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.

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.

Nonlinear Dynamics Used to Classify Effects of Mild Traumatic Brain Injury

DTIC Science & Technology

2012-01-11

evaluate random fractal characteristics, and scale-dependent Lyapunov exponents (SDLE) to evaluate chaotic characteristics. Both Shannon and Renyi entropy...fluctuation analysis to evaluate random fractal characteristics, and scale-dependent Lyapunov exponents (SDLE) to evaluate chaotic characteristics. Both...often called the Hurst parameter [32]. When the scaling law described by Eq. (2) holds, the September 2011 I Volume 6 I Issue 9 I e24446 -Q.384

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.

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.

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.

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.

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.

Dynamics of phase separation of binary fluids

NASA Technical Reports Server (NTRS)

Ma, Wen-Jong; Maritan, Amos; Banavar, Jayanth R.; Koplik, Joel

1992-01-01

The results of molecular-dynamics studies of surface-tension-dominated spinodal decomposition of initially well-mixed binary fluids in the absence and presence of gravity are presented. The growth exponent for the domain size and the decay exponent of the potential energy of interaction between the two species with time are found to be 0.6 +/- 0.1, inconsistent with scaling arguments based on dimensional analysis.

Fractal rigidity in migraine

NASA Astrophysics Data System (ADS)

Latka, Miroslaw; Glaubic-Latka, Marta; Latka, Dariusz; West, Bruce J.

2004-04-01

We study the middle cerebral artery blood flow velocity (MCAfv) in humans using transcranial Doppler ultrasonography (TCD). Scaling properties of time series of the axial flow velocity averaged over a cardiac beat interval may be characterized by two exponents. The short time scaling exponent (STSE) determines the statistical properties of fluctuations of blood flow velocities in short-time intervals while the Hurst exponent describes the long-term fractal properties. In many migraineurs the value of the STSE is significantly reduced and may approach that of the Hurst exponent. This change in dynamical properties reflects the significant loss of short-term adaptability and the overall hyperexcitability of the underlying cerebral blood flow control system. We call this effect fractal rigidity.

Growth dynamics of cancer cell colonies and their comparison with noncancerous cells

NASA Astrophysics Data System (ADS)

Huergo, M. A. C.; Pasquale, M. A.; González, P. H.; Bolzán, A. E.; Arvia, A. J.

2012-01-01

The two-dimensional (2D) growth dynamics of HeLa (cervix cancer) cell colonies was studied following both their growth front and the pattern morphology evolutions utilizing large population colonies exhibiting linearly and radially spreading fronts. In both cases, the colony profile fractal dimension was df=1.20±0.05 and the growth fronts displaced at the constant velocity 0.90±0.05 μm min-1. Colonies showed changes in both cell morphology and average size. As time increased, the formation of large cells at the colony front was observed. Accordingly, the heterogeneity of the colony increased and local driving forces that set in began to influence the dynamics of the colony front. The dynamic scaling analysis of rough colony fronts resulted in a roughness exponent α = 0.50±0.05, a growth exponent β = 0.32±0.04, and a dynamic exponent z=1.5±0.2. The validity of this set of scaling exponents extended from a lower cutoff lc≈60 μm upward, and the exponents agreed with those predicted by the standard Kardar-Parisi-Zhang continuous equation. HeLa data were compared with those previously reported for Vero cell colonies. The value of df and the Kardar-Parisi-Zhang-type 2D front growth dynamics were similar for colonies of both cell lines. This indicates that the cell colony growth dynamics is independent of the genetic background and the tumorigenic nature of the cells. However, one can distinguish some differences between both cell lines during the growth of colonies that may result from specific cooperative effects and the nature of each biosystem.

Anomalous diffusion of a probe in a bath of active granular chains

NASA Astrophysics Data System (ADS)

Jerez, Michael Jade Y.; Confesor, Mark Nolan P.; Carpio-Bernido, M. Victoria; Bernido, Christopher C.

2017-08-01

We investigate the dynamics of a passive probe particle in a bath of active granular chains (AGC). The bath and the probe are enclosed in an experimental compartment with a sinusoidal boundary to prevent AGC congestion along the boundary while connected to an electrodynamic shaker. Single AGC trajectory analysis reveals a persistent type of motion compared to a purely Brownian motion as seen in its mean squared displacement (MSD). It was found that at small concentration, Φ ≤ 0.44, the MSD exhibits two dynamical regimes characterized by two different scaling exponents. For small time scales, the dynamics is superdiffusive (1.32-1.63) with the MSD scaling exponent increasing monotonically with increasing AGC concentration. On the other hand, at long time, we recover the Brownian dynamics regime, MSD = DΔt, where the mobility D ∝ Φ. We quantify the probe dynamics at short time scale by modeling it as a fractional Brownian motion. The analytical form of the MSD agrees with experimental results.

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.

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.

Event-chain algorithm for the Heisenberg model: Evidence for z≃1 dynamic scaling.

PubMed

Nishikawa, Yoshihiko; Michel, Manon; Krauth, Werner; Hukushima, Koji

2015-12-01

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation functions of the magnetic susceptibility and the energy indicate a dynamical critical exponent z≈1 at the critical temperature, while that of the magnetization does not measure the performance of the algorithm. We show that the event-chain Monte Carlo algorithm substantially reduces the dynamical critical exponent from the conventional value of z≃2.

Dynamics and Steady States in Excitable Mobile Agent Systems

NASA Astrophysics Data System (ADS)

Peruani, Fernando; Sibona, Gustavo J.

2008-04-01

We study the spreading of excitations in 2D systems of mobile agents where the excitation is transmitted when a quiescent agent keeps contact with an excited one during a nonvanishing time. We show that the steady states strongly depend on the spatial agent dynamics. Moreover, the coupling between exposition time (ω) and agent-agent contact rate (CR) becomes crucial to understand the excitation dynamics, which exhibits three regimes with CR: no excitation for low CR, an excited regime in which the number of quiescent agents (S) is inversely proportional to CR, and, for high CR, a novel third regime, model dependent, where S scales with an exponent ξ-1, with ξ being the scaling exponent of ω with CR.

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.

Spin diffusion from an inhomogeneous quench in an integrable system.

PubMed

Ljubotina, Marko; Žnidarič, Marko; Prosen, Tomaž

2017-07-13

Generalized hydrodynamics predicts universal ballistic transport in integrable lattice systems when prepared in generic inhomogeneous initial states. However, the ballistic contribution to transport can vanish in systems with additional discrete symmetries. Here we perform large scale numerical simulations of spin dynamics in the anisotropic Heisenberg XXZ spin 1/2 chain starting from an inhomogeneous mixed initial state which is symmetric with respect to a combination of spin reversal and spatial reflection. In the isotropic and easy-axis regimes we find non-ballistic spin transport which we analyse in detail in terms of scaling exponents of the transported magnetization and scaling profiles of the spin density. While in the easy-axis regime we find accurate evidence of normal diffusion, the spin transport in the isotropic case is clearly super-diffusive, with the scaling exponent very close to 2/3, but with universal scaling dynamics which obeys the diffusion equation in nonlinearly scaled time.

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.

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.

Finite-size scaling in the system of coupled oscillators with heterogeneity in coupling strength

NASA Astrophysics Data System (ADS)

Hong, Hyunsuk

2017-07-01

We consider a mean-field model of coupled phase oscillators with random heterogeneity in the coupling strength. The system that we investigate here is a minimal model that contains randomness in diverse values of the coupling strength, and it is found to return to the original Kuramoto model [Y. Kuramoto, Prog. Theor. Phys. Suppl. 79, 223 (1984), 10.1143/PTPS.79.223] when the coupling heterogeneity disappears. According to one recent paper [H. Hong, H. Chaté, L.-H. Tang, and H. Park, Phys. Rev. E 92, 022122 (2015), 10.1103/PhysRevE.92.022122], when the natural frequency of the oscillator in the system is "deterministically" chosen, with no randomness in it, the system is found to exhibit the finite-size scaling exponent ν ¯=5 /4 . Also, the critical exponent for the dynamic fluctuation of the order parameter is found to be given by γ =1 /4 , which is different from the critical exponents for the Kuramoto model with the natural frequencies randomly chosen. Originally, the unusual finite-size scaling behavior of the Kuramoto model was reported by Hong et al. [H. Hong, H. Chaté, H. Park, and L.-H. Tang, Phys. Rev. Lett. 99, 184101 (2007), 10.1103/PhysRevLett.99.184101], where the scaling behavior is found to be characterized by the unusual exponent ν ¯=5 /2 . On the other hand, if the randomness in the natural frequency is removed, it is found that the finite-size scaling behavior is characterized by a different exponent, ν ¯=5 /4 [H. Hong, H. Chaté, L.-H. Tang, and H. Park, Phys. Rev. E 92, 022122 (2015), 10.1103/PhysRevE.92.022122]. Those findings brought about our curiosity and led us to explore the effects of the randomness on the finite-size scaling behavior. In this paper, we pay particular attention to investigating the finite-size scaling and dynamic fluctuation when the randomness in the coupling strength is considered.

Effects of film growth kinetics on grain coarsening and grain shape.

PubMed

Reis, F D A Aarão

2017-04-01

We study models of grain nucleation and coarsening during the deposition of a thin film using numerical simulations and scaling approaches. The incorporation of new particles in the film is determined by lattice growth models in three different universality classes, with no effect of the grain structure. The first model of grain coarsening is similar to that proposed by Saito and Omura [Phys. Rev. E 84, 021601 (2011)PLEEE81539-375510.1103/PhysRevE.84.021601], in which nucleation occurs only at the substrate, and the grain boundary evolution at the film surface is determined by a probabilistic competition of neighboring grains. The surface grain density has a power-law decay, with an exponent related to the dynamical exponent of the underlying growth kinetics, and the average radius of gyration scales with the film thickness with the same exponent. This model is extended by allowing nucleation of new grains during the deposition, with constant but small rates. The surface grain density crosses over from the initial power law decay to a saturation; at the crossover, the time, grain mass, and surface grain density are estimated as a function of the nucleation rate. The distributions of grain mass, height, and radius of gyration show remarkable power law decays, similar to other systems with coarsening and particle injection, with exponents also related to the dynamical exponent. The scaling of the radius of gyration with the height h relative to the base of the grain show clearly different exponents in growth dominated by surface tension and growth dominated by surface diffusion; thus it may be interesting for investigating the effects of kinetic roughening on grain morphology. In growth dominated by surface diffusion, the increase of grain size with temperature is observed.

Universality in the Self Organized Critical behavior of a cellular model of superconducting vortex dynamics

NASA Astrophysics Data System (ADS)

Sun, Yudong; Vadakkan, Tegy; Bassler, Kevin

2007-03-01

We study the universality and robustness of variants of the simple model of superconducting vortex dynamics first introduced by Bassler and Paczuski in Phys. Rev. Lett. 81, 3761 (1998). The model is a coarse-grained model that captures the essential features of the plastic vortex motion. It accounts for the repulsive interaction between vortices, the pining of vortices at quenched disordered locations in the material, and the over-damped dynamics of the vortices that leads to tearing of the flux line lattice. We report the results of extensive simulations of the critical ``Bean state" dynamics of the model. We find a phase diagram containing four distinct phases of dynamical behavior, including two phases with distinct Self Organized Critical (SOC) behavior. Exponents describing the avalanche scaling behavior in the two SOC phases are determined using finite-size scaling. The exponents are found to be robust within each phase and for different variants of the model. The difference of the scaling behavior in the two phases is also observed in the morphology of the avalanches.

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.

Mean-field behavior as a result of noisy local dynamics in self-organized criticality: Neuroscience implications

NASA Astrophysics Data System (ADS)

Moosavi, S. Amin; Montakhab, Afshin

2014-05-01

Motivated by recent experiments in neuroscience which indicate that neuronal avalanches exhibit scale invariant behavior similar to self-organized critical systems, we study the role of noisy (nonconservative) local dynamics on the critical behavior of a sandpile model which can be taken to mimic the dynamics of neuronal avalanches. We find that despite the fact that noise breaks the strict local conservation required to attain criticality, our system exhibits true criticality for a wide range of noise in various dimensions, given that conservation is respected on the average. Although the system remains critical, exhibiting finite-size scaling, the value of critical exponents change depending on the intensity of local noise. Interestingly, for a sufficiently strong noise level, the critical exponents approach and saturate at their mean-field values, consistent with empirical measurements of neuronal avalanches. This is confirmed for both two and three dimensional models. However, the addition of noise does not affect the exponents at the upper critical dimension (D =4). In addition to an extensive finite-size scaling analysis of our systems, we also employ a useful time-series analysis method to establish true criticality of noisy systems. Finally, we discuss the implications of our work in neuroscience as well as some implications for the general phenomena of criticality in nonequilibrium systems.

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 analysis of [Fe(pyrazole)4]2[Nb(CN)8] molecular magnet

NASA Astrophysics Data System (ADS)

Konieczny, P.; Pełka, R.; Zieliński, P. M.; Pratt, F. L.; Pinkowicz, D.; Sieklucka, B.; Wasiutyński, T.

2013-10-01

The critical behaviour of the three dimensional (3D) molecular magnet {[FeII(pirazol)4]2[NbIV(CN)8]·4H2O}n has been studied with the use of experimental techniques such as ac magnetometry and zero field μSR spectroscopy. The sample orders magnetically below Tc=7.8 K. The measurements allowed to determine static exponents β, γ, and the dynamic exponent w. The resulting exponent values indicate that the studied system belongs to the universality class of the 3D Heisenberg model.

Fibonacci family of dynamical universality classes.

PubMed

Popkov, Vladislav; Schadschneider, Andreas; Schmidt, Johannes; Schütz, Gunter M

2015-10-13

Universality is a well-established central concept of equilibrium physics. However, in systems far away from equilibrium, a deeper understanding of its underlying principles is still lacking. Up to now, a few classes have been identified. Besides the diffusive universality class with dynamical exponent [Formula: see text], another prominent example is the superdiffusive Kardar-Parisi-Zhang (KPZ) class with [Formula: see text]. It appears, e.g., in low-dimensional dynamical phenomena far from thermal equilibrium that exhibit some conservation law. Here we show that both classes are only part of an infinite discrete family of nonequilibrium universality classes. Remarkably, their dynamical exponents [Formula: see text] are given by ratios of neighboring Fibonacci numbers, starting with either [Formula: see text] (if a KPZ mode exist) or [Formula: see text] (if a diffusive mode is present). If neither a diffusive nor a KPZ mode is present, all dynamical modes have the Golden Mean [Formula: see text] as dynamical exponent. The universal scaling functions of these Fibonacci modes are asymmetric Lévy distributions that are completely fixed by the macroscopic current density relation and compressibility matrix of the system and hence accessible to experimental measurement.

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.

Cycle-expansion method for the Lyapunov exponent, susceptibility, and higher moments.

PubMed

Charbonneau, Patrick; Li, Yue Cathy; Pfister, Henry D; Yaida, Sho

2017-09-01

Lyapunov exponents characterize the chaotic nature of dynamical systems by quantifying the growth rate of uncertainty associated with the imperfect measurement of initial conditions. Finite-time estimates of the exponent, however, experience fluctuations due to both the initial condition and the stochastic nature of the dynamical path. The scale of these fluctuations is governed by the Lyapunov susceptibility, the finiteness of which typically provides a sufficient condition for the law of large numbers to apply. Here, we obtain a formally exact expression for this susceptibility in terms of the Ruelle dynamical ζ function for one-dimensional systems. We further show that, for systems governed by sequences of random matrices, the cycle expansion of the ζ function enables systematic computations of the Lyapunov susceptibility and of its higher-moment generalizations. The method is here applied to a class of dynamical models that maps to static disordered spin chains with interactions stretching over a varying distance and is tested against Monte Carlo simulations.

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.

Cross-sectional fluctuation scaling in the high-frequency illiquidity of Chinese stocks

NASA Astrophysics Data System (ADS)

Cai, Qing; Gao, Xing-Lu; Zhou, Wei-Xing; Stanley, H. Eugene

2018-03-01

Taylor's law of temporal and ensemble fluctuation scaling has been ubiquitously observed in diverse complex systems including financial markets. Stock illiquidity is an important nonadditive financial quantity, which is found to comply with Taylor's temporal fluctuation scaling law. In this paper, we perform the cross-sectional analysis of the 1 min high-frequency illiquidity time series of Chinese stocks and unveil the presence of Taylor's law of ensemble fluctuation scaling. The estimated daily Taylor scaling exponent fluctuates around 1.442. We find that Taylor's scaling exponents of stock illiquidity do not relate to the ensemble mean and ensemble variety of returns. Our analysis uncovers a new scaling law of financial markets and might stimulate further investigations for a better understanding of financial markets' dynamics.

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

Plastic dynamics of the Al0.5CoCrCuFeNi high entropy alloy at cryogenic temperatures: Jerky flow, stair-like fluctuation, scaling behavior, and non-chaotic state

NASA Astrophysics Data System (ADS)

Guo, Xiaoxiang; Xie, Xie; Ren, Jingli; Laktionova, Marina; Tabachnikova, Elena; Yu, Liping; Cheung, Wing-Sum; Dahmen, Karin A.; Liaw, Peter K.

2017-12-01

This study investigates the plastic behavior of the Al0.5CoCrCuFeNi high-entropy alloy at cryogenic temperatures. The samples are uniaxially compressed at 4.2 K, 7.5 K, and 9 K. A jerky evolution of stress and stair-like fluctuation of strain are observed during plastic deformation. A scaling relationship is detected between the released elastic energy and strain-jump sizes. Furthermore, the dynamical evolution of serrations is characterized by the largest Lyapunov exponent. The largest Lyapunov exponents of the serrations at the three temperatures are all negative, which indicates that the dynamical regime is non-chaotic. This trend reflects an ordered slip process, and this ordered slip process exhibits a more disordered slip process, as the temperature decreases from 9 K to 4.2 K or 7.5 K.

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.

Influence of viscoelastic nature on the intermittent peel-front dynamics of adhesive tape

NASA Astrophysics Data System (ADS)

Kumar, Jagadish; Ananthakrishna, G.

2010-07-01

We investigate the influence of viscoelastic nature of the adhesive on the intermittent peel front dynamics by extending a recently introduced model for peeling of an adhesive tape. As time and rate-dependent deformation of the adhesives are measured in stationary conditions, a crucial step in incorporating the viscoelastic effects applicable to unstable intermittent peel dynamics is the introduction of a dynamization scheme that eliminates the explicit time dependence in terms of dynamical variables. We find contrasting influences of viscoelastic contribution in different regions of tape mass, roller inertia, and pull velocity. As the model acoustic energy dissipated depends on the nature of the peel front and its dynamical evolution, the combined effect of the roller inertia and pull velocity makes the acoustic energy noisier for small tape mass and low-pull velocity while it is burstlike for low-tape mass, intermediate values of the roller inertia and high-pull velocity. The changes are quantified by calculating the largest Lyapunov exponent and analyzing the statistical distributions of the amplitudes and durations of the model acoustic energy signals. Both single and two stage power-law distributions are observed. Scaling relations between the exponents are derived which show that the exponents corresponding to large values of event sizes and durations are completely determined by those for small values. The scaling relations are found to be satisfied in all cases studied. Interestingly, we find only five types of model acoustic emission signals among multitude of possibilities of the peel front configurations.

Probing the role of long-range interactions in the dynamics of a long-range Kitaev chain

NASA Astrophysics Data System (ADS)

Dutta, Anirban; Dutta, Amit

2017-09-01

We study the role of long-range interactions (more precisely, the long-range superconducting gap term) on the nonequilibrium dynamics considering a long-range p -wave superconducting chain in which the superconducting term decays with distance between two sites in a power-law fashion characterized by an exponent α . We show that the Kibble-Zurek scaling exponent, dictating the power-law decay of the defect density in the final state reached following a slow (in comparison to the time scale associated with the minimum gap in the spectrum of the Hamiltonian) quenching of the chemical potential μ across a quantum critical point, depends nontrivially on the exponent α as long as α <2 ; on the other hand, for α >2 , we find that the exponent saturates to the corresponding well-known value of 1 /2 expected for the short-range model. Furthermore, studying the dynamical quantum phase transitions manifested in the nonanalyticities in the rate function of the return possibility I (t ) in subsequent temporal evolution following a sudden change in μ , we show the existence of a new region; in this region, we find three instants of cusp singularities in I (t ) associated with a single sector of Fisher zeros. Notably, the width of this region shrinks as α increases and vanishes in the limit α →2 , indicating that this special region is an artifact of the long-range nature of the Hamiltonian.

Fibonacci family of dynamical universality classes

PubMed Central

Popkov, Vladislav; Schadschneider, Andreas; Schmidt, Johannes; Schütz, Gunter M.

2015-01-01

Universality is a well-established central concept of equilibrium physics. However, in systems far away from equilibrium, a deeper understanding of its underlying principles is still lacking. Up to now, a few classes have been identified. Besides the diffusive universality class with dynamical exponent z=2, another prominent example is the superdiffusive Kardar−Parisi−Zhang (KPZ) class with z=3/2. It appears, e.g., in low-dimensional dynamical phenomena far from thermal equilibrium that exhibit some conservation law. Here we show that both classes are only part of an infinite discrete family of nonequilibrium universality classes. Remarkably, their dynamical exponents zα are given by ratios of neighboring Fibonacci numbers, starting with either z1=3/2 (if a KPZ mode exist) or z1=2 (if a diffusive mode is present). If neither a diffusive nor a KPZ mode is present, all dynamical modes have the Golden Mean z=(1+5)/2 as dynamical exponent. The universal scaling functions of these Fibonacci modes are asymmetric Lévy distributions that are completely fixed by the macroscopic current density relation and compressibility matrix of the system and hence accessible to experimental measurement. PMID:26424449

Chaotic dynamics of Comet 1P/Halley: Lyapunov exponent and survival time expectancy

NASA Astrophysics Data System (ADS)

Muñoz-Gutiérrez, M. A.; Reyes-Ruiz, M.; Pichardo, B.

2015-03-01

The orbital elements of Comet Halley are known to a very high precision, suggesting that the calculation of its future dynamical evolution is straightforward. In this paper we seek to characterize the chaotic nature of the present day orbit of Comet Halley and to quantify the time-scale over which its motion can be predicted confidently. In addition, we attempt to determine the time-scale over which its present day orbit will remain stable. Numerical simulations of the dynamics of test particles in orbits similar to that of Comet Halley are carried out with the MERCURY 6.2 code. On the basis of these we construct survival time maps to assess the absolute stability of Halley's orbit, frequency analysis maps to study the variability of the orbit, and we calculate the Lyapunov exponent for the orbit for variations in initial conditions at the level of the present day uncertainties in our knowledge of its orbital parameters. On the basis of our calculations of the Lyapunov exponent for Comet Halley, the chaotic nature of its motion is demonstrated. The e-folding time-scale for the divergence of initially very similar orbits is approximately 70 yr. The sensitivity of the dynamics on initial conditions is also evident in the self-similarity character of the survival time and frequency analysis maps in the vicinity of Halley's orbit, which indicates that, on average, it is unstable on a time-scale of hundreds of thousands of years. The chaotic nature of Halley's present day orbit implies that a precise determination of its motion, at the level of the present-day observational uncertainty, is difficult to predict on a time-scale of approximately 100 yr. Furthermore, we also find that the ejection of Halley from the Solar system or its collision with another body could occur on a time-scale as short as 10 000 yr.

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

Sample and population exponents of generalized Taylor's law.

PubMed

Giometto, Andrea; Formentin, Marco; Rinaldo, Andrea; Cohen, Joel E; Maritan, Amos

2015-06-23

Taylor's law (TL) states that the variance V of a nonnegative random variable is a power function of its mean M; i.e., V = aM(b). TL has been verified extensively in ecology, where it applies to population abundance, physics, and other natural sciences. Its ubiquitous empirical verification suggests a context-independent mechanism. Sample exponents b measured empirically via the scaling of sample mean and variance typically cluster around the value b = 2. Some theoretical models of population growth, however, predict a broad range of values for the population exponent b pertaining to the mean and variance of population density, depending on details of the growth process. Is the widely reported sample exponent b ≃ 2 the result of ecological processes or could it be a statistical artifact? Here, we apply large deviations theory and finite-sample arguments to show exactly that in a broad class of growth models the sample exponent is b ≃ 2 regardless of the underlying population exponent. We derive a generalized TL in terms of sample and population exponents b(jk) for the scaling of the kth vs. the jth cumulants. The sample exponent b(jk) depends predictably on the number of samples and for finite samples we obtain b(jk) ≃ k = j asymptotically in time, a prediction that we verify in two empirical examples. Thus, the sample exponent b ≃ 2 may indeed be a statistical artifact and not dependent on population dynamics under conditions that we specify exactly. Given the broad class of models investigated, our results apply to many fields where TL is used although inadequately understood.

Extreme event distribution in Space Weather: Characterization of heavy tail distribution using Hurst exponents

NASA Astrophysics Data System (ADS)

Setty, V.; Sharma, A.

2013-12-01

Characterization of extreme conditions of space weather is essential for potential mitigation strategies. The non-equilibrium nature of magnetosphere makes such efforts complicated and new techniques to understand its extreme event distribution are required. The heavy tail distribution in such systems can be a modeled using Stable distribution whose stability parameter is a measure of scaling in the cumulative distribution and is related to the Hurst exponent. This exponent can be readily measured in stationary time series using several techniques and detrended fluctuation analysis (DFA) is widely used in the presence of non-stationarities. However DFA has severe limitations in cases with non-linear and atypical trends. We propose a new technique that utilizes nonlinear dynamical predictions as a measure of trends and estimates the Hurst exponents. Furthermore, such a measure provides us with a new way to characterize predictability, as perfectly detrended data have no long term memory akin to Gaussian noise Ab initio calculation of weekly Hurst exponents using the auroral electrojet index AL over a span of few decades shows that these exponents are time varying and so is its fractal structure. Such time series data with time varying Hurst exponents are modeled well using multifractional Brownian motion and it is shown that DFA estimates a single time averaged value for Hurst exponent in such data. Our results show that using time varying Hurst exponent structure, we can (a) Estimate stability parameter, -a measure of scaling in heavy tails, (b) Define and identify epochs when the magnetosphere switches between regimes with and without extreme events, and, (c) Study the dependence of the Hurst exponents on the solar activity.

The Relationship of Dynamical Heterogeneity to the Adam-Gibbs and Random First-Order Transition Theories of Glass Formation

NASA Astrophysics Data System (ADS)

Starr, Francis; Douglas, Jack; Sastry, Srikanth

2013-03-01

We examine measures of dynamical heterogeneity for a bead-spring polymer melt and test how these scales compare with the scales hypothesized by the Adam and Gibbs (AG) and random first-order transition (RFOT) theories. We show that the time scale of the high-mobility clusters and strings is associated with a diffusive time scale, while the low-mobility particles' time scale relates to a structural relaxation time. The difference of the characteristic times naturally explains the decoupling of diffusion and structural relaxation time scales. We examine the appropriateness of identifying the size scales of mobile particle clusters or strings with the size of cooperatively rearranging regions (CRR) in the AG and RFOT theories. We find that the string size appears to be the most consistent measure of CRR for both the AG and RFOT models. Identifying strings or clusters with the``mosaic'' length of the RFOT model relaxes the conventional assumption that the``entropic droplet'' are compact. We also confirm the validity of the entropy formulation of the AG theory, constraining the exponent values of the RFOT theory. This constraint, together with the analysis of size scales, enables us to estimate the characteristic exponents of RFOT.

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

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.

Anomalous diffusion and scaling in coupled stochastic processes

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

Bel, Golan; Nemenman, Ilya

2009-01-01

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin processes with the friction coefficient depending on the state of a similar, unobserved, process. Integrating out the latter, we derive the Pocker-Planck the friction coefficient of the first depends on the state of the second. Integrating out the latter, we derive the Focker-Planck equation for the probability distribution of the former. This has the fonn of diffusion equation with time-dependent diffusion coefficient, resulting in an anomalous diffusion. The diffusion exponent can not be predicted using a simple scaling argument, and anomalous scaling appears as well. Themore » diffusion exponent of the Weiss-Havlin comb model is derived as a special case, and the same exponent holds even for weakly coupled processes. We compare our theoretical predictions with numerical simulations and find an excellent agreement. The findings caution against treating biochemical systems with unobserved dynamical degrees of freedom by means of standandard, diffusive Langevin descritpion.« less

Crossover from antipersistent to persistent behavior in time series possessing the generalyzed dynamic scaling law

NASA Astrophysics Data System (ADS)

Balankin, Alexander S.; Morales Matamoros, Oswaldo; Gálvez M., Ernesto; Pérez A., Alfonso

2004-03-01

The behavior of crude oil price volatility is analyzed within a conceptual framework of kinetic roughening of growing interfaces. We find that the persistent long-horizon volatilities satisfy the Family-Viscek dynamic scaling ansatz, whereas the mean-reverting in time short horizon volatilities obey the generalized scaling law with continuously varying scaling exponents. Furthermore we find that the crossover from antipersistent to persistent behavior is accompanied by a change in the type of volatility distribution. These phenomena are attributed to the complex avalanche dynamics of crude oil markets and so a similar behavior may be observed in a wide variety of physical systems governed by avalanche dynamics.

On nodes and modes in resting state fMRI

PubMed Central

Friston, Karl J.; Kahan, Joshua; Razi, Adeel; Stephan, Klaas Enno; Sporns, Olaf

2014-01-01

This paper examines intrinsic brain networks in light of recent developments in the characterisation of resting state fMRI timeseries — and simulations of neuronal fluctuations based upon the connectome. Its particular focus is on patterns or modes of distributed activity that underlie functional connectivity. We first demonstrate that the eigenmodes of functional connectivity – or covariance among regions or nodes – are the same as the eigenmodes of the underlying effective connectivity, provided we limit ourselves to symmetrical connections. This symmetry constraint is motivated by appealing to proximity graphs based upon multidimensional scaling. Crucially, the principal modes of functional connectivity correspond to the dynamically unstable modes of effective connectivity that decay slowly and show long term memory. Technically, these modes have small negative Lyapunov exponents that approach zero from below. Interestingly, the superposition of modes – whose exponents are sampled from a power law distribution – produces classical 1/f (scale free) spectra. We conjecture that the emergence of dynamical instability – that underlies intrinsic brain networks – is inevitable in any system that is separated from external states by a Markov blanket. This conjecture appeals to a free energy formulation of nonequilibrium steady-state dynamics. The common theme that emerges from these theoretical considerations is that endogenous fluctuations are dominated by a small number of dynamically unstable modes. We use this as the basis of a dynamic causal model (DCM) of resting state fluctuations — as measured in terms of their complex cross spectra. In this model, effective connectivity is parameterised in terms of eigenmodes and their Lyapunov exponents — that can also be interpreted as locations in a multidimensional scaling space. Model inversion provides not only estimates of edges or connectivity but also the topography and dimensionality of the underlying scaling space. Here, we focus on conceptual issues with simulated fMRI data and provide an illustrative application using an empirical multi-region timeseries. PMID:24862075

Engineering and Scaling the Spontaneous Magnetization Reversal of Faraday Induced Magnetic Relaxation in Nano-Sized Amorphous Ni Coated on Crystalline Au.

PubMed

Li, Wen-Hsien; Lee, Chi-Hung; Kuo, Chen-Chen

2016-05-28

We report on the generation of large inverse remanent magnetizations in nano-sized core/shell structure of Au/Ni by turning off the applied magnetic field. The remanent magnetization is very sensitive to the field reduction rate as well as to the thermal and field processes before the switching off of the magnetic field. Spontaneous reversal in direction and increase in magnitude of the remanent magnetization in subsequent relaxations over time were found. All of the various types of temporal relaxation curves of the remanent magnetizations are successfully scaled by a stretched exponential decay profile, characterized by two pairs of relaxation times and dynamic exponents. The relaxation time is used to describe the reduction rate, while the dynamic exponent describes the dynamical slowing down of the relaxation through time evolution. The key to these effects is to have the induced eddy current running beneath the amorphous Ni shells through Faraday induction.

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.

Off-equilibrium infrared structure of self-interacting scalar fields: Universal scaling, vortex-antivortex superfluid dynamics, and Bose-Einstein condensation

NASA Astrophysics Data System (ADS)

Deng, Jian; Schlichting, Soeren; Venugopalan, Raju; Wang, Qun

2018-05-01

We map the infrared dynamics of a relativistic single-component (N =1 ) interacting scalar field theory to that of nonrelativistic complex scalar fields. The Gross-Pitaevskii (GP) equation, describing the real-time dynamics of single-component ultracold Bose gases, is obtained at first nontrivial order in an expansion proportional to the powers of λ ϕ2/m2 where λ , ϕ , and m are the coupling constant, the scalar field, and the particle mass respectively. Our analytical studies are corroborated by numerical simulations of the spatial and momentum structure of overoccupied scalar fields in (2+1)-dimensions. Universal scaling of infrared modes, vortex-antivortex superfluid dynamics, and the off-equilibrium formation of a Bose-Einstein condensate are observed. Our results for the universal scaling exponents are in agreement with those extracted in the numerical simulations of the GP equation. As in these simulations, we observe coarsening phase kinetics in the Bose superfluid with strongly anomalous scaling exponents relative to that of vertex resummed kinetic theory. Our relativistic field theory framework further allows one to study more closely the coupling between superfluid and normal fluid modes, specifically the turbulent momentum and spatial structure of the coupling between a quasiparticle cascade to the infrared and an energy cascade to the ultraviolet. We outline possible applications of the formalism to the dynamics of vortex-antivortex formation and to the off-equilibrium dynamics of the strongly interacting matter formed in heavy-ion collisions.

Scaling universality at the dynamic vortex Mott transition

DOE PAGES

Lankhorst, M.; Poccia, N.; Stehno, M. P.; ...

2018-01-17

The cleanest way to observe a dynamic Mott insulator-to-metal transition (DMT) without the interference from disorder and other effects inherent to electronic and atomic systems, is to employ the vortex Mott states formed by superconducting vortices in a regular array of pinning sites. Here, we report the critical behavior of the vortex system as it crosses the DMT line, driven by either current or temperature. We find universal scaling with respect to both, expressed by the same scaling function and characterized by a single critical exponent coinciding with the exponent for the thermodynamic Mott transition. We develop a theory formore » the DMT based on the parity reflection-time reversal (PT) symmetry breaking formalism and find that the nonequilibrium-induced Mott transition has the same critical behavior as the thermal Mott transition. Our findings demonstrate the existence of physical systems in which the effect of a nonequilibrium drive is to generate an effective temperature and hence the transition belonging in the thermal universality class.« less

Scaling universality at the dynamic vortex Mott transition

NASA Astrophysics Data System (ADS)

Lankhorst, M.; Poccia, N.; Stehno, M. P.; Galda, A.; Barman, H.; Coneri, F.; Hilgenkamp, H.; Brinkman, A.; Golubov, A. A.; Tripathi, V.; Baturina, T. I.; Vinokur, V. M.

2018-01-01

The cleanest way to observe a dynamic Mott insulator-to-metal transition (DMT) without the interference from disorder and other effects inherent to electronic and atomic systems, is to employ the vortex Mott states formed by superconducting vortices in a regular array of pinning sites. Here, we report the critical behavior of the vortex system as it crosses the DMT line, driven by either current or temperature. We find universal scaling with respect to both, expressed by the same scaling function and characterized by a single critical exponent coinciding with the exponent for the thermodynamic Mott transition. We develop a theory for the DMT based on the parity reflection-time reversal (P T ) symmetry breaking formalism and find that the nonequilibrium-induced Mott transition has the same critical behavior as the thermal Mott transition. Our findings demonstrate the existence of physical systems in which the effect of a nonequilibrium drive is to generate an effective temperature and hence the transition belonging in the thermal universality class.

Dynamic depinning phase transition in magnetic thin film with anisotropy

NASA Astrophysics Data System (ADS)

Xiong, L.; Zheng, B.; Jin, M. H.; Wang, L.; Zhou, N. J.

2018-02-01

The dynamic pinning effects induced by quenched disorder are significant in manipulating the domain-wall motion in nano-magnetic materials. Through numerical simulations of the nonstationary domain-wall dynamics with the Landau-Lifshitz-Gilbert equation, we confidently detect a dynamic depinning phase transition in a magnetic thin film with anisotropy, which is of second order. The transition field, static and dynamic exponents are accurately determined, based on the dynamic scaling behavior far from stationary.

Covariations in ecological scaling laws fostered by community dynamics.

PubMed

Zaoli, Silvia; Giometto, Andrea; Maritan, Amos; Rinaldo, Andrea

2017-10-03

Scaling laws in ecology, intended both as functional relationships among ecologically relevant quantities and the probability distributions that characterize their occurrence, have long attracted the interest of empiricists and theoreticians. Empirical evidence exists of power laws associated with the number of species inhabiting an ecosystem, their abundances, and traits. Although their functional form appears to be ubiquitous, empirical scaling exponents vary with ecosystem type and resource supply rate. The idea that ecological scaling laws are linked has been entertained before, but the full extent of macroecological pattern covariations, the role of the constraints imposed by finite resource supply, and a comprehensive empirical verification are still unexplored. Here, we propose a theoretical scaling framework that predicts the linkages of several macroecological patterns related to species' abundances and body sizes. We show that such a framework is consistent with the stationary-state statistics of a broad class of resource-limited community dynamics models, regardless of parameterization and model assumptions. We verify predicted theoretical covariations by contrasting empirical data and provide testable hypotheses for yet unexplored patterns. We thus place the observed variability of ecological scaling exponents into a coherent statistical framework where patterns in ecology embed constrained fluctuations.

Complex Critical Exponents for Percolation Transitions in Josephson-Junction Arrays, Antiferromagnets, and Interacting Bosons

NASA Astrophysics Data System (ADS)

Fernandes, Rafael M.; Schmalian, Jörg

2011-02-01

We show that the critical behavior of the XY quantum-rotor model undergoing a percolation transition is dramatically affected by its topological Berry phase 2πρ. In particular, for irrational ρ, its low-energy excitations emerge as spinless fermions with fractal spectrum. As a result, critical properties not captured by the usual Ginzburg-Landau-Wilson description of phase transitions arise, such as complex critical exponents, log-periodic oscillations and dynamically broken scale invariance.

Multifractal features in stock and foreign exchange markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Yoon, Seong-Min

2004-03-01

We investigate the tick dynamical behavior of three assets(the yen-dollar exchange rate, the won-dollar exchange rate, and the KOSPI) using the rescaled range analysis in stock and foreign exchange markets. The multifractal Hurst exponents with long-run memory effects can be obtained from assets, and we discuss whether it exists the crossover or not for the Hurst exponents at charateristic time scales. Particularly, we find that the probability distribution of prices is approached to a Lorentz distribution, different from fat-tailed properties.

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.

How fast do stock prices adjust to market efficiency? Evidence from a detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Reboredo, Juan C.; Rivera-Castro, Miguel A.; Miranda, José G. V.; García-Rubio, Raquel

2013-04-01

In this paper we analyse price fluctuations with the aim of measuring how long the market takes to adjust prices to weak-form efficiency, i.e., how long it takes for prices to adjust to a fractional Brownian motion with a Hurst exponent of 0.5. The Hurst exponent is estimated for different time horizons using detrended fluctuation analysis-a method suitable for non-stationary series with trends-in order to identify at which time scale the Hurst exponent is consistent with the efficient market hypothesis. Using high-frequency share price, exchange rate and stock data, we show how price dynamics exhibited important deviations from efficiency for time periods of up to 15 min; thereafter, price dynamics was consistent with a geometric Brownian motion. The intraday behaviour of the series also indicated that price dynamics at trade opening and close was hardly consistent with efficiency, which would enable investors to exploit price deviations from fundamental values. This result is consistent with intraday volume, volatility and transaction time duration patterns.

Interpreting the power spectrum of Dansgaard-Oeschger events via stochastic dynamical systems

NASA Astrophysics Data System (ADS)

Mitsui, Takahito; Lenoir, Guillaume; Crucifix, Michel

2017-04-01

Dansgaard-Oeschger (DO) events are abrupt climate shifts, which are particularly pronounced in the North Atlantic region during glacial periods [Dansgaard et al. 1993]. The signals are most clearly found in δ 18O or log [Ca2+] records of Greenland ice cores. The power spectrum S(f) of DO events has attracted attention over two decades with debates on the apparent 1.5-kyr periodicity [Grootes & Stuiver 1997; Schultz et al. 2002; Ditlevsen et al. 2007] and scaling property over several time scales [Schmitt, Lovejoy, & Schertzer 1995; Rypdal & Rypdal 2016]. The scaling property is written most simply as S(f)˜ f-β , β ≈ 1.4. However, physical as well as underlying dynamics of the periodicity and the scaling property are still not clear. Pioneering works for modelling the spectrum of DO events are done by Cessi (1994) and Ditlevsen (1999), but their model-data comparisons of the spectra are rather qualitative. Here, we show that simple stochastic dynamical systems can generate power spectra statistically consistent with the observed spectra over a wide range of frequency from orbital to the Nyquist frequency (=1/40 yr-1). We characterize the scaling property of the spectrum by defining a local scaling exponentβ _loc. For the NGRIP log [Ca2+] record, the local scaling exponent β _loc increases from ˜ 1 to ˜ 2 as the frequency increases from ˜ 1/5000 yr-1 to ˜ 1/500 yr-1, and β _loc decreases toward zero as the frequency increases from ˜ 1/500 yr-1 to the Nyquist frequency. For the δ 18O record, the local scaling exponent β _loc increases from ˜ 1 to ˜ 1.5 as the frequency increases from ˜ 1/5000 yr^{-1 to ˜ 1/1000 yr-1, and β _loc decreases toward zero as the frequency increases from ˜ 1/1000 yr-1 to the Nyquist frequency. This systematic breaking of a single scaling is reproduced by the simple stochastic models. Especially, the models suggest that the flattening of the spectra starting from multi-centennial scale and ending at the Nyquist frequency results from both non-dynamical (or non-system) noise and 20-yr binning of the ice core records. The modelling part of this research is partially based on the following work: Takahito Mitsui and Michel Crucifix, Influence of external forcings on abrupt millennial-scale climate changes: a statistical modelling study, Climate Dynamics (first online). doi:10.1007/s00382-016-3235-z

Polymer scaling and dynamics in steady-state sedimentation at infinite Péclet number.

PubMed

Lehtola, V; Punkkinen, O; Ala-Nissila, T

2007-11-01

We consider the static and dynamical behavior of a flexible polymer chain under steady-state sedimentation using analytic arguments and computer simulations. The model system comprises a single coarse-grained polymer chain of N segments, which resides in a Newtonian fluid as described by the Navier-Stokes equations. The chain is driven into nonequilibrium steady state by gravity acting on each segment. The equations of motion for the segments and the Navier-Stokes equations are solved simultaneously using an immersed boundary method, where thermal fluctuations are neglected. To characterize the chain conformation, we consider its radius of gyration RG(N). We find that the presence of gravity explicitly breaks the spatial symmetry leading to anisotropic scaling of the components of RG with N along the direction of gravity RG, parallel and perpendicular to it RG, perpendicular, respectively. We numerically estimate the corresponding anisotropic scaling exponents nu parallel approximately 0.79 and nu perpendicular approximately 0.45, which differ significantly from the equilibrium scaling exponent nue=0.588 in three dimensions. This indicates that on the average, the chain becomes elongated along the sedimentation direction for large enough N. We present a generalization of the Flory scaling argument, which is in good agreement with the numerical results. It also reveals an explicit dependence of the scaling exponents on the Reynolds number. To study the dynamics of the chain, we compute its effective diffusion coefficient D(N), which does not contain Brownian motion. For the range of values of N used here, we find that both the parallel and perpendicular components of D increase with the chain length N, in contrast to the case of thermal diffusion in equilibrium. This is caused by the fluid-driven fluctuations in the internal configuration of the polymer that are magnified as polymer size becomes larger.

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.

Quench in the 1D Bose-Hubbard model: Topological defects and excitations from the Kosterlitz-Thouless phase transition dynamics

PubMed Central

Dziarmaga, Jacek; Zurek, Wojciech H.

2014-01-01

Kibble-Zurek mechanism (KZM) uses critical scaling to predict density of topological defects and other excitations created in second order phase transitions. We point out that simply inserting asymptotic critical exponents deduced from the immediate vicinity of the critical point to obtain predictions can lead to results that are inconsistent with a more careful KZM analysis based on causality – on the comparison of the relaxation time of the order parameter with the “time distance” from the critical point. As a result, scaling of quench-generated excitations with quench rates can exhibit behavior that is locally (i.e., in the neighborhood of any given quench rate) well approximated by the power law, but with exponents that depend on that rate, and that are quite different from the naive prediction based on the critical exponents relevant for asymptotically long quench times. Kosterlitz-Thouless scaling (that governs e.g. Mott insulator to superfluid transition in the Bose-Hubbard model in one dimension) is investigated as an example of this phenomenon. PMID:25091996

Segmental front line dynamics of randomly pinned ferroelastic domain walls

NASA Astrophysics Data System (ADS)

Puchberger, S.; Soprunyuk, V.; Schranz, W.; Carpenter, M. A.

2018-01-01

Dynamic mechanical analysis (DMA) measurements as a function of temperature, frequency, and dynamic force amplitude are used to perform a detailed study of the domain wall motion in LaAlO3. In previous DMA measurements Harrison et al. [Phys. Rev. B 69, 144101 (2004), 10.1103/PhysRevB.69.144101] found evidence for dynamic phase transitions of ferroelastic domain walls in LaAlO3. In the present work we focus on the creep-to-relaxation region of domain wall motion using two complementary methods. We determine, in addition to dynamic susceptibility data, waiting time distributions of strain jerks during slowly increasing stress. These strain jerks, which result from self-similar avalanches close to the depinning threshold, follow a power-law behavior with an energy exponent ɛ =1.7 ±0.1 . Also, the distribution of waiting times between events follows a power law N (tw) ∝tw-(n +1 ) with an exponent n =0.9 , which transforms to a power law of susceptibility S (ω ) ∝ω-n . The present dynamic susceptibility data can be well fitted with a power law, with the same exponent (n =0.9 ) up to a characteristic frequency ω ≈ω* , where a crossover from stochastic DW motion to the pinned regime is well described using the scaling function of Fedorenko et al. [Phys. Rev. B 70, 224104 (2004), 10.1103/PhysRevB.70.224104].

Universality and critical behavior of the dynamical Mott transition in a system with long-range interactions

DOE PAGES

Rademaker, Louk; Vinokur, Valerii M.; Galda, Alexey

2017-03-16

Here, we study numerically the voltage-induced breakdown of a Mott insulating phase in a system of charged classical particles with long-range interactions. At half-filling on a square lattice this system exhibits Mott localization in the form of a checkerboard pattern. We find universal scaling behavior of the current at the dynamic Mott insulator-metal transition and calculate scaling exponents corresponding to the transition. Our results are in agreement, up to a difference in universality class, with recent experimental evidence of a dynamic Mott transition in a system of interacting superconducting vortices.

Universality and critical behavior of the dynamical Mott transition in a system with long-range interactions.

PubMed

Rademaker, Louk; Vinokur, Valerii M; Galda, Alexey

2017-03-16

We study numerically the voltage-induced breakdown of a Mott insulating phase in a system of charged classical particles with long-range interactions. At half-filling on a square lattice this system exhibits Mott localization in the form of a checkerboard pattern. We find universal scaling behavior of the current at the dynamic Mott insulator-metal transition and calculate scaling exponents corresponding to the transition. Our results are in agreement, up to a difference in universality class, with recent experimental evidence of a dynamic Mott transition in a system of interacting superconducting vortices.

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

Collective motion of macroscopic spheres floating on capillary ripples: Dynamic heterogeneity and dynamic criticality

NASA Astrophysics Data System (ADS)

Sanlı, Ceyda; Saitoh, Kuniyasu; Luding, Stefan; van der Meer, Devaraj

2014-09-01

When a densely packed monolayer of macroscopic spheres floats on chaotic capillary Faraday waves, a coexistence of large scale convective motion and caging dynamics typical for glassy systems is observed. We subtract the convective mean flow using a coarse graining (homogenization) method and reveal subdiffusion for the caging time scales followed by a diffusive regime at later times. We apply the methods developed to study dynamic heterogeneity and show that the typical time and length scales of the fluctuations due to rearrangements of observed particle groups significantly increase when the system approaches its largest experimentally accessible packing concentration. To connect the system to the dynamic criticality literature, we fit power laws to our results. The resultant critical exponents are consistent with those found in densely packed suspensions of colloids.

Collective motion of macroscopic spheres floating on capillary ripples: dynamic heterogeneity and dynamic criticality.

PubMed

Sanlı, Ceyda; Saitoh, Kuniyasu; Luding, Stefan; van der Meer, Devaraj

2014-09-01

When a densely packed monolayer of macroscopic spheres floats on chaotic capillary Faraday waves, a coexistence of large scale convective motion and caging dynamics typical for glassy systems is observed. We subtract the convective mean flow using a coarse graining (homogenization) method and reveal subdiffusion for the caging time scales followed by a diffusive regime at later times. We apply the methods developed to study dynamic heterogeneity and show that the typical time and length scales of the fluctuations due to rearrangements of observed particle groups significantly increase when the system approaches its largest experimentally accessible packing concentration. To connect the system to the dynamic criticality literature, we fit power laws to our results. The resultant critical exponents are consistent with those found in densely packed suspensions of colloids.

Scale-Free and Multifractal Time Dynamics of fMRI Signals during Rest and Task

PubMed Central

Ciuciu, P.; Varoquaux, G.; Abry, P.; Sadaghiani, S.; Kleinschmidt, A.

2012-01-01

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain networks and to be modulated between rest and task (He, 2011): notably, Hurst exponent, quantifying long memory, decreases under task in activating and deactivating brain regions. In most cases, such results were obtained: First, from univariate (voxelwise or regionwise) analysis, hence focusing on specific cognitive systems such as Resting-State Networks (RSNs) and raising the issue of the specificity of this scale-free dynamics modulation in RSNs. Second, using analysis tools designed to measure a single scaling exponent related to the second order statistics of the data, thus relying on models that either implicitly or explicitly assume Gaussianity and (asymptotic) self-similarity, while fMRI signals may significantly depart from those either of those two assumptions (Ciuciu et al., 2008; Wink et al., 2008). To address these issues, the present contribution elaborates on the analysis of the scaling properties of fMRI temporal dynamics by proposing two significant variations. First, scaling properties are technically investigated using the recently introduced Wavelet Leader-based Multifractal formalism (WLMF; Wendt et al., 2007). This measures a collection of scaling exponents, thus enables a richer and more versatile description of scale invariance (beyond correlation and Gaussianity), referred to as multifractality. Also, it benefits from improved estimation performance compared to tools previously used in the literature. Second, scaling properties are investigated in both RSN and non-RSN structures (e.g., artifacts), at a broader spatial scale than the voxel one, using a multivariate approach, namely the Multi-Subject Dictionary Learning (MSDL) algorithm (Varoquaux et al., 2011) that produces a set of spatial components that appear more sparse than their Independent Component Analysis (ICA) counterpart. These tools are combined and applied to a fMRI dataset comprising 12 subjects with resting-state and activation runs (Sadaghiani et al., 2009). Results stemming from those analysis confirm the already reported task-related decrease of long memory in functional networks, but also show that it occurs in artifacts, thus making this feature not specific to functional networks. Further, results indicate that most fMRI signals appear multifractal at rest except in non-cortical regions. Task-related modulation of multifractality appears only significant in functional networks and thus can be considered as the key property disentangling functional networks from artifacts. These finding are discussed in the light of the recent literature reporting scaling dynamics of EEG microstate sequences at rest and addressing non-stationarity issues in temporally independent fMRI modes. PMID:22715328

How does biomass distribution change with size and differ among species? An analysis for 1200 plant species from five continents.

PubMed

Poorter, Hendrik; Jagodzinski, Andrzej M; Ruiz-Peinado, Ricardo; Kuyah, Shem; Luo, Yunjian; Oleksyn, Jacek; Usoltsev, Vladimir A; Buckley, Thomas N; Reich, Peter B; Sack, Lawren

2015-11-01

We compiled a global database for leaf, stem and root biomass representing c. 11 000 records for c. 1200 herbaceous and woody species grown under either controlled or field conditions. We used this data set to analyse allometric relationships and fractional biomass distribution to leaves, stems and roots. We tested whether allometric scaling exponents are generally constant across plant sizes as predicted by metabolic scaling theory, or whether instead they change dynamically with plant size. We also quantified interspecific variation in biomass distribution among plant families and functional groups. Across all species combined, leaf vs stem and leaf vs root scaling exponents decreased from c. 1.00 for small plants to c. 0.60 for the largest trees considered. Evergreens had substantially higher leaf mass fractions (LMFs) than deciduous species, whereas graminoids maintained higher root mass fractions (RMFs) than eudicotyledonous herbs. These patterns do not support the hypothesis of fixed allometric exponents. Rather, continuous shifts in allometric exponents with plant size during ontogeny and evolution are the norm. Across seed plants, variation in biomass distribution among species is related more to function than phylogeny. We propose that the higher LMF of evergreens at least partly compensates for their relatively low leaf area : leaf mass ratio. © 2015 The Authors. New Phytologist © 2015 New Phytologist Trust.

DNA unzipping with asymmetric periodic forces: Robustness of the scaling behavior of hysteresis loop

NASA Astrophysics Data System (ADS)

Pal, Tanmoy; Kumar, Sanjay

2018-01-01

We study the effect of periodic unzipping forces (symmetric and asymmetric) on the steady-state hysteresis loop area of force-extension curves of DNA. For the triangular force, we get back the previously reported scaling exponents but for the ratchet force, we find that the scaling exponents deviate from the reported ones. We also study the temperature dependence of the scaling exponents for the triangular force. At the low-frequency regime, the choice of the scaling form determines whether the scaling exponents depend on the temperature or not.

Some stylized facts of the Bitcoin market

NASA Astrophysics Data System (ADS)

Bariviera, Aurelio F.; Basgall, María José; Hasperué, Waldo; Naiouf, Marcelo

2017-10-01

In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market. This study compares Bitcoin and standard currencies dynamics and focuses on the analysis of returns at different time scales. We test the presence of long memory in return time series from 2011 to 2017, using transaction data from one Bitcoin platform. We compute the Hurst exponent by means of the Detrended Fluctuation Analysis method, using a sliding window in order to measure long range dependence. We detect that Hurst exponents changes significantly during the first years of existence of Bitcoin, tending to stabilize in recent times. Additionally, multiscale analysis shows a similar behavior of the Hurst exponent, implying a self-similar process.

Age-related alterations in the fractal scaling of cardiac interbeat interval dynamics

NASA Technical Reports Server (NTRS)

Iyengar, N.; Peng, C. K.; Morin, R.; Goldberger, A. L.; Lipsitz, L. A.

1996-01-01

We postulated that aging is associated with disruption in the fractallike long-range correlations that characterize healthy sinus rhythm cardiac interval dynamics. Ten young (21-34 yr) and 10 elderly (68-81 yr) rigorously screened healthy subjects underwent 120 min of continuous supine resting electrocardiographic recording. We analyzed the interbeat interval time series using standard time and frequency domain statistics and using a fractal measure, detrended fluctuation analysis, to quantify long-range correlation properties. In healthy young subjects, interbeat intervals demonstrated fractal scaling, with scaling exponents (alpha) from the fluctuation analysis close to a value of 1.0. In the group of healthy elderly subjects, the interbeat interval time series had two scaling regions. Over the short range, interbeat interval fluctuations resembled a random walk process (Brownian noise, alpha = 1.5), whereas over the longer range they resembled white noise (alpha = 0.5). Short (alpha s)- and long-range (alpha 1) scaling exponents were significantly different in the elderly subjects compared with young (alpha s = 1.12 +/- 0.19 vs. 0.90 +/- 0.14, respectively, P = 0.009; alpha 1 = 0.75 +/- 0.17 vs. 0.99 +/- 0.10, respectively, P = 0.002). The crossover behavior from one scaling region to another could be modeled as a first-order autoregressive process, which closely fit the data from four elderly subjects. This implies that a single characteristic time scale may be dominating heartbeat control in these subjects. The age-related loss of fractal organization in heartbeat dynamics may reflect the degradation of integrated physiological regulatory systems and may impair an individual's ability to adapt to stress.

Statistical analyses support power law distributions found in neuronal avalanches.

PubMed

Klaus, Andreas; Yu, Shan; Plenz, Dietmar

2011-01-01

The size distribution of neuronal avalanches in cortical networks has been reported to follow a power law distribution with exponent close to -1.5, which is a reflection of long-range spatial correlations in spontaneous neuronal activity. However, identifying power law scaling in empirical data can be difficult and sometimes controversial. In the present study, we tested the power law hypothesis for neuronal avalanches by using more stringent statistical analyses. In particular, we performed the following steps: (i) analysis of finite-size scaling to identify scale-free dynamics in neuronal avalanches, (ii) model parameter estimation to determine the specific exponent of the power law, and (iii) comparison of the power law to alternative model distributions. Consistent with critical state dynamics, avalanche size distributions exhibited robust scaling behavior in which the maximum avalanche size was limited only by the spatial extent of sampling ("finite size" effect). This scale-free dynamics suggests the power law as a model for the distribution of avalanche sizes. Using both the Kolmogorov-Smirnov statistic and a maximum likelihood approach, we found the slope to be close to -1.5, which is in line with previous reports. Finally, the power law model for neuronal avalanches was compared to the exponential and to various heavy-tail distributions based on the Kolmogorov-Smirnov distance and by using a log-likelihood ratio test. Both the power law distribution without and with exponential cut-off provided significantly better fits to the cluster size distributions in neuronal avalanches than the exponential, the lognormal and the gamma distribution. In summary, our findings strongly support the power law scaling in neuronal avalanches, providing further evidence for critical state dynamics in superficial layers of cortex.

Scaling behavior studies of Ar{sup +} ion irradiated ripple structured mica surfaces

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

Metya, Amaresh, E-mail: amaresh.metya@saha.ac.in; Ghose, Debabrata, E-mail: amaresh.metya@saha.ac.in

We have studied scaling behavior of ripple structured mica surfaces. Clean mica (001) surface is sputtered by 500 eV Ar{sup +} ion beam at 40° incidence angle for different time ranging from 28 minutes to 245 minutes to form ripples on it. The scaling of roughness of sputtered surface characterized by AFM is observed into two regime here; one is super roughening which is for above the crossover bombardment time (i.e, t{sub x} ≥ 105 min) with the scaling exponents α = α{sub s} = 1.45 ± 0.03, α{sub local} = 0.87 ± 0.03, β = 1.81 ± 0.01, β{submore » local} = 1.67 ± 0.07 and another is a new type of scaling dynamics for t{sub x} ≤ 105 min with the scaling exponents α = 0.95 (calculated), α{sub s} = 1.45 ± 0.03, α{sub local} = 0.87 ± 0.03, β = 1.81 ± 0.01, β{sub local} = 1.67 ± 0.07. In the super roughening scaling dynamics, two types of power law dependency is observed on spatial frequency of morphology (k): for higher k values PSD ∼ k{sup −4} describing diffusion controlled smoothening and for lower k values PSD ∼ k{sup −2} reflecting kinetic roughening.« less

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.

Human dynamics: Darwin and Einstein correspondence patterns.

PubMed

Oliveira, João Gama; Barabási, Albert-László

2005-10-27

In an era when letters were the main means of exchanging scientific ideas and results, Charles Darwin (1809-82) and Albert Einstein (1879-1955) were notably prolific correspondents. But did their patterns of communication differ from those associated with the instant-access e-mail of modern times? Here we show that, although the means have changed, the communication dynamics have not: Darwin's and Einstein's patterns of correspondence and today's electronic exchanges follow the same scaling laws. However, the response times of their surface-mail communication is described by a different scaling exponent from e-mail communication, providing evidence for a new class of phenomena in human dynamics.

Coalescing colony model: Mean-field, scaling, and geometry

NASA Astrophysics Data System (ADS)

Carra, Giulia; Mallick, Kirone; Barthelemy, Marc

2017-12-01

We analyze the coalescing model where a `primary' colony grows and randomly emits secondary colonies that spread and eventually coalesce with it. This model describes population proliferation in theoretical ecology, tumor growth, and is also of great interest for modeling urban sprawl. Assuming the primary colony to be always circular of radius r (t ) and the emission rate proportional to r (t) θ , where θ >0 , we derive the mean-field equations governing the dynamics of the primary colony, calculate the scaling exponents versus θ , and compare our results with numerical simulations. We then critically test the validity of the circular approximation for the colony shape and show that it is sound for a constant emission rate (θ =0 ). However, when the emission rate is proportional to the perimeter, the circular approximation breaks down and the roughness of the primary colony cannot be discarded, thus modifying the scaling exponents.

OBSERVING LYAPUNOV EXPONENTS OF INFINITE-DIMENSIONAL DYNAMICAL SYSTEMS

PubMed Central

OTT, WILLIAM; RIVAS, MAURICIO A.; WEST, JAMES

2016-01-01

Can Lyapunov exponents of infinite-dimensional dynamical systems be observed by projecting the dynamics into ℝN using a ‘typical’ nonlinear projection map? We answer this question affirmatively by developing embedding theorems for compact invariant sets associated with C1 maps on Hilbert spaces. Examples of such discrete-time dynamical systems include time-T maps and Poincaré return maps generated by the solution semigroups of evolution partial differential equations. We make every effort to place hypotheses on the projected dynamics rather than on the underlying infinite-dimensional dynamical system. In so doing, we adopt an empirical approach and formulate checkable conditions under which a Lyapunov exponent computed from experimental data will be a Lyapunov exponent of the infinite-dimensional dynamical system under study (provided the nonlinear projection map producing the data is typical in the sense of prevalence). PMID:28066028

OBSERVING LYAPUNOV EXPONENTS OF INFINITE-DIMENSIONAL DYNAMICAL SYSTEMS.

PubMed

Ott, William; Rivas, Mauricio A; West, James

2015-12-01

Can Lyapunov exponents of infinite-dimensional dynamical systems be observed by projecting the dynamics into ℝ N using a 'typical' nonlinear projection map? We answer this question affirmatively by developing embedding theorems for compact invariant sets associated with C 1 maps on Hilbert spaces. Examples of such discrete-time dynamical systems include time- T maps and Poincaré return maps generated by the solution semigroups of evolution partial differential equations. We make every effort to place hypotheses on the projected dynamics rather than on the underlying infinite-dimensional dynamical system. In so doing, we adopt an empirical approach and formulate checkable conditions under which a Lyapunov exponent computed from experimental data will be a Lyapunov exponent of the infinite-dimensional dynamical system under study (provided the nonlinear projection map producing the data is typical in the sense of prevalence).

Thermodynamic scaling of the shear viscosity of Mie n-6 fluids and their binary mixtures

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

Delage-Santacreu, Stephanie; Galliero, Guillaume, E-mail: guillaume.galliero@univ-pau.fr; Hoang, Hai

2015-05-07

In this work, we have evaluated the applicability of the so-called thermodynamic scaling and the isomorph frame to describe the shear viscosity of Mie n-6 fluids of varying repulsive exponents (n = 8, 12, 18, 24, and 36). Furthermore, the effectiveness of the thermodynamic scaling to deal with binary mixtures of Mie n-6 fluids has been explored as well. To generate the viscosity database of these fluids, extensive non-equilibrium molecular dynamics simulations have been performed for various thermodynamic conditions. Then, a systematic approach has been used to determine the gamma exponent value (γ) characteristic of the thermodynamic scaling approach formore » each system. In addition, the applicability of the isomorph theory with a density dependent gamma has been confirmed in pure fluids. In both pure fluids and mixtures, it has been found that the thermodynamic scaling with a constant gamma is sufficient to correlate the viscosity data on a large range of thermodynamic conditions covering liquid and supercritical states as long as the density is not too high. Interestingly, it has been obtained that, in pure fluids, the value of γ is directly proportional to the repulsive exponent of the Mie potential. Finally, it has been found that the value of γ in mixtures can be deduced from those of the pure component using a simple logarithmic mixing rule.« less

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.

Critical spreading dynamics of parity conserving annihilating random walks with power-law branching

NASA Astrophysics Data System (ADS)

Laise, T.; dos Anjos, F. C.; Argolo, C.; Lyra, M. L.

2018-09-01

We investigate the critical spreading of the parity conserving annihilating random walks model with Lévy-like branching. The random walks are considered to perform normal diffusion with probability p on the sites of a one-dimensional lattice, annihilating in pairs by contact. With probability 1 - p, each particle can also produce two offspring which are placed at a distance r from the original site following a power-law Lévy-like distribution P(r) ∝ 1 /rα. We perform numerical simulations starting from a single particle. A finite-time scaling analysis is employed to locate the critical diffusion probability pc below which a finite density of particles is developed in the long-time limit. Further, we estimate the spreading dynamical exponents related to the increase of the average number of particles at the critical point and its respective fluctuations. The critical exponents deviate from those of the counterpart model with short-range branching for small values of α. The numerical data suggest that continuously varying spreading exponents sets up while the branching process still results in a diffusive-like spreading.

Beyond the Young-Laplace model for cluster growth during dewetting of thin films: effective coarsening exponents and the role of long range dewetting interactions.

PubMed

Constantinescu, Adi; Golubović, Leonardo; Levandovsky, Artem

2013-09-01

Long range dewetting forces acting across thin films, such as the fundamental van der Waals interactions, may drive the formation of large clusters (tall multilayer islands) and pits, observed in thin films of diverse materials such as polymers, liquid crystals, and metals. In this study we further develop the methodology of the nonequilibrium statistical mechanics of thin films coarsening within continuum interface dynamics model incorporating long range dewetting interactions. The theoretical test bench model considered here is a generalization of the classical Mullins model for the dynamics of solid film surfaces. By analytic arguments and simulations of the model, we study the coarsening growth laws of clusters formed in thin films due to the dewetting interactions. The ultimate cluster growth scaling laws at long times are strongly universal: Short and long range dewetting interactions yield the same coarsening exponents. However, long range dewetting interactions, such as the van der Waals forces, introduce a distinct long lasting early time scaling behavior characterized by a slow growth of the cluster height/lateral size aspect ratio (i.e., a time-dependent Young angle) and by effective coarsening exponents that depend on cluster size. In this study, we develop a theory capable of analytically calculating these effective size-dependent coarsening exponents characterizing the cluster growth in the early time regime. Such a pronounced early time scaling behavior has been indeed seen in experiments; however, its physical origin has remained elusive to this date. Our theory attributes these observed phenomena to ubiquitous long range dewetting interactions acting across thin solid and liquid films. Our results are also applicable to cluster growth in initially very thin fluid films, formed by depositing a few monolayers or by a submonolayer deposition. Under this condition, the dominant coarsening mechanism is diffusive intercluster mass transport while the cluster coalescence plays a minor role, both in solid and in fluid films.

Scaling Laws for Shapes of Food Fragments by Human Mastication

NASA Astrophysics Data System (ADS)

Kobayashi, Naoki; Kohyama, Kaoru; Sasaki, Yo; Matsushita, Mitsugu

2007-04-01

Scaling property of the shape of fragments which were produced by masticating raw carrots has been studied experimentally and theoretically. Mastication experiments showed that most fragments have more or less isotropic shapes which are independent of the number of chewing strokes, whereas larger fragments than a crossover size have complicated shapes. Since the crossover size had the structure which was dependent on the number of chewing strokes, we have tried to propose dynamic scaling hypothesis analogous to the case of growing self-affine interface. It was found that the dynamic scaling yields fairly accurate values of the scaling exponents. Our results will provide a new observation and insight of not only sequential fragmentation but also construction for physiological measurement.

Wavefunctions, quantum diffusion, and scaling exponents in golden-mean quasiperiodic tilings.

PubMed

Thiem, Stefanie; Schreiber, Michael

2013-02-20

We study the properties of wavefunctions and the wavepacket dynamics in quasiperiodic tight-binding models in one, two, and three dimensions. The atoms in the one-dimensional quasiperiodic chains are coupled by weak and strong bonds aligned according to the Fibonacci sequence. The associated d-dimensional quasiperiodic tilings are constructed from the direct product of d such chains, which yields either the hypercubic tiling or the labyrinth tiling. This approach allows us to consider fairly large systems numerically. We show that the wavefunctions of the system are multifractal and that their properties can be related to the structure of the system in the regime of strong quasiperiodic modulation by a renormalization group (RG) approach. We also study the dynamics of wavepackets to get information about the electronic transport properties. In particular, we investigate the scaling behaviour of the return probability of the wavepacket with time. Applying again the RG approach we show that in the regime of strong quasiperiodic modulation the return probability is governed by the underlying quasiperiodic structure. Further, we also discuss lower bounds for the scaling exponent of the width of the wavepacket and propose a modified lower bound for the absolute continuous regime.

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.

Statistical persistence of air pollutants (O3,SO2,NO2 and PM10) in Mexico City

NASA Astrophysics Data System (ADS)

Meraz, M.; Rodriguez, E.; Femat, R.; Echeverria, J. C.; Alvarez-Ramirez, J.

2015-06-01

The rescaled range (R / S) analysis was used for analyzing the statistical persistence of air pollutants in Mexico City. The air-pollution time series consisted of hourly observations of ozone, nitrogen dioxide, sulfur dioxide and particulate matter obtained at the Mexico City downtown monitoring station during 1999-2014. The results showed that long-range persistence is not a uniform property over a wide range of time scales, from days to months. In fact, although the air pollutant concentrations exhibit an average persistent behavior, environmental (e.g., daily and yearly) and socio-economic (e.g., daily and weekly) cycles are reflected in the dependence of the persistence strength as quantified in terms of the Hurst exponent. It was also found that the Hurst exponent exhibits time variations, with the ozone and nitrate oxide concentrations presenting some regularity, such as annual cycles. The persistence dynamics of the pollutant concentrations increased during the rainy season and decreased during the dry season. The time and scale dependences of the persistence properties provide some insights in the mechanisms involved in the internal dynamics of the Mexico City atmosphere for accumulating and dissipating dangerous air pollutants. While in the short-term individual pollutants dynamics seems to be governed by specific mechanisms, in the long-term (for monthly and higher scales) meteorological and seasonal mechanisms involved in atmospheric recirculation seem to dominate the dynamics of all air pollutant concentrations.

Translocation of polymers into crowded media with dynamic attractive nanoparticles.

PubMed

Cao, Wei-Ping; Ren, Qing-Bao; Luo, Meng-Bo

2015-07-01

The translocation of polymers through a small pore into crowded media with dynamic attractive nanoparticles is simulated. Results show that the nanoparticles at the trans side can affect the translocation by influencing the free-energy landscape and the diffusion of polymers. Thus the translocation time τ is dependent on the polymer-nanoparticle attraction strength ɛ and the mobility of nanoparticles V. We observe a power-law relation of τ with V, but the exponent is dependent on ɛ and nanoparticle concentration. In addition, we find that the effect of attractive dynamic nanoparticles on the dynamics of polymers is dependent on the time scale. At a short time scale, subnormal diffusion is observed at strong attraction and the diffusion is slowed down by the dynamic nanoparticles. However, the diffusion of polymers is normal at a long time scale and the diffusion constant increases with the increase in V.

The allometric exponent for scaling clearance varies with age: a study on seven propofol datasets ranging from preterm neonates to adults.

PubMed

Wang, Chenguang; Allegaert, Karel; Peeters, Mariska Y M; Tibboel, Dick; Danhof, Meindert; Knibbe, Catherijne A J

2014-01-01

For scaling clearance between adults and children, allometric scaling with a fixed exponent of 0.75 is often applied. In this analysis, we performed a systematic study on the allometric exponent for scaling propofol clearance between two subpopulations selected from neonates, infants, toddlers, children, adolescents and adults. Seven propofol studies were included in the analysis (neonates, infants, toddlers, children, adolescents, adults1 and adults2). In a systematic manner, two out of the six study populations were selected resulting in 15 combined datasets. In addition, the data of the seven studies were regrouped into five age groups (FDA Guidance 1998), from which four combined datasets were prepared consisting of one paediatric age group and the adult group. In each of these 19 combined datasets, the allometric scaling exponent for clearance was estimated using population pharmacokinetic modelling (nonmem 7.2). The allometric exponent for propofol clearance varied between 1.11 and 2.01 in cases where the neonate dataset was included. When two paediatric datasets were analyzed, the exponent varied between 0.2 and 2.01, while it varied between 0.56 and 0.81 when the adult population and a paediatric dataset except for neonates were selected. Scaling from adults to adolescents, children, infants and neonates resulted in exponents of 0.74, 0.70, 0.60 and 1.11 respectively. For scaling clearance, ¾ allometric scaling may be of value for scaling between adults and adolescents or children, while it can neither be used for neonates nor for two paediatric populations. For scaling to neonates an exponent between 1 and 2 was identified. © 2013 The British Pharmacological Society.

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

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.

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.

Application of largest Lyapunov exponent analysis on the studies of dynamics under external forces

NASA Astrophysics Data System (ADS)

Odavić, Jovan; Mali, Petar; Tekić, Jasmina; Pantić, Milan; Pavkov-Hrvojević, Milica

2017-06-01

Dynamics of driven dissipative Frenkel-Kontorova model is examined by using largest Lyapunov exponent computational technique. Obtained results show that besides the usual way where behavior of the system in the presence of external forces is studied by analyzing its dynamical response function, the largest Lyapunov exponent analysis can represent a very convenient tool to examine system dynamics. In the dc driven systems, the critical depinning force for particular structure could be estimated by computing the largest Lyapunov exponent. In the dc+ac driven systems, if the substrate potential is the standard sinusoidal one, calculation of the largest Lyapunov exponent offers a more sensitive way to detect the presence of Shapiro steps. When the amplitude of the ac force is varied the behavior of the largest Lyapunov exponent in the pinned regime completely reflects the behavior of Shapiro steps and the critical depinning force, in particular, it represents the mirror image of the amplitude dependence of critical depinning force. This points out an advantage of this technique since by calculating the largest Lyapunov exponent in the pinned regime we can get an insight into the dynamics of the system when driving forces are applied. Additionally, the system is shown to be not chaotic even in the case of incommensurate structures and large amplitudes of external force, which is a consequence of overdampness of the model and the Middleton's no passing rule.

Extreme-volatility dynamics in crude oil markets

NASA Astrophysics Data System (ADS)

Jiang, Xiong-Fei; Zheng, Bo; Qiu, Tian; Ren, Fei

2017-02-01

Based on concepts and methods from statistical physics, we investigate extreme-volatility dynamics in the crude oil markets, using the high-frequency data from 2006 to 2010 and the daily data from 1986 to 2016. The dynamic relaxation of extreme volatilities is described by a power law, whose exponents usually depend on the magnitude of extreme volatilities. In particular, the relaxation before and after extreme volatilities is time-reversal symmetric at the high-frequency time scale, but time-reversal asymmetric at the daily time scale. This time-reversal asymmetry is mainly induced by exogenous events. However, the dynamic relaxation after exogenous events exhibits the same characteristics as that after endogenous events. An interacting herding model both with and without exogenous driving forces could qualitatively describe the extreme-volatility dynamics.

Chaotic dynamics of large-scale double-diffusive convection in a porous medium

NASA Astrophysics Data System (ADS)

Kondo, Shutaro; Gotoda, Hiroshi; Miyano, Takaya; Tokuda, Isao T.

2018-02-01

We have studied chaotic dynamics of large-scale double-diffusive convection of a viscoelastic fluid in a porous medium from the viewpoint of dynamical systems theory. A fifth-order nonlinear dynamical system modeling the double-diffusive convection is theoretically obtained by incorporating the Darcy-Brinkman equation into transport equations through a physical dimensionless parameter representing porosity. We clearly show that the chaotic convective motion becomes much more complicated with increasing porosity. The degree of dynamic instability during chaotic convective motion is quantified by two important measures: the network entropy of the degree distribution in the horizontal visibility graph and the Kaplan-Yorke dimension in terms of Lyapunov exponents. We also present an interesting on-off intermittent phenomenon in the probability distribution of time intervals exhibiting nearly complete synchronization.

Density Scaling of Glassy Dynamics and Dynamic Heterogeneities in Glass-forming Liquids.

NASA Astrophysics Data System (ADS)

Hu, Yuan-Chao; Yang, Yong; Wang, Wei-Hua

The discovery of density scaling in strongly correlating systems is an important progress for understanding the dynamic behaviors of supercooled liquids. Here we found for a ternary metallic glass-forming liquid, it is not strongly correlating thermodynamically, but its average dynamics, dynamic heterogeneities and static structure are still well described by density scaling with the same scaling exponent γ. As an intrinsic material constant stemming from the fundamental interatomic interactions, γ is theoretically predicted from the thermodynamic fluctuations of 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 glass-formers. The supercooled dynamics and density scaling behaviors will also be discussed in model glass-forming liquids with tunable attractive potentials to further quantify the nonperturbative roles of attractive interactions. We acknowledge the support from ''Peter Ho Conference Scholarships'' of City University of Hong Kong.

Dynamics of proteins aggregation. II. Dynamic scaling in confined media

NASA Astrophysics Data System (ADS)

Zheng, Size; Shing, Katherine S.; Sahimi, Muhammad

2018-03-01

In this paper, the second in a series devoted to molecular modeling of protein aggregation, a mesoscale model of proteins together with extensive discontinuous molecular dynamics simulation is used to study the phenomenon in a confined medium. The medium, as a model of a crowded cellular environment, is represented by a spherical cavity, as well as cylindrical tubes with two aspect ratios. The aggregation process leads to the formation of β sheets and eventually fibrils, whose deposition on biological tissues is believed to be a major factor contributing to many neuro-degenerative diseases, such as Alzheimer's, Parkinson's, and amyotrophic lateral sclerosis diseases. Several important properties of the aggregation process, including dynamic evolution of the total number of the aggregates, the mean aggregate size, and the number of peptides that contribute to the formation of the β sheets, have been computed. We show, similar to the unconfined media studied in Paper I [S. Zheng et al., J. Chem. Phys. 145, 134306 (2016)], that the computed properties follow dynamic scaling, characterized by power laws. The existence of such dynamic scaling in unconfined media was recently confirmed by experiments. The exponents that characterize the power-law dependence on time of the properties of the aggregation process in spherical cavities are shown to agree with those in unbounded fluids at the same protein density, while the exponents for aggregation in the cylindrical tubes exhibit sensitivity to the geometry of the system. The effects of the number of amino acids in the protein, as well as the size of the confined media, have also been studied. Similarities and differences between aggregation in confined and unconfined media are described, including the possibility of no fibril formation, if confinement is severe.

Dynamical analyses of the time series for three foreign exchange rates

NASA Astrophysics Data System (ADS)

Kim, Sehyun; Kim, Soo Yong; Jung, Jae-Won; Kim, Kyungsik

2012-05-01

In this study, we investigate the multifractal properties of three foreign exchange rates (USD-KRW, USD-JPY, and EUR-USD) that are quoted with different economic scales. We estimate and analyze both the generalized Hurst exponent and the autocorrelation function in three foreign exchange rates. The USD-KRW is shown to have the strongest of the Hurst exponents when compared with the other two foreign exchange rates. In particular, the autocorrelation function of the USD-KRW has the largest memory behavior among three foreign exchange rates. It also exhibits a long-memory property in the first quarter, more than those in the other quarters.

Simulation of Gas-Surface Dynamical Interactions

DTIC Science & Technology

2007-07-01

the interacting particle on the surface. Trapping probabilities often scale as Ei cosn θi with n < 2. An exponent of n = 0 corresponds to total energy...1996). [85] A. E. Wiskerke, F. H. Geuzebroek, A. W. Kleyn, and B. E. Hayden, Surf. Sci. 272, 256 (1992). [86] J. E. Hurst , L. Wharton, K. C. Janda

Statistical and dynamical properties of a dissipative kicked rotator

NASA Astrophysics Data System (ADS)

Oliveira, Diego F. M.; Leonel, Edson D.

2014-11-01

Some dynamical and statistical properties for a conservative as well as the dissipative problem of relativistic particles in a waveguide are considered. For the first time, two different types of dissipation namely: (i) due to viscosity and; (ii) due to inelastic collision (upon the kick) are considered individually and acting together. For the first case, and contrary to what is expected for the original Zaslavsky’s relativistic model, we show there is a critical parameter where a transition from local to global chaos occurs. On the other hand, after considering the introduction of dissipation also on the kick, the structure of the phase space changes in the sense that chaotic and periodic attractors appear. We study also the chaotic sea by using scaling arguments and we proposed an analytical argument to reinforce the validity of the scaling exponents obtained numerically. In principle such an approach can be extended to any two-dimensional map. Finally, based on the Lyapunov exponent, we show that the parameter space exhibits infinite families of self-similar shrimp-shape structures, corresponding to periodic attractors, embedded in a large region corresponding to chaotic attractors.

Spatial Statistics of atmospheric particulate matter in China

NASA Astrophysics Data System (ADS)

Huang, Yongxiang; Wang, Yangjun; Liu, Yulu

2017-04-01

In this work, the spatial dynamics of the atmospheric particulate matters (resp. PM10 and PM2.5) are studied using turbulence methodologies. The hourly concentrations of particulate matter were released by the Chinese government (http://www.cnemc.cn). We first processed these data into daily average concentrations. Totally, there are 305 monitor stations with an observations period of 425 days. It is found experimentally that the spatial correlation function ρ(r) shows a log-law on the mesoscale range, i.e., 50 ≤ r ≤ 500 km, with an experimental scaling exponent β = 0.45. The spatial structure function shows a power-law behavior on the mesoscale range 90 ≤ r ≤ 500 km. The experimental scaling exponent ζ(q) is convex, showing that the intermittent correction is relevant in characterizing the spatial dynamics of particulate matter. The measured singularity spectrum f(α) also shows its multifractal nature. Experimentally, the particulate matter is more intermittent than the passive scalar, which could be partially due to the mesoscale movements of the atmosphere, and also due to local sources, such as local industry activities.

Tree Morphologic Plasticity Explains Deviation from Metabolic Scaling Theory in Semi-Arid Conifer Forests, Southwestern USA

PubMed Central

O’Connor, Christopher D.; Lynch, Ann M.

2016-01-01

A significant concern about Metabolic Scaling Theory (MST) in real forests relates to consistent differences between the values of power law scaling exponents of tree primary size measures used to estimate mass and those predicted by MST. Here we consider why observed scaling exponents for diameter and height relationships deviate from MST predictions across three semi-arid conifer forests in relation to: (1) tree condition and physical form, (2) the level of inter-tree competition (e.g. open vs closed stand structure), (3) increasing tree age, and (4) differences in site productivity. Scaling exponent values derived from non-linear least-squares regression for trees in excellent condition (n = 381) were above the MST prediction at the 95% confidence level, while the exponent for trees in good condition were no different than MST (n = 926). Trees that were in fair or poor condition, characterized as diseased, leaning, or sparsely crowned had exponent values below MST predictions (n = 2,058), as did recently dead standing trees (n = 375). Exponent value of the mean-tree model that disregarded tree condition (n = 3,740) was consistent with other studies that reject MST scaling. Ostensibly, as stand density and competition increase trees exhibited greater morphological plasticity whereby the majority had characteristically fair or poor growth forms. Fitting by least-squares regression biases the mean-tree model scaling exponent toward values that are below MST idealized predictions. For 368 trees from Arizona with known establishment dates, increasing age had no significant impact on expected scaling. We further suggest height to diameter ratios below MST relate to vertical truncation caused by limitation in plant water availability. Even with environmentally imposed height limitation, proportionality between height and diameter scaling exponents were consistent with the predictions of MST. PMID:27391084

Tree Morphologic Plasticity Explains Deviation from Metabolic Scaling Theory in Semi-Arid Conifer Forests, Southwestern USA.

PubMed

Swetnam, Tyson L; O'Connor, Christopher D; Lynch, Ann M

2016-01-01

A significant concern about Metabolic Scaling Theory (MST) in real forests relates to consistent differences between the values of power law scaling exponents of tree primary size measures used to estimate mass and those predicted by MST. Here we consider why observed scaling exponents for diameter and height relationships deviate from MST predictions across three semi-arid conifer forests in relation to: (1) tree condition and physical form, (2) the level of inter-tree competition (e.g. open vs closed stand structure), (3) increasing tree age, and (4) differences in site productivity. Scaling exponent values derived from non-linear least-squares regression for trees in excellent condition (n = 381) were above the MST prediction at the 95% confidence level, while the exponent for trees in good condition were no different than MST (n = 926). Trees that were in fair or poor condition, characterized as diseased, leaning, or sparsely crowned had exponent values below MST predictions (n = 2,058), as did recently dead standing trees (n = 375). Exponent value of the mean-tree model that disregarded tree condition (n = 3,740) was consistent with other studies that reject MST scaling. Ostensibly, as stand density and competition increase trees exhibited greater morphological plasticity whereby the majority had characteristically fair or poor growth forms. Fitting by least-squares regression biases the mean-tree model scaling exponent toward values that are below MST idealized predictions. For 368 trees from Arizona with known establishment dates, increasing age had no significant impact on expected scaling. We further suggest height to diameter ratios below MST relate to vertical truncation caused by limitation in plant water availability. Even with environmentally imposed height limitation, proportionality between height and diameter scaling exponents were consistent with the predictions of MST.

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

Non-stationary dynamics in the bouncing ball: A wavelet perspective

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

Behera, Abhinna K., E-mail: abhinna@iiserkol.ac.in; Panigrahi, Prasanta K., E-mail: pprasanta@iiserkol.ac.in; Sekar Iyengar, A. N., E-mail: ansekar.iyengar@saha.ac.in

2014-12-01

The non-stationary dynamics of a bouncing ball, comprising both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signatures of self-similarity, complex scaling behavior, and periodicity. Self-similar behavior is quantified by the generalized Hurst exponent, obtained through both wavelet based multi-fractal detrended fluctuation analysis and Fourier methods. The scale dependent variable window size of the wavelets aptly captures both the transients and non-stationary periodic behavior, including the phase synchronization of different modes. The optimal time-frequency localization of the continuous Morlet wavelet is found to delineate the scales corresponding tomore » neutral turbulence, viscous dissipation regions, and different time varying periodic modulations.« less

Finite-size scaling with respect to interaction and disorder strength at the many-body localization transition

NASA Astrophysics Data System (ADS)

Kudo, Kazue; Deguchi, Tetsuo

2018-06-01

We present a finite-size scaling for both interaction and disorder strengths in the critical regime of the many-body localization (MBL) transition for a spin-1/2 X X Z spin chain with a random field by studying level statistics. We show how the dynamical transition from the thermal to MBL phase depends on interaction together with disorder by evaluating the ratio of adjacent level spacings, and thus, extend previous studies in which interaction coupling is fixed. We introduce an extra critical exponent in order to describe the nontrivial interaction dependence of the MBL transition. It is characterized by the ratio of the disorder strength to the power of the interaction coupling with respect to the extra critical exponent and not by the simple ratio between them.

Relaxation dynamics in AgI-doped silver vanadate superionic glasses.

PubMed

Bhattacharya, S; Ghosh, A

2005-09-22

Relaxation dynamics of Ag+ ions in several series of AgI-Ag2O-V2O5 superionic glasses has been studied in the frequency range from 10 Hz to 2 MHz and in the temperature range from 93 to 323 K. The composition dependence of the dc conductivity and the activation energy of these glasses has been compared with those of AgI-doped silver phosphate and borate glasses. The frequency-dependent electrical data have been analyzed in the framework of conductivity formalism. We have obtained the mobile ion concentration and the power-law exponent from the analysis of the conductivity spectra. We have observed that the concentration of Ag+ ions is independent of temperature and the conductivity is primarily determined by the mobility. A fraction of the Ag+ ions in the glass compositions are involved in the dynamic process. We have also shown that the power-law exponent is independent of temperature. The results are also supported by the temperature and composition independence of the scaling of the conductivity spectra.

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).

Anomalous scaling of stochastic processes and the Moses effect

NASA Astrophysics Data System (ADS)

Chen, Lijian; Bassler, Kevin E.; McCauley, Joseph L.; Gunaratne, Gemunu H.

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t1/2. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Anomalous scaling of stochastic processes and the Moses effect.

PubMed

Chen, Lijian; Bassler, Kevin E; McCauley, Joseph L; Gunaratne, Gemunu H

2017-04-01

The state of a stochastic process evolving over a time t is typically assumed to lie on a normal distribution whose width scales like t^{1/2}. However, processes in which the probability distribution is not normal and the scaling exponent differs from 1/2 are known. The search for possible origins of such "anomalous" scaling and approaches to quantify them are the motivations for the work reported here. In processes with stationary increments, where the stochastic process is time-independent, autocorrelations between increments and infinite variance of increments can cause anomalous scaling. These sources have been referred to as the Joseph effect and the Noah effect, respectively. If the increments are nonstationary, then scaling of increments with t can also lead to anomalous scaling, a mechanism we refer to as the Moses effect. Scaling exponents quantifying the three effects are defined and related to the Hurst exponent that characterizes the overall scaling of the stochastic process. Methods of time series analysis that enable accurate independent measurement of each exponent are presented. Simple stochastic processes are used to illustrate each effect. Intraday financial time series data are analyzed, revealing that their anomalous scaling is due only to the Moses effect. In the context of financial market data, we reiterate that the Joseph exponent, not the Hurst exponent, is the appropriate measure to test the efficient market hypothesis.

Chaos in high-dimensional dissipative dynamical systems

PubMed Central

Ispolatov, Iaroslav; Madhok, Vaibhav; Allende, Sebastian; Doebeli, Michael

2015-01-01

For dissipative dynamical systems described by a system of ordinary differential equations, we address the question of how the probability of chaotic dynamics increases with the dimensionality of the phase space. We find that for a system of d globally coupled ODE’s with quadratic and cubic non-linearities with randomly chosen coefficients and initial conditions, the probability of a trajectory to be chaotic increases universally from ~10−5 − 10−4 for d = 3 to essentially one for d ~ 50. In the limit of large d, the invariant measure of the dynamical systems exhibits universal scaling that depends on the degree of non-linearity, but not on the choice of coefficients, and the largest Lyapunov exponent converges to a universal scaling limit. Using statistical arguments, we provide analytical explanations for the observed scaling, universality, and for the probability of chaos. PMID:26224119

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.

Intraspecific variation in the metabolic scaling exponent in ectotherms: testing the effect of latitudinal cline, ontogeny and transgenerational change in the land snail Cornu aspersum.

PubMed

Gaitán-Espitia, Juan Diego; Bruning, Andrea; Mondaca, Fredy; Nespolo, Roberto F

2013-06-01

The strong dependence of metabolic rates on body mass has attracted the interest of ecological physiologists, as it has important implications to many aspects of biology including species variations in body size, the evolution of life history, and the structure and function of biological communities. The great diversity of observed scaling exponents has led some authors to conclude that there is no single universal scaling exponent, but instead it ranges from 2/3 to 1. Most of the telling evidence against the universality of power scaling exponents comes from ontogenetic changes. Nevertheless, there could be other sources of phenotypic variation that influence this allometric relationship at least at the intraspecific level. In order to explore the general concept of the metabolic scaling in terrestrial molluscs we tested the role of several biological and methodological sources of variation on the empirically estimated scaling exponent. Specifically, we measured a proxy of metabolic rate (CO(2) production) in 421 individuals, during three generations, in three different populations. Additionally, we measured this scaling relationship in 208 individuals at five developmental stages. Our results suggest that the metabolic scaling exponent at the intraspecific level does not have a single stationary value, but instead it shows some degree of variation across geographic distribution, transgenerational change and ontogenetic stages. The major differences in the metabolic scaling exponent that we found were at different developmental stages of snails, because ontogeny involves increases in size at different rates, which in turn, generate differential energy demands. Copyright © 2013 Elsevier Inc. All rights reserved.

Dynamical critical exponent of the Jaynes-Cummings-Hubbard model

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

Hohenadler, M.; Aichhorn, M.; Schmidt, S.

2011-10-15

An array of high-Q electromagnetic resonators coupled to qubits gives rise to the Jaynes-Cummings-Hubbard model describing a superfluid to Mott-insulator transition of lattice polaritons. From mean-field and strong-coupling expansions, the critical properties of the model are expected to be identical to the scalar Bose-Hubbard model. A recent Monte Carlo study of the superfluid density on the square lattice suggested that this does not hold for the fixed-density transition through the Mott lobe tip. Instead, mean-field behavior with a dynamical critical exponent z=2 was found. We perform large-scale quantum Monte Carlo simulations to investigate the critical behavior of the superfluid densitymore » and the compressibility. We find z=1 at the tip of the insulating lobe. Hence the transition falls in the three-dimensional XY universality class, analogous to the Bose-Hubbard model.« less

Indications for a critical point in the phase diagram for hot and dense nuclear matter

NASA Astrophysics Data System (ADS)

Lacey, Roy A.

2016-12-01

Two-pion interferometry measurements are studied for a broad range of collision centralities in Au+Au (√{sNN} = 7.7- 200 GeV) and Pb+Pb (√{sNN} = 2.76 TeV) collisions. They indicate non-monotonic excitation functions for the Gaussian emission source radii difference (Rout -Rside), suggestive of reaction trajectories which spend a fair amount of time near a soft point in the equation of state (EOS) that coincides with the critical end point (CEP). A Finite-Size Scaling (FSS) analysis of these excitation functions, provides further validation tests for the CEP. It also indicates a second order phase transition at the CEP, and the values Tcep ∼ 165 MeV and μBcep ∼ 95 MeV for its location in the (T ,μB)-plane of the phase diagram. The static critical exponents (ν ≈ 0.66 and γ ≈ 1.2) extracted via the same FSS analysis, place this CEP in the 3D Ising model (static) universality class. A Dynamic Finite-Size Scaling analysis of the excitation functions, gives the estimate z ∼ 0.87 for the dynamic critical exponent, suggesting that the associated critical expansion dynamics is dominated by the hydrodynamic sound mode.

Scaling properties of a rice-pile model: inertia and friction effects.

PubMed

Khfifi, M; Loulidi, M

2008-11-01

We present a rice-pile cellular automaton model that includes inertial and friction effects. This model is studied in one dimension, where the updating of metastable sites is done according to a stochastic dynamics governed by a probabilistic toppling parameter p that depends on the accumulated energy of moving grains. We investigate the scaling properties of the model using finite-size scaling analysis. The avalanche size, the lifetime, and the residence time distributions exhibit a power-law behavior. Their corresponding critical exponents, respectively, tau, y, and yr, are not universal. They present continuous variation versus the parameters of the system. The maximal value of the critical exponent tau that our model gives is very close to the experimental one, tau=2.02 [Frette, Nature (London) 379, 49 (1996)], and the probability distribution of the residence time is in good agreement with the experimental results. We note that the critical behavior is observed only in a certain range of parameter values of the system which correspond to low inertia and high friction.

Dynamical Mechanism of Scaling Behaviors in Multifractal Structure

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Jung, Jae Won; Kim, Soo Yong

2010-03-01

The pattern of stone distribution in the game of Go (Baduk, Weiqi, or Igo) can be treated in the mathematical and physical languages of multifractals. The concepts of fractals and multifractals have relevance to many fields of science and even arts. A significant and fascinating feature of this approach is that it provides a proper interpretation for the pattern of the two-colored (black and white) stones in terms of the numerical values of the generalized dimension and the scaling exponent. For our case, these statistical quantities can be estimated numerically from the black, white, and mixed stones, assuming the excluded edge effect that the cell form of the Go game has the self-similar structure. The result from the multifractal structure allows us to find a definite and reliable fractal dimension, and it precisely verifies that the fractal dimension becomes larger, as the cell of grids increases. We also find the strength of multifractal structures from the difference in the scaling exponents in the black, white, and mixed stones.

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.

Intracellular Microrheology of Motile Amoeba proteus

NASA Astrophysics Data System (ADS)

Rogers, S.; Waigh, T.; Lu, J.

2008-04-01

The motility of motile Amoeba proteus was examined using the technique of passive particle tracking microrheology, with the aid of newly-developed particle tracking software, a fast digital camera and an optical microscope. We tracked large numbers of endogeneous particles in the amoebae, which displayed subdiffusive motion at short time scales, corresponding to thermal motion in a viscoelastic medium, and superdiffusive motion at long time scales due to the convection of the cytoplasm. Subdiffusive motion was characterised by a rheological scaling exponent of 3/4 in the cortex, indicative of the semiflexible dynamics of the actin fibres. We observed shear-thinning in the flowing endoplasm, where exponents increased with increasing flow rate; i.e. the endoplasm became more fluid-like. The rheology of the cortex is found to be isotropic, reflecting an isotropic actin gel. A clear difference was seen between cortical and endoplasmic layers in terms of both viscoelasticity and flow velocity, where the profile of the latter is close to a Poiseuille flow for a Newtonian fluid.

Spectrum of Lyapunov exponents of non-smooth dynamical systems of integrate-and-fire type.

PubMed

Zhou, Douglas; Sun, Yi; Rangan, Aaditya V; Cai, David

2010-04-01

We discuss how to characterize long-time dynamics of non-smooth dynamical systems, such as integrate-and-fire (I&F) like neuronal network, using Lyapunov exponents and present a stable numerical method for the accurate evaluation of the spectrum of Lyapunov exponents for this large class of dynamics. These dynamics contain (i) jump conditions as in the firing-reset dynamics and (ii) degeneracy such as in the refractory period in which voltage-like variables of the network collapse to a single constant value. Using the networks of linear I&F neurons, exponential I&F neurons, and I&F neurons with adaptive threshold, we illustrate our method and discuss the rich dynamics of these networks.

Dynamic heterogeneity in crossover spin facilitated model of supercooled liquid and fractional Stokes-Einstein relation

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

Choi, Seo-Woo; Kim, Soree; Jung, YounJoon, E-mail: yjjung@snu.ac.kr

Kinetically constrained models have gained much interest as models that assign the origins of interesting dynamic properties of supercooled liquids to dynamical facilitation mechanisms that have been revealed in many experiments and numerical simulations. In this work, we investigate the dynamic heterogeneity in the fragile-to-strong liquid via Monte Carlo method using the model that linearly interpolates between the strong liquid-like behavior and the fragile liquid-like behavior by an asymmetry parameter b. When the asymmetry parameter is sufficiently small, smooth fragile-to-strong transition is observed both in the relaxation time and the diffusion constant. Using these physical quantities, we investigate fractional Stokes-Einsteinmore » relations observed in this model. When b is fixed, the system shows constant power law exponent under the temperature change, and the exponent has the value between that of the Frederickson-Andersen model and the East model. Furthermore, we investigate the dynamic length scale of our systems and also find the crossover relation between the relaxation time. We ascribe the competition between energetically favored symmetric relaxation mechanism and entropically favored asymmetric relaxation mechanism to the fragile-to-strong crossover behavior.« less

Observation-based Estimate of Climate Sensitivity with a Scaling Climate Response Function

NASA Astrophysics Data System (ADS)

Hébert, Raphael; Lovejoy, Shaun

2016-04-01

To properly adress the anthropogenic impacts upon the earth system, an estimate of the climate sensitivity to radiative forcing is essential. Observation-based estimates of climate sensitivity are often limited by their ability to take into account the slower response of the climate system imparted mainly by the large thermal inertia of oceans, they are nevertheless essential to provide an alternative to estimates from global circulation models and increase our confidence in estimates of climate sensitivity by the multiplicity of approaches. It is straightforward to calculate the Effective Climate Sensitivity(EffCS) as the ratio of temperature change to the change in radiative forcing; the result is almost identical to the Transient Climate Response(TCR), but it underestimates the Equilibrium Climate Sensitivity(ECS). A study of global mean temperature is thus presented assuming a Scaling Climate Response Function to deterministic radiative forcing. This general form is justified as there exists a scaling symmetry respected by the dynamics, and boundary conditions, over a wide range of scales and it allows for long-range dependencies while retaining only 3 parameter which are estimated empirically. The range of memory is modulated by the scaling exponent H. We can calculate, analytically, a one-to-one relation between the scaling exponent H and the ratio of EffCS to TCR and EffCS to ECS. The scaling exponent of the power law is estimated by a regression of temperature as a function of forcing. We consider for the analysis 4 different datasets of historical global mean temperature and 100 scenario runs of the Coupled Model Intercomparison Project Phase 5 distributed among the 4 Representative Concentration Pathways(RCP) scenarios. We find that the error function for the estimate on historical temperature is very wide and thus, many scaling exponent can be used without meaningful changes in the fit residuals of historical temperatures; their response in the year 2100 on the other hand, is very broad, especially for a low-emission scenario such as RCP 2.6. CMIP5 scenario runs thus allow for a narrower estimate of H which can then be used to estimate the ECS and TCR from the EffCS estimated from the historical data.

Spatial connectivity, scaling, and temporal trajectories as emergent urban stormwater impacts

NASA Astrophysics Data System (ADS)

Jovanovic, T.; Gironas, J. A.; Hale, R. L.; Mejia, A.

2016-12-01

Urban watersheds are structurally complex systems comprised of multiple components (e.g., streets, pipes, ponds, vegetated swales, wetlands, riparian corridors, etc.). These multiple engineered components interact in unanticipated and nontrivial ways with topographic conditions, climate variability, land use/land cover changes, and the underlying eco-hydrogeomorphic dynamics. Such interactions can result in emergent urban stormwater impacts with cascading effects that can negatively influence the overall functioning of the urban watershed. For example, the interaction among many detention ponds has been shown, in some situations, to synchronize flow volumes and ultimately lead to downstream flow amplifications and increased pollutant mobilization. Additionally, interactions occur at multiple temporal and spatial scales requiring that urban stormwater dynamics be represented at the long-term temporal (decadal) and across spatial scales (from the single lot to the watershed scale). In this study, we develop and implement an event-based, high-resolution, network hydro-engineering model (NHEM), and demonstrate an approach to reconstruct the long-term regional infrastructure and land use/land cover conditions of an urban watershed. As the study area, we select an urban watershed in the metropolitan area of Scottsdale, Arizona. Using the reconstructed landscapes to drive the NHEM, we find that distinct surficial, hydrologic connectivity patterns result from the intersection of hydrologic processes, infrastructure, and land use/land cover arrangements. These spatial patters, in turn, exhibit scaling characteristics. For example, the scaling of urban watershed dispersion mechanisms shows altered scaling exponents with respect to pre-urban conditions. For example, the scaling exponent associated with geomorphic dispersion tends to increase for urban conditions, reflecting increased surficial path heterogeneity. Both the connectivity and scaling results can be used to delineate impact trajectories (i.e. the evolution of spatially referenced impacts over time). We find that the impact trajectories provide insight about the urban stormwater sustainability of watersheds as well as clues about the potential imprint of socio-environmental feedbacks in the evolutionary dynamics.

Susceptibility of the Ising Model on a Kagomé Lattice by Using Wang-Landau Sampling

NASA Astrophysics Data System (ADS)

Kim, Seung-Yeon; Kwak, Wooseop

2018-03-01

The susceptibility of the Ising model on a kagomé lattice has never been obtained. We investigate the properties of the kagomé-lattice Ising model by using the Wang-Landau sampling method. We estimate both the magnetic scaling exponent yh = 1.90(1) and the thermal scaling exponent yt = 1.04(2) only from the susceptibility. From the estimated values of yh and yt, we obtain all the critical exponents, the specific-heat critical exponent α = 0.08(4), the spontaneous-magnetization critical exponent β = 0.10(1), the susceptibility critical exponent γ = 1.73(5), the isothermalmagnetization critical exponent δ = 16(4), the correlation-length critical exponent ν = 0.96(2), and the correlation-function critical exponent η = 0.20(4), without using any other thermodynamic function, such as the specific heat, magnetization, correlation length, and correlation function. One should note that the evaluation of all the critical exponents only from information on the susceptibility is an innovative approach.

Dynamics of comb-of-comb-network polymers in random layered flows

NASA Astrophysics Data System (ADS)

Katyal, Divya; Kant, Rama

2016-12-01

We analyze the dynamics of comb-of-comb-network polymers in the presence of external random flows. The dynamics of such structures is evaluated through relevant physical quantities, viz., average square displacement (ASD) and the velocity autocorrelation function (VACF). We focus on comparing the dynamics of the comb-of-comb network with the linear polymer. The present work displays an anomalous diffusive behavior of this flexible network in the random layered flows. The effect of the polymer topology on the dynamics is analyzed by varying the number of generations and branch lengths in these networks. In addition, we investigate the influence of external flow on the dynamics by varying flow parameters, like the flow exponent α and flow strength Wα. Our analysis highlights two anomalous power-law regimes, viz., subdiffusive (intermediate-time polymer stretching and flow-induced diffusion) and superdiffusive (long-time flow-induced diffusion). The anomalous long-time dynamics is governed by the temporal exponent ν of ASD, viz., ν =2 -α /2 . Compared to a linear polymer, the comb-of-comb network shows a shorter crossover time (from the subdiffusive to superdiffusive regime) but a reduced magnitude of ASD. Our theory displays an anomalous VACF in the random layered flows that scales as t-α /2. We show that the network with greater total mass moves faster.

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.

Polymer translocation in solid-state nanopores: Dependence on hydrodynamic interactions and polymer configuration

NASA Astrophysics Data System (ADS)

Edmonds, Christopher M.; Hesketh, Peter J.; Nair, Sankar

2013-11-01

We present a Brownian dynamics investigation of 3-D Rouse and Zimm polymer translocation through solid-state nanopores. We obtain different scaling exponents α for both polymers using two initial configurations: minimum energy, and 'steady-state'. For forced translocation, Rouse polymers (no hydrodynamic interactions), shows a large dependence of α on initial configuration and voltage. Higher voltages result in crowding at the nanopore exit and reduced α. When the radius of gyration is in equilibrium at the beginning and end of translocation, α = 1 + υ where υ is the Flory exponent. For Zimm polymers (including hydrodynamic interactions), crowding is reduced and α = 2υ. Increased pore diameter does not affect α at moderate voltages that reduce diffusion effects. For unforced translocation using narrow pores, both polymers give α = 1 + 2υ. Due to increased polymer-pore interactions in the narrow pore, hydrodynamic drag effects are reduced, resulting in identical scaling.

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.

Temporal Taylor's scaling of facial electromyography and electrodermal activity in the course of emotional stimulation

NASA Astrophysics Data System (ADS)

Chołoniewski, Jan; Chmiel, Anna; Sienkiewicz, Julian; Hołyst, Janusz A.; Küster, Dennis; Kappas, Arvid

2016-09-01

High frequency psychophysiological data create a challenge for quantitative modeling based on Big Data tools since they reflect the complexity of processes taking place in human body and its responses to external events. Here we present studies of fluctuations in facial electromyography (fEMG) and electrodermal activity (EDA) massive time series and changes of such signals in the course of emotional stimulation. Zygomaticus major (ZYG, "smiling" muscle) activity, corrugator supercilii (COR, "frowning"bmuscle) activity, and phasic skin conductance (PHSC, sweating) levels of 65 participants were recorded during experiments that involved exposure to emotional stimuli (i.e., IAPS images, reading and writing messages on an artificial online discussion board). Temporal Taylor's fluctuations scaling were found when signals for various participants and during various types of emotional events were compared. Values of scaling exponents were close to 1, suggesting an external origin of system dynamics and/or strong interactions between system's basic elements (e.g., muscle fibres). Our statistical analysis shows that the scaling exponents enable identification of high valence and arousal levels in ZYG and COR signals.

Chaotic Lagrangian models for turbulent relative dispersion.

PubMed

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

Chaotic Lagrangian models for turbulent relative dispersion

NASA Astrophysics Data System (ADS)

Lacorata, Guglielmo; Vulpiani, Angelo

2017-04-01

A deterministic multiscale dynamical system is introduced and discussed as a prototype model for relative dispersion in stationary, homogeneous, and isotropic turbulence. Unlike stochastic diffusion models, here trajectory transport and mixing properties are entirely controlled by Lagrangian chaos. The anomalous "sweeping effect," a known drawback common to kinematic simulations, is removed through the use of quasi-Lagrangian coordinates. Lagrangian dispersion statistics of the model are accurately analyzed by computing the finite-scale Lyapunov exponent (FSLE), which is the optimal measure of the scaling properties of dispersion. FSLE scaling exponents provide a severe test to decide whether model simulations are in agreement with theoretical expectations and/or observation. The results of our numerical experiments cover a wide range of "Reynolds numbers" and show that chaotic deterministic flows can be very efficient, and numerically low-cost, models of turbulent trajectories in stationary, homogeneous, and isotropic conditions. The mathematics of the model is relatively simple, and, in a geophysical context, potential applications may regard small-scale parametrization issues in general circulation models, mixed layer, and/or boundary layer turbulence models as well as Lagrangian predictability studies.

A Conserved Current Solid-on-Solid Model on a Sierpinski Tetrahedron Substrate

NASA Astrophysics Data System (ADS)

Kim, Jin Min; Kang, Daeseung

2018-03-01

A conserved current solid-on-solid model with conservative noise on a 3D Sierpinski tetrahedron substrate is studied. The interface width W grows as t β , with β = 0.0396 ± 0.0009, and becomes saturated as L α, with α = 0.195±0.005, where L is the system size. The dynamic exponent z ≈ 4.92 is estimated from the relation z = α/β. These values satisfy a scaling relation α+z = 2z rw , where z rw is the random walk exponent of the fractal substrate. Our results are consistent with the values estimated from a fractional Langevin equation with a conservative noise.

1/f noise and plastic deformation

NASA Astrophysics Data System (ADS)

Laurson, Lasse

2006-11-01

There is increasing evidence from experiments that plastic deformation in the micro- and meso- scopic scales is an intermittent and heterogeneous process, consisting of avalanches of dislocation activity with a power law distribution of sizes. This has been also discovered in many simulation studies of simplified models. In addition to direct studies of the avalanche statistics, interesting information about the dynamics of the system can be obtained by studying the spectral proper- ties of some associated time series, such as the acoustic emission amplitude in an experiment. We discuss the generic aspects concerning the power spectra of such signals, e.g. the possibility of relating the exponent of the power spectrum to the avalanche exponents of the (dislocation) system.

Scaling behavior of sleep-wake transitions across species

NASA Astrophysics Data System (ADS)

Lo, Chung-Chuan; Chou, Thomas; Ivanov, Plamen Ch.; Penzel, Thomas; Mochizuki, Takatoshi; Scammell, Thomas; Saper, Clifford B.; Stanley, H. Eugene

2003-03-01

Uncovering the mechanisms controlling sleep is a fascinating scientific challenge. It can be viewed as transitions of states of a very complex system, the brain. We study the time dynamics of short awakenings during sleep for three species: humans, rats and mice. We find, for all three species, that wake durations follow a power-law distribution, and sleep durations follow exponential distributions. Surprisingly, all three species have the same power-law exponent for the distribution of wake durations, but the exponential time scale of the distributions of sleep durations varies across species. We suggest that the dynamics of short awakenings are related to species-independent fluctuations of the system, while the dynamics of sleep is related to system-dependent mechanisms which change with species.

Universal Critical Dynamics in High Resolution Neuronal Avalanche Data

NASA Astrophysics Data System (ADS)

Friedman, Nir; Ito, Shinya; Brinkman, Braden A. W.; Shimono, Masanori; DeVille, R. E. Lee; Dahmen, Karin A.; Beggs, John M.; Butler, Thomas C.

2012-05-01

The tasks of neural computation are remarkably diverse. To function optimally, neuronal networks have been hypothesized to operate near a nonequilibrium critical point. However, experimental evidence for critical dynamics has been inconclusive. Here, we show that the dynamics of cultured cortical networks are critical. We analyze neuronal network data collected at the individual neuron level using the framework of nonequilibrium phase transitions. Among the most striking predictions confirmed is that the mean temporal profiles of avalanches of widely varying durations are quantitatively described by a single universal scaling function. We also show that the data have three additional features predicted by critical phenomena: approximate power law distributions of avalanche sizes and durations, samples in subcritical and supercritical phases, and scaling laws between anomalous exponents.

Out-of-equilibrium dynamics driven by localized time-dependent perturbations at quantum phase transitions

NASA Astrophysics Data System (ADS)

Pelissetto, Andrea; Rossini, Davide; Vicari, Ettore

2018-03-01

We investigate the quantum dynamics of many-body systems subject to local (i.e., restricted to a limited space region) time-dependent perturbations. If the system crosses a quantum phase transition, an off-equilibrium behavior is observed, even for a very slow driving. We show that, close to the transition, time-dependent quantities obey scaling laws. In first-order transitions, the scaling behavior is universal, and some scaling functions can be computed exactly. For continuous transitions, the scaling laws are controlled by the standard critical exponents and by the renormalization-group dimension of the perturbation at the transition. Our protocol can be implemented in existing relatively small quantum simulators, paving the way for a quantitative probe of the universal off-equilibrium scaling behavior, without the need to manipulate systems close to the thermodynamic limit.

Scale-Free Neural and Physiological Dynamics in Naturalistic Stimuli Processing

PubMed Central

Lin, Amy

2016-01-01

Abstract Neural activity recorded at multiple spatiotemporal scales is dominated by arrhythmic fluctuations without a characteristic temporal periodicity. Such activity often exhibits a 1/f-type power spectrum, in which power falls off with increasing frequency following a power-law function: P(f)∝1/fβ, which is indicative of scale-free dynamics. Two extensively studied forms of scale-free neural dynamics in the human brain are slow cortical potentials (SCPs)—the low-frequency (<5 Hz) component of brain field potentials—and the amplitude fluctuations of α oscillations, both of which have been shown to carry important functional roles. In addition, scale-free dynamics characterize normal human physiology such as heartbeat dynamics. However, the exact relationships among these scale-free neural and physiological dynamics remain unclear. We recorded simultaneous magnetoencephalography and electrocardiography in healthy subjects in the resting state and while performing a discrimination task on scale-free dynamical auditory stimuli that followed different scale-free statistics. We observed that long-range temporal correlation (captured by the power-law exponent β) in SCPs positively correlated with that of heartbeat dynamics across time within an individual and negatively correlated with that of α-amplitude fluctuations across individuals. In addition, across individuals, long-range temporal correlation of both SCP and α-oscillation amplitude predicted subjects’ discrimination performance in the auditory task, albeit through antagonistic relationships. These findings reveal interrelations among different scale-free neural and physiological dynamics and initial evidence for the involvement of scale-free neural dynamics in the processing of natural stimuli, which often exhibit scale-free dynamics. PMID:27822495

Statistical properties of the anomalous scaling exponent estimator based on time-averaged mean-square displacement

NASA Astrophysics Data System (ADS)

Sikora, Grzegorz; Teuerle, Marek; Wyłomańska, Agnieszka; Grebenkov, Denis

2017-08-01

The most common way of estimating the anomalous scaling exponent from single-particle trajectories consists of a linear fit of the dependence of the time-averaged mean-square displacement on the lag time at the log-log scale. We investigate the statistical properties of this estimator in the case of fractional Brownian motion (FBM). We determine the mean value, the variance, and the distribution of the estimator. Our theoretical results are confirmed by Monte Carlo simulations. In the limit of long trajectories, the estimator is shown to be asymptotically unbiased, consistent, and with vanishing variance. These properties ensure an accurate estimation of the scaling exponent even from a single (long enough) trajectory. As a consequence, we prove that the usual way to estimate the diffusion exponent of FBM is correct from the statistical point of view. Moreover, the knowledge of the estimator distribution is the first step toward new statistical tests of FBM and toward a more reliable interpretation of the experimental histograms of scaling exponents in microbiology.

Phase ordering dynamics of reconstituting particles

NASA Astrophysics Data System (ADS)

Albarracín, F. A. Gómez; Rosales, H. D.; Grynberg, M. D.

2017-06-01

We consider the large-time dynamics of one-dimensional processes involving adsorption and desorption of extended hard-core particles (dimers, trimers, ..., k -mers), while interacting through their constituent monomers. Desorption can occur whether or not these latter adsorbed together, which leads to reconstitution of k -mers and the appearance of sectors of motion with nonlocal conservation laws for k ≥3 . Dynamic exponents of the sector including the empty chain are evaluated by finite-size scaling analyses of the relaxation times embodied in the spectral gaps of evolution operators. For attractive interactions it is found that in the low-temperature limit such time scales converge to those of the Glauber dynamics, thus suggesting a diffusive universality class for k ≥2 . This is also tested by simulated quenches down to T =0 , where a common scaling function emerges. By contrast, under repulsive interactions the low-temperature dynamics is characterized by metastable states which decay subdiffusively to a highly degenerate and partially jammed phase.

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.

Effect of body mass and activity on the metabolic rate and ammonia-N excretion of the spiny lobster Sagmariasus verreauxi during ontogeny.

PubMed

Jensen, Mark A; Fitzgibbon, Quinn P; Carter, Chris G; Adams, Louise R

2013-09-01

Intraspecific analyses of the relationship between metabolic rate and mass have rarely been considered during complete ontogeny. Spiny lobsters are fascinating candidates to examine metabolic changes during ontogeny because their life cycle includes an extended planktonic, nektonic, and benthic life stages. The effect of body mass on metabolic rates, aerobic scope, and ammonia-N excretion of Sagmariasus verreauxi juveniles were examined to determine energetic demands through juvenile development. Mass-independent routine oxygen consumption increased allometrically during juvenile development with a mass scaling exponent of 0.83. The mass scaling exponent of active metabolism (0.81) was reduced compared to standard metabolism (0.91) of juvenile lobsters. The aerobic scope of juvenile lobsters decreased with larger body mass. To examine if the mass scaling exponent varies with ontogeny, we compared our data with previous measurements made with larvae of the same species. Comparison between mass scaling exponents showed they were higher for phyllosoma (0.97) compared to juvenile (0.83) development. Higher scaling exponents for phyllosoma may be attributed to increased growth rates of phyllosoma compared to juveniles, which increase oxygen consumption due to the higher energy cost of growth. The mass scaling exponent for complete ontogeny (0.91) of S. verreauxi was larger than the commonly cited 0.67 (1/3) and 0.75 (3/4) mass scaling exponents, indicating that species-specific differences can be a large factor affecting allometric relationships of animals. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Scaling features of the tribology of polymer brushes of increasing grafting density around the mushroom-to-brush transition.

PubMed

Mayoral, E; Klapp, J; Gama Goicochea, A

2017-01-01

Nonequilibrium coarse-grained, dissipative particle dynamics simulations of complex fluids, made up of polymer brushes tethered to planar surfaces immersed in a solvent yield nonmonotonic behavior of the friction coefficient as a function of the polymer grating density on the substrates, Γ, while the viscosity shows a monotonically increasing dependence on Γ. This effect is shown to be independent of the degree of polymerization, N, and the size of the system. It arises from the composition and the structure of the first particle layer adjacent to each surface that results from the confinement of the fluid. Whenever such layers are made up of as close a proportion of polymer beads to solvent particles as there are in the fluid, the friction coefficient shows a minimum, while for disparate proportions the friction coefficient grows. At the mushroom-to-brush transition (MBT) the viscosity scales with an exponent that depends on the characteristic exponent of the MBT (6/5) and the solvent quality exponent (ν=0.5, for θsolvent), but it is independent of the polymerization degree (N). On the other hand, the friction coefficient at the MBT scales as μ∼N^{6/5}, while the grafting density at the MBT scales as Γ∼N^{-6/5} when friction is minimal, in agreement with previous scaling theories. We argue these aspects are the result of cooperative phenomena that have important implications for the understanding of biological brushes and the design of microfluidics devices, among other applications of current academic and industrial interest.

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.

Simulating statistics of lightning-induced and man made fires

NASA Astrophysics Data System (ADS)

Krenn, R.; Hergarten, S.

2009-04-01

The frequency-area distributions of forest fires show power-law behavior with scaling exponents α in a quite narrow range, relating wildfire research to the theoretical framework of self-organized criticality. Examples of self-organized critical behavior can be found in computer simulations of simple cellular automata. The established self-organized critical Drossel-Schwabl forest fire model (DS-FFM) is one of the most widespread models in this context. Despite its qualitative agreement with event-size statistics from nature, its applicability is still questioned. Apart from general concerns that the DS-FFM apparently oversimplifies the complex nature of forest dynamics, it significantly overestimates the frequency of large fires. We present a straightforward modification of the model rules that increases the scaling exponent α by approximately 1•3 and brings the simulated event-size statistics close to those observed in nature. In addition, combined simulations of both the original and the modified model predict a dependence of the overall distribution on the ratio of lightning induced and man made fires as well as a difference between their respective event-size statistics. The increase of the scaling exponent with decreasing lightning probability as well as the splitting of the partial distributions are confirmed by the analysis of the Canadian Large Fire Database. As a consequence, lightning induced and man made forest fires cannot be treated separately in wildfire modeling, hazard assessment and forest management.

Scale and time dependence of serial correlations in word-length time series of written texts

NASA Astrophysics Data System (ADS)

Rodriguez, E.; Aguilar-Cornejo, M.; Femat, R.; Alvarez-Ramirez, J.

2014-11-01

This work considered the quantitative analysis of large written texts. To this end, the text was converted into a time series by taking the sequence of word lengths. The detrended fluctuation analysis (DFA) was used for characterizing long-range serial correlations of the time series. To this end, the DFA was implemented within a rolling window framework for estimating the variations of correlations, quantified in terms of the scaling exponent, strength along the text. Also, a filtering derivative was used to compute the dependence of the scaling exponent relative to the scale. The analysis was applied to three famous English-written literary narrations; namely, Alice in Wonderland (by Lewis Carrol), Dracula (by Bram Stoker) and Sense and Sensibility (by Jane Austen). The results showed that high correlations appear for scales of about 50-200 words, suggesting that at these scales the text contains the stronger coherence. The scaling exponent was not constant along the text, showing important variations with apparent cyclical behavior. An interesting coincidence between the scaling exponent variations and changes in narrative units (e.g., chapters) was found. This suggests that the scaling exponent obtained from the DFA is able to detect changes in narration structure as expressed by the usage of words of different lengths.

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

Sign and magnitude scaling properties of heart rate variability in patients with end-stage renal failure: Are these properties useful to identify pathophysiological adaptations?

NASA Astrophysics Data System (ADS)

Lerma, Claudia; Echeverría, Juan C.; Infante, Oscar; Pérez-Grovas, Héctor; González-Gómez, Hortensia

2017-09-01

The scaling properties of heart rate variability data are reliable dynamical features to predict mortality and for the assessment of cardiovascular risk. The aim of this manuscript was to determine if the scaling properties, as provided by the sign and magnitude analysis, can be used to differentiate between pathological changes and those adaptations basically introduced by modifications of the mean heart rate in distinct manoeuvres (active standing or hemodialysis treatment, HD), as well as clinical conditions (end stage renal disease, ESRD). We found that in response to active standing, the short-term scaling index (α1) increased in healthy subjects and in ESRD patients only after HD. The sign short-term scaling exponent (α1sign) increased in healthy subjects and ESRD patients, showing a less anticorrelated behavior in active standing. Both α1 and α1sign did show covariance with the mean heart rate in healthy subjects, while in ESRD patients, this covariance was observed only after HD. A reliable estimation of the magnitude short-term scaling exponent (α1magn) required the analysis of time series with a large number of samples (>3000 data points). This exponent was similar for both groups and conditions and did not show covariance with the mean heart rate. A surrogate analysis confirmed the presence of multifractal properties (α1magn > 0.5) in the time series of healthy subjects and ESDR patients. In conclusion, α1 and α1sign provided insights into the physiological adaptations during active standing, which revealed a transitory impairment before HD in ESRD patients. The presence of multifractal properties indicated that a reduced short-term variability does not necessarily imply a declined regulatory complexity in these patients.

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.

Sign and magnitude scaling properties of heart rate variability in patients with end-stage renal failure: Are these properties useful to identify pathophysiological adaptations?

PubMed

Lerma, Claudia; Echeverría, Juan C; Infante, Oscar; Pérez-Grovas, Héctor; González-Gómez, Hortensia

2017-09-01

The scaling properties of heart rate variability data are reliable dynamical features to predict mortality and for the assessment of cardiovascular risk. The aim of this manuscript was to determine if the scaling properties, as provided by the sign and magnitude analysis, can be used to differentiate between pathological changes and those adaptations basically introduced by modifications of the mean heart rate in distinct manoeuvres (active standing or hemodialysis treatment, HD), as well as clinical conditions (end stage renal disease, ESRD). We found that in response to active standing, the short-term scaling index (α 1 ) increased in healthy subjects and in ESRD patients only after HD. The sign short-term scaling exponent (α 1sign ) increased in healthy subjects and ESRD patients, showing a less anticorrelated behavior in active standing. Both α 1 and α 1sign did show covariance with the mean heart rate in healthy subjects, while in ESRD patients, this covariance was observed only after HD. A reliable estimation of the magnitude short-term scaling exponent (α 1magn ) required the analysis of time series with a large number of samples (>3000 data points). This exponent was similar for both groups and conditions and did not show covariance with the mean heart rate. A surrogate analysis confirmed the presence of multifractal properties (α 1magn  > 0.5) in the time series of healthy subjects and ESDR patients. In conclusion, α 1 and α 1sign provided insights into the physiological adaptations during active standing, which revealed a transitory impairment before HD in ESRD patients. The presence of multifractal properties indicated that a reduced short-term variability does not necessarily imply a declined regulatory complexity in these patients.

The co-evolutionary dynamics of directed network of spin market agents

NASA Astrophysics Data System (ADS)

Horváth, Denis; Kuscsik, Zoltán; Gmitra, Martin

2006-09-01

The spin market model [S. Bornholdt, Int. J. Mod. Phys. C 12 (2001) 667] is generalized by employing co-evolutionary principles, where strategies of the interacting and competitive traders are represented by local and global couplings between the nodes of dynamic directed stochastic network. The co-evolutionary principles are applied in the frame of Bak-Sneppen self-organized dynamics [P. Bak, K. Sneppen, Phys. Rev. Lett. 71 (1993) 4083] that includes the processes of selection and extinction actuated by the local (node) fitness. The local fitness is related to orientation of spin agent with respect to the instant magnetization. The stationary regime is formed due to the interplay of self-organization and adaptivity effects. The fat tailed distributions of log-price returns are identified numerically. The non-trivial model consequence is the evidence of the long time market memory indicated by the power-law range of the autocorrelation function of volatility with exponent smaller than one. The simulations yield network topology with broad-scale node degree distribution characterized by the range of exponents 1.3<γin<3 coinciding with social networks.

Opinion dynamics in two dimensions: domain coarsening leads to stable bi-polarization and anomalous scaling exponents

NASA Astrophysics Data System (ADS)

Velásquez-Rojas, F.; Vazquez, F.

2018-04-01

We study an opinion dynamics model that explores the competition between persuasion and compromise in a population of agents with nearest-neighbor interactions on a two-dimensional square lattice. Each agent can hold either a positive or a negative opinion orientation, and can have two levels of intensity—moderate and extremist. When two interacting agents have the same orientation they become extremists with persuasion probability p, while if they have opposite orientations they become moderate with compromise probability q. These updating rules lead to the formation of same-opinion domains with a coarsening dynamics that depends on the ratio r  =  p/q. The population initially evolves to a centralized state for small r, where domains are composed of moderate agents and coarsening is without surface tension, and to a bi-polarized state for large r, where domains are formed by extremist agents and coarsening is driven by curvature. Consensus in an extreme opinion is finally reached in a time that scales with the population size N and r as for small r and as for large r. Bi-polarization could be quite stable when the system falls into a striped state where agents organize into single-opinion horizontal, vertical or diagonal bands. An analysis of the stripe dynamics towards consensus allows us to obtain an approximate expression for τ, which shows that the exponent 1.64 is a result of the diffusion of the stripe interfaces combined with their roughness properties.

Nonequilibrium critical dynamics of the two-dimensional Ashkin-Teller model at the Baxter line

NASA Astrophysics Data System (ADS)

Fernandes, H. A.; da Silva, R.; Caparica, A. A.; de Felício, J. R. Drugowich

2017-04-01

We investigate the short-time universal behavior of the two-dimensional Ashkin-Teller model at the Baxter line by performing time-dependent Monte Carlo simulations. First, as preparatory results, we obtain the critical parameters by searching the optimal power-law decay of the magnetization. Thus, the dynamic critical exponents θm and θp, related to the magnetic and electric order parameters, as well as the persistence exponent θg, are estimated using heat-bath Monte Carlo simulations. In addition, we estimate the dynamic exponent z and the static critical exponents β and ν for both order parameters. We propose a refined method to estimate the static exponents that considers two different averages: one that combines an internal average using several seeds with another, which is taken over temporal variations in the power laws. Moreover, we also performed the bootstrapping method for a complementary analysis. Our results show that the ratio β /ν exhibits universal behavior along the critical line corroborating the conjecture for both magnetization and polarization.

Numerical study of anomalous dynamic scaling behaviour of (1+1)-dimensional Das Sarma-Tamborenea model

NASA Astrophysics Data System (ADS)

Xun, Zhi-Peng; Tang, Gang; Han, Kui; Hao, Da-Peng; Xia, Hui; Zhou, Wei; Yang, Xi-Quan; Wen, Rong-Ji; Chen, Yu-Ling

2010-07-01

In order to discuss the finite-size effect and the anomalous dynamic scaling behaviour of Das Sarma-Tamborenea growth model, the (1+1)-dimensional Das Sarma-Tamborenea model is simulated on a large length scale by using the kinetic Monte-Carlo method. In the simulation, noise reduction technique is used in order to eliminate the crossover effect. Our results show that due to the existence of the finite-size effect, the effective global roughness exponent of the (1+1)-dimensional Das Sarma-Tamborenea model systematically decreases with system size L increasing when L > 256. This finding proves the conjecture by Aarao Reis[Aarao Reis F D A 2004 Phys. Rev. E 70 031607]. In addition, our simulation results also show that the Das Sarma-Tamborenea model in 1+1 dimensions indeed exhibits intrinsic anomalous scaling behaviour.

Human dynamics in repurchase behavior based on comments mining

NASA Astrophysics Data System (ADS)

Yang, Tian; Feng, Xin; Wu, Ye; Wang, Shengfeng; Xiao, Jinghua

2018-07-01

Hundreds of thousands of individual deals and comments are analyzed to ask: what kinds of patterns appear in their repurchase process? Our results suggest that, in the empirical description, the intervals between two consecutive purchases obey a power-law distribution. Notwithstanding a wide range of individual preferences, shoppers' repurchase behaviors show some similar patterns, called long-scale quiet and short-scale emergence, and the alternating appearance of them form an endless chain in repurchase. In agreement with the empirical results, these short-scale and long-scale patterns suggest an adaptive model with alterable exponents complying with a power-law distribution. And it also implies that each user behaves his own intrinsic pattern such as unique repurchase intensity and silence-emergence cycle, which contributes to customer life-time value from the new view of dynamics and repurchase cycles.

When human walking becomes random walking: fractal analysis and modeling of gait rhythm fluctuations

NASA Astrophysics Data System (ADS)

Hausdorff, Jeffrey M.; Ashkenazy, Yosef; Peng, Chang-K.; Ivanov, Plamen Ch.; Stanley, H. Eugene; Goldberger, Ary L.

2001-12-01

We present a random walk, fractal analysis of the stride-to-stride fluctuations in the human gait rhythm. The gait of healthy young adults is scale-free with long-range correlations extending over hundreds of strides. This fractal scaling changes characteristically with maturation in children and older adults and becomes almost completely uncorrelated with certain neurologic diseases. Stochastic modeling of the gait rhythm dynamics, based on transitions between different “neural centers”, reproduces distinctive statistical properties of the gait pattern. By tuning one model parameter, the hopping (transition) range, the model can describe alterations in gait dynamics from childhood to adulthood - including a decrease in the correlation and volatility exponents with maturation.

Spectral dimension of the universe in quantum gravity at a lifshitz point.

PubMed

Horava, Petr

2009-04-24

We extend the definition of "spectral dimension" d_{s} (usually defined for fractal and lattice geometries) to theories in spacetimes with anisotropic scaling. We show that in gravity with dynamical critical exponent z in D+1 dimensions, the spectral dimension of spacetime is d_{s}=1+D/z. In the case of gravity in 3+1 dimensions with z=3 in the UV which flows to z=1 in the IR, the spectral dimension changes from d_{s}=4 at large scales to d_{s}=2 at short distances. Remarkably, this is the behavior found numerically by Ambjørn et al. in their causal dynamical triangulations approach to quantum gravity.

Exact Lyapunov exponent of the harmonic magnon modes of one-dimensional Heisenberg-Mattis spin glasses

NASA Astrophysics Data System (ADS)

Sepehrinia, Reza; Niry, M. D.; Bozorg, B.; Tabar, M. Reza Rahimi; Sahimi, Muhammad

2008-03-01

A mapping is developed between the linearized equation of motion for the dynamics of the transverse modes at T=0 of the Heisenberg-Mattis model of one-dimensional (1D) spin glasses and the (discretized) random wave equation. The mapping is used to derive an exact expression for the Lyapunov exponent (LE) of the magnon modes of spin glasses and to show that it follows anomalous scaling at low magnon frequencies. In addition, through numerical simulations, the differences between the LE and the density of states of the wave equation in a discrete 1D model of randomly disordered media (those with a finite correlation length) and that of continuous media (with a zero correlation length) are demonstrated and emphasized.

Temporal scaling and spatial statistical analyses of groundwater level fluctuations

NASA Astrophysics Data System (ADS)

Sun, H.; Yuan, L., Sr.; Zhang, Y.

2017-12-01

Natural dynamics such as groundwater level fluctuations can exhibit multifractionality and/or multifractality due likely to multi-scale aquifer heterogeneity and controlling factors, whose statistics requires efficient quantification methods. This study explores multifractionality and non-Gaussian properties in groundwater dynamics expressed by time series of daily level fluctuation at three wells located in the lower Mississippi valley, after removing the seasonal cycle in the temporal scaling and spatial statistical analysis. First, using the time-scale multifractional analysis, a systematic statistical method is developed to analyze groundwater level fluctuations quantified by the time-scale local Hurst exponent (TS-LHE). Results show that the TS-LHE does not remain constant, implying the fractal-scaling behavior changing with time and location. Hence, we can distinguish the potentially location-dependent scaling feature, which may characterize the hydrology dynamic system. Second, spatial statistical analysis shows that the increment of groundwater level fluctuations exhibits a heavy tailed, non-Gaussian distribution, which can be better quantified by a Lévy stable distribution. Monte Carlo simulations of the fluctuation process also show that the linear fractional stable motion model can well depict the transient dynamics (i.e., fractal non-Gaussian property) of groundwater level, while fractional Brownian motion is inadequate to describe natural processes with anomalous dynamics. Analysis of temporal scaling and spatial statistics therefore may provide useful information and quantification to understand further the nature of complex dynamics in hydrology.

Avalanche Statistics Identify Intrinsic Stellar Processes near Criticality in KIC 8462852

NASA Astrophysics Data System (ADS)

Sheikh, Mohammed A.; Weaver, Richard L.; Dahmen, Karin A.

2016-12-01

The star KIC8462852 (Tabby's star) has shown anomalous drops in light flux. We perform a statistical analysis of the more numerous smaller dimming events by using methods found useful for avalanches in ferromagnetism and plastic flow. Scaling exponents for avalanche statistics and temporal profiles of the flux during the dimming events are close to mean field predictions. Scaling collapses suggest that this star may be near a nonequilibrium critical point. The large events are interpreted as avalanches marked by modified dynamics, limited by the system size, and not within the scaling regime.

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

Burkholder, Michael B.; Litster, Shawn, E-mail: litster@andrew.cmu.edu

In this study, we analyze the stability of two-phase flow regimes and their transitions using chaotic and fractal statistics, and we report new measurements of dynamic two-phase pressure drop hysteresis that is related to flow regime stability and channel water content. Two-phase flow dynamics are relevant to a variety of real-world systems, and quantifying transient two-phase flow phenomena is important for efficient design. We recorded two-phase (air and water) pressure drops and flow images in a microchannel under both steady and transient conditions. Using Lyapunov exponents and Hurst exponents to characterize the steady-state pressure fluctuations, we develop a new, measurablemore » regime identification criteria based on the dynamic stability of the two-phase pressure signal. We also applied a new experimental technique by continuously cycling the air flow rate to study dynamic hysteresis in two-phase pressure drops, which is separate from steady-state hysteresis and can be used to understand two-phase flow development time scales. Using recorded images of the two-phase flow, we show that the capacitive dynamic hysteresis is related to channel water content and flow regime stability. The mixed-wettability microchannel and in-channel water introduction used in this study simulate a polymer electrolyte fuel cell cathode air flow channel.« less

Sleep-wake differences in scaling behavior of the human heartbeat: analysis of terrestrial and long-term space flight data

NASA Technical Reports Server (NTRS)

Bunde, A.; Amaral, L. A.; Havlin, S.; Fritsch-Yelle, J.; Baevsky, R. M.; Stanley, H. E.; Goldberger, A. L.

1999-01-01

We compare scaling properties of the cardiac dynamics during sleep and wake periods for healthy individuals, cosmonauts during orbital flight, and subjects with severe heart disease. For all three groups, we find a greater degree of anticorrelation in the heartbeat fluctuations during sleep compared to wake periods. The sleep-wake difference in the scaling exponents for the three groups is comparable to the difference between healthy and diseased individuals. The observed scaling differences are not accounted for simply by different levels of activity, but appear related to intrinsic changes in the neuroautonomic control of the heartbeat.

Characterizing Submonolayer Growth of 6P on Mica: Capture Zone Distributions vs. Growth Exponents and the Role of Hot Precursors

NASA Astrophysics Data System (ADS)

Einstein, T. L.; Morales-Cifuentes, Josue; Pimpinelli, Alberto

2015-03-01

Analyzing capture-zone distributions (CZD) using the generalized Wigner distribution (GWD) has proved a powerful way to access the critical nucleus size i. Of the several systems to which the GWD has been applied, we consider 6P on mica, for which Winkler's group found i ~ 3 . Subsequently they measured the growth exponent α (island density ~Fα , for flux F) of this system and found good scaling but different values at small and large F, which they attributed to DLA and ALA dynamics, but with larger values of i than found from the CZD analysis. We investigate this result in some detail. The third talk of this group describes a new universal relation between α and the characteristic exponent β of the GWD. The second talk reports the results of a proposed model that takes long-known transient ballistic adsorption into account, for the first time in a quantitative way. We find several intermediate scaling regimes, with distinctive values of α and an effective activation energy. One of these, rather than ALA, gives the best fit of the experimental data and a value of i consistent with the CZD analysis. Work at UMD supported by NSF CHE 13-05892.

On identifying relationships between the flood scaling exponent and basin attributes.

PubMed

Medhi, Hemanta; Tripathi, Shivam

2015-07-01

Floods are known to exhibit self-similarity and follow scaling laws that form the basis of regional flood frequency analysis. However, the relationship between basin attributes and the scaling behavior of floods is still not fully understood. Identifying these relationships is essential for drawing connections between hydrological processes in a basin and the flood response of the basin. The existing studies mostly rely on simulation models to draw these connections. This paper proposes a new methodology that draws connections between basin attributes and the flood scaling exponents by using observed data. In the proposed methodology, region-of-influence approach is used to delineate homogeneous regions for each gaging station. Ordinary least squares regression is then applied to estimate flood scaling exponents for each homogeneous region, and finally stepwise regression is used to identify basin attributes that affect flood scaling exponents. The effectiveness of the proposed methodology is tested by applying it to data from river basins in the United States. The results suggest that flood scaling exponent is small for regions having (i) large abstractions from precipitation in the form of large soil moisture storages and high evapotranspiration losses, and (ii) large fractions of overland flow compared to base flow, i.e., regions having fast-responding basins. Analysis of simple scaling and multiscaling of floods showed evidence of simple scaling for regions in which the snowfall dominates the total precipitation.

The scaling behavior of hand motions reveals self-organization during an executive function task

NASA Astrophysics Data System (ADS)

Anastas, Jason R.; Stephen, Damian G.; Dixon, James A.

2011-05-01

Recent approaches to cognition explain cognitive phenomena in terms of interaction-dominant dynamics. In the current experiment, we extend this approach to executive function, a construct used to describe flexible, goal-oriented behavior. Participants were asked to perform a widely used executive function task, card sorting, under two conditions. In one condition, participants were given a rule with which to sort the cards. In the other condition, participants had to induce the rule from experimenter feedback. The motion of each participant’s hand was tracked during the sorting task. Detrended fluctuation analysis was performed on the inter-point time series using a windowing strategy to capture changes over each trial. For participants in the induction condition, the Hurst exponent sharply increased and then decreased. The Hurst exponents for the explicit condition did not show this pattern. Our results suggest that executive function may be understood in terms of changes in stability that arise from interaction-dominant dynamics.

Criticality of forcing directions on the fragmentation and resilience of grid networks.

PubMed

Abundo, Cheryl; Monterola, Christopher; Legara, Erika Fille

2014-08-27

A general framework for probing the dynamic evolution of spatial networks comprised of nodes applying force amongst each other is presented. Aside from the already reported magnitude of forces and elongation thresholds, we show that preservation of links in a network is also crucially dependent on how nodes are connected and how edges are directed. We demonstrate that the time it takes for the networks to reach its equilibrium network structure follows a robust power law relationship consistent with Basquin's law with an exponent that can be tuned by changing only the force directions. Further, we illustrate that networks with different connection structures, node positions and edge directions have different Basquin's exponent which can be used to distinguish spatial directed networks from each other. Using an extensive waiting time simulation that spans up to over 16 orders of magnitude, we establish that the presence of memory combined with the scale-free bursty dynamics of edge breaking at the micro level leads to the evident macroscopic power law distribution of network lifetime.

Self-organized dynamics in local load-sharing fiber bundle models.

PubMed

Biswas, Soumyajyoti; Chakrabarti, Bikas K

2013-10-01

We study the dynamics of a local load-sharing fiber bundle model in two dimensions under an external load (which increases with time at a fixed slow rate) applied at a single point. Due to the local load-sharing nature, the redistributed load remains localized along the boundary of the broken patch. The system then goes to a self-organized state with a stationary average value of load per fiber along the (increasing) boundary of the broken patch (damaged region) and a scale-free distribution of avalanche sizes and other related quantities are observed. In particular, when the load redistribution is only among nearest surviving fiber(s), the numerical estimates of the exponent values are comparable with those of the Manna model. When the load redistribution is uniform along the patch boundary, the model shows a simple mean-field limit of this self-organizing critical behavior, for which we give analytical estimates of the saturation load per fiber values and avalanche size distribution exponent. These are in good agreement with numerical simulation results.

Transient Mobility on Submonolayer Island Growth: An Exploration of Asymptotic Effects in Modeling

NASA Astrophysics Data System (ADS)

Morales-Cifuentes, Josue; Einstein, Theodore L.; Pimpinelli, Alberto

In studies of epitaxial growth, modeling of the smallest stable cluster (i+1 monomers, with i the critical nucleus size), is paramount in understanding growth dynamics. Our previous work has tackled submonolayer growth by modeling the effect of ballistic monomers, hot-precursors, on diffusive dynamics. Different scaling regimes and energies were predicted, with initial confirmation by applying to para-hexaphenyl submonolayer studies. Lingering questions about the applicability and behavior of the model are addressed. First, we show how an asymptotic approximation based on the growth exponent, α (N Fα) allows for robustness of modeling to experimental data; second, we answer questions about non-monotonicity by exploring the behavior of the growth exponent across realizable parameter spaces; third, we revisit our previous para-hexaphenyl work and examine relevant physical parameters, namely the speed of the hot-monomers. We conclude with an exploration of how the new asymptotic approximation can be used to strengthen the application of our model to other physical systems.

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.

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. 

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.

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.

Fractal Dynamics of Heartbeat Interval Fluctuations in Health and Disease

NASA Astrophysics Data System (ADS)

Meyer, M.; Marconi, C.; Rahmel, A.; Grassi, B.; Ferretti, G.; Skinner, J. E.; Cerretelli, P.

The dynamics of heartbeat interval time series were studied by a modified random walk analysis recently introduced as Detrended Fluctuation Analysis. In this analysis, the intrinsic fractal long-range power-law correlation properties of beat-to-beat fluctuations generated by the dynamical system (i.e. cardiac rhythm generator), after decomposition from extrinsic uncorrelated sources, can be quantified by the scaling exponent which, in healthy subjects, is about 1.0. The finding of a scaling coefficient of 1.0, indicating scale-invariant long-range power-law correlations (1/ƒnoise) of heartbeat fluctuations, would reflect a genuinely self-similar fractal process that typically generates fluctuations on a wide range of time scales. Lack of a characteristic time scale suggests that the neuroautonomic system underlying the control of heart rate dynamics helps prevent excessive mode-locking (error tolerance) that would restrict its functional responsiveness (plasticity) to environmental stimuli. The 1/ƒ dynamics of heartbeat interval fluctuations are unaffected by exposure to chronic hypoxia suggesting that the neuroautonomic cardiac control system is preadapted to hypoxia. Functional (hypothermia, cardiac disease) and/or structural (cardiac transplantation, early cardiac development) inactivation of neuroautonomic control is associated with the breakdown or absence of fractal complexity reflected by anticorrelated random walk-like dynamics, indicating that in these conditions the heart is unadapted to its environment.

Fractional Brownian motion and the critical dynamics of zipping polymers.

PubMed

Walter, J-C; Ferrantini, A; Carlon, E; Vanderzande, C

2012-03-01

We consider two complementary polymer strands of length L attached by a common-end monomer. The two strands bind through complementary monomers and at low temperatures form a double-stranded conformation (zipping), while at high temperature they dissociate (unzipping). This is a simple model of DNA (or RNA) hairpin formation. Here we investigate the dynamics of the strands at the equilibrium critical temperature T=T(c) using Monte Carlo Rouse dynamics. We find that the dynamics is anomalous, with a characteristic time scaling as τ∼L(2.26(2)), exceeding the Rouse time ∼L(2.18). We investigate the probability distribution function, velocity autocorrelation function, survival probability, and boundary behavior of the underlying stochastic process. These quantities scale as expected from a fractional Brownian motion with a Hurst exponent H=0.44(1). We discuss similarities to and differences from unbiased polymer translocation.

Clearing out a maze: A model of chemotactic motion in porous media

NASA Astrophysics Data System (ADS)

Schilling, Tanja; Voigtmann, Thomas

2017-12-01

We study the anomalous dynamics of a biased "hungry" (or "greedy") random walk on a percolating cluster. The model mimics chemotaxis in a porous medium: In close resemblance to the 1980s arcade game PAC-MA N ®, the hungry random walker consumes food, which is initially distributed in the maze, and biases its movement towards food-filled sites. We observe that the mean-squared displacement of the process follows a power law with an exponent that is different from previously known exponents describing passive or active microswimmer dynamics. The change in dynamics is well described by a dynamical exponent that depends continuously on the propensity to move towards food. It results in slower differential growth when compared to the unbiased random walk.

A Cellular Automata Model for the Study of Landslides

NASA Astrophysics Data System (ADS)

Liucci, Luisa; Suteanu, Cristian; Melelli, Laura

2016-04-01

Power-law scaling has been observed in the frequency distribution of landslide sizes in many regions of the world, for landslides triggered by different factors, and in both multi-temporal and post-event datasets, thus indicating the universal character of this property of landslides and suggesting that the same mechanisms drive the dynamics of mass wasting processes. The reasons for the scaling behavior of landslide sizes are widely debated, since their understanding would improve our knowledge of the spatial and temporal evolution of this phenomenon. Self-Organized Critical (SOC) dynamics and the key role of topography have been suggested as possible explanations. The scaling exponent of the landslide size-frequency distribution defines the probability of landslide magnitudes and it thus represents an important parameter for hazard assessment. Therefore, another - still unanswered - important question concerns the factors on which its value depends. This paper investigates these issues using a Cellular Automata (CA) model. The CA uses a real topographic surface acquired from a Digital Elevation Model to represent the initial state of the system, where the states of cells are defined in terms of altitude. The stability criterion is based on the slope gradient. The system is driven to instability through a temporal decrease of the stability condition of cells, which may be thought of as representing the temporal weakening of soil caused by factors like rainfall. A transition rule defines the way in which instabilities lead to discharge from unstable cells to the neighboring cells, deciding upon the landslide direction and the quantity of mass involved. Both the direction and the transferred mass depend on the local topographic features. The scaling properties of the area-frequency distributions of the resulting landslide series are investigated for several rates of weakening and for different time windows, in order to explore the response of the system to model parameters, and its temporal behavior. Results show that the model reproduces the scaling behavior of real landslide areas; while the value of the scaling exponent is stable over time, it linearly decreases with increasing rate of weakening. This suggests that it is the intensity of the triggering mechanism rather than its duration that affects the probability of landslide magnitudes. A quantitative relationship between the scaling exponent of the area frequency distribution of the generated landslides, on one hand, and the changes regarding the topographic surface affected by landslides, on the other hand, is established. The fact that a similar behavior could be observed in real systems may have useful implications in the context of landslide hazard assessment. These results support the hypotheses that landslides are driven by SOC dynamics, and that topography plays a key role in the scaling properties of their size distribution.

Quantum Kibble-Zurek Mechanism in a Spin-1 Bose-Einstein Condensate

NASA Astrophysics Data System (ADS)

Anquez, M.; Robbins, B. A.; Bharath, H. M.; Boguslawski, M.; Hoang, T. M.; Chapman, M. S.

2016-04-01

The dynamics of a quantum phase transition are explored using slow quenches from the polar to the broken-axisymmetry phases in a small spin-1 ferromagnetic Bose-Einstein condensate. Measurements of the evolution of the spin populations reveal a power-law scaling of the temporal onset of excitations versus quench speed as predicted from quantum extensions of the Kibble-Zurek mechanism. The satisfactory agreement of the measured scaling exponent with the analytical theory and numerical simulations provides experimental confirmation of the quantum Kibble-Zurek model.

Synaptic plasticity and neuronal refractory time cause scaling behaviour of neuronal avalanches

NASA Astrophysics Data System (ADS)

Michiels van Kessenich, L.; de Arcangelis, L.; Herrmann, H. J.

2016-08-01

Neuronal avalanches measured in vitro and in vivo in different cortical networks consistently exhibit power law behaviour for the size and duration distributions with exponents typical for a mean field self-organized branching process. These exponents are also recovered in neuronal network simulations implementing various neuronal dynamics on different network topologies. They can therefore be considered a very robust feature of spontaneous neuronal activity. Interestingly, this scaling behaviour is also observed on regular lattices in finite dimensions, which raises the question about the origin of the mean field behavior observed experimentally. In this study we provide an answer to this open question by investigating the effect of activity dependent plasticity in combination with the neuronal refractory time in a neuronal network. Results show that the refractory time hinders backward avalanches forcing a directed propagation. Hebbian plastic adaptation plays the role of sculpting these directed avalanche patterns into the topology of the network slowly changing it into a branched structure where loops are marginal.

Synaptic plasticity and neuronal refractory time cause scaling behaviour of neuronal avalanches.

PubMed

Michiels van Kessenich, L; de Arcangelis, L; Herrmann, H J

2016-08-18

Neuronal avalanches measured in vitro and in vivo in different cortical networks consistently exhibit power law behaviour for the size and duration distributions with exponents typical for a mean field self-organized branching process. These exponents are also recovered in neuronal network simulations implementing various neuronal dynamics on different network topologies. They can therefore be considered a very robust feature of spontaneous neuronal activity. Interestingly, this scaling behaviour is also observed on regular lattices in finite dimensions, which raises the question about the origin of the mean field behavior observed experimentally. In this study we provide an answer to this open question by investigating the effect of activity dependent plasticity in combination with the neuronal refractory time in a neuronal network. Results show that the refractory time hinders backward avalanches forcing a directed propagation. Hebbian plastic adaptation plays the role of sculpting these directed avalanche patterns into the topology of the network slowly changing it into a branched structure where loops are marginal.

Thermal diffusivity and butterfly velocity in anisotropic Q-lattice models

NASA Astrophysics Data System (ADS)

Jeong, Hyun-Sik; Ahn, Yongjun; Ahn, Dujin; Niu, Chao; Li, Wei-Jia; Kim, Keun-Young

2018-01-01

We study a relation between the thermal diffusivity ( D T ) and two quantum chaotic properties, Lyapunov time (τ L ) and butterfly velocity ( v B ) in strongly correlated systems by using a holographic method. Recently, it was shown that E_i:={D}_{T,i}/({v}{^{B,i}}^2{τ}_L)(i=x,y) is universal in the sense that it is determined only by some scaling exponents of the IR metric in the low temperature limit regardless of the matter fields and ultraviolet data. Inspired by this observation, by analyzing the anisotropic IR scaling geometry carefully, we find the concrete expressions for E_i in terms of the critical dynamical exponents z i in each direction, E_i={z}_i/2({z}_i-1) . Furthermore, we find the lower bound of E_i is always 1 /2, which is not affected by anisotropy, contrary to the η/s case. However, there may be an upper bound determined by given fixed anisotropy.

Dynamic range in small-world networks of Hodgkin-Huxley neurons with chemical synapses

NASA Astrophysics Data System (ADS)

Batista, C. A. S.; Viana, R. L.; Lopes, S. R.; Batista, A. M.

2014-09-01

According to Stevens' law the relationship between stimulus and response is a power-law within an interval called the dynamic range. The dynamic range of sensory organs is found to be larger than that of a single neuron, suggesting that the network structure plays a key role in the behavior of both the scaling exponent and the dynamic range of neuron assemblies. In order to verify computationally the relationships between stimulus and response for spiking neurons, we investigate small-world networks of neurons described by the Hodgkin-Huxley equations connected by chemical synapses. We found that the dynamic range increases with the network size, suggesting that the enhancement of the dynamic range observed in sensory organs, with respect to single neurons, is an emergent property of complex network dynamics.

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.

A bifractal nature of reticular patterns induced by oxygen plasma on polymer films

NASA Astrophysics Data System (ADS)

Bae, Junwan; Lee, I. J.

2015-05-01

Plasma etching was demonstrated to be a promising tool for generating self-organized nano-patterns on various commercial films. Unfortunately, dynamic scaling approach toward fundamental understanding of the formation and growth of the plasma-induced nano-structure has not always been straightforward. The temporal evolution of self-aligned nano-patterns may often evolve with an additional scale-invariance, which leads to breakdown of the well-established dynamic scaling law. The concept of a bifractal interface is successfully applied to reticular patterns induced by oxygen plasma on the surface of polymer films. The reticular pattern, composed of nano-size self-aligned protuberances and underlying structure, develops two types of anomalous dynamic scaling characterized by super-roughening and intrinsic anomalous scaling, respectively. The diffusion and aggregation of short-cleaved chains under the plasma environment are responsible for the regular distribution of the nano-size protuberances. Remarkably, it is uncovered that the dynamic roughening of the underlying structure is governed by a relaxation mechanism described by the Edwards-Wilkinson universality class with a conservative noise. The evidence for the basic phase, characterized by the negative roughness and growth exponents, has been elusive since its first theoretical consideration more than two decades ago.

Scaling Features of High-Latitude Geomagnetic Field Fluctuations at Swarm Altitude: Impact of IMF Orientation

NASA Astrophysics Data System (ADS)

De Michelis, Paola; Consolini, Giuseppe; Tozzi, Roberta; Marcucci, Maria Federica

2017-10-01

This paper attempts to explore the statistical scaling features of high-latitude geomagnetic field fluctuations at Swarm altitude. Data for this study are low-resolution (1 Hz) magnetic data recorded by the vector field magnetometer on board Swarm A satellite over 1 year (from 15 April 2014 to 15 April 2015). The first- and second-order structure function scaling exponents and the degree of intermittency of the fluctuations of the intensity of the horizontal component of the magnetic field at high northern latitudes have been evaluated for different interplanetary magnetic field orientations in the GSM Y-Z plane and seasons. In the case of the first-order structure function scaling exponent, a comparison between the average spatial distributions of the obtained values and the statistical convection patterns obtained using a Super Dual Auroral Radar Network dynamic model (CS10 model) has been also considered. The obtained results support the idea that the knowledge of the scaling features of the geomagnetic field fluctuations can help in the characterization of the different ionospheric turbulence regimes of the medium crossed by Swarm A satellite. This study shows that different turbulent regimes of the geomagnetic field fluctuations exist in the regions characterized by a double-cell convection pattern and in those regions near the border of the convective structures.

Nonlinear analysis of fetal heart rate dynamics in fetuses compromised by asymptomatic partial placental abruption.

PubMed

Choi, Won-Young; Hoh, Jeong-Kyu

2015-12-01

We analyzed fetal heart rate (FHR) parameters, dynamics, and outcomes in pregnancies with asymptomatic partial placental abruption (PPA) compared with those in normal pregnancies. We examined nonstress test (NST) data acquired from 2003 to 2012 at our institution. Normal pregnancies (N = 170) and PPA cases (N = 17) were matched for gestational age, fetal sex, and mean FHR. NSTs were performed at 33-42 weeks of gestation. FHR parameters obtained from the NST and perinatal outcomes were analyzed using linear methods. Nonlinear indices, including approximate entropy (ApEn), sample entropy (SampEn), short-term and long-term scaling exponents (α1 and α2), and correlation dimension (CD), were used to interpret FHR dynamics and system complexity. The area under a receiver operating characteristic curve (AUC) was used to evaluate the nonlinear indices. There were no significant differences in general characteristics and FHR parameters between the PPA and control groups. However, gestational age at delivery, birth weight, 5-min Apgar scores, ApEn, SampEn, and CD were significantly lower in the PPA group than in the control group (P < 0.05). The long-term scaling exponent (α2) and crossover index (α2/α1) of the PPA fetuses were significantly higher than those of the controls (P < 0.01). A multiple regression model showed better performance in predicting PPA (AUC, 0.92; sensitivity 82.35%; specificity, 94.12%). Nonlinear dynamic indices of FHR in asymptomatic PPA were qualitatively different from those in normal pregnancies, whereas the conventional FHR parameters were not significantly different. Copyright © 2015 Elsevier Ltd. All rights reserved.

Breathing modes of Kolumbo submarine volcano (Santorini, Greece).

PubMed

Bakalis, Evangelos; Mertzimekis, Theo J; Nomikou, Paraskevi; Zerbetto, Francesco

2017-04-13

Submarine volcanoes, such as Kolumbo (Santorini, Greece) are natural laboratories for fostering multidisciplinary studies. Their investigation requires the most innovative marine technology together with advanced data analysis. Conductivity and temperature of seawater were recorded directly above Kolumbo's hydrothermal vent system. The respective time series have been analyzed in terms of non-equilibrium techniques. The energy dissipation of the volcanic activity is monitored by the temperature variations of seawater. The venting dynamics of chemical products is monitored by water conductivity. The analysis of the time series in terms of stochastic processes delivers scaling exponents with turning points between consecutive regimes for both conductivity and temperature. Changes of conductivity are shown to behave as a universal multifractal and their variance is subdiffusive as the scaling exponents indicate. Temperature is constant over volcanic rest periods and a universal multifractal behavior describes its changes in line with a subdiffusive character otherwise. The universal multifractal description illustrates the presence of non-conservative conductivity and temperature fields showing that the system never retains a real equilibrium state. The existence of a repeated pattern of the combined effect of both seawater and volcanic activity is predicted. The findings can shed light on the dynamics of chemical products emitted from the vents and point to the presence of underlying mechanisms that govern potentially hazardous, underwater volcanic environments.

Generalised Sandpile Dynamics on Artificial and Real-World Directed Networks

PubMed Central

Zachariou, Nicky; Expert, Paul; Takayasu, Misako; Christensen, Kim

2015-01-01

The main finding of this paper is a novel avalanche-size exponent τ ≈ 1.87 when the generalised sandpile dynamics evolves on the real-world Japanese inter-firm network. The topology of this network is non-layered and directed, displaying the typical bow tie structure found in real-world directed networks, with cycles and triangles. We show that one can move from a strictly layered regular lattice to a more fluid structure of the inter-firm network in a few simple steps. Relaxing the regular lattice structure by introducing an interlayer distribution for the interactions, forces the scaling exponent of the avalanche-size probability density function τ out of the two-dimensional directed sandpile universality class τ = 4/3, into the mean field universality class τ = 3/2. Numerical investigation shows that these two classes are the only that exist on the directed sandpile, regardless of the underlying topology, as long as it is strictly layered. Randomly adding a small proportion of links connecting non adjacent layers in an otherwise layered network takes the system out of the mean field regime to produce non-trivial avalanche-size probability density function. Although these do not display proper scaling, they closely reproduce the behaviour observed on the Japanese inter-firm network. PMID:26606143

The Kibble-Zurek mechanism in phase transitions of non-equilibrium systems

NASA Astrophysics Data System (ADS)

Cheung, Hil F. H.; Patil, Yogesh S.; Date, Aditya G.; Vengalattore, Mukund

2017-04-01

We experimentally realize a driven-dissipative phase transition using a mechanical parametric amplifier to demonstrate key signatures of a second order phase transition, including a point where the susceptibilities and relaxation time scales diverge, and where the system exhibits a spontaneous breaking of symmetry. Though reminiscent of conventional equilibrium phase transitions, it is unclear if such driven-dissipative phase transitions are amenable to the conventional Landau-Ginsburg-Wilson paradigm, which relies on concepts of scale invariance and universality, and recent work has shown that such phase transitions can indeed lie beyond such conventional universality classes. By quenching the system past the critical point, we investigate the dynamics of the emergent ordered phase and find that our measurements are in excellent agreement with the Kibble-Zurek mechanism. In addition to verifying the Kibble-Zurek hypothesis in driven-dissipative phase transitions for the first time, we also demonstrate that the measured critical exponents accurately reflect the interplay between intrinsic coherent dynamics and environmental correlations, showing a clear departure from mean field exponents in the case of non-Markovian system-bath interactions. We further discuss how reservoir engineering and the imposition of artificial environmental correlations can result in the stabilization of novel many-body quantum phases and aid in the creation of exotic non-equilibrium states of matter.

Generalised Sandpile Dynamics on Artificial and Real-World Directed Networks.

PubMed

Zachariou, Nicky; Expert, Paul; Takayasu, Misako; Christensen, Kim

2015-01-01

The main finding of this paper is a novel avalanche-size exponent τ ≈ 1.87 when the generalised sandpile dynamics evolves on the real-world Japanese inter-firm network. The topology of this network is non-layered and directed, displaying the typical bow tie structure found in real-world directed networks, with cycles and triangles. We show that one can move from a strictly layered regular lattice to a more fluid structure of the inter-firm network in a few simple steps. Relaxing the regular lattice structure by introducing an interlayer distribution for the interactions, forces the scaling exponent of the avalanche-size probability density function τ out of the two-dimensional directed sandpile universality class τ = 4/3, into the mean field universality class τ = 3/2. Numerical investigation shows that these two classes are the only that exist on the directed sandpile, regardless of the underlying topology, as long as it is strictly layered. Randomly adding a small proportion of links connecting non adjacent layers in an otherwise layered network takes the system out of the mean field regime to produce non-trivial avalanche-size probability density function. Although these do not display proper scaling, they closely reproduce the behaviour observed on the Japanese inter-firm network.

Breathing modes of Kolumbo submarine volcano (Santorini, Greece)

NASA Astrophysics Data System (ADS)

Bakalis, Evangelos; Mertzimekis, Theo J.; Nomikou, Paraskevi; Zerbetto, Francesco

2017-04-01

Submarine volcanoes, such as Kolumbo (Santorini, Greece) are natural laboratories for fostering multidisciplinary studies. Their investigation requires the most innovative marine technology together with advanced data analysis. Conductivity and temperature of seawater were recorded directly above Kolumbo’s hydrothermal vent system. The respective time series have been analyzed in terms of non-equilibrium techniques. The energy dissipation of the volcanic activity is monitored by the temperature variations of seawater. The venting dynamics of chemical products is monitored by water conductivity. The analysis of the time series in terms of stochastic processes delivers scaling exponents with turning points between consecutive regimes for both conductivity and temperature. Changes of conductivity are shown to behave as a universal multifractal and their variance is subdiffusive as the scaling exponents indicate. Temperature is constant over volcanic rest periods and a universal multifractal behavior describes its changes in line with a subdiffusive character otherwise. The universal multifractal description illustrates the presence of non-conservative conductivity and temperature fields showing that the system never retains a real equilibrium state. The existence of a repeated pattern of the combined effect of both seawater and volcanic activity is predicted. The findings can shed light on the dynamics of chemical products emitted from the vents and point to the presence of underlying mechanisms that govern potentially hazardous, underwater volcanic environments.

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.

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.

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.

Evaluation of scale invariance in physiological signals by means of balanced estimation of diffusion entropy.

PubMed

Zhang, Wenqing; Qiu, Lu; Xiao, Qin; Yang, Huijie; Zhang, Qingjun; Wang, Jianyong

2012-11-01

By means of the concept of the balanced estimation of diffusion entropy, we evaluate the reliable scale invariance embedded in different sleep stages and stride records. Segments corresponding to waking, light sleep, rapid eye movement (REM) sleep, and deep sleep stages are extracted from long-term electroencephalogram signals. For each stage the scaling exponent value is distributed over a considerably wide range, which tell us that the scaling behavior is subject and sleep cycle dependent. The average of the scaling exponent values for waking segments is almost the same as that for REM segments (∼0.8). The waking and REM stages have a significantly higher value of the average scaling exponent than that for light sleep stages (∼0.7). For the stride series, the original diffusion entropy (DE) and the balanced estimation of diffusion entropy (BEDE) give almost the same results for detrended series. The evolutions of local scaling invariance show that the physiological states change abruptly, although in the experiments great efforts have been made to keep conditions unchanged. The global behavior of a single physiological signal may lose rich information on physiological states. Methodologically, the BEDE can evaluate with considerable precision the scale invariance in very short time series (∼10^{2}), while the original DE method sometimes may underestimate scale-invariance exponents or even fail in detecting scale-invariant behavior. The BEDE method is sensitive to trends in time series. The existence of trends may lead to an unreasonably high value of the scaling exponent and consequent mistaken conclusions.

Evaluation of scale invariance in physiological signals by means of balanced estimation of diffusion entropy

NASA Astrophysics Data System (ADS)

Zhang, Wenqing; Qiu, Lu; Xiao, Qin; Yang, Huijie; Zhang, Qingjun; Wang, Jianyong

2012-11-01

By means of the concept of the balanced estimation of diffusion entropy, we evaluate the reliable scale invariance embedded in different sleep stages and stride records. Segments corresponding to waking, light sleep, rapid eye movement (REM) sleep, and deep sleep stages are extracted from long-term electroencephalogram signals. For each stage the scaling exponent value is distributed over a considerably wide range, which tell us that the scaling behavior is subject and sleep cycle dependent. The average of the scaling exponent values for waking segments is almost the same as that for REM segments (˜0.8). The waking and REM stages have a significantly higher value of the average scaling exponent than that for light sleep stages (˜0.7). For the stride series, the original diffusion entropy (DE) and the balanced estimation of diffusion entropy (BEDE) give almost the same results for detrended series. The evolutions of local scaling invariance show that the physiological states change abruptly, although in the experiments great efforts have been made to keep conditions unchanged. The global behavior of a single physiological signal may lose rich information on physiological states. Methodologically, the BEDE can evaluate with considerable precision the scale invariance in very short time series (˜102), while the original DE method sometimes may underestimate scale-invariance exponents or even fail in detecting scale-invariant behavior. The BEDE method is sensitive to trends in time series. The existence of trends may lead to an unreasonably high value of the scaling exponent and consequent mistaken conclusions.

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.

Multiscale, Intermittent, Turbulent Fluctuations in Space Plasmas and Their Influence on the Interscale Behavior of the Space Environment

DTIC Science & Technology

2012-06-26

s and the PDFs vary with δ as power laws: δB2/δa = I and P/δb = J , where (a,b) are the exponents and (I , J ) are constants – i.e. invariants with...following scaling form for the PDFs: P ( δB2,δ ) δs =Ps ( δB2/δs ) (1) where s = a = −b is the lone scaling exponent , and Ps is a scaling function of the...intermittency in space plasmas 547 The scaling exponent s may be interpreted as the fractal (monofractal) measure for (1). If the PDFs are self-similar

Magnetorheological response of highly filled magnetoactive elastomers from perspective of mechanical energy density: Fractal aggregates above the nanometer scale?

PubMed

Sorokin, Vladislav V; Belyaeva, Inna A; Shamonin, Mikhail; Kramarenko, Elena Yu

2017-06-01

The dynamic shear modulus of magnetoactive elastomers containing 70 and 80 mass % of carbonyl iron microparticles is measured as a function of strain amplitude via dynamic torsion oscillations in various magnetic fields. The results are presented in terms of the mechanical energy density and considered in the framework of the conventional Kraus model. The form exponent of the Kraus model is further related to a physical model of Huber et al. [Huber et al., J. Phys.: Condens. Matter 8, 409 (1996)10.1088/0953-8984/8/29/003] that uses a realistic representation for the cluster network possessing fractal structure. Two mechanical loading regimes are identified. At small strain amplitudes the exponent β of the Kraus model changes in an externally applied magnetic field due to rearrangement of ferromagnetic-filler particles, while at large strain amplitudes, the exponent β seems to be independent of the magnetic field. The critical mechanical energy characterizing the transition between these two regimes grows with the increasing magnetic field. Similarities between agglomeration and deagglomeration of magnetic filler under simultaneously applied magnetic field and mechanical shear and the concept of jamming transition are discussed. It is proposed that the magnetic field should be considered as an additional parameter to the jamming phase diagram of rubbers filled with magnetic particles.

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.

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

Exponential nonlinear electrodynamics and backreaction effects on holographic superconductor in the Lifshitz black hole background

NASA Astrophysics Data System (ADS)

Sherkatghanad, Z.; Mirza, B.; Lalehgani Dezaki, F.

We analytically describe the properties of the s-wave holographic superconductor with the exponential nonlinear electrodynamics in the Lifshitz black hole background in four-dimensions. Employing an assumption the scalar and gauge fields backreact on the background geometry, we calculate the critical temperature as well as the condensation operator. Based on Sturm-Liouville method, we show that the critical temperature decreases with increasing exponential nonlinear electrodynamics and Lifshitz dynamical exponent, z, indicating that condensation becomes difficult. Also we find that the effects of backreaction has a more important role on the critical temperature and condensation operator in small values of Lifshitz dynamical exponent, while z is around one. In addition, the properties of the upper critical magnetic field in Lifshitz black hole background using Sturm-Liouville approach is investigated to describe the phase diagram of the corresponding holographic superconductor in the probe limit. We observe that the critical magnetic field decreases with increasing Lifshitz dynamical exponent, z, and it goes to zero at critical temperature, independent of the Lifshitz dynamical exponent, z.

Tree morphologic plasticity explains deviation from metabolic scaling theory in semi-arid conifer forests, southwestern USA

Treesearch

Tyson L. Swetnam; Christopher D. O' Connor; Ann M. Lynch

2016-01-01

A significant concern about Metabolic Scaling Theory (MST) in real forests relates to consistent differences between the values of power law scaling exponents of tree primary size measures used to estimate mass and those predicted by MST. Here we consider why observed scaling exponents for diameter and height relationships deviate from MST predictions across...

Scaling exponent and dispersity of polymers in solution by diffusion NMR.

PubMed

Williamson, Nathan H; Röding, Magnus; Miklavcic, Stanley J; Nydén, Magnus

2017-05-01

Molecular mass distribution measurements by pulsed gradient spin echo nuclear magnetic resonance (PGSE NMR) spectroscopy currently require prior knowledge of scaling parameters to convert from polymer self-diffusion coefficient to molecular mass. Reversing the problem, we utilize the scaling relation as prior knowledge to uncover the scaling exponent from within the PGSE data. Thus, the scaling exponent-a measure of polymer conformation and solvent quality-and the dispersity (M w /M n ) are obtainable from one simple PGSE experiment. The method utilizes constraints and parametric distribution models in a two-step fitting routine involving first the mass-weighted signal and second the number-weighted signal. The method is developed using lognormal and gamma distribution models and tested on experimental PGSE attenuation of the terminal methylene signal and on the sum of all methylene signals of polyethylene glycol in D 2 O. Scaling exponent and dispersity estimates agree with known values in the majority of instances, leading to the potential application of the method to polymers for which characterization is not possible with alternative techniques. Copyright © 2017 Elsevier Inc. All rights reserved.

Non-universal critical exponents in earthquake complex networks

NASA Astrophysics Data System (ADS)

Pastén, Denisse; Torres, Felipe; Toledo, Benjamín A.; Muñoz, Víctor; Rogan, José; Valdivia, Juan Alejandro

2018-02-01

The problem of universality of critical exponents in complex networks is studied based on networks built from seismic data sets. Using two data sets corresponding to Chilean seismicity (northern zone, including the 2014 Mw = 8 . 2 earthquake in Iquique; and central zone without major earthquakes), directed networks for each set are constructed. Connectivity and betweenness centrality distributions are calculated and found to be scale-free, with respective exponents γ and δ. The expected relation between both characteristic exponents, δ >(γ + 1) / 2, is verified for both data sets. However, unlike the expectation for certain scale-free analytical complex networks, the value of δ is found to be non-universal.

Changes in Dimensionality and Fractal Scaling Suggest Soft-Assembled Dynamics in Human EEG

PubMed Central

Wiltshire, Travis J.; Euler, Matthew J.; McKinney, Ty L.; Butner, Jonathan E.

2017-01-01

Humans are high-dimensional, complex systems consisting of many components that must coordinate in order to perform even the simplest of activities. Many behavioral studies, especially in the movement sciences, have advanced the notion of soft-assembly to describe how systems with many components coordinate to perform specific functions while also exhibiting the potential to re-structure and then perform other functions as task demands change. Consistent with this notion, within cognitive neuroscience it is increasingly accepted that the brain flexibly coordinates the networks needed to cope with changing task demands. However, evaluation of various indices of soft-assembly has so far been absent from neurophysiological research. To begin addressing this gap, we investigated task-related changes in two distinct indices of soft-assembly using the established phenomenon of EEG repetition suppression. In a repetition priming task, we assessed evidence for changes in the correlation dimension and fractal scaling exponents during stimulus-locked event-related potentials, as a function of stimulus onset and familiarity, and relative to spontaneous non-task-related activity. Consistent with predictions derived from soft-assembly, results indicated decreases in dimensionality and increases in fractal scaling exponents from resting to pre-stimulus states and following stimulus onset. However, contrary to predictions, familiarity tended to increase dimensionality estimates. Overall, the findings support the view from soft-assembly that neural dynamics should become increasingly ordered as external task demands increase, and support the broader application of soft-assembly logic in understanding human behavior and electrophysiology. PMID:28919862

Synchronization of mobile chaotic oscillator networks

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

Fujiwara, Naoya, E-mail: fujiwara@csis.u-tokyo.ac.jp; Kurths, Jürgen; Díaz-Guilera, Albert

We study synchronization of systems in which agents holding chaotic oscillators move in a two-dimensional plane and interact with nearby ones forming a time dependent network. Due to the uncertainty in observing other agents' states, we assume that the interaction contains a certain amount of noise that turns out to be relevant for chaotic dynamics. We find that a synchronization transition takes place by changing a control parameter. But this transition depends on the relative dynamic scale of motion and interaction. When the topology change is slow, we observe an intermittent switching between laminar and burst states close to themore » transition due to small noise. This novel type of synchronization transition and intermittency can happen even when complete synchronization is linearly stable in the absence of noise. We show that the linear stability of the synchronized state is not a sufficient condition for its stability due to strong fluctuations of the transverse Lyapunov exponent associated with a slow network topology change. Since this effect can be observed within the linearized dynamics, we can expect such an effect in the temporal networks with noisy chaotic oscillators, irrespective of the details of the oscillator dynamics. When the topology change is fast, a linearized approximation describes well the dynamics towards synchrony. These results imply that the fluctuations of the finite-time transverse Lyapunov exponent should also be taken into account to estimate synchronization of the mobile contact networks.« less

Universal self-similar dynamics of relativistic and nonrelativistic field theories near nonthermal fixed points

NASA Astrophysics Data System (ADS)

Piñeiro Orioli, Asier; Boguslavski, Kirill; Berges, Jürgen

2015-07-01

We investigate universal behavior of isolated many-body systems far from equilibrium, which is relevant for a wide range of applications from ultracold quantum gases to high-energy particle physics. The universality is based on the existence of nonthermal fixed points, which represent nonequilibrium attractor solutions with self-similar scaling behavior. The corresponding dynamic universality classes turn out to be remarkably large, encompassing both relativistic as well as nonrelativistic quantum and classical systems. For the examples of nonrelativistic (Gross-Pitaevskii) and relativistic scalar field theory with quartic self-interactions, we demonstrate that infrared scaling exponents as well as scaling functions agree. We perform two independent nonperturbative calculations, first by using classical-statistical lattice simulation techniques and second by applying a vertex-resummed kinetic theory. The latter extends kinetic descriptions to the nonperturbative regime of overoccupied modes. Our results open new perspectives to learn from experiments with cold atoms aspects about the dynamics during the early stages of our universe.

Transient ensemble dynamics in time-independent galactic potentials

NASA Astrophysics Data System (ADS)

Mahon, M. Elaine; Abernathy, Robert A.; Bradley, Brendan O.; Kandrup, Henry E.

1995-07-01

This paper summarizes a numerical investigation of the short-time, possibly transient, behaviour of ensembles of stochastic orbits evolving in fixed non-integrable potentials, with the aim of deriving insights into the structure and evolution of galaxies. The simulations involved three different two-dimensional potentials, quite different in appearance. However, despite these differences, ensembles in all three potentials exhibit similar behaviour. This suggests that the conclusions inferred from the simulations are robust, relying only on basic topological properties, e.g., the existence of KAM tori and cantori. Generic ensembles of initial conditions, corresponding to stochastic orbits, exhibit a rapid coarse-grained approach towards a near-invariant distribution on a time-scale <>t_H, although various irregularities associated with external and/or internal irregularities can drastically accelerate this process. A principal tool in the analysis is the notion of a local Liapounov exponent, which provides a statistical characterization of the overall instability of stochastic orbits over finite time intervals. In particular, there is a precise sense in which confined stochastic orbits are less unstable, with smaller local Liapounov exponents, than are unconfined stochastic orbits.

Multi-Scale Morphological Analysis of Conductance Signals in Vertical Upward Gas-Liquid Two-Phase Flow

NASA Astrophysics Data System (ADS)

Lian, Enyang; Ren, Yingyu; Han, Yunfeng; Liu, Weixin; Jin, Ningde; Zhao, Junying

2016-11-01

The multi-scale analysis is an important method for detecting nonlinear systems. In this study, we carry out experiments and measure the fluctuation signals from a rotating electric field conductance sensor with eight electrodes. We first use a recurrence plot to recognise flow patterns in vertical upward gas-liquid two-phase pipe flow from measured signals. Then we apply a multi-scale morphological analysis based on the first-order difference scatter plot to investigate the signals captured from the vertical upward gas-liquid two-phase flow loop test. We find that the invariant scaling exponent extracted from the multi-scale first-order difference scatter plot with the bisector of the second-fourth quadrant as the reference line is sensitive to the inhomogeneous distribution characteristics of the flow structure, and the variation trend of the exponent is helpful to understand the process of breakup and coalescence of the gas phase. In addition, we explore the dynamic mechanism influencing the inhomogeneous distribution of the gas phase in terms of adaptive optimal kernel time-frequency representation. The research indicates that the system energy is a factor influencing the distribution of the gas phase and the multi-scale morphological analysis based on the first-order difference scatter plot is an effective method for indicating the inhomogeneous distribution of the gas phase in gas-liquid two-phase flow.

On the power law of passive scalars in turbulence

NASA Astrophysics Data System (ADS)

Gotoh, Toshiyuki; Watanabe, Takeshi

2015-11-01

It has long been considered that the moments of the scalar increment with separation distance r obey power law with scaling exponents in the inertial convective range and the exponents are insensitive to variation of pumping of scalar fluctuations at large scales, thus the scaling exponents are universal. We examine the scaling behavior of the moments of increments of passive scalars 1 and 2 by using DNS up to the grid points of 40963. They are simultaneously convected by the same isotropic steady turbulence atRλ = 805 , but excited by two different methods. Scalar 1 is excited by the random scalar injection which is isotropic, Gaussian and white in time at law wavenumber band, while Scalar 2 is excited by the uniform mean scalar gradient. It is found that the local scaling exponents of the scalar 1 has a logarithmic correction, meaning that the moments of the scalar 1 do not obey simple power law. On the other hand, the moments of the scalar 2 is found to obey the well developed power law with exponents consistent with those in the literature. Physical reasons for the difference are explored. Grants-in-Aid for Scientific Research 15H02218 and 26420106, NIFS14KNSS050, HPCI project hp150088 and hp140024, JHPCN project jh150012.

Coalescence preference and droplet size inequality during fluid phase segregation

NASA Astrophysics Data System (ADS)

Roy, Sutapa

2018-02-01

Using molecular dynamics simulations and scaling arguments, we investigate the coalescence preference dynamics of liquid droplets in a phase-segregating off-critical, single-component fluid. It is observed that the preferential distance of the product drop from its larger parent, during a coalescence event, gets smaller for large parent size inequality. The relative coalescence position exhibits a power-law dependence on the parent size ratio with an exponent q ≃ 3.1 . This value of q is in strong contrast with earlier reports 2.1 and 5.1 in the literature. The dissimilarity is explained by considering the underlying coalescence mechanisms.

Interplay between Functional Connectivity and Scale-Free Dynamics in Intrinsic fMRI Networks

PubMed Central

Ciuciu, Philippe; Abry, Patrice; He, Biyu J.

2014-01-01

Studies employing functional connectivity-type analyses have established that spontaneous fluctuations in functional magnetic resonance imaging (fMRI) signals are organized within large-scale brain networks. Meanwhile, fMRI signals have been shown to exhibit 1/f-type power spectra – a hallmark of scale-free dynamics. We studied the interplay between functional connectivity and scale-free dynamics in fMRI signals, utilizing the fractal connectivity framework – a multivariate extension of the univariate fractional Gaussian noise model, which relies on a wavelet formulation for robust parameter estimation. We applied this framework to fMRI data acquired from healthy young adults at rest and performing a visual detection task. First, we found that scale-invariance existed beyond univariate dynamics, being present also in bivariate cross-temporal dynamics. Second, we observed that frequencies within the scale-free range do not contribute evenly to inter-regional connectivity, with a systematically stronger contribution of the lowest frequencies, both at rest and during task. Third, in addition to a decrease of the Hurst exponent and inter-regional correlations, task performance modified cross-temporal dynamics, inducing a larger contribution of the highest frequencies within the scale-free range to global correlation. Lastly, we found that across individuals, a weaker task modulation of the frequency contribution to inter-regional connectivity was associated with better task performance manifesting as shorter and less variable reaction times. These findings bring together two related fields that have hitherto been studied separately – resting-state networks and scale-free dynamics, and show that scale-free dynamics of human brain activity manifest in cross-regional interactions as well. PMID:24675649

Irreversible opinion spreading on scale-free networks

NASA Astrophysics Data System (ADS)

Candia, Julián

2007-02-01

We study the dynamical and critical behavior of a model for irreversible opinion spreading on Barabási-Albert (BA) scale-free networks by performing extensive Monte Carlo simulations. The opinion spreading within an inhomogeneous society is investigated by means of the magnetic Eden model, a nonequilibrium kinetic model for the growth of binary mixtures in contact with a thermal bath. The deposition dynamics, which is studied as a function of the degree of the occupied sites, shows evidence for the leading role played by hubs in the growth process. Systems of finite size grow either ordered or disordered, depending on the temperature. By means of standard finite-size scaling procedures, the effective order-disorder phase transitions are found to persist in the thermodynamic limit. This critical behavior, however, is absent in related equilibrium spin systems such as the Ising model on BA scale-free networks, which in the thermodynamic limit only displays a ferromagnetic phase. The dependence of these results on the degree exponent is also discussed for the case of uncorrelated scale-free networks.

Depinning transition of a domain wall in ferromagnetic films

DOE PAGES

Xi, Bin; Luo, Meng -Bo; Vinokur, Valerii M.; ...

2015-09-14

Here, we report first principle numerical study of domain wall (DW) depinning in two-dimensional magnetic film, which is modeled by 2D random-field Ising system with the dipole-dipole interaction. We observe non-conventional activation-type motion of DW and reveal the fractal structure of DW near the depinning transition. We determine scaling functions describing critical dynamics near the transition and obtain universal exponents establishing connection between thermal softening of pinning potential and critical dynamics. In addition, we observe that tuning the strength of the dipole-dipole interaction switches DW dynamics between two different universality classes, corresponding to two distinct dynamic regimes characterized by non-Arrheniusmore » and conventional Arrhenius-type DW motions.« less

The relationship of dynamical heterogeneity to the Adam-Gibbs and random first-order transition theories of glass formation.

PubMed

Starr, Francis W; Douglas, Jack F; Sastry, Srikanth

2013-03-28

We carefully examine common measures of dynamical heterogeneity for a model polymer melt and test how these scales compare with those hypothesized by the Adam and Gibbs (AG) and random first-order transition (RFOT) theories of relaxation in glass-forming liquids. To this end, we first analyze clusters of highly mobile particles, the string-like collective motion of these mobile particles, and clusters of relative low mobility. We show that the time scale of the high-mobility clusters and strings is associated with a diffusive time scale, while the low-mobility particles' time scale relates to a structural relaxation time. The difference of the characteristic times for the high- and low-mobility particles naturally explains the well-known decoupling of diffusion and structural relaxation time scales. Despite the inherent difference of dynamics between high- and low-mobility particles, we find a high degree of similarity in the geometrical structure of these particle clusters. In particular, we show that the fractal dimensions of these clusters are consistent with those of swollen branched polymers or branched polymers with screened excluded-volume interactions, corresponding to lattice animals and percolation clusters, respectively. In contrast, the fractal dimension of the strings crosses over from that of self-avoiding walks for small strings, to simple random walks for longer, more strongly interacting, strings, corresponding to flexible polymers with screened excluded-volume interactions. We examine the appropriateness of identifying the size scales of either mobile particle clusters or strings with the size of cooperatively rearranging regions (CRR) in the AG and RFOT theories. We find that the string size appears to be the most consistent measure of CRR for both the AG and RFOT models. Identifying strings or clusters with the "mosaic" length of the RFOT model relaxes the conventional assumption that the "entropic droplets" are compact. We also confirm the validity of the entropy formulation of the AG theory, constraining the exponent values of the RFOT theory. This constraint, together with the analysis of size scales, enables us to estimate the characteristic exponents of RFOT.

Allometric scaling of biceps strength before and after resistance training in men.

PubMed

Zoeller, Robert F; Ryan, Eric D; Gordish-Dressman, Heather; Price, Thomas B; Seip, Richard L; Angelopoulos, Theodore J; Moyna, Niall M; Gordon, Paul M; Thompson, Paul D; Hoffman, Eric P

2007-06-01

The purposes of this study were 1) derive allometric scaling models of isometric biceps muscle strength using pretraining body mass (BM) and muscle cross-sectional area (CSA) as scaling variables in adult males, 2) test model appropriateness using regression diagnostics, and 3) cross-validate the models before and after 12 wk of resistance training. A subset of FAMuSS (Functional SNP Associated with Muscle Size and Strength) study data (N=136) were randomly split into two groups (A and B). Allometric scaling models using pretraining BM and CSA were derived and tested for group A. The scaling exponents determined from these models were then applied to and tested on group B pretraining data. Finally, these scaling exponents were applied to and tested on group A and B posttraining data. BM and CSA models produced scaling exponents of 0.64 and 0.71, respectively. Regression diagnostics determined both models to be appropriate. Cross-validation of the models to group B showed that the BM model, but not the CSA model, was appropriate. Removal of the largest six subjects (CSA>30 cm) from group B resulted in an appropriate fit for the CSA model. Application of the models to group A posttraining data showed that both models were appropriate, but only the body mass model was successful for group B. These data suggest that the application of scaling exponents of 0.64 and 0.71, using BM and CSA, respectively, are appropriate for scaling isometric biceps strength in adult males. However, the scaling exponent using CSA may not be appropriate for individuals with biceps CSA>30 cm. Finally, 12 wk of resistance training does not alter the relationship between BM, CSA, and muscular strength as assessed by allometric scaling.

Probing turbulence with infrared observations in OMC1

NASA Astrophysics Data System (ADS)

Gustafsson, M.; Field, D.; Lemaire, J. L.; Pijpers, F. P.

2006-01-01

A statistical analysis is presented of the turbulent velocity structure in the Orion Molecular Cloud at scales ranging from 70 AU to 3×104 AU. Results are based on IR Fabry-Perot interferometric observations of shock and photon-excited H2 in the K-band S(1) v=1{-}0 line at 2.121 μm and refer to the dynamical characteristics of warm perturbed gas. Data consist of a spatially resolved image with a measured velocity for each resolution limited region (70 AU× 70 AU) in the image. The effect of removal of apparent large scale velocity gradients is discussed and the conclusion drawn that these apparent gradients represent part of the turbulent cascade and should remain within the data. Using our full data set, observations establish that the Larson size-linewidth relation is obeyed to the smallest scales studied here extending the range of validity of this relationship by nearly 2 orders of magnitude. The velocity probability distribution function (PDF) is constructed showing extended exponential wings, providing evidence of intermittency, further supported by the skewness (third moment) and kurtosis (fourth moment) of the velocity distribution. Variance and kurtosis of the PDF of velocity differences are constructed as a function of lag. The variance shows an approximate power law dependence on lag, with exponent significantly lower than the Kolmogorov value, and with deviations below 2000 AU which are attributed to outflows and possibly disk structures associated with low mass star formation within OMC1. The kurtosis shows strong deviation from a Gaussian velocity field, providing evidence of velocity correlations at small lags. Results agree accurately with semi-empirical simulations in Eggers & Wang (1998). In addition, 170 individual H2 emitting clumps have been analysed with sizes between 500 and 2200 AU. These show considerable diversity with regard to PDFs and variance functions (related to second order structure functions) displaying a variety of shapes of the PDF and different values of the scaling exponent within a restricted spatial region. However, a region associated with an outflow from a deeply embedded O-star shows high values of the scaling exponent of the variance function, representing a strong segregation of high and low exponent clumps. Our analysis constitutes the first characterization of the turbulent velocity field at the scale of star formation and provide a dataset which models of star-forming regions should aim to reproduce.

Computation of the spectrum of spatial Lyapunov exponents for the spatially extended beam-plasma systems and electron-wave devices

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

Hramov, Alexander E.; Saratov State Technical University, Politechnicheskaja str., 77, Saratov 410054; Koronovskii, Alexey A.

2012-08-15

The spectrum of Lyapunov exponents is powerful tool for the analysis of the complex system dynamics. In the general framework of nonlinear dynamics, a number of the numerical techniques have been developed to obtain the spectrum of Lyapunov exponents for the complex temporal behavior of the systems with a few degree of freedom. Unfortunately, these methods cannot be applied directly to analysis of complex spatio-temporal dynamics of plasma devices which are characterized by the infinite phase space, since they are the spatially extended active media. In the present paper, we propose the method for the calculation of the spectrum ofmore » the spatial Lyapunov exponents (SLEs) for the spatially extended beam-plasma systems. The calculation technique is applied to the analysis of chaotic spatio-temporal oscillations in three different beam-plasma model: (1) simple plasma Pierce diode, (2) coupled Pierce diodes, and (3) electron-wave system with backward electromagnetic wave. We find an excellent agreement between the system dynamics and the behavior of the spectrum of the spatial Lyapunov exponents. Along with the proposed method, the possible problems of SLEs calculation are also discussed. It is shown that for the wide class of the spatially extended systems, the set of quantities included in the system state for SLEs calculation can be reduced using the appropriate feature of the plasma systems.« less

Thermostatistically approaching living systems: Boltzmann Gibbs or nonextensive statistical mechanics?

NASA Astrophysics Data System (ADS)

Tsallis, Constantino

2006-03-01

Boltzmann-Gibbs ( BG) statistical mechanics is, since well over one century, successfully used for many nonlinear dynamical systems which, in one way or another, exhibit strong chaos. A typical case is a classical many-body short-range-interacting Hamiltonian system (e.g., the Lennard-Jones model for a real gas at moderately high temperature). Its Lyapunov spectrum (which characterizes the sensitivity to initial conditions) includes positive values. This leads to ergodicity, the stationary state being thermal equilibrium, hence standard applicability of the BG theory is verified. The situation appears to be of a different nature for various phenomena occurring in living organisms. Indeed, such systems exhibit a complexity which does not really accommodate with this standard dynamical behavior. Life appears to emerge and evolve in a kind of delicate situation, at the frontier between large order (low adaptability and long memory; typically characterized by regular dynamics, hence only nonpositive Lyapunov exponents) and large disorder (high adaptability and short memory; typically characterized by strong chaos, hence at least one positive Lyapunov exponent). Along this frontier, the maximal relevant Lyapunov exponents are either zero or close to that, characterizing what is currently referred to as weak chaos. This type of situation is shared by a great variety of similar complex phenomena in economics, linguistics, to cite but a few. BG statistical mechanics is built upon the entropy S=-k∑plnp. A generalization of this form, S=k(1-∑piq)/(q-1) (with S=S), has been proposed in 1988 as a basis for formulating what is nowadays currently called nonextensive statistical mechanics. This theory appears to be particularly adapted for nonlinear dynamical systems exhibiting, precisely, weak chaos. Here, we briefly review the theory, its dynamical foundation, its applications in a variety of disciplines (with special emphasis to living systems), and its connections with the ubiquitous scale-free networks.

A new estimator method for GARCH models

NASA Astrophysics Data System (ADS)

Onody, R. N.; Favaro, G. M.; Cazaroto, E. R.

2007-06-01

The GARCH (p, q) model is a very interesting stochastic process with widespread applications and a central role in empirical finance. The Markovian GARCH (1, 1) model has only 3 control parameters and a much discussed question is how to estimate them when a series of some financial asset is given. Besides the maximum likelihood estimator technique, there is another method which uses the variance, the kurtosis and the autocorrelation time to determine them. We propose here to use the standardized 6th moment. The set of parameters obtained in this way produces a very good probability density function and a much better time autocorrelation function. This is true for both studied indexes: NYSE Composite and FTSE 100. The probability of return to the origin is investigated at different time horizons for both Gaussian and Laplacian GARCH models. In spite of the fact that these models show almost identical performances with respect to the final probability density function and to the time autocorrelation function, their scaling properties are, however, very different. The Laplacian GARCH model gives a better scaling exponent for the NYSE time series, whereas the Gaussian dynamics fits better the FTSE scaling exponent.

Finite-size scaling of clique percolation on two-dimensional Moore lattices

NASA Astrophysics Data System (ADS)

Dong, Jia-Qi; Shen, Zhou; Zhang, Yongwen; Huang, Zi-Gang; Huang, Liang; Chen, Xiaosong

2018-05-01

Clique percolation has attracted much attention due to its significance in understanding topological overlap among communities and dynamical instability of structured systems. Rich critical behavior has been observed in clique percolation on Erdős-Rényi (ER) random graphs, but few works have discussed clique percolation on finite dimensional systems. In this paper, we have defined a series of characteristic events, i.e., the historically largest size jumps of the clusters, in the percolating process of adding bonds and developed a new finite-size scaling scheme based on the interval of the characteristic events. Through the finite-size scaling analysis, we have found, interestingly, that, in contrast to the clique percolation on an ER graph where the critical exponents are parameter dependent, the two-dimensional (2D) clique percolation simply shares the same critical exponents with traditional site or bond percolation, independent of the clique percolation parameters. This has been corroborated by bridging two special types of clique percolation to site percolation on 2D lattices. Mechanisms for the difference of the critical behaviors between clique percolation on ER graphs and on 2D lattices are also discussed.

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

Lyapunov exponents of stochastic systems—from micro to macro

NASA Astrophysics Data System (ADS)

Laffargue, Tanguy; Tailleur, Julien; van Wijland, Frédéric

2016-03-01

Lyapunov exponents of dynamical systems are defined from the rates of divergence of nearby trajectories. For stochastic systems, one typically assumes that these trajectories are generated under the ‘same noise realization’. The purpose of this work is to critically examine what this expression means. For Brownian particles, we consider two natural interpretations of the noise: intrinsic to the particles or stemming from the fluctuations of the environment. We show how they lead to different distributions of the largest Lyapunov exponent as well as different fluctuating hydrodynamics for the collective density field. We discuss, both at microscopic and macroscopic levels, the limits in which these noise prescriptions become equivalent. We close this paper by providing an estimate of the largest Lyapunov exponent and of its fluctuations for interacting particles evolving with Dean-Kawasaki dynamics.

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.

The effect of nanoclay on the rheology and dynamics of polychlorinated biphenyl.

PubMed

Roy, D; Casalini, R; Roland, C M

2015-12-28

The thermal, rheological, and mechanical and dielectric relaxation properties of exfoliated dispersions of montmorillonite clay in a molecular liquid, polychlorobiphenyl (PCB), were studied. The viscosity enhancement at low concentrations of clay (≤5%) exceeded by a factor of 50 the increase obtainable with conventional fillers. However, the effect of the nanoclay on the local dynamics, including the glass transition temperature, was quite small. All materials herein conformed to density-scaling of the reorientation relaxation time of the PCB for a common value of the scaling exponent. A new relaxation process was observed in the mixtures, associated with PCB molecules in proximity to the clay surface. This process has an anomalously high dielectric strength, suggesting a means to exploit nanoparticles to achieve large electrical energy absorption. This lower frequency dispersion has a weaker dependence on pressure and density, consistent with dynamics constrained by interactions with the particle surface.

Dynamics of behavioral organization and its alteration in major depression

NASA Astrophysics Data System (ADS)

Nakamura, Toru; Kiyono, Ken; Yoshiuchi, Kazuhiro; Nakahara, Rika; Struzik, Zbigniew R.; Yamamoto, Yoshiharu

2007-07-01

We describe the nature of human behavioral organization, specifically how resting and active periods are interwoven throughout daily life. Active period durations with physical activity counts successively above a predefined threshold follow a stretched exponential (gamma-type) cumulative distribution with characteristic time, both in healthy individuals and in patients with major depressive disorder. On the contrary, resting period durations below the threshold for both groups obey a scale free power law cumulative distribution over two decades, with significantly lower scaling exponents in the patients. We thus find underlying robust laws governing human behavioral organization, with a parameter altered in depression.

Concise calculation of the scaling function, exponents, and probability functional of the Edwards-Wilkinson equation with correlated noise

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

Yu, Y.; Pang, N.; Halpin-Healy, T.

1994-12-01

The linear Langevin equation proposed by Edwards and Wilkinson [Proc. R. Soc. London A 381, 17 (1982)] is solved in closed form for noise of arbitrary space and time correlation. Furthermore, the temporal development of the full probability functional describing the height fluctuations is derived exactly, exhibiting an interesting evolution between two distinct Gaussian forms. We determine explicitly the dynamic scaling function for the interfacial width for any given initial condition, isolate the early-time behavior, and discover an invariance that was unsuspected in this problem of arbitrary spatiotemporal noise.

Divergent scaling of respiration rates to nitrogen and phosphorus across four woody seedlings between different growing seasons.

PubMed

Fan, Ruirui; Sun, Jun; Yang, Fuchun; Li, Man; Zheng, Yuan; Zhong, Quanlin; Cheng, Dongliang

2017-11-01

Empirical studies indicate that the exponents governing the scaling of plant respiration rates ( R ) with respect to biomass ( M ) numerically vary between three-fourth for adult plants and 1.0 for seedlings and saplings and are affected by nitrogen (N) and phosphorus (P) content. However, whether the scaling of R with respect to M (or N and P) varies among different phylogenetic groups (e.g., gymnosperms vs. angiosperms) or during the growing and dormant seasons remains unclear. We measured the whole-plant R and M , and N and P content of the seedlings of four woody species during the growing season (early October) and the dormant season (January). The data show that (i) the scaling exponents of R versus M , R versus N, and R versus P differed significantly among the four species, but (ii), not between the growing and dormant seasons for each of the four species, although (iii) the normalization constants governing the scaling relationships were numerically greater for the growing season compared to the dormant season. In addition, (iv) the scaling exponents of R versus M , R versus N, and R versus P were numerically larger for the two angiosperm species compared to those of the two gymnosperm species, (v) the interspecific scaling exponents for the four species were greater during the growing season than in the dormant season, and (vi), interspecifically, P scaled nearly isometric with N content. Those findings indicate that the metabolic scaling relationships among R , M , N, and P manifest seasonal variation and differ between angiosperm and gymnosperm species, that is, there is no single, canonical scaling exponent for the seedlings of woody species.

Immobile defects in ferroelastic walls: Wall nucleation at defect sites

NASA Astrophysics Data System (ADS)

He, X.; Salje, E. K. H.; Ding, X.; Sun, J.

2018-02-01

Randomly distributed, static defects are enriched in ferroelastic domain walls. The relative concentration of defects in walls, Nd, follows a power law distribution as a function of the total defect concentration C: N d ˜ C α with α = 0.4 . The enrichment Nd/C ranges from ˜50 times when C = 10 ppm to ˜3 times when C = 1000 ppm. The resulting enrichment is due to nucleation at defect sites as observed in large scale MD simulations. The dynamics of domain nucleation and switching is dependent on the defect concentration. Their energy distribution follows the power law with exponents during yield between ɛ ˜ 1.82 and 2.0 when the defect concentration increases. The power law exponent is ɛ ≈ 2.7 in the plastic regime, independent of the defect concentration.

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.

Phase transitions in single macromolecules: Loop-stretch transition versus loop adsorption transition in end-grafted polymer chains

NASA Astrophysics Data System (ADS)

Zhang, Shuangshuang; Qi, Shuanhu; Klushin, Leonid I.; Skvortsov, Alexander M.; Yan, Dadong; Schmid, Friederike

2018-01-01

We use Brownian dynamics simulations and analytical theory to compare two prominent types of single molecule transitions. One is the adsorption transition of a loop (a chain with two ends bound to an attractive substrate) driven by an attraction parameter ɛ and the other is the loop-stretch transition in a chain with one end attached to a repulsive substrate, driven by an external end-force F applied to the free end. Specifically, we compare the behavior of the respective order parameters of the transitions, i.e., the mean number of surface contacts in the case of the adsorption transition and the mean position of the chain end in the case of the loop-stretch transition. Close to the transition points, both the static behavior and the dynamic behavior of chains with different length N are very well described by a scaling ansatz with the scaling parameters (ɛ - ɛ*)Nϕ (adsorption transition) and (F - F*)Nν (loop-stretch transition), respectively, where ϕ is the crossover exponent of the adsorption transition and ν is the Flory exponent. We show that both the loop-stretch and the loop adsorption transitions provide an exceptional opportunity to construct explicit analytical expressions for the crossover functions which perfectly describe all simulation results on static properties in the finite-size scaling regime. Explicit crossover functions are based on the ansatz for the analytical form of the order parameter distributions at the respective transition points. In contrast to the close similarity in equilibrium static behavior, the dynamic relaxation at the two transitions shows qualitative differences, especially in the strongly ordered regimes. This is attributed to the fact that the surface contact dynamics in a strongly adsorbed chain is governed by local processes, whereas the end height relaxation of a strongly stretched chain involves the full spectrum of Rouse modes.

Estimation of Renyi exponents in random cascades

USGS Publications Warehouse

Troutman, Brent M.; Vecchia, Aldo V.

1999-01-01

We consider statistical estimation of the Re??nyi exponent ??(h), which characterizes the scaling behaviour of a singular measure ?? defined on a subset of Rd. The Re??nyi exponent is defined to be lim?????0 [{log M??(h)}/(-log ??)], assuming that this limit exists, where M??(h) = ??i??h(??i) and, for ??>0, {??i} are the cubes of a ??-coordinate mesh that intersect the support of ??. In particular, we demonstrate asymptotic normality of the least-squares estimator of ??(h) when the measure ?? is generated by a particular class of multiplicative random cascades, a result which allows construction of interval estimates and application of hypothesis tests for this scaling exponent. Simulation results illustrating this asymptotic normality are presented. ?? 1999 ISI/BS.

Heart rate dynamics in patients with stable angina pectoris and utility of fractal and complexity measures

NASA Technical Reports Server (NTRS)

Makikallio, T. H.; Ristimae, T.; Airaksinen, K. E.; Peng, C. K.; Goldberger, A. L.; Huikuri, H. V.

1998-01-01

Dynamic analysis techniques may uncover abnormalities in heart rate (HR) behavior that are not easily detectable with conventional statistical measures. However, the applicability of these new methods for detecting possible abnormalities in HR behavior in various cardiovascular disorders is not well established. Conventional measures of HR variability were compared with short-term (< or = 11 beats, alpha1) and long-term (> 11 beats, alpha2) fractal correlation properties and with approximate entropy of RR interval data in 38 patients with stable angina pectoris without previous myocardial infarction or cardiac medication at the time of the study and 38 age-matched healthy controls. The short- and long-term fractal scaling exponents (alpha1, alpha2) were significantly higher in the coronary patients than in the healthy controls (1.34 +/- 0.15 vs 1.11 +/- 0.12 [p <0.001] and 1.10 +/- 0.08 vs 1.04 +/- 0.06 [p <0.01], respectively), and they also had lower approximate entropy (p <0.05), standard deviation of all RR intervals (p <0.01), and high-frequency spectral component of HR variability (p <0.05). The short-term fractal scaling exponent performed better than other heart rate variability parameters in differentiating patients with coronary artery disease from healthy subjects, but it was not related to the clinical or angiographic severity of coronary artery disease or any single nonspectral or spectral measure of HR variability in this retrospective study. Patients with stable angina pectoris have altered fractal properties and reduced complexity in their RR interval dynamics relative to age-matched healthy subjects. Dynamic analysis may complement traditional analyses in detecting altered HR behavior in patients with stable angina pectoris.

Diffusive dynamics of nanoparticles in ultra-confined media

DOE PAGES

Jacob, Jack Deodato; Conrad, Jacinta; Krishnamoorti, Ramanan; ...

2015-08-10

Differential dynamic microscopy (DDM) was used to investigate the diffusive dynamics of nanoparticles of diameter 200 400 nm that were strongly confined in a periodic square array of cylindrical nanoposts. The minimum distance between posts was 1.3 5 times the diameter of the nanoparticles. The image structure functions obtained from the DDM analysis were isotropic and could be fit by a stretched exponential function. The relaxation time scaled diffusively across the range of wave vectors studied, and the corresponding scalar diffusivities decreased monotonically with increased confinement. The decrease in diffusivity could be described by models for hindered diffusion that accountedmore » for steric restrictions and hydrodynamic interactions. The stretching exponent decreased linearly as the nanoparticles were increasingly confined by the posts. Altogether, these results are consistent with a picture in which strongly confined nanoparticles experience a heterogeneous spatial environment arising from hydrodynamics and volume exclusion on time scales comparable to cage escape, leading to multiple relaxation processes and Fickian but non-Gaussian diffusive dynamics.« less

Memory and betweenness preference in temporal networks induced from time series

NASA Astrophysics Data System (ADS)

Weng, Tongfeng; Zhang, Jie; Small, Michael; Zheng, Rui; Hui, Pan

2017-02-01

We construct temporal networks from time series via unfolding the temporal information into an additional topological dimension of the networks. Thus, we are able to introduce memory entropy analysis to unravel the memory effect within the considered signal. We find distinct patterns in the entropy growth rate of the aggregate network at different memory scales for time series with different dynamics ranging from white noise, 1/f noise, autoregressive process, periodic to chaotic dynamics. Interestingly, for a chaotic time series, an exponential scaling emerges in the memory entropy analysis. We demonstrate that the memory exponent can successfully characterize bifurcation phenomenon, and differentiate the human cardiac system in healthy and pathological states. Moreover, we show that the betweenness preference analysis of these temporal networks can further characterize dynamical systems and separate distinct electrocardiogram recordings. Our work explores the memory effect and betweenness preference in temporal networks constructed from time series data, providing a new perspective to understand the underlying dynamical systems.

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.

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

Extensions and evaluations of a general quantitative theory of forest structure and dynamics

PubMed Central

Enquist, Brian J.; West, Geoffrey B.; Brown, James H.

2009-01-01

Here, we present the second part of a quantitative theory for the structure and dynamics of forests under demographic and resource steady state. The theory is based on individual-level allometric scaling relations for how trees use resources, fill space, and grow. These scale up to determine emergent properties of diverse forests, including size–frequency distributions, spacing relations, canopy configurations, mortality rates, population dynamics, successional dynamics, and resource flux rates. The theory uniquely makes quantitative predictions for both stand-level scaling exponents and normalizations. We evaluate these predictions by compiling and analyzing macroecological datasets from several tropical forests. The close match between theoretical predictions and data suggests that forests are organized by a set of very general scaling rules. Our mechanistic theory is based on allometric scaling relations, is complementary to “demographic theory,” but is fundamentally different in approach. It provides a quantitative baseline for understanding deviations from predictions due to other factors, including disturbance, variation in branching architecture, asymmetric competition, resource limitation, and other sources of mortality, which are not included in the deliberately simplified theory. The theory should apply to a wide range of forests despite large differences in abiotic environment, species diversity, and taxonomic and functional composition. PMID:19363161

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.

Evaluation of scaling invariance embedded in short time series.

PubMed

Pan, Xue; Hou, Lei; Stephen, Mutua; Yang, Huijie; Zhu, Chenping

2014-01-01

Scaling invariance of time series has been making great contributions in diverse research fields. But how to evaluate scaling exponent from a real-world series is still an open problem. Finite length of time series may induce unacceptable fluctuation and bias to statistical quantities and consequent invalidation of currently used standard methods. In this paper a new concept called correlation-dependent balanced estimation of diffusion entropy is developed to evaluate scale-invariance in very short time series with length ~10(2). Calculations with specified Hurst exponent values of 0.2,0.3,...,0.9 show that by using the standard central moving average de-trending procedure this method can evaluate the scaling exponents for short time series with ignorable bias (≤0.03) and sharp confidential interval (standard deviation ≤0.05). Considering the stride series from ten volunteers along an approximate oval path of a specified length, we observe that though the averages and deviations of scaling exponents are close, their evolutionary behaviors display rich patterns. It has potential use in analyzing physiological signals, detecting early warning signals, and so on. As an emphasis, the our core contribution is that by means of the proposed method one can estimate precisely shannon entropy from limited records.

Evaluation of Scaling Invariance Embedded in Short Time Series

PubMed Central

Pan, Xue; Hou, Lei; Stephen, Mutua; Yang, Huijie; Zhu, Chenping

2014-01-01

Scaling invariance of time series has been making great contributions in diverse research fields. But how to evaluate scaling exponent from a real-world series is still an open problem. Finite length of time series may induce unacceptable fluctuation and bias to statistical quantities and consequent invalidation of currently used standard methods. In this paper a new concept called correlation-dependent balanced estimation of diffusion entropy is developed to evaluate scale-invariance in very short time series with length . Calculations with specified Hurst exponent values of show that by using the standard central moving average de-trending procedure this method can evaluate the scaling exponents for short time series with ignorable bias () and sharp confidential interval (standard deviation ). Considering the stride series from ten volunteers along an approximate oval path of a specified length, we observe that though the averages and deviations of scaling exponents are close, their evolutionary behaviors display rich patterns. It has potential use in analyzing physiological signals, detecting early warning signals, and so on. As an emphasis, the our core contribution is that by means of the proposed method one can estimate precisely shannon entropy from limited records. PMID:25549356

The mass distribution of coarse particulate organic matter exported from an alpine headwater stream

NASA Astrophysics Data System (ADS)

Turowski, J. M.; Badoux, A.; Bunte, K.; Rickli, C.; Federspiel, N.; Jochner, M.

2013-05-01

Coarse particulate organic matter (CPOM) particles span sizes from 1 mm, with masses less than 1 mg, to large logs and whole trees, which may have masses of several hundred kilograms. Different size and mass classes play different roles in stream environments, from being the prime source of energy in stream ecosystems to macroscopically determining channel morphology and local hydraulics. We show that a single scaling exponent can describe the mass distribution of CPOM transported in the Erlenbach, a steep mountain stream in the Swiss Prealps. This exponent takes an average value of -1.8, is independent of discharge and valid for particle masses spanning almost seven orders of magnitude. Together with a rating curve of CPOM transport rates with discharge, we discuss the importance of the scaling exponent for measuring strategies and natural hazard mitigation. Similar to CPOM, the mass distribution of in-stream large woody debris can likewise be described by power law scaling distributions, with exponents varying between -1.8 and -2.0, if all in-stream material is considered, and between -1.4 and -1.8 for material locked in log jams. We expect that scaling exponents are determined by stream type, vegetation, climate, substrate properties, and the connectivity between channels and hillslopes. However, none of the descriptor variables tested here, including drainage area, channel bed slope and forested area, show a strong control on exponent value. The number of streams studied in this paper is too small to make final conclusions.

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.

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

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.

Demonstration of the Kibble-Zurek mechanism in a non-equilibrium phase transition

NASA Astrophysics Data System (ADS)

Patil, Yogesh S.; Cheung, Hil F. H.; Date, Aditya G.; Vengalattore, Mukund

2017-04-01

We describe the experimental realization of a driven-dissipative phase transition (DPT) in a mechanical parametric amplifier and demonstrate key signatures of a critical point in the system, where the susceptibilities and relaxation time scales diverge and coincide with the spontaneous breaking of symmetry and the emergence of macroscopic order. While these observations are reminiscent of equilibrium phase transitions, it is presently an open question whether such DPTs are amenable to the conventional Landau-Ginsburg-Wilson paradigm that relies on concepts of scale invariance and universality - Indeed, recent theoretical work has predicted that DPTs can exhibit phenomenology that departs from these conventional paradigms. By quenching the system past the critical point, we measure the dynamics of the emergent ordered phase and its departure from adiabaticity, and find that our measurements are in excellent agreement with the Kibble-Zurek hypothesis. In addition to validating the KZ mechanism in a DPT for the first time, we also uniquely show that the measured critical exponents accurately reflect the interplay between the intrinsic coherent dynamics and the environmental correlations, with a clear departure from mean field exponents in the case of non-Markovian system-bath interactions. We also discuss how the techniques of reservoir engineering and the imposition of artificial environmental correlations can result in the stabilization of novel many-body quantum phases and exotic non-equilibrium states of matter.

Higher-Order Hurst Signatures: Dynamical Information in Time Series

NASA Astrophysics Data System (ADS)

Ferenbaugh, Willis

2005-10-01

Understanding and comparing time series from different systems requires characteristic measures of the dynamics embedded in the series. The Hurst exponent is a second-order dynamical measure of a time series which grew up within the blossoming fractal world of Mandelbrot. This characteristic measure is directly related to the behavior of the autocorrelation, the power-spectrum, and other second-order things. And as with these other measures, the Hurst exponent captures and quantifies some but not all of the intrinsic nature of a series. The more elusive characteristics live in the phase spectrum and the higher-order spectra. This research is a continuing quest to (more) fully characterize the dynamical information in time series produced by plasma experiments or models. The goal is to supplement the series information which can be represented by a Hurst exponent, and we would like to develop supplemental techniques in analogy with Hurst's original R/S analysis. These techniques should be another way to plumb the higher-order dynamics.

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.

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.

Solving the flatness problem with an anisotropic instanton in Hořava-Lifshitz gravity

NASA Astrophysics Data System (ADS)

Bramberger, Sebastian F.; Coates, Andrew; Magueijo, João; Mukohyama, Shinji; Namba, Ryo; Watanabe, Yota

2018-02-01

In Hořava-Lifshitz gravity a scaling isotropic in space but anisotropic in spacetime, often called "anisotropic scaling," with the dynamical critical exponent z =3 , lies at the base of its renormalizability. This scaling also leads to a novel mechanism of generating scale-invariant cosmological perturbations, solving the horizon problem without inflation. In this paper we propose a possible solution to the flatness problem, in which we assume that the initial condition of the Universe is set by a small instanton respecting the same scaling. We argue that the mechanism may be more general than the concrete model presented here. We rely simply on the deformed dispersion relations of the theory, and on equipartition of the various forms of energy at the starting point.

Anomalous scaling of passive scalars in rotating flows.

PubMed

Rodriguez Imazio, P; Mininni, P D

2011-06-01

We present results of direct numerical simulations of passive scalar advection and diffusion in turbulent rotating flows. Scaling laws and the development of anisotropy are studied in spectral space, and in real space using an axisymmetric decomposition of velocity and passive scalar structure functions. The passive scalar is more anisotropic than the velocity field, and its power spectrum follows a spectral law consistent with ~ k[Please see text](-3/2). This scaling is explained with phenomenological arguments that consider the effect of rotation. Intermittency is characterized using scaling exponents and probability density functions of velocity and passive scalar increments. In the presence of rotation, intermittency in the velocity field decreases more noticeably than in the passive scalar. The scaling exponents show good agreement with Kraichnan's prediction for passive scalar intermittency in two dimensions, after correcting for the observed scaling of the second-order exponent.

Scaling behavior of microbubbles rising in water-saturated porous media

NASA Astrophysics Data System (ADS)

Kong, X.; Ma, Y.; Scheuermann, A.; Bringemeier, D.; Galindo-Torres, S. A.; Saar, M. O.; Li, L.

2015-12-01

Gas transport in the form of discrete microbubbles in saturated porous media is of importance in a number of processes relevant to many geo-environmental and engineering systems such as bubbling of greenhouse gases in river and sea beds, hydrocarbon gas migration in coal cleats and rock fractures, and air sparging for remediation of soil contaminated with volatile organic compounds. Under the assumption of no or minor volume expansion during gravity-driven migration, the transport of a single microbubble can be well described using various drag force models. However, not enough attention has been paid to the collective behavior of microbubbles during their ascend as a plume through the saturated porous medium, involving dynamic interactions between individual bubbles, bubbles and the ambient fluid, as well as bubbles and the solid matrix. With our quasi-2D, lab-scale microbubble migration experiments, where bubbles are continuously released from a diffuser at the bottom of a porous bed of hydrated gel beads, we establish a scaling relationship between the gas (bubble) release rate and various characteristic parameters of the bubble plume, such as plume tip velocity, plume width, and breakthrough time of the plume front. We find that the characteristic width of the bubble plume varies as a power of both the gas release rate and the bed thickness, with exponents of 0.2 and 0.4, respectively. Moreover, the characteristic breakthrough time also scales with both the gas release rate and the bed thickness with power-law exponents of -0.4 and 1.2, respectively. The mean pore-water velocity of the circulating ambient water also follows a power-law relationship with the gas release rate being an exponent of 0.6 of the gas release rate. This can be quantitatively proven using a simplified momentum exchange model together with the above power-law exponents for the bubble plume. These analyses on the experimental results are carried out on the basis of non-dimensional parameters and variables in order to explore the bubble transport mechanism in a way that is independent of the actual scale of the physical model. Our findings thus have implications for engineering processes and for fundamental research on bubble transport phenomena in porous media in general.

Flight Speeds among Bird Species: Allometric and Phylogenetic Effects

PubMed Central

Alerstam, Thomas; Rosén, Mikael; Bäckman, Johan; Ericson, Per G. P; Hellgren, Olof

2007-01-01

Flight speed is expected to increase with mass and wing loading among flying animals and aircraft for fundamental aerodynamic reasons. Assuming geometrical and dynamical similarity, cruising flight speed is predicted to vary as (body mass)1/6 and (wing loading)1/2 among bird species. To test these scaling rules and the general importance of mass and wing loading for bird flight speeds, we used tracking radar to measure flapping flight speeds of individuals or flocks of migrating birds visually identified to species as well as their altitude and winds at the altitudes where the birds were flying. Equivalent airspeeds (airspeeds corrected to sea level air density, U e) of 138 species, ranging 0.01–10 kg in mass, were analysed in relation to biometry and phylogeny. Scaling exponents in relation to mass and wing loading were significantly smaller than predicted (about 0.12 and 0.32, respectively, with similar results for analyses based on species and independent phylogenetic contrasts). These low scaling exponents may be the result of evolutionary restrictions on bird flight-speed range, counteracting too slow flight speeds among species with low wing loading and too fast speeds among species with high wing loading. This compression of speed range is partly attained through geometric differences, with aspect ratio showing a positive relationship with body mass and wing loading, but additional factors are required to fully explain the small scaling exponent of U e in relation to wing loading. Furthermore, mass and wing loading accounted for only a limited proportion of the variation in U e. Phylogeny was a powerful factor, in combination with wing loading, to account for the variation in U e. These results demonstrate that functional flight adaptations and constraints associated with different evolutionary lineages have an important influence on cruising flapping flight speed that goes beyond the general aerodynamic scaling effects of mass and wing loading. PMID:17645390

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.

Complex Nonlinear Dynamic System of Oligopolies Price Game with Heterogeneous Players Under Noise

NASA Astrophysics Data System (ADS)

Liu, Feng; Li, Yaguang

A nonlinear four oligopolies price game with heterogeneous players, that are boundedly rational and adaptive, is built using two different special demand costs. Based on the theory of complex discrete dynamical system, the stability and the existing equilibrium point are investigated. The complex dynamic behavior is presented via bifurcation diagrams, the Lyapunov exponents to show equilibrium state, bifurcation and chaos with the variation in parameters. As disturbance is ubiquitous in economic systems, this paper focuses on the analysis of delay feedback control method under noise circumstances. Stable dynamics is confirmed to depend mainly on the low price adjustment speed, and if all four players have limited opportunities to stabilize the market, the new adaptive player facing profits of scale are found to be higher than the incumbents of bounded rational.

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.

Theoretical study and control optimization of an integrated pest management predator-prey model with power growth rate.

PubMed

Sun, Kaibiao; Zhang, Tonghua; Tian, Yuan

2016-09-01

This work presents a pest control predator-prey model, where rate of change in prey density follows a scaling law with exponent less than one and the control is by an integrated management strategy. The aim is to investigate the change in system dynamics and determine a pest control level with minimum control price. First, the dynamics of the proposed model without control is investigated by taking the exponent as an index parameter. And then, to determine the frequency of spraying chemical pesticide and yield releases of the predator, the existence of the order-1 periodic orbit of the control system is discussed in cases. Furthermore, to ensure a certain robustness of the adopted control, i.e., for an inaccurately detected species density or a deviation, the control system could be stabilized at the order-1 periodic orbit, the stability of the order-1 periodic orbit is verified by an stability criterion for a general semi-continuous dynamical system. In addition, to minimize the total cost input in pest control, an optimization problem is formulated and the optimum pest control level is obtained. At last, the numerical simulations with a specific model are carried out to complement the theoretical results. Copyright © 2016 Elsevier Inc. All rights reserved.

Kinematic variability, fractal dynamics and local dynamic stability of treadmill walking

PubMed Central

2011-01-01

Background Motorized treadmills are widely used in research or in clinical therapy. Small kinematics, kinetics and energetics changes induced by Treadmill Walking (TW) as compared to Overground Walking (OW) have been reported in literature. The purpose of the present study was to characterize the differences between OW and TW in terms of stride-to-stride variability. Classical (Standard Deviation, SD) and non-linear (fractal dynamics, local dynamic stability) methods were used. In addition, the correlations between the different variability indexes were analyzed. Methods Twenty healthy subjects performed 10 min TW and OW in a random sequence. A triaxial accelerometer recorded trunk accelerations. Kinematic variability was computed as the average SD (MeanSD) of acceleration patterns among standardized strides. Fractal dynamics (scaling exponent α) was assessed by Detrended Fluctuation Analysis (DFA) of stride intervals. Short-term and long-term dynamic stability were estimated by computing the maximal Lyapunov exponents of acceleration signals. Results TW did not modify kinematic gait variability as compared to OW (multivariate T2, p = 0.87). Conversely, TW significantly modified fractal dynamics (t-test, p = 0.01), and both short and long term local dynamic stability (T2 p = 0.0002). No relationship was observed between variability indexes with the exception of significant negative correlation between MeanSD and dynamic stability in TW (3 × 6 canonical correlation, r = 0.94). Conclusions Treadmill induced a less correlated pattern in the stride intervals and increased gait stability, but did not modify kinematic variability in healthy subjects. This could be due to changes in perceptual information induced by treadmill walking that would affect locomotor control of the gait and hence specifically alter non-linear dependencies among consecutive strides. Consequently, the type of walking (i.e. treadmill or overground) is important to consider in each protocol design. PMID:21345241

Quantum fluctuations and the closing of the Coulomb gap in a correlated insulator.

PubMed

Roy, A S; Hoekstra, A F Th; Rosenbaum, T F; Griessen, R

2002-12-30

The "switchable mirror" yttrium hydride is one of the few strongly correlated systems with a continuous Mott-Hubbard metal-insulator transition. We systematically map out the low temperature electrical transport from deep in the insulator to the quantum critical point using persistent photoconductivity as a drive parameter. Both activated hopping over a Coulomb gap and power-law quantum fluctuations must be included to describe the data. Collapse of the data onto a universal curve within a dynamical scaling framework (with corrections) requires znu=6.0+/-0.5, where nu and z are the static and dynamical critical exponents, respectively.

Nonlinear dynamics of the cellular-automaton ``game of Life''

NASA Astrophysics Data System (ADS)

Garcia, J. B. C.; Gomes, M. A. F.; Jyh, T. I.; Ren, T. I.; Sales, T. R. M.

1993-11-01

A statistical analysis of the ``game of Life'' due to Conway [Berlekamp, Conway, and Guy, Winning Ways for Your Mathematical Plays (Academic, New York, 1982), Vol. 2] is reported. The results are based on extensive computer simulations starting with uncorrelated distributions of live sites at t=0. The number n(s,t) of clusters of s live sites at time t, the mean cluster size s¯(t), and the diversity of sizes among other statistical functions are obtained. The dependence of the statistical functions with the initial density of live sites is examined. Several scaling relations as well as static and dynamic critical exponents are found.

Avalanches and scaling collapse in the large-N Kuramoto model

NASA Astrophysics Data System (ADS)

Coleman, J. Patrick; Dahmen, Karin A.; Weaver, Richard L.

2018-04-01

We study avalanches in the Kuramoto model, defined as excursions of the order parameter due to ephemeral episodes of synchronization. We present scaling collapses of the avalanche sizes, durations, heights, and temporal profiles, extracting scaling exponents, exponent relations, and scaling functions that are shown to be consistent with the scaling behavior of the power spectrum, a quantity independent of our particular definition of an avalanche. A comprehensive scaling picture of the noise in the subcritical finite-N Kuramoto model is developed, linking this undriven system to a larger class of driven avalanching systems.

Self-consistent expansion for the molecular beam epitaxy equation

NASA Astrophysics Data System (ADS)

Katzav, Eytan

2002-03-01

Motivated by a controversy over the correct results derived from the dynamic renormalization group (DRG) analysis of the nonlinear molecular beam epitaxy (MBE) equation, a self-consistent expansion for the nonlinear MBE theory is considered. The scaling exponents are obtained for spatially correlated noise of the general form D(r-->-r',t-t')=2D0\\|r-->- r'\\|2ρ-dδ(t-t'). I find a lower critical dimension dc(ρ)=4+2ρ, above which the linear MBE solution appears. Below the lower critical dimension a ρ-dependent strong-coupling solution is found. These results help to resolve the controversy over the correct exponents that describe nonlinear MBE, using a reliable method that proved itself in the past by giving reasonable results for the strong-coupling regime of the Kardar-Parisi-Zhang system (for d>1), where DRG failed to do so.

Self-consistent expansion for the molecular beam epitaxy equation.

PubMed

Katzav, Eytan

2002-03-01

Motivated by a controversy over the correct results derived from the dynamic renormalization group (DRG) analysis of the nonlinear molecular beam epitaxy (MBE) equation, a self-consistent expansion for the nonlinear MBE theory is considered. The scaling exponents are obtained for spatially correlated noise of the general form D(r-r('),t-t('))=2D(0)[r-->-r(')](2rho-d)delta(t-t(')). I find a lower critical dimension d(c)(rho)=4+2rho, above which the linear MBE solution appears. Below the lower critical dimension a rho-dependent strong-coupling solution is found. These results help to resolve the controversy over the correct exponents that describe nonlinear MBE, using a reliable method that proved itself in the past by giving reasonable results for the strong-coupling regime of the Kardar-Parisi-Zhang system (for d>1), where DRG failed to do so.

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.

Phase space trajectories and Lyapunov exponents in the dynamics of an alpha-helical protein lattice with intra- and inter-spine interactions

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

Angelin Jeba, K.; Latha, M. M., E-mail: lathaisaac@yahoo.com; Jain, Sudhir R.

2015-11-15

The nonlinear dynamics of intra- and inter-spine interaction models of alpha-helical proteins is investigated by proposing a Hamiltonian using the first quantized operators. Hamilton's equations of motion are derived, and the dynamics is studied by constructing the trajectories and phase space plots in both cases. The phase space plots display a chaotic behaviour in the dynamics, which opens questions about the relationship between the chaos and exciton-exciton and exciton-phonon interactions. This is verified by plotting the Lyapunov characteristic exponent curves.

The mass distribution of coarse particulate organic matter exported from an Alpine headwater stream

NASA Astrophysics Data System (ADS)

Turowski, J. M.; Badoux, A.; Bunte, K.; Rickli, C.; Federspiel, N.; Jochner, M.

2013-09-01

Coarse particulate organic matter (CPOM) particles span sizes from 1 mm, with a dry mass less than 1 mg, to large logs and entire trees, which can have a dry mass of several hundred kilograms. Pieces of different size and mass play different roles in stream environments, from being the prime source of energy in stream ecosystems to macroscopically determining channel morphology and local hydraulics. We show that a single scaling exponent can describe the mass distribution of CPOM heavier than 0.1 g transported in the Erlenbach, a steep mountain stream in the Swiss pre-Alps. This exponent takes an average value of -1.8, is independent of discharge and valid for particle masses spanning almost seven orders of magnitude. Similarly, the mass distribution of in-stream large woody debris (LWD) in several Swiss streams can be described by power law scaling distributions, with exponents varying between -1.8 and -2.0, if all in-stream LWD is considered, and between -1.3 and -1.8 for material locked in log jams. We found similar values for in-stream and transported material in the literature. We had expected that scaling exponents are determined by stream type, vegetation, climate, substrate properties, and the connectivity between channels and hillslopes. However, none of the descriptor variables tested here, including drainage area, channel bed slope and the percentage of forested area, show a strong control on exponent value. Together with a rating curve of CPOM transport rates with discharge, the scaling exponents can be used in the design of measuring strategies and in natural hazard mitigation.

Characterization of nonstationary chaotic systems

NASA Astrophysics Data System (ADS)

Serquina, Ruth; Lai, Ying-Cheng; Chen, Qingfei

2008-02-01

Nonstationary dynamical systems arise in applications, but little has been done in terms of the characterization of such systems, as most standard notions in nonlinear dynamics such as the Lyapunov exponents and fractal dimensions are developed for stationary dynamical systems. We propose a framework to characterize nonstationary dynamical systems. A natural way is to generate and examine ensemble snapshots using a large number of trajectories, which are capable of revealing the underlying fractal properties of the system. By defining the Lyapunov exponents and the fractal dimension based on a proper probability measure from the ensemble snapshots, we show that the Kaplan-Yorke formula, which is fundamental in nonlinear dynamics, remains valid most of the time even for nonstationary dynamical systems.

Critical decay exponent of the pair contact process with diffusion

NASA Astrophysics Data System (ADS)

Park, Su-Chan

2014-11-01

We investigate the one-dimensional pair contact process with diffusion (PCPD) by extensive Monte Carlo simulations, mainly focusing on the critical density decay exponent δ . To obtain an accurate estimate of δ , we first find the strength of corrections to scaling using the recently introduced method [S.-C. Park. J. Korean Phys. Soc. 62, 469 (2013), 10.3938/jkps.62.469]. For small diffusion rate (d ≤0.5 ), the leading corrections-to-scaling term is found to be ˜t-0.15, whereas for large diffusion rate (d =0.95 ) it is found to be ˜t-0.5. After finding the strength of corrections to scaling, effective exponents are systematically analyzed to conclude that the value of critical decay exponent δ is 0.173 (3 ) irrespective of d . This value should be compared with the critical decay exponent of the directed percolation, 0.1595. In addition, we study two types of crossover. At d =0 , the phase boundary is discontinuous and the crossover from the pair contact process to the PCPD is found to be described by the crossover exponent ϕ =2.6 (1 ) . We claim that the discontinuity of the phase boundary cannot be consistent with the theoretical argument supporting the hypothesis that the PCPD should belong to the DP. At d =1 , the crossover from the mean field PCPD to the PCPD is described by ϕ =2 which is argued to be exact.

Multiscale multifractal DCCA and complexity behaviors of return intervals for Potts price model

NASA Astrophysics Data System (ADS)

Wang, Jie; Wang, Jun; Stanley, H. Eugene

2018-02-01

To investigate the characteristics of extreme events in financial markets and the corresponding return intervals among these events, we use a Potts dynamic system to construct a random financial time series model of the attitudes of market traders. We use multiscale multifractal detrended cross-correlation analysis (MM-DCCA) and Lempel-Ziv complexity (LZC) perform numerical research of the return intervals for two significant China's stock market indices and for the proposed model. The new MM-DCCA method is based on the Hurst surface and provides more interpretable cross-correlations of the dynamic mechanism between different return interval series. We scale the LZC method with different exponents to illustrate the complexity of return intervals in different scales. Empirical studies indicate that the proposed return intervals from the Potts system and the real stock market indices hold similar statistical properties.

Scaling properties of the aerodynamic noise generated by low-speed fans

NASA Astrophysics Data System (ADS)

Canepa, Edward; Cattanei, Andrea; Mazzocut Zecchin, Fabio

2017-11-01

The spectral decomposition algorithm presented in the paper may be applied to selected parts of the SPL spectrum, i.e. to specific noise generating mechanisms. It yields the propagation and the generation functions, and indeed the Mach number scaling exponent associated with each mechanism as a function of the Strouhal number. The input data are SPL spectra obtained from measurements taken during speed ramps. Firstly, the basic theory and the implemented algorithm are described. Then, the behaviour of the new method is analysed with reference to numerically generated spectral data and the results are compared with the ones of an existing method based on the assumption that the scaling exponent is constant. Guidelines for the employment of both methods are provided. Finally, the method is applied to measurements taken on a cooling fan mounted on a test plenum designed following the ISO 10302 standards. The most common noise generating mechanisms are present and attention is focused on the low-frequency part of the spectrum, where the mechanisms are superposed. Generally, both propagation and generation functions are determined with better accuracy than the scaling exponent, whose values are usually consistent with expectations based on coherence and compactness of the acoustic sources. For periodic noise, the computed exponent is less accurate, as the related SPL data set has usually a limited size. The scaling exponent is very sensitive to the details of the experimental data, e.g. to slight inconsistencies or random errors.

Universal depinning transition of domain walls in ultrathin ferromagnets

NASA Astrophysics Data System (ADS)

Diaz Pardo, R.; Savero Torres, W.; Kolton, A. B.; Bustingorry, S.; Jeudy, V.

2017-05-01

We present a quantitative and comparative study of magnetic-field-driven domain-wall depinning transition in different ferromagnetic ultrathin films over a wide range of temperature. We reveal a universal scaling function accounting for both drive and thermal effects on the depinning transition, including critical exponents. The consistent description we obtain for both the depinning and subthreshold thermally activated creep motion should shed light on the universal glassy dynamics of thermally fluctuating elastic objects pinned by disordered energy landscapes.

Centrifuge impact cratering experiments: Scaling laws for non-porous targets

NASA Technical Reports Server (NTRS)

Schmidt, Robert M.

1987-01-01

A geotechnical centrifuge was used to investigate large body impacts onto planetary surfaces. At elevated gravity, it is possible to match various dimensionless similarity parameters which were shown to govern large scale impacts. Observations of crater growth and target flow fields have provided detailed and critical tests of a complete and unified scaling theory for impact cratering. Scaling estimates were determined for nonporous targets. Scaling estimates for large scale cratering in rock proposed previously by others have assumed that the crater radius is proportional to powers of the impactor energy and gravity, with no additional dependence on impact velocity. The size scaling laws determined from ongoing centrifuge experiments differ from earlier ones in three respects. First, a distinct dependence of impact velocity is recognized, even for constant impactor energy. Second, the present energy exponent for low porosity targets, like competent rock, is lower than earlier estimates. Third, the gravity exponent is recognized here as being related to both the energy and the velocity exponents.

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.

Multiple scaling power in liquid gallium under pressure conditions

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

Li, Renfeng; Wang, Luhong; Li, Liangliang

Generally, a single scaling exponent, Df, can characterize the fractal structures of metallic glasses according to the scaling power law. However, when the scaling power law is applied to liquid gallium upon compression, the results show multiple scaling exponents and the values are beyond 3 within the first four coordination spheres in real space, indicating that the power law fails to describe the fractal feature in liquid gallium. The increase in the first coordination number with pressure leads to the fact that first coordination spheres at different pressures are not similar to each other in a geometrical sense. This multiplemore » scaling power behavior is confined within a correlation length of ξ ≈ 14–15 Å at applied pressure according to decay of G(r) in liquid gallium. Beyond this length the liquid gallium system could roughly be viewed as homogeneous, as indicated by the scaling exponent, Ds, which is close to 3 beyond the first four coordination spheres.« less

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

"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.

Fractal correlation properties of R-R interval dynamics and mortality in patients with depressed left ventricular function after an acute myocardial infarction

NASA Technical Reports Server (NTRS)

Huikuri, H. V.; Makikallio, T. H.; Peng, C. K.; Goldberger, A. L.; Hintze, U.; Moller, M.

2000-01-01

BACKGROUND: Preliminary data suggest that the analysis of R-R interval variability by fractal analysis methods may provide clinically useful information on patients with heart failure. The purpose of this study was to compare the prognostic power of new fractal and traditional measures of R-R interval variability as predictors of death after acute myocardial infarction. METHODS AND RESULTS: Time and frequency domain heart rate (HR) variability measures, along with short- and long-term correlation (fractal) properties of R-R intervals (exponents alpha(1) and alpha(2)) and power-law scaling of the power spectra (exponent beta), were assessed from 24-hour Holter recordings in 446 survivors of acute myocardial infarction with a depressed left ventricular function (ejection fraction

Rural to Urban Population Density Scaling of Crime and Property Transactions in English and Welsh Parliamentary Constituencies.

PubMed

Hanley, Quentin S; Lewis, Dan; Ribeiro, Haroldo V

2016-01-01

Urban population scaling of resource use, creativity metrics, and human behaviors has been widely studied. These studies have not looked in detail at the full range of human environments which represent a continuum from the most rural to heavily urban. We examined monthly police crime reports and property transaction values across all 573 Parliamentary Constituencies in England and Wales, finding that scaling models based on population density provided a far superior framework to traditional population scaling. We found four types of scaling: i) non-urban scaling in which a single power law explained the relationship between the metrics and population density from the most rural to heavily urban environments, ii) accelerated scaling in which high population density was associated with an increase in the power-law exponent, iii) inhibited scaling where the urban environment resulted in a reduction in the power-law exponent but remained positive, and iv) collapsed scaling where transition to the high density environment resulted in a negative scaling exponent. Urban scaling transitions, when observed, took place universally between 10 and 70 people per hectare. This study significantly refines our understanding of urban scaling, making clear that some of what has been previously ascribed to urban environments may simply be the high density portion of non-urban scaling. It also makes clear that some metrics undergo specific transitions in urban environments and these transitions can include negative scaling exponents indicative of collapse. This study gives promise of far more sophisticated scale adjusted metrics and indicates that studies of urban scaling represent a high density subsection of overall scaling relationships which continue into rural environments.

Rural to Urban Population Density Scaling of Crime and Property Transactions in English and Welsh Parliamentary Constituencies

PubMed Central

Hanley, Quentin S.; Lewis, Dan; Ribeiro, Haroldo V.

2016-01-01

Urban population scaling of resource use, creativity metrics, and human behaviors has been widely studied. These studies have not looked in detail at the full range of human environments which represent a continuum from the most rural to heavily urban. We examined monthly police crime reports and property transaction values across all 573 Parliamentary Constituencies in England and Wales, finding that scaling models based on population density provided a far superior framework to traditional population scaling. We found four types of scaling: i) non-urban scaling in which a single power law explained the relationship between the metrics and population density from the most rural to heavily urban environments, ii) accelerated scaling in which high population density was associated with an increase in the power-law exponent, iii) inhibited scaling where the urban environment resulted in a reduction in the power-law exponent but remained positive, and iv) collapsed scaling where transition to the high density environment resulted in a negative scaling exponent. Urban scaling transitions, when observed, took place universally between 10 and 70 people per hectare. This study significantly refines our understanding of urban scaling, making clear that some of what has been previously ascribed to urban environments may simply be the high density portion of non-urban scaling. It also makes clear that some metrics undergo specific transitions in urban environments and these transitions can include negative scaling exponents indicative of collapse. This study gives promise of far more sophisticated scale adjusted metrics and indicates that studies of urban scaling represent a high density subsection of overall scaling relationships which continue into rural environments. PMID:26886219

Crossover phenomena in the critical range near magnetic ordering transition

NASA Astrophysics Data System (ADS)

Köbler, U.

2018-05-01

Among the most important issues of Renormalization Group (RG) theory are crossover events and relevant (or non-relevant) interactions. These terms are unknown to atomistic theories but they will be decisive for future field theories of magnetism. In this experimental study the importance of these terms for the critical dynamics above and below magnetic ordering transition is demonstrated on account of new analyses of published data. When crossover events are overlooked and critical data are fitted by a single power function of temperature over a temperature range including a crossover event, imprecise critical exponents result. The rather unsystematic and floating critical exponents reported in literature seem largely to be due to this problem. It is shown that for appropriate data analyses critical exponents are obtained that are to a good approximation rational numbers. In fact, rational critical exponents can be expected when spin dynamics is controlled by the bosons of the continuous magnetic medium (Goldstone bosons). The bosons are essentially magnetic dipole radiation generated by the precessing spins. As a result of the here performed data analyses, critical exponents for the magnetic order parameter of β = 1/2, 1/3, 1/4 and 1/6 are obtained. For the critical paramagnetic susceptibility the exponents are γ = 1 and γ = 4/3.

Effect of inertia on sheared disordered solids: Critical scaling of avalanches in two and three dimensions

NASA Astrophysics Data System (ADS)

Salerno, K. Michael; Robbins, Mark O.

2013-12-01

Molecular dynamics simulations with varying damping are used to examine the effects of inertia and spatial dimension on sheared disordered solids in the athermal quasistatic limit. In all cases the distribution of avalanche sizes follows a power law over at least three orders of magnitude in dissipated energy or stress drop. Scaling exponents are determined using finite-size scaling for systems with 103-106 particles. Three distinct universality classes are identified corresponding to overdamped and underdamped limits, as well as a crossover damping that separates the two regimes. For each universality class, the exponent describing the avalanche distributions is the same in two and three dimensions. The spatial extent of plastic deformation is proportional to the energy dissipated in an avalanche. Both rise much more rapidly with system size in the underdamped limit where inertia is important. Inertia also lowers the mean energy of configurations sampled by the system and leads to an excess of large events like that seen in earthquake distributions for individual faults. The distribution of stress values during shear narrows to zero with increasing system size and may provide useful information about the size of elemental events in experimental systems. For overdamped and crossover systems the stress variation scales inversely with the square root of the system size. For underdamped systems the variation is determined by the size of the largest events.

Balance of excitation and inhibition determines 1/f power spectrum in neuronal networks.

PubMed

Lombardi, F; Herrmann, H J; de Arcangelis, L

2017-04-01

The 1/f-like decay observed in the power spectrum of electro-physiological signals, along with scale-free statistics of the so-called neuronal avalanches, constitutes evidence of criticality in neuronal systems. Recent in vitro studies have shown that avalanche dynamics at criticality corresponds to some specific balance of excitation and inhibition, thus suggesting that this is a basic feature of the critical state of neuronal networks. In particular, a lack of inhibition significantly alters the temporal structure of the spontaneous avalanche activity and leads to an anomalous abundance of large avalanches. Here, we study the relationship between network inhibition and the scaling exponent β of the power spectral density (PSD) of avalanche activity in a neuronal network model inspired in Self-Organized Criticality. We find that this scaling exponent depends on the percentage of inhibitory synapses and tends to the value β = 1 for a percentage of about 30%. More specifically, β is close to 2, namely, Brownian noise, for purely excitatory networks and decreases towards values in the interval [1, 1.4] as the percentage of inhibitory synapses ranges between 20% and 30%, in agreement with experimental findings. These results indicate that the level of inhibition affects the frequency spectrum of resting brain activity and suggest the analysis of the PSD scaling behavior as a possible tool to study pathological conditions.

Balance of excitation and inhibition determines 1/f power spectrum in neuronal networks

NASA Astrophysics Data System (ADS)

Lombardi, F.; Herrmann, H. J.; de Arcangelis, L.

2017-04-01

The 1/f-like decay observed in the power spectrum of electro-physiological signals, along with scale-free statistics of the so-called neuronal avalanches, constitutes evidence of criticality in neuronal systems. Recent in vitro studies have shown that avalanche dynamics at criticality corresponds to some specific balance of excitation and inhibition, thus suggesting that this is a basic feature of the critical state of neuronal networks. In particular, a lack of inhibition significantly alters the temporal structure of the spontaneous avalanche activity and leads to an anomalous abundance of large avalanches. Here, we study the relationship between network inhibition and the scaling exponent β of the power spectral density (PSD) of avalanche activity in a neuronal network model inspired in Self-Organized Criticality. We find that this scaling exponent depends on the percentage of inhibitory synapses and tends to the value β = 1 for a percentage of about 30%. More specifically, β is close to 2, namely, Brownian noise, for purely excitatory networks and decreases towards values in the interval [1, 1.4] as the percentage of inhibitory synapses ranges between 20% and 30%, in agreement with experimental findings. These results indicate that the level of inhibition affects the frequency spectrum of resting brain activity and suggest the analysis of the PSD scaling behavior as a possible tool to study pathological conditions.

Circadian clock and cardiac vulnerability: A time stamp on multi-scale neuroautonomic regulation

NASA Astrophysics Data System (ADS)

Ivanov, Plamen Ch.

2005-03-01

Cardiovascular vulnerability displays a 24-hour pattern with a peak between 9AM and 11AM. This daily pattern in cardiac risk is traditionally attributed to external factors including activity levels and sleep-wake cycles. However,influences from the endogenous circadian pacemaker independent from behaviors may also affect cardiac control. We investigate heartbeat dynamics in healthy subjects recorded throughout a 10-day protocol wherein the sleep/wake and behavior cycles are desynchronized from the endogenous circadian cycle,enabling assessment of circadian factors while controlling for behavior-related factors. We demonstrate that the scaling exponent characterizing temporal correlations in heartbeat dynamics over multiple time scales does exhibit a significant circadian rhythm with a sharp peak at the circadian phase corresponding to the period 9-11AM, and that this rhythm is independent from scheduled behaviors and mean heart rate. Our findings of strong circadian rhythms in the multi-scale heartbeat dynamics of healthy young subjects indicate that the underlying mechanism of cardiac regulation is strongly influenced by the endogenous circadian pacemaker. A similar circadian effect in vulnerable individuals with underlying cardiovascular disease would contribute to the morning peak of adverse cardiac events observed in epidemiological studies.

Dielectric relaxation dynamics and AC conductivity scaling of metal-organic framework (MOF-5) based polymer electrolyte nanocomposites incorporated with ionic liquid

NASA Astrophysics Data System (ADS)

Dutta, Rituraj; Kumar, A.

2017-10-01

Dielectric relaxation dynamics and AC conductivity scaling of a metal-organic framework (MOF-5) based poly (vinylidene fluoride-co-hexafluoropropylene) (PVdf-HFP) incorporated with 1-Butyl-3-methylimidazolium hexafluorophosphate have been studied over a frequency range of 40 Hz-5 MHz and in the temperature range of 300 K-380 K. High values of dielectric permittivity (~{{\\varepsilon }\\prime} ) having strong dispersion are obtained at low frequency because of interfacial polarization. The real part of the dielectric modulus spectra (M‧) shows no prominent peak, whereas the imaginary part (M″) shows certain peaks, with a reduction in relaxation time (τ) that can be attributed to a non-Debye relaxation mechanism. The spectra also depict both concentration- and temperature-independent scaling behavior. The power law dependent variation of AC conductivity follows the jump relaxation model and reveals activated ion hopping over diffusion barriers. The value of the frequency exponent is observed to decrease with increasing concentration of ionic liquid, indicating the forward hopping of ions in the relaxation process. The AC conductivity scaling curves at different temperatures also depict the temperature-independent relaxation dynamics.

2D scaling behavior of nanotextured GaN surfaces: A case study of hillocked and terraced surfaces

NASA Astrophysics Data System (ADS)

Mutta, Geeta Rani; Carapezzi, Stefania

2018-07-01

The 2D scaling properties of GaN surfaces have been studied by means of the 2D height-height correlation function (HHCF). The GaN layers under investigation presented exemplar morphologies, generated by distinct growth methods: a molecular beam epitaxy (MBE) grown surface decorated by hillocks and a metal organic vapor phase epitaxy (MOVPE) grown surface with terraced structure. The 2D statistical analysis of these surfaces has allowed assessing quantitatively the degree of morphological variability along all the different directions across each surface, their corresponding roughness exponents and correlation lengths. A scaling anisotropy as well as correlation length anisotropy has been detected for both hillocked and terraced surfaces. Especially, a marked dependence of correlation length from the direction across the terraced surface has been observed. Additionally, the terraced surfaces showed the lower root mean square (RMS) roughness value and at the same time, the lower roughness exponent value. This could appear as a contradiction, given that a low RMS value is associated to a smooth surface, and usually the roughness exponent is interpreted as a "measure" of the smoothness of the surface, the smoother the surface, the higher (approaching the unity) is the roughness exponent. Our case study is an experimental demonstration in which the roughness exponent should be, more appropriately, interpreted as a quantification of how the roughness changes with length scale.

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.

Structure Function Scaling Exponent and Intermittency in the Wake of a Wind Turbine Array

NASA Astrophysics Data System (ADS)

Aseyev, Aleksandr; Ali, Naseem; Cal, Raul

2015-11-01

Hot-wire measurements obtained in a 3 × 3 wind turbine array boundary layer are utilized to analyze high order structure functions, intermittency effects as well as the probability density functions of velocity increments at different scales within the energy cascade. The intermittency exponent is found to be greater in the far wake region in comparison to the near wake. At hub height, the intermittency exponent is found to be null. ESS scaling exponents of the second, fourth, and fifth order structure functions remain relatively constant as a function of height in the far-wake whereas in the near-wake these highly affected by the passage of the rotor thus showing a dependence on physical location. When comparing with proposed models, these generally over predict the structure functions in the far wake region. The pdf distributions in the far wake region display wider tails compared to the near wake region, and constant skewness hypothesis based on the local isotropy is verified in the wake. CBET-1034581.

Scaling functions and scaling exponents in turbulence

NASA Astrophysics Data System (ADS)

Stolovitzky, G.; Sreenivasan, K. R.; Juneja, A.

1993-11-01

We extend the recent work of Sirovich, Smith, and Yakhot (unpublished) and obtain for structure functions of arbitrary order an expression that is uniformly valid for the dissipation as well as the inertial range of scales. We compare the expression with experimental data obtained in a moderate-Reynolds-number turbulent boundary layer and find good agreement. This enables a more definitive determination of the scaling exponents and intermittency corrections than has been possible in the past. The results are substantiated by several consistency checks.

Modeling Long-Term Fluvial Incision : Shall we Care for the Details of Short-Term Fluvial Dynamics?

NASA Astrophysics Data System (ADS)

Lague, D.; Davy, P.

2008-12-01

Fluvial incision laws used in numerical models of coupled climate, erosion and tectonics systems are mainly based on the family of stream power laws for which the rate of local erosion E is a power function of the topographic slope S and the local mean discharge Q : E = K Qm Sn. The exponents m and n are generally taken as (0.35, 0.7) or (0.5, 1), and K is chosen such that the predicted topographic elevation given the prevailing rates of precipitation and tectonics stay within realistic values. The resulting topographies are reasonably realistic, and the coupled system dynamics behaves somehow as expected : more precipitation induces increased erosion and localization of the deformation. Yet, if we now focus on smaller scale fluvial dynamics (the reach scale), recent advances have suggested that discharge variability, channel width dynamics or sediment flux effects may play a significant role in controlling incision rates. These are not factored in the simple stream power law model. In this work, we study how these short- term details propagate into long-term incision dynamics within the framework of surface/tectonics coupled numerical models. To upscale the short term dynamics to geological timescales, we use a numerical model of a trapezoidal river in which vertical and lateral incision processes are computed from fluid shear stress at a daily timescale, sediment transport and protection effects are factored in, as well as a variable discharge. We show that the stream power law model might still be a valid model but that as soon as realistic effects are included such as a threshold for sediment transport, variable discharge and dynamic width the resulting exponents m and n can be as high as 2 and 4. This high non-linearity has a profound consequence on the sensitivity of fluvial relief to incision rate. We also show that additional complexity does not systematically translates into more non-linear behaviour. For instance, considering only a dynamical width without discharge variability does not induce a significant difference in the predicted long-term incision law and scaling of relief with incision rate at steady-state. We conclude that the simple stream power law models currently in use are false, and that details of short-term fluvial dynamics must make their way into long-term evolution models to avoid oversimplifying the coupled dynamics between erosion, tectonics and climate.

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

Multi-scale correlations in different futures markets

NASA Astrophysics Data System (ADS)

Bartolozzi, M.; Mellen, C.; di Matteo, T.; Aste, T.

2007-07-01

In the present work we investigate the multiscale nature of the correlations for high frequency data (1 min) in different futures markets over a period of two years, starting on the 1st of January 2003 and ending on the 31st of December 2004. In particular, by using the concept of local Hurst exponent, we point out how the behaviour of this parameter, usually considered as a benchmark for persistency/antipersistency recognition in time series, is largely time-scale dependent in the market context. These findings are a direct consequence of the intrinsic complexity of a system where trading strategies are scale-adaptive. Moreover, our analysis points out different regimes in the dynamical behaviour of the market indices under consideration.

What Is a Complex Innovation System?

PubMed Central

Katz, J. Sylvan

2016-01-01

Innovation systems are sometimes referred to as complex systems, something that is intuitively understood but poorly defined. A complex system dynamically evolves in non-linear ways giving it unique properties that distinguish it from other systems. In particular, a common signature of complex systems is scale-invariant emergent properties. A scale-invariant property can be identified because it is solely described by a power law function, f(x) = kxα, where the exponent, α, is a measure of scale-invariance. The focus of this paper is to describe and illustrate that innovation systems have properties of a complex adaptive system. In particular scale-invariant emergent properties indicative of their complex nature that can be quantified and used to inform public policy. The global research system is an example of an innovation system. Peer-reviewed publications containing knowledge are a characteristic output. Citations or references to these articles are an indirect measure of the impact the knowledge has on the research community. Peer-reviewed papers indexed in Scopus and in the Web of Science were used as data sources to produce measures of sizes and impact. These measures are used to illustrate how scale-invariant properties can be identified and quantified. It is demonstrated that the distribution of impact has a reasonable likelihood of being scale-invariant with scaling exponents that tended toward a value of less than 3.0 with the passage of time and decreasing group sizes. Scale-invariant correlations are shown between the evolution of impact and size with time and between field impact and sizes at points in time. The recursive or self-similar nature of scale-invariance suggests that any smaller innovation system within the global research system is likely to be complex with scale-invariant properties too. PMID:27258040

Scaling properties of the Arctic sea ice Deformation from Buoy Dispersion Analysis

NASA Astrophysics Data System (ADS)

Weiss, J.; Rampal, P.; Marsan, D.; Lindsay, R.; Stern, H.

2007-12-01

A temporal and spatial scaling analysis of Arctic sea ice deformation is performed over time scales from 3 hours to 3 months and over spatial scales from 300 m to 300 km. The deformation is derived from the dispersion of pairs of drifting buoys, using the IABP (International Arctic Buoy Program) buoy data sets. This study characterizes the deformation of a very large solid plate -the Arctic sea ice cover- stressed by heterogeneous forcing terms like winds and ocean currents. It shows that the sea ice deformation rate depends on the scales of observation following specific space and time scaling laws. These scaling properties share similarities with those observed for turbulent fluids, especially for the ocean and the atmosphere. However, in our case, the time scaling exponent depends on the spatial scale, and the spatial exponent on the temporal scale, which implies a time/space coupling. An analysis of the exponent values shows that Arctic sea ice deformation is very heterogeneous and intermittent whatever the scales, i.e. it cannot be considered as viscous-like, even at very large time and/or spatial scales. Instead, it suggests a deformation accommodated by a multi-scale fracturing/faulting processes.

Nonlinear analysis of pupillary dynamics.

PubMed

Onorati, Francesco; Mainardi, Luca Tommaso; Sirca, Fabiola; Russo, Vincenzo; Barbieri, Riccardo

2016-02-01

Pupil size reflects autonomic response to different environmental and behavioral stimuli, and its dynamics have been linked to other autonomic correlates such as cardiac and respiratory rhythms. The aim of this study is to assess the nonlinear characteristics of pupil size of 25 normal subjects who participated in a psychophysiological experimental protocol with four experimental conditions, namely “baseline”, “anger”, “joy”, and “sadness”. Nonlinear measures, such as sample entropy, correlation dimension, and largest Lyapunov exponent, were computed on reconstructed signals of spontaneous fluctuations of pupil dilation. Nonparametric statistical tests were performed on surrogate data to verify that the nonlinear measures are an intrinsic characteristic of the signals. We then developed and applied a piecewise linear regression model to detrended fluctuation analysis (DFA). Two joinpoints and three scaling intervals were identified: slope α0, at slow time scales, represents a persistent nonstationary long-range correlation, whereas α1 and α2, at middle and fast time scales, respectively, represent long-range power-law correlations, similarly to DFA applied to heart rate variability signals. Of the computed complexity measures, α0 showed statistically significant differences among experimental conditions (p<0.001). Our results suggest that (a) pupil size at constant light condition is characterized by nonlinear dynamics, (b) three well-defined and distinct long-memory processes exist at different time scales, and (c) autonomic stimulation is partially reflected in nonlinear dynamics. (c) autonomic stimulation is partially reflected in nonlinear dynamics.

Developing and Validating a Synthetic Teammate

DTIC Science & Technology

2010-01-31

reveals the stability of team coordination dynamics, the Hurst exponent , was also analyzed to determine if there was a coordination stability...difference between communication groups. An independent samples Mest on the average Hurst exponents across teams revealed that text-comm teams were, on

On the origin of bursts and heavy tails in animal dynamics

NASA Astrophysics Data System (ADS)

Reynolds, A. M.

2011-01-01

Over recent years there has been an accumulation of evidence that many animal behaviours are characterised by common scale-invariant patterns of switching between two contrasting activities over a period of time. This is evidenced in mammalian wake-sleep patterns, in the intermittent stop-start locomotion of Drosophila fruit flies, and in the Lévy walk movement patterns of a diverse range of animals in which straight-line movements are punctuated by occasional turns. Here it is shown that these dynamics can be modelled by a stochastic variant of Barabási’s model [A.-L. Barabási, The origin of bursts and heavy tails in human dynamics, Nature 435 (2005) 207-211] for bursts and heavy tails in human dynamics. The new model captures a tension between two competing and conflicting activities. The durations of one type of activity are distributed according to an inverse-square power-law, mirroring the ubiquity of inverse-square power-law scaling seen in empirical data. The durations of the second type of activity follow exponential distributions with characteristic timescales that depend on species and metabolic rates. This again is a common feature of animal behaviour. Bursty human dynamics, on the other hand, are characterised by power-law distributions with scaling exponents close to -1 and -3/2.

The Statistics of Urban Scaling and Their Connection to Zipf’s Law

PubMed Central

Gomez-Lievano, Andres; Youn, HyeJin; Bettencourt, Luís M. A.

2012-01-01

Urban scaling relations characterizing how diverse properties of cities vary on average with their population size have recently been shown to be a general quantitative property of many urban systems around the world. However, in previous studies the statistics of urban indicators were not analyzed in detail, raising important questions about the full characterization of urban properties and how scaling relations may emerge in these larger contexts. Here, we build a self-consistent statistical framework that characterizes the joint probability distributions of urban indicators and city population sizes across an urban system. To develop this framework empirically we use one of the most granular and stochastic urban indicators available, specifically measuring homicides in cities of Brazil, Colombia and Mexico, three nations with high and fast changing rates of violent crime. We use these data to derive the conditional probability of the number of homicides per year given the population size of a city. To do this we use Bayes’ rule together with the estimated conditional probability of city size given their number of homicides and the distribution of total homicides. We then show that scaling laws emerge as expectation values of these conditional statistics. Knowledge of these distributions implies, in turn, a relationship between scaling and population size distribution exponents that can be used to predict Zipf’s exponent from urban indicator statistics. Our results also suggest how a general statistical theory of urban indicators may be constructed from the stochastic dynamics of social interaction processes in cities. PMID:22815745

Statistics of zero crossings in rough interfaces with fractional elasticity

NASA Astrophysics Data System (ADS)

Zamorategui, Arturo L.; Lecomte, Vivien; Kolton, Alejandro B.

2018-04-01

We study numerically the distribution of zero crossings in one-dimensional elastic interfaces described by an overdamped Langevin dynamics with periodic boundary conditions. We model the elastic forces with a Riesz-Feller fractional Laplacian of order z =1 +2 ζ , such that the interfaces spontaneously relax, with a dynamical exponent z , to a self-affine geometry with roughness exponent ζ . By continuously increasing from ζ =-1 /2 (macroscopically flat interface described by independent Ornstein-Uhlenbeck processes [Phys. Rev. 36, 823 (1930), 10.1103/PhysRev.36.823]) to ζ =3 /2 (super-rough Mullins-Herring interface), three different regimes are identified: (I) -1 /2 <ζ <0 , (II) 0 <ζ <1 , and (III) 1 <ζ <3 /2 . Starting from a flat initial condition, the mean number of zeros of the discretized interface (I) decays exponentially in time and reaches an extensive value in the system size, or decays as a power-law towards (II) a subextensive or (III) an intensive value. In the steady state, the distribution of intervals between zeros changes from an exponential decay in (I) to a power-law decay P (ℓ ) ˜ℓ-γ in (II) and (III). While in (II) γ =1 -θ with θ =1 -ζ the steady-state persistence exponent, in (III) we obtain γ =3 -2 ζ , different from the exponent γ =1 expected from the prediction θ =0 for infinite super-rough interfaces with ζ >1 . The effect on P (ℓ ) of short-scale smoothening is also analyzed numerically and analytically. A tight relation between the mean interval, the mean width of the interface, and the density of zeros is also reported. The results drawn from our analysis of rough interfaces subject to particular boundary conditions or constraints, along with discretization effects, are relevant for the practical analysis of zeros in interface imaging experiments or in numerical analysis.

Critical phenomena at a first-order phase transition in a lattice of glow lamps: Experimental findings and analogy to neural activity

NASA Astrophysics Data System (ADS)

Minati, Ludovico; de Candia, Antonio; Scarpetta, Silvia

2016-07-01

Networks of non-linear electronic oscillators have shown potential as physical models of neural dynamics. However, two properties of brain activity, namely, criticality and metastability, remain under-investigated with this approach. Here, we present a simple circuit that exhibits both phenomena. The apparatus consists of a two-dimensional square lattice of capacitively coupled glow (neon) lamps. The dynamics of lamp breakdown (flash) events are controlled by a DC voltage globally connected to all nodes via fixed resistors. Depending on this parameter, two phases having distinct event rate and degree of spatiotemporal order are observed. The transition between them is hysteretic, thus a first-order one, and it is possible to enter a metastability region, wherein, approaching a spinodal point, critical phenomena emerge. Avalanches of events occur according to power-law distributions having exponents ≈3/2 for size and ≈2 for duration, and fractal structure is evident as power-law scaling of the Fano factor. These critical exponents overlap observations in biological neural networks; hence, this circuit may have value as building block to realize corresponding physical models.

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.

Critical phenomena at a first-order phase transition in a lattice of glow lamps: Experimental findings and analogy to neural activity

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

Minati, Ludovico, E-mail: lminati@ieee.org, E-mail: ludovico.minati@unitn.it, E-mail: ludovico.minati@ifj.edu; Complex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, Kraków; Candia, Antonio de

2016-07-15

Networks of non-linear electronic oscillators have shown potential as physical models of neural dynamics. However, two properties of brain activity, namely, criticality and metastability, remain under-investigated with this approach. Here, we present a simple circuit that exhibits both phenomena. The apparatus consists of a two-dimensional square lattice of capacitively coupled glow (neon) lamps. The dynamics of lamp breakdown (flash) events are controlled by a DC voltage globally connected to all nodes via fixed resistors. Depending on this parameter, two phases having distinct event rate and degree of spatiotemporal order are observed. The transition between them is hysteretic, thus a first-ordermore » one, and it is possible to enter a metastability region, wherein, approaching a spinodal point, critical phenomena emerge. Avalanches of events occur according to power-law distributions having exponents ≈3/2 for size and ≈2 for duration, and fractal structure is evident as power-law scaling of the Fano factor. These critical exponents overlap observations in biological neural networks; hence, this circuit may have value as building block to realize corresponding physical models.« less

Mind-to-mind heteroclinic coordination: Model of sequential episodic memory initiation.

PubMed

Afraimovich, V S; Zaks, M A; Rabinovich, M I

2018-05-01

Retrieval of episodic memory is a dynamical process in the large scale brain networks. In social groups, the neural patterns, associated with specific events directly experienced by single members, are encoded, recalled, and shared by all participants. Here, we construct and study the dynamical model for the formation and maintaining of episodic memory in small ensembles of interacting minds. We prove that the unconventional dynamical attractor of this process-the nonsmooth heteroclinic torus-is structurally stable within the Lotka-Volterra-like sets of equations. Dynamics on this torus combines the absence of chaos with asymptotic instability of every separate trajectory; its adequate quantitative characteristics are length-related Lyapunov exponents. Variation of the coupling strength between the participants results in different types of sequential switching between metastable states; we interpret them as stages in formation and modification of the episodic memory.

Mind-to-mind heteroclinic coordination: Model of sequential episodic memory initiation

NASA Astrophysics Data System (ADS)

Afraimovich, V. S.; Zaks, M. A.; Rabinovich, M. I.

2018-05-01

Retrieval of episodic memory is a dynamical process in the large scale brain networks. In social groups, the neural patterns, associated with specific events directly experienced by single members, are encoded, recalled, and shared by all participants. Here, we construct and study the dynamical model for the formation and maintaining of episodic memory in small ensembles of interacting minds. We prove that the unconventional dynamical attractor of this process—the nonsmooth heteroclinic torus—is structurally stable within the Lotka-Volterra-like sets of equations. Dynamics on this torus combines the absence of chaos with asymptotic instability of every separate trajectory; its adequate quantitative characteristics are length-related Lyapunov exponents. Variation of the coupling strength between the participants results in different types of sequential switching between metastable states; we interpret them as stages in formation and modification of the episodic memory.

Spatio-temporal organization of dynamics in a two-dimensional periodically driven vortex flow: A Lagrangian flow network perspective.

PubMed

Lindner, Michael; Donner, Reik V

2017-03-01

We study the Lagrangian dynamics of passive tracers in a simple model of a driven two-dimensional vortex resembling real-world geophysical flow patterns. Using a discrete approximation of the system's transfer operator, we construct a directed network that describes the exchange of mass between distinct regions of the flow domain. By studying different measures characterizing flow network connectivity at different time-scales, we are able to identify the location of dynamically invariant structures and regions of maximum dispersion. Specifically, our approach allows us to delimit co-existing flow regimes with different dynamics. To validate our findings, we compare several network characteristics to the well-established finite-time Lyapunov exponents and apply a receiver operating characteristic analysis to identify network measures that are particularly useful for unveiling the skeleton of Lagrangian chaos.

Leo Szilard Lectureship Award Talk - Universal Scaling Laws from Cells to Cities; A Physicist's Search for Quantitative, Unified Theories of Biological and Social Structure and Dynamics

NASA Astrophysics Data System (ADS)

West, Geoffrey

2013-04-01

Many of the most challenging, exciting and profound questions facing science and society, from the origins of life to global sustainability, fall under the banner of ``complex adaptive systems.'' This talk explores how scaling can be used to begin to develop physics-inspired quantitative, predictive, coarse-grained theories for understanding their structure, dynamics and organization based on underlying mathematisable principles. Remarkably, most physiological, organisational and life history phenomena in biology and socio-economic systems scale in a simple and ``universal'' fashion: metabolic rate scales approximately as the 3/4-power of mass over 27 orders of magnitude from complex molecules to the largest organisms. Time-scales (such as lifespans and growth-rates) and sizes (such as genome lengths and RNA densities) scale with exponents which are typically simple multiples of 1/4, suggesting that fundamental constraints underlie much of the generic structure and dynamics of living systems. These scaling laws follow from dynamical and geometrical properties of space-filling, fractal-like, hierarchical branching networks, presumed optimised by natural selection. This leads to a general framework that potentially captures essential features of diverse systems including vasculature, ontogenetic growth, cancer, aging and mortality, sleep, cell size, and DNA nucleotide substitution rates. Cities and companies also scale: wages, profits, patents, crime, disease, pollution, road lengths scale similarly across the globe, reflecting underlying universal social network dynamics which point to general principles of organization transcending their individuality. These have dramatic implications for global sustainability: innovation and wealth creation that fuel social systems, left unchecked, potentially sow the seeds for their inevitable collapse.

Fractal Folding and Medium Viscoelasticity Contribute Jointly to Chromosome Dynamics

NASA Astrophysics Data System (ADS)

Polovnikov, K. E.; Gherardi, M.; Cosentino-Lagomarsino, M.; Tamm, M. V.

2018-02-01

Chromosomes are key players of cell physiology, their dynamics provides valuable information about its physical organization. In both prokaryotes and eukaryotes, the short-time motion of chromosomal loci has been described with a Rouse model in a simple or viscoelastic medium. However, little emphasis has been put on the influence of the folded organization of chromosomes on the local dynamics. Clearly, stress propagation, and thus dynamics, must be affected by such organization, but a theory allowing us to extract such information from data, e.g., on two-point correlations, is lacking. Here, we describe a theoretical framework able to answer this general polymer dynamics question. We provide a scaling analysis of the stress-propagation time between two loci at a given arclength distance along the chromosomal coordinate. The results suggest a precise way to assess folding information from the dynamical coupling of chromosome segments. Additionally, we realize this framework in a specific model of a polymer whose long-range interactions are designed to make it fold in a fractal way and immersed in a medium characterized by subdiffusive fractional Langevin motion with a tunable scaling exponent. This allows us to derive explicit analytical expressions for the correlation functions.

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.

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.

Long time, large scale properties of the noisy driven-diffusion equation

NASA Astrophysics Data System (ADS)

Prakash, J. Ravi; Bouchaud, J. P.; Edwards, S. F.

1994-07-01

We study the driven-diffusion equation, describing the dynamics of density fluctuations delta-rho(x-vector, t) in powders or traffic flows. We have performed quite detailed numerical simulations of this equation in one dimension, focusing in particular on the scaling behavior of the correlation function (delta-rho(x-vector, t)delta-rho(0, 0)). One of our motivations was to assess the validity of various theoretical approaches, such as Renormalization Group and different self consistent truncation schemes, to these nonlinear dynamical equations. Although all of them are seen to predict correctly the scaling exponents, only one of them (where the non-exponential nature of the relaxation is taken into account) is able to reproduce satisfactorily the value of the numerical prefactors. Several other interesting issues, such as the noise spectrum of the output current, or the statistics of distance between jams (showing a transition between a `laminar' regime for small noise to a `jammed' regime for higher noise) are also investigated.

Scaling properties of sea ice deformation from buoy dispersion analysis

NASA Astrophysics Data System (ADS)

Rampal, P.; Weiss, J.; Marsan, D.; Lindsay, R.; Stern, H.

2008-03-01

A temporal and spatial scaling analysis of Arctic sea ice deformation is performed over timescales from 3 h to 3 months and over spatial scales from 300 m to 300 km. The deformation is derived from the dispersion of pairs of drifting buoys, using the IABP (International Arctic Buoy Program) buoy data sets. This study characterizes the deformation of a very large solid plate (the Arctic sea ice cover) stressed by heterogeneous forcing terms like winds and ocean currents. It shows that the sea ice deformation rate depends on the scales of observation following specific space and time scaling laws. These scaling properties share similarities with those observed for turbulent fluids, especially for the ocean and the atmosphere. However, in our case, the time scaling exponent depends on the spatial scale, and the spatial exponent on the temporal scale, which implies a time/space coupling. An analysis of the exponent values shows that Arctic sea ice deformation is very heterogeneous and intermittent whatever the scales, i.e., it cannot be considered as viscous-like, even at very large time and/or spatial scales. Instead, it suggests a deformation accommodated by a multiscale fracturing/faulting processes.

Critical Exponents, Scaling Law, Universality and Renormalization Group Flow in Strong Coupling QED

NASA Astrophysics Data System (ADS)

Kondo, Kei-Ichi

The critical behavior of strongly coupled QED with a chiral-invariant four-fermion interaction (gauged Nambu-Jona-Lasinio model) is investigated through the unquenched Schwinger-Dyson equation including the fermion loop effect at the one-loop level. It is shown that the critical exponents satisfy the (hyper)scaling relations as in the quenched case. However, the respective critical exponent takes the classical mean-field value, and consequently unquenched QED belongs to the same universality class as the zero-charge model. On the other hand, it is pointed out that quenched QED violates not only universality but also weak universality, due to continuously varying critical exponents. Furthermore, the renormalization group flow of constant renormalized charge is given. All the results are consistent with triviality of QED and the gauged Nambu-Jona-Lasinio model in the unquenched case.

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

Data collapse and critical dynamics in neuronal avalanche data

NASA Astrophysics Data System (ADS)

Butler, Thomas; Friedman, Nir; Dahmen, Karin; Beggs, John; Deville, Lee; Ito, Shinya

2012-02-01

The tasks of information processing, computation, and response to stimuli require neural computation to be remarkably flexible and diverse. To optimally satisfy the demands of neural computation, neuronal networks have been hypothesized to operate near a non-equilibrium critical point. In spite of their importance for neural dynamics, experimental evidence for critical dynamics has been primarily limited to power law statistics that can also emerge from non-critical mechanisms. By tracking the firing of large numbers of synaptically connected cortical neurons and comparing the resulting data to the predictions of critical phenomena, we show that cortical tissues in vitro can function near criticality. Among the most striking predictions of critical dynamics is that the mean temporal profiles of avalanches of widely varying durations are quantitatively described by a single universal scaling function (data collapse). We show for the first time that this prediction is confirmed in neuronal networks. We also show that the data have three additional features predicted by critical phenomena: approximate power law distributions of avalanche sizes and durations, samples in subcritical and supercritical phases, and scaling laws between anomalous exponents.

Allometric Scaling of Wingate Anaerobic Power Test Scores in Women

ERIC Educational Resources Information Center

Hetzler, Ronald K.; Stickley, Christopher D.; Kimura, Iris F.

2011-01-01

In this study, we developed allometric exponents for scaling Wingate anaerobic test (WAnT) power data that are reflective in controlling for body mass (BM) and lean body mass (LBM) and established a normative WAnT data set for college-age women. One hundred women completed a standard WAnT. Allometric exponents and percentile ranks for peak (PP)…

Robust uniform persistence in discrete and continuous dynamical systems using Lyapunov exponents.

PubMed

Salceanu, Paul L

2011-07-01

This paper extends the work of Salceanu and Smith [12, 13] where Lyapunov exponents were used to obtain conditions for uniform persistence ina class of dissipative discrete-time dynamical systems on the positive orthant of R(m), generated by maps. Here a united approach is taken, for both discrete and continuous time, and the dissipativity assumption is relaxed. Sufficient conditions are given for compact subsets of an invariant part of the boundary of R(m+) to be robust uniform weak repellers. These conditions require Lyapunov exponents be positive on such sets. It is shown how this leads to robust uniform persistence. The results apply to the investigation of robust uniform persistence of the disease in host populations, as shown in an application.

Power Scaling of Petroleum Field Sizes and Movie Box Office Earnings.

NASA Astrophysics Data System (ADS)

Haley, J. A.; Barton, C. C.

2017-12-01

The size-cumulative frequency distribution of petroleum fields has long been shown to be power scaling, Mandelbrot, 1963, and Barton and Scholz, 1995. The scaling exponents for petroleum field volumes range from 0.8 to 1.08 worldwide and are used to assess the size and number of undiscovered fields. The size-cumulative frequency distribution of movie box office earnings also exhibits a power scaling distribution for domestic, overseas, and worldwide gross box office earnings for the top 668 earning movies released between 1939 and 2016 (http://www.boxofficemojo.com/alltime/). Box office earnings were reported in the dollars-of-the-day and were converted to 2015 U.S. dollars using the U.S. consumer price index (CPI) for domestic and overseas earnings. Because overseas earnings are not reported by country and there is no single inflation index appropriate for all overseas countries. Adjusting the box office earnings using the CPI index has two effects on the power functions fit. The first is that the scaling exponent has a narrow range (2.3 - 2.5) between the three data sets; and second, the scatter of the data points fit by the power function is reduced. The scaling exponents for the adjusted value are; 2.3 for domestic box office earnings, 2.5 for overseas box office earnings, and 2.5 worldwide box office earnings. The smaller the scaling exponent the greater the proportion of all earnings is contributed by a smaller proportion of all the movies: where E = P (a-2)/(a-1) where E is the percentage of earnings, P is the percentage of all movies in the data set. The scaling exponents for box office earnings (2.3 - 2.5) means that approximately 20% of the top earning movies contribute 70-55% of all the earnings for domestic, worldwide earnings respectively.

Scaling behavior in the dynamics of citations to scientific journals

NASA Astrophysics Data System (ADS)

Picoli, S., Jr.; Mendes, R. S.; Malacarne, L. C.; Lenzi, E. K.

2006-08-01

We analyze a database comprising the impact factor (citations per recent items published) of scientific journals for a 13-year period (1992 2004). We find that i) the distribution of impact factors follows asymptotic power law behavior, ii) the distribution of annual logarithmic growth rates has an exponential form, and iii) the width of this distribution decays with the impact factor as a power law with exponent β simeq 0.22. The results ii) and iii) are surprising similar to those observed in the growth dynamics of organizations with complex internal structure suggesting the existence of common mechanisms underlying the dynamics of these systems. We propose a general model for such systems, an extension of the simplest model for firm growth, and compare their predictions with our empirical results.

Multi-scaling modelling in financial markets

NASA Astrophysics Data System (ADS)

Liu, Ruipeng; Aste, Tomaso; Di Matteo, T.

2007-12-01

In the recent years, a new wave of interest spurred the involvement of complexity in finance which might provide a guideline to understand the mechanism of financial markets, and researchers with different backgrounds have made increasing contributions introducing new techniques and methodologies. In this paper, Markov-switching multifractal models (MSM) are briefly reviewed and the multi-scaling properties of different financial data are analyzed by computing the scaling exponents by means of the generalized Hurst exponent H(q). In particular we have considered H(q) for price data, absolute returns and squared returns of different empirical financial time series. We have computed H(q) for the simulated data based on the MSM models with Binomial and Lognormal distributions of the volatility components. The results demonstrate the capacity of the multifractal (MF) models to capture the stylized facts in finance, and the ability of the generalized Hurst exponents approach to detect the scaling feature of financial time series.

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.

A finite-time exponent for random Ehrenfest gas

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

Moudgalya, Sanjay; Chandra, Sarthak; Jain, Sudhir R., E-mail: srjain@barc.gov.in

2015-10-15

We consider the motion of a system of free particles moving on a plane with regular hard polygonal scatterers arranged in a random manner. Calling this the Ehrenfest gas, which is known to have a zero Lyapunov exponent, we propose a finite-time exponent to characterize its dynamics. As the number of sides of the polygon goes to infinity, when polygon tends to a circle, we recover the usual Lyapunov exponent for the Lorentz gas from the exponent proposed here. To obtain this result, we generalize the reflection law of a beam of rays incident on a polygonal scatterer in amore » way that the formula for the circular scatterer is recovered in the limit of infinite number of vertices. Thus, chaos emerges from pseudochaos in an appropriate limit. - Highlights: • We present a finite-time exponent for particles moving in a plane containing polygonal scatterers. • The exponent found recovers the Lyapunov exponent in the limit of the polygon becoming a circle. • Our findings unify pseudointegrable and chaotic scattering via a generalized collision rule. • Stretch and fold:shuffle and cut :: Lyapunov:finite-time exponent :: fluid:granular mixing.« less

Flux line relaxation kinetics following current quenches in disordered type-II superconductors

NASA Astrophysics Data System (ADS)

Chaturvedi, Harshwardhan; Assi, Hiba; Dobramysl, Ulrich; Pleimling, Michel; Täuber, Uwe

We describe the disordered vortex system in type-II superconductors with an elastic line model, whose dynamics we investigate numerically by means of Langevin Molecular Dynamics. A system of driven interacting flux lines in a sample with randomly distributed point pinning centers is subjected to drive quench from a moving non-equilibrium steady state into one of three regimes viz. moving (steady state), pinned (glassy) or depinning (critical). The first yields fast exponential relaxation to the new non-equilibrium stationary state while the second displays algebraically slow relaxation and aging scaling with non-universal exponents. Our most recent work consists of aging and finite temperature scaling studies for drive quenches into the critical depinning regime. This research is supported by the U.S. Department of Energy, Office of Basic Energy Sciences, Division of Materials Sciences and Engineering under Award DE-FG02-09ER46613.

Scaling with System Size of the Lyapunov Exponents for the Hamiltonian Mean Field Model

NASA Astrophysics Data System (ADS)

Manos, Thanos; Ruffo, Stefano

2011-12-01

The Hamiltonian Mean Field model is a prototype for systems with long-range interactions. It describes the motion of N particles moving on a ring, coupled with an infinite-range potential. The model has a second-order phase transition at the energy density Uc =3/4 and its dynamics is exactly described by the Vlasov equation in the N→∞ limit. Its chaotic properties have been investigated in the past, but the determination of the scaling with N of the Lyapunov Spectrum (LS) of the model remains a challenging open problem. Here we show that the N -1/3 scaling of the Maximal Lyapunov Exponent (MLE), found in previous numerical and analytical studies, extends to the full LS; scaling is "precocious" for the LS, meaning that it becomes manifest for a much smaller number of particles than the one needed to check the scaling for the MLE. Besides that, the N -1/3 scaling appears to be valid not only for U>Uc , as suggested by theoretical approaches based on a random matrix approximation, but also below a threshold energy Ut ≈0.2. Using a recently proposed method (GALI) devised to rapidly check the chaotic or regular nature of an orbit, we find that Ut is also the energy at which a sharp transition from weak to strong chaos is present in the phase-space of the model. Around this energy the phase of the vector order parameter of the model becomes strongly time dependent, inducing a significant untrapping of particles from a nonlinear resonance.

Power Scaling and Seasonal Evolution of Floe Areas in the Arctic East Siberian Sea

NASA Astrophysics Data System (ADS)

Barton, C. C.; Geise, G. R.; Tebbens, S. F.

2016-12-01

The size distribution of floes and its evolution during the Arctic summer season and a model of fragmentation that generates a power law scaling distribution of fragment sizes are the subject of this paper. This topic is of relevance to marine vessels that encounter floes, to the calculation of sea ice albedo, to the determination of Arctic heat exchange which is strongly influenced by ice concentrations and the amount of open water between floes, and to photosynthetic marine organisms which are dependent upon sunlight penetrating the spaces between floes. Floes are 2-3 m thick and initially range in area from one to millions of square meters. The cumulative number versus floe area distribution of seasonal sea floes from six satellite images of the Arctic Ocean during the summer breakup and melting is well fit by two scale-invariant power law scaling regimes for floe areas ranging from 30 m2 to 28,400,000 m2. Scaling exponents, B, for larger floe areas range from -0.6 to -1.0 with an average of -0.8. Scaling exponents, B, for smaller floe areas range from -0.3 to -0.6 with an average of -0.5. The inflection point between the two scaling regimes ranges from 283 x 102 m2 to 4850 x 102 m2 and generally moves from larger to smaller floe areas through the summer melting season. We observe that the two scaling regimes and the inflection between them are established during the initial breakup of sea ice solely by the process of fracture. The distributions of floe size regimes retain their scaling exponents as the floe pack evolves from larger to smaller floe areas from the initial breakup through the summer season, due to grinding, crushing, fracture, and melting. The scaling exponents for floe area distribution are in the same range as those reported in previous studies of Arctic floes and for the single scaling exponents found for crushed and ground geologic materials including streambed gravel, lunar debris, and artificially crushed quartz. A probabilistic fragmentation model that produces a power distribution of particle sizes has been developed and will be presented.

Statistical properties of world investment networks

NASA Astrophysics Data System (ADS)

Song, Dong-Ming; Jiang, Zhi-Qiang; Zhou, Wei-Xing

2009-06-01

We have performed a detailed investigation on the world investment networks constructed from the Coordinated Portfolio Investment Survey (CPIS) data of the International Monetary Fund, ranging from 2001 to 2006. The distributions of degrees and node strengths are scale-free. The weight distributions can be well modeled by the Weibull distribution. The maximum flow spanning trees of the world investment networks possess two universal allometric scaling relations, independent of time and the investment type. The topological scaling exponent is 1.17±0.02 and the flow scaling exponent is 1.03±0.01.

Optimal Combining Data for Improving Ocean Modeling

DTIC Science & Technology

2008-09-30

hyperbolic or elliptic) and on the Hurst exponent characterizing the dynamics type (local or non-local). 3. Fusion data for estimating RD. Theoretical...1) RD vs time and different values of Hurst exponent h = 0.1 (black), h = 1 (red), h = 2 (blue) γ = 0.1,Ω = 0, 2) Same for γ = 0.1,Ω = 2 ). 3...accurate estimating the upper ocean velocity field and mixing characteristics such as relative dispersion and finite size Lyapunov exponent , (2

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.

Apex Exponents for Polymer-Probe Interactions

NASA Astrophysics Data System (ADS)

Zandi, Roya; Slutsky, Michael; Kantor, Yacov

2005-03-01

We consider self-avoiding polymers attached to the tip of an impenetrable probe. The scaling exponents γ1 and γ2, characterizing the number of configurations for the attachment of the polymer by one end, or at its midpoint, vary continuously with the tip's angle. These apex exponents are calculated analytically by ɛ-expansion, and numerically by simulations in three dimensions. We find that when the polymer can move through the attachment point, it typically slides to one end; the apex exponents quantify the entropic barrier to threading the eye of the probe.

Apex Exponents for Polymer-Probe Interactions

NASA Astrophysics Data System (ADS)

Slutsky, Michael; Zandi, Roya; Kantor, Yacov; Kardar, Mehran

2005-05-01

We consider self-avoiding polymers attached to the tip of an impenetrable probe. The scaling exponents γ1 and γ2, characterizing the number of configurations for the attachment of the polymer by one end, or at its midpoint, vary continuously with the tip’s angle. These apex exponents are calculated analytically by ɛ expansion, and numerically by simulations in three dimensions. We find that when the polymer can move through the attachment point, it typically slides to one end; the apex exponents quantify the entropic barrier to threading the eye of the probe.

The suppression of scale-free fMRI brain dynamics across three different sources of effort: aging, task novelty and task difficulty.

PubMed

Churchill, Nathan W; Spring, Robyn; Grady, Cheryl; Cimprich, Bernadine; Askren, Mary K; Reuter-Lorenz, Patricia A; Jung, Mi Sook; Peltier, Scott; Strother, Stephen C; Berman, Marc G

2016-08-08

There is growing evidence that fluctuations in brain activity may exhibit scale-free ("fractal") dynamics. Scale-free signals follow a spectral-power curve of the form P(f ) ∝ f(-β), where spectral power decreases in a power-law fashion with increasing frequency. In this study, we demonstrated that fractal scaling of BOLD fMRI signal is consistently suppressed for different sources of cognitive effort. Decreases in the Hurst exponent (H), which quantifies scale-free signal, was related to three different sources of cognitive effort/task engagement: 1) task difficulty, 2) task novelty, and 3) aging effects. These results were consistently observed across multiple datasets and task paradigms. We also demonstrated that estimates of H are robust across a range of time-window sizes. H was also compared to alternative metrics of BOLD variability (SDBOLD) and global connectivity (Gconn), with effort-related decreases in H producing similar decreases in SDBOLD and Gconn. These results indicate a potential global brain phenomenon that unites research from different fields and indicates that fractal scaling may be a highly sensitive metric for indexing cognitive effort/task engagement.

The suppression of scale-free fMRI brain dynamics across three different sources of effort: aging, task novelty and task difficulty

PubMed Central

Churchill, Nathan W.; Spring, Robyn; Grady, Cheryl; Cimprich, Bernadine; Askren, Mary K.; Reuter-Lorenz, Patricia A.; Jung, Mi Sook; Peltier, Scott; Strother, Stephen C.; Berman, Marc G.

2016-01-01

There is growing evidence that fluctuations in brain activity may exhibit scale-free (“fractal”) dynamics. Scale-free signals follow a spectral-power curve of the form P(f ) ∝ f−β, where spectral power decreases in a power-law fashion with increasing frequency. In this study, we demonstrated that fractal scaling of BOLD fMRI signal is consistently suppressed for different sources of cognitive effort. Decreases in the Hurst exponent (H), which quantifies scale-free signal, was related to three different sources of cognitive effort/task engagement: 1) task difficulty, 2) task novelty, and 3) aging effects. These results were consistently observed across multiple datasets and task paradigms. We also demonstrated that estimates of H are robust across a range of time-window sizes. H was also compared to alternative metrics of BOLD variability (SDBOLD) and global connectivity (Gconn), with effort-related decreases in H producing similar decreases in SDBOLD and Gconn. These results indicate a potential global brain phenomenon that unites research from different fields and indicates that fractal scaling may be a highly sensitive metric for indexing cognitive effort/task engagement. PMID:27498696

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.

Effects of topology on network evolution

NASA Astrophysics Data System (ADS)

Oikonomou, Panos; Cluzel, Philippe

2006-08-01

The ubiquity of scale-free topology in nature raises the question of whether this particular network design confers an evolutionary advantage. A series of studies has identified key principles controlling the growth and the dynamics of scale-free networks. Here, we use neuron-based networks of boolean components as a framework for modelling a large class of dynamical behaviours in both natural and artificial systems. Applying a training algorithm, we characterize how networks with distinct topologies evolve towards a pre-established target function through a process of random mutations and selection. We find that homogeneous random networks and scale-free networks exhibit drastically different evolutionary paths. Whereas homogeneous random networks accumulate neutral mutations and evolve by sparse punctuated steps, scale-free networks evolve rapidly and continuously. Remarkably, this latter property is robust to variations of the degree exponent. In contrast, homogeneous random networks require a specific tuning of their connectivity to optimize their ability to evolve. These results highlight an organizing principle that governs the evolution of complex networks and that can improve the design of engineered systems.

Random deposition of particles of different sizes.

PubMed

Forgerini, F L; Figueiredo, W

2009-04-01

We study the surface growth generated by the random deposition of particles of different sizes. A model is proposed where the particles are aggregated on an initially flat surface, giving rise to a rough interface and a porous bulk. By using Monte Carlo simulations, a surface has grown by adding particles of different sizes, as well as identical particles on the substrate in (1+1) dimensions. In the case of deposition of particles of different sizes, they are selected from a Poisson distribution, where the particle sizes may vary by 1 order of magnitude. For the deposition of identical particles, only particles which are larger than one lattice parameter of the substrate are considered. We calculate the usual scaling exponents: the roughness, growth, and dynamic exponents alpha, beta, and z, respectively, as well as, the porosity in the bulk, determining the porosity as a function of the particle size. The results of our simulations show that the roughness evolves in time following three different behaviors. The roughness in the initial times behaves as in the random deposition model. At intermediate times, the surface roughness grows slowly and finally, at long times, it enters into the saturation regime. The bulk formed by depositing large particles reveals a porosity that increases very fast at the initial times and also reaches a saturation value. Excepting the case where particles have the size of one lattice spacing, we always find that the surface roughness and porosity reach limiting values at long times. Surprisingly, we find that the scaling exponents are the same as those predicted by the Villain-Lai-Das Sarma equation.

Power Scaling of the Size Distribution of Economic Loss and Fatalities due to Hurricanes, Earthquakes, Tornadoes, and Floods in the USA

NASA Astrophysics Data System (ADS)

Tebbens, S. F.; Barton, C. C.; Scott, B. E.

2016-12-01

Traditionally, the size of natural disaster events such as hurricanes, earthquakes, tornadoes, and floods is measured in terms of wind speed (m/sec), energy released (ergs), or discharge (m3/sec) rather than by economic loss or fatalities. Economic loss and fatalities from natural disasters result from the intersection of the human infrastructure and population with the size of the natural event. This study investigates the size versus cumulative number distribution of individual natural disaster events for several disaster types in the United States. Economic losses are adjusted for inflation to 2014 USD. The cumulative number divided by the time over which the data ranges for each disaster type is the basis for making probabilistic forecasts in terms of the number of events greater than a given size per year and, its inverse, return time. Such forecasts are of interest to insurers/re-insurers, meteorologists, seismologists, government planners, and response agencies. Plots of size versus cumulative number distributions per year for economic loss and fatalities are well fit by power scaling functions of the form p(x) = Cx-β; where, p(x) is the cumulative number of events with size equal to and greater than size x, C is a constant, the activity level, x is the event size, and β is the scaling exponent. Economic loss and fatalities due to hurricanes, earthquakes, tornadoes, and floods are well fit by power functions over one to five orders of magnitude in size. Economic losses for hurricanes and tornadoes have greater scaling exponents, β = 1.1 and 0.9 respectively, whereas earthquakes and floods have smaller scaling exponents, β = 0.4 and 0.6 respectively. Fatalities for tornadoes and floods have greater scaling exponents, β = 1.5 and 1.7 respectively, whereas hurricanes and earthquakes have smaller scaling exponents, β = 0.4 and 0.7 respectively. The scaling exponents can be used to make probabilistic forecasts for time windows ranging from 1 to 1000 years. Forecasts show that on an annual basis, in the United States, the majority of events with 10 fatalities and greater are related to floods and tornadoes; while events with 100 fatalities and greater are less frequent and are dominated by hurricanes and earthquakes. Disaster mitigation strategies need to account for these differences.

Amplification of intrinsic fluctuations by the Lorenz equations

NASA Astrophysics Data System (ADS)

Fox, Ronald F.; Elston, T. C.

1993-07-01

Macroscopic systems (e.g., hydrodynamics, chemical reactions, electrical circuits, etc.) manifest intrinsic fluctuations of molecular and thermal origin. When the macroscopic dynamics is deterministically chaotic, the intrinsic fluctuations may become amplified by several orders of magnitude. Numerical studies of this phenomenon are presented in detail for the Lorenz model. Amplification to macroscopic scales is exhibited, and quantitative methods (binning and a difference-norm) are presented for measuring macroscopically subliminal amplification effects. In order to test the quality of the numerical results, noise induced chaos is studied around a deterministically nonchaotic state, where the scaling law relating the Lyapunov exponent to noise strength obtained for maps is confirmed for the Lorenz model, a system of ordinary differential equations.

Eye and Head Movement Characteristics in Free Visual Search of Flight-Simulator Imagery

DTIC Science & Technology

2010-03-01

conspicuity. However, only gaze amplitude varied significantly with IFOV. A two- parameter (scale and exponent) power function was fitted to the...main-sequence amplitude-duration data. Both parameters varied significantly with target conspicuity, but in opposite directions. Neither parameter ...IFOV. A two- parameter (scale and exponent) power function was fitted to the main-sequence amplitude-duration data. Both parameters varied

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.

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.

Lyapunov exponent and criticality in the Hamiltonian mean field model

NASA Astrophysics Data System (ADS)

Filho, L. H. Miranda; Amato, M. A.; Rocha Filho, T. M.

2018-03-01

We investigate the dependence of the largest Lyapunov exponent (LLE) of an N-particle self-gravitating ring model at equilibrium with respect to the number of particles and its dependence on energy. This model has a continuous phase-transition from a ferromagnetic to homogeneous phase, and we numerically confirm with large scale simulations the existence of a critical exponent associated to the LLE, although at variance with the theoretical estimate. The existence of strong chaos in the magnetized state evidenced by a positive Lyapunov exponent is explained by the coupling of individual particle oscillations to the diffusive motion of the center of mass of the system and also results in a change of the scaling of the LLE with the number of particles. We also discuss thoroughly for the model the validity and limits of the approximations made by a geometrical model for their analytic estimate.

Dynamics of thermal plumes in three-dimensional isoviscous thermal convection

NASA Astrophysics Data System (ADS)

Zhong, Shijie

2005-07-01

The dynamics of mantle plumes are important for understanding intraplate volcanism and heat transfer in the mantle. Using 3-D numerical models and scaling analyses, we investigated the controls of convective vigour or Ra (Rayleigh number) on the dynamics of thermal plumes in isoviscous and basal heating thermal convection. We examined the Ra dependence of plume number, plume spacing, plume vertical velocity and plume radius. We found that plume number does not increase monotonically with Ra. At relatively small Ra(<=106), plume number is insensitive to Ra. For 3 × 106<=Ra<= 3 × 107, plume number scales as Ra0.31 and plume spacing λ~Ra-0.16~δ1/2, where δ is the thickness of the thermal boundary layer. However, for larger Ra(~108) plume number and plume spacing again become insensitive to Ra. This indicates that the box depth poses a limit on plume spacing and plume number. We demonstrate from both scaling analyses and numerical experiments that the scaling exponents for plume number, n, heat flux, β, and average velocity on the bottom boundary, v, satisfy n= 4β- 2v. Our scaling analyses also suggest that vertical velocity in upwelling plumes Vup~Ra2(1-n+β/2)/3 and that plume radius Rup~Ra(β-1-n/2)/3, which differ from the scalings for the bottom boundary velocity and boundary layer thickness.

Superconductor-Metal-Insulator transition in two dimensional Ta thin Films

NASA Astrophysics Data System (ADS)

Park, Sun-Gyu; Kim, Eunseong

2013-03-01

Superconductor-insulator transition has been induced by tuning film thickness or magnetic field. Recent electrical transport measurements of MoGe, Bi, Ta thin films revealed an interesting intermediate metallic phase which intervened superconducting and insulating phases at certain range of magnetic field. Especially, Ta thin films show the characteristic IV behavior at each phase and the disorder tuned intermediate metallic phase [Y. Li, C. L. Vicente, and J. Yoon, Physical Review B 81, 020505 (2010)]. This unexpected metallic phase can be interpreted as a consequence of vortex motion or contribution of fermionic quasiparticles. In this presentation, we report the scaling behavior during the transitions in Ta thin film as well as the transport measurements in various phases. Critical exponents v and z are obtained in samples with wide ranges of disorder. These results reveal new universality class appears when disorder exceeds a critical value. Dynamical exponent z of Superconducting sample is found to be 1, which is consistent with theoretical prediction of unity. z in a metallic sample is suddenly increased to be approximately 2.5. This critical exponent is much larger than the value found in other system and theoretical prediction. We gratefully acknowledge the financial support by the National Research Foundation of Korea through the Creative Research Initiatives.

Priority queues with bursty arrivals of incoming tasks

NASA Astrophysics Data System (ADS)

Masuda, N.; Kim, J. S.; Kahng, B.

2009-03-01

Recently increased accessibility of large-scale digital records enables one to monitor human activities such as the interevent time distributions between two consecutive visits to a web portal by a single user, two consecutive emails sent out by a user, two consecutive library loans made by a single individual, etc. Interestingly, those distributions exhibit a universal behavior, D(τ)˜τ-δ , where τ is the interevent time, and δ≃1 or 3/2 . The universal behaviors have been modeled via the waiting-time distribution of a task in the queue operating based on priority; the waiting time follows a power-law distribution Pw(τ)˜τ-α with either α=1 or 3/2 depending on the detail of queuing dynamics. In these models, the number of incoming tasks in a unit time interval has been assumed to follow a Poisson-type distribution. For an email system, however, the number of emails delivered to a mail box in a unit time we measured follows a power-law distribution with general exponent γ . For this case, we obtain analytically the exponent α , which is not necessarily 1 or 3/2 and takes nonuniversal values depending on γ . We develop the generating function formalism to obtain the exponent α , which is distinct from the continuous time approximation used in the previous studies.

Influence of Inertial, Visous and Capillary Effects on the Apical Behavior of Taylor Cone Formation in Liquid Metals

NASA Astrophysics Data System (ADS)

Albertson, Theodore; Troian, Sandra

Above a critical applied field strength, the surface of a liquid metal can deform into a conical shape whose apex can emit ions. The precursor shape and dynamics to that event have been debated for decades. In a landmark paper, Zubarev (2001) invoked potential flow theory to predict the existence of self-similar apical sharpening for the case of an ideal perfectly conducting liquid. He found that the Maxwell and capillary pressures at the cone tip scale in time as -2/3 upon approach to the singularity. In this talk, we examine the behavior of thin electrified microscale films placed in close proximity to a grounded planar counter electrode to probe how inertial and viscous forces, diminished or neglected in the original analysis, modify the power law exponents governing the apical self-similar regime. We employ finite element, moving mesh simulations to investigate these effects for low, intermediate and high electric Reynolds and capillary numbers. We confirm the robustness of the self-similar regime characterized by power law exponents despite the lack of potential flow - however, the power law exponents, no longer -2/3, assume values which depend on the choice of dimensionless numbers. TGA gratefully acknowledges support from a NASA Space Technology Research Fellowship.

EYE MOVEMENT RECORDING AND NONLINEAR DYNAMICS ANALYSIS – THE CASE OF SACCADES#

PubMed Central

Aştefănoaei, Corina; Pretegiani, Elena; Optican, L.M.; Creangă, Dorina; Rufa, Alessandra

2015-01-01

Evidence of a chaotic behavioral trend in eye movement dynamics was examined in the case of a saccadic temporal series collected from a healthy human subject. Saccades are highvelocity eye movements of very short duration, their recording being relatively accessible, so that the resulting data series could be studied computationally for understanding the neural processing in a motor system. The aim of this study was to assess the complexity degree in the eye movement dynamics. To do this we analyzed the saccadic temporal series recorded with an infrared camera eye tracker from a healthy human subject in a special experimental arrangement which provides continuous records of eye position, both saccades (eye shifting movements) and fixations (focusing over regions of interest, with rapid, small fluctuations). The semi-quantitative approach used in this paper in studying the eye functioning from the viewpoint of non-linear dynamics was accomplished by some computational tests (power spectrum, portrait in the state space and its fractal dimension, Hurst exponent and largest Lyapunov exponent) derived from chaos theory. A high complexity dynamical trend was found. Lyapunov largest exponent test suggested bi-stability of cellular membrane resting potential during saccadic experiment. PMID:25698889

Fractional Dynamics of Single File Diffusion in Dusty Plasma Ring

NASA Astrophysics Data System (ADS)

Muniandy, S. V.; Chew, W. X.; Asgari, H.; Wong, C. S.; Lim, S. C.

2011-11-01

Single file diffusion (SFD) refers to the constrained motion of particles in quasi-one-dimensional channel such that the particles are unable to pass each other. Possible SFD of charged dust confined in biharmonic annular potential well with screened Coulomb interaction is investigated. Transition from normal diffusion to anomalous sub-diffusion behaviors is observed. Deviation from SFD's mean square displacement scaling behavior of 1/2-exponent may occur in strongly interacting systems. A phenomenological model based on fractional Langevin equation is proposed to account for the anomalous SFD behavior in dusty plasma ring.

Lifshitz gravity for Lifshitz holography.

PubMed

Griffin, Tom; Hořava, Petr; Melby-Thompson, Charles M

2013-02-22

We argue that Hořava-Lifshitz (HL) gravity provides the minimal holographic dual for Lifshitz-type field theories with anisotropic scaling and a dynamical exponent z. First we show that Lifshitz spacetimes are vacuum solutions of HL gravity, without need for additional matter. Then we perform holographic renormalization of HL gravity, and show how it reproduces the full structure of the z=2 anisotropic Weyl anomaly in dual field theories in 2+1 dimensions, while its minimal relativistic gravity counterpart yields only one of two independent central charges in the anomaly.

Exterior dimension of fat fractals

NASA Technical Reports Server (NTRS)

Grebogi, C.; Mcdonald, S. W.; Ott, E.; Yorke, J. A.

1985-01-01

Geometric scaling properties of fat fractal sets (fractals with finite volume) are discussed and characterized via the introduction of a new dimension-like quantity which is called the exterior dimension. In addition, it is shown that the exterior dimension is related to the 'uncertainty exponent' previously used in studies of fractal basin boundaries, and it is shown how this connection can be exploited to determine the exterior dimension. Three illustrative applications are described, two in nonlinear dynamics and one dealing with blood flow in the body. Possible relevance to porous materials and ballistic driven aggregation is also noted.

Superfluid-insulator transition in a disordered two-dimensional quantum rotor model with random on-site interactions

NASA Astrophysics Data System (ADS)

An, Taeyang; Cha, Min-Chul

2013-03-01

We study the superfluid-insulator quantum phase transition in a disordered two-dimensional quantum rotor model with random on-site interactions in the presence of particle-hole symmetry. Via worm-algorithm Monte Carlo calculations of superfluid density and compressibility, we find the dynamical critical exponent z ~ 1 . 13 (2) and the correlation length critical exponent 1 / ν ~ 1 . 1 (1) . These exponents suggest that the insulating phase is a incompressible Mott glass rather than a Bose glass.

The evolution of slip surface roughness during earthquake propagation in carbonate faults

NASA Astrophysics Data System (ADS)

Zhu, B.; De Paola, N.; Llewellin, E. W.; Holdsworth, R.

2014-12-01

Slip surface roughness is understood to control the dynamics of earthquake propagation. Quantifying the micro- and nano-scale roughness of slip surfaces can give insight into the grain-scale processes controlling the strength of faults during earthquake propagation. Friction experiments were performed on fine-grained calcite gouges, at speed 1 ms-1, normal stress 18 MPa, displacements 0.009-1.46 m, and room temperature and humidity. Results show a two stage-evolution (S1-2) of the fault strength, with an initial increase up to peak value 0.82 (S1), followed by a sudden decrease to a low, steady-state value 0.18 (S2). Samples retrieved at the end of S1 show the development of a cohesive slip zone (SZ), made of micron-scale, angular clasts formed by brittle fracturing and cataclasis. The SZ of samples deformed up to S2, is composed of nanograin aggregates which exhibit polygonal grain boundaries indicating high temperature grain boundary sliding creep deformation. In both cases, the SZ is bounded by a sharply defined slip surface. The 3-D geometry of seven experimental slip surfaces (40μm×40μm) has been reconstructed by digital processing of sets of 1800 images of SZ cross sections acquired at 20 nm intervals perpendicular to the slip direction, using a slicing (Focussed Ion Beam) and viewing (Field Emission Scanning Electron Microscope) technique. Spectrum power density analyses show that nano- and micron-scale slip surface roughness is anisotropic for both S1 and S2 slip surfaces. At the nano- and micron-scale, root mean square values decrease with length for S1 slip surfaces, but only slightly for S2 surfaces, and are anisotropic in the slip-normal and slip-parallel directions. The anisotropy is reduced at the nano-scale, although S2 slip surfaces are still smoother parallel to slip than normal to slip. Hurst exponents vary through scales, and are anisotropic in the directions parallel and normal to slip. Variable Hurst exponents indicate that slip surface roughness is scale-dependent with anisotropic, not self-affine behaviour at the micro/nano-scale, in contrast to the self-affine behaviour inferred at the mm to km scales. Dynamic weakening and creep deformation, observed during S2, coincide with an evolution towards less anisotropic and scale-dependent slip surface roughness at the nanoscale.

Asymptotic scaling properties and estimation of the generalized Hurst exponents in financial data

NASA Astrophysics Data System (ADS)

Buonocore, R. J.; Aste, T.; Di Matteo, T.

2017-04-01

We propose a method to measure the Hurst exponents of financial time series. The scaling of the absolute moments against the aggregation horizon of real financial processes and of both uniscaling and multiscaling synthetic processes converges asymptotically towards linearity in log-log scale. In light of this we found appropriate a modification of the usual scaling equation via the introduction of a filter function. We devised a measurement procedure which takes into account the presence of the filter function without the need of directly estimating it. We verified that the method is unbiased within the errors by applying it to synthetic time series with known scaling properties. Finally we show an application to empirical financial time series where we fit the measured scaling exponents via a second or a fourth degree polynomial, which, because of theoretical constraints, have respectively only one and two degrees of freedom. We found that on our data set there is not clear preference between the second or fourth degree polynomial. Moreover the study of the filter functions of each time series shows common patterns of convergence depending on the momentum degree.

Turbulent intermittent structure in non-homogeneous non-local flows

NASA Astrophysics Data System (ADS)

Mahjoub, O. B.; Castilla, R.; Vindel, J. M.; Redondo, J. M.

2010-05-01

Data from SABLES98 experimental campaign have been used in order to study the influence of stability (from weak to strong stratification) on intermittency [1]. Standard instrumentation, 14 thermocouples and 3 sonic anemometers at three levels (5.8, 13.5 and 32 m) were available in September 1998 and calculations are done in order to evaluate structure functions and the scale to scale characteristics. Using BDF [2-4] as well as other models of cascades, the spectral equilibrium values were used to calculate fluxes of momentum and heat as well as non-homogeneous models and the turbulent mixing produced. The differences in structure and higher order moments between stable, convective and neutral turbulence were used to identify differences in turbulent intermittent mixing and velocity PDF's. The intermittency of atmospheric turbulence in strongly stable situations affected by buoyancy and internal waves are seen to modify the structure functions exponents and intermittency, depending on the modulus of the Richardson's number,Ri, as well as of the Monin-Obukhov and Ozmidov lengthscales. The topological aspects of the turbulence affected by stratification reduce the vertical length-scales to a maximum described by the Thorpe and the Ozmidov lenth-scales, but intermittency, Kurtosis and other higher order descriptors of the turbulence based on spectral wavelet analysis are also affected in a complex way [5,6]. The relationship between stratification, intermittency, µ(Ri) and the fractal dimension of the stable flows and between the dispersion, the fractal dimension are discussed. The data analyzed is from the campaign SABLES-98 at the north-west Iberian Peninsula plateau.(Cuxart et al. 2000). Conditional statistics of the relationship between µ(Ri) are confirmed as in (Vindel et al 2008)[4] and compared with laboratory experiments and with 2D-3D aspects of the turbulence cascade. The use of BDF [3] model comparing the corresponding relative scaling exponents which are estimated from two characteristic parameters(D,b). For unstable or neutral situations, it is possible to find values for these parameters that represent the empirical scaling exponents D and b obtained from [1]. When D increases, the order smaller than 3 relative scaling exponents also increases (but for orders higher than 3, they decrease) linearly. On the contrary, for a certain value of D, when b increases the behavior of the relative scaling exponents is the opposite and non-linear. [1]Ben-Mahjoub O., Babiano A. y Redondo J.M. Velocity structure and Extended Self Similarity in nonhomogeneous Turbulent Jets and Wakes. Journal of flow turbulence and combustion. 59 , 299-313. 1998. [2]Ben-Mahjoub O., Redondo J.M., and R. Alami. Turbulent Structure Functions in Geophysical Flows, Rapp. Comm. int. Mer Medit., 35, 126-127. 1998 [3]Babiano, A., Dubrulle, B., Frick, P. Some properties of two-dimensional inverse energy cascade dynamics, Phys. Rev. E. 55, 2693, 1997. [4]Vindel J.M., Yague C. and J.M. Redondo, Structure function analysis and intermittency in the ABL, NonLin. Proc. Geophys. 15, 6. 915-929. 2009. [5]Cuxart, J., Yagüe, 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., Vila, J., Redondo, J. M., Cantalapiedra, I. R., Conangla L., Bound-Layer Meteor. 96, 337-370 2000. [6]Rodríguez, A., Sánchez-Arcilla, A., Redondo, J. M., Mosso, C.: Macroturbulence measurements with electromagnetic and ultrasonic sensors: a comparison under high-turbulent flows, Experiments in Fluids, 27, 31-42. 1999.

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

Gur, Sourav; Frantziskonis, George N.; Univ. of Arizona, Tucson, AZ

Here, we report results from a numerical study of multi-time-scale bistable dynamics for CO oxidation on a catalytic surface in a flowing, well-mixed gas stream. The problem is posed in terms of surface and gas-phase submodels that dynamically interact in the presence of stochastic perturbations, reflecting the impact of molecular-scale fluctuations on the surface and turbulence in the gas. Wavelet-based methods are used to encode and characterize the temporal dynamics produced by each submodel and detect the onset of sudden state shifts (bifurcations) caused by nonlinear kinetics. When impending state shifts are detected, a more accurate but computationally expensive integrationmore » scheme can be used. This appears to make it possible, at least in some cases, to decrease the net computational burden associated with simulating multi-time-scale, nonlinear reacting systems by limiting the amount of time in which the more expensive integration schemes are required. Critical to achieving this is being able to detect unstable temporal transitions such as the bistable shifts in the example problem considered here. Lastly, our results indicate that a unique wavelet-based algorithm based on the Lipschitz exponent is capable of making such detections, even under noisy conditions, and may find applications in critical transition detection problems beyond catalysis.« less

Criticality and turbulence in a resistive magnetohydrodynamic current sheet

NASA Astrophysics Data System (ADS)

Klimas, Alexander J.; Uritsky, Vadim M.

2017-02-01

Scaling properties of a two-dimensional (2d) plasma physical current-sheet simulation model involving a full set of magnetohydrodynamic (MHD) equations with current-dependent resistivity are investigated. The current sheet supports a spatial magnetic field reversal that is forced through loading of magnetic flux containing plasma at boundaries of the simulation domain. A balance is reached between loading and annihilation of the magnetic flux through reconnection at the current sheet; the transport of magnetic flux from boundaries to current sheet is realized in the form of spatiotemporal avalanches exhibiting power-law statistics of lifetimes and sizes. We identify this dynamics as self-organized criticality (SOC) by verifying an extended set of scaling laws related to both global and local properties of the current sheet (critical susceptibility, finite-size scaling of probability distributions, geometric exponents). The critical exponents obtained from this analysis suggest that the model operates in a slowly driven SOC state similar to the mean-field state of the directed stochastic sandpile model. We also investigate multiscale correlations in the velocity field and find them numerically indistinguishable from certain intermittent turbulence (IT) theories. The results provide clues on physical conditions for SOC behavior in a broad class of plasma systems with propagating instabilities, and suggest that SOC and IT may coexist in driven current sheets which occur ubiquitously in astrophysical and space plasmas.

Criticality and turbulence in a resistive magnetohydrodynamic current sheet.

PubMed

Klimas, Alexander J; Uritsky, Vadim M

2017-02-01

Scaling properties of a two-dimensional (2d) plasma physical current-sheet simulation model involving a full set of magnetohydrodynamic (MHD) equations with current-dependent resistivity are investigated. The current sheet supports a spatial magnetic field reversal that is forced through loading of magnetic flux containing plasma at boundaries of the simulation domain. A balance is reached between loading and annihilation of the magnetic flux through reconnection at the current sheet; the transport of magnetic flux from boundaries to current sheet is realized in the form of spatiotemporal avalanches exhibiting power-law statistics of lifetimes and sizes. We identify this dynamics as self-organized criticality (SOC) by verifying an extended set of scaling laws related to both global and local properties of the current sheet (critical susceptibility, finite-size scaling of probability distributions, geometric exponents). The critical exponents obtained from this analysis suggest that the model operates in a slowly driven SOC state similar to the mean-field state of the directed stochastic sandpile model. We also investigate multiscale correlations in the velocity field and find them numerically indistinguishable from certain intermittent turbulence (IT) theories. The results provide clues on physical conditions for SOC behavior in a broad class of plasma systems with propagating instabilities, and suggest that SOC and IT may coexist in driven current sheets which occur ubiquitously in astrophysical and space plasmas.

Finite-size scaling study of the two-dimensional Blume-Capel model

NASA Astrophysics Data System (ADS)

Beale, Paul D.

1986-02-01

The phase diagram of the two-dimensional Blume-Capel model is investigated by using the technique of phenomenological finite-size scaling. The location of the tricritical point and the values of the critical and tricritical exponents are determined. The location of the tricritical point (Tt=0.610+/-0.005, Dt=1.9655+/-0.0010) is well outside the error bars for the value quoted in previous Monte Carlo simulations but in excellent agreement with more recent Monte Carlo renormalization-group results. The values of the critical and tricritical exponents, with the exception of the leading thermal tricritical exponent, are in excellent agreement with previous calculations, conjectured values, and Monte Carlo renormalization-group studies.

Cancellation exponent and multifractal structure in two-dimensional magnetohydrodynamics: direct numerical simulations and Lagrangian averaged modeling.

PubMed

Graham, Jonathan Pietarila; Mininni, Pablo D; Pouquet, Annick

2005-10-01

We present direct numerical simulations and Lagrangian averaged (also known as alpha model) simulations of forced and free decaying magnetohydrodynamic turbulence in two dimensions. The statistics of sign cancellations of the current at small scales is studied using both the cancellation exponent and the fractal dimension of the structures. The alpha model is found to have the same scaling behavior between positive and negative contributions as the direct numerical simulations. The alpha model is also able to reproduce the time evolution of these quantities in free decaying turbulence. At large Reynolds numbers, an independence of the cancellation exponent with the Reynolds numbers is observed.

Application of Wavelet-Based Methods for Accelerating Multi-Time-Scale Simulation of Bistable Heterogeneous Catalysis

DOE PAGES

Gur, Sourav; Frantziskonis, George N.; Univ. of Arizona, Tucson, AZ; ...

2017-02-16

Here, we report results from a numerical study of multi-time-scale bistable dynamics for CO oxidation on a catalytic surface in a flowing, well-mixed gas stream. The problem is posed in terms of surface and gas-phase submodels that dynamically interact in the presence of stochastic perturbations, reflecting the impact of molecular-scale fluctuations on the surface and turbulence in the gas. Wavelet-based methods are used to encode and characterize the temporal dynamics produced by each submodel and detect the onset of sudden state shifts (bifurcations) caused by nonlinear kinetics. When impending state shifts are detected, a more accurate but computationally expensive integrationmore » scheme can be used. This appears to make it possible, at least in some cases, to decrease the net computational burden associated with simulating multi-time-scale, nonlinear reacting systems by limiting the amount of time in which the more expensive integration schemes are required. Critical to achieving this is being able to detect unstable temporal transitions such as the bistable shifts in the example problem considered here. Lastly, our results indicate that a unique wavelet-based algorithm based on the Lipschitz exponent is capable of making such detections, even under noisy conditions, and may find applications in critical transition detection problems beyond catalysis.« less

Condensation and critical exponents of an ideal non-Abelian gas

NASA Astrophysics Data System (ADS)

Talaei, Zahra; Mirza, Behrouz; Mohammadzadeh, Hosein

2017-11-01

We investigate an ideal gas obeying non-Abelian statistics and derive the expressions for some thermodynamic quantities. It is found that thermodynamic quantities are finite at the condensation point where their derivatives diverge and, near this point, they behave as \\vert T-Tc\\vert^{-ρ} in which Tc denotes the condensation temperature and ρ is a critical exponent. The critical exponents related to the heat capacity and compressibility are obtained by fitting numerical results and others are obtained using the scaling law hypothesis for a three-dimensional non-Abelian ideal gas. This set of critical exponents introduces a new universality class.

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.

Modeling Complex Phenomena Using Multiscale Time Sequences

DTIC Science & Technology

2009-08-24

measures based on Hurst and Holder exponents , auto-regressive methods and Fourier and wavelet decomposition methods. The applications for this technology...relate to each other. This can be done by combining a set statistical fractal measures based on Hurst and Holder exponents , auto-regressive...different scales and how these scales relate to each other. This can be done by combining a set statistical fractal measures based on Hurst and

Origin of Noncubic Scaling Law in Disordered Granular Packing.

PubMed

Xia, Chengjie; Li, Jindong; Kou, Binquan; Cao, Yixin; Li, Zhifeng; Xiao, Xianghui; Fu, Yanan; Xiao, Tiqiao; Hong, Liang; Zhang, Jie; Kob, Walter; Wang, Yujie

2017-06-09

Recent diffraction experiments on metallic glasses have unveiled an unexpected noncubic scaling law between density and average interatomic distance, which led to the speculation of the presence of fractal glass order. Using x-ray tomography we identify here a similar noncubic scaling law in disordered granular packing of spherical particles. We find that the scaling law is directly related to the contact neighbors within the first nearest neighbor shell, and, therefore, is closely connected to the phenomenon of jamming. The seemingly universal scaling exponent around 2.5 arises due to the isostatic condition with a contact number around 6, and we argue that the exponent should not be universal.

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.

Lévy-like behaviour in deterministic models of intelligent agents exploring heterogeneous environments

NASA Astrophysics Data System (ADS)

Boyer, D.; Miramontes, O.; Larralde, H.

2009-10-01

Many studies on animal and human movement patterns report the existence of scaling laws and power-law distributions. Whereas a number of random walk models have been proposed to explain observations, in many situations individuals actually rely on mental maps to explore strongly heterogeneous environments. In this work, we study a model of a deterministic walker, visiting sites randomly distributed on the plane and with varying weight or attractiveness. At each step, the walker minimizes a function that depends on the distance to the next unvisited target (cost) and on the weight of that target (gain). If the target weight distribution is a power law, p(k) ~ k-β, in some range of the exponent β, the foraging medium induces movements that are similar to Lévy flights and are characterized by non-trivial exponents. We explore variations of the choice rule in order to test the robustness of the model and argue that the addition of noise has a limited impact on the dynamics in strongly disordered media.

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.

Moving line model and avalanche statistics of Bingham fluid flow in porous media.

PubMed

Chevalier, Thibaud; Talon, Laurent

2015-07-01

In this article, we propose a simple model to understand the critical behavior of path opening during flow of a yield stress fluid in porous media as numerically observed by Chevalier and Talon (2015). This model can be mapped to the problem of a contact line moving in an heterogeneous field. Close to the critical point, this line presents an avalanche dynamic where the front advances by a succession of waiting time and large burst events. These burst events are then related to the non-flowing (i.e. unyielded) areas. Remarkably, the statistics of these areas reproduce the same properties as in the direct numerical simulations. Furthermore, even if our exponents seem to be close to the mean field universal exponents, we report an unusual bump in the distribution which depends on the disorder. Finally, we identify a scaling invariance of the cluster spatial shape that is well fit, to first order, by a self-affine parabola.

Intracellular microrheology of motile Amoeba proteus.

PubMed

Rogers, Salman S; Waigh, Thomas A; Lu, Jian R

2008-04-15

The motility of Amoeba proteus was examined using the technique of passive particle tracking microrheology, with the aid of newly developed particle tracking software, a fast digital camera, and an optical microscope. We tracked large numbers of endogeneous particles in the amoebae, which displayed subdiffusive motion at short timescales, corresponding to thermal motion in a viscoelastic medium, and superdiffusive motion at long timescales due to the convection of the cytoplasm. Subdiffusive motion was characterized by a rheological scaling exponent of 3/4 in the cortex, indicative of the semiflexible dynamics of the actin fibers. We observed shear-thinning in the flowing endoplasm, where exponents increased with increasing flow rate; i.e., the endoplasm became more fluid-like. The rheology of the cortex is found to be isotropic, reflecting an isotropic actin gel. A clear difference was seen between cortical and endoplasmic layers in terms of both viscoelasticity and flow velocity, where the profile of the latter is close to a Poiseuille flow for a Newtonian fluid.

Intracellular Microrheology of Motile Amoeba proteus

PubMed Central

Rogers, Salman S.; Waigh, Thomas A.; Lu, Jian R.

2008-01-01

The motility of Amoeba proteus was examined using the technique of passive particle tracking microrheology, with the aid of newly developed particle tracking software, a fast digital camera, and an optical microscope. We tracked large numbers of endogeneous particles in the amoebae, which displayed subdiffusive motion at short timescales, corresponding to thermal motion in a viscoelastic medium, and superdiffusive motion at long timescales due to the convection of the cytoplasm. Subdiffusive motion was characterized by a rheological scaling exponent of 3/4 in the cortex, indicative of the semiflexible dynamics of the actin fibers. We observed shear-thinning in the flowing endoplasm, where exponents increased with increasing flow rate; i.e., the endoplasm became more fluid-like. The rheology of the cortex is found to be isotropic, reflecting an isotropic actin gel. A clear difference was seen between cortical and endoplasmic layers in terms of both viscoelasticity and flow velocity, where the profile of the latter is close to a Poiseuille flow for a Newtonian fluid. PMID:18192370

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.

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.

Critical dynamics on a large human Open Connectome network

NASA Astrophysics Data System (ADS)

Ódor, Géza

2016-12-01

Extended numerical simulations of threshold models have been performed on a human brain network with N =836 733 connected nodes available from the Open Connectome Project. While in the case of simple threshold models a sharp discontinuous phase transition without any critical dynamics arises, variable threshold models exhibit extended power-law scaling regions. This is attributed to fact that Griffiths effects, stemming from the topological or interaction heterogeneity of the network, can become relevant if the input sensitivity of nodes is equalized. I have studied the effects of link directness, as well as the consequence of inhibitory connections. Nonuniversal power-law avalanche size and time distributions have been found with exponents agreeing with the values obtained in electrode experiments of the human brain. The dynamical critical region occurs in an extended control parameter space without the assumption of self-organized criticality.

Quantum Quench Dynamics

NASA Astrophysics Data System (ADS)

Mitra, Aditi

2018-03-01

Quench dynamics is an active area of study encompassing condensed matter physics and quantum information, with applications to cold-atomic gases and pump-probe spectroscopy of materials. Recent theoretical progress in studying quantum quenches is reviewed. Quenches in interacting one-dimensional systems as well as systems in higher spatial dimensions are covered. The appearance of nontrivial steady states following a quench in exactly solvable models is discussed, and the stability of these states to perturbations is described. Proper conserving approximations needed to capture the onset of thermalization at long times are outlined. The appearance of universal scaling for quenches near critical points and the role of the renormalization group in capturing the transient regime are reviewed. Finally, the effect of quenches near critical points on the dynamics of entanglement entropy and entanglement statistics is discussed. The extraction of critical exponents from the entanglement statistics is outlined.

Scaling identity connects human mobility and social interactions.

PubMed

Deville, Pierre; Song, Chaoming; Eagle, Nathan; Blondel, Vincent D; Barabási, Albert-László; Wang, Dashun

2016-06-28

Massive datasets that capture human movements and social interactions have catalyzed rapid advances in our quantitative understanding of human behavior during the past years. One important aspect affecting both areas is the critical role space plays. Indeed, growing evidence suggests both our movements and communication patterns are associated with spatial costs that follow reproducible scaling laws, each characterized by its specific critical exponents. Although human mobility and social networks develop concomitantly as two prolific yet largely separated fields, we lack any known relationships between the critical exponents explored by them, despite the fact that they often study the same datasets. Here, by exploiting three different mobile phone datasets that capture simultaneously these two aspects, we discovered a new scaling relationship, mediated by a universal flux distribution, which links the critical exponents characterizing the spatial dependencies in human mobility and social networks. Therefore, the widely studied scaling laws uncovered in these two areas are not independent but connected through a deeper underlying reality.

Scaling identity connects human mobility and social interactions

PubMed Central

Deville, Pierre; Song, Chaoming; Eagle, Nathan; Blondel, Vincent D.; Barabási, Albert-László; Wang, Dashun

2016-01-01

Massive datasets that capture human movements and social interactions have catalyzed rapid advances in our quantitative understanding of human behavior during the past years. One important aspect affecting both areas is the critical role space plays. Indeed, growing evidence suggests both our movements and communication patterns are associated with spatial costs that follow reproducible scaling laws, each characterized by its specific critical exponents. Although human mobility and social networks develop concomitantly as two prolific yet largely separated fields, we lack any known relationships between the critical exponents explored by them, despite the fact that they often study the same datasets. Here, by exploiting three different mobile phone datasets that capture simultaneously these two aspects, we discovered a new scaling relationship, mediated by a universal flux distribution, which links the critical exponents characterizing the spatial dependencies in human mobility and social networks. Therefore, the widely studied scaling laws uncovered in these two areas are not independent but connected through a deeper underlying reality. PMID:27274050

Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates

NASA Astrophysics Data System (ADS)

Garcin, Matthieu

2017-10-01

Hurst exponents depict the long memory of a time series. For human-dependent phenomena, as in finance, this feature may vary in the time. It justifies modelling dynamics by multifractional Brownian motions, which are consistent with time-dependent Hurst exponents. We improve the existing literature on estimating time-dependent Hurst exponents by proposing a smooth estimate obtained by variational calculus. This method is very general and not restricted to the sole Hurst framework. It is globally more accurate and easier than other existing non-parametric estimation techniques. Besides, in the field of Hurst exponents, it makes it possible to make forecasts based on the estimated multifractional Brownian motion. The application to high-frequency foreign exchange markets (GBP, CHF, SEK, USD, CAD, AUD, JPY, CNY and SGD, all against EUR) shows significantly good forecasts. When the Hurst exponent is higher than 0.5, what depicts a long-memory feature, the accuracy is higher.

Turbulent Fluid Motion 6: Turbulence, Nonlinear Dynamics, and Deterministic Chaos

NASA Technical Reports Server (NTRS)

Deissler, Robert G.

1996-01-01

Several turbulent and nonturbulent solutions of the Navier-Stokes equations are obtained. The unaveraged equations are used numerically in conjunction with tools and concepts from nonlinear dynamics, including time series, phase portraits, Poincare sections, Liapunov exponents, power spectra, and strange attractors. Initially neighboring solutions for a low-Reynolds-number fully developed turbulence are compared. The turbulence is sustained by a nonrandom time-independent external force. The solutions, on the average, separate exponentially with time, having a positive Liapunov exponent. Thus, the turbulence is characterized as chaotic. In a search for solutions which contrast with the turbulent ones, the Reynolds number (or strength of the forcing) is reduced. Several qualitatively different flows are noted. These are, respectively, fully chaotic, complex periodic, weakly chaotic, simple periodic, and fixed-point. Of these, we classify only the fully chaotic flows as turbulent. Those flows have both a positive Liapunov exponent and Poincare sections without pattern. By contrast, the weakly chaotic flows, although having positive Liapunov exponents, have some pattern in their Poincare sections. The fixed-point and periodic flows are nonturbulent, since turbulence, as generally understood, is both time-dependent and aperiodic.

The applications of Complexity Theory and Tsallis Non-extensive Statistics at Solar Plasma Dynamics

NASA Astrophysics Data System (ADS)

Pavlos, George

2015-04-01

As the solar plasma lives far from equilibrium it is an excellent laboratory for testing complexity theory and non-equilibrium statistical mechanics. In this study, we present the highlights of complexity theory and Tsallis non extensive statistical mechanics as concerns their applications at solar plasma dynamics, especially at sunspot, solar flare and solar wind phenomena. Generally, when a physical system is driven far from equilibrium states some novel characteristics can be observed related to the nonlinear character of dynamics. Generally, the nonlinearity in space plasma dynamics can generate intermittent turbulence with the typical characteristics of the anomalous diffusion process and strange topologies of stochastic space plasma fields (velocity and magnetic fields) caused by the strange dynamics and strange kinetics (Zaslavsky, 2002). In addition, according to Zelenyi and Milovanov (2004) the complex character of the space plasma system includes the existence of non-equilibrium (quasi)-stationary states (NESS) having the topology of a percolating fractal set. The stabilization of a system near the NESS is perceived as a transition into a turbulent state determined by self-organization processes. The long-range correlation effects manifest themselves as a strange non-Gaussian behavior of kinetic processes near the NESS plasma state. The complex character of space plasma can also be described by the non-extensive statistical thermodynamics pioneered by Tsallis, which offers a consistent and effective theoretical framework, based on a generalization of Boltzmann - Gibbs (BG) entropy, to describe far from equilibrium nonlinear complex dynamics (Tsallis, 2009). In a series of recent papers, the hypothesis of Tsallis non-extensive statistics in magnetosphere, sunspot dynamics, solar flares, solar wind and space plasma in general, was tested and verified (Karakatsanis et al., 2013; Pavlos et al., 2014; 2015). Our study includes the analysis of solar plasma time series at three cases: sunspot index, solar flare and solar wind data. The non-linear analysis of the sunspot index is embedded in the non-extensive statistical theory of Tsallis (1988; 2004; 2009). The q-triplet of Tsallis, as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the SVD components of the sunspot index timeseries. Also the multifractal scaling exponent spectrum f(a), the generalized Renyi dimension spectrum D(q) and the spectrum J(p) of the structure function exponents were estimated experimentally and theoretically by using the q-entropy principle included in Tsallis non-extensive statistical theory, following Arimitsu and Arimitsu (2000, 2001). Our analysis showed clearly the following: (a) a phase transition process in the solar dynamics from high dimensional non-Gaussian SOC state to a low dimensional non-Gaussian chaotic state, (b) strong intermittent solar turbulence and anomalous (multifractal) diffusion solar process, which is strengthened as the solar dynamics makes a phase transition to low dimensional chaos in accordance to Ruzmaikin, Zelenyi and Milovanov's studies (Zelenyi and Milovanov, 1991; Milovanov and Zelenyi, 1993; Ruzmakin et al., 1996), (c) faithful agreement of Tsallis non-equilibrium statistical theory with the experimental estimations of: (i) non-Gaussian probability distribution function P(x), (ii) multifractal scaling exponent spectrum f(a) and generalized Renyi dimension spectrum Dq, (iii) exponent spectrum J(p) of the structure functions estimated for the sunspot index and its underlying non equilibrium solar dynamics. Also, the q-triplet of Tsallis as well as the correlation dimension and the Lyapunov exponent spectrum were estimated for the singular value decomposition (SVD) components of the solar flares timeseries. Also the multifractal scaling exponent spectrum f(a), the generalized Renyi dimension spectrum D(q) and the spectrum J(p) of the structure function exponents were estimated experimentally and theoretically by using the q-entropy principle included in Tsallis non-extensive statistical theory, following Arimitsu and Arimitsu (2000). Our analysis showed clearly the following: (a) a phase transition process in the solar flare dynamics from a high dimensional non-Gaussian self-organized critical (SOC) state to a low dimensional also non-Gaussian chaotic state, (b) strong intermittent solar corona turbulence and an anomalous (multifractal) diffusion solar corona process, which is strengthened as the solar corona dynamics makes a phase transition to low dimensional chaos, (c) faithful agreement of Tsallis non-equilibrium statistical theory with the experimental estimations of the functions: (i) non-Gaussian probability distribution function P(x), (ii) f(a) and D(q), and (iii) J(p) for the solar flares timeseries and its underlying non-equilibrium solar dynamics, and (d) the solar flare dynamical profile is revealed similar to the dynamical profile of the solar corona zone as far as the phase transition process from self-organized criticality (SOC) to chaos state. However the solar low corona (solar flare) dynamical characteristics can be clearly discriminated from the dynamical characteristics of the solar convection zone. At last we present novel results revealing non-equilibrium phase transition processes in the solar wind plasma during a strong shock event, which can take place in Solar wind plasma system. The solar wind plasma as well as the entire solar plasma system is a typical case of stochastic spatiotemporal distribution of physical state variables such as force fields ( ) and matter fields (particle and current densities or bulk plasma distributions). This study shows clearly the non-extensive and non-Gaussian character of the solar wind plasma and the existence of multi-scale strong correlations from the microscopic to the macroscopic level. It also underlines the inefficiency of classical magneto-hydro-dynamic (MHD) or plasma statistical theories, based on the classical central limit theorem (CLT), to explain the complexity of the solar wind dynamics, since these theories include smooth and differentiable spatial-temporal functions (MHD theory) or Gaussian statistics (Boltzmann-Maxwell statistical mechanics). On the contrary, the results of this study indicate the presence of non-Gaussian non-extensive statistics with heavy tails probability distribution functions, which are related to the q-extension of CLT. Finally, the results of this study can be understood in the framework of modern theoretical concepts such as non-extensive statistical mechanics (Tsallis, 2009), fractal topology (Zelenyi and Milovanov, 2004), turbulence theory (Frisch, 1996), strange dynamics (Zaslavsky, 2002), percolation theory (Milovanov, 1997), anomalous diffusion theory and anomalous transport theory (Milovanov, 2001), fractional dynamics (Tarasov, 2013) and non-equilibrium phase transition theory (Chang, 1992). References 1. T. Arimitsu, N. Arimitsu, Tsallis statistics and fully developed turbulence, J. Phys. A: Math. Gen. 33 (2000) L235. 2. T. Arimitsu, N. Arimitsu, Analysis of turbulence by statistics based on generalized entropies, Physica A 295 (2001) 177-194. 3. T. Chang, Low-dimensional behavior and symmetry braking of stochastic systems near criticality can these effects be observed in space and in the laboratory, IEEE 20 (6) (1992) 691-694. 4. U. Frisch, Turbulence, Cambridge University Press, Cambridge, UK, 1996, p. 310. 5. L.P. Karakatsanis, G.P. Pavlos, M.N. Xenakis, Tsallis non-extensive statistics, intermittent turbulence, SOC and chaos in the solar plasma. Part two: Solar flares dynamics, Physica A 392 (2013) 3920-3944. 6. A.V. Milovanov, Topological proof for the Alexander-Orbach conjecture, Phys. Rev. E 56 (3) (1997) 2437-2446. 7. A.V. Milovanov, L.M. Zelenyi, Fracton excitations as a driving mechanism for the self-organized dynamical structuring in the solar wind, Astrophys. Space Sci. 264 (1-4) (1999) 317-345. 8. A.V. Milovanov, Stochastic dynamics from the fractional Fokker-Planck-Kolmogorov equation: large-scale behavior of the turbulent transport coefficient, Phys. Rev. E 63 (2001) 047301. 9. G.P. Pavlos, et al., Universality of non-extensive Tsallis statistics and time series analysis: Theory and applications, Physica A 395 (2014) 58-95. 10. G.P. Pavlos, et al., Tsallis non-extensive statistics and solar wind plasma complexity, Physica A 422 (2015) 113-135. 11. A.A. Ruzmaikin, et al., Spectral properties of solar convection and diffusion, ApJ 471 (1996) 1022. 12. V.E. Tarasov, Review of some promising fractional physical models, Internat. J. Modern Phys. B 27 (9) (2013) 1330005. 13. C. Tsallis, Possible generalization of BG statistics, J. Stat. Phys. J 52 (1-2) (1988) 479-487. 14. C. Tsallis, Nonextensive statistical mechanics: construction and physical interpretation, in: G.M. Murray, C. Tsallis (Eds.), Nonextensive Entropy-Interdisciplinary Applications, Oxford Univ. Press, 2004, pp. 1-53. 15. C. Tsallis, Introduction to Non-Extensive Statistical Mechanics, Springer, 2009. 16. G.M. Zaslavsky, Chaos, fractional kinetics, and anomalous transport, Physics Reports 371 (2002) 461-580. 17. L.M. Zelenyi, A.V. Milovanov, Fractal properties of sunspots, Sov. Astron. Lett. 17 (6) (1991) 425. 18. L.M. Zelenyi, A.V. Milovanov, Fractal topology and strange kinetics: from percolation theory to problems in cosmic electrodynamics, Phys.-Usp. 47 (8), (2004) 749-788.

Osmotic pressure and virial coefficients of star and comb polymer solutions: dissipative particle dynamics.

PubMed

Wang, Tzu-Yu; Fang, Che-Ming; Sheng, Yu-Jane; Tsao, Heng-Kwong

2009-03-28

The effects of macromolecular architecture on the osmotic pressure pi and virial coefficients (B(2) and B(3)) of star and comb polymers in good solvents are studied by dissipative particle dynamics simulations for both dilute and semiconcentrated regimes. The dependence of the osmotic pressure on polymer concentration is directly calculated by considering two reservoirs separated by a semipermeable, fictitious membrane. Our simulation results show that the ratios A(n+1) identical with B(n+1)/R(g)(3n) are essentially constant and A(2) and A(3) are arm number (f) dependent, where R(g) is zero-density radius of gyration. The value of dimensionless virial ratio g = A(3)/A(2)(2) increases with arm number of stars whereas it is essentially arm number independent for comb polymers. In semiconcentrated regime the scaling relation between osmotic pressure and volume fraction, pi proportional to phi(lambda), still holds for both star and comb polymers. For comb polymers, the exponent lambda is close to lambda(*) (approximately = 2.73 for linear chains) and is independent of the arm number. However, for star polymers, the exponent lambda deviates from lambda(*) and actually grows with increasing the arm number. This may be attributed to the significant ternary interactions near the star core in the many-arm systems.

Scaling laws for impact fragmentation of spherical solids.

PubMed

Timár, G; Kun, F; Carmona, H A; Herrmann, H J

2012-07-01

We investigate the impact fragmentation of spherical solid bodies made of heterogeneous brittle materials by means of a discrete element model. Computer simulations are carried out for four different system sizes varying the impact velocity in a broad range. We perform a finite size scaling analysis to determine the critical exponents of the damage-fragmentation phase transition and deduce scaling relations in terms of radius R and impact velocity v(0). The scaling analysis demonstrates that the exponent of the power law distributed fragment mass does not depend on the impact velocity; the apparent change of the exponent predicted by recent simulations can be attributed to the shifting cutoff and to the existence of unbreakable discrete units. Our calculations reveal that the characteristic time scale of the breakup process has a power law dependence on the impact speed and on the distance from the critical speed in the damaged and fragmented states, respectively. The total amount of damage is found to have a similar behavior, which is substantially different from the logarithmic dependence on the impact velocity observed in two dimensions.

Moment Lyapunov Exponent and Stochastic Stability of Binary Airfoil under Combined Harmonic and Non-Gaussian Colored Noise Excitations

NASA Astrophysics Data System (ADS)

Hu, D. L.; Liu, X. B.

Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.

Graphene Statistical Mechanics

NASA Astrophysics Data System (ADS)

Bowick, Mark; Kosmrlj, Andrej; Nelson, David; Sknepnek, Rastko

2015-03-01

Graphene provides an ideal system to test the statistical mechanics of thermally fluctuating elastic membranes. The high Young's modulus of graphene means that thermal fluctuations over even small length scales significantly stiffen the renormalized bending rigidity. We study the effect of thermal fluctuations on graphene ribbons of width W and length L, pinned at one end, via coarse-grained Molecular Dynamics simulations and compare with analytic predictions of the scaling of width-averaged root-mean-squared height fluctuations as a function of distance along the ribbon. Scaling collapse as a function of W and L also allows us to extract the scaling exponent eta governing the long-wavelength stiffening of the bending rigidity. A full understanding of the geometry-dependent mechanical properties of graphene, including arrays of cuts, may allow the design of a variety of modular elements with desired mechanical properties starting from pure graphene alone. Supported by NSF grant DMR-1435794

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.

Molecular Dynamics Calculations of Optical Nonlinear Properties of Materials

DTIC Science & Technology

1991-12-20

by saturating the hydrogens with five sets each of d and p functions with exponents of 1.0, 0.5, 0.25, 0.125, 0.0625 but for a molecule like ASH 3...of d polarization functions using the exponents suggested by Dykstra et al. A similar calculation was also performed in which a second diffuse p set...one set each of d and p functions with exponents of 0.05 as suggested by DuPuis et al. for larger molecules was used. There was a loss in & of only

Detrended fluctuation analysis of short datasets: An application to fetal cardiac data

NASA Astrophysics Data System (ADS)

Govindan, R. B.; Wilson, J. D.; Preißl, H.; Eswaran, H.; Campbell, J. Q.; Lowery, C. L.

2007-02-01

Using detrended fluctuation analysis (DFA) we perform scaling analysis of short datasets of length 500-1500 data points. We quantify the long range correlation (exponent α) by computing the mean value of the local exponents αL (in the asymptotic regime). The local exponents are obtained as the (numerical) derivative of the logarithm of the fluctuation function F(s) with respect to the logarithm of the scale factor s:αL=dlog10F(s)/dlog10s. These local exponents display huge variations and complicate the correct quantification of the underlying correlations. We propose the use of the phase randomized surrogate (PRS), which preserves the long range correlations of the original data, to minimize the variations in the local exponents. Using the numerically generated uncorrelated and long range correlated data, we show that performing DFA on several realizations of PRS and estimating αL from the averaged fluctuation functions (of all realizations) can minimize the variations in αL. The application of this approach to the fetal cardiac data (RR intervals) is discussed and we show that there is a statistically significant correlation between α and the gestation age.

Multiscale Auroral Emission Statistics as Evidence of Turbulent Reconnection in Earth's Midtail Plasma Sheet

NASA Technical Reports Server (NTRS)

Klimas, Alex; Uritsky, Vadim; Donovan, Eric

2010-01-01

We provide indirect evidence for turbulent reconnection in Earth's midtail plasma sheet by reexamining the statistical properties of bright, nightside auroral emission events as observed by the UVI experiment on the Polar spacecraft and discussed previously by Uritsky et al. The events are divided into two groups: (1) those that map to absolute value of (X(sub GSM)) < 12 R(sub E) in the magnetotail and do not show scale-free statistics and (2) those that map to absolute value of (X(sub GSM)) > 12 R(sub E) and do show scale-free statistics. The absolute value of (X(sub GSM)) dependence is shown to most effectively organize the events into these two groups. Power law exponents obtained for group 2 are shown to validate the conclusions of Uritsky et al. concerning the existence of critical dynamics in the auroral emissions. It is suggested that the auroral dynamics is a reflection of a critical state in the magnetotail that is based on the dynamics of turbulent reconnection in the midtail plasma sheet.

Diagram reduction in problem of critical dynamics of ferromagnets: 4-loop approximation

NASA Astrophysics Data System (ADS)

Adzhemyan, L. Ts; Ivanova, E. V.; Kompaniets, M. V.; Vorobyeva, S. Ye

2018-04-01

Within the framework of the renormalization group approach to the models of critical dynamics, we propose a method for a considerable reduction of the number of integrals needed to calculate the critical exponents. With this method we perform a calculation of the critical exponent z of model A at 4-loop level, where our method allows one to reduce the number of integrals from 66 to 17. The way of constructing the integrand in a Feynman representation of such diagrams is discussed. Integrals were estimated numerically with a sector decomposition technique.

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

Critical behavior of the contact process in a multiscale network

NASA Astrophysics Data System (ADS)

Ferreira, Silvio C.; Martins, Marcelo L.

2007-09-01

Inspired by dengue and yellow fever epidemics, we investigated the contact process (CP) in a multiscale network constituted by one-dimensional chains connected through a Barabási-Albert scale-free network. In addition to the CP dynamics inside the chains, the exchange of individuals between connected chains (travels) occurs at a constant rate. A finite epidemic threshold and an epidemic mean lifetime diverging exponentially in the subcritical phase, concomitantly with a power law divergence of the outbreak’s duration, were found. A generalized scaling function involving both regular and SF components was proposed for the quasistationary analysis and the associated critical exponents determined, demonstrating that the CP on this hybrid network and nonvanishing travel rates establishes a new universality class.

Power-law weighted networks from local attachments

NASA Astrophysics Data System (ADS)

Moriano, P.; Finke, J.

2012-07-01

This letter introduces a mechanism for constructing, through a process of distributed decision-making, substrates for the study of collective dynamics on extended power-law weighted networks with both a desired scaling exponent and a fixed clustering coefficient. The analytical results show that the connectivity distribution converges to the scaling behavior often found in social and engineering systems. To illustrate the approach of the proposed framework we generate network substrates that resemble steady state properties of the empirical citation distributions of i) publications indexed by the Institute for Scientific Information from 1981 to 1997; ii) patents granted by the U.S. Patent and Trademark Office from 1975 to 1999; and iii) opinions written by the Supreme Court and the cases they cite from 1754 to 2002.

Critical quench dynamics in confined systems.

PubMed

Collura, Mario; Karevski, Dragi

2010-05-21

We analyze the coherent quantum evolution of a many-particle system after slowly sweeping a power-law confining potential. The amplitude of the confining potential is varied in time along a power-law ramp such that the many-particle system finally reaches or crosses a critical point. Under this protocol we derive general scaling laws for the density of excitations created during the nonadiabatic sweep of the confining potential. It is found that the mean excitation density follows an algebraic law as a function of the sweeping rate with an exponent that depends on the space-time properties of the potential. We confirm our scaling laws by first order adiabatic calculation and exact results on the Ising quantum chain with a varying transverse field.

The weight distribution of coarse particulate organic matter exported from an alpine headwater stream

NASA Astrophysics Data System (ADS)

Turowski, Jens; Badoux, Alexandre; Bunte, Kristin; Rickli, Christian; Federspiel, Nicole

2013-04-01

Coarse particulate organic matter (CPOM) spans sizes from 1 mm particles, weighing less than 1 mg, to large logs and whole trees, which may weigh several hundred kilograms. Different size and weight classes play different roles in stream environments, from being the prime source of energy in stream ecosystems to macroscopically determining channel morphology and local hydraulics. We show that a single scaling exponent can describe the weight distribution of CPOM transported in a mountain stream. This exponent is independent of discharge and valid for particle weights spanning almost seven orders of magnitude. Together with a rating curve of CPOM transport rates with discharge, we discuss the importance of the scaling exponent for measuring strategies, natural hazard mitigation and ecosystems.

Visibility graph approach to exchange rate series

NASA Astrophysics Data System (ADS)

Yang, Yue; Wang, Jianbo; Yang, Huijie; Mang, Jingshi

2009-10-01

By means of a visibility graph, we investigate six important exchange rate series. It is found that the series convert into scale-free and hierarchically structured networks. The relationship between the scaling exponents of the degree distributions and the Hurst exponents obeys the analytical prediction for fractal Brownian motions. The visibility graph can be used to obtain reliable values of Hurst exponents of the series. The characteristics are explained by using the multifractal structures of the series. The exchange rate of EURO to Japanese Yen is widely used to evaluate risk and to estimate trends in speculative investments. Interestingly, the hierarchies of the visibility graphs for the exchange rate series of these two currencies are significantly weak compared with that of the other series.

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.

Theoretical Insight Into the Empirical Tortuosity-Connectivity Factor in the Burdine-Brooks-Corey Water Relative Permeability Model

NASA Astrophysics Data System (ADS)

Ghanbarian, Behzad; Ioannidis, Marios A.; Hunt, Allen G.

2017-12-01

A model commonly applied to the estimation of water relative permeability krw in porous media is the Burdine-Brooks-Corey model, which relies on a simplified picture of pores as a bundle of noninterconnected capillary tubes. In this model, the empirical tortuosity-connectivity factor is assumed to be a power law function of effective saturation with an exponent (μ) commonly set equal to 2 in the literature. Invoking critical path analysis and using percolation theory, we relate the tortuosity-connectivity exponent μ to the critical scaling exponent t of percolation that characterizes the power law behavior of the saturation-dependent electrical conductivity of porous media. We also discuss the cause of the nonuniversality of μ in terms of the nonuniversality of t and compare model estimations with water relative permeability from experiments. The comparison supports determining μ from the electrical conductivity scaling exponent t, but also highlights limitations of the model.

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.

A comment on measuring the Hurst exponent of financial time series

NASA Astrophysics Data System (ADS)

Couillard, Michel; Davison, Matt

2005-03-01

A fundamental hypothesis of quantitative finance is that stock price variations are independent and can be modeled using Brownian motion. In recent years, it was proposed to use rescaled range analysis and its characteristic value, the Hurst exponent, to test for independence in financial time series. Theoretically, independent time series should be characterized by a Hurst exponent of 1/2. However, finite Brownian motion data sets will always give a value of the Hurst exponent larger than 1/2 and without an appropriate statistical test such a value can mistakenly be interpreted as evidence of long term memory. We obtain a more precise statistical significance test for the Hurst exponent and apply it to real financial data sets. Our empirical analysis shows no long-term memory in some financial returns, suggesting that Brownian motion cannot be rejected as a model for price dynamics.

Origin of Noncubic Scaling Law in Disordered Granular Packing

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

Xia, Chengjie; Li, Jindong; Kou, Binquan

Recent diffraction experiments on metallic glasses have unveiled an unexpected non-cubic scaling law between density and average interatomic distance, which lead to the speculations on the presence of fractal glass order. Using X-ray tomography we identify here a similar non-cubic scaling law in disordered granular packing of spherical particles. We find that the scaling law is directly related to the contact neighbors within first nearest neighbor shell, and therefore is closely connected to the phenomenon of jamming. The seemingly universal scaling exponent around 2.5 arises due to the isostatic condition with contact number around 6, and we argue that themore » exponent should not be universal.« less

Interaction between two polyelectrolyte brushes.

PubMed

Kumar, N Arun; Seidel, Christian

2007-08-01

We report molecular dynamics simulations on completely charged polyelectrolyte brushes grafted to two parallel surfaces. The pressure Pi is evaluated as a function of separation D between the two grafting planes. For decreasing separation, Pi shows several regimes distinguished by their scaling with D which reflects the different physical nature of the various regimes. At weak compression the pressure obeys the 1D power law predicted by scaling theory of an ideal gas of counterions in the osmotic brush regime. In addition we find that the brushes shrink as they approach each other trying to avoid interpenetration. At higher compressions where excluded volume interactions become important, we obtain scaling exponents between -2 at small grafting density rho(a) and -3 at large rho(a). This behavior indicates a transition from a brush under good solvent condition to the melt regime with increasing grafting density.

Tuning Adsorption Duration To Control the Diffusion of a Nanoparticle in Adsorbing Polymers.

PubMed

Cao, Xue-Zheng; Merlitz, Holger; Wu, Chen-Xu

2017-06-15

Controlling the nanoparticle (NP) diffusion in polymers is a prerequisite to obtain polymer nanocomposites (PNCs) with desired dynamical and rheological properties and to achieve targeted delivery of nanomedicine in biological systems. Here we determine the suppression mechanism of direct NP-polymer attraction to hamper the NP mobility in adsorbing polymers and then quantify the dependence of the effective viscosity η eff felt by the NP on the adsorption duration τ ads of polymers on the NP using scaling theory analysis and molecular dynamics simulations. We propose and confirm that participation of adsorbed chains in the NP motion break up at time intervals beyond τ ads due to the rearrangement of polymer segments at the NP surface, which accounts for the onset of Fickian NP diffusion on a time scale of t ≈ τ ads . We develop a power law, η eff ∼ (τ ads ) ν , where ν is the scaling exponent of the dependence of polymer coil size on the chain length, which leads to a theoretical basis for the design of PNCs and nanomedicine with desired applications through tuning the polymer adsorption duration.

General characteristics of relative dispersion in the ocean

NASA Astrophysics Data System (ADS)

Corrado, Raffaele; Lacorata, Guglielmo; Palatella, Luigi; Santoleri, Rosalia; Zambianchi, Enrico

2017-04-01

The multi-scale and nonlinear nature of the ocean dynamics dramatically affects the spreading of matter, like pollutants, marine litter, etc., of physical and chemical seawater properties, and the biological connectivity inside and among different basins. Based on the Finite-Scale Lyapunov Exponent analysis of the largest available near-surface Lagrangian data set from the Global Drifter Program, our results show that, despite the large variety of flow features, relative dispersion can ultimately be described by a few parameters common to all ocean sub-basins, at least in terms of order of magnitude. This provides valuable information to undertake Lagrangian dispersion studies by means of models and/or of observational data. Moreover, our results show that the relative dispersion rates measured at submesoscale are significantly higher than for large-scale dynamics. Auxiliary analysis of high resolution GPS-tracked drifter hourly data as well as of the drogued/undrogued status of the buoys is provided in support of our conclusions. A possible application of our study, concerning reverse drifter motion and error growth analysis, is proposed relatively to the case of the missing Malaysia Airlines MH370 aircraft.

General characteristics of relative dispersion in the ocean.

PubMed

Corrado, Raffaele; Lacorata, Guglielmo; Palatella, Luigi; Santoleri, Rosalia; Zambianchi, Enrico

2017-04-11

The multi-scale and nonlinear nature of the ocean dynamics dramatically affects the spreading of matter, like pollutants, marine litter, etc., of physical and chemical seawater properties, and the biological connectivity inside and among different basins. Based on the Finite-Scale Lyapunov Exponent analysis of the largest available near-surface Lagrangian data set from the Global Drifter Program, our results show that, despite the large variety of flow features, relative dispersion can ultimately be described by a few parameters common to all ocean sub-basins, at least in terms of order of magnitude. This provides valuable information to undertake Lagrangian dispersion studies by means of models and/or of observational data. Moreover, our results show that the relative dispersion rates measured at submesoscale are significantly higher than for large-scale dynamics. Auxiliary analysis of high resolution GPS-tracked drifter hourly data as well as of the drogued/undrogued status of the buoys is provided in support of our conclusions. A possible application of our study, concerning reverse drifter motion and error growth analysis, is proposed relatively to the case of the missing Malaysia Airlines MH370 aircraft.

General characteristics of relative dispersion in the ocean

PubMed Central

Corrado, Raffaele; Lacorata, Guglielmo; Palatella, Luigi; Santoleri, Rosalia; Zambianchi, Enrico

2017-01-01

The multi-scale and nonlinear nature of the ocean dynamics dramatically affects the spreading of matter, like pollutants, marine litter, etc., of physical and chemical seawater properties, and the biological connectivity inside and among different basins. Based on the Finite-Scale Lyapunov Exponent analysis of the largest available near-surface Lagrangian data set from the Global Drifter Program, our results show that, despite the large variety of flow features, relative dispersion can ultimately be described by a few parameters common to all ocean sub-basins, at least in terms of order of magnitude. This provides valuable information to undertake Lagrangian dispersion studies by means of models and/or of observational data. Moreover, our results show that the relative dispersion rates measured at submesoscale are significantly higher than for large-scale dynamics. Auxiliary analysis of high resolution GPS-tracked drifter hourly data as well as of the drogued/undrogued status of the buoys is provided in support of our conclusions. A possible application of our study, concerning reverse drifter motion and error growth analysis, is proposed relatively to the case of the missing Malaysia Airlines MH370 aircraft. PMID:28397797

Amplitude-Phase Modulation, Topological Horseshoe and Scaling Attractor of a Dynamical System

NASA Astrophysics Data System (ADS)

Li, Chun-Lai; Li, Wen; Zhang, Jing; Xie, Yuan-Xi; Zhao, Yi-Bo

2016-09-01

A three-dimensional autonomous chaotic system is discussed in this paper. Some basic dynamical properties of the system, including phase portrait, Poincaré map, power spectrum, Kaplan-Yorke dimension, Lyapunov exponent spectra, signal amplitude and topological horseshoe are studied theoretically and numerically. The main finding by analysis is that the signal amplitude can be modulated via controlling the coefficients of the linear term, cross-product term and squared term simultaneously or respectively, and the phase of x3 can be modulated by the product of the coefficients of the linear term and cross-product term. Furthermore, scaling chaotic attractors of this system are achieved by modified projective synchronization with an optimization-based linear coupling method, which is safer for secure communications than the existed synchronization scheme since the scaling factors can be regarded as the security encoding key. Supported by Hunan Provincial Natural Science Foundation of China under Grant No. 2016JJ4036, University Natural Science Foundation of Jiangsu Province under Grant No. 14KJB120007 and the National Natural Science Foundation of China under Grant Nos. 11504176 and 11602084

Taylor’s Law of Temporal Fluctuation Scaling in Stock Illiquidity

NASA Astrophysics Data System (ADS)

Cai, Qing; Xu, Hai-Chuan; Zhou, Wei-Xing

2016-08-01

Taylor’s law of temporal fluctuation scaling, variance ˜ a(mean)b, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a solid temporal fluctuation scaling law in stock illiquidity by investigating the mean-variance relationship of the high-frequency illiquidity of almost all stocks traded on the Shanghai Stock Exchange (SHSE) and the Shenzhen Stock Exchange (SZSE) during the period from 1999 to 2011. Taylor’s law holds for A-share markets (SZSE Main Board, SZSE Small & Mediate Enterprise Board, SZSE Second Board, and SHSE Main Board) and B-share markets (SZSE B-share and SHSE B-share). We find that the scaling exponent b is greater than 2 for the A-share markets and less than 2 for the B-share markets. We further unveil that Taylor’s law holds for stocks in 17 industry categories, in 28 industrial sectors and in 31 provinces and direct-controlled municipalities with the majority of scaling exponents b ∈ (2, 3). We also investigate the Δt-min illiquidity and find that the scaling exponent b(Δt) increases logarithmically for small Δt values and decreases fast to a stable level.

Emergence of multi-scaling in fluid turbulence

NASA Astrophysics Data System (ADS)

Donzis, Diego; Yakhot, Victor

2017-11-01

We present new theoretical and numerical results on the transition to strong turbulence in an infinite fluid stirred by a Gaussian random force. The transition is defined as a first appearance of anomalous scaling of normalized moments of velocity derivatives (or dissipation rates) emerging from the low-Reynolds-number Gaussian background. It is shown that due to multi-scaling, strongly intermittent rare events can be quantitatively described in terms of an infinite number of different ``Reynolds numbers'' reflecting a multitude of anomalous scaling exponents. We found that anomalous scaling for high order moments emerges at very low Reynolds numbers implying that intense dissipative-range fluctuations are established at even lower Reynolds number than that required for an inertial range. Thus, our results suggest that information about inertial range dynamics can be obtained from dissipative scales even when the former does not exit. We discuss our further prediction that transition to fully anomalous turbulence disappears at Rλ < 3 . Support from NSF is acknowledged.

Hidden scale invariance of metals

NASA Astrophysics Data System (ADS)

Hummel, Felix; Kresse, Georg; Dyre, Jeppe C.; Pedersen, Ulf R.

2015-11-01

Density functional theory (DFT) calculations of 58 liquid elements at their triple point show that most metals exhibit near proportionality between the thermal fluctuations of the virial and the potential energy in the isochoric ensemble. This demonstrates a general "hidden" scale invariance of metals making the condensed part of the thermodynamic phase diagram effectively one dimensional with respect to structure and dynamics. DFT computed density scaling exponents, related to the Grüneisen parameter, are in good agreement with experimental values for the 16 elements where reliable data were available. Hidden scale invariance is demonstrated in detail for magnesium by showing invariance of structure and dynamics. Computed melting curves of period three metals follow curves with invariance (isomorphs). The experimental structure factor of magnesium is predicted by assuming scale invariant inverse power-law (IPL) pair interactions. However, crystal packings of several transition metals (V, Cr, Mn, Fe, Nb, Mo, Ta, W, and Hg), most post-transition metals (Ga, In, Sn, and Tl), and the metalloids Si and Ge cannot be explained by the IPL assumption. The virial-energy correlation coefficients of iron and phosphorous are shown to increase at elevated pressures. Finally, we discuss how scale invariance explains the Grüneisen equation of state and a number of well-known empirical melting and freezing rules.

Finite-time synchronization for second-order nonlinear multi-agent system via pinning exponent sliding mode control.

PubMed

Hou, Huazhou; Zhang, Qingling

2016-11-01

In this paper we investigate the finite-time synchronization for second-order multi-agent system via pinning exponent sliding mode control. Firstly, for the nonlinear multi-agent system, differential mean value theorem is employed to transfer the nonlinear system into linear system, then, by pinning only one node in the system with novel exponent sliding mode control, we can achieve synchronization in finite time. Secondly, considering the 3-DOF helicopter system with nonlinear dynamics and disturbances, the novel exponent sliding mode control protocol is applied to only one node to achieve the synchronization. Finally, the simulation results show the effectiveness and the advantages of the proposed method. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Dynamic stability of running: The effects of speed and leg amputations on the maximal Lyapunov exponent

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

Look, Nicole; Arellano, Christopher J.; Grabowski, Alena M.

2013-12-15

In this paper, we study dynamic stability during running, focusing on the effects of speed, and the use of a leg prosthesis. We compute and compare the maximal Lyapunov exponents of kinematic time-series data from subjects with and without unilateral transtibial amputations running at a wide range of speeds. We find that the dynamics of the affected leg with the running-specific prosthesis are less stable than the dynamics of the unaffected leg and also less stable than the biological legs of the non-amputee runners. Surprisingly, we find that the center-of-mass dynamics of runners with two intact biological legs are slightlymore » less stable than those of runners with amputations. Our results suggest that while leg asymmetries may be associated with instability, runners may compensate for this effect by increased control of their center-of-mass dynamics.« less

Nature versus nurture: Predictability in low-temperature Ising dynamics

NASA Astrophysics Data System (ADS)

Ye, J.; Machta, J.; Newman, C. M.; Stein, D. L.

2013-10-01

Consider a dynamical many-body system with a random initial state subsequently evolving through stochastic dynamics. What is the relative importance of the initial state (“nature”) versus the realization of the stochastic dynamics (“nurture”) in predicting the final state? We examined this question for the two-dimensional Ising ferromagnet following an initial deep quench from T=∞ to T=0. We performed Monte Carlo studies on the overlap between “identical twins” raised in independent dynamical environments, up to size L=500. Our results suggest an overlap decaying with time as t-θh with θh=0.22±0.02; the same exponent holds for a quench to low but nonzero temperature. This “heritability exponent” may equal the persistence exponent for the two-dimensional Ising ferromagnet, but the two differ more generally.

Scaling behavior of an airplane-boarding model.

PubMed

Brics, Martins; Kaupužs, Jevgenijs; Mahnke, Reinhard

2013-04-01

An airplane-boarding model, introduced earlier by Frette and Hemmer [Phys. Rev. E 85, 011130 (2012)], is studied with the aim of determining precisely its asymptotic power-law scaling behavior for a large number of passengers N. Based on Monte Carlo simulation data for very large system sizes up to N=2(16)=65536, we have analyzed numerically the scaling behavior of the mean boarding time and other related quantities. In analogy with critical phenomena, we have used appropriate scaling Ansätze, which include the leading term as some power of N (e.g., [proportionality]N(α) for ), as well as power-law corrections to scaling. Our results clearly show that α=1/2 holds with a very high numerical accuracy (α=0.5001±0.0001). This value deviates essentially from α=/~0.69, obtained earlier by Frette and Hemmer from data within the range 2≤N≤16. Our results confirm the convergence of the effective exponent α(eff)(N) to 1/2 at large N as observed by Bernstein. Our analysis explains this effect. Namely, the effective exponent α(eff)(N) varies from values about 0.7 for small system sizes to the true asymptotic value 1/2 at N→∞ almost linearly in N(-1/3) for large N. This means that the variation is caused by corrections to scaling, the leading correction-to-scaling exponent being θ≈1/3. We have estimated also other exponents: ν=1/2 for the mean number of passengers taking seats simultaneously in one time step, β=1 for the second moment of t(b), and γ≈1/3 for its variance.

Tests of nonuniversality of the stock return distributions in an emerging market

NASA Astrophysics Data System (ADS)

Mu, Guo-Hua; Zhou, Wei-Xing

2010-12-01

There is convincing evidence showing that the probability distributions of stock returns in mature markets exhibit power-law tails and both the positive and negative tails conform to the inverse cubic law. It supports the possibility that the tail exponents are universal at least for mature markets in the sense that they do not depend on stock market, industry sector, and market capitalization. We investigate the distributions of intraday returns at different time scales ( Δt=1 , 5, 15, and 30 min) of all the A-share stocks traded in the Chinese stock market, which is the largest emerging market in the world. We find that the returns can be well fitted by the q -Gaussian distribution and the tails have power-law relaxations with the exponents increasing with Δt and being well outside the Lévy stable regime for individual stocks. We provide statistically significant evidence showing that, at small time scales Δt<15min , the exponents logarithmically decrease with the turnover rate and increase with the market capitalization. When Δt>15min , no conclusive evidence is found for a possible dependence of the tail exponent on the turnover rate or the market capitalization. Our findings indicate that the intraday return distributions at small time scales are not universal in emerging stock markets but might be universal at large time scales.

Dynamic Analysis and Adaptive Sliding Mode Controller for a Chaotic Fractional Incommensurate Order Financial System

NASA Astrophysics Data System (ADS)

Hajipour, Ahmad; Tavakoli, Hamidreza

2017-12-01

In this study, the dynamic behavior and chaos control of a chaotic fractional incommensurate-order financial system are investigated. Using well-known tools of nonlinear theory, i.e. Lyapunov exponents, phase diagrams and bifurcation diagrams, we observe some interesting phenomena, e.g. antimonotonicity, crisis phenomena and route to chaos through a period doubling sequence. Adopting largest Lyapunov exponent criteria, we find that the system yields chaos at the lowest order of 2.15. Next, in order to globally stabilize the chaotic fractional incommensurate order financial system with uncertain dynamics, an adaptive fractional sliding mode controller is designed. Numerical simulations are used to demonstrate the effectiveness of the proposed control method.

Gross-Pitaevski map as a chaotic dynamical system.

PubMed

Guarneri, Italo

2017-03-01

The Gross-Pitaevski map is a discrete time, split-operator version of the Gross-Pitaevski dynamics in the circle, for which exponential instability has been recently reported. Here it is studied as a classical dynamical system in its own right. A systematic analysis of Lyapunov exponents exposes strongly chaotic behavior. Exponential growth of energy is then shown to be a direct consequence of rotational invariance and for stationary solutions the full spectrum of Lyapunov exponents is analytically computed. The present analysis includes the "resonant" case, when the free rotation period is commensurate to 2π, and the map has countably many constants of the motion. Except for lowest-order resonances, this case exhibits an integrable-chaotic transition.

The Effects of a Lower Body Exoskeleton Load Carriage Assistive Device on Limits of Stability and Postural Sway

DTIC Science & Technology

2006-11-01

can be determined (Collins and De Luca, 1993). The parameter of interest in this study was the Hurst scaling exponent (0 < H < 1), a dimensionless...LOS measures, the traditional postural sway measures (COPBX, COPBY COPB, COPLX, COPLY, COPLR), and on the six Hurst 5 exponents . In analyses in...included in Tables 2 and 3, respectively. The summary data for each of the Hurst exponents are in Table 4. Table 2. Means (and Standard

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

Network-induced chaos in integrate-and-fire neuronal ensembles.

PubMed

Zhou, Douglas; Rangan, Aaditya V; Sun, Yi; Cai, David

2009-09-01

It has been shown that a single standard linear integrate-and-fire (IF) neuron under a general time-dependent stimulus cannot possess chaotic dynamics despite the firing-reset discontinuity. Here we address the issue of whether conductance-based, pulsed-coupled network interactions can induce chaos in an IF neuronal ensemble. Using numerical methods, we demonstrate that all-to-all, homogeneously pulse-coupled IF neuronal networks can indeed give rise to chaotic dynamics under an external periodic current drive. We also provide a precise characterization of the largest Lyapunov exponent for these high dimensional nonsmooth dynamical systems. In addition, we present a stable and accurate numerical algorithm for evaluating the largest Lyapunov exponent, which can overcome difficulties encountered by traditional methods for these nonsmooth dynamical systems with degeneracy induced by, e.g., refractoriness of neurons.

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.

Aggregation of flexible polyelectrolytes: Phase diagram and dynamics.

PubMed

Tom, Anvy Moly; Rajesh, R; Vemparala, Satyavani

2017-10-14

Similarly charged polymers in solution, known as polyelectrolytes, are known to form aggregated structures in the presence of oppositely charged counterions. Understanding the dependence of the equilibrium phases and the dynamics of the process of aggregation on parameters such as backbone flexibility and charge density of such polymers is crucial for insights into various biological processes which involve biological polyelectrolytes such as protein, DNA, etc. Here, we use large-scale coarse-grained molecular dynamics simulations to obtain the phase diagram of the aggregated structures of flexible charged polymers and characterize the morphology of the aggregates as well as the aggregation dynamics, in the presence of trivalent counterions. Three different phases are observed depending on the charge density: no aggregation, a finite bundle phase where multiple small aggregates coexist with a large aggregate and a fully phase separated phase. We show that the flexibility of the polymer backbone causes strong entanglement between charged polymers leading to additional time scales in the aggregation process. Such slowing down of the aggregation dynamics results in the exponent, characterizing the power law decay of the number of aggregates with time, to be dependent on the charge density of the polymers. These results are contrary to those obtained for rigid polyelectrolytes, emphasizing the role of backbone flexibility.

Extracting Lyapunov exponents from the echo dynamics of Bose-Einstein condensates on a lattice

NASA Astrophysics Data System (ADS)

Tarkhov, Andrei E.; Wimberger, Sandro; Fine, Boris V.

2017-08-01

We propose theoretically an experimentally realizable method to demonstrate the Lyapunov instability and to extract the value of the largest Lyapunov exponent for a chaotic many-particle interacting system. The proposal focuses specifically on a lattice of coupled Bose-Einstein condensates in the classical regime describable by the discrete Gross-Pitaevskii equation. We suggest to use imperfect time reversal of the system's dynamics known as the Loschmidt echo, which can be realized experimentally by reversing the sign of the Hamiltonian of the system. The routine involves tracking and then subtracting the noise of virtually any observable quantity before and after the time reversal. We support the theoretical analysis by direct numerical simulations demonstrating that the largest Lyapunov exponent can indeed be extracted from the Loschmidt echo routine. We also discuss possible values of experimental parameters required for implementing this proposal.

How main-chains of proteins explore the free-energy landscape in native states.

PubMed

Senet, Patrick; Maisuradze, Gia G; Foulie, Colette; Delarue, Patrice; Scheraga, Harold A

2008-12-16

Understanding how a single native protein diffuses on its free-energy landscape is essential to understand protein kinetics and function. The dynamics of a protein is complex, with multiple relaxation times reflecting a hierarchical free-energy landscape. Using all-atom molecular dynamics simulations of an alpha/beta protein (crambin) and a beta-sheet polypeptide (BS2) in their "native" states, we demonstrate that the mean-square displacement of dihedral angles, defined by 4 successive C(alpha) atoms, increases as a power law of time, t(alpha), with an exponent alpha between 0.08 and 0.39 (alpha = 1 corresponds to Brownian diffusion), at 300 K. Residues with low exponents are located mainly in well-defined secondary elements and adopt 1 conformational substate. Residues with high exponents are found in loops/turns and chain ends and exist in multiple conformational substates, i.e., they move on multiple-minima free-energy profiles.

How main-chains of proteins explore the free-energy landscape in native states

PubMed Central

Senet, Patrick; Maisuradze, Gia G.; Foulie, Colette; Delarue, Patrice; Scheraga, Harold A.

2008-01-01

Understanding how a single native protein diffuses on its free-energy landscape is essential to understand protein kinetics and function. The dynamics of a protein is complex, with multiple relaxation times reflecting a hierarchical free-energy landscape. Using all-atom molecular dynamics simulations of an α/β protein (crambin) and a β-sheet polypeptide (BS2) in their “native” states, we demonstrate that the mean-square displacement of dihedral angles, defined by 4 successive Cα atoms, increases as a power law of time, tα, with an exponent α between 0.08 and 0.39 (α = 1 corresponds to Brownian diffusion), at 300 K. Residues with low exponents are located mainly in well-defined secondary elements and adopt 1 conformational substate. Residues with high exponents are found in loops/turns and chain ends and exist in multiple conformational substates, i.e., they move on multiple-minima free-energy profiles. PMID:19073932

State Anxiety and Nonlinear Dynamics of Heart Rate Variability in Students

PubMed Central

Dimitriev, Aleksey D.

2016-01-01

Objectives 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. Methods 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. Results 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. Conclusions 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. PMID:26807793

Long-range persistence in the global mean surface temperature and the global warming "time bomb"

NASA Astrophysics Data System (ADS)

Rypdal, M.; Rypdal, K.

2012-04-01

Detrended Fluctuation Analysis (DFA) and Maximum Likelihood Estimations (MLE) based on instrumental data over the last 160 years indicate that there is Long-Range Persistence (LRP) in Global Mean Surface Temperature (GMST) on time scales of months to decades. The persistence is much higher in sea surface temperature than in land temperatures. Power spectral analysis of multi-model, multi-ensemble runs of global climate models indicate further that this persistence may extend to centennial and maybe even millennial time-scales. We also support these conclusions by wavelet variogram analysis, DFA, and MLE of Northern hemisphere mean surface temperature reconstructions over the last two millennia. These analyses indicate that the GMST is a strongly persistent noise with Hurst exponent H>0.9 on time scales from decades up to at least 500 years. We show that such LRP can be very important for long-term climate prediction and for the establishment of a "time bomb" in the climate system due to a growing energy imbalance caused by the slow relaxation to radiative equilibrium under rising anthropogenic forcing. We do this by the construction of a multi-parameter dynamic-stochastic model for the GMST response to deterministic and stochastic forcing, where LRP is represented by a power-law response function. Reconstructed data for total forcing and GMST over the last millennium are used with this model to estimate trend coefficients and Hurst exponent for the GMST on multi-century time scale by means of MLE. Ensembles of solutions generated from the stochastic model also allow us to estimate confidence intervals for these estimates.

Phase and vortex correlations in superconducting Josephson-junction arrays at irrational magnetic frustration.

PubMed

Granato, Enzo

2008-07-11

Phase coherence and vortex order in a Josephson-junction array at irrational frustration are studied by extensive Monte Carlo simulations using the parallel-tempering method. A scaling analysis of the correlation length of phase variables in the full equilibrated system shows that the critical temperature vanishes with a power-law divergent correlation length and critical exponent nuph, in agreement with recent results from resistivity scaling analysis. A similar scaling analysis for vortex variables reveals a different critical exponent nuv, suggesting that there are two distinct correlation lengths associated with a decoupled zero-temperature phase transition.

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.

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

Scaling of basal metabolic rate with body mass and temperature in mammals.

PubMed

Clarke, Andrew; Rothery, Peter; Isaac, Nick J B

2010-05-01

1. We present a statistical analysis of the scaling of resting (basal) metabolic rate, BMR, with body mass, B(m) and body temperature, T(b), in mammals. 2. Whilst the majority of the variance in ln BMR is explained by ln B(m), the T(b) term is statistically significant. The best fit model was quadratic, indicating that the scaling of ln BMR with ln B(m) varies with body size; the value of any scaling exponent estimated for a sample of mammals will therefore depend on the size distribution of species in the study. This effect can account for much of the variation in scaling exponents reported in the literature for mammals. 3. In all models, inclusion of T(b) reduced the strength of scaling with ln B(m). The model including T(b) suggests that birds and mammals have a similar underlying thermal dependence of BMR, equivalent to a Q(10) of 2.9 across the range of T(b) values 32-42 degrees C. 4. There was significant heterogeneity in both the mass scaling exponent and mean BMR across mammalian orders, with a tendency for orders dominated by larger taxa to have steeper scaling exponents. This heterogeneity was particularly marked across orders with smaller mean B(m) and the taxonomic composition of the sample will thus also affect the observed scaling exponent. After correcting for the effects of ln B(m) and T(b), Soricomorpha, Didelphimorphia and Artiodactyla had the highest BMR of those orders represented by more than 10 species in the data set. 5. Inclusion of T(b) in the model removed the effect of diet category evident from a model in ln B(m) alone and widely reported in the literature; this was caused by a strong interaction between diet category and T(b) in mammals. 6. Inclusion of mean ambient temperature, T(a), in the model indicated a significant inverse relationship between ln BMR and T(a), complicated by an interaction between T(a) and T(b). All other things being equal, a polar mammal living at -10 degrees C has a body temperature approximately 2.7 degrees C warmer and a BMR higher by approximately 40% than a tropical mammal of similar size living at 25 degrees C.

Vortex relaxation in type-II superconductors following current quenches

NASA Astrophysics Data System (ADS)

Chaturvedi, Harsh; Assi, Hiba; Dobramysl, Ulrich; Pleimling, Michel; Täuber, Uwe

2015-03-01

The mixed phase in type-II superconductors is characterized by the presence of mutually repulsive magnetic flux lines that are driven by external currents and pinned by point-like or extended material defects. We represent the disordered vortex system in the London limit by an elastic directed line model, whose relaxational dynamics we investigate numerically by means of Langevin Molecular Dynamics. We specifically study the effects of sudden changes of the driving current on the time evolution of the mean flux line gyration radius and the associated transverse displacement correlation functions. Upon quenching from the moving into the pinned glassy phase, we observe algebraically slow relaxation. The associated two-time height-autocorrelations display broken time translation invariance and can be described by a simple aging scaling form, albeit with non-universal scaling exponents. Research supported by the U.S. Department of Energy, Office of Basic Energy Sciences, Division of Materials Sciences and Engineering under Award DE-FG02-09ER46613.

Simplicity of condensed matter at its core: generic definition of a Roskilde-simple system.

PubMed

Schrøder, Thomas B; Dyre, Jeppe C

2014-11-28

The isomorph theory is reformulated by defining Roskilde-simple systems by the property that the order of the potential energies of configurations at one density is maintained when these are scaled uniformly to a different density. If the potential energy as a function of all particle coordinates is denoted by U(R), this requirement translates into U(Ra) < U(Rb) ⇒ U(λRa) < U(λRb). Isomorphs remain curves in the thermodynamic phase diagram along which structure, dynamics, and excess entropy are invariant, implying that the phase diagram is effectively one-dimensional with respect to many reduced-unit properties. In contrast to the original formulation of the isomorph theory, however, the density-scaling exponent is not exclusively a function of density and the isochoric heat capacity is not an exact isomorph invariant. A prediction is given for the latter quantity's variation along the isomorphs. Molecular dynamics simulations of the Lennard-Jones and Lennard-Jones Gaussian systems validate the new approach.

Detrended fluctuation analysis based on higher-order moments of financial time series

NASA Astrophysics Data System (ADS)

Teng, Yue; Shang, Pengjian

2018-01-01

In this paper, a generalized method of detrended fluctuation analysis (DFA) is proposed as a new measure to assess the complexity of a complex dynamical system such as stock market. We extend DFA and local scaling DFA to higher moments such as skewness and kurtosis (labeled SMDFA and KMDFA), so as to investigate the volatility scaling property of financial time series. Simulations are conducted over synthetic and financial data for providing the comparative study. We further report the results of volatility behaviors in three American countries, three Chinese and three European stock markets by using DFA and LSDFA method based on higher moments. They demonstrate the dynamics behaviors of time series in different aspects, which can quantify the changes of complexity for stock market data and provide us with more meaningful information than single exponent. And the results reveal some higher moments volatility and higher moments multiscale volatility details that cannot be obtained using the traditional DFA method.

Dynamical transition for a particle in a squared Gaussian potential

NASA Astrophysics Data System (ADS)

Touya, C.; Dean, D. S.

2007-02-01

We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by ψ = phi2/2 where phi is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in one and two dimensions and it is shown to vanish in a power-law fashion at the dynamical transition temperature. Our results are confronted with numerical simulations where the Gaussian field is constructed, in a standard way, as a sum over random Fourier modes. We show that when the number of Fourier modes is finite the low temperature diffusion constant becomes non-zero and has an Arrhenius form. Thus we have a simple model with a fully understood finite size scaling theory for the dynamical transition. In addition we analyse the nature of the anomalous diffusion in the low temperature regime and show that the anomalous exponent agrees with that predicted by a trap model.

First-passage dynamics of linear stochastic interface models: weak-noise theory and influence of boundary conditions

NASA Astrophysics Data System (ADS)

Gross, Markus

2018-03-01

We consider a one-dimensional fluctuating interfacial profile governed by the Edwards–Wilkinson or the stochastic Mullins-Herring equation for periodic, standard Dirichlet and Dirichlet no-flux boundary conditions. The minimum action path of an interfacial fluctuation conditioned to reach a given maximum height M at a finite (first-passage) time T is calculated within the weak-noise approximation. Dynamic and static scaling functions for the profile shape are obtained in the transient and the equilibrium regime, i.e. for first-passage times T smaller or larger than the characteristic relaxation time, respectively. In both regimes, the profile approaches the maximum height M with a universal algebraic time dependence characterized solely by the dynamic exponent of the model. It is shown that, in the equilibrium regime, the spatial shape of the profile depends sensitively on boundary conditions and conservation laws, but it is essentially independent of them in the transient regime.

Chaos in the sunspot cycle - Analysis and prediction

NASA Technical Reports Server (NTRS)

Mundt, Michael D.; Maguire, W. Bruce, II; Chase, Robert R. P.

1991-01-01

The variability of solar activity over long time scales, given semiquantitatively by measurements of sunspot numbers, is examined as a nonlinear dynamical system. First, a discussion of the data set used and the techniques utilized to reduce the noise and capture the long-term dynamics inherent in the data is presented. Subsequently, an attractor is reconstructed from the data set using the method of time delays. The reconstructed attractor is then used to determine both the dimension of the underlying system and also the largest Lyapunov exponent, which together indicate that the sunspot cycle is indeed chaotic and also low dimensional. In addition, recent techniques of exploiting chaotic dynamics to provide accurate, short-term predictions are utilized in order to improve upon current forecasting methods and also to place theoretical limits on predictability extent. The results are compared to chaotic solar-dynamo models as a possible physically motivated source of this chaotic behavior.

Statistical properties of business firms structure and growth

NASA Astrophysics Data System (ADS)

Matia, K.; Fu, Dongfeng; Buldyrev, S. V.; Pammolli, F.; Riccaboni, M.; Stanley, H. E.

2004-08-01

We analyze a database comprising quarterly sales of 55624 pharmaceutical products commercialized by 3939 pharmaceutical firms in the period 1992 2001. We study the probability density function (PDF) of growth in firms and product sales and find that the width of the PDF of growth decays with the sales as a power law with exponent β = 0.20 ± 0.01. We also find that the average sales of products scales with the firm sales as a power law with exponent α = 0.57 ± 0.02. And that the average number products of a firm scales with the firm sales as a power law with exponent γ = 0.42 ± 0.02. We compare these findings with the predictions of models proposed till date on growth of business firms.

Fluctuation scaling, Taylor's law, and crime.

PubMed

Hanley, Quentin S; Khatun, Suniya; Yosef, Amal; Dyer, Rachel-May

2014-01-01

Fluctuation scaling relationships have been observed in a wide range of processes ranging from internet router traffic to measles cases. Taylor's law is one such scaling relationship and has been widely applied in ecology to understand communities including trees, birds, human populations, and insects. We show that monthly crime reports in the UK show complex fluctuation scaling which can be approximated by Taylor's law relationships corresponding to local policing neighborhoods and larger regional and countrywide scales. Regression models applied to local scale data from Derbyshire and Nottinghamshire found that different categories of crime exhibited different scaling exponents with no significant difference between the two regions. On this scale, violence reports were close to a Poisson distribution (α = 1.057 ± 0.026) while burglary exhibited a greater exponent (α = 1.292 ± 0.029) indicative of temporal clustering. These two regions exhibited significantly different pre-exponential factors for the categories of anti-social behavior and burglary indicating that local variations in crime reports can be assessed using fluctuation scaling methods. At regional and countrywide scales, all categories exhibited scaling behavior indicative of temporal clustering evidenced by Taylor's law exponents from 1.43 ± 0.12 (Drugs) to 2.094 ± 0081 (Other Crimes). Investigating crime behavior via fluctuation scaling gives insight beyond that of raw numbers and is unique in reporting on all processes contributing to the observed variance and is either robust to or exhibits signs of many types of data manipulation.

Fluctuation Scaling, Taylor’s Law, and Crime

PubMed Central

Hanley, Quentin S.; Khatun, Suniya; Yosef, Amal; Dyer, Rachel-May

2014-01-01

Fluctuation scaling relationships have been observed in a wide range of processes ranging from internet router traffic to measles cases. Taylor’s law is one such scaling relationship and has been widely applied in ecology to understand communities including trees, birds, human populations, and insects. We show that monthly crime reports in the UK show complex fluctuation scaling which can be approximated by Taylor’s law relationships corresponding to local policing neighborhoods and larger regional and countrywide scales. Regression models applied to local scale data from Derbyshire and Nottinghamshire found that different categories of crime exhibited different scaling exponents with no significant difference between the two regions. On this scale, violence reports were close to a Poisson distribution (α = 1.057±0.026) while burglary exhibited a greater exponent (α = 1.292±0.029) indicative of temporal clustering. These two regions exhibited significantly different pre-exponential factors for the categories of anti-social behavior and burglary indicating that local variations in crime reports can be assessed using fluctuation scaling methods. At regional and countrywide scales, all categories exhibited scaling behavior indicative of temporal clustering evidenced by Taylor’s law exponents from 1.43±0.12 (Drugs) to 2.094±0081 (Other Crimes). Investigating crime behavior via fluctuation scaling gives insight beyond that of raw numbers and is unique in reporting on all processes contributing to the observed variance and is either robust to or exhibits signs of many types of data manipulation. PMID:25271781

Non-Abelian Bosonization and Fractional Quantum Hall Transitions

NASA Astrophysics Data System (ADS)

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

A fully satisfying theoretical description for the quantum phase transition between fractional quantum Hall plateaus remains an outstanding problem. Experiments indicate scaling exponents that are not readily obtained in conventional theories. Using insights from duality, we describe a class of quantum critical effective theories that produce qualitatively realistic scaling exponents for the transition. We discuss the implications of our results for the physically-relevant interactions controlling this broad class of quantum critical behavior. Supported by National Science Foundation Graduate Research Fellowship Program under Grant No. DGE-1650441.

Activation barrier scaling and crossover for noise-induced switching in micromechanical parametric oscillators.

PubMed

Chan, H B; Stambaugh, C

2007-08-10

We explore fluctuation-induced switching in parametrically driven micromechanical torsional oscillators. The oscillators possess one, two, or three stable attractors depending on the modulation frequency. Noise induces transitions between the coexisting attractors. Near the bifurcation points, the activation barriers are found to have a power law dependence on frequency detuning with critical exponents that are in agreement with predicted universal scaling relationships. At large detuning, we observe a crossover to a different power law dependence with an exponent that is device specific.

Lyapunov exponents for infinite dimensional dynamical systems

NASA Technical Reports Server (NTRS)

Mhuiris, Nessan Mac Giolla

1987-01-01

Classically it was held that solutions to deterministic partial differential equations (i.e., ones with smooth coefficients and boundary data) could become random only through one mechanism, namely by the activation of more and more of the infinite number of degrees of freedom that are available to such a system. It is only recently that researchers have come to suspect that many infinite dimensional nonlinear systems may in fact possess finite dimensional chaotic attractors. Lyapunov exponents provide a tool for probing the nature of these attractors. This paper examines how these exponents might be measured for infinite dimensional systems.

Scaling in tournaments

NASA Astrophysics Data System (ADS)

Ben-Naim, E.; Redner, S.; Vazquez, F.

2007-02-01

We study a stochastic process that mimics single-game elimination tournaments. In our model, the outcome of each match is stochastic: the weaker player wins with upset probability q<=1/2, and the stronger player wins with probability 1-q. The loser is eliminated. Extremal statistics of the initial distribution of player strengths governs the tournament outcome. For a uniform initial distribution of strengths, the rank of the winner, x*, decays algebraically with the number of players, N, as x*~N-β. Different decay exponents are found analytically for sequential dynamics, βseq=1-2q, and parallel dynamics, \\beta_par=1+\\frac{\\ln (1-q)}{\\ln 2} . The distribution of player strengths becomes self-similar in the long time limit with an algebraic tail. Our theory successfully describes statistics of the US college basketball national championship tournament.

Lattice gas simulations of dynamical geometry in one dimension.

PubMed

Love, Peter J; Boghosian, Bruce M; Meyer, David A

2004-08-15

We present numerical results obtained using a lattice gas model with dynamical geometry. The (irreversible) macroscopic behaviour of the geometry (size) of the lattice is discussed in terms of a simple scaling theory and obtained numerically. The emergence of irreversible behaviour from the reversible microscopic lattice gas rules is discussed in terms of the constraint that the macroscopic evolution be reproducible. The average size of the lattice exhibits power-law growth with exponent at late times. The deviation of the macroscopic behaviour from reproducibility for particular initial conditions ('rogue states') is investigated as a function of system size. The number of such 'rogue states' is observed to decrease with increasing system size. Two mean-field analyses of the macroscopic behaviour are also presented. Copyright 2004 The Royal Society

Interface collisions

NASA Astrophysics Data System (ADS)

Aarão Reis, F. D. A.; Pierre-Louis, O.

2018-04-01

We provide a theoretical framework to analyze the properties of frontal collisions of two growing interfaces considering different short-range interactions between them. Due to their roughness, the collision events spread in time and form rough domain boundaries, which defines collision interfaces in time and space. We show that statistical properties of such interfaces depend on the kinetics of the growing interfaces before collision, but are independent of the details of their interaction and of their fluctuations during the collision. Those properties exhibit dynamic scaling with exponents related to the growth kinetics, but their distributions may be nonuniversal. Our results are supported by simulations of lattice models with irreversible dynamics and local interactions. Relations to first passage processes are discussed and a possible application to grain-boundary formation in two-dimensional materials is suggested.

Short-Time Dynamics of the Random n-Vector Model

NASA Astrophysics Data System (ADS)

Chen, Yuan; Li, Zhi-Bing; Fang, Hai; He, Shun-Shan; Situ, Shu-Ping

2001-11-01

Short-time critical behavior of the random n-vector model is studied by the theoretic renormalization-group approach. Asymptotic scaling laws are studied in a frame of the expansion in ɛ=4-d for n≠1 and {√ɛ} for n=1 respectively. In d<4, the initial slip exponents θ‧ for the order parameter and θ for the response function are calculated up to the second order in ɛ=4-d for n≠1 and {√ɛ} for n=1 at the random fixed point respectively. Our results show that the random impurities exert a strong influence on the short-time dynamics for d<4 and n

Spontaneous symmetry breaking, conformal anomaly and incompressible fluid turbulence

NASA Astrophysics Data System (ADS)

Oz, Yaron

2017-11-01

We propose an effective conformal field theory (CFT) description of steady state incompressible fluid turbulence at the inertial range of scales in any number of spatial dimensions. We derive a KPZ-type equation for the anomalous scaling of the longitudinal velocity structure functions and relate the intermittency parameter to the boundary Euler (A-type) conformal anomaly coefficient. The proposed theory consists of a mean field CFT that exhibits Kolmogorov linear scaling (K41 theory) coupled to a dilaton. The dilaton is a Nambu-Goldstone gapless mode that arises from a spontaneous breaking due to the energy flux of the separate scale and time symmetries of the inviscid Navier-Stokes equations to a K41 scaling with a dynamical exponent z=2/3 . The dilaton acts as a random measure that dresses the K41 theory and introduces intermittency. We discuss the two, three and large number of space dimensions cases and how entanglement entropy can be used to characterize the intermittency strength.

Time-dependent scaling patterns in high frequency financial data

NASA Astrophysics Data System (ADS)

Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso

2016-10-01

We measure the influence of different time-scales on the intraday dynamics of financial markets. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying measures of complexity: 1) an amplitude scaling exponent and 2) an entropy-like measure. We apply these measures to intraday, 30-second sampled prices of various stock market indices. Our results reveal intraday trends where different time-horizons contribute with variable relative amplitudes over the course of the trading day. Our findings indicate that the time series we analysed have a non-stationary multifractal nature with predominantly persistent behaviour at the middle of the trading session and anti-persistent behaviour at the opening and at the closing of the session. We demonstrate that these patterns are statistically significant, robust, reproducible and characteristic of each stock market. We argue that any modelling, analytics or trading strategy must take into account these non-stationary intraday scaling patterns.

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.

Dynamics of social contagions with limited contact capacity.

PubMed

Wang, Wei; Shu, Panpan; Zhu, Yu-Xiao; Tang, Ming; Zhang, Yi-Cheng

2015-10-01

Individuals are always limited by some inelastic resources, such as time and energy, which restrict them to dedicate to social interaction and limit their contact capacities. Contact capacity plays an important role in dynamics of social contagions, which so far has eluded theoretical analysis. In this paper, we first propose a non-Markovian model to understand the effects of contact capacity on social contagions, in which each adopted individual can only contact and transmit the information to a finite number of neighbors. We then develop a heterogeneous edge-based compartmental theory for this model, and a remarkable agreement with simulations is obtained. Through theory and simulations, we find that enlarging the contact capacity makes the network more fragile to behavior spreading. Interestingly, we find that both the continuous and discontinuous dependence of the final adoption size on the information transmission probability can arise. There is a crossover phenomenon between the two types of dependence. More specifically, the crossover phenomenon can be induced by enlarging the contact capacity only when the degree exponent is above a critical degree exponent, while the final behavior adoption size always grows continuously for any contact capacity when degree exponent is below the critical degree exponent.

Original electric-vertex formulation of the symmetric eight-vertex model on the square lattice is fully nonuniversal

NASA Astrophysics Data System (ADS)

Krčmár, Roman; Šamaj, Ladislav

2018-01-01

The partition function of the symmetric (zero electric field) eight-vertex model on a square lattice can be formulated either in the original "electric" vertex format or in an equivalent "magnetic" Ising-spin format. In this paper, both electric and magnetic versions of the model are studied numerically by using the corner transfer matrix renormalization-group method which provides reliable data. The emphasis is put on the calculation of four specific critical exponents, related by two scaling relations, and of the central charge. The numerical method is first tested in the magnetic format, the obtained dependencies of critical exponents on the model's parameters agree with Baxter's exact solution, and weak universality is confirmed within the accuracy of the method due to the finite size of the system. In particular, the critical exponents η and δ are constant as required by weak universality. On the other hand, in the electric format, analytic formulas based on the scaling relations are derived for the critical exponents ηe and δe which agree with our numerical data. These exponents depend on the model's parameters which is evidence for the full nonuniversality of the symmetric eight-vertex model in the original electric formulation.

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

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.

Regional processes in mangrove ecosystems: Spatial scaling relationships, biomass, and turnover rates following catastrophic disturbance

USGS Publications Warehouse

Ward, G.A.; Smith, T. J.; Whelan, K.R.T.; Doyle, T.W.

2006-01-01

Physiological processes and local-scale structural dynamics of mangroves are relatively well studied. Regional-scale processes, however, are not as well understood. Here we provide long-term data on trends in structure and forest turnover at a large scale, following hurricane damage in mangrove ecosystems of South Florida, U.S.A. Twelve mangrove vegetation plots were monitored at periodic intervals, between October 1992 and March 2005. Mangrove forests of this region are defined by a -1.5 scaling relationship between mean stem diameter and stem density, mirroring self-thinning theory for mono-specific stands. This relationship is reflected in tree size frequency scaling exponents which, through time, have exhibited trends toward a community average that is indicative of full spatial resource utilization. These trends, together with an asymptotic standing biomass accumulation, indicate that coastal mangrove ecosystems do adhere to size-structured organizing principles as described for upland tree communities. Regenerative dynamics are different between areas inside and outside of the primary wind-path of Hurricane Andrew which occurred in 1992. Forest dynamic turnover rates, however, are steady through time. This suggests that ecological, more-so than structural factors, control forest productivity. In agreement, the relative mean rate of biomass growth exhibits an inverse relationship with the seasonal range of porewater salinities. The ecosystem average in forest scaling relationships may provide a useful investigative tool of mangrove community biomass relationships, as well as offer a robust indicator of general ecosystem health for use in mangrove forest ecosystem management and restoration. ?? Springer 2006.

Rolling up of Large-scale Laminar Vortex Ring from Synthetic Jet Impinging onto a Wall

NASA Astrophysics Data System (ADS)

Xu, Yang; Pan, Chong; Wang, Jinjun; Flow Control Lab Team

2015-11-01

Vortex ring impinging onto a wall exhibits a wide range of interesting behaviors. The present work devotes to an experimental investigation of a series of small-scale vortex rings impinging onto a wall. These laminar vortex rings were generated by a piston-cylinder driven synthetic jet in a water tank. Laser Induced Fluorescence (LIF) and Particle Image Velocimetry (PIV) were used for flow visualization/quantification. A special scenario of vortical dynamic was found for the first time: a large-scale laminar vortex ring is formed above the wall, on the outboard side of the jet. This large-scale structure is stable in topology pattern, and continuously grows in strength and size along time, thus dominating dynamics of near wall flow. To quantify its spatial/temporal characteristics, Finite-Time Lyapunov Exponent (FTLE) fields were calculated from PIV velocity fields. It is shown that the flow pattern revealed by FTLE fields is similar to the visualization. The size of this large-scale vortex ring can be up to one-order larger than the jet vortices, and its rolling-up speed and entrainment strength was correlated to constant vorticity flux issued from the jet. This work was supported by the National Natural Science Foundation of China (Grants No.11202015 and 11327202).

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.

Numerical Analysis and Improved Algorithms for Lyapunov-Exponent Calculation of Discrete-Time Chaotic Systems

NASA Astrophysics Data System (ADS)

He, Jianbin; Yu, Simin; Cai, Jianping

2016-12-01

Lyapunov exponent is an important index for describing chaotic systems behavior, and the largest Lyapunov exponent can be used to determine whether a system is chaotic or not. For discrete-time dynamical systems, the Lyapunov exponents are calculated by an eigenvalue method. In theory, according to eigenvalue method, the more accurate calculations of Lyapunov exponent can be obtained with the increment of iterations, and the limits also exist. However, due to the finite precision of computer and other reasons, the results will be numeric overflow, unrecognized, or inaccurate, which can be stated as follows: (1) The iterations cannot be too large, otherwise, the simulation result will appear as an error message of NaN or Inf; (2) If the error message of NaN or Inf does not appear, then with the increment of iterations, all Lyapunov exponents will get close to the largest Lyapunov exponent, which leads to inaccurate calculation results; (3) From the viewpoint of numerical calculation, obviously, if the iterations are too small, then the results are also inaccurate. Based on the analysis of Lyapunov-exponent calculation in discrete-time systems, this paper investigates two improved algorithms via QR orthogonal decomposition and SVD orthogonal decomposition approaches so as to solve the above-mentioned problems. Finally, some examples are given to illustrate the feasibility and effectiveness of the improved algorithms.

Analytically Solvable Model of Spreading Dynamics with Non-Poissonian Processes

NASA Astrophysics Data System (ADS)

Jo, Hang-Hyun; Perotti, Juan I.; Kaski, Kimmo; Kertész, János

2014-01-01

Non-Poissonian bursty processes are ubiquitous in natural and social phenomena, yet little is known about their effects on the large-scale spreading dynamics. In order to characterize these effects, we devise an analytically solvable model of susceptible-infected spreading dynamics in infinite systems for arbitrary inter-event time distributions and for the whole time range. Our model is stationary from the beginning, and the role of the lower bound of inter-event times is explicitly considered. The exact solution shows that for early and intermediate times, the burstiness accelerates the spreading as compared to a Poisson-like process with the same mean and same lower bound of inter-event times. Such behavior is opposite for late-time dynamics in finite systems, where the power-law distribution of inter-event times results in a slower and algebraic convergence to a fully infected state in contrast to the exponential decay of the Poisson-like process. We also provide an intuitive argument for the exponent characterizing algebraic convergence.

Hartree-Fock study of the Anderson metal-insulator transition in the presence of Coulomb interaction: Two types of mobility edges and their multifractal scaling exponents

NASA Astrophysics Data System (ADS)

Lee, Hyun-Jung; Kim, Ki-Seok

2018-04-01

We investigate the role of Coulomb interaction in the multifractality of Anderson metal-insulator transition, where the Coulomb interaction is treated within the Hartree-Fock approximation, but disorder effects are taken into account exactly. An innovative technical aspect in our simulation is to utilize the Ewald-sum technique, which allows us to introduce the long-range nature of the Coulomb interaction into Hartree-Fock self-consistent equations of order parameters more accurately. This numerical simulation reproduces the Altshuler-Aronov correction in a metallic state and the Efros-Shklovskii pseudogap in an insulating phase, where the density of states ρ (ω ) is evaluated in three dimensions. Approaching the quantum critical point of a metal-insulator transition from either the metallic or insulting phase, we find that the density of states is given by ρ (ω ) ˜|ω| 1 /2 , which determines one critical exponent of the McMillan-Shklovskii scaling theory. Our main result is to evaluate the eigenfunction multifractal scaling exponent αq, given by the Legendre transformation of the fractal dimension τq, which characterizes the scaling behavior of the inverse participation ratio with respect to the system size L . Our multifractal analysis leads us to identify two kinds of mobility edges, one of which occurs near the Fermi energy and the other of which appears at a high energy, where the density of states at the Fermi energy shows the Coulomb-gap feature. We observe that the multifractal exponent at the high-energy mobility edge remains to be almost identical to that of the Anderson localization transition in the absence of Coulomb interactions. On the other hand, we find that the multifractal exponent near the Fermi energy is more enhanced than that at the high-energy mobility edge, suspected to result from interaction effects. However, both the multifractal exponents do not change even if the strength of the Coulomb interaction varies. We also show that the multifractality singular spectrum can be classified into two categories, confirming the appearance of two types of mobility edges.

Concentration-discharge relationships for variably sized streams in Florida: Patterns and drivers in long-term catchment studies

NASA Astrophysics Data System (ADS)

Diamond, J.; Cohen, M.

2012-12-01

Catchment-scale analyses can provide important insight into the processes governing solute sources, transport and storage. Understanding solute dynamics is vital for water management both for accurate predictions of chemical fluxes as well as ecosystem responses to them. This project synthesized long-term (>15 years) hydrochemical data from 80 variably sized (101-105 m2) watersheds in Florida. Our goal was to evaluate scaling effects on flow-solute relationships, and determine the factors that control observed inter-catchment variation. We obtained long term records of a variety of chemical parameters include color, nutrients (N and P), and geogenic solutes (Ca, Si, Mg, Na, Cl) from stations where chemistry and flow data were matched. Catchment attributes (land use, terrain, surface geology) were obtained for each stream as potential covariates. Concentration-discharge relationships were modeled as power functions, the exponents (b) of which were categorized into three end-member scenarios: (1) b>0, or chemodynamic conditions, where increased discharge increases concentration, (2) b=0, or chemostatic conditions, where concentration is independent of discharge, and (3) b<0, or dilution conditions, where increased discharge decreases concentrations. Color was strongly chemodynamic, while geogenic solutes tended to be chemostatic;nutrient-flow relationships varied substantially (from dilution to chemodynamic) suggesting important ancillary controls. To assess between-site variability, power function exponents were compared against land use and catchment area. These results indicate that watersheds dominated by urban land use exhibit stronger dilution effects for most solutes while watersheds dominated by agricultural land use were generally chemostatic particularly for nutrients. This synthesis approach to understanding controls on observed concentration-discharge relationships is crucial to understanding the dynamics and early-warning indicators of anthropogenically-induced transition from dilution to chemostatic behavior.

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.

Hierarchical structure of stock price fluctuations in financial markets

NASA Astrophysics Data System (ADS)

Gao, Ya-Chun; Cai, Shi-Min; Wang, Bing-Hong

2012-12-01

The financial market and turbulence have been broadly compared on account of the same quantitative methods and several common stylized facts they share. In this paper, the She-Leveque (SL) hierarchy, proposed to explain the anomalous scaling exponents deviating from Kolmogorov monofractal scaling of the velocity fluctuation in fluid turbulence, is applied to study and quantify the hierarchical structure of stock price fluctuations in financial markets. We therefore observed certain interesting results: (i) the hierarchical structure related to multifractal scaling generally presents in all the stock price fluctuations we investigated. (ii) The quantitatively statistical parameters that describe SL hierarchy are different between developed financial markets and emerging ones, distinctively. (iii) For the high-frequency stock price fluctuation, the hierarchical structure varies with different time periods. All these results provide a novel analogy in turbulence and financial market dynamics and an insight to deeply understand multifractality in financial markets.

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis.

PubMed

Pavlov, A N; Pavlova, O N; Abdurashitov, A S; Sindeeva, O A; Semyachkina-Glushkovskaya, O V; Kurths, J

2018-01-01

The scaling properties of complex processes may be highly influenced by the presence of various artifacts in experimental recordings. Their removal produces changes in the singularity spectra and the Hölder exponents as compared with the original artifacts-free data, and these changes are significantly different for positively correlated and anti-correlated signals. While signals with power-law correlations are nearly insensitive to the loss of significant parts of data, the removal of fragments of anti-correlated signals is more crucial for further data analysis. In this work, we study the ability of characterizing scaling features of chaotic and stochastic processes with distinct correlation properties using a wavelet-based multifractal analysis, and discuss differences between the effect of missed data for synchronous and asynchronous oscillatory regimes. We show that even an extreme data loss allows characterizing physiological processes such as the cerebral blood flow dynamics.

Perspectives on scaling and multiscaling in passive scalar turbulence

NASA Astrophysics Data System (ADS)

Banerjee, Tirthankar; Basu, Abhik

2018-05-01

We revisit the well-known problem of multiscaling in substances passively advected by homogeneous and isotropic turbulent flows or passive scalar turbulence. To that end we propose a two-parameter continuum hydrodynamic model for an advected substance concentration θ , parametrized jointly by y and y ¯, that characterize the spatial scaling behavior of the variances of the advecting stochastic velocity and the stochastic additive driving force, respectively. We analyze it within a one-loop dynamic renormalization group method to calculate the multiscaling exponents of the equal-time structure functions of θ . We show how the interplay between the advective velocity and the additive force may lead to simple scaling or multiscaling. In one limit, our results reduce to the well-known results from the Kraichnan model for passive scalar. Our framework of analysis should be of help for analytical approaches for the still intractable problem of fluid turbulence itself.

Scaling behavior for random walks with memory of the largest distance from the origin

NASA Astrophysics Data System (ADS)

Serva, Maurizio

2013-11-01

We study a one-dimensional random walk with memory. The behavior of the walker is modified with respect to the simple symmetric random walk only when he or she is at the maximum distance ever reached from his or her starting point (home). In this case, having the choice to move farther or to move closer, the walker decides with different probabilities. If the probability of a forward step is higher then the probability of a backward step, the walker is bold, otherwise he or she is timorous. We investigate the asymptotic properties of this bold-timorous random walk, showing that the scaling behavior varies continuously from subdiffusive (timorous) to superdiffusive (bold). The scaling exponents are fully determined with a new mathematical approach based on a decomposition of the dynamics in active journeys (the walker is at the maximum distance) and lazy journeys (the walker is not at the maximum distance).

Characterizing scaling properties of complex signals with missed data segments using the multifractal analysis

NASA Astrophysics Data System (ADS)

Pavlov, A. N.; Pavlova, O. N.; Abdurashitov, A. S.; Sindeeva, O. A.; Semyachkina-Glushkovskaya, O. V.; Kurths, J.

2018-01-01

The scaling properties of complex processes may be highly influenced by the presence of various artifacts in experimental recordings. Their removal produces changes in the singularity spectra and the Hölder exponents as compared with the original artifacts-free data, and these changes are significantly different for positively correlated and anti-correlated signals. While signals with power-law correlations are nearly insensitive to the loss of significant parts of data, the removal of fragments of anti-correlated signals is more crucial for further data analysis. In this work, we study the ability of characterizing scaling features of chaotic and stochastic processes with distinct correlation properties using a wavelet-based multifractal analysis, and discuss differences between the effect of missed data for synchronous and asynchronous oscillatory regimes. We show that even an extreme data loss allows characterizing physiological processes such as the cerebral blood flow dynamics.

Quantitative experimental modelling of fragmentation during explosive volcanism

NASA Astrophysics Data System (ADS)

Thordén Haug, Ø.; Galland, O.; Gisler, G.

2012-04-01

Phreatomagmatic eruptions results from the violent interaction between magma and an external source of water, such as ground water or a lake. This interaction causes fragmentation of the magma and/or the host rock, resulting in coarse-grained (lapilli) to very fine-grained (ash) material. The products of phreatomagmatic explosions are classically described by their fragment size distribution, which commonly follows power laws of exponent D. Such descriptive approach, however, considers the final products only and do not provide information on the dynamics of fragmentation. The aim of this contribution is thus to address the following fundamental questions. What are the physics that govern fragmentation processes? How fragmentation occurs through time? What are the mechanisms that produce power law fragment size distributions? And what are the scaling laws that control the exponent D? To address these questions, we performed a quantitative experimental study. The setup consists of a Hele-Shaw cell filled with a layer of cohesive silica flour, at the base of which a pulse of pressurized air is injected, leading to fragmentation of the layer of flour. The fragmentation process is monitored through time using a high-speed camera. By varying systematically the air pressure (P) and the thickness of the flour layer (h) we observed two morphologies of fragmentation: "lift off" where the silica flour above the injection inlet is ejected upwards, and "channeling" where the air pierces through the layer along sub-vertical conduit. By building a phase diagram, we show that the morphology is controlled by P/dgh, where d is the density of the flour and g is the gravitational acceleration. To quantify the fragmentation process, we developed a Matlab image analysis program, which calculates the number and sizes of the fragments, and so the fragment size distribution, during the experiments. The fragment size distributions are in general described by power law distributions of exponents D. This procedure allows, for the first time, to determine the scaling laws that govern the number of fragments (N), the average size of the fragments (A) and D. We show that (1) N scales with P^(1/2), (2) A scales with P^(-2/3), (3) D scales with P^(1/5). Our experimental procedure thus appears as a unique tool to unravel the complex physics of fragmentation during phreatomagmatic explosions.

Importance sampling with imperfect cloning for the computation of generalized Lyapunov exponents

NASA Astrophysics Data System (ADS)

Anteneodo, Celia; Camargo, Sabrina; Vallejos, Raúl O.

2017-12-01

We revisit the numerical calculation of generalized Lyapunov exponents, L (q ) , in deterministic dynamical systems. The standard method consists of adding noise to the dynamics in order to use importance sampling algorithms. Then L (q ) is obtained by taking the limit noise-amplitude → 0 after the calculation. We focus on a particular method that involves periodic cloning and pruning of a set of trajectories. However, instead of considering a noisy dynamics, we implement an imperfect (noisy) cloning. This alternative method is compared with the standard one and, when possible, with analytical results. As a workbench we use the asymmetric tent map, the standard map, and a system of coupled symplectic maps. The general conclusion of this study is that the imperfect-cloning method performs as well as the standard one, with the advantage of preserving the deterministic dynamics.

Simulation of ring polymer melts with GPU acceleration

NASA Astrophysics Data System (ADS)

Schram, R. D.; Barkema, G. T.

2018-06-01

We implemented the elastic lattice polymer model on the GPU (Graphics Processing Unit), and show that the GPU is very efficient for polymer simulations of dense polymer melts. The implementation is able to perform up to 4.1 ṡ109 Monte Carlo moves per second. Compared to our standard CPU implementation, we find an effective speed-up of a factor 92. Using this GPU implementation we studied the equilibrium properties and the dynamics of non-concatenated ring polymers in a melt of such polymers, using Rouse modes. With increasing polymer length, we found a very slow transition to compactness with a growth exponent ν ≈ 1 / 3. Numerically we find that the longest internal time scale of the polymer scales as N3.1, with N the molecular weight of the ring polymer.

Threshold of coexistence and critical behavior of a predator-prey stochastic model in a fractal landscape

NASA Astrophysics Data System (ADS)

Argolo, C.; Barros, P.; Tomé, T.; Arashiro, E.; Gleria, Iram; Lyra, M. L.

2016-08-01

We investigate a stochastic lattice model describing a predator-prey system in a fractal scale-free landscape, mimicked by the fractal Sierpinski carpet. We determine the threshold of species coexistence, that is, the critical phase boundary related to the transition between an active state, where both species coexist and an absorbing state where one of the species is extinct. We show that the predators must live longer in order to persist in a fractal habitat. We further performed a finite-size scaling analysis in the vicinity of the absorbing-state phase transition to compute a set of stationary and dynamical critical exponents. Our results indicate that the transition belongs to the directed percolation universality class exhibited by the usual contact process model on the same fractal landscape.

Finite-time scaling at the Anderson transition for vibrations in solids

NASA Astrophysics Data System (ADS)

Beltukov, Y. M.; Skipetrov, S. E.

2017-11-01

A model in which a three-dimensional elastic medium is represented by a network of identical masses connected by springs of random strengths and allowed to vibrate only along a selected axis of the reference frame exhibits an Anderson localization transition. To study this transition, we assume that the dynamical matrix of the network is given by a product of a sparse random matrix with real, independent, Gaussian-distributed nonzero entries and its transpose. A finite-time scaling analysis of the system's response to an initial excitation allows us to estimate the critical parameters of the localization transition. The critical exponent is found to be ν =1.57 ±0.02 , in agreement with previous studies of the Anderson transition belonging to the three-dimensional orthogonal universality class.

A predictability study of Lorenz's 28-variable model as a dynamical system

NASA Technical Reports Server (NTRS)

Krishnamurthy, V.

1993-01-01

The dynamics of error growth in a two-layer nonlinear quasi-geostrophic model has been studied to gain an understanding of the mathematical theory of atmospheric predictability. The growth of random errors of varying initial magnitudes has been studied, and the relation between this classical approach and the concepts of the nonlinear dynamical systems theory has been explored. The local and global growths of random errors have been expressed partly in terms of the properties of an error ellipsoid and the Liapunov exponents determined by linear error dynamics. The local growth of small errors is initially governed by several modes of the evolving error ellipsoid but soon becomes dominated by the longest axis. The average global growth of small errors is exponential with a growth rate consistent with the largest Liapunov exponent. The duration of the exponential growth phase depends on the initial magnitude of the errors. The subsequent large errors undergo a nonlinear growth with a steadily decreasing growth rate and attain saturation that defines the limit of predictability. The degree of chaos and the largest Liapunov exponent show considerable variation with change in the forcing, which implies that the time variation in the external forcing can introduce variable character to the predictability.

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

Liu, Yu; Petrovic, C.

Some critical properties of the single-crystalline semiconducting ferromagnet Cr 2 Ge 2 Te 6 were investigated by bulk dc magnetization around the paramagnetic to ferromagnetic phase transition. Critical exponents β = 0.200 ± 0.003 with a critical temperature T c = 62.65 ± 0.07 K and γ = 1.28 ± 0.03 with T c = 62.75 ± 0.06 K are obtained by the Kouvel-Fisher method whereas δ = 7.96 ± 0.01 is obtained by a critical isotherm analysis at T c = 62.7 K. These critical exponents obey the Widom scaling relation δ = 1 + γ / β ,more » indicating self-consistency of the obtained values. Furthermore, with these critical exponents the isotherm M ( H ) curves below and above the critical temperatures collapse into two independent universal branches, obeying the single scaling equation m = f ± ( h ) , where m and h are renormalized magnetization and field, respectively. The determined exponents match well with those calculated from the results of the renormalization group approach for a two-dimensional Ising system coupled with a long-range interaction between spins decaying as J ( r ) ≈ r - ( d + σ ) with σ = 1.52 .« less