-frequency generalized beta distributions

NASA Astrophysics Data System (ADS)

Alvarez-Martinez, R.; Martinez-Mekler, G.; Cocho, G.

2011-01-01

The behavior of rank-ordered distributions of phenomena present in a variety of fields such as biology, sociology, linguistics, finance and geophysics has been a matter of intense research. Often power laws have been encountered; however, their validity tends to hold mainly for an intermediate range of rank values. In a recent publication (Martínez-Mekler et al., 2009 [7]), a generalization of the functional form of the beta distribution has been shown to give excellent fits for many systems of very diverse nature, valid for the whole range of rank values, regardless of whether or not a power law behavior has been previously suggested. Here we give some insight on the significance of the two free parameters which appear as exponents in the functional form, by looking into discrete probabilistic branching processes with conflicting dynamics. We analyze a variety of realizations of these so-called expansion-modification models first introduced by Wentian Li (1989) [10]. We focus our attention on an order-disorder transition we encounter as we vary the modification probability p. We characterize this transition by means of the fitting parameters. Our numerical studies show that one of the fitting exponents is related to the presence of long-range correlations exhibited by power spectrum scale invariance, while the other registers the effect of disordering elements leading to a breakdown of these properties. In the absence of long-range correlations, this parameter is sensitive to the occurrence of unlikely events. We also introduce an approximate calculation scheme that relates this dynamics to multinomial multiplicative processes. A better understanding through these models of the meaning of the generalized beta-fitting exponents may contribute to their potential for identifying and characterizing universality classes.

Scaling behavior of online human activity

NASA Astrophysics Data System (ADS)

Zhao, Zhi-Dan; Cai, Shi-Min; Huang, Junming; Fu, Yan; Zhou, Tao

2012-11-01

The rapid development of the Internet technology enables humans to explore the web and record the traces of online activities. From the analysis of these large-scale data sets (i.e., traces), we can get insights about the dynamic behavior of human activity. In this letter, the scaling behavior and complexity of human activity in the e-commerce, such as music, books, and movies rating, are comprehensively investigated by using the detrended fluctuation analysis technique and the multiscale entropy method. Firstly, the interevent time series of rating behaviors of these three types of media show similar scaling properties with exponents ranging from 0.53 to 0.58, which implies that the collective behaviors of rating media follow a process embodying self-similarity and long-range correlation. Meanwhile, by dividing the users into three groups based on their activities (i.e., rating per unit time), we find that the scaling exponents of the interevent time series in the three groups are different. Hence, these results suggest that a stronger long-range correlations exist in these collective behaviors. Furthermore, their information complexities vary in the three groups. To explain the differences of the collective behaviors restricted to the three groups, we study the dynamic behavior of human activity at the individual level, and find that the dynamic behaviors of a few users have extremely small scaling exponents associated with long-range anticorrelations. By comparing the interevent time distributions of four representative users, we can find that the bimodal distributions may bring forth the extraordinary scaling behaviors. These results of the analysis of the online human activity in the e-commerce may not only provide insight into its dynamic behaviors but may also be applied to acquire potential economic interest.

Hurst exponent of very long birth time series in XX century Romania. Social and religious aspects

NASA Astrophysics Data System (ADS)

Rotundo, G.; Ausloos, M.; Herteliu, C.; Ileanu, B.

2015-07-01

The Hurst exponent of very long birth time series in Romania has been extracted from official daily records, i.e. over 97 years between 1905 and 2001 included. The series result from distinguishing between families located in urban (U) or rural (R) areas, and belonging (Ox) or not (NOx) to the orthodox religion. Four time series combining both criteria, (U,R) and (Ox, NOx), are also examined. A statistical information is given on these sub-populations measuring their XX-th century state as a snapshot. However, the main goal is to investigate whether the "daily" production of babies is purely noisy or is fluctuating according to some non trivial fractional Brownian motion, - in the four types of populations, characterized by either their habitat or their religious attitude, yet living within the same political regime. One of the goals was also to find whether combined criteria implied a different behavior. Moreover, we wish to observe whether some seasonal periodicity exists. The detrended fluctuation analysis technique is used for finding the fractal correlation dimension of such (9) signals. It has been first necessary, due to two periodic tendencies, to define the range regime in which the Hurst exponent is meaningfully defined. It results that the birth of babies in all cases is a very strongly persistent signal. It is found that the signal fractal correlation dimension is weaker (i) for NOx than for Ox, and (ii) or U with respect to R. Moreover, it is observed that the combination of U or R with NOx or OX enhances the UNOx, UOx, and ROx fluctuations, but smoothens the RNOx signal, thereby suggesting a stronger conditioning on religiosity rituals or rules.

Finite-Size Scaling Analysis of Binary Stochastic Processes and Universality Classes of Information Cascade Phase Transition

NASA Astrophysics Data System (ADS)

Mori, Shintaro; Hisakado, Masato

2015-05-01

We propose a finite-size scaling analysis method for binary stochastic processes X(t) in { 0,1} based on the second moment correlation length ξ for the autocorrelation function C(t). The purpose is to clarify the critical properties and provide a new data analysis method for information cascades. As a simple model to represent the different behaviors of subjects in information cascade experiments, we assume that X(t) is a mixture of an independent random variable that takes 1 with probability q and a random variable that depends on the ratio z of the variables taking 1 among recent r variables. We consider two types of the probability f(z) that the latter takes 1: (i) analog [f(z) = z] and (ii) digital [f(z) = θ(z - 1/2)]. We study the universal functions of scaling for ξ and the integrated correlation time τ. For finite r, C(t) decays exponentially as a function of t, and there is only one stable renormalization group (RG) fixed point. In the limit r to ∞ , where X(t) depends on all the previous variables, C(t) in model (i) obeys a power law, and the system becomes scale invariant. In model (ii) with q ≠ 1/2, there are two stable RG fixed points, which correspond to the ordered and disordered phases of the information cascade phase transition with the critical exponents β = 1 and ν|| = 2.

Dynamics of nanoparticles in complex fluids

NASA Astrophysics Data System (ADS)

Omari, Rami A.

Soft matter is a subfield of condensed matter including polymers, colloidal dispersions, surfactants, and liquid crystals. These materials are familiar from our everyday life- glues, paints, soaps, and plastics are examples of soft materials. Many phenomena in these systems have the same underlying physical mechanics. Moreover, it has been recognized that combinations of these systems, like for example polymers and colloids, exhibit new properties which are not found in each system separately. These mixed systems have a higher degree of complexity than the separate systems. In order to understand their behavior, knowledge from each subfields of soft matter has to be put together. One of these complex systems is the mixture of nanoparticles with macromolecules such as polymers, proteins, etc. Understanding the interactions in these systems is essential for solving various problems in technological and medical fields, such as developing high performance polymeric materials, chromatography, and drug delivery vehicles. The author of this dissertation investigates fundemental soft matter systems, including colloid dispersions in polymer solutions and binary mixture. The diffusion of gold nanoparticles in semidilute and entangled solutions of polystyrene (PS) in toluene were studied using fluorescence correlation spectroscopy (FCS). In our experiments, the particle radius (R ≈ 2.5 nm) was much smaller compared to the radius of gyration of the chain but comparable to the average mesh size of the fluctuating polymer network. The diffusion coefficient (D) of the particles decreased monotonically with polymer concentration and it can be fitted with a stretched exponential function. At high concentration of the polymer, a clear subdiffusive motion of the particles was observed. The results were compared with the diffusion of free dyes, which showed normal diffusive behavior for all concentrations. In another polymer solution, poly ethylene glycol (PEG) in water, the diffusion of the gold nanoparticles depends on the dimentionless length scale R/zeta, where R is the radius of the nanoparticle and zeta is the average mesh size of the fluctuating polymer network. FCS were used to study the critical adsorption on curved surfaces by utilizing spherical nanoparticles immersed in a critical binary liquid mixture of 2,6 lutidine + water. The temperature dependence of the adsorbed film thickness and excess adsorption was determined from FCS measurements of the enlarged effective hydrodynamic radius of the particles. Our results indicated that the adsorbed film thickness is of the order of correlation length associated with concentration fluctuations. The excess adsorption per unit area increases following a power law in reduced temperature with an exponent of -1, which is the mean-field value for the bulk susceptibility exponent. The kinetics of adsorption of gold nanoparticles in polymer solutions on silicon substrate was studied using ellipsometry by measuring the thickness of the adsorbed layer versus time. The data showed an exponential growth with relaxation time constants, which is proportional to the diffusion of the gold nanoparticles in polymer solution.

On the channel width-dependence of the thermal conductivity in ultra-narrow graphene nanoribbons

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karamitaheri, Hossein; Neophytou, Neophytos, E-mail: N.Neophytou@warwick.ac.uk

The thermal conductivity of low-dimensional materials and graphene nanoribbons, in particular, is limited by the strength of line-edge-roughness scattering. One way to characterize the roughness strength is the dependency of the thermal conductivity on the channel's width in the form W{sup β}. Although in the case of electronic transport, this dependency is very well studied, resulting in W{sup 6} for nanowires and quantum wells and W{sup 4} for nanoribbons, in the case of phonon transport it is not yet clear what this dependence is. In this work, using lattice dynamics and Non-Equilibrium Green's Function simulations, we examine the width dependencemore » of the thermal conductivity of ultra-narrow graphene nanoribbons under the influence of line edge-roughness. We show that the exponent β is in fact not a single well-defined number, but it is different for different parts of the phonon spectrum depending on whether phonon transport is ballistic, diffusive, or localized. The exponent β takes values β < 1 for semi-ballistic phonon transport, values β ≫ 1 for sub-diffusive or localized phonons, and β = 1 only in the case where the transport is diffusive. The overall W{sup β} dependence of the thermal conductivity is determined by the width-dependence of the dominant phonon modes (usually the acoustic ones). We show that due to the long phonon mean-free-paths, the width-dependence of thermal conductivity becomes a channel length dependent property, because the channel length determines whether transport is ballistic, diffusive, or localized.« less

Rigorous asymptotics of traveling-wave solutions to the thin-film equation and Tanner’s law

NASA Astrophysics Data System (ADS)

Giacomelli, Lorenzo; Gnann, Manuel V.; Otto, Felix

2016-09-01

We are interested in traveling-wave solutions to the thin-film equation with zero microscopic contact angle (in the sense of complete wetting without precursor) and inhomogeneous mobility {{h}3}+{λ3-n}{{h}n} , where h, λ, and n\\in ≤ft(\\frac{3}{2},\\frac{7}{3}\\right) denote film height, slip parameter, and mobility exponent, respectively. Existence and uniqueness of these solutions have been established by Maria Chiricotto and the first of the authors in previous work under the assumption of sub-quadratic growth as h\\to ∞ . In the present work we investigate the asymptotics of solutions as h\\searrow 0 (the contact-line region) and h\\to ∞ . As h\\searrow 0 we observe, to leading order, the same asymptotics as for traveling waves or source-type self-similar solutions to the thin-film equation with homogeneous mobility h n and we additionally characterize corrections to this law. Moreover, as h\\to ∞ we identify, to leading order, the logarithmic Tanner profile, i.e. the solution to the corresponding unperturbed problem with λ =0 that determines the apparent macroscopic contact angle. Besides higher-order terms, corrections turn out to affect the asymptotic law as h\\to ∞ only by setting the length scale in the logarithmic Tanner profile. Moreover, we prove that both the correction and the length scale depend smoothly on n. Hence, in line with the common philosophy, the precise modeling of liquid-solid interactions (within our model, the mobility exponent) does not affect the qualitative macroscopic properties of the film.

Effect of nanowire curviness on the percolation resistivity of transparent, conductive metal nanowire networks

NASA Astrophysics Data System (ADS)

Hicks, Jeremy; Li, Junying; Ying, Chen; Ural, Ant

2018-05-01

We study the effect of nanowire curviness on the percolation resistivity of transparent, conductive metal nanowire networks by Monte Carlo simulations. We generate curvy nanowires as one-dimensional sticks using 3rd-order Bézier curves. The degree of curviness in the network is quantified by the concept of curviness angle and curl ratio. We systematically study the interaction between the effect of curviness and five other nanowire/device parameters on the network resistivity, namely nanowire density, nanowire length, device length, device width, and nanowire alignment. We find that the resistivity exhibits a power law dependence on the curl ratio, which is a signature of percolation transport. In each case, we extract the power-law scaling critical exponents and explain the results using geometrical and physical arguments. The value of the curl ratio critical exponent is not universal, but increases as the other nanowire/device parameters drive the network toward the percolation threshold. We find that, for randomly oriented networks, curviness is undesirable since it increases the resistivity. For well-aligned networks, on the other hand, some curviness is highly desirable, since the resistivity minimum occurs for partially curvy nanowires. We explain these results by considering the two competing effects of curviness on the percolation resistivity. The results presented in this work can be extended to any network, film, or nanocomposite consisting of one-dimensional nanoelements. Our results show that Monte Carlo simulations are an essential predictive tool for both studying the percolation transport and optimizing the electronic properties of transparent, conductive nanowire networks for a wide range of applications.

Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India

NASA Astrophysics Data System (ADS)

Manimaran, P.; Narayana, A. C.

2018-07-01

In this paper, we study the multifractal characteristics and cross-correlation behaviour of Air Pollution Index (API) time series data through multifractal detrended cross-correlation analysis method. We analyse the daily API records of nine air pollutants of the university of Hyderabad campus for a period of three years (2013-2016). The cross-correlation behaviour has been measured from the Hurst scaling exponents and the singularity spectrum quantitatively. From the results, it is found that the cross-correlation analysis shows anti-correlation behaviour for all possible 36 bivariate time series. We also observe the existence of multifractal nature in all the bivariate time series in which many of them show strong multifractal behaviour. In particular, the hazardous particulate matter PM2.5 and inhalable particulate matter PM10 shows anti-correlated behaviour with all air pollutants.

Estimation of stature from sternal lengths. A correlation meta-analysis.

PubMed

Yammine, Kaissar; Assi, Chahine

2017-01-01

Methods based on the positive linear relationship existing between stature and long bones are most commonly used to estimate living stature in forensic anthropology. The length of the sternum and its parts has been advanced as a plausible alternative to estimate stature when such long bones are missing or damaged. This meta-analysis aims to quantify evidence on the correlation between the sternum/sternal parts length and stature. Nine studies were included with 1118 sternal bones. Analyses showed that the length of the meso-sternum (manubrium + body) yielded the best correlation with stature; 53.5% and 55.42% for men and women, respectively. The second best variable is the total sternal length with correlations of 44.3% and 55% for men and women, respectively. Subgroup analysis of autopsy studies demonstrated even a higher correlation of 58.2% for the meso-sternal length. Manubrium and body lengths showed the least correlation values. Except for the body length, females exhibit a better correlation than man between all other sternal lengths and stature. While the meso-sternal length is found to be the most correlated variable with stature, all sternal lengths are to be considered with caution when estimating stature. The relatively low values of the weighted correlation results should raise the question of reliability and limit the use of sternal length when long bones are available. Future research using larger samples from different populations and taking into account the fusion status of the sternum are needed.

Cross-correlations between crude oil and exchange markets for selected oil rich economies

NASA Astrophysics Data System (ADS)

Li, Jianfeng; Lu, Xinsheng; Zhou, Ying

2016-07-01

Using multifractal detrended cross-correlation analysis (MF-DCCA), this paper studies the cross-correlation behavior between crude oil market and five selected exchange rate markets. The dataset covers the period of January 1,1996-December 31,2014, and contains 4,633 observations for each of the series, including daily closing prices of crude oil, Australian Dollars, Canadian Dollars, Mexican Pesos, Russian Rubles, and South African Rand. Our empirical results obtained from cross-correlation statistic and cross-correlation coefficient have confirmed the existence of cross-correlations, and the MF-DCCA results have demonstrated a strong multifractality between cross-correlated crude oil market and exchange rate markets in both short term and long term. Using rolling window analysis, we have also found the persistent cross-correlations between the exchange rates and crude oil returns, and the cross-correlation scaling exponents exhibit volatility during some time periods due to its sensitivity to sudden events.

Correlation Structure of Fractional Pearson Diffusions.

PubMed

Leonenko, Nikolai N; Meerschaert, Mark M; Sikorskii, Alla

2013-09-01

The stochastic solution to a diffusion equations with polynomial coefficients is called a Pearson diffusion. If the first time derivative is replaced by a Caputo fractional derivative of order less than one, the stochastic solution is called a fractional Pearson diffusion. This paper develops an explicit formula for the covariance function of a fractional Pearson diffusion in steady state, in terms of Mittag-Leffler functions. That formula shows that fractional Pearson diffusions are long range dependent, with a correlation that falls off like a power law, whose exponent equals the order of the fractional derivative.

Modeling of Ceiling Fire Spread and Thermal Radiation.

DTIC Science & Technology

1981-10-01

under a PMMA ceiling and flame lengths under an inert ceiling are found to be in reasonable agreement with full-scale behavior. Although fire spread...5 3 Flame Lengths under Full-Scale Ceilings 12 4 Correlation of Flame Length under Inert Ceilings 16 5 Correlation of Flame Length under No 234 Model...Ceilings 17 6 Correlation of Flame Length under No B8811 Model Ceilings 18 7 Correlation of Flame Length under No. 223 Model Ceilings 19 8

Length-weight relationship and condition factor of Liza subviridis (Valenciennes, 1836) of Parangipettai waters, southeast coast of India.

PubMed

Ashiq Ur Rahman, M; Khan, S Ajmal; Lyla, P S; Kadharsha, K; Chander, P Mohan; John, B Akbar

2013-04-01

Determination of Length-weight Relationship (LWR) of any commercially important fish is crucial to validate the wild stock level, to predict their wellbeing in the natural habitat and for various sustainable fishery management practices. Liza subviridis (Valenciennes) is noted to be highly abundant along the coast of Parangipettai, South east coast of India. Hence, the present study was aimed to establish Length-weight relationship and condition factor of Greenback mullet, Liza subviridis (Valenciennes) occurring in Vellar estuary, Parangipettai (lat. 11 degrees 30' N, long. 79 degrees 46' E) using least square method. To determine the actual relationship between length and weight of L. subviridis exponent coefficient or equilibrium constant (b) and relative condition factor (Kn) analysis were adopted. The females were found to be heavier than males at similar length. The equilibrium constant 'b' was found to be 2.7106 in males and 2.8927 in females. The corresponding parabolic representation for male was W = 0.0462L(2.7106) and for female W = 0.0382L(2.8927). The equilibrium constant did not obey the cube law as it deviated significantly from 3 in the case of males. The relative condition factor around 1 and little over it revealed the well-being of L. subviridis in Parangipettai waters.

Weiqi games as a tree: Zipf's law of openings and beyond

NASA Astrophysics Data System (ADS)

Xu, Li-Gong; Li, Ming-Xia; Zhou, Wei-Xing

2015-06-01

Weiqi is one of the most complex board games played by two persons. The placement strategies adopted by Weiqi players are often used to analog the philosophy of human wars. Contrary to the western chess, Weiqi games are less studied by academics partially because Weiqi is popular only in East Asia, especially in China, Japan and Korea. Here, we propose to construct a directed tree using a database of extensive Weiqi games and perform a quantitative analysis of the Weiqi tree. We find that the popularity distribution of Weiqi openings with the same number of moves is distributed according to a power law and the tail exponent increases with the number of moves. Intriguingly, the superposition of the popularity distributions of Weiqi openings with a number of moves not higher than a given number also has a power-law tail in which the tail exponent increases with the number of moves, and the superposed distribution approaches the Zipf law. These findings are the same as for chess and support the conjecture that the popularity distribution of board game openings follows the Zipf law with a universal exponent. We also find that the distribution of out-degrees has a power-law form, the distribution of branching ratios has a very complicated pattern, and the distribution of uniqueness scores defined by the path lengths from the root vertex to the leaf vertices exhibits a unimodal shape. Our work provides a promising direction for the study of the decision-making process of Weiqi playing from the perspective of directed branching tree.

The isentropic exponent in plasmas

NASA Astrophysics Data System (ADS)

Burm, K. T. A. L.; Goedheer, W. J.; Schram, D. C.

1999-06-01

The isentropic exponent for gases is a physical quantity that can ease significantly the hydrodynamic modeling effort. In gas dynamics the isentropic exponent depends only on the number of degrees of freedom of the considered gas. The isentropic exponent for a plasma is lower due to an extra degree of freedom caused by ionization. In this paper it will be shown that, like for gases, the isentropic exponent for atomic plasmas is also constant, as long as the ionization degree is between 5%-80%. Only a very weak dependence on the electron temperature and the two nonequilibrium parameters remain. An argon plasma is used to demonstrate the behavior of the isentropic exponent on the plasma conditions, and to make an estimation of the value of the isentropic exponent of a customary plasma. For atmospheric plasmas, which usually have an electron temperature of about 1 eV, a sufficiently accurate estimate for the isentropic exponent of plasmas is 1.16.

Kinetic roughening and porosity scaling in film growth with subsurface lateral aggregation.

PubMed

Reis, F D A Aarão

2015-06-01

We study surface and bulk properties of porous films produced by a model in which particles incide perpendicularly to a substrate, interact with deposited neighbors in its trajectory, and aggregate laterally with probability of order a at each position. The model generalizes ballisticlike models by allowing attachment to particles below the outer surface. For small values of a, a crossover from uncorrelated deposition (UD) to correlated growth is observed. Simulations are performed in 1+1 and 2+1 dimensions. Extrapolation of effective exponents and comparison of roughness distributions confirm Kardar-Parisi-Zhang roughening of the outer surface for a>0. A scaling approach for small a predicts crossover times as a(-2/3) and local height fluctuations as a(-1/3) at the crossover, independent of substrate dimension. These relations are different from all previously studied models with crossovers from UD to correlated growth due to subsurface aggregation, which reduces scaling exponents. The same approach predicts the porosity and average pore height scaling as a(1/3) and a(-1/3), respectively, in good agreement with simulation results in 1+1 and 2+1 dimensions. These results may be useful for modeling samples with desired porosity and long pores.

Seven years of aerosol scattering hygroscopic growth measurements from SGP: Factors influencing water uptake: Aerosol Scattering Hygroscopic Growth

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jefferson, A.; Hageman, D.; Morrow, H.

Long-term measurements of changes in the aerosol scattering coefficient hygroscopic growth at the U.S. Department of Energy Southern Great Plains site provide information on the seasonal as well as size and chemical dependence of aerosol water uptake. Annual average sub-10 μm fRH values (the ratio of aerosol scattering at 85%/40% relative humidity (RH)) were 1.78 and 1.99 for the gamma and kappa fit algorithms, respectively. Our study found higher growth rates in the winter and spring seasons that correlated with a high aerosol nitrate mass fraction. fRH exhibited strong, but differing, correlations with the scattering Ångström exponent and backscatter fraction,more » two optical size-dependent parameters. The aerosol organic mass fraction had a strong influence on fRH. Increases in the organic mass fraction and absorption Ångström exponent coincided with a decrease in fRH. Similarly, fRH declined with decreases in the aerosol single scatter albedo. The uncertainty analysis of the fit algorithms revealed high uncertainty at low scattering coefficients and increased uncertainty at high RH and fit parameters values.« less

Detrending moving average algorithm for multifractals

NASA Astrophysics Data System (ADS)

Gu, Gao-Feng; Zhou, Wei-Xing

2010-07-01

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of nonstationary time series and the long-range correlations of fractal surfaces, which contains a parameter θ determining the position of the detrending window. We develop multifractal detrending moving average (MFDMA) algorithms for the analysis of one-dimensional multifractal measures and higher-dimensional multifractals, which is a generalization of the DMA method. The performance of the one-dimensional and two-dimensional MFDMA methods is investigated using synthetic multifractal measures with analytical solutions for backward (θ=0) , centered (θ=0.5) , and forward (θ=1) detrending windows. We find that the estimated multifractal scaling exponent τ(q) and the singularity spectrum f(α) are in good agreement with the theoretical values. In addition, the backward MFDMA method has the best performance, which provides the most accurate estimates of the scaling exponents with lowest error bars, while the centered MFDMA method has the worse performance. It is found that the backward MFDMA algorithm also outperforms the multifractal detrended fluctuation analysis. The one-dimensional backward MFDMA method is applied to analyzing the time series of Shanghai Stock Exchange Composite Index and its multifractal nature is confirmed.

Seven years of aerosol scattering hygroscopic growth measurements from SGP: Factors influencing water uptake: Aerosol Scattering Hygroscopic Growth

DOE PAGES

Jefferson, A.; Hageman, D.; Morrow, H.; ...

2017-09-11

Long-term measurements of changes in the aerosol scattering coefficient hygroscopic growth at the U.S. Department of Energy Southern Great Plains site provide information on the seasonal as well as size and chemical dependence of aerosol water uptake. Annual average sub-10 μm fRH values (the ratio of aerosol scattering at 85%/40% relative humidity (RH)) were 1.78 and 1.99 for the gamma and kappa fit algorithms, respectively. Our study found higher growth rates in the winter and spring seasons that correlated with a high aerosol nitrate mass fraction. fRH exhibited strong, but differing, correlations with the scattering Ångström exponent and backscatter fraction,more » two optical size-dependent parameters. The aerosol organic mass fraction had a strong influence on fRH. Increases in the organic mass fraction and absorption Ångström exponent coincided with a decrease in fRH. Similarly, fRH declined with decreases in the aerosol single scatter albedo. The uncertainty analysis of the fit algorithms revealed high uncertainty at low scattering coefficients and increased uncertainty at high RH and fit parameters values.« less

Multifractal detrended fluctuation analysis to characterize phase couplings in seahorse (Hippocampus kuda) feeding clicks.

PubMed

Haris, K; Chakraborty, Bishwajit; Menezes, A; Sreepada, R A; Fernandes, W A

2014-10-01

Nonlinear phenomena in animal vocalizations fundamentally includes known features, namely, frequency jump, subharmonics, biphonation, and deterministic chaos. In the present study, the multifractal detrended fluctuation analysis (MFDFA) has been employed to characterize the phase couplings revealed in the feeding clicks of Hippocampus kuda yellow seahorse. The fluctuation function Fq(s), generalized Hurst exponent h(q), multifractal scaling exponent τ(q), and the multifractal spectrum f(α) calculated in the procedure followed were analyzed to comprehend the underlying nonlinearities in the seahorse clicks. The analyses carried out reveal long-range power-law correlation properties in the data, substantiating the multifractal behavior. The resulting h(q) spectrum exhibits a distinct characteristic pattern in relation to the seahorse sex and size, and reveals a spectral blind spot in the data that was not possible to detect by conventional spectral analyses. The corresponding multifractal spectrum related width parameter Δh(q) is well clustered, defining the individual seahorse clicks. The highest degree of multifractality is evident in the 18 cm male seahorse, signifying greater heterogeneity. A further comparison between the seahorse body size and weight (wet) with respect to the width parameter Δh(q) and the second-order Hurst exponent h(q=2) underscores the versatility of MFDFA as a robust statistical tool to analyze bioacoustic observations.

Quantification of scaling exponents and dynamical complexity of microwave refractivity in a tropical climate

NASA Astrophysics Data System (ADS)

Fuwape, Ibiyinka A.; Ogunjo, Samuel T.

2016-12-01

Radio refractivity index is used to quantify the effect of atmospheric parameters in communication systems. Scaling and dynamical complexities of radio refractivity across different climatic zones of Nigeria have been studied. Scaling property of the radio refractivity across Nigeria was estimated from the Hurst Exponent obtained using two different scaling methods namely: The Rescaled Range (R/S) and the detrended fluctuation analysis(DFA). The delay vector variance (DVV), Largest Lyapunov Exponent (λ1) and Correlation Dimension (D2) methods were used to investigate nonlinearity and the results confirm the presence of deterministic nonlinear profile in the radio refractivity time series. The recurrence quantification analysis (RQA) was used to quantify the degree of chaoticity in the radio refractivity across the different climatic zones. RQA was found to be a good measure for identifying unique fingerprint and signature of chaotic time series data. Microwave radio refractivity was found to be persistent and chaotic in all the study locations. The dynamics of radio refractivity increases in complexity and chaoticity from the Coastal region towards the Sahelian climate. The design, development and deployment of robust and reliable microwave communication link in the region will be greatly affected by the chaotic nature of radio refractivity in the region.

Nonlinear stratospheric variability: multifractal de-trended fluctuation analysis and singularity spectra

PubMed Central

Domeisen, Daniela I. V.

2016-01-01

Characterizing the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study, the different scaling laws in the long-term stratospheric variability are studied using multifractal de-trended fluctuation analysis (MF-DFA). The analysis is performed comparing four re-analysis products and different realizations of an idealized numerical model, isolating the role of topographic forcing and seasonal variability, as well as the absence of climate teleconnections and small-scale forcing. The Northern Hemisphere (NH) shows a transition of scaling exponents for time scales shorter than about 1 year, for which the variability is multifractal and scales in time with a power law corresponding to a red spectrum, to longer time scales, for which the variability is monofractal and scales in time with a power law corresponding to white noise. Southern Hemisphere (SH) variability also shows a transition at annual scales. The SH also shows a narrower dynamical range in multifractality than the NH, as seen in the generalized Hurst exponent and in the singularity spectra. The numerical integrations show that the models are able to reproduce the low-frequency variability but are not able to fully capture the shorter term variability of the stratosphere. PMID:27493560

Influence of Progressive Central Hypovolemia on Multifractal Dimension of Cardiac Interbeat Intervals

DTIC Science & Technology

2010-05-07

by an exponent that he called H in honor of Hurst . 4 Consequently, if X(t) is a fractal process with Hurst exponent H and c is a constant, then X (t...1−2H ≈ f−1−2h0 , (1) where f is the frequency, H is the Hurst exponent and h0 is the average of the Hölder exponent distribution among the...infinitely long monofractal time series. Figure 2 shows a computer generated realization of fGn with Hurst exponent H = 1 or Hölder exponent h0 ≈ 0

Schramm-Loewner evolution and perimeter of percolation clusters of correlated random landscapes.

PubMed

de Castro, C P; Luković, M; Pompanin, G; Andrade, R F S; Herrmann, H J

2018-03-27

Motivated by the fact that many physical landscapes are characterized by long-range height-height correlations that are quantified by the Hurst exponent H, we investigate the statistical properties of the iso-height lines of correlated surfaces in the framework of Schramm-Loewner evolution (SLE). We show numerically that in the continuum limit the external perimeter of a percolating cluster of correlated surfaces with H ∈ [-1, 0] is statistically equivalent to SLE curves. Our results suggest that the external perimeter also retains the Markovian properties, confirmed by the absence of time correlations in the driving function and the fact that the latter is Gaussian distributed for any specific time. We also confirm that for all H the variance of the winding angle grows logarithmically with size.

Characterization of Hydrophobic Interactions of Polymers with Water and Phospholipid Membranes Using Molecular Dynamics Simulations

NASA Astrophysics Data System (ADS)

Drenscko, Mihaela

Polymers and lipid membranes are both essential soft materials. The structure and hydrophobicity/hydrophilicity of polymers, as well as the solvent they are embedded in, ultimately determines their size and shape. Understating the variation of shape of the polymer as well as its interactions with model biological membranes can assist in understanding the biocompatibility of the polymer itself. Computer simulations, in particular molecular dynamics, can aid in characterization of the interaction of polymers with solvent, as well as polymers with model membranes. In this thesis, molecular dynamics serve to describe polymer interactions with a solvent (water) and with a lipid membrane. To begin with, we characterize the hydrophobic collapse of single polystyrene chains in water using molecular dynamics simulations. Specifically, we calculate the potential of mean force for the collapse of a single polystyrene chain in water using metadynamics, comparing the results between all atomistic with coarse-grained molecular simulation. We next explore the scaling behavior of the collapsed globular shape at the minimum energy configuration, characterized by the radius of gyration, as a function of chain length. The exponent is close to one third, consistent with that predicted for a polymer chain in bad solvent. We also explore the scaling behavior of the Solvent Accessible Surface Area (SASA) as a function of chain length, finding a similar exponent for both all-atomistic and coarse-grained simulations. Furthermore, calculation of the local water density as a function of chain length near the minimum energy configuration suggests that intermediate chain lengths are more likely to form dewetted states, as compared to shorter or longer chain lengths. Next, in order to investigate the molecular interactions between single hydrophobic polymer chains and lipids in biological membranes and at lipid membrane/solvent interface, we perform a series of molecular dynamics simulations of small membranes using all atomistic and coarse-grained methods. The molecular interaction between common polymer chains used in biomedical applications and the cell membrane is unknown. This interaction may affect the biocompatibility of the polymer chains. Molecular dynamics simulations offer an emerging tool to characterize the interaction between common degradable polymer chains used in biomedical applications, such as polycaprolactone, and model cell membranes. We systematically characterize with long-time all-atomistic molecular dynamics simulations the interaction between single polycaprolactone chains of varying chain lengths with a model phospholipid membrane. We find that the length of polymer chain greatly affects the nature of interaction with the membrane, as well as the membrane properties. Furthermore, we next utilize advanced sampling techniques in molecular dynamics to characterize the two-dimensional free energy surface for the interaction of varying polymer chain lengths (short, intermediate, and long) with model cell membranes. We find that the free energy minimum shifts from the membrane-water interface to the hydrophobic core of the phospholipid membrane as a function of chain length. These results can be used to design polymer chain lengths and chemistries to optimize their interaction with cell membranes at the molecular level.