Multifractal detrended fluctuation analysis of sheep livestock prices in origin

NASA Astrophysics Data System (ADS)

Pavón-Domínguez, P.; Serrano, S.; Jiménez-Hornero, F. J.; Jiménez-Hornero, J. E.; Gutiérrez de Ravé, E.; Ariza-Villaverde, A. B.

2013-10-01

The multifractal detrended fluctuation analysis (MF-DFA) is used to verify whether or not the returns of time series of prices paid to farmers in original markets can be described by the multifractal approach. By way of example, 5 weekly time series of prices of different breeds, slaughter weight and market differentiation from 2000 to 2012 are analyzed. Results obtained from the multifractal parameters and multifractal spectra show that the price series of livestock products are of a multifractal nature. The Hurst exponent shows that these time series are stationary signals, some of which exhibit long memory (Merino milk-fed in Seville and Segureña paschal in Jaen), short memory (Merino paschal in Cordoba and Segureña milk-fed in Jaen) or even are close to an uncorrelated signals (Merino paschal in Seville). MF-DFA is able to discern the different underlying dynamics that play an important role in different types of sheep livestock markets, such as degree and source of multifractality. In addition, the main source of multifractality of these time series is due to the broadness of the probability function, instead of the long-range correlation properties between small and large fluctuations, which play a clearly secondary role.

MFDFA and Lacunarity Analysis of Synthetic Multifractals and Pre-Cancerous Tissues

NASA Astrophysics Data System (ADS)

Roy, A.; Das, N.; Ghosh, N.

2017-12-01

Multifractal Detrended Fluctuation Analysis (MFDFA) has been employed for evaluating complex variations in the refractive index (RI) of human pre-cancerous tissues. While this was primarily aimed towards the early diagnosis of cancer in the human cervix, question remains whether multifractal analysis alone can be conclusively used for distinguishing between various grades of pre-cancerous tissues. Lacunarity is a parameter that was developed for multiscale analysis of data and has been shown to be theoretically related to the correlation dimension, D2, by dlog(L)/dlog(x) = D2 - 2. Further, research has proven that not only can Lacunarity be used as a preliminary indicator of multifractal behavior but it also distinguishes between images with similar correlation dimension values. In order to compare the efficacy of the two approaches namely, MFDFA and Lacunarity, in distinguishing between pre-cancerous tissues of various grades, we test these techniques on a set of 2-dimensional theoretical random multifractal fields. MFDFA is employed for computing the width of the singularity spectrum f(α), which is a measure of multifractal behavior. A weighted mean of the log-transformed lacunarity values at different scales is employed for differentiating between patterns with the same correlation dimension but differences in texture. The two different techniques are then applied to images containing RI values of biopsy samples from human cervical tissues that were histo-pathologically characterized as grade-I and grade-II pre-cancerous cells. The results show that the two approaches are complementary to one another when it comes to multi-scale analysis of complex natural patterns manifested in the images of such pre-cancerous cells.

Financial liberalization and stock market cross-correlation: MF-DCCA analysis based on Shanghai-Hong Kong Stock Connect

NASA Astrophysics Data System (ADS)

Ruan, Qingsong; Zhang, Shuhua; Lv, Dayong; Lu, Xinsheng

2018-02-01

Based on the implementation of Shanghai-Hong Kong Stock Connect in China, this paper examines the effects of financial liberalization on stock market comovement using both multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) methods. Results based on MF-DFA confirm the multifractality of Shanghai and Hong Kong stock markets, and the market efficiency of Shanghai stock market increased after the implementation of this connect program. Besides, analysis based on MF-DCCA has verified the existence of persistent cross-correlation between Shanghai and Hong Kong stock markets, and the cross-correlation gets stronger after the launch of this liberalization program. Finally, we find that fat-tail distribution is the main source of multifractality in the cross-correlations before the stock connect program, while long-range correlation contributes to the multifractality after this program.

Multifractal detrended fluctuation analysis to characterize phase couplings in seahorse (Hippocampus kuda) feeding clicks.

PubMed

Haris, K; Chakraborty, Bishwajit; Menezes, A; Sreepada, R A; Fernandes, W A

2014-10-01

Nonlinear phenomena in animal vocalizations fundamentally includes known features, namely, frequency jump, subharmonics, biphonation, and deterministic chaos. In the present study, the multifractal detrended fluctuation analysis (MFDFA) has been employed to characterize the phase couplings revealed in the feeding clicks of Hippocampus kuda yellow seahorse. The fluctuation function Fq(s), generalized Hurst exponent h(q), multifractal scaling exponent τ(q), and the multifractal spectrum f(α) calculated in the procedure followed were analyzed to comprehend the underlying nonlinearities in the seahorse clicks. The analyses carried out reveal long-range power-law correlation properties in the data, substantiating the multifractal behavior. The resulting h(q) spectrum exhibits a distinct characteristic pattern in relation to the seahorse sex and size, and reveals a spectral blind spot in the data that was not possible to detect by conventional spectral analyses. The corresponding multifractal spectrum related width parameter Δh(q) is well clustered, defining the individual seahorse clicks. The highest degree of multifractality is evident in the 18 cm male seahorse, signifying greater heterogeneity. A further comparison between the seahorse body size and weight (wet) with respect to the width parameter Δh(q) and the second-order Hurst exponent h(q=2) underscores the versatility of MFDFA as a robust statistical tool to analyze bioacoustic observations.

Multi-fractal detrended texture feature for brain tumor classification

NASA Astrophysics Data System (ADS)

Reza, Syed M. S.; Mays, Randall; Iftekharuddin, Khan M.

2015-03-01

We propose a novel non-invasive brain tumor type classification using Multi-fractal Detrended Fluctuation Analysis (MFDFA) [1] in structural magnetic resonance (MR) images. This preliminary work investigates the efficacy of the MFDFA features along with our novel texture feature known as multifractional Brownian motion (mBm) [2] in classifying (grading) brain tumors as High Grade (HG) and Low Grade (LG). Based on prior performance, Random Forest (RF) [3] is employed for tumor grading using two different datasets such as BRATS-2013 [4] and BRATS-2014 [5]. Quantitative scores such as precision, recall, accuracy are obtained using the confusion matrix. On an average 90% precision and 85% recall from the inter-dataset cross-validation confirm the efficacy of the proposed method.

An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA

NASA Astrophysics Data System (ADS)

Rizvi, Syed Aun R.; Dewandaru, Ginanjar; Bacha, Obiyathulla I.; Masih, Mansur

An efficient market has been theoretically proven to be a key component for effective and efficient resource allocation in an economy. This paper incorporates econophysics with Efficient Market Hypothesis to undertake a comparative analysis of Islamic and developed countries’ markets by extending the understanding of their multifractal nature. By applying the Multifractal Detrended Fluctuation Analysis (MFDFA) we calculated the generalized Hurst exponents, multifractal scaling exponents and generalized multifractal dimensions for 22 broad market indices. The findings provide a deeper understanding of the markets in Islamic countries, where they have traces of highly efficient performance particularly in crisis periods. A key finding is the empirical evidence of the impact of the ‘stage of market development’ on the efficiency of the market. If Islamic countries aim to improve the efficiency of resource allocation, an important area to address is to focus, among others, on enhancing the stage of market development.

Detection of crossover time scales in multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Ge, Erjia; Leung, Yee

2013-04-01

Fractal is employed in this paper as a scale-based method for the identification of the scaling behavior of time series. Many spatial and temporal processes exhibiting complex multi(mono)-scaling behaviors are fractals. One of the important concepts in fractals is crossover time scale(s) that separates distinct regimes having different fractal scaling behaviors. A common method is multifractal detrended fluctuation analysis (MF-DFA). The detection of crossover time scale(s) is, however, relatively subjective since it has been made without rigorous statistical procedures and has generally been determined by eye balling or subjective observation. Crossover time scales such determined may be spurious and problematic. It may not reflect the genuine underlying scaling behavior of a time series. The purpose of this paper is to propose a statistical procedure to model complex fractal scaling behaviors and reliably identify the crossover time scales under MF-DFA. The scaling-identification regression model, grounded on a solid statistical foundation, is first proposed to describe multi-scaling behaviors of fractals. Through the regression analysis and statistical inference, we can (1) identify the crossover time scales that cannot be detected by eye-balling observation, (2) determine the number and locations of the genuine crossover time scales, (3) give confidence intervals for the crossover time scales, and (4) establish the statistically significant regression model depicting the underlying scaling behavior of a time series. To substantive our argument, the regression model is applied to analyze the multi-scaling behaviors of avian-influenza outbreaks, water consumption, daily mean temperature, and rainfall of Hong Kong. Through the proposed model, we can have a deeper understanding of fractals in general and a statistical approach to identify multi-scaling behavior under MF-DFA in particular.

Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives

NASA Astrophysics Data System (ADS)

He, Ling-Yun; Chen, Shu-Peng

2010-08-01

In this article, we investigated the multifractality and its underlying formation mechanisms in international crude oil markets, namely, Brent and WTI, which are the most important oil pricing benchmarks globally. We attempt to find the answers to the following questions: (1) Are those different markets multifractal? (2) What are the dynamical causes for multifractality in those markets (if any)? To answer these questions, we applied both multifractal detrended fluctuation analysis (MF-DFA) and multifractal singular spectrum analysis (MF-SSA) based on the partition function, two widely used multifractality detecting methods. We found that both markets exhibit multifractal properties by means of these methods. Furthermore, in order to identify the underlying formation mechanisms of multifractal features, we destroyed the underlying nonlinear temporal correlation by shuffling the original time series; thus, we identified that the causes of the multifractality are influenced mainly by a nonlinear temporal correlation mechanism instead of a non-Gaussian distribution. At last, by tracking the evolution of left- and right-half multifractal spectra, we found that the dynamics of the large price fluctuations is significantly different from that of the small ones. Our main contribution is that we not only provided empirical evidence of the existence of multifractality in the markets, but also the sources of multifractality and plausible explanations to current literature; furthermore, we investigated the different dynamical price behaviors influenced by large and small price fluctuations.

Automatic epileptic seizure detection in EEGs using MF-DFA, SVM based on cloud computing.

PubMed

Zhang, Zhongnan; Wen, Tingxi; Huang, Wei; Wang, Meihong; Li, Chunfeng

2017-01-01

Epilepsy is a chronic disease with transient brain dysfunction that results from the sudden abnormal discharge of neurons in the brain. Since electroencephalogram (EEG) is a harmless and noninvasive detection method, it plays an important role in the detection of neurological diseases. However, the process of analyzing EEG to detect neurological diseases is often difficult because the brain electrical signals are random, non-stationary and nonlinear. In order to overcome such difficulty, this study aims to develop a new computer-aided scheme for automatic epileptic seizure detection in EEGs based on multi-fractal detrended fluctuation analysis (MF-DFA) and support vector machine (SVM). New scheme first extracts features from EEG by MF-DFA during the first stage. Then, the scheme applies a genetic algorithm (GA) to calculate parameters used in SVM and classify the training data according to the selected features using SVM. Finally, the trained SVM classifier is exploited to detect neurological diseases. The algorithm utilizes MLlib from library of SPARK and runs on cloud platform. Applying to a public dataset for experiment, the study results show that the new feature extraction method and scheme can detect signals with less features and the accuracy of the classification reached up to 99%. MF-DFA is a promising approach to extract features for analyzing EEG, because of its simple algorithm procedure and less parameters. The features obtained by MF-DFA can represent samples as well as traditional wavelet transform and Lyapunov exponents. GA can always find useful parameters for SVM with enough execution time. The results illustrate that the classification model can achieve comparable accuracy, which means that it is effective in epileptic seizure detection.

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

Multifractal Detrended Fluctuation Analysis of Self-Potential Field Prior to the M 6.5, October 24, 1993 Earthquake in MÉXICO

NASA Astrophysics Data System (ADS)

Cervantes, F.; González-Trejo, J. I.; Real-Ramírez, C. A.; Hoyos-Reyes, L. F.; Area de Sistemas Computacionales

2013-05-01

In the current literature on seismo electromagnetic, it has been reported many earthquakes which present electromagnetic anomalies as probable precursors of their occurrences. Although this methodology remains yet under discussion, is relevant to study many particular cases. In this work, we report a multifractal detrended fluctuation analysis (MFDFA) of electroseismic signals recorded in the Acapulco station during 1993. In October 24, 1993, occurred and earthquake (EQ) with M 6.5, with epicenter at (16.54 N, 98.98 W), 100Km away from the mentioned station. The multifractal spectrum identifies the deviations in fractal structure within time periods with large and small fluctuations. We discuss the dynamical meaning of this analysis and its possible relation with the mentioned EQ.

Local multifractal detrended fluctuation analysis for non-stationary image's texture segmentation

NASA Astrophysics Data System (ADS)

Wang, Fang; Li, Zong-shou; Li, Jin-wei

2014-12-01

Feature extraction plays a great important role in image processing and pattern recognition. As a power tool, multifractal theory is recently employed for this job. However, traditional multifractal methods are proposed to analyze the objects with stationary measure and cannot for non-stationary measure. The works of this paper is twofold. First, the definition of stationary image and 2D image feature detection methods are proposed. Second, a novel feature extraction scheme for non-stationary image is proposed by local multifractal detrended fluctuation analysis (Local MF-DFA), which is based on 2D MF-DFA. A set of new multifractal descriptors, called local generalized Hurst exponent (Lhq) is defined to characterize the local scaling properties of textures. To test the proposed method, both the novel texture descriptor and other two multifractal indicators, namely, local Hölder coefficients based on capacity measure and multifractal dimension Dq based on multifractal differential box-counting (MDBC) method, are compared in segmentation experiments. The first experiment indicates that the segmentation results obtained by the proposed Lhq are better than the MDBC-based Dq slightly and superior to the local Hölder coefficients significantly. The results in the second experiment demonstrate that the Lhq can distinguish the texture images more effectively and provide more robust segmentations than the MDBC-based Dq significantly.

Graphic analysis and multifractal on percolation-based return interval series

NASA Astrophysics Data System (ADS)

Pei, A. Q.; Wang, J.

2015-05-01

A financial time series model is developed and investigated by the oriented percolation system (one of the statistical physics systems). The nonlinear and statistical behaviors of the return interval time series are studied for the proposed model and the real stock market by applying visibility graph (VG) and multifractal detrended fluctuation analysis (MF-DFA). We investigate the fluctuation behaviors of return intervals of the model for different parameter settings, and also comparatively study these fluctuation patterns with those of the real financial data for different threshold values. The empirical research of this work exhibits the multifractal features for the corresponding financial time series. Further, the VGs deviated from both of the simulated data and the real data show the behaviors of small-world, hierarchy, high clustering and power-law tail for the degree distributions.

Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Yuan, Ying; Zhuang, Xin-tian; Jin, Xiu

2009-06-01

Analyzing the Shanghai stock price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and non-linear temporal correlations. Based on that, a sliding window of 240 frequency data in 5 trading days was used to study stock price index fluctuation. It is found that when the stock price index fluctuates sharply, a strong variability is clearly characterized by the generalized Hurst exponents h(q). Therefore, two measures, Δh and σ, based on generalized Hurst exponents were proposed to compare financial risks before and after Price Limits and Reform of Non-tradable Shares. The empirical results verify the validity of the measures, and this has led to a better understanding of complex stock markets.

Extreme values in the Chinese and American stock markets based on detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhang, Minjia

2015-10-01

This paper focuses on the comparative analysis of extreme values in the Chinese and American stock markets based on the detrended fluctuation analysis (DFA) algorithm using the daily data of Shanghai composite index and Dow Jones Industrial Average. The empirical results indicate that the multifractal detrended fluctuation analysis (MF-DFA) method is more objective than the traditional percentile method. The range of extreme value of Dow Jones Industrial Average is smaller than that of Shanghai composite index, and the extreme value of Dow Jones Industrial Average is more time clustering. The extreme value of the Chinese or American stock markets is concentrated in 2008, which is consistent with the financial crisis in 2008. Moreover, we investigate whether extreme events affect the cross-correlation between the Chinese and American stock markets using multifractal detrended cross-correlation analysis algorithm. The results show that extreme events have nothing to do with the cross-correlation between the Chinese and American stock markets.

Financial Markets during Highly Anxious Time: Multifractal Fluctuations in Asset Returns

NASA Astrophysics Data System (ADS)

Siokis, Fotios M.

Building on the notion that systems and in particular complex systems such as stock exchange markets reveal their structure better when they are under stress, we analyze the multifractal character and nonlinear properties of four major stock market indices during financial meltdowns by means of the multifractal detrended fluctuation analysis (MF-DFA). The three distinct financial crises under investigation are the Black Monday, the Dot-Com and the Great Recession. Scaling and Hurst exponents are derived as well as the singularity spectra. The results show that all indices exhibit strong multifractal properties. The complexity of the markets is higher under the Black Monday event revealed by the width of the singularity spectrum and the higher α0 parameter.

Dynamics of bid-ask spread return and volatility of the Chinese stock market

NASA Astrophysics Data System (ADS)

Qiu, Tian; Chen, Guang; Zhong, Li-Xin; Wu, Xiao-Run

2012-04-01

The bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and the multifractal nature. By investigating the autocorrelation function and the Detrended Fluctuation Analysis (DFA), we find that the spread return is the lack of long-range memory, while the spread volatility is long-range time correlated. Besides, the spread volatilities of different stocks present long-range cross-correlations. Moreover, by applying the Multifractal Detrended Fluctuation Analysis (MF-DFA), the spread return is observed to possess a strong multifractality, which is similar to the dynamics of a variety of financial quantities. Different from the spread return, the spread volatility exhibits a weak multifractal nature.

A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

NASA Astrophysics Data System (ADS)

Tiwari, Aviral Kumar; Albulescu, Claudiu Tiberiu; Yoon, Seong-Min

2017-10-01

This study challenges the efficient market hypothesis, relying on the Dow Jones sector Exchange-Traded Fund (ETF) indices. For this purpose, we use the generalized Hurst exponent and multifractal detrended fluctuation analysis (MF-DFA) methods, using daily data over the timespan from 2000 to 2015. We compare the sector ETF indices in terms of market efficiency between short- and long-run horizons, small and large fluctuations, and before and after the global financial crisis (GFC). Our findings can be summarized as follows. First, there is clear evidence that the sector ETF markets are multifractal in nature. We also find a crossover in the multifractality of sector ETF market dynamics. Second, the utilities and consumer goods sector ETF markets are more efficient compared with the financial and telecommunications sector ETF markets, in terms of price prediction. Third, there are noteworthy discrepancies in terms of market efficiency, between the short- and long-term horizons. Fourth, the ETF market efficiency is considerably diminished after the global financial crisis.

Long-range memory and multifractality in gold markets

NASA Astrophysics Data System (ADS)

Mali, Provash; Mukhopadhyay, Amitabha

2015-03-01

Long-range correlation and fluctuation in the gold market time series of the world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range persistence of memory in the sequences of maxima (minima) of returns in successive time windows of fixed length, but the series, as a whole, are found to be uncorrelated. Multifractal analysis for these series as well as for the sequences of maxima (minima) is carried out in terms of the multifractal detrended fluctuation analysis (MF-DFA) method. We observe a weak multifractal structure for the original series that mainly originates from the fat-tailed probability distribution function of the values, and the multifractal nature of the original time series is enriched into their sequences of maximal (minimal) returns. A quantitative measure of multifractality is provided by using a set of ‘complexity parameters’.

Empirical mode decomposition and long-range correlation analysis of sunspot time series

NASA Astrophysics Data System (ADS)

Zhou, Yu; Leung, Yee

2010-12-01

Sunspots, which are the best known and most variable features of the solar surface, affect our planet in many ways. The number of sunspots during a period of time is highly variable and arouses strong research interest. When multifractal detrended fluctuation analysis (MF-DFA) is employed to study the fractal properties and long-range correlation of the sunspot series, some spurious crossover points might appear because of the periodic and quasi-periodic trends in the series. However many cycles of solar activities can be reflected by the sunspot time series. The 11-year cycle is perhaps the most famous cycle of the sunspot activity. These cycles pose problems for the investigation of the scaling behavior of sunspot time series. Using different methods to handle the 11-year cycle generally creates totally different results. Using MF-DFA, Movahed and co-workers employed Fourier truncation to deal with the 11-year cycle and found that the series is long-range anti-correlated with a Hurst exponent, H, of about 0.12. However, Hu and co-workers proposed an adaptive detrending method for the MF-DFA and discovered long-range correlation characterized by H≈0.74. In an attempt to get to the bottom of the problem in the present paper, empirical mode decomposition (EMD), a data-driven adaptive method, is applied to first extract the components with different dominant frequencies. MF-DFA is then employed to study the long-range correlation of the sunspot time series under the influence of these components. On removing the effects of these periods, the natural long-range correlation of the sunspot time series can be revealed. With the removal of the 11-year cycle, a crossover point located at around 60 months is discovered to be a reasonable point separating two different time scale ranges, H≈0.72 and H≈1.49. And on removing all cycles longer than 11 years, we have H≈0.69 and H≈0.28. The three cycle-removing methods—Fourier truncation, adaptive detrending and the proposed EMD-based method—are further compared, and possible reasons for the different results are given. Two numerical experiments are designed for quantitatively evaluating the performances of these three methods in removing periodic trends with inexact/exact cycles and in detecting the possible crossover points.

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

Multifractals of investor behavior in stock market

NASA Astrophysics Data System (ADS)

Oh, Gabjin

2017-07-01

In this paper, we analyze the nonlinear properties of investor activity using the multifractal detrended fluctuation analysis (MF-DFA) method. Using the aggregated trading volumes of buying, selling, and normalized net investor trading (NIT) to quantify the characteristics of trader behavior in the KOSPI market, we find that the cumulative distribution functions of all NIT time series, except for individual traders, follow a power-law distribution with an exponent in the range of 2.92 ≤ γ ≤ 3.87. To observe the nonlinear features of investor activity, we also calculate the multifractal spectra for the buyer, seller, and NIT data sets and find that a multifractal structure exists in all of the data, regardless of the investor type studied.

Multifractal analysis of managed and independent float exchange rates

NASA Astrophysics Data System (ADS)

Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; Stanley, H. Eugene

2015-06-01

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning between the two regimes. We find that after the transition from managed to independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market efficiency. The observed changes are more pronounced for developed countries that have a well established trading market. After shuffling the series, we find that the multifractality is due to both probability density function and long term correlations for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability density function.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

The high order dispersion analysis based on first-passage-time probability in financial markets

NASA Astrophysics Data System (ADS)

Liu, Chenggong; Shang, Pengjian; Feng, Guochen

2017-04-01

The study of first-passage-time (FPT) event about financial time series has gained broad research recently, which can provide reference for risk management and investment. In this paper, a new measurement-high order dispersion (HOD)-is developed based on FPT probability to explore financial time series. The tick-by-tick data of three Chinese stock markets and three American stock markets are investigated. We classify the financial markets successfully through analyzing the scaling properties of FPT probabilities of six stock markets and employing HOD method to compare the differences of FPT decay curves. It can be concluded that long-range correlation, fat-tailed broad probability density function and its coupling with nonlinearity mainly lead to the multifractality of financial time series by applying HOD method. Furthermore, we take the fluctuation function of multifractal detrended fluctuation analysis (MF-DFA) to distinguish markets and get consistent results with HOD method, whereas the HOD method is capable of fractionizing the stock markets effectively in the same region. We convince that such explorations are relevant for a better understanding of the financial market mechanisms.

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

NASA Astrophysics Data System (ADS)

Lahmiri, Salim

In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

A better understanding of long-range temporal dependence of traffic flow time series

NASA Astrophysics Data System (ADS)

Feng, Shuo; Wang, Xingmin; Sun, Haowei; Zhang, Yi; Li, Li

2018-02-01

Long-range temporal dependence is an important research perspective for modelling of traffic flow time series. Various methods have been proposed to depict the long-range temporal dependence, including autocorrelation function analysis, spectral analysis and fractal analysis. However, few researches have studied the daily temporal dependence (i.e. the similarity between different daily traffic flow time series), which can help us better understand the long-range temporal dependence, such as the origin of crossover phenomenon. Moreover, considering both types of dependence contributes to establishing more accurate model and depicting the properties of traffic flow time series. In this paper, we study the properties of daily temporal dependence by simple average method and Principal Component Analysis (PCA) based method. Meanwhile, we also study the long-range temporal dependence by Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MFDFA). The results show that both the daily and long-range temporal dependence exert considerable influence on the traffic flow series. The DFA results reveal that the daily temporal dependence creates crossover phenomenon when estimating the Hurst exponent which depicts the long-range temporal dependence. Furthermore, through the comparison of the DFA test, PCA-based method turns out to be a better method to extract the daily temporal dependence especially when the difference between days is significant.

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

Cadavid, A. C.; Lawrence, J. K.; Christian, D. J.

We investigate the scaling properties of the long-range temporal evolution and intermittency of Atmospheric Imaging Assembly/ Solar Dynamics Observatory intensity observations in four solar environments: an active region core, a weak emission region, and two core loops. We use two approaches: the probability distribution function (PDF) of time series increments and multifractal detrended fluctuation analysis (MF-DFA). Noise taints the results, so we focus on the 171 Å waveband, which has the highest signal-to-noise ratio. The lags between pairs of wavebands distinguish between coronal versus transition region (TR) emission. In all physical regions studied, scaling in the range of 15–45 minutesmore » is multifractal, and the time series are anti-persistent on average. The degree of anti-correlation in the TR time series is greater than that for coronal emission. The multifractality stems from long-term correlations in the data rather than the wide distribution of intensities. Observations in the 335 Å waveband can be described in terms of a multifractal with added noise. The multiscaling of the extreme-ultraviolet data agrees qualitatively with the radiance from a phenomenological model of impulsive bursts plus noise, and also from ohmic dissipation in a reduced magnetohydrodynamic model for coronal loop heating. The parameter space must be further explored to seek quantitative agreement. Thus, the observational “signatures” obtained by the combined tests of the PDF of increments and the MF-DFA offer strong constraints that can systematically discriminate among models for coronal heating.« less

Multifractal investigation of continuous seismic signal recorded at El Hierro volcano (Canary Islands) during the 2011-2012 pre- and eruptive phases

NASA Astrophysics Data System (ADS)

Telesca, Luciano; Lovallo, Michele; Martì Molist, Joan; López Moreno, Carmen; Abella Meléndez, Rafael

2015-02-01

The Multifractal Detrended Fluctuation Analysis (MF-DFA) is an effective method that allows detecting multifractality in non-stationary signals. We applied the MF-DFA to the continuous seismic signal recorded at El Hierro volcano (Canary Islands), which was affected by a submarine monogenetic eruption in October 2011. We investigated the multifractal properties of the continuous seismic signal before the onset of the eruption and after. We analysed three frames of the signal, one measured before the onset of eruption that occurred on October 10, 2011; and two after, but corresponding to two distinct eruptive episodes, the second one started on November 22, 2011 and lasting until late February 2012. The results obtained show a striking difference in the width of the multifractal spectrum, which is generally used to quantify the multifractal degree of a signal: the multifractal spectra of the signal frames recorded during the eruptive episodes are almost identical and much narrower than that of the signal frame measured before the onset of the eruption. Such difference indicates that the seismic signal recorded during the unrest reflects mostly the fracturing of the host rock under the overpressure exerted by the intruding magma, while that corresponding to the eruptive phases was mostly influenced by the flow of magma through the plumbing system, even some fracturing remains, not being possible to distinguish among the two eruptive episodes in terms of rock fracture mechanics.

Passive microrheology of normal and cancer cells after ML7 treatment by atomic force microscopy

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

Lyapunova, Elena, E-mail: lyapunova@icmm.ru; Ural Federal University, Kuibyishev Str. 48, Ekaterinburg, 620000; Nikituk, Alexander, E-mail: nas@icmm.ru

Mechanical properties of living cancer and normal thyroidal cells were investigated by atomic force microscopy (AFM). Cell mechanics was compared before and after treatment with ML7, which is known to reduce myosin activity and induce softening of cell structures. We recorded force curves with extended dwell time of 6 seconds in contact at maximum forces from 500 pN to 1 nN. Data were analyzed within different frameworks: Hertz fit was applied in order to evaluate differences in Young’s moduli among cell types and conditions, while the fluctuations of the cantilever in contact with cells were analyzed with both conventional algorithmsmore » (probability density function and power spectral density) and multifractal detrended fluctuation analysis (MF-DFA). We found that cancer cells were softer than normal cells and ML7 had a substantial softening effect on normal cells, but only a marginal one on cancer cells. Moreover, we observed that all recorded signals for normal and cancer cells were monofractal with small differences between their scaling parameters. Finally, the applicability of wavelet-based methods of data analysis for the discrimination of different cell types is discussed.« less

Testing for multifractality of Islamic stock markets

NASA Astrophysics Data System (ADS)

Saâdaoui, Foued

2018-04-01

Studying the power-law scaling of financial time series is a promising area of econophysics, which has often contributed to the understanding of the intricate features of the global markets. In this article, we examine the multifractality of some financial processes and the underlying formation mechanisms in the context of Islamic equity markets. The well-known Multifractal Detrended Fluctuation Analysis (MF-DFA) is used to investigate the self-similar properties of two Dow Jones Islamic Market Indexes (DJIM). The results prove that both indexes exhibit multifractal properties. By discussing the sources of multifractality, we find that they are related to the occurrence of extreme events, long-range dependency of autocorrelations and fat-tailed distribution of returns. These results have several important implications for analysts and decision makers in modeling the dynamics of Islamic markets, thus recommending efficient asset allocation plans to investors dealing with Islamic equity markets.

Multifractality and Network Analysis of Phase Transition

PubMed Central

Li, Wei; Yang, Chunbin; Han, Jihui; Su, Zhu; Zou, Yijiang

2017-01-01

Many models and real complex systems possess critical thresholds at which the systems shift dramatically from one sate to another. The discovery of early-warnings in the vicinity of critical points are of great importance to estimate how far the systems are away from the critical states. Multifractal Detrended Fluctuation analysis (MF-DFA) and visibility graph method have been employed to investigate the multifractal and geometrical properties of the magnetization time series of the two-dimensional Ising model. Multifractality of the time series near the critical point has been uncovered from the generalized Hurst exponents and singularity spectrum. Both long-term correlation and broad probability density function are identified to be the sources of multifractality. Heterogeneous nature of the networks constructed from magnetization time series have validated the fractal properties. Evolution of the topological quantities of the visibility graph, along with the variation of multifractality, serve as new early-warnings of phase transition. Those methods and results may provide new insights about the analysis of phase transition problems and can be used as early-warnings for a variety of complex systems. PMID:28107414

Cross-correlations between RMB exchange rate and international commodity markets

NASA Astrophysics Data System (ADS)

Lu, Xinsheng; Li, Jianfeng; Zhou, Ying; Qian, Yubo

2017-11-01

This paper employs multifractal detrended analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DCCA) to study cross-correlation behaviors between China's RMB exchange rate market and four international commodity markets, using a comprehensive set of data covering the period from 22 July 2005 to 15 March 2016. Our empirical results from MF-DFA indicate that the RMB exchange rate is the most inefficient among the 4 selected markets. The results from quantitative analysis have testified the existence of cross-correlations and the result from MF-DCCA have further confirmed a strong multifractal behavior between RMB exchange rate and international commodity markets. We also demonstrate that the recent financial crisis has significant impact on the cross-correlated behavior. Through the rolling window analysis, we find that the RMB exchange rates and international commodity prices are anti-persistent cross-correlated. The main sources of multifractality in the cross-correlations are long-range correlations between RMB exchange rate and the aggregate commodity, energy and metals index.

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.

Investigation of multifractality in the Brazilian stock market

NASA Astrophysics Data System (ADS)

Maganini, Natália Diniz; Da Silva Filho, Antônio Carlos; Lima, Fabiano Guasti

2018-05-01

Many studies point to a possible new stylized fact for financial time series: the multifractality. Several authors have already detected this characteristic in multiple time series in several countries. With that in mind and based on Multifractal Detrended Fluctuation Analysis (MFDFA) method, this paper analyzes the multifractality in the Brazilian market. This analysis is performed with daily data from IBOVESPA index (Brazilian stock exchange's main index) and other four highly marketable stocks in the Brazilian market (VALE5, ITUB4, BBDC4 and CIEL3), which represent more than 25% of the index composition, making up 1961 observations for each asset in the period from June 26 2009 to May 31 2017. We found that the studied stock prices and Brazilian index are multifractal, but that the multifractality degree is not the same for all the assets. The use of shuffled and surrogated series indicates that for the period and the actions considered the long-range correlations do not strongly influence the multifractality, but the distribution (fat tails) exerts a possible influence on IBOVESPA and CIEL3.

Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume

NASA Astrophysics Data System (ADS)

Shahzad, Syed Jawad Hussain; Hernandez, Jose Areola; Hanif, Waqas; Kayani, Ghulam Mujtaba

2018-09-01

We investigate the dynamics of efficiency and long memory, and the impact of trading volume on the efficiency of returns and volatilities of four major traded currencies, namely, the EUR, GBP, CHF and JPY. We do so by implementing full sample and rolling window multifractal detrended fluctuation analysis (MF-DFA) and a quantile-on-quantile (QQ) approach. This paper sheds new light by employing high frequency (5-min interval) data spanning from Jan 1, 2007 to Dec 31, 2016. Realized volatilities are estimated using Andersen et al.'s (2001) measure, while the QQ method employed is drawn from Sim and Zhou (2015). We find evidence of higher efficiency levels in the JPY and CHF currency markets. The impact of trading volume on efficiency is only significant for the JPY and CHF currencies. The GBP currency appears to be the least efficient, followed by the EUR. Implications of the results are discussed.

Price-volume multifractal analysis of the Moroccan stock market

NASA Astrophysics Data System (ADS)

El Alaoui, Marwane

2017-11-01

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

Multiscale multifractal detrended-fluctuation analysis of two-dimensional surfaces

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Measuring efficiency of international crude oil markets: A multifractality approach

NASA Astrophysics Data System (ADS)

Niere, H. M.

2015-01-01

The three major international crude oil markets are treated as complex systems and their multifractal properties are explored. The study covers daily prices of Brent crude, OPEC reference basket and West Texas Intermediate (WTI) crude from January 2, 2003 to January 2, 2014. A multifractal detrended fluctuation analysis (MFDFA) is employed to extract the generalized Hurst exponents in each of the time series. The generalized Hurst exponent is used to measure the degree of multifractality which in turn is used to quantify the efficiency of the three international crude oil markets. To identify whether the source of multifractality is long-range correlations or broad fat-tail distributions, shuffled data and surrogated data corresponding to each of the time series are generated. Shuffled data are obtained by randomizing the order of the price returns data. This will destroy any long-range correlation of the time series. Surrogated data is produced using the Fourier-Detrended Fluctuation Analysis (F-DFA). This is done by randomizing the phases of the price returns data in Fourier space. This will normalize the distribution of the time series. The study found that for the three crude oil markets, there is a strong dependence of the generalized Hurst exponents with respect to the order of fluctuations. This shows that the daily price time series of the markets under study have signs of multifractality. Using the degree of multifractality as a measure of efficiency, the results show that WTI is the most efficient while OPEC is the least efficient market. This implies that OPEC has the highest likelihood to be manipulated among the three markets. This reflects the fact that Brent and WTI is a very competitive market hence, it has a higher level of complexity compared against OPEC, which has a large monopoly power. Comparing with shuffled data and surrogated data, the findings suggest that for all the three crude oil markets, the multifractality is mainly due to long-range correlations.

Temporal and spatial characteristics of extreme precipitation events in the Midwest of Jilin Province based on multifractal detrended fluctuation analysis method and copula functions

NASA Astrophysics Data System (ADS)

Guo, Enliang; Zhang, Jiquan; Si, Ha; Dong, Zhenhua; Cao, Tiehua; Lan, Wu

2017-10-01

Environmental changes have brought about significant changes and challenges to water resources and management in the world; these include increasing climate variability, land use change, intensive agriculture, and rapid urbanization and industrial development, especially much more frequency extreme precipitation events. All of which greatly affect water resource and the development of social economy. In this study, we take extreme precipitation events in the Midwest of Jilin Province as an example; daily precipitation data during 1960-2014 are used. The threshold of extreme precipitation events is defined by multifractal detrended fluctuation analysis (MF-DFA) method. Extreme precipitation (EP), extreme precipitation ratio (EPR), and intensity of extreme precipitation (EPI) are selected as the extreme precipitation indicators, and then the Kolmogorov-Smirnov (K-S) test is employed to determine the optimal probability distribution function of extreme precipitation indicators. On this basis, copulas connect nonparametric estimation method and the Akaike Information Criterion (AIC) method is adopted to determine the bivariate copula function. Finally, we analyze the characteristics of single variable extremum and bivariate joint probability distribution of the extreme precipitation events. The results show that the threshold of extreme precipitation events in semi-arid areas is far less than that in subhumid areas. The extreme precipitation frequency shows a significant decline while the extreme precipitation intensity shows a trend of growth; there are significant differences in spatiotemporal of extreme precipitation events. The spatial variation trend of the joint return period gets shorter from the west to the east. The spatial distribution of co-occurrence return period takes on contrary changes and it is longer than the joint return period.

Persistence in eye movement during visual search

NASA Astrophysics Data System (ADS)

Amor, Tatiana A.; Reis, Saulo D. S.; Campos, Daniel; Herrmann, Hans J.; Andrade, José S.

2016-02-01

As any cognitive task, visual search involves a number of underlying processes that cannot be directly observed and measured. In this way, the movement of the eyes certainly represents the most explicit and closest connection we can get to the inner mechanisms governing this cognitive activity. Here we show that the process of eye movement during visual search, consisting of sequences of fixations intercalated by saccades, exhibits distinctive persistent behaviors. Initially, by focusing on saccadic directions and intersaccadic angles, we disclose that the probability distributions of these measures show a clear preference of participants towards a reading-like mechanism (geometrical persistence), whose features and potential advantages for searching/foraging are discussed. We then perform a Multifractal Detrended Fluctuation Analysis (MF-DFA) over the time series of jump magnitudes in the eye trajectory and find that it exhibits a typical multifractal behavior arising from the sequential combination of saccades and fixations. By inspecting the time series composed of only fixational movements, our results reveal instead a monofractal behavior with a Hurst exponent , which indicates the presence of long-range power-law positive correlations (statistical persistence). We expect that our methodological approach can be adopted as a way to understand persistence and strategy-planning during visual search.

Experimental research on crack detection in pipes based on Fiber Bragg grating

NASA Astrophysics Data System (ADS)

Cai, Lin; Wei, Qin; Yu, Zhaoxiang; Lu, Ming; Li, Xiaowei

2017-11-01

Crack is one of the primary faults in pipes, and its detection is a significant measure to ensure the safety of pipes. The feasibility of circumferential crack detection in pipes on the basis of fiber Bragg grating (FBG) detection technology is discussed through experimental research. Crack is formed on the surface of a metal pipe, the circumferential length of crack is one index of the damage degree. In the experiments, both electronic vibration sensor and FBG strain sensors are used to collect response signals of impulse excitation in different damage degrees. Furthermore, the characteristics of damage detection are analysed in both frequency domain and time domain. First, the natural frequencies are compared between practical and simulated results in different damage degrees of pipes; second, the multi-fractal detrended fluctuation analysis (MFDFA) is applied to acquire the singular values α as the characteristic parameter. The experimental results indicate that FBG strain sensors can perceive the impulse response of the pipe and change in different damage degrees effectively, like the vibration sensor. And both the natural frequency and the singular value are sensitive to increasing length of crack, they are able to distinguish different degrees of crack on the pipe.

Multifractal analysis of Asian markets during 2007-2008 financial crisis

NASA Astrophysics Data System (ADS)

Hasan, Rashid; Mohammad, Salim M.

2015-02-01

2007-2008 US financial crisis adversely affected the stock markets all over the world. Asian markets also came under pressure and were differently affected. As markets under stress could reveal features that remain hidden under normal conditions, we use MF-DFA technique to investigate the multifractal structure of the US and seven Asian stock markets during the crisis period. The overall period of study, from 01 July 2002 to 31 December 2013, is divided into three sub-periods: pre-crisis period, crisis period and post-crisis period. We find during the crisis period markets of the US, Japan, Hong Kong, S. Korea and Indonesia show very strong non-linearity for positive values of the moment q. We calculate the singularity spectra, f(α) for the three sub-periods for all markets. During the crisis period, we observe that the peaks of the f(α) spectra shift to lower values of α and markets of the US, Japan, Hong Kong, Korea and Indonesia exhibit increased long range correlations of large fluctuations in index returns. We also study the impact of the crisis on the power law exponent in the tail region of the cumulative return distribution and find that by excluding the crisis period from the overall data sets, the tail exponent increases across all markets.

On the multifractal effects generated by monofractal signals

NASA Astrophysics Data System (ADS)

Grech, Dariusz; Pamuła, Grzegorz

2013-12-01

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result of finite length of used data series and is additionally amplified by the long-term memory the data eventually may contain. We provide the detailed quantitative description of such apparent multifractal background signal as a threshold in spread of generalized Hurst exponent values Δh or a threshold in the width of multifractal spectrum Δα below which multifractal properties of the system are only apparent, i.e. do not exist, despite Δα≠0 or Δh≠0. We find this effect quite important for shorter or persistent series and we argue it is linear with respect to autocorrelation exponent γ. Its strength decays according to power law with respect to the length of time series. The influence of basic linear and nonlinear transformations applied to initial data in finite time series with various levels of long memory is also investigated. This provides additional set of semi-analytical results. The obtained formulas are significant in any interdisciplinary application of multifractality, including physics, financial data analysis or physiology, because they allow to separate the ‘true’ multifractal phenomena from the apparent (artificial) multifractal effects. They should be a helpful tool of the first choice to decide whether we do in particular case with the signal with real multiscaling properties or not.

Analysis of the efficiency-integration nexus of Japanese stock market

NASA Astrophysics Data System (ADS)

Rizvi, Syed Aun R.; Arshad, Shaista

2017-03-01

This paper attempts a novel approach in analysing the Japanese economy through a dual-dimension analysis of its stock market, examining the efficiency and market integration. Taking a period of 24 years, this study employs MFDFA and MGARCH to understand how the efficiency and integration of the stock market faired during different business cycle phases of the Japanese economy. The results showed improving efficiency over the time period. For the case of market integration, our findings conform to recent literature on business cycles and stock market integration that every succeeding recession creates a break into integration levels resulting in a decrease.

To what extent can global warming events influence scaling properties of climatic fluctuations in glacial periods?

NASA Astrophysics Data System (ADS)

Alberti, Tommaso; Lepreti, Fabio; Vecchio, Antonio; Carbone, Vincenzo

2017-04-01

The Earth's climate is an extremely unstable complex system consisting of nonlinear and still rather unknown interactions among atmosphere, land surface, ice and oceans. The system is mainly driven by solar irradiance, even if internal components as volcanic eruptions and human activities affect the atmospheric composition thus acting as a driver for climate changes. Since the extreme climate variability is the result of a set of phenomena operating from daily to multi-millennial timescales, with different correlation times, a study of the scaling properties of the system can evidence non-trivial persistent structures, internal or external physical processes. Recently, the scaling properties of the paleoclimate changes have been analyzed by distinguish between interglacial and glacial climates [Shao and Ditlevsen, 2016]. The results show that the last glacial record (20-120 kyr BP) presents some elements of multifractality, while the last interglacial period (0-10 kyr BP), say the Holocene period, seems to be characterized by a mono-fractal structure. This is associated to the absence of Dansgaard-Oeschger (DO) events in the interglacial climate that could be the cause for the absence of multifractality. This hypothesis is supported by the analysis of the period between 18 and 27 kyr BP, i.e. during the Last Glacial Period, in which a single DO event have been registred. Through the Empirical Mode Decomposition (EMD) we were able to detect a timescale separation within the Last Glacial Period (20-120 kyr BP) in two main components: a high-frequency component, related to the occurrence of DO events, and a low-frequency one, associated to the cooling/warming phase switch [Alberti et al., 2014]. Here, we investigate the scaling properties of the climate fluctuations within the Last Glacial Period, where abrupt climate changes, characterized by fast increase of temperature usually called Dansgaard-Oeschger (DO) events, have been particularly pronounced. By using the MultiFractal Detrended Fluctuation Analysis (MF-DFA), we show that a multifractal structure exists for both high- and low-frequency fluctuations in Northern and Southern hemispheres, with different scaling exponents, thus indicating a long-range persistence of the climatic variability within the whole Last Glacial Period. Our results evidence that both DO events and cooling/warming cycles must be considered as processes of the internal component of the Earth's climate, rather than processes related to external forcings. This study should be helpful for investigation of the internal origin of climate changes. References Shao, Z.G. and Ditlevsen, P.D., Nature Commun., 7, 10951, (2016). Alberti, T., Lepreti, F., Vecchio, A., Bevacqua, E., Capparelli, V. and Carbone, V., Clim. Past, 10, 1751 (2014).

Statistical classifiers on multifractal parameters for optical diagnosis of cervical cancer

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Sabyasachi; Pratiher, Sawon; Kumar, Rajeev; Krishnamoorthy, Vigneshram; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-06-01

An augmented set of multifractal parameters with physical interpretations have been proposed to quantify the varying distribution and shape of the multifractal spectrum. The statistical classifier with accuracy of 84.17% validates the adequacy of multi-feature MFDFA characterization of elastic scattering spectroscopy for optical diagnosis of cancer.

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

NASA Astrophysics Data System (ADS)

Zhuang, Xiaoyang; Wei, Yu; Ma, Feng

2015-07-01

In this paper, the multifractality and efficiency degrees of ten important Chinese sectoral indices are evaluated using the methods of MF-DFA and generalized Hurst exponents. The study also scrutinizes the dynamics of the efficiency of Chinese sectoral stock market by the rolling window approach. The overall empirical findings revealed that all the sectoral indices of Chinese stock market exist different degrees of multifractality. The results of different efficiency measures have agreed on that the 300 Materials index is the least efficient index. However, they have a slight diffidence on the most efficient one. The 300 Information Technology, 300 Telecommunication Services and 300 Health Care indices are comparatively efficient. We also investigate the cross-correlations between the ten sectoral indices and WTI crude oil price based on Multifractal Detrended Cross-correlation Analysis. At last, some relevant discussions and implications of the empirical results are presented.

Effect of spatial averaging on multifractal properties of meteorological time series

NASA Astrophysics Data System (ADS)

Hoffmann, Holger; Baranowski, Piotr; Krzyszczak, Jaromir; Zubik, Monika

2016-04-01

Introduction The process-based models for large-scale simulations require input of agro-meteorological quantities that are often in the form of time series of coarse spatial resolution. Therefore, the knowledge about their scaling properties is fundamental for transferring locally measured fluctuations to larger scales and vice-versa. However, the scaling analysis of these quantities is complicated due to the presence of localized trends and non-stationarities. Here we assess how spatially aggregating meteorological data to coarser resolutions affects the data's temporal scaling properties. While it is known that spatial aggregation may affect spatial data properties (Hoffmann et al., 2015), it is unknown how it affects temporal data properties. Therefore, the objective of this study was to characterize the aggregation effect (AE) with regard to both temporal and spatial input data properties considering scaling properties (i.e. statistical self-similarity) of the chosen agro-meteorological time series through multifractal detrended fluctuation analysis (MFDFA). Materials and Methods Time series coming from years 1982-2011 were spatially averaged from 1 to 10, 25, 50 and 100 km resolution to assess the impact of spatial aggregation. Daily minimum, mean and maximum air temperature (2 m), precipitation, global radiation, wind speed and relative humidity (Zhao et al., 2015) were used. To reveal the multifractal structure of the time series, we used the procedure described in Baranowski et al. (2015). The diversity of the studied multifractals was evaluated by the parameters of time series spectra. In order to analyse differences in multifractal properties to 1 km resolution grids, data of coarser resolutions was disaggregated to 1 km. Results and Conclusions Analysing the spatial averaging on multifractal properties we observed that spatial patterns of the multifractal spectrum (MS) of all meteorological variables differed from 1 km grids and MS-parameters were biased by -29.1 % (precipitation; width of MS) up to >4 % (min. Temperature, Radiation; asymmetry of MS). Also, the spatial variability of MS parameters was strongly affected at the highest aggregation (100 km). Obtained results confirm that spatial data aggregation may strongly affect temporal scaling properties. This should be taken into account when upscaling for large-scale studies. Acknowledgements The study was conducted within FACCE MACSUR. Please see Baranowski et al. (2015) for details on funding. References Baranowski, P., Krzyszczak, J., Sławiński, C. et al. (2015). Climate Research 65, 39-52. Hoffman, H., G. Zhao, L.G.J. Van Bussel et al. (2015). Climate Research 65, 53-69. Zhao, G., Siebert, S., Rezaei E. et al. (2015). Agricultural and Forest Meteorology 200, 156-171.

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

NASA Astrophysics Data System (ADS)

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

2013-11-01

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

Analysis of dynamic multiplicity fluctuations at PHOBOS

NASA Astrophysics Data System (ADS)

Chai, Zhengwei; PHOBOS Collaboration; Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Chai, Z.; Decowski, M. P.; García, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Holynski, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tang, J. L.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wolfs, F. L. H.; Wosiek, B.; Wozniak, K.; Wuosmaa, A. H.; Wyslouch, B.

2005-01-01

This paper presents the analysis of the dynamic fluctuations in the inclusive charged particle multiplicity measured by PHOBOS for Au+Au collisions at surdsNN = 200GeV within the pseudo-rapidity range of -3 < η < 3. First the definition of the fluctuations observables used in this analysis is presented, together with the discussion of their physics meaning. Then the procedure for the extraction of dynamic fluctuations is described. Some preliminary results are included to illustrate the correlation features of the fluctuation observable. New dynamic fluctuations results will be available in a later publication.

Fluctuations in Cerebral Hemodynamics

DTIC Science & Technology

2003-12-01

Determination of scaling properties Detrended Fluctuations Analysis (see (28) and references therein) is commonly used to determine scaling...pressure (averaged over a cardiac beat) of a healthy subject. First 1000 values of the time series are shown. (b) Detrended fluctuation analysis (DFA...1000 values of the time series are shown. (b) Detrended fluctuation analysis of the time series shown in (a). Fig . 3 Side-by-side boxplot for the

Long-range correlation in cosmic microwave background radiation.

PubMed

Movahed, M Sadegh; Ghasemi, F; Rahvar, Sohrab; Tabar, M Reza Rahimi

2011-08-01

We investigate the statistical anisotropy and gaussianity of temperature fluctuations of Cosmic Microwave Background (CMB) radiation data from the Wilkinson Microwave Anisotropy Probe survey, using the Multifractal Detrended Fluctuation Analysis, Rescaled Range, and Scaled Windowed Variance methods. Multifractal Detrended Fluctuation Analysis shows that CMB fluctuations has a long-range correlation function with a multifractal behavior. By comparing the shuffled and surrogate series of CMB data, we conclude that the multifractality nature of the temperature fluctuation of CMB radiation is mainly due to the long-range correlations, and the map is consistent with a gaussian distribution.

Body sway, aim point fluctuation and performance in rifle shooters: inter- and intra-individual analysis.

PubMed

Ball, Kevin A; Best, Russell J; Wrigley, Tim V

2003-07-01

In this study, we examined the relationships between body sway, aim point fluctuation and performance in rifle shooting on an inter- and intra-individual basis. Six elite shooters performed 20 shots under competition conditions. For each shot, body sway parameters and four aim point fluctuation parameters were quantified for the time periods 5 s to shot, 3 s to shot and 1 s to shot. Three parameters were used to indicate performance. An AMTI LG6-4 force plate was used to measure body sway parameters, while a SCATT shooting analysis system was used to measure aim point fluctuation and shooting performance. Multiple regression analysis indicated that body sway was related to performance for four shooters. Also, body sway was related to aim point fluctuation for all shooters. These relationships were specific to the individual, with the strength of association, parameters of importance and time period of importance different for different shooters. Correlation analysis of significant regressions indicated that, as body sway increased, performance decreased and aim point fluctuation increased for most relationships. We conclude that body sway and aim point fluctuation are important in elite rifle shooting and performance errors are highly individual-specific at this standard. Individual analysis should be a priority when examining elite sports performance.

Influence analysis of fluctuation parameters on flow stability based on uncertainty method

NASA Astrophysics Data System (ADS)

Meng, Tao; Fan, Shangchun; Wang, Chi; Shi, Huichao

2018-05-01

The relationship between flow fluctuation and pressure in a flow facility is studied theoretically and experimentally in this paper, and a method for measuring the flow fluctuation is proposed. According to the synchronicity of pressure and flow fluctuation, the amplitude of the flow fluctuation is calculated using the pressure measured in the flow facility and measurement of the flow fluctuation in a wide range of frequency is realized. Based on the method proposed, uncertainty analysis is used to evaluate the influences of different parameters on the flow fluctuation by the help of a sample-based stochastic model established and the parameters that have great influence are found, which can be a reference for the optimization design and the stability improvement of the flow facility.

Power law cross-correlations between price change and volume change of Indian stocks

NASA Astrophysics Data System (ADS)

Hasan, Rashid; Mohammed Salim, M.

2017-05-01

We study multifractal long-range correlations and cross-correlations of daily price change and volume change of 50 stocks that comprise Nifty index of National Stock Exchange, Mumbai, using MF-DFA and MF-DCCA methods. We find that the time series of price change are uncorrelated, whereas anti-persistent long-range multifractal correlations are found in volume change series. We also find antipersistent long-range multifractal cross-correlations between the time series of price change and volume change. As multifractality is a signature of complexity, we estimate complexity parameters of the time series of price change, volume change, and cross-correlated price-volume change by fitting the fourth-degree polynomials to their multifractal spectra. Our results indicate that the time series of price change display high complexity, whereas the time series of volume change and cross-correlated price-volume change display low complexity.

Linearized spectrum correlation analysis for line emission measurements

NASA Astrophysics Data System (ADS)

Nishizawa, T.; Nornberg, M. D.; Den Hartog, D. J.; Sarff, J. S.

2017-08-01

A new spectral analysis method, Linearized Spectrum Correlation Analysis (LSCA), for charge exchange and passive ion Doppler spectroscopy is introduced to provide a means of measuring fast spectral line shape changes associated with ion-scale micro-instabilities. This analysis method is designed to resolve the fluctuations in the emission line shape from a stationary ion-scale wave. The method linearizes the fluctuations around a time-averaged line shape (e.g., Gaussian) and subdivides the spectral output channels into two sets to reduce contributions from uncorrelated fluctuations without averaging over the fast time dynamics. In principle, small fluctuations in the parameters used for a line shape model can be measured by evaluating the cross spectrum between different channel groupings to isolate a particular fluctuating quantity. High-frequency ion velocity measurements (100-200 kHz) were made by using this method. We also conducted simulations to compare LSCA with a moment analysis technique under a low photon count condition. Both experimental and synthetic measurements demonstrate the effectiveness of LSCA.

The source of electrostatic fluctuations in the solar-wind

NASA Technical Reports Server (NTRS)

Lemons, D. S.; Asbridge, J. R.; Bame, S. J.; Feldman, W. C.; Gary, S. P.; Gosling, J. T.

1979-01-01

Solar wind electron and ion distribution functions measured simultaneously with or close to times of intense electrostatic fluctuations are subjected to a linear Vlasov stability analysis. Although all distributions tested were found to be stable, the analysis suggests that the ion beam instability is the most likely source of the fluctuations.

A fluctuation-induced plasma transport diagnostic based upon fast-Fourier transform spectral analysis

NASA Technical Reports Server (NTRS)

Powers, E. J.; Kim, Y. C.; Hong, J. Y.; Roth, J. R.; Krawczonek, W. M.

1978-01-01

A diagnostic, based on fast Fourier-transform spectral analysis techniques, that provides experimental insight into the relationship between the experimentally observable spectral characteristics of the fluctuations and the fluctuation-induced plasma transport is described. The model upon which the diagnostic technique is based and its experimental implementation is discussed. Some characteristic results obtained during the course of an experimental study of fluctuation-induced transport in the electric field dominated NASA Lewis bumpy torus plasma are presented.

Energetic Interrelationship between Spontaneous Low-Frequency Fluctuations in Regional Cerebral Blood Volume, Arterial Blood Pressure, Heart Rate, and Respiratory Rhythm

NASA Astrophysics Data System (ADS)

Katura, Takusige; Yagyu, Akihiko; Obata, Akiko; Yamazaki, Kyoko; Maki, Atsushi; Abe, Masanori; Tanaka, Naoki

2007-07-01

Strong spontaneous fluctuations around 0.1 and 0.3 Hz have been observed in blood-related brain-function measurements such as functional magnetic resonance imaging and optical topography (or functional near-infrared spectroscopy). These fluctuations seem to reflect the interaction between the cerebral circulation system and the systemic circulation system. We took an energetic viewpoint in our analysis of the interrelationships between fluctuations in cerebral blood volume (CBV), mean arterial blood pressure (MAP), heart rate (HR), and respiratory rhythm based on multivariate autoregressive modeling. This approach involves evaluating the contribution of each fluctuation or rhythm to specific ones by performing multivariate spectral analysis. The results we obtained show MAP and HR can account slightly for the fluctuation around 0.1 Hz in CBV, while the fluctuation around 0.3 Hz is derived mainly from the respiratory rhythm. During our presentation, we will report on the effects of posture on the interrelationship between the fluctuations and the respiratory rhythm.

Fluctuation dynamics of exchange rates on Polish financial market

NASA Astrophysics Data System (ADS)

Orłowski, A.; Struzik, Z. R.; Syczewska, E.; Załuska-Kotur, M. A.

2004-12-01

We show results of local fluctuation analysis, probability distributions, and fractional integration analysis for nominal exchange rates of the Polish zloty versus two foreign currencies (US dollar and German mark/euro). The results confirm the rapid change of the volatility pattern in August 1997. We compare the type of the fluctuation behavior before and after this date.

Information Transfer Analysis of Spontaneous Low-frequency Fluctuations in Cerebral Hemodynamics and Cardiovascular Dynamics

NASA Astrophysics Data System (ADS)

Katura, Takusige; Tanaka, Naoki; Obata, Akiko; Sato, Hiroki; Maki, Atsushi

2005-08-01

In this study, from the information-theoretic viewpoint, we analyzed the interrelation between the spontaneous low-frequency fluctuations around 0.1Hz in the hemoglobin concentration in the cerebral cortex, mean arterial blood pressure and the heart rate. For this analysis, as measures of information transfer, we used transfer entropy (TE) proposed for two-factor systems by Schreiber and intrinsic transfer entropy (ITE) introduced for further analysis of three-factor systems by extending the original TE. In our analysis, information transfer analysis based on both TE and ITE suggests the systemic cardiovascular fluctuations alone cannot account for the cerebrovascular fluctuations, that is, the regulation of the regional cerebral energetic metabolism is important as a candidate of its generation mechanism Such an information transfer analysis seems useful to reveal the interrelation between the elements regulated each other in a complex manner.

Synchrony in broadband fluctuation and the 2008 financial crisis.

PubMed

Lin, Der Chyan

2013-01-01

We propose phase-like characteristics in scale-free broadband processes and consider fluctuation synchrony based on the temporal signature of significant amplitude fluctuation. Using wavelet transform, successful captures of similar fluctuation pattern between such broadband processes are demonstrated. The application to the financial data leading to the 2008 financial crisis reveals the transition towards a qualitatively different dynamical regime with many equity price in fluctuation synchrony. Further analysis suggests an underlying scale free "price fluctuation network" with large clustering coefficient.

Endogenous and exogenous dynamics in the fluctuations of capital fluxes. An empirical analysis of the Chinese stock market

NASA Astrophysics Data System (ADS)

Jiang, Z.-Q.; Guo, L.; Zhou, W.-X.

2007-06-01

A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is carried out on the Chinese stock market using mean-variance analysis, fluctuation analysis, and their generalizations to higher orders. Non-universal dynamics have been found not only in the scaling exponent α, which is different from the universal values 1/2 and 1, but also in the distributions of the ratio η= σexo / σendo of individual stocks. Both the scaling exponent α of fluctuations and the Hurst exponent Hi increase in logarithmic form with the time scale Δt and the mean traded value per minute , respectively. We find that the scaling exponent αendo of the endogenous fluctuations is independent of the time scale. Multiscaling and multifractal features are observed in the data as well. However, the inhomogeneous impact model is not verified.

Detrended fluctuation analysis of human brain electroencephalogram

NASA Astrophysics Data System (ADS)

Pan, C. P.; Zheng, B.; Wu, Y. Z.; Wang, Y.; Tang, X. W.

2004-08-01

With the detrended fluctuation analysis, we investigate dynamics of human brain electroencephalogram. Long-range temporal correlation and scaling behavior are observed, and certain characteristic of the Alzheimer's disease is revealed.

Detecting weak position fluctuations from encoder signal using singular spectrum analysis.

PubMed

Xu, Xiaoqiang; Zhao, Ming; Lin, Jing

2017-11-01

Mechanical fault or defect will cause some weak fluctuations to the position signal. Detection of such fluctuations via encoders can help determine the health condition and performance of the machine, and offer a promising alternative to the vibration-based monitoring scheme. However, besides the interested fluctuations, encoder signal also contains a large trend and some measurement noise. In applications, the trend is normally several orders larger than the concerned fluctuations in magnitude, which makes it difficult to detect the weak fluctuations without signal distortion. In addition, the fluctuations can be complicated and amplitude modulated under non-stationary working condition. To overcome this issue, singular spectrum analysis (SSA) is proposed for detecting weak position fluctuations from encoder signal in this paper. It enables complicated encode signal to be reduced into several interpretable components including a trend, a set of periodic fluctuations and noise. A numerical simulation is given to demonstrate the performance of the method, it shows that SSA outperforms empirical mode decomposition (EMD) in terms of capability and accuracy. Moreover, linear encoder signals from a CNC machine tool are analyzed to determine the magnitudes and sources of fluctuations during feed motion. The proposed method is proven to be feasible and reliable for machinery condition monitoring. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Atomistic observation and simulation analysis of spatio-temporal fluctuations during radiation-induced amorphization.

PubMed

Watanabe, Seiichi; Hoshino, Misaki; Koike, Takuto; Suda, Takanori; Ohnuki, Soumei; Takahashi, Heishichirou; Lam, Nighi Q

2003-01-01

We performed a dynamical-atomistic study of radiation-induced amorphization in the NiTi intermetallic compound using in situ high-resolution high-voltage electron microscopy and molecular dynamics simulations in connection with image simulation. Spatio-temporal fluctuations as non-equilibrium fluctuations in an energy-dissipative system, due to transient atom-cluster formation during amorphization, were revealed by the present spatial autocorrelation analysis.

Heavy-Tailed Fluctuations in the Spiking Output Intensity of Semiconductor Lasers with Optical Feedback

PubMed Central

2016-01-01

Although heavy-tailed fluctuations are ubiquitous in complex systems, a good understanding of the mechanisms that generate them is still lacking. Optical complex systems are ideal candidates for investigating heavy-tailed fluctuations, as they allow recording large datasets under controllable experimental conditions. A dynamical regime that has attracted a lot of attention over the years is the so-called low-frequency fluctuations (LFFs) of semiconductor lasers with optical feedback. In this regime, the laser output intensity is characterized by abrupt and apparently random dropouts. The statistical analysis of the inter-dropout-intervals (IDIs) has provided many useful insights into the underlying dynamics. However, the presence of large temporal fluctuations in the IDI sequence has not yet been investigated. Here, by applying fluctuation analysis we show that the experimental distribution of IDI fluctuations is heavy-tailed, and specifically, is well-modeled by a non-Gaussian stable distribution. We find a good qualitative agreement with simulations of the Lang-Kobayashi model. Moreover, we uncover a transition from a less-heavy-tailed state at low pump current to a more-heavy-tailed state at higher pump current. Our results indicate that fluctuation analysis can be a useful tool for investigating the output signals of complex optical systems; it can be used for detecting underlying regime shifts, for model validation and parameter estimation. PMID:26901346

[Periodic fluctuation features of air temperature, precipitation, and aboveground net primary production of alpine meadow ecosystem on Qinghai-Tibetan Plateau].

PubMed

Zhang, Fa-wei; Li, Hong-qin; Li, Ying-nian; Li, Yi-kang; Lin, Li

2009-03-01

With Mexican Hat function as mother function, a wavelet analysis was conducted on the periodic fluctuation features of air temperature, precipitation, and aboveground net primary production (ANPP) in the Alpine Meadow Ecosystem Research Station, Chinese Academy of Sciences from 1980 to 2007. The results showed that there was a main period of 13 years for the annual fluctuations of air temperature, precipitation, and ANPP. A secondary period of 2 years for the annual fluctuations of air temperature and ANPP had lesser influence, whereas that of 4 years for the annual fluctuation of precipitation had greater effect. Lagged correlation analysis indicated that the annual fluctuation of ANNP was mainly controlled by the air temperature in a 20 years scale and had a weak 5-9 years lag effect, but there was a less correlation between ANPP and precipitation.

Fluctuation Analysis of Redox Potential to Distinguish Microbial Fe(II) Oxidation.

PubMed

Enright, A M L; Ferris, F G

2016-11-01

We developed a novel method for distinguishing abiotic and biological iron oxidation in liquid media using oxidation-reduction (redox) potential time series data. The instrument and processing algorithm were tested by immersing the tip of a Pt electrode with an Ag-AgCl reference electrode into an active iron-oxidizing biofilm in a groundwater discharge zone, as well as in two abiotic systems: a killed sample and a chemical control from the same site. We used detrended fluctuation analysis to characterize average root mean square fluctuation behavior, which was distinct in the live system. The calculated α value scaling exponents determined by detrended fluctuation analysis were significantly different at p < 0.001. This indicates that time series of electrode response data may be used to distinguish live and abiotic chemical reaction pathways. Due to the simplicity, portability, and small size, it may be suitable for characterization of extraterrestrial environments where water has been observed, such as Mars and Europa. Key Words: Oxidation-reduction potential-Detrended fluctuation analysis-Iron-oxidizing bacteria. Astrobiology 16, 846-852.

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.

Detrended fluctuation analysis made flexible to detect range of cross-correlated fluctuations

NASA Astrophysics Data System (ADS)

Kwapień, Jarosław; Oświecimka, Paweł; DroŻdŻ, Stanisław

2015-11-01

The detrended cross-correlation coefficient ρDCCA has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, nonstationary time series. It is based on the detrended cross-correlation and detrended fluctuation analyses (DCCA and DFA, respectively) and can be viewed as an analog of the Pearson coefficient in the case of the fluctuation analysis. The coefficient ρDCCA works well in many practical situations but by construction its applicability is limited to detection of whether two signals are generally cross-correlated, without the possibility to obtain information on the amplitude of fluctuations that are responsible for those cross-correlations. In order to introduce some related flexibility, here we propose an extension of ρDCCA that exploits the multifractal versions of DFA and DCCA: multifractal detrended fluctuation analysis and multifractal detrended cross-correlation analysis, respectively. The resulting new coefficient ρq not only is able to quantify the strength of correlations but also allows one to identify the range of detrended fluctuation amplitudes that are correlated in two signals under study. We show how the coefficient ρq works in practical situations by applying it to stochastic time series representing processes with long memory: autoregressive and multiplicative ones. Such processes are often used to model signals recorded from complex systems and complex physical phenomena like turbulence, so we are convinced that this new measure can successfully be applied in time-series analysis. In particular, we present an example of such application to highly complex empirical data from financial markets. The present formulation can straightforwardly be extended to multivariate data in terms of the q -dependent counterpart of the correlation matrices and then to the network representation.

Manual-control Analysis Applied to the Money-supply Control Task

NASA Technical Reports Server (NTRS)

Wingrove, R. C.

1984-01-01

The recent procedure implemented by the Federal Reserve Board to control the money supply is formulated in the form of a tracking model as used in the study of manual-control tasks. Using this model, an analysis is made to determine the effect of monetary control on the fluctuations in economic output. The results indicate that monetary control can reduce the amplitude of fluctuations at frequencies near the region of historic business cycles. However, with significant time lags in the control loop, monetary control tends to increase the amplitude of the fluctuations at the higher frequencies. How the investigator or student can use the tools developed in the field of manual-control analysis to study the nature of economic fluctuations and to examine different strategies for stabilization is examined.

Wavelets and Multifractal Analysis

DTIC Science & Technology

2004-07-01

distribution unlimited 13. SUPPLEMENTARY NOTES See also ADM001750, Wavelets and Multifractal Analysis (WAMA) Workshop held on 19-31 July 2004., The original...f)] . . . 16 2.5.4 Detrended Fluctuation Analysis [DFA(m)] . . . . . . . . . . . . . . . 17 2.6 Scale-Independent Measures...18 2.6.1 Detrended -Fluctuation- Analysis Power-Law Exponent (αD) . . . . . . 18 2.6.2 Wavelet-Transform Power-Law Exponent

Theory and simulations of covariance mapping in multiple dimensions for data analysis in high-event-rate experiments

NASA Astrophysics Data System (ADS)

Zhaunerchyk, V.; Frasinski, L. J.; Eland, J. H. D.; Feifel, R.

2014-05-01

Multidimensional covariance analysis and its validity for correlation of processes leading to multiple products are investigated from a theoretical point of view. The need to correct for false correlations induced by experimental parameters which fluctuate from shot to shot, such as the intensity of self-amplified spontaneous emission x-ray free-electron laser pulses, is emphasized. Threefold covariance analysis based on simple extension of the two-variable formulation is shown to be valid for variables exhibiting Poisson statistics. In this case, false correlations arising from fluctuations in an unstable experimental parameter that scale linearly with signals can be eliminated by threefold partial covariance analysis, as defined here. Fourfold covariance based on the same simple extension is found to be invalid in general. Where fluctuations in an unstable parameter induce nonlinear signal variations, a technique of contingent covariance analysis is proposed here to suppress false correlations. In this paper we also show a method to eliminate false correlations associated with fluctuations of several unstable experimental parameters.

An analysis of alternative conceptual models relating hyporheic exchange flow to diel fluctuations in discharge during baseflow recession

Treesearch

Steven M. Wondzell; Michael N. Gooseff; Brian L. McGlynn

2009-01-01

Diel fluctuations in streamflow during base flow have been observed in many streams and are typically attributed to water losses from evapotranspiration (ET). However, there is no widely transferable conceptual model that explains how ET results in diel fluctuations in streamflow at the watershed outlet. For fluctuations to occur, two factors must be present: (1) some...

Kinetic-Scale Electric and Magnetic Field Fluctuations in the Solar Wind at 1 AU: THEMIS/ARTEMIS Observations

NASA Astrophysics Data System (ADS)

Salem, C. S.; Hanson, E.; Bonnell, J. W.; Chaston, C. C.; Bale, S. D.; Mozer, F.

2017-12-01

We present here an analysis of kinetic-scale electromagnetic fluctuations in the solar wind using data from THEMIS and ARTEMIS spacecraft. We use high-time resolution electric and magnetic field measurements, as well as density fluctuations, up to 128 samples per second, as well as particle burst plasma data during carefully selected solar wind intervals. We focus our analysis on a few such intervals spanning different values of plasma beta and angles between the local magnetic field and the radial Sun-Earth direction. We discuss the careful analysis process of characterizing and removing the different instrumental effects and noise sources affecting the electric and magnetic field data at those scales, above 0.1 Hz or so, above the breakpoint marking the start of the so-called dissipation range of solar wind turbulence. We compute parameters such as the electric to magnetic field ratio, the magnetic compressibility, magnetic helicity, and other relevant quantities in order to diagnose the nature of the fluctuations at those scales between the ion and electron cyclotron frequencies, extracting information on the dominant modes composing the fluctuations. We also discuss the presence and role of coherent structures in the measured fluctuations. The nature of the fluctuations in the dissipation or dispersive scales of solar wind turbulence is still debated. This observational study is also highly relevant to the current Turbulent Dissipation Challenge.

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.

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

NASA Astrophysics Data System (ADS)

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

2014-11-01

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

Stochastic lumping analysis for linear kinetics and its application to the fluctuation relations between hierarchical kinetic networks.

PubMed

Deng, De-Ming; Chang, Cheng-Hung

2015-05-14

Conventional studies of biomolecular behaviors rely largely on the construction of kinetic schemes. Since the selection of these networks is not unique, a concern is raised whether and under which conditions hierarchical schemes can reveal the same experimentally measured fluctuating behaviors and unique fluctuation related physical properties. To clarify these questions, we introduce stochasticity into the traditional lumping analysis, generalize it from rate equations to chemical master equations and stochastic differential equations, and extract the fluctuation relations between kinetically and thermodynamically equivalent networks under intrinsic and extrinsic noises. The results provide a theoretical basis for the legitimate use of low-dimensional models in the studies of macromolecular fluctuations and, more generally, for exploring stochastic features in different levels of contracted networks in chemical and biological kinetic systems.

Random Dopant Induced Threshold Voltage Lowering and Fluctuations in Sub-0.1 (micron)meter MOSFET's: A 3-D 'Atomistic' Simulation Study

NASA Technical Reports Server (NTRS)

Asenov, Asen

1998-01-01

A three-dimensional (3-D) "atomistic" simulation study of random dopant induced threshold voltage lowering and fluctuations in sub-0.1 microns MOSFET's is presented. For the first time a systematic analysis of random dopant effects down to an individual dopant level was carried out in 3-D on a scale sufficient to provide quantitative statistical predictions. Efficient algorithms based on a single multigrid solution of the Poisson equation followed by the solution of a simplified current continuity equation are used in the simulations. The effects of various MOSFET design parameters, including the channel length and width, oxide thickness and channel doping, on the threshold voltage lowering and fluctuations are studied using typical samples of 200 atomistically different MOSFET's. The atomistic results for the threshold voltage fluctuations were compared with two analytical models based on dopant number fluctuations. Although the analytical models predict the general trends in the threshold voltage fluctuations, they fail to describe quantitatively the magnitude of the fluctuations. The distribution of the atomistically calculated threshold voltage and its correlation with the number of dopants in the channel of the MOSFET's was analyzed based on a sample of 2500 microscopically different devices. The detailed analysis shows that the threshold voltage fluctuations are determined not only by the fluctuation in the dopant number, but also in the dopant position.

Individual Test Point Fluctuations of Macular Sensitivity in Healthy Eyes and Eyes With Age-Related Macular Degeneration Measured With Microperimetry.

PubMed

Barboni, Mirella Telles Salgueiro; Szepessy, Zsuzsanna; Ventura, Dora Fix; Németh, János

2018-04-01

To establish fluctuation limits, it was considered that not only overall macular sensitivity but also fluctuations of individual test points in the macula might have clinical value. Three repeated measurements of microperimetry were performed using the Standard Expert test of Macular Integrity Assessment (MAIA) in healthy subjects ( N = 12, age = 23.8 ± 1.5 years old) and in patients with age-related macular degeneration (AMD) ( N = 11, age = 68.5 ± 7.4 years old). A total of 37 macular points arranged in four concentric rings and in four quadrants were analyzed individually and in groups. The data show low fluctuation of macular sensitivity of individual test points in healthy subjects (average = 1.38 ± 0.28 dB) and AMD patients (average = 2.12 ± 0.60 dB). Lower sensitivity points are more related to higher fluctuation than to the distance from the central point. Fixation stability showed no effect on the sensitivity fluctuation. The 95th percentile of the standard deviations of healthy subjects was, on average, 2.7 dB, ranging from 1.2 to 4 dB, depending on the point tested. Point analysis and regional analysis might be considered prior to evaluating macular sensitivity fluctuation in order to distinguish between normal variation and a clinical change. S tatistical methods were used to compare repeated microperimetry measurements and to establish fluctuation limits of the macular sensitivity. This analysis could add information regarding the integrity of different macular areas and provide new insights into fixation points prior to the biofeedback fixation training.

Fluctuation spectroscopy: From Rayleigh-Jeans waves to Abrikosov vortex clusters

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

Varlamov, A. A.; Galda, A.; Glatz, A.

Superconducting (SC) fluctuations, discovered in the late 1960s, have constituted an important research area in superconductivity as they are manifest in a variety of phenomena. Indeed, the underlying physics of SC fluctuations makes it possible to elucidate the fundamental properties of the superconducting state. The interest in SC fluctuation phenomena was further enhanced with the discovery of cuprate high-temperature superconductors (HTSs). In these materials, superconducting fluctuations appear over a wide range of temperatures due to the superconductors extremely short coherence lengths and low effective dimensionality of the electron systems. These strong fluctuations lead to anomalous properties of the normal statemore » in some HTS materials. Within the framework of the phenomenological Ginzburg-Landau theory, and more extensively in the diagrammatic microscopic approach based on BCS theory, SC fluctuations as well as other quantum contributions (weak localization, etc.) enabled a new way to investigate and characterize disordered electron systems, granular metals, Josephson structures, artificial superlattices, and others. The characteristic feature of SC fluctuations is its strong dependence on temperature and magnetic field in the vicinity of the superconducting phase transition. This dependence allows the separation of fluctuation effects from other contributions and provides information about the microscopic parameters of a material, in particular, the critical temperature and the zero-temperature critical magnetic field. As such, SC fluctuations are very sensitive to the relaxation processes that break phase coherence and can be used as a versatile characterization instrument for SCs: Fluctuation spectroscopy has emerged as a powerful tool for studying the properties of superconducting systems on a quantitative level. Here the physics of SC fluctuations is reviewed, commencing from a qualitative description of thermodynamic fluctuations close to the critical temperature and quantum fluctuations at zero temperature in the vicinity of the second critical field. The analysis of the latter allows us to present fluctuation formation as a fragmentation of the Abrikosov lattice. Finally, this review highlights a series of experimental findings followed by microscopic description and numerical analysis of the effects of fluctuations on numerous properties of superconductors in the entire phase diagram and beyond the superconducting phase.« less

Fluctuation spectroscopy: From Rayleigh-Jeans waves to Abrikosov vortex clusters

DOE PAGES

Varlamov, A. A.; Galda, A.; Glatz, A.

2018-03-27

Superconducting (SC) fluctuations, discovered in the late 1960s, have constituted an important research area in superconductivity as they are manifest in a variety of phenomena. Indeed, the underlying physics of SC fluctuations makes it possible to elucidate the fundamental properties of the superconducting state. The interest in SC fluctuation phenomena was further enhanced with the discovery of cuprate high-temperature superconductors (HTSs). In these materials, superconducting fluctuations appear over a wide range of temperatures due to the superconductors extremely short coherence lengths and low effective dimensionality of the electron systems. These strong fluctuations lead to anomalous properties of the normal statemore » in some HTS materials. Within the framework of the phenomenological Ginzburg-Landau theory, and more extensively in the diagrammatic microscopic approach based on BCS theory, SC fluctuations as well as other quantum contributions (weak localization, etc.) enabled a new way to investigate and characterize disordered electron systems, granular metals, Josephson structures, artificial superlattices, and others. The characteristic feature of SC fluctuations is its strong dependence on temperature and magnetic field in the vicinity of the superconducting phase transition. This dependence allows the separation of fluctuation effects from other contributions and provides information about the microscopic parameters of a material, in particular, the critical temperature and the zero-temperature critical magnetic field. As such, SC fluctuations are very sensitive to the relaxation processes that break phase coherence and can be used as a versatile characterization instrument for SCs: Fluctuation spectroscopy has emerged as a powerful tool for studying the properties of superconducting systems on a quantitative level. Here the physics of SC fluctuations is reviewed, commencing from a qualitative description of thermodynamic fluctuations close to the critical temperature and quantum fluctuations at zero temperature in the vicinity of the second critical field. The analysis of the latter allows us to present fluctuation formation as a fragmentation of the Abrikosov lattice. Finally, this review highlights a series of experimental findings followed by microscopic description and numerical analysis of the effects of fluctuations on numerous properties of superconductors in the entire phase diagram and beyond the superconducting phase.« less

Fluctuation spectroscopy: From Rayleigh-Jeans waves to Abrikosov vortex clusters

NASA Astrophysics Data System (ADS)

Varlamov, A. A.; Galda, A.; Glatz, A.

2018-01-01

Superconducting (SC) fluctuations, discovered in the late 1960s, have constituted an important research area in superconductivity as they are manifest in a variety of phenomena. Indeed, the underlying physics of SC fluctuations makes it possible to elucidate the fundamental properties of the superconducting state. The interest in SC fluctuation phenomena was further enhanced with the discovery of cuprate high-temperature superconductors (HTSs). In these materials, superconducting fluctuations appear over a wide range of temperatures due to the superconductors extremely short coherence lengths and low effective dimensionality of the electron systems. These strong fluctuations lead to anomalous properties of the normal state in some HTS materials. Within the framework of the phenomenological Ginzburg-Landau theory, and more extensively in the diagrammatic microscopic approach based on BCS theory, SC fluctuations as well as other quantum contributions (weak localization, etc.) enabled a new way to investigate and characterize disordered electron systems, granular metals, Josephson structures, artificial superlattices, and others. The characteristic feature of SC fluctuations is its strong dependence on temperature and magnetic field in the vicinity of the superconducting phase transition. This dependence allows the separation of fluctuation effects from other contributions and provides information about the microscopic parameters of a material, in particular, the critical temperature and the zero-temperature critical magnetic field. As such, SC fluctuations are very sensitive to the relaxation processes that break phase coherence and can be used as a versatile characterization instrument for SCs: Fluctuation spectroscopy has emerged as a powerful tool for studying the properties of superconducting systems on a quantitative level. Here the physics of SC fluctuations is reviewed, commencing from a qualitative description of thermodynamic fluctuations close to the critical temperature and quantum fluctuations at zero temperature in the vicinity of the second critical field. The analysis of the latter allows us to present fluctuation formation as a fragmentation of the Abrikosov lattice. This review highlights a series of experimental findings followed by microscopic description and numerical analysis of the effects of fluctuations on numerous properties of superconductors in the entire phase diagram and beyond the superconducting phase.

Fluctuation solution theory of pure fluids

NASA Astrophysics Data System (ADS)

Ploetz, Elizabeth A.; Pallewela, Gayani N.; Smith, Paul E.

2017-03-01

Fluctuation Solution Theory (FST) provides an alternative view of fluid thermodynamics in terms of pair fluctuations in the particle number and excess energy observed for an equivalent open system. Here we extend the FST approach to provide a series of triplet and quadruplet particle and excess energy fluctuations that can also be used to help understand the behavior of fluids. The fluctuations for the gas, liquid, and supercritical regions of three fluids (H2O, CO2, and SF6) are then determined from accurate equations of state. Many of the fluctuating quantities change sign on moving from the gas to liquid phase and, therefore, we argue that the fluctuations can be used to characterize gas and liquid behavior. Further analysis provides an approach to isolate contributions to the excess energy fluctuations arising from just the intermolecular interactions and also indicates that the triplet and quadruplet particle fluctuations are related to the pair particle fluctuations by a simple power law for large regions of the phase diagram away from the critical point.

Total ozone trend over Cairo

NASA Technical Reports Server (NTRS)

Hassan, G. K. Y.

1994-01-01

A world wide interest in protecting ozone layer against manmade effects is now increasing. Assessment of the ozone depletion due to these activities depends on how successfully we can separate the natural variabilities from the data. The monthly mean values of total ozone over Cairo (30 05N) for the period 1968-1988, have been analyzed using the power spectral analysis technique. The technique used in this analysis does not depend on a pre-understanding of the natural fluctuations in the ozone data. The method depends on increasing the resolution of the spectral peaks in order to obtain the more accurate sinusoidal fluctuations with wavelength equal to or less than record length. Also it handles the possible sinusoidal fluctuations with wavelength equal to or less than record length. The results show that it is possible to detect some of the well known national fluctuations in the ozone record such as annual, semiannual, quasi-biennial and quasi-quadrennial oscillations. After separating the natural fluctuations from the ozone record, the trend analysis of total ozone over Cairo showed that a decrease of about -1.2% per decade has occurred since 1979.

Dynamical glucometry: Use of multiscale entropy analysis in diabetes

NASA Astrophysics Data System (ADS)

Costa, Madalena D.; Henriques, Teresa; Munshi, Medha N.; Segal, Alissa R.; Goldberger, Ary L.

2014-09-01

Diabetes mellitus (DM) is one of the world's most prevalent medical conditions. Contemporary management focuses on lowering mean blood glucose values toward a normal range, but largely ignores the dynamics of glucose fluctuations. We probed analyte time series obtained from continuous glucose monitor (CGM) sensors. We show that the fluctuations in CGM values sampled every 5 min are not uncorrelated noise. Next, using multiscale entropy analysis, we quantified the complexity of the temporal structure of the CGM time series from a group of elderly subjects with type 2 DM and age-matched controls. We further probed the structure of these CGM time series using detrended fluctuation analysis. Our findings indicate that the dynamics of glucose fluctuations from control subjects are more complex than those of subjects with type 2 DM over time scales ranging from about 5 min to 5 h. These findings support consideration of a new framework, dynamical glucometry, to guide mechanistic research and to help assess and compare therapeutic interventions, which should enhance complexity of glucose fluctuations and not just lower mean and variance of blood glucose levels.

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.

Effects of the lateral amplitude and regularity of upper body fluctuation on step time variability evaluated using return map analysis

PubMed Central

2017-01-01

The aim of this study was to evaluate the effects of the lateral amplitude and regularity of upper body fluctuation on step time variability. Return map analysis was used to clarify the relationship between step time variability and a history of falling. Eleven healthy, community-dwelling older adults and twelve younger adults participated in the study. All of the subjects walked 25 m at a comfortable speed. Trunk acceleration was measured using triaxial accelerometers attached to the third lumbar vertebrae (L3) and the seventh cervical vertebrae (C7). The normalized average magnitude of acceleration, the coefficient of determination ($R^2$) of the return map, and the step time variabilities, were calculated. Cluster analysis using the average fluctuation and the regularity of C7 fluctuation identified four walking patterns in the mediolateral (ML) direction. The participants with higher fluctuation and lower regularity showed significantly greater step time variability compared with the others. Additionally, elderly participants who had fallen in the past year had higher amplitude and a lower regularity of fluctuation during walking. In conclusion, by focusing on the time evolution of each step, it is possible to understand the cause of stride and/or step time variability that is associated with a risk of falls. PMID:28700633

Studies on the latitudinal distribution of ground-based geomagnetic pulsations and fluctuations in the interplanetary medium using discrete mathematical analysis methods

NASA Astrophysics Data System (ADS)

Zelinsky, N. R.; Kleimenova, N. G.; Malysheva, L. M.

2014-07-01

Ground-based geomagnetic Pc5 (2-7 mHz) pulsations, caused by the passage of dense transients (density disturbances) in the solar wind, were analyzed. It was shown that intensive bursts can appear in the density of the solar wind and its fluctuations, up to Np ˜ 30-50 cm3, even during the most magnetically calm year in the past decades (2009). The analysis, performed using one of the latest methods of discrete mathematical analysis (DMA), is presented. The energy functional of a time-series fragment (called "anomaly rectification" in DMA terms) of two such events was calculated. It was established that fluctuations in the dynamic pressure (density) of the solar wind (SW) cause the global excitation of Pc5 geomagnetic pulsations in the daytime sector of the Earth's magnetosphere, i.e., from polar to equatorial latitudes. Such pulsations started and ended suddenly and simultaneously at all latitudes. Fluctuations in the interplanetary magnetic field (IMF) have turned up to be less geoeffective in exciting geomagnetic pulsations than fluctuations in the SW density. The pulsation generation mechanisms in various structural regions of the magnetosphere were probably different. It was therefore concluded that the most probable source of ground-based pulsations are fluctuations of the corresponding periods in the SW density.

Effects of the lateral amplitude and regularity of upper body fluctuation on step time variability evaluated using return map analysis.

PubMed

Chidori, Kazuhiro; Yamamoto, Yuji

2017-01-01

The aim of this study was to evaluate the effects of the lateral amplitude and regularity of upper body fluctuation on step time variability. Return map analysis was used to clarify the relationship between step time variability and a history of falling. Eleven healthy, community-dwelling older adults and twelve younger adults participated in the study. All of the subjects walked 25 m at a comfortable speed. Trunk acceleration was measured using triaxial accelerometers attached to the third lumbar vertebrae (L3) and the seventh cervical vertebrae (C7). The normalized average magnitude of acceleration, the coefficient of determination ($R^2$) of the return map, and the step time variabilities, were calculated. Cluster analysis using the average fluctuation and the regularity of C7 fluctuation identified four walking patterns in the mediolateral (ML) direction. The participants with higher fluctuation and lower regularity showed significantly greater step time variability compared with the others. Additionally, elderly participants who had fallen in the past year had higher amplitude and a lower regularity of fluctuation during walking. In conclusion, by focusing on the time evolution of each step, it is possible to understand the cause of stride and/or step time variability that is associated with a risk of falls.

Fully Quantum Fluctuation Theorems

NASA Astrophysics Data System (ADS)

Åberg, Johan

2018-02-01

Systems that are driven out of thermal equilibrium typically dissipate random quantities of energy on microscopic scales. Crooks fluctuation theorem relates the distribution of these random work costs to the corresponding distribution for the reverse process. By an analysis that explicitly incorporates the energy reservoir that donates the energy and the control system that implements the dynamic, we obtain a quantum generalization of Crooks theorem that not only includes the energy changes in the reservoir but also the full description of its evolution, including coherences. Moreover, this approach opens up the possibility for generalizations of the concept of fluctuation relations. Here, we introduce "conditional" fluctuation relations that are applicable to nonequilibrium systems, as well as approximate fluctuation relations that allow for the analysis of autonomous evolution generated by global time-independent Hamiltonians. We furthermore extend these notions to Markovian master equations, implicitly modeling the influence of the heat bath.

Frontiers in Fluctuation Spectroscopy: Measuring protein dynamics and protein spatio-temporal connectivity

NASA Astrophysics Data System (ADS)

Digman, Michelle

Fluorescence fluctuation spectroscopy has evolved from single point detection of molecular diffusion to a family of microscopy imaging correlation tools (i.e. ICS, RICS, STICS, and kICS) useful in deriving spatial-temporal dynamics of proteins in living cells The advantage of the imaging techniques is the simultaneous measurement of all points in an image with a frame rate that is increasingly becoming faster with better sensitivity cameras and new microscopy modalities such as the sheet illumination technique. A new frontier in this area is now emerging towards a high level of mapping diffusion rates and protein dynamics in the 2 and 3 dimensions. In this talk, I will discuss the evolution of fluctuation analysis from the single point source to mapping diffusion in whole cells and the technology behind this technique. In particular, new methods of analysis exploit correlation of molecular fluctuations originating from measurement of fluctuation correlations at distant points (pair correlation analysis) and methods that exploit spatial averaging of fluctuations in small regions (iMSD). For example the pair correlation fluctuation (pCF) analyses done between adjacent pixels in all possible radial directions provide a window into anisotropic molecular diffusion. Similar to the connectivity atlas of neuronal connections from the MRI diffusion tensor imaging these new tools will be used to map the connectome of protein diffusion in living cells. For biological reaction-diffusion systems, live single cell spatial-temporal analysis of protein dynamics provides a mean to observe stochastic biochemical signaling in the context of the intracellular environment which may lead to better understanding of cancer cell invasion, stem cell differentiation and other fundamental biological processes. National Institutes of Health Grant P41-RRO3155.

Transition between Two Regimes Describing Internal Fluctuation of DNA in a Nanochannel

PubMed Central

Su, Tianxiang; Das, Somes K.; Xiao, Ming; Purohit, Prashant K.

2011-01-01

We measure the thermal fluctuation of the internal segments of a piece of DNA confined in a nanochannel about 50100 nm wide. This local thermodynamic property is key to accurate measurement of distances in genomic analysis. For DNA in 100 nm channels, we observe a critical length scale 10 m for the mean extension of internal segments, below which the de Gennes' theory describes the fluctuations with no fitting parameters, and above which the fluctuation data falls into Odijk's deflection theory regime. By analyzing the probability distributions of the extensions of the internal segments, we infer that folded structures of length 150250 nm, separated by 10 m exist in the confined DNA during the transition between the two regimes. For 50 nm channels we find that the fluctuation is significantly reduced since the Odijk regime appears earlier. This is critical for genomic analysis. We further propose a more detailed theory based on small fluctuations and incorporating the effects of confinement to explicitly calculate the statistical properties of the internal fluctuations. Our theory is applicable to polymers with heterogeneous mechanical properties confined in non-uniform channels. We show that existing theories for the end-to-end extension/fluctuation of polymers can be used to study the internal fluctuations only when the contour length of the polymer is many times larger than its persistence length. Finally, our results suggest that introducing nicks in the DNA will not change its fluctuation behavior when the nick density is below 1 nick per kbp DNA. PMID:21423606

Analysis of Handwriting based on Rhythm Perception

NASA Astrophysics Data System (ADS)

Saito, Kazuya; Uchida, Masafumi; Nozawa, Akio

Humanity fluctuation was reported in some fields. In handwriting process, fluctuation appears on handwriting-velocity. In this report, we focused attention on human rhythm perception and analyzed fluctuation in handwriting process. As a result, 1/f noise related to rhythm perception and features may caused by Kahneman's capacity model were measured on handwriting process.

Scaling Behavior in Mitochondrial Redox Fluctuations

PubMed Central

Ramanujan, V. Krishnan; Biener, Gabriel; Herman, Brian A.

2006-01-01

Scale-invariant long-range correlations have been reported in fluctuations of time-series signals originating from diverse processes such as heart beat dynamics, earthquakes, and stock market data. The common denominator of these apparently different processes is a highly nonlinear dynamics with competing forces and distinct feedback species. We report for the first time an experimental evidence for scaling behavior in NAD(P)H signal fluctuations in isolated mitochondria and intact cells isolated from the liver of a young (5-month-old) mouse. Time-series data were collected by two-photon imaging of mitochondrial NAD(P)H fluorescence and signal fluctuations were quantitatively analyzed for statistical correlations by detrended fluctuation analysis and spectral power analysis. Redox [NAD(P)H / NAD(P)+] fluctuations in isolated mitochondria and intact liver cells were found to display nonrandom, long-range correlations. These correlations are interpreted as arising due to the regulatory dynamics operative in Krebs' cycle enzyme network and electron transport chain in the mitochondria. This finding may provide a novel basis for understanding similar regulatory networks that govern the nonequilibrium properties of living cells. PMID:16565066

Quasi-linear theory of electron density and temperature fluctuations with application to MHD generators and MPD arc thrusters

NASA Technical Reports Server (NTRS)

Smith, M.

1972-01-01

Fluctuations in electron density and temperature coupled through Ohm's law are studied for an ionizable medium. The nonlinear effects are considered in the limit of a third order quasi-linear treatment. Equations are derived for the amplitude of the fluctuation. Conditions under which a steady state can exist in the presence of the fluctuation are examined and effective transport properties are determined. A comparison is made to previously considered second order theory. The effect of third order terms indicates the possibility of fluctuations existing in regions predicted stable by previous analysis.

Analysis of fluctuations in semiconductor devices

NASA Astrophysics Data System (ADS)

Andrei, Petru

The random nature of ion implantation and diffusion processes as well as inevitable tolerances in fabrication result in random fluctuations of doping concentrations and oxide thickness in semiconductor devices. These fluctuations are especially pronounced in ultrasmall (nanoscale) semiconductor devices when the spatial scale of doping and oxide thickness variations become comparable with the geometric dimensions of devices. In the dissertation, the effects of these fluctuations on device characteristics are analyzed by using a new technique for the analysis of random doping and oxide thickness induced fluctuations. This technique is universal in nature in the sense that it is applicable to any transport model (drift-diffusion, semiclassical transport, quantum transport etc.) and it can be naturally extended to take into account random fluctuations of the oxide (trapped) charges and channel length. The technique is based on linearization of the transport equations with respect to the fluctuating quantities. It is computationally much (a few orders of magnitude) more efficient than the traditional Monte-Carlo approach and it yields information on the sensitivity of fluctuations of parameters of interest (e.g. threshold voltage, small-signal parameters, cut-off frequencies, etc.) to the locations of doping and oxide thickness fluctuations. For this reason, it can be very instrumental in the design of fluctuation-resistant structures of semiconductor devices. Quantum mechanical effects are taken into account by using the density-gradient model as well as through self-consistent Poisson-Schrodinger computations. Special attention is paid to the presenting of the technique in a form that is suitable for implementation on commercial device simulators. The numerical implementation of the technique is discussed in detail and numerous computational results are presented and compared with those previously published in literature.

Receiver operating characteristic analysis. Application to the study of quantum fluctuation effects in optic nerve of Rana pipiens

PubMed Central

1975-01-01

Receiver operating characteristic (ROC) analysis of nerve messages is described. The hypothesis that quantum fluctuations provide the only limit to the ability of frog ganglion cells to signal luminance change information is examined using ROC analysis. In the context of ROC analysis, the quantum fluctuation hypothesis predicts (a) the detectability of a luminance change signal should rise proportionally to the size of the change, (b) detectability should decrease as the square root of background, an implication of which is the deVries-Rose law, and (c) ROC curves should exhibit a shape particular to underlying Poisson distributions. Each of these predictions is confirmed for the responses of dimming ganglion cells to brief luminance decrements at scotopic levels, but none could have been tested using classical nerve message analysis procedures. PMID:172597

Correlation electron cyclotron emission diagnostic and improved calculation of turbulent temperature fluctuation levels on ASDEX Upgrade

NASA Astrophysics Data System (ADS)

Creely, A. J.; Freethy, S. J.; Burke, W. M.; Conway, G. D.; Leccacorvi, R.; Parkin, W. C.; Terry, D. R.; White, A. E.

2018-05-01

A newly upgraded correlation electron cyclotron emission (CECE) diagnostic has been installed on the ASDEX Upgrade tokamak and has begun to perform experimental measurements of electron temperature fluctuations. CECE diagnostics measure small amplitude electron temperature fluctuations by correlating closely spaced heterodyne radiometer channels. This upgrade expanded the system from six channels to thirty, allowing simultaneous measurement of fluctuation level radial profiles without repeat discharges, as well as opening up the possibility of measuring radial turbulent correlation lengths. Newly refined statistical techniques have been developed in order to accurately analyze the fluctuation data collected from the CECE system. This paper presents the hardware upgrades for this system and the analysis techniques used to interpret the raw data, as well as measurements of fluctuation spectra and fluctuation level radial profiles.

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.

Modeling and statistical analysis of non-Gaussian random fields with heavy-tailed distributions.

PubMed

Nezhadhaghighi, Mohsen Ghasemi; Nakhlband, Abbas

2017-04-01

In this paper, we investigate and develop an alternative approach to the numerical analysis and characterization of random fluctuations with the heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare fluctuations. We identify the heavy-tailed random fluctuations based on the scaling properties of the tail exponent of the PDF, power-law growth of qth order correlation function, and the self-similar properties of the contour lines in two-dimensional random fields. Moreover, this work leads to a substitution for the fractional Edwards-Wilkinson (EW) equation that works in the presence of μ-stable Lévy noise. Our proposed model explains the configuration dynamics of the systems with heavy-tailed correlated random fluctuations. We also present an alternative solution to the fractional EW equation in the presence of μ-stable Lévy noise in the steady state, which is implemented numerically, using the μ-stable fractional Lévy motion. Based on the analysis of the self-similar properties of contour loops, we numerically show that the scaling properties of contour loop ensembles can qualitatively and quantitatively distinguish non-Gaussian random fields from Gaussian random fluctuations.

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.

Mean-field analysis of an inductive reasoning game: Application to influenza vaccination

NASA Astrophysics Data System (ADS)

Breban, Romulus; Vardavas, Raffaele; Blower, Sally

2007-09-01

Recently we have introduced an inductive reasoning game of voluntary yearly vaccination to establish whether or not a population of individuals acting in their own self-interest would be able to prevent influenza epidemics. Here, we analyze our model to describe the dynamics of the collective yearly vaccination uptake. We discuss the mean-field equations of our model and first order effects of fluctuations. We explain why our model predicts that severe epidemics are periodically expected even without the introduction of pandemic strains. We find that fluctuations in the collective yearly vaccination uptake induce severe epidemics with an expected periodicity that depends on the number of independent decision makers in the population. The mean-field dynamics also reveal that there are conditions for which the dynamics become robust to the fluctuations. However, the transition between fluctuation-sensitive and fluctuation-robust dynamics occurs for biologically implausible parameters. We also analyze our model when incentive-based vaccination programs are offered. When a family-based incentive is offered, the expected periodicity of severe epidemics is increased. This results from the fact that the number of independent decision makers is reduced, increasing the effect of the fluctuations. However, incentives based on the number of years of prepayment of vaccination may yield fluctuation-robust dynamics where severe epidemics are prevented. In this case, depending on prepayment, the transition between fluctuation-sensitive and fluctuation-robust dynamics may occur for biologically plausible parameters. Our analysis provides a practical method for identifying how many years of free vaccination should be provided in order to successfully ameliorate influenza epidemics.

Mean-field analysis of an inductive reasoning game: application to influenza vaccination.

PubMed

Breban, Romulus; Vardavas, Raffaele; Blower, Sally

2007-09-01

Recently we have introduced an inductive reasoning game of voluntary yearly vaccination to establish whether or not a population of individuals acting in their own self-interest would be able to prevent influenza epidemics. Here, we analyze our model to describe the dynamics of the collective yearly vaccination uptake. We discuss the mean-field equations of our model and first order effects of fluctuations. We explain why our model predicts that severe epidemics are periodically expected even without the introduction of pandemic strains. We find that fluctuations in the collective yearly vaccination uptake induce severe epidemics with an expected periodicity that depends on the number of independent decision makers in the population. The mean-field dynamics also reveal that there are conditions for which the dynamics become robust to the fluctuations. However, the transition between fluctuation-sensitive and fluctuation-robust dynamics occurs for biologically implausible parameters. We also analyze our model when incentive-based vaccination programs are offered. When a family-based incentive is offered, the expected periodicity of severe epidemics is increased. This results from the fact that the number of independent decision makers is reduced, increasing the effect of the fluctuations. However, incentives based on the number of years of prepayment of vaccination may yield fluctuation-robust dynamics where severe epidemics are prevented. In this case, depending on prepayment, the transition between fluctuation-sensitive and fluctuation-robust dynamics may occur for biologically plausible parameters. Our analysis provides a practical method for identifying how many years of free vaccination should be provided in order to successfully ameliorate influenza epidemics.

An investigation of combustion and entropy noise

NASA Technical Reports Server (NTRS)

Strahle, W. C.

1977-01-01

The relative importance of entropy and direct combustion noise in turbopropulsion systems and the parameters upon which these noise sources depend were studied. Theory and experiment were employed to determine that at least with the apparatus used here, entropy noise can dominate combustion noise if there is a sufficient pressure gradient terminating the combustor. Measurements included combustor interior fluctuating pressure, near and far field fluctuating pressure, and combustor exit plane fluctuating temperatures, as well as mean pressures and temperatures. Analysis techniques included spectral, cross-correlation, cross power spectra, and ordinary and partial coherence analysis. Also conducted were combustor liner modification experiments to investigate the origin of the frequency content of combustion noise. Techniques were developed to extract nonpropagational pseudo-sound and the heat release fluctuation spectra from the data.

Wavenumber-frequency Spectra of Pressure Fluctuations Measured via Fast Response Pressure Sensitive Paint

NASA Technical Reports Server (NTRS)

Panda, J.; Roozeboom, N. H.; Ross, J. C.

2016-01-01

The recent advancement in fast-response Pressure-Sensitive Paint (PSP) allows time-resolved measurements of unsteady pressure fluctuations from a dense grid of spatial points on a wind tunnel model. This capability allows for direct calculations of the wavenumber-frequency (k-?) spectrum of pressure fluctuations. Such data, useful for the vibro-acoustics analysis of aerospace vehicles, are difficult to obtain otherwise. For the present work, time histories of pressure fluctuations on a flat plate subjected to vortex shedding from a rectangular bluff-body were measured using PSP. The light intensity levels in the photographic images were then converted to instantaneous pressure histories by applying calibration constants, which were calculated from a few dynamic pressure sensors placed at selective points on the plate. Fourier transform of the time-histories from a large number of spatial points provided k-? spectra for pressure fluctuations. The data provides first glimpse into the possibility of creating detailed forcing functions for vibro-acoustics analysis of aerospace vehicles, albeit for a limited frequency range.

How to resolve microsecond current fluctuations in single ion channels: The power of beta distributions

PubMed Central

Schroeder, Indra

2015-01-01

Abstract A main ingredient for the understanding of structure/function correlates of ion channels is the quantitative description of single-channel gating and conductance. However, a wealth of information provided from fast current fluctuations beyond the temporal resolution of the recording system is often ignored, even though it is close to the time window accessible to molecular dynamics simulations. This kind of current fluctuations provide a special technical challenge, because individual opening/closing or blocking/unblocking events cannot be resolved, and the resulting averaging over undetected events decreases the single-channel current. Here, I briefly summarize the history of fast-current fluctuation analysis and focus on the so-called “beta distributions.” This tool exploits characteristics of current fluctuation-induced excess noise on the current amplitude histograms to reconstruct the true single-channel current and kinetic parameters. A guideline for the analysis and recent applications demonstrate that a construction of theoretical beta distributions by Markov Model simulations offers maximum flexibility as compared to analytical solutions. PMID:26368656

Macroscopic Spatial Complexity of the Game of Life Cellular Automaton: A Simple Data Analysis

NASA Astrophysics Data System (ADS)

Hernández-Montoya, A. R.; Coronel-Brizio, H. F.; Rodríguez-Achach, M. E.

In this chapter we present a simple data analysis of an ensemble of 20 time series, generated by averaging the spatial positions of the living cells for each state of the Game of Life Cellular Automaton (GoL). We show that at the macroscopic level described by these time series, complexity properties of GoL are also presented and the following emergent properties, typical of data extracted complex systems such as financial or economical come out: variations of the generated time series following an asymptotic power law distribution, large fluctuations tending to be followed by large fluctuations, and small fluctuations tending to be followed by small ones, and fast decay of linear correlations, however, the correlations associated to their absolute variations exhibit a long range memory. Finally, a Detrended Fluctuation Analysis (DFA) of the generated time series, indicates that the GoL spatial macro states described by the time series are not either completely ordered or random, in a measurable and very interesting way.

Preliminary Analysis of Fluctuations in the Received Uplink-Beacon-Power Data Obtained From the GOLD Experiments

NASA Technical Reports Server (NTRS)

Jeganathan, M.; Wilson, K. E.; Lesh, J. R.

1996-01-01

Uplink data from recent free-space optical communication experiments carried out between the Table Mountain Facility and the Japanese Engineering Test Satellite are used to study fluctuations caused by beam propagation through the atmosphere. The influence of atmospheric scintillation, beam wander and jitter, and multiple uplink beams on the statistics of power received by the satellite is analyzed and compared to experimental data. Preliminary analysis indicates the received signal obeys an approximate lognormal distribution, as predicted by the weak-turbulence model, but further characterization of other sources of fluctuations is necessary for accurate link predictions.

Preliminary analysis of fluctuations in the received uplink-beacon-power data obtained from the GOLD experiments

NASA Technical Reports Server (NTRS)

Jeganathan, M.; Wilson, K. E.; Lesh, J. R.

1996-01-01

Uplink data from recent free-space optical communication experiments carried out between the Table Mountain Facility and the Japanese Engineering Test Satellite are used to study fluctuations caused by beam propagation through the atmosphere. The influence of atmospheric scintillation, beam wander and jitter, and multiple uplink beams on the statistics of power received by the satellite is analyzed and compared to experimental data. Preliminary analysis indicates the received signal obeys an approximate lognormal distribution, as predicted by the weak-turbulence model, but further characterization of other sources of fluctuations is necessary for accurate link predictions.

Stochastic analysis of concentration field in a wake region.

PubMed

Yassin, Mohamed F; Elmi, Abdirashid A

2011-02-01

Identifying geographic locations in urban areas from which air pollutants enter the atmosphere is one of the most important information needed to develop effective mitigation strategies for pollution control. Stochastic analysis is a powerful tool that can be used for estimating concentration fluctuation in plume dispersion in a wake region around buildings. Only few studies have been devoted to evaluate applications of stochastic analysis to pollutant dispersion in an urban area. This study was designed to investigate the concentration fields in the wake region using obstacle model such as an isolated building model. We measured concentration fluctuations at centerline of various downwind distances from the source, and different heights with the frequency of 1 KHz. Concentration fields were analyzed stochastically, using the probability density functions (pdf). Stochastic analysis was performed on the concentration fluctuation and the pdf of mean concentration, fluctuation intensity, and crosswind mean-plume dispersion. The pdf of the concentration fluctuation data have shown a significant non-Gaussian behavior. The lognormal distribution appeared to be the best fit to the shape of concentration measured in the boundary layer. We observed that the plume dispersion pdf near the source was shorter than the plume dispersion far from the source. Our findings suggest that the use of stochastic technique in complex building environment can be a powerful tool to help understand the distribution and location of air pollutants.

Surface and finite size effect on fluctuations dynamics in nanoparticles with long-range order

NASA Astrophysics Data System (ADS)

Morozovska, A. N.; Eliseev, E. A.

2010-02-01

The influence of surface and finite size on the dynamics of the order parameter fluctuations and critical phenomena in the three-dimensional (3D)-confined systems with long-range order was not considered theoretically. In this paper, we study the influence of surface and finite size on the dynamics of the order parameter fluctuations in the particles of arbitrary shape. We consider concrete examples of the spherical and cylindrical ferroic nanoparticles within Landau-Ginzburg-Devonshire phenomenological approach. Allowing for the strong surface energy contribution in micro and nanoparticles, the analytical expressions derived for the Ornstein-Zernike correlator of the long-range order parameter spatial-temporal fluctuations, dynamic generalized susceptibility, relaxation times, and correlation radii discrete spectra are different from those known for bulk systems. Obtained analytical expressions for the correlation function of the order parameter spatial-temporal fluctuations in micro and nanosized systems can be useful for the quantitative analysis of the dynamical structural factors determined from magnetic resonance diffraction and scattering spectra. Besides the practical importance of the correlation function for the analysis of the experimental data, derived expressions for the fluctuations strength determine the fundamental limits of phenomenological theories applicability for 3D-confined systems.

Nonequilibrium fluctuations during diffusion in liquid layers

NASA Astrophysics Data System (ADS)

Brogioli, Doriano; Vailati, Alberto

2017-07-01

Theoretical analysis and experiments have provided compelling evidence of the presence of long-range nonequilibrium concentration fluctuations during diffusion processes in fluids. In this paper, we investigate the dependence of the features of the fluctuations from the dimensionality of the system. In three-dimensional fluids the amplitude of nonequilibrium fluctuations can become several orders of magnitude larger than that of equilibrium fluctuations. Notwithstanding that, the amplitude of nonequilibrium fluctuations remains small with respect to the concentration difference driving the diffusion process. By extending the theory to two-dimensional systems, such as liquid monolayers and bilayers, we show that the amplitude of the fluctuations becomes much stronger than in three-dimensional systems. We investigate the properties of the fronts of diffusion and show that they have a self-affine structure characterized by a Hurst exponent H =1 . We discuss the implications of these results for diffusion in liquid crystals and in cellular membranes of living organisms.

Nonequilibrium fluctuations during diffusion in liquid layers.

PubMed

Brogioli, Doriano; Vailati, Alberto

2017-07-01

Theoretical analysis and experiments have provided compelling evidence of the presence of long-range nonequilibrium concentration fluctuations during diffusion processes in fluids. In this paper, we investigate the dependence of the features of the fluctuations from the dimensionality of the system. In three-dimensional fluids the amplitude of nonequilibrium fluctuations can become several orders of magnitude larger than that of equilibrium fluctuations. Notwithstanding that, the amplitude of nonequilibrium fluctuations remains small with respect to the concentration difference driving the diffusion process. By extending the theory to two-dimensional systems, such as liquid monolayers and bilayers, we show that the amplitude of the fluctuations becomes much stronger than in three-dimensional systems. We investigate the properties of the fronts of diffusion and show that they have a self-affine structure characterized by a Hurst exponent H=1. We discuss the implications of these results for diffusion in liquid crystals and in cellular membranes of living organisms.

Electronic zero-point fluctuation forces inside circuit components

PubMed Central

Leonhardt, Ulf

2018-01-01

One of the most intriguing manifestations of quantum zero-point fluctuations are the van der Waals and Casimir forces, often associated with vacuum fluctuations of the electromagnetic field. We study generalized fluctuation potentials acting on internal degrees of freedom of components in electrical circuits. These electronic Casimir-like potentials are induced by the zero-point current fluctuations of any general conductive circuit. For realistic examples of an electromechanical capacitor and a superconducting qubit, our results reveal the possibility of tunable forces between the capacitor plates, or the level shifts of the qubit, respectively. Our analysis suggests an alternative route toward the exploration of Casimir-like fluctuation potentials, namely, by characterizing and measuring them as a function of parameters of the environment. These tunable potentials may be useful for future nanoelectromechanical and quantum technologies. PMID:29719863

Fluctuations of conserved charges in relativistic heavy ion collisions: An introduction

NASA Astrophysics Data System (ADS)

Asakawa, Masayuki; Kitazawa, Masakiyo

2016-09-01

Bulk fluctuations of conserved charges measured by event-by-event analysis in relativistic heavy ion collisions are observables which are believed to carry significant amount of information on the hot medium created by the collisions. Active studies have been done recently experimentally, theoretically, and on the lattice. In particular, non-Gaussianity of the fluctuations has acquired much attention recently. In this review, we give a pedagogical introduction to these issues, and survey recent developments in this field of research. Starting from the definition of cumulants, basic concepts in fluctuation physics, such as thermal fluctuations in statistical mechanics and time evolution of fluctuations in diffusive systems, are described. Phenomena which are expected to occur in finite temperature and/or density QCD matter and their measurement by event-by-event analyses are also elucidated.

Physiological noise in murine solid tumours using T2*-weighted gradient-echo imaging: a marker of tumour acute hypoxia?

PubMed

Baudelet, Christine; Ansiaux, Réginald; Jordan, Bénédicte F; Havaux, Xavier; Macq, Benoit; Gallez, Bernard

2004-08-07

T2*-weighted gradient-echo magnetic resonance imaging (T2*-weighted GRE MRI) was used to investigate spontaneous fluctuations in tumour vasculature non-invasively. FSa fibrosarcomas, implanted intramuscularly (i.m.) in the legs of mice, were imaged at 4.7 T, over a 30 min or 1 h sampling period. On a voxel-by-voxel basis, time courses of signal intensity were analysed using a power spectrum density (PSD) analysis to isolate voxels for which signal changes did not originate from Gaussian white noise or linear drift. Under baseline conditions, the tumours exhibited spontaneous signal fluctuations showing spatial and temporal heterogeneity over the tumour. Statistically significant fluctuations occurred at frequencies ranging from 1 cycle/3 min to 1 cycle/h. The fluctuations were independent of the scanner instabilities. Two categories of signal fluctuations were reported: (i) true fluctuations (TFV), i.e., sequential signal increase and decrease, and (ii) profound drop in signal intensity with no apparent signal recovery (SDV). No temporal correlation between tumour and contralateral muscle fluctuations was observed. Furthermore, treatments aimed at decreasing perfusion-limited hypoxia, such as carbogen combined with nicotinamide and flunarizine, decreased the incidence of tumour T2*-weighted GRE fluctuations. We also tracked dynamic changes in T2* using multiple GRE imaging. Fluctuations of T2* were observed; however, fluctuation maps using PSD analysis could not be generated reliably. An echo-time dependency of the signal fluctuations was observed, which is typical to physiological noise. Finally, at the end of T2*-weighted GRE MRI acquisition, a dynamic contrast-enhanced MRI was performed to characterize the microenvironment in which tumour signal fluctuations occurred in terms of vessel functionality, vascularity and microvascular permeability. Our data showed that TFV were predominantly located in regions with functional vessels, whereas SDV occurred in regions with no contrast enhancement as the result of vessel functional impairment. Furthermore, transient fluctuations appeared to occur preferentially in neoangiogenic hyperpermeable vessels. The present study suggests that spontaneous T2*-weighted GRE fluctuations are very likely to be related to the spontaneous fluctuations in blood flow and oxygenation associated with the pathophysiology of acute hypoxia in tumours. The disadvantage of the T2*-weighted GRE MRI technique is the complexity of signal interpretation with regard to pO2 changes. Compared to established techniques such as intravital microscopy or histological assessments, the major advantage of the MRI technique lies in its capacity to provide simultaneously both temporal and detailed spatial information on spontaneous fluctuations throughout the tumour.

Fluctuations and symmetry energy in nuclear fragmentation dynamics.

PubMed

Colonna, M

2013-01-25

Within a dynamical description of nuclear fragmentation, based on the liquid-gas phase transition scenario, we explore the relation between neutron-proton density fluctuations and nuclear symmetry energy. We show that, along the fragmentation path, isovector fluctuations follow the evolution of the local density and approach an equilibrium value connected to the local symmetry energy. Higher-density regions are characterized by smaller average asymmetry and narrower isotopic distributions. This dynamical analysis points out that fragment final state isospin fluctuations can probe the symmetry energy of the density domains from which fragments originate.

rSalvador: An R Package for the Fluctuation Experiment

PubMed Central

Zheng, Qi

2017-01-01

The past few years have seen a surge of novel applications of the Luria-Delbrück fluctuation assay protocol in bacterial research. Appropriate analysis of fluctuation assay data often requires computational methods that are unavailable in the popular web tool FALCOR. This paper introduces an R package named rSalvador to bring improvements to the field. The paper focuses on rSalvador’s capabilities to alleviate three kinds of problems found in recent investigations: (i) resorting to partial plating without properly accounting for the effects of partial plating; (ii) conducting attendant fitness assays without incorporating mutants’ relative fitness in subsequent data analysis; and (iii) comparing mutation rates using methods that are in general inapplicable to fluctuation assay data. In addition, the paper touches on rSalvador’s capabilities to estimate sample size and the difficulties related to parameter nonidentifiability. PMID:29084818

AKARI OBSERVATION OF THE SUB-DEGREE SCALE FLUCTUATION OF THE NEAR-INFRARED BACKGROUND

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

Seo, H. J.; Lee, Hyung Mok; Lee, Myung Gyoon

2015-07-10

We report spatial fluctuation analysis of the sky brightness in the near-infrared from observations toward the north ecliptic pole (NEP) by the AKARI at 2.4 and 3.2 μm. As a follow-up study of our previous work on the Monitor field of AKARI, we used NEP deep survey data, which covered a circular area of about 0.4 square degrees, in order to extend fluctuation analysis at angular scales up to 1000″. We found residual fluctuation over the estimated shot noise at larger angles than the angular scale of the Monitor field. The excess fluctuation of the NEP deep field smoothly connectsmore » with that of the Monitor field at angular scales of a few hundred arcseconds and extends without any significant variation to larger angular scales up to 1000″. By comparing excess fluctuations at two wavelengths, we confirm a blue spectral feature similar to the result of the Monitor field. We find that the result of this study is consistent with Spitzer Space Telescope observations at 3.6 μm. The origin of the excess fluctuation in the near-infrared background remains to be determined, but we could exclude zodiacal light, diffuse Galactic light, and unresolved faint galaxies at low redshift based on the comparison with mid- and far-infrared brightness, ground-based near-infrared images.« less

Decomposition of spontaneous fluctuations in tumour oxygenation using BOLD MRI and independent component analysis

PubMed Central

Gonçalves, Miguel R; Johnson, S Peter; Ramasawmy, Rajiv; Pedley, R Barbara; Lythgoe, Mark F; Walker-Samuel, Simon

2015-01-01

Background: Solid tumours can undergo cycles of hypoxia, followed by reoxygenation, which can have significant implications for the success of anticancer therapies. A need therefore exists to develop methods to aid its detection and to further characterise its biological basis. We present here a novel method for decomposing systemic and tumour-specific contributions to fluctuations in tumour deoxyhaemoglobin concentration, based on magnetic resonance imaging measurements. Methods: Fluctuations in deoxyhaemoglobin concentration in two tumour xenograft models of colorectal carcinoma were decomposed into distinct contributions using independent component analysis. These components were then correlated with systemic pulse oximetry measurements to assess the influence of systemic variations in blood oxygenation in tumours, compared with those that arise within the tumour itself (tumour-specific). Immunohistochemical staining was used to assess the physiological basis of each source of fluctuation. Results: Systemic fluctuations in blood oxygenation were found to contribute to cycling hypoxia in tumours, but tumour-specific fluctuations were also evident. Moreover, the size of the tumours was found to influence the degree of systemic, but not tumour-specific, oscillations. The degree of vessel maturation was related to the amplitude of tumour-specific, but not systemic, oscillations. Conclusions: Our results provide further insights into the complexity of spontaneous fluctuations in tumour oxygenation and its relationship with tumour pathophysiology. These observations could be used to develop improved drug delivery strategies. PMID:26484634

The study of RMB exchange rate complex networks based on fluctuation mode

NASA Astrophysics Data System (ADS)

Yao, Can-Zhong; Lin, Ji-Nan; Zheng, Xu-Zhou; Liu, Xiao-Feng

2015-10-01

In the paper, we research on the characteristics of RMB exchange rate time series fluctuation with methods of symbolization and coarse gaining. First, based on fluctuation features of RMB exchange rate, we define the first type of fluctuation mode as one specific foreign currency against RMB in four days' fluctuating situations, and the second type as four different foreign currencies against RMB in one day's fluctuating situation. With the transforming method, we construct the unique-currency and multi-currency complex networks. Further, through analyzing the topological features including out-degree, betweenness centrality and clustering coefficient of fluctuation-mode complex networks, we find that the out-degree distribution of both types of fluctuation mode basically follows power-law distributions with exponents between 1 and 2. The further analysis reveals that the out-degree and the clustering coefficient generally obey the approximated negative correlation. With this result, we confirm previous observations showing that the RMB exchange rate exhibits a characteristic of long-range memory. Finally, we analyze the most probable transmission route of fluctuation modes, and provide probability prediction matrix. The transmission route for RMB exchange rate fluctuation modes exhibits the characteristics of partially closed loop, repeat and reversibility, which lays a solid foundation for predicting RMB exchange rate fluctuation patterns with large volume of data.

Time series analysis of ozone data in Isfahan

NASA Astrophysics Data System (ADS)

Omidvari, M.; Hassanzadeh, S.; Hosseinibalam, F.

2008-07-01

Time series analysis used to investigate the stratospheric ozone formation and decomposition processes. Different time series methods are applied to detect the reason for extreme high ozone concentrations for each season. Data was convert into seasonal component and frequency domain, the latter has been evaluated by using the Fast Fourier Transform (FFT), spectral analysis. The power density spectrum estimated from the ozone data showed peaks at cycle duration of 22, 20, 36, 186, 365 and 40 days. According to seasonal component analysis most fluctuation was in 1999 and 2000, but the least fluctuation was in 2003. The best correlation between ozone and sun radiation was found in 2000. Other variables which are not available cause to this fluctuation in the 1999 and 2001. The trend of ozone is increasing in 1999 and is decreasing in other years.

Critical fluctuations of the proton density in A+A collisions at 158A GeV

DOE PAGES

Anticic, T.; Baatar, B.; Bartke, J.; ...

2015-12-12

Here, we look for fluctuations expected for the QCD critical point using an intermittency analysis in the transverse momentum phase space of protons produced around midrapidity in the 12.5 % most central C+C, Si+Si and Pb+Pb collisions at the maximum SPS energy of 158A GeV. We find evidence of power-law fluctuations for the Si+Si data. The fitted power-law exponent Φ 2=0.96 +0.38 –0.25 (stat.) ± 0.16 (syst.) is consistent with the value expected for critical fluctuations. Power-law fluctuations had previously also been observed in low-mass π +π – pairs in the same Si+Si collisions.

Global and system-specific resting-state fMRI fluctuations are uncorrelated: principal component analysis reveals anti-correlated networks.

PubMed

Carbonell, Felix; Bellec, Pierre; Shmuel, Amir

2011-01-01

The influence of the global average signal (GAS) on functional-magnetic resonance imaging (fMRI)-based resting-state functional connectivity is a matter of ongoing debate. The global average fluctuations increase the correlation between functional systems beyond the correlation that reflects their specific functional connectivity. Hence, removal of the GAS is a common practice for facilitating the observation of network-specific functional connectivity. This strategy relies on the implicit assumption of a linear-additive model according to which global fluctuations, irrespective of their origin, and network-specific fluctuations are super-positioned. However, removal of the GAS introduces spurious negative correlations between functional systems, bringing into question the validity of previous findings of negative correlations between fluctuations in the default-mode and the task-positive networks. Here we present an alternative method for estimating global fluctuations, immune to the complications associated with the GAS. Principal components analysis was applied to resting-state fMRI time-series. A global-signal effect estimator was defined as the principal component (PC) that correlated best with the GAS. The mean correlation coefficient between our proposed PC-based global effect estimator and the GAS was 0.97±0.05, demonstrating that our estimator successfully approximated the GAS. In 66 out of 68 runs, the PC that showed the highest correlation with the GAS was the first PC. Since PCs are orthogonal, our method provides an estimator of the global fluctuations, which is uncorrelated to the remaining, network-specific fluctuations. Moreover, unlike the regression of the GAS, the regression of the PC-based global effect estimator does not introduce spurious anti-correlations beyond the decrease in seed-based correlation values allowed by the assumed additive model. After regressing this PC-based estimator out of the original time-series, we observed robust anti-correlations between resting-state fluctuations in the default-mode and the task-positive networks. We conclude that resting-state global fluctuations and network-specific fluctuations are uncorrelated, supporting a Resting-State Linear-Additive Model. In addition, we conclude that the network-specific resting-state fluctuations of the default-mode and task-positive networks show artifact-free anti-correlations.

Statistical physics and physiology: monofractal and multifractal approaches

NASA Technical Reports Server (NTRS)

Stanley, H. E.; Amaral, L. A.; Goldberger, A. L.; Havlin, S.; Peng, C. K.

1999-01-01

Even under healthy, basal conditions, physiologic systems show erratic fluctuations resembling those found in dynamical systems driven away from a single equilibrium state. Do such "nonequilibrium" fluctuations simply reflect the fact that physiologic systems are being constantly perturbed by external and intrinsic noise? Or, do these fluctuations actually, contain useful, "hidden" information about the underlying nonequilibrium control mechanisms? We report some recent attempts to understand the dynamics of complex physiologic fluctuations by adapting and extending concepts and methods developed very recently in statistical physics. Specifically, we focus on interbeat interval variability as an important quantity to help elucidate possibly non-homeostatic physiologic variability because (i) the heart rate is under direct neuroautonomic control, (ii) interbeat interval variability is readily measured by noninvasive means, and (iii) analysis of these heart rate dynamics may provide important practical diagnostic and prognostic information not obtainable with current approaches. The analytic tools we discuss may be used on a wider range of physiologic signals. We first review recent progress using two analysis methods--detrended fluctuation analysis and wavelets--sufficient for quantifying monofractual structures. We then describe recent work that quantifies multifractal features of interbeat interval series, and the discovery that the multifractal structure of healthy subjects is different than that of diseased subjects.

Irregular-regular mode oscillations inside plasma bubble and its fractal analysis in glow discharge magnetized plasma

NASA Astrophysics Data System (ADS)

Megalingam, Mariammal; Hari Prakash, N.; Solomon, Infant; Sarma, Arun; Sarma, Bornali

2017-04-01

Experimental evidence of different kinds of oscillations in floating potential fluctuations of glow discharge magnetized plasma is being reported. A spherical gridded cage is inserted into the ambient plasma volume for creating plasma bubbles. Plasma is produced between a spherical mesh grid and chamber. The spherical mesh grid of 80% optical transparency is connected to the positive terminal of power supply and considered as anode. Two Langmuir probes are kept in the ambient plasma to measure the floating potential fluctuations in different positions within the system, viz., inside and outside the spherical mesh grid. At certain conditions of discharge voltage (Vd) and magnetic field, irregular to regular mode appears, and it shows chronological changes with respect to magnetic field. Further various nonlinear analyses such as Recurrence Plot, Hurst exponent, and Lyapunov exponent have been carried out to investigate the dynamics of oscillation at a range of discharge voltages and external magnetic fields. Determinism, entropy, and Lmax are important measures of Recurrence Quantification Analysis which indicate an irregular to regular transition in the dynamics of the fluctuations. Furthermore, behavior of the plasma oscillation is characterized by the technique called multifractal detrended fluctuation analysis to explore the nature of the fluctuations. It reveals that it has a multifractal nature and behaves as a long range correlated process.

Cosmic Infrared Background Fluctuations in Deep Spitzer Infrared Array Camera Images: Data Processing and Analysis

NASA Astrophysics Data System (ADS)

Arendt, Richard G.; Kashlinsky, A.; Moseley, S. H.; Mather, J.

2010-01-01

This paper provides a detailed description of the data reduction and analysis procedures that have been employed in our previous studies of spatial fluctuation of the cosmic infrared background (CIB) using deep Spitzer Infrared Array Camera observations. The self-calibration we apply removes a strong instrumental signal from the fluctuations that would otherwise corrupt the results. The procedures and results for masking bright sources and modeling faint sources down to levels set by the instrumental noise are presented. Various tests are performed to demonstrate that the resulting power spectra of these fields are not dominated by instrumental or procedural effects. These tests indicate that the large-scale (gsim30') fluctuations that remain in the deepest fields are not directly related to the galaxies that are bright enough to be individually detected. We provide the parameterization of these power spectra in terms of separate instrument noise, shot noise, and power-law components. We discuss the relationship between fluctuations measured at different wavelengths and depths, and the relations between constraints on the mean intensity of the CIB and its fluctuation spectrum. Consistent with growing evidence that the ~1-5 μm mean intensity of the CIB may not be as far above the integrated emission of resolved galaxies as has been reported in some analyses of DIRBE and IRTS observations, our measurements of spatial fluctuations of the CIB intensity indicate the mean emission from the objects producing the fluctuations is quite low (gsim1 nW m-2 sr-1 at 3-5 μm), and thus consistent with current γ-ray absorption constraints. The source of the fluctuations may be high-z Population III objects, or a more local component of very low luminosity objects with clustering properties that differ from the resolved galaxies. Finally, we discuss the prospects of the upcoming space-based surveys to directly measure the epochs inhabited by the populations producing these source-subtracted CIB fluctuations, and to isolate the individual fluxes of these populations.

A spatial length scale analysis of turbulent temperature and velocity fluctuations within and above an orchard canopy

USGS Publications Warehouse

Wang, Y.S.; Miller, D.R.; Anderson, D.E.; Cionco, R.M.; Lin, J.D.

1992-01-01

Turbulent flow within and above an almond orchard was measured with three-dimensional wind sensors and fine-wire thermocouple sensors arranged in a horizontal array. The data showed organized turbulent structures as indicated by coherent asymmetric ramp patterns in the time series traces across the sensor array. Space-time correlation analysis indicated that velocity and temperature fluctuations were significantly correlated over a transverse distance more than 4m. Integral length scales of velocity and temperature fluctuations were substantially greater in unstable conditions than those in stable conditions. The coherence spectral analysis indicated that Davenport's geometric similarity hypothesis was satisfied in the lower frequency region. From the geometric similarity hypothesis, the spatial extents of large ramp structures were also estimated with the coherence functions.

Deviations from uniform power law scaling in nonstationary time series

NASA Technical Reports Server (NTRS)

Viswanathan, G. M.; Peng, C. K.; Stanley, H. E.; Goldberger, A. L.

1997-01-01

A classic problem in physics is the analysis of highly nonstationary time series that typically exhibit long-range correlations. Here we test the hypothesis that the scaling properties of the dynamics of healthy physiological systems are more stable than those of pathological systems by studying beat-to-beat fluctuations in the human heart rate. We develop techniques based on the Fano factor and Allan factor functions, as well as on detrended fluctuation analysis, for quantifying deviations from uniform power-law scaling in nonstationary time series. By analyzing extremely long data sets of up to N = 10(5) beats for 11 healthy subjects, we find that the fluctuations in the heart rate scale approximately uniformly over several temporal orders of magnitude. By contrast, we find that in data sets of comparable length for 14 subjects with heart disease, the fluctuations grow erratically, indicating a loss of scaling stability.

TESTING THE PROPAGATING FLUCTUATIONS MODEL WITH A LONG, GLOBAL ACCRETION DISK SIMULATION

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

Hogg, J Drew; Reynolds, Christopher S.

2016-07-20

The broadband variability of many accreting systems displays characteristic structures; log-normal flux distributions, root-mean square (rms)-flux relations, and long inter-band lags. These characteristics are usually interpreted as inward propagating fluctuations of the mass accretion rate in an accretion disk driven by stochasticity of the angular momentum transport mechanism. We present the first analysis of propagating fluctuations in a long-duration, high-resolution, global three-dimensional magnetohydrodynamic (MHD) simulation of a geometrically thin ( h / r ≈ 0.1) accretion disk around a black hole. While the dynamical-timescale turbulent fluctuations in the Maxwell stresses are too rapid to drive radially coherent fluctuations in themore » accretion rate, we find that the low-frequency quasi-periodic dynamo action introduces low-frequency fluctuations in the Maxwell stresses, which then drive the propagating fluctuations. Examining both the mass accretion rate and emission proxies, we recover log-normality, linear rms-flux relations, and radial coherence that would produce inter-band lags. Hence, we successfully relate and connect the phenomenology of propagating fluctuations to modern MHD accretion disk theory.« less

Random fluctuations of optical signal path delay in the atmosphere

NASA Astrophysics Data System (ADS)

Kral, L.; Prochazka, I.; Hamal, K.

2006-09-01

Atmospheric turbulence induces random delay fluctuations to any optical signal transmitted through the air. These fluctuations can influence for example the measurement precision of laser rangefinders. We have found an appropriate theoretical model based on geometrical optics that allows us to predict the amplitude of the random delay fluctuations for different observing conditions. We have successfully proved the applicability of this model by a series of experiments, directly determining the amplitude of the turbulence-induced pulse delay fluctuations by analysis of a high precision laser ranging data. Moreover, we have also shown that a standard theoretical approach based on diffractive propagation of light through inhomogeneous media and implemented using the GLAD software is not suitable for modeling of the optical signal delay fluctuations caused by the atmosphere. These models based on diffractive propagation predict the turbulence-induced optical path length fluctuations of the order of micrometers, whereas the fluctuations predicted by the geometrical optics model (in agreement with our experimental data) are generally larger by two orders of magnitude, i.e. in the submillimeter range. The reason of this discrepancy is a subject to discussion.

Spontaneous fluctuation of the resting membrane potential in Paramecium: amplification caused by intracellular Ca2+.

PubMed

Nakaoka, Yasuo; Imaji, Takafumi; Hara, Masahiro; Hashimoto, Noboru

2009-01-01

The ciliated protozoan Paramecium spontaneously changes its swimming direction in the absence of external stimuli. Such behavior is based on resting potential fluctuations, the amplitudes of which reach a few mV. When the resting potential fluctuation is positive and large, a spike-like depolarization is frequently elicited that reverses the beating of the cilia associated with directional changes during swimming. We aimed to study how the resting potential fluctuation is amplified. Simultaneous measurements of the resting potential and intracellular Ca(2+) ([Ca(2+)](i)) from a deciliated cell showed that positive potential fluctuations were frequently accompanied by a small increase in [Ca(2+)](i). This result suggests that Ca(2+) influx through the somatic membrane occurs during the resting state. The mean amplitude of the resting potential fluctuation was largely decreased by either an intracellular injection of a calcium chelater (BAPTA) or by an extracellular addition of Ba(2+). Hence, a small increase in [Ca(2+)](i) amplifies the resting potential fluctuation. Simulation analysis of the potential fluctuation was made by assuming that Ca(2+) and K(+) channels of surface membrane are fluctuating between open and closed states. The simulated fluctuation increased to exhibit almost the same amplitude as the measured fluctuation using the assumption that a small Ca(2+) influx activates Ca(2+) channels in a positive feedback manner.

Range-dependence of acoustic channel with traveling sinusoidal surface wave.

PubMed

Choo, Youngmin; Seong, Woojae; Lee, Keunhwa

2014-04-01

Range-dependence of time-varying acoustic channels caused by a traveling surface wave is investigated through water tank experiments and acoustic propagation analysis schemes. As the surface wave travels, surface reflected signals fluctuate and the fluctuation varies with source-receiver horizontal range. Amplitude fluctuations of surface reflected signals increase with increasing horizontal range whereas the opposite occurs in delay fluctuations. The scattered pressure field at a fixed time shows strong dependence on the receiver position because of caustics and shadow zones formed by the surface. The Doppler shifts of surface reflected signals also depend on the horizontal range. Comparison between measurement data and model results indicates the Doppler shift relies on the delay fluctuation under current experimental conditions.

Dynamic fluctuations in single-molecule biophysics experiments. Comment on "Extracting physics of life at the molecular level: A review of single-molecule data analyses" by W. Colomb and S.K. Sarkar

NASA Astrophysics Data System (ADS)

Krapf, Diego

2015-06-01

Single-molecule biophysics includes the study of isolated molecules and that of individual molecules within living cells. In both cases, dynamic fluctuations at the nanoscale play a critical role. Colomb and Sarkar emphasize how different noise sources affect the analysis of single molecule data [1]. Fluctuations in biomolecular systems arise from two very different mechanisms. On one hand thermal fluctuations are a predominant feature in the behavior of individual molecules. On the other hand, non-Gaussian fluctuations can arise from inter- and intramolecular interactions [2], spatial heterogeneities [3], non-Poisson external perturbations [4] and complex non-linear dynamics in general [5,6].

Asymmetric multiscale detrended fluctuation analysis of California electricity spot price

NASA Astrophysics Data System (ADS)

Fan, Qingju

2016-01-01

In this paper, we develop a new method called asymmetric multiscale detrended fluctuation analysis, which is an extension of asymmetric detrended fluctuation analysis (A-DFA) and can assess the asymmetry correlation properties of series with a variable scale range. We investigate the asymmetric correlations in California 1999-2000 power market after filtering some periodic trends by empirical mode decomposition (EMD). Our findings show the coexistence of symmetric and asymmetric correlations in the price series of 1999 and strong asymmetric correlations in 2000. What is more, we detect subtle correlation properties of the upward and downward price series for most larger scale intervals in 2000. Meanwhile, the fluctuations of Δα(s) (asymmetry) and | Δα(s) | (absolute asymmetry) are more significant in 2000 than that in 1999 for larger scale intervals, and they have similar characteristics for smaller scale intervals. We conclude that the strong asymmetry property and different correlation properties of upward and downward price series for larger scale intervals in 2000 have important implications on the collapse of California power market, and our findings shed a new light on the underlying mechanisms of power price.

Direct comparison of Fe-Cr unmixing characterization by atom probe tomography and small angle scattering

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

Couturier, Laurent, E-mail: laurent.couturier55@ho

The fine microstructure obtained by unmixing of a solid solution either by classical precipitation or spinodal decomposition is often characterized either by small angle scattering or atom probe tomography. This article shows that a common data analysis framework can be used to analyze data obtained from these two techniques. An example of the application of this common analysis is given for characterization of the unmixing of the Fe-Cr matrix of a 15-5 PH stainless steel during long-term ageing at 350 °C and 400 °C. A direct comparison of the Cr composition fluctuations amplitudes and characteristic lengths obtained with both techniquesmore » is made showing a quantitative agreement for the fluctuation amplitudes. The origin of the discrepancy remaining for the characteristic lengths is discussed. - Highlights: •Common analysis framework for atom probe tomography and small angle scattering •Comparison of same microstructural characteristics obtained using both techniques •Good correlation of Cr composition fluctuations amplitudes from both techniques •Good correlation of Cr composition fluctuations amplitudes with classic V parameter.« less

Anchoring effect on first passage process in Taiwan financial market

NASA Astrophysics Data System (ADS)

Liu, Hsing; Liao, Chi-Yo; Ko, Jing-Yuan; Lih, Jiann-Shing

2017-07-01

Empirical analysis of the price fluctuations of financial markets has received extensive attention because a substantial amount of financial market data has been collected and because of advances in data-mining techniques. Price fluctuation trends can help investors to make informed trading decisions, but such decisions may also be affected by a psychological factors-the anchoring effect. This study explores the intraday price time series of Taiwan futures, and applies diffusion model and quantitative methods to analyze the relationship between the anchoring effect and price fluctuations during first passage process. Our results indicate that power-law scaling and anomalous diffusion for stock price fluctuations are related to the anchoring effect. Moreover, microscopic price fluctuations before switching point in first passage process correspond with long-term price fluctuations of Taiwan's stock market. We find that microscopic trends could provide useful information for understanding macroscopic trends in stock markets.

Long-range fluctuations and multifractality in connectivity density time series of a wind speed monitoring network

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Telesca, Luciano; Kanevski, Mikhail

2018-03-01

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity time series. Our findings reveal that the daily connectivity of the correlation-based network is persistent for any correlation threshold. Further, the multifractality degree is higher for larger absolute values of the correlation threshold.

Extracting Galaxy Cluster Gas Inhomogeneity from X-Ray Surface Brightness: A Statistical Approach and Application to Abell 3667

NASA Astrophysics Data System (ADS)

Kawahara, Hajime; Reese, Erik D.; Kitayama, Tetsu; Sasaki, Shin; Suto, Yasushi

2008-11-01

Our previous analysis indicates that small-scale fluctuations in the intracluster medium (ICM) from cosmological hydrodynamic simulations follow the lognormal probability density function. In order to test the lognormal nature of the ICM directly against X-ray observations of galaxy clusters, we develop a method of extracting statistical information about the three-dimensional properties of the fluctuations from the two-dimensional X-ray surface brightness. We first create a set of synthetic clusters with lognormal fluctuations around their mean profile given by spherical isothermal β-models, later considering polytropic temperature profiles as well. Performing mock observations of these synthetic clusters, we find that the resulting X-ray surface brightness fluctuations also follow the lognormal distribution fairly well. Systematic analysis of the synthetic clusters provides an empirical relation between the three-dimensional density fluctuations and the two-dimensional X-ray surface brightness. We analyze Chandra observations of the galaxy cluster Abell 3667, and find that its X-ray surface brightness fluctuations follow the lognormal distribution. While the lognormal model was originally motivated by cosmological hydrodynamic simulations, this is the first observational confirmation of the lognormal signature in a real cluster. Finally we check the synthetic cluster results against clusters from cosmological hydrodynamic simulations. As a result of the complex structure exhibited by simulated clusters, the empirical relation between the two- and three-dimensional fluctuation properties calibrated with synthetic clusters when applied to simulated clusters shows large scatter. Nevertheless we are able to reproduce the true value of the fluctuation amplitude of simulated clusters within a factor of 2 from their two-dimensional X-ray surface brightness alone. Our current methodology combined with existing observational data is useful in describing and inferring the statistical properties of the three-dimensional inhomogeneity in galaxy clusters.

Impact of storage on dark chocolate: texture and polymorphic changes.

PubMed

Nightingale, Lia M; Lee, Soo-Yeun; Engeseth, Nicki J

2011-01-01

Chocolate storage is critical to final product quality. Inadequate storage, especially with temperature fluctuations, may lead to rearrangement of triglycerides that make up the bulk of the chocolate matrix; this rearrangement may lead to fat bloom. Bloom is the main cause of quality loss in the chocolate industry. The effect of storage conditions leading to bloom formation on texture and flavor attributes by human and instrumental measures has yet to be reported. Therefore, the impact of storage conditions on the quality of dark chocolate by sensory and instrumental measurements was determined. Dark chocolate was kept under various conditions and analyzed at 0, 4, and 8 wk of storage. Ten members of a descriptive panel analyzed texture and flavor. Instrumental methods included texture analysis, color measurement, lipid polymorphism by X-ray diffraction and differential scanning calorimetry, triglyceride concentration by gas chromatography, and surface properties by atomic force microscopy. Results were treated by analysis of variance, cluster analysis, principal component analysis, and linear partial least squares regression analysis. Chocolate stored 8 wk at high temperature without fluctuations and 4 wk with fluctuations transitioned from form V to VI. Chocolates stored at high temperature with and without fluctuations were harder, more fracturable, more toothpacking, had longer melt time, were less sweet, and had less cream flavor. These samples had rougher surfaces, fewer but larger grains, and a heterogeneous surface. Overall, all stored dark chocolate experienced instrumental or perceptual changes attributed to storage condition. Chocolates stored at high temperature with and without fluctuations were most visually and texturally compromised. Practical Application: Many large chocolate companies do their own "in-house" unpublished research and smaller confectionery facilities do not have the means to conduct their own research. Therefore, this study relating sensory and instrumental data provides published evidence available for application throughout the confectionery industry.

Understanding the multifractality in portfolio excess returns

NASA Astrophysics Data System (ADS)

Chen, Cheng; Wang, Yudong

2017-01-01

The multifractality in stock returns have been investigated extensively. However, whether the autocorrelations in portfolio returns are multifractal have not been considered in the literature. In this paper, we detect multifractal behavior of returns of portfolios constructed based on two popular trading rules, size and book-to-market (BM) ratio. Using the multifractal detrended fluctuation analysis, we find that the portfolio returns are significantly multifractal and the multifractality is mainly attributed to long-range dependence. We also investigate the multifractal cross-correlation between portfolio return and market average return using the detrended cross-correlation analysis. Our results show that the cross-correlations of small fluctuations are persistent, while those of large fluctuations are anti-persistent.

Global and System-Specific Resting-State fMRI Fluctuations Are Uncorrelated: Principal Component Analysis Reveals Anti-Correlated Networks

PubMed Central

Carbonell, Felix; Bellec, Pierre

2011-01-01

Abstract The influence of the global average signal (GAS) on functional-magnetic resonance imaging (fMRI)–based resting-state functional connectivity is a matter of ongoing debate. The global average fluctuations increase the correlation between functional systems beyond the correlation that reflects their specific functional connectivity. Hence, removal of the GAS is a common practice for facilitating the observation of network-specific functional connectivity. This strategy relies on the implicit assumption of a linear-additive model according to which global fluctuations, irrespective of their origin, and network-specific fluctuations are super-positioned. However, removal of the GAS introduces spurious negative correlations between functional systems, bringing into question the validity of previous findings of negative correlations between fluctuations in the default-mode and the task-positive networks. Here we present an alternative method for estimating global fluctuations, immune to the complications associated with the GAS. Principal components analysis was applied to resting-state fMRI time-series. A global-signal effect estimator was defined as the principal component (PC) that correlated best with the GAS. The mean correlation coefficient between our proposed PC-based global effect estimator and the GAS was 0.97±0.05, demonstrating that our estimator successfully approximated the GAS. In 66 out of 68 runs, the PC that showed the highest correlation with the GAS was the first PC. Since PCs are orthogonal, our method provides an estimator of the global fluctuations, which is uncorrelated to the remaining, network-specific fluctuations. Moreover, unlike the regression of the GAS, the regression of the PC-based global effect estimator does not introduce spurious anti-correlations beyond the decrease in seed-based correlation values allowed by the assumed additive model. After regressing this PC-based estimator out of the original time-series, we observed robust anti-correlations between resting-state fluctuations in the default-mode and the task-positive networks. We conclude that resting-state global fluctuations and network-specific fluctuations are uncorrelated, supporting a Resting-State Linear-Additive Model. In addition, we conclude that the network-specific resting-state fluctuations of the default-mode and task-positive networks show artifact-free anti-correlations. PMID:22444074

Multifractal analysis of the time series of daily means of wind speed in complex regions

NASA Astrophysics Data System (ADS)

Laib, Mohamed; Golay, Jean; Telesca, Luciano; Kanevski, Mikhail

2018-04-01

In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time fluctuations of wind speed, which could be more linked with the local conditions of the highly varying topography of Switzerland. Our findings point out to a persistent behaviour of all the measured wind speed series (indicated by a Hurst exponent significantly larger than 0.5), and to a high multifractality degree indicating a relative dominance of the large fluctuations in the dynamics of wind speed, especially in the Swiss plateau, which is comprised between the Jura and Alp mountain ranges. The study represents a contribution to the understanding of the dynamical mechanisms of wind speed variability in mountainous regions.

Quantifying two-dimensional nonstationary signal with power-law correlations by detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Fan, Qingju; Wu, Yonghong

2015-08-01

In this paper, we develop a new method for the multifractal characterization of two-dimensional nonstationary signal, which is based on the detrended fluctuation analysis (DFA). By applying to two artificially generated signals of two-component ARFIMA process and binomial multifractal model, we show that the new method can reliably determine the multifractal scaling behavior of two-dimensional signal. We also illustrate the applications of this method in finance and physiology. The analyzing results exhibit that the two-dimensional signals under investigation are power-law correlations, and the electricity market consists of electricity price and trading volume is multifractal, while the two-dimensional EEG signal in sleep recorded for a single patient is weak multifractal. The new method based on the detrended fluctuation analysis may add diagnostic power to existing statistical methods.

The impact of the business cycle on occupational injuries in the UK.

PubMed

Davies, Rhys; Jones, Paul; Nuñez, Imanol

2009-07-01

This paper investigates the cyclical fluctuations in rates of workplace injury for the UK from 1986 to 2005. Time series analysis shows that, in aggregate terms, the rate of minor injuries is pro-cyclical whilst the rate of major injury is not affected by the level of economic activity. Analysis by sector reveals that cyclical fluctuations are sharper in the construction and manufacturing sectors. Using panel data, we find that fluctuations in both the rates of minor and major injury are related to the level of new hiring and the ratio of actual to usual hours worked. However, only minor injuries are related to variables that control for workers' bargaining power. The analysis demonstrates the importance of both compositional effects and individual reporting behaviour to understanding cyclical variations in workplace injury rates.

Fluctuations in epidemic modeling - disease extinction and control

NASA Astrophysics Data System (ADS)

Schwartz, Ira

2009-03-01

The analysis of infectious disease fluctuations has recently seen an increasing rise in the use of new tools and models from stochastic dynamics and statistical physics. Examples arise in modeling fluctuations of multi-strain diseases, in modeling adaptive social behavior and its impact on disease fluctuations, and in the analysis of disease extinction in finite population models. Proper stochastic model reduction [1] allows one to predict unobserved fluctuations from observed data in multi-strain models [2]. Degree alteration and power law behavior is predicted in adaptive network epidemic models [3,4]. And extinction rates derived from large fluctuation theory exhibit scaling with respect to distance to the bifurcation point of disease onset with an unusual exponent [5]. In addition to outbreak prediction, another main goal of epidemic modeling is one of eliminating the disease to extinction through various control mechanisms, such as vaccine implementation or quarantine. In this talk, a description will be presented of the fluctuational behavior of several epidemic models and their extinction rates. A general framework and analysis of the effect of non-Gaussian control actuations which enhance the rate to disease extinction will be described. In particular, in it is shown that even in the presence of a small Poisson distributed vaccination program, there is an exponentially enhanced rate to disease extinction. These ideas may lead to improved methods of controlling disease where random vaccinations are prevalent. [4pt] Recent papers:[0pt] [1] E. Forgoston and I. B. Schwartz, ``Escape Rates in a Stochastic Environment with Multiple Scales,'' arXiv:0809.1345 2008.[0pt] [2] L. B. Shaw, L. Billings, I. B. Schwartz, ``Using dimension reduction to improve outbreak predictability of multi-strain diseases,'' J. Math. Bio. 55, 1 2007.[0pt] [3] L. B. Shaw and I. B. Schwartz, ``Fluctuating epidemics on adaptive networks,'' Physical Review E 77, 066101 2008.[0pt] [4] L. B. Shaw and I. B. Schwartz, ``Noise induced dynamics in adaptivenetworks with applications to epidemiology,'' arXiv:0807.3455 2008.[0pt] [5] M. I. Dykman, I. B. Schwartz, A. S. Landsman, ``Disease Extinction in the Presence of Random Vaccination,'' Phys. Rev. Letts. 101, 078101 2008.

Fluctuation-Enhanced Sensing for Biological Agent Detection and Identification

DTIC Science & Technology

2009-01-01

method for bacterium detection published earlier; sensing and evaluating the odors of microbes ; and spectral and amplitude distribution analysis of noise...REPORT TYPE 3. DATES COVERED 00-00-2009 to 00-00-2009 4. TITLE AND SUBTITLE Fluctuation-Enhanced Sensing for Biological Agent Detection and...evaluating the odors of microbes ; and spectral and amplitude distribution analysis of noise in light scattering to identify spores based on their

Amplitude and phase fluctuations of Van der Pol oscillator under external random forcing

NASA Astrophysics Data System (ADS)

Singh, Aman K.; Yadava, R. D. S.

2018-05-01

The paper presents an analytical study of noise in Van der Pol oscillator output subjected to an external force noise assumed to be characterized by delta function (white noise). The external fluctuations are assumed to be small in comparison to the average response of the noise free system. The autocorrelation function and power spectrum are calculated under the condition of weak nonlinearity. The latter ensures limit cycle oscillations. The total spectral power density is dominated by the contributions from the phase fluctuations. The amplitude fluctuations are at least two orders of magnitude smaller. The analysis is shown to be useful to interpretation microcantilever based biosensing data.

Water level fluctuations in an urban pond: Climatic or anthropogenic impact?

USGS Publications Warehouse

Benton, S.E.

2002-01-01

In 1996, the Illinois State Geological Survey began an investigation of fluctuating water levels in a pond in Cary, Illinois. The cause of the fluctuations appeared to be ground water discharge into a storm sewer recently installed by the Illinois Department of Transportation. However, analysis of climatic data provided an equally likely explanation of the fluctuations. Distinguishing the effect of climatic variations from the effect of the storm sewer was hampered by the lack of antecedent ground water and surface water data. In similar settings, it is recommended that ground water and surface water data be collected prior to initiating any infrastructure improvements.

Analysis of Meniscus Fluctuation in a Continuous Casting Slab Mold

NASA Astrophysics Data System (ADS)

Zhang, Kaitian; Liu, Jianhua; Cui, Heng; Xiao, Chao

2018-06-01

A water model of slab mold was established to analyze the microscopic and macroscopic fluctuation of meniscus. The fast Fourier transform and wavelet entropy were adopted to analyze the wave amplitude, frequency, and components of fluctuation. The flow patterns under the meniscus were measured by using particle image velocimetry measurement and then the mechanisms of meniscus fluctuation were discussed. The results reflected that wavelet entropy had multi-scale and statistical properties, and it was suitable for the study of meniscus fluctuation details both in time and frequency domain. The basic wave, frequency of which exceeding 1 Hz in the condition of no mold oscillation, was demonstrated in this work. In fact, three basic waves were found: long-wave with low frequency, middle-wave with middle frequency, and short-wave with high frequency. In addition, the upper roll flow in mold had significant effect on meniscus fluctuation. When the position of flow impinged was far from the meniscus, long-wave dominated the fluctuation and the stability of meniscus was enhanced. However, when the velocity of flow was increased, the short-wave dominated the meniscus fluctuation and the meniscus stability was decreased.

Sequence composition and environment effects on residue fluctuations in protein structures

NASA Astrophysics Data System (ADS)

Ruvinsky, Anatoly M.; Vakser, Ilya A.

2010-10-01

Structure fluctuations in proteins affect a broad range of cell phenomena, including stability of proteins and their fragments, allosteric transitions, and energy transfer. This study presents a statistical-thermodynamic analysis of relationship between the sequence composition and the distribution of residue fluctuations in protein-protein complexes. A one-node-per-residue elastic network model accounting for the nonhomogeneous protein mass distribution and the interatomic interactions through the renormalized inter-residue potential is developed. Two factors, a protein mass distribution and a residue environment, were found to determine the scale of residue fluctuations. Surface residues undergo larger fluctuations than core residues in agreement with experimental observations. Ranking residues over the normalized scale of fluctuations yields a distinct classification of amino acids into three groups: (i) highly fluctuating-Gly, Ala, Ser, Pro, and Asp, (ii) moderately fluctuating-Thr, Asn, Gln, Lys, Glu, Arg, Val, and Cys, and (iii) weakly fluctuating-Ile, Leu, Met, Phe, Tyr, Trp, and His. The structural instability in proteins possibly relates to the high content of the highly fluctuating residues and a deficiency of the weakly fluctuating residues in irregular secondary structure elements (loops), chameleon sequences, and disordered proteins. Strong correlation between residue fluctuations and the sequence composition of protein loops supports this hypothesis. Comparing fluctuations of binding site residues (interface residues) with other surface residues shows that, on average, the interface is more rigid than the rest of the protein surface and Gly, Ala, Ser, Cys, Leu, and Trp have a propensity to form more stable docking patches on the interface. The findings have broad implications for understanding mechanisms of protein association and stability of protein structures.

Permutation entropy and statistical complexity analysis of turbulence in laboratory plasmas and the solar wind.

PubMed

Weck, P J; Schaffner, D A; Brown, M R; Wicks, R T

2015-02-01

The Bandt-Pompe permutation entropy and the Jensen-Shannon statistical complexity are used to analyze fluctuating time series of three different turbulent plasmas: the magnetohydrodynamic (MHD) turbulence in the plasma wind tunnel of the Swarthmore Spheromak Experiment (SSX), drift-wave turbulence of ion saturation current fluctuations in the edge of the Large Plasma Device (LAPD), and fully developed turbulent magnetic fluctuations of the solar wind taken from the Wind spacecraft. The entropy and complexity values are presented as coordinates on the CH plane for comparison among the different plasma environments and other fluctuation models. The solar wind is found to have the highest permutation entropy and lowest statistical complexity of the three data sets analyzed. Both laboratory data sets have larger values of statistical complexity, suggesting that these systems have fewer degrees of freedom in their fluctuations, with SSX magnetic fluctuations having slightly less complexity than the LAPD edge I(sat). The CH plane coordinates are compared to the shape and distribution of a spectral decomposition of the wave forms. These results suggest that fully developed turbulence (solar wind) occupies the lower-right region of the CH plane, and that other plasma systems considered to be turbulent have less permutation entropy and more statistical complexity. This paper presents use of this statistical analysis tool on solar wind plasma, as well as on an MHD turbulent experimental plasma.

[A study on the relation between stomatognathic system and the systemic condition, concerning the influence of experimental occlusal interference on upright posture, particularly on gravity fluctuation and the antigravity muscles].

PubMed

Miyata, T

1990-06-01

The purpose of this study is to reveal the relation between stomatognathic system and the systemic condition. In the present study, experimental occlusal interference was given to the first molar on main mastication side of 6 healthy subjects and the influence on the upright posture was evaluated through simultaneous measurements of changes in activity of antigravity muscles via electromyography, other than the measurement of loci of the gravity fluctuation for stabilograph before and after the interference was provided. The following results were obtained, 1. Loci of gravity fluctuation 1) All parameters tended increase 24 hours after the interference was provided. 2) The decreasing trend was noted 24 hours after the interference was removed. 3) At one week after the interference was removed all analysis items tended to restore to the normal range. 2. Activity of antigravity muscles In some of the subjects, the muscular activity showed the same trend as the changes of analysis items of gravity fluctuation. 3. The above results suggest that the evaluation of the loci of the gravity fluctuation may be helpful to assess the therapeutic effect of malocclusion.

Analysis of the impact of crude oil price fluctuations on China's stock market in different periods-Based on time series network model

NASA Astrophysics Data System (ADS)

An, Yang; Sun, Mei; Gao, Cuixia; Han, Dun; Li, Xiuming

2018-02-01

This paper studies the influence of Brent oil price fluctuations on the stock prices of China's two distinct blocks, namely, the petrochemical block and the electric equipment and new energy block, applying the Shannon entropy of information theory. The co-movement trend of crude oil price and stock prices is divided into different fluctuation patterns with the coarse-graining method. Then, the bivariate time series network model is established for the two blocks stock in five different periods. By joint analysis of the network-oriented metrics, the key modes and underlying evolutionary mechanisms were identified. The results show that the both networks have different fluctuation characteristics in different periods. Their co-movement patterns are clustered in some key modes and conversion intermediaries. The study not only reveals the lag effect of crude oil price fluctuations on the stock in Chinese industry blocks but also verifies the necessity of research on special periods, and suggests that the government should use different energy policies to stabilize market volatility in different periods. A new way is provided to study the unidirectional influence between multiple variables or complex time series.

Fluctuations of hi-hat timing and dynamics in a virtuoso drum track of a popular music recording.

PubMed

Räsänen, Esa; Pulkkinen, Otto; Virtanen, Tuomas; Zollner, Manfred; Hennig, Holger

2015-01-01

Long-range correlated temporal fluctuations in the beats of musical rhythms are an inevitable consequence of human action. According to recent studies, such fluctuations also lead to a favored listening experience. The scaling laws of amplitude variations in rhythms, however, are widely unknown. Here we use highly sensitive onset detection and time series analysis to study the amplitude and temporal fluctuations of Jeff Porcaro's one-handed hi-hat pattern in "I Keep Forgettin'"-one of the most renowned 16th note patterns in modern drumming. We show that fluctuations of hi-hat amplitudes and interbeat intervals (times between hits) have clear long-range correlations and short-range anticorrelations separated by a characteristic time scale. In addition, we detect subtle features in Porcaro's drumming such as small drifts in the 16th note pulse and non-trivial periodic two-bar patterns in both hi-hat amplitudes and intervals. Through this investigation we introduce a step towards statistical studies of the 20th and 21st century music recordings in the framework of complex systems. Our analysis has direct applications to the development of drum machines and to drumming pedagogy.

Cosmic Infrared Background Fluctuations in Deep Spitzer Infrared Array Camera Images: Data Processing and Analysis

NASA Technical Reports Server (NTRS)

Arendt, Richard; Kashlinsky, A.; Moseley, S.; Mather, J.

2010-01-01

This paper provides a detailed description of the data reduction and analysis procedures that have been employed in our previous studies of spatial fluctuation of the cosmic infrared background (CIB) using deep Spitzer Infrared Array Camera observations. The self-calibration we apply removes a strong instrumental signal from the fluctuations that would otherwise corrupt the results. The procedures and results for masking bright sources and modeling faint sources down to levels set by the instrumental noise are presented. Various tests are performed to demonstrate that the resulting power spectra of these fields are not dominated by instrumental or procedural effects. These tests indicate that the large-scale ([greater, similar]30') fluctuations that remain in the deepest fields are not directly related to the galaxies that are bright enough to be individually detected. We provide the parameterization of these power spectra in terms of separate instrument noise, shot noise, and power-law components. We discuss the relationship between fluctuations measured at different wavelengths and depths, and the relations between constraints on the mean intensity of the CIB and its fluctuation spectrum. Consistent with growing evidence that the [approx]1-5 [mu]m mean intensity of the CIB may not be as far above the integrated emission of resolved galaxies as has been reported in some analyses of DIRBE and IRTS observations, our measurements of spatial fluctuations of the CIB intensity indicate the mean emission from the objects producing the fluctuations is quite low ([greater, similar]1 nW m-2 sr-1 at 3-5 [mu]m), and thus consistent with current [gamma]-ray absorption constraints. The source of the fluctuations may be high-z Population III objects, or a more local component of very low luminosity objects with clustering properties that differ from the resolved galaxies. Finally, we discuss the prospects of the upcoming space-based surveys to directly measure the epochs inhabited by the populations producing these source-subtracted CIB fluctuations, and to isolate the individual fluxes of these populations.

Stochastic Endogenous Replication Stress Causes ATR-Triggered Fluctuations in CDK2 Activity that Dynamically Adjust Global DNA Synthesis Rates.

PubMed

Daigh, Leighton H; Liu, Chad; Chung, Mingyu; Cimprich, Karlene A; Meyer, Tobias

2018-06-04

Faithful DNA replication is challenged by stalling of replication forks during S phase. Replication stress is further increased in cancer cells or in response to genotoxic insults. Using live single-cell image analysis, we found that CDK2 activity fluctuates throughout an unperturbed S phase. We show that CDK2 fluctuations result from transient ATR signals triggered by stochastic replication stress events. In turn, fluctuating endogenous CDK2 activity causes corresponding decreases and increases in DNA synthesis rates, linking changes in stochastic replication stress to fluctuating global DNA replication rates throughout S phase. Moreover, cells that re-enter the cell cycle after mitogen stimulation have increased CDK2 fluctuations and prolonged S phase resulting from increased replication stress-induced CDK2 suppression. Thus, our study reveals a dynamic control principle for DNA replication whereby CDK2 activity is suppressed and fluctuates throughout S phase to continually adjust global DNA synthesis rates in response to recurring stochastic replication stress events. Copyright © 2018. Published by Elsevier Inc.

Convergence of sampling in protein simulations

NASA Astrophysics Data System (ADS)

Hess, Berk

2002-03-01

With molecular dynamics protein dynamics can be simulated in atomic detail. Current computers are not fast enough to probe all available conformations, but fluctuations around one conformation can be sampled to a reasonable extent. The motions with the largest fluctuations can be filtered out of a simulation using covariance or principal component analysis. A problem with this analysis is that random diffusion can appear as correlated motion. An analysis is presented of how long a simulation should be to obtain relevant results for global motions. The analysis reveals that the cosine content of the principal components is a good indicator for bad sampling.

The turbulent generation of outward traveling Alfvenic fluctuations in the solar wind

NASA Technical Reports Server (NTRS)

Matthaeus, W. H.; Goldstein, M. L.; Montgomery, D. C.

1983-01-01

From an analysis of the incompressible MHD equations, it is concluded that the frequent observation of outward propagating Alfvenic fluctuations in the solar wind can arise from early stages of in situ turbulent evolution, and need not reflect coronal processes.

THE ANALYSIS OF THE TIME-SERIES FLUCTUATION OF WATER DEMAND FOR THE SMALL WATER SUPPLY BLOCK

NASA Astrophysics Data System (ADS)

Koizumi, Akira; Suehiro, Miki; Arai, Yasuhiro; Inakazu, Toyono; Masuko, Atushi; Tamura, Satoshi; Ashida, Hiroshi

The purpose of this study is to define one apartment complex as "the water supply block" and to show the relationship between the amount of water supply for an apartment house and its time series fluctuation. We examined the observation data which were collected from 33 apartment houses. The water meters were installed at individual observation points for about 20 days in Tokyo. This study used Fourier analysis in order to grasp the irregularity in a time series data. As a result, this paper demonstrated that the smaller the amount of water supply became, the larger irregularity the time series fluctuation had. We also found that it was difficult to describe the daily cyclical pattern for a small apartment house using the dominant periodic components which were obtained from a Fourier spectrum. Our research give useful information about the design for a directional water supply system, as to making estimates of the hourly fluctuation and the maximum daily water demand.

Large amplitude MHD waves upstream of the Jovian bow shock

NASA Technical Reports Server (NTRS)

Goldstein, M. L.; Smith, C. W.; Matthaeus, W. H.

1983-01-01

Observations of large amplitude magnetohydrodynamics (MHD) waves upstream of Jupiter's bow shock are analyzed. The waves are found to be right circularly polarized in the solar wind frame which suggests that they are propagating in the fast magnetosonic mode. A complete spectral and minimum variance eigenvalue analysis of the data was performed. The power spectrum of the magnetic fluctuations contains several peaks. The fluctuations at 2.3 mHz have a direction of minimum variance along the direction of the average magnetic field. The direction of minimum variance of these fluctuations lies at approximately 40 deg. to the magnetic field and is parallel to the radial direction. We argue that these fluctuations are waves excited by protons reflected off the Jovian bow shock. The inferred speed of the reflected protons is about two times the solar wind speed in the plasma rest frame. A linear instability analysis is presented which suggests an explanation for many of the observed features of the observations.

Wavelet-based multiscale analysis of bioimpedance data measured by electric cell-substrate impedance sensing for classification of cancerous and normal cells.

PubMed

Das, Debanjan; Shiladitya, Kumar; Biswas, Karabi; Dutta, Pranab Kumar; Parekh, Aditya; Mandal, Mahitosh; Das, Soumen

2015-12-01

The paper presents a study to differentiate normal and cancerous cells using label-free bioimpedance signal measured by electric cell-substrate impedance sensing. The real-time-measured bioimpedance data of human breast cancer cells and human epithelial normal cells employs fluctuations of impedance value due to cellular micromotions resulting from dynamic structural rearrangement of membrane protrusions under nonagitated condition. Here, a wavelet-based multiscale quantitative analysis technique has been applied to analyze the fluctuations in bioimpedance. The study demonstrates a method to classify cancerous and normal cells from the signature of their impedance fluctuations. The fluctuations associated with cellular micromotion are quantified in terms of cellular energy, cellular power dissipation, and cellular moments. The cellular energy and power dissipation are found higher for cancerous cells associated with higher micromotions in cancer cells. The initial study suggests that proposed wavelet-based quantitative technique promises to be an effective method to analyze real-time bioimpedance signal for distinguishing cancer and normal cells.

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.

Multifractal analysis on international crude oil markets based on the multifractal detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Gu, Rongbao; Chen, Hongtao; Wang, Yudong

2010-07-01

The multifractal nature of WTI and Brent crude oil markets is studied employing the multifractal detrended fluctuation analysis. We find that two crude oil markets become more and more efficient for long-term and two Gulf Wars cannot change time scale behavior of crude oil return series. Considering long-term influence caused by Gulf Wars, we find such “turning windows” in generalized Hurst exponents obtained from three periods divided by two Gulf Wars so that WTI and Brent crude oil returns possess different properties above and below the windows respectively. Comparing with the results obtained from three periods we conclude that, before the First Gulf War, international crude oil markets possessed the highest multifractality degree, small-scope fluctuations presented the strongest persistence and large-scope fluctuations presented the strongest anti-persistence. We find that, for two Gulf Wars, the first one made a greater impact on international oil markets; for two markets, Brent was more influenced by Gulf Wars. In addition, we also verified that the multifractal structures of two markets’ indices are not only mainly attributed to the broad fat-tail distributions and persistence, but also affected by some other factors.

Revealing time bunching effect in single-molecule enzyme conformational dynamics.

PubMed

Lu, H Peter

2011-04-21

In this perspective, we focus our discussion on how the single-molecule spectroscopy and statistical analysis are able to reveal enzyme hidden properties, taking the study of T4 lysozyme as an example. Protein conformational fluctuations and dynamics play a crucial role in biomolecular functions, such as in enzymatic reactions. Single-molecule spectroscopy is a powerful approach to analyze protein conformational dynamics under physiological conditions, providing dynamic perspectives on a molecular-level understanding of protein structure-function mechanisms. Using single-molecule fluorescence spectroscopy, we have probed T4 lysozyme conformational motions under the hydrolysis reaction of a polysaccharide of E. coli B cell walls by monitoring the fluorescence resonant energy transfer (FRET) between a donor-acceptor probe pair tethered to T4 lysozyme domains involving open-close hinge-bending motions. Based on the single-molecule spectroscopic results, molecular dynamics simulation, a random walk model analysis, and a novel 2D statistical correlation analysis, we have revealed a time bunching effect in protein conformational motion dynamics that is critical to enzymatic functions. Bunching effect implies that conformational motion times tend to bunch in a finite and narrow time window. We show that convoluted multiple Poisson rate processes give rise to the bunching effect in the enzymatic reaction dynamics. Evidently, the bunching effect is likely common in protein conformational dynamics involving in conformation-gated protein functions. In this perspective, we will also discuss a new approach of 2D regional correlation analysis capable of analyzing fluctuation dynamics of complex multiple correlated and anti-correlated fluctuations under a non-correlated noise background. Using this new method, we are able to map out any defined segments along the fluctuation trajectories and determine whether they are correlated, anti-correlated, or non-correlated; after which, a cross correlation analysis can be applied for each specific segment to obtain a detailed fluctuation dynamics analysis.

Analysis of the fluctuations of the tumour/host interface

NASA Astrophysics Data System (ADS)

Milotti, Edoardo; Vyshemirsky, Vladislav; Stella, Sabrina; Dogo, Federico; Chignola, Roberto

2017-11-01

In a recent analysis of metabolic scaling in solid tumours we found a scaling law that interpolates between the power laws μ ∝ V and μ ∝V 2 / 3, where μ is the metabolic rate expressed as the glucose absorption rate and V is the tumour volume. The scaling law fits quite well both in vitro and in vivo data, however we also observed marked fluctuations that are associated with the specific biological properties of individual tumours. Here we analyse these fluctuations, in an attempt to find the population-wide distribution of an important parameter (A) which expresses the total extent of the interface between the solid tumour and the non-cancerous environment. Heuristic considerations suggest that the values of the A parameter follow a lognormal distribution, and, allowing for the large uncertainties of the experimental data, our statistical analysis confirms this.

Are pound and euro the same currency?

NASA Astrophysics Data System (ADS)

Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; da Silva, Sergio

2007-08-01

Based on long-range dependence, some analysts claim that the exchange rate time series of the pound sterling and of an artificially extended euro have been locked together for years despite daily changes [M. Ausloos, K. Ivanova, Physica A 286 (2000) 353; K. Ivanova, M. Ausloos, False EUR exchange rates vs DKK, CHF, JPY and USD. What is a strong currency? in: H. Takayasu (Ed.), Empirical Sciences in Financial Fluctuations: The Advent of Econophysics, Springer-Verlag, Berlin, 2002, pp. 62 76]. They conclude that pound and euro are in practice the same currency. We assess the long-range dependence over time through Hurst exponents of pound dollar and extended euro dollar exchange rates employing three alternative techniques, namely rescaled range analysis, detrended fluctuation analysis, and detrended moving average. We find the result above (which is based on detrended fluctuation analysis) not to be robust to the changing techniques and parameterizing.

Multiscale analysis of the intensity fluctuation in a time series of dynamic speckle patterns.

PubMed

Federico, Alejandro; Kaufmann, Guillermo H

2007-04-10

We propose the application of a method based on the discrete wavelet transform to detect, identify, and measure scaling behavior in dynamic speckle. The multiscale phenomena presented by a sample and displayed by its speckle activity are analyzed by processing the time series of dynamic speckle patterns. The scaling analysis is applied to the temporal fluctuation of the speckle intensity and also to the two derived data sets generated by its magnitude and sign. The application of the method is illustrated by analyzing paint-drying processes and bruising in apples. The results are discussed taking into account the different time organizations obtained for the scaling behavior of the magnitude and the sign of the intensity fluctuation.

Possible signatures of dissipation from time-series analysis techniques using a turbulent laboratory magnetohydrodynamic plasma

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

Schaffner, D. A.; Brown, M. R.; Rock, A. B.

The frequency spectrum of magnetic fluctuations as measured on the Swarthmore Spheromak Experiment is broadband and exhibits a nearly Kolmogorov 5/3 scaling. It features a steepening region which is indicative of dissipation of magnetic fluctuation energy similar to that observed in fluid and magnetohydrodynamic turbulence systems. Two non-spectrum based time-series analysis techniques are implemented on this data set in order to seek other possible signatures of turbulent dissipation beyond just the steepening of fluctuation spectra. Presented here are results for the flatness, permutation entropy, and statistical complexity, each of which exhibits a particular character at spectral steepening scales which canmore » then be compared to the behavior of the frequency spectrum.« less

Fluctuations of the Concentration of Cs-137 Aerosol in Chernobyl,Fukushima and Kawasaki

NASA Astrophysics Data System (ADS)

Ota, Yohei; Hatano, Yuko; Okada, Yukiko; Hirose, Katsumi

2017-04-01

Statistical analysis is applied to a time series of the airborne concentration of Cs-137. In order to extract fractal characteristics of the fluctuations, we employed the Hurst analysis. Interestingly, the Hurst index is around 1/3, which is common to the Chernobyl data, Fukushima data, and Kawasaki data. The Kawasaki data is measured by the Tokyo City University, located at 40km south to Tokyo. We proposed a stochastic differential equation, based on an advection equation with winds fluctuating probabilistically. The averaged solution of the equation is compared with measured data. We found that the index of the power of the time is -4/3, which is common to the three cases, Chernobyl, Fukushima and Kawasaki.

Modeling and stability analysis for the upper atmosphere research satellite auxiliary array switch component

NASA Technical Reports Server (NTRS)

Wolfgang, R.; Natarajan, T.; Day, J.

1987-01-01

A feedback control system, called an auxiliary array switch, was designed to connect or disconnect auxiliary solar panel segments from a spacecraft electrical bus to meet fluctuating demand for power. A simulation of the control system was used to carry out a number of design and analysis tasks that could not economically be performed with a breadboard of the hardware. These tasks included: (1) the diagnosis of a stability problem, (2) identification of parameters to which the performance of the control system was particularly sensitive, (3) verification that the response of the control system to anticipated fluctuations in the electrical load of the spacecraft was satisfactory, and (4) specification of limitations on the frequency and amplitude of the load fluctuations.

Computational Analysis of an effect of aerodynamic pressure on the side view mirror geometry

NASA Astrophysics Data System (ADS)

Murukesavan, P.; Mu'tasim, M. A. N.; Sahat, I. M.

2013-12-01

This paper describes the evaluation of aerodynamic flow effects on side mirror geometry for a passenger car using ANSYS Fluent CFD simulation software. Results from analysis of pressure coefficient on side view mirror designs is evaluated to analyse the unsteady forces that cause fluctuations to mirror surface and image blurring. The fluctuation also causes drag forces that increase the overall drag coefficient, with an assumption resulting in higher fuel consumption and emission. Three features of side view mirror design were investigated with two input velocity parameters of 17 m/s and 33 m/s. Results indicate that the half-sphere design shows the most effective design with less pressure coefficient fluctuation and drag coefficient.

Hierarchical Regularity in Multi-Basin Dynamics on Protein Landscapes

NASA Astrophysics Data System (ADS)

Matsunaga, Yasuhiro; Kostov, Konstatin S.; Komatsuzaki, Tamiki

2004-04-01

We analyze time series of potential energy fluctuations and principal components at several temperatures for two kinds of off-lattice 46-bead models that have two distinctive energy landscapes. The less-frustrated "funnel" energy landscape brings about stronger nonstationary behavior of the potential energy fluctuations at the folding temperature than the other, rather frustrated energy landscape at the collapse temperature. By combining principal component analysis with an embedding nonlinear time-series analysis, it is shown that the fast fluctuations with small amplitudes of 70-80% of the principal components cause the time series to become almost "random" in only 100 simulation steps. However, the stochastic feature of the principal components tends to be suppressed through a wide range of degrees of freedom at the transition temperature.

Dissipative neutrino oscillations in randomly fluctuating matter

NASA Astrophysics Data System (ADS)

Benatti, F.; Floreanini, R.

2005-01-01

The generalized dynamics describing the propagation of neutrinos in randomly fluctuating media is analyzed: It takes into account matter-induced, decoherence phenomena that go beyond the standard Mikheyev-Smirnov-Wolfenstein (MSW) effect. A widely adopted density fluctuation pattern is found to be physically untenable: A more general model needs to be instead considered, leading to flavor changing effective neutrino-matter interactions. They induce new, dissipative effects that modify the neutrino oscillation pattern in a way amenable to a direct experimental analysis.

Effects of fluctuations on electrical properties of gap-junction connected cells in the turtle retina.

PubMed

Louis, E; Degli Esposti Boschi, C; Ortega, G; Andreu, E; Fernández, E; Sánchez-Andrés, J V

2002-04-19

Electrical properties of gap-junction connected cells (input voltage and length constant) are shown to depend strongly on fluctuations in membrane and contact conductances. This opens new possibilities and incorporates a further difficulty to the analysis of electrophysiological data, since four, instead of two, parameters (the average values and the magnitude of fluctuations of the two conductances) have to be used in fitting the experimental data. The discussion is illustrated by investigating the effects of dopamine on signal spreading in horizontal cells of turtle retina, assuming a linear cell arrangement. It is shown that while a standard fitting with the average values of the two conductances leads to the conclusion that both are equally affected by dopamine, including fluctuations allows fitting the data by varying just the average contact conductance plus the magnitude of fluctuations.

Weight Vector Fluctuations in Adaptive Antenna Arrays Tuned Using the Least-Mean-Square Error Algorithm with Quadratic Constraint

NASA Astrophysics Data System (ADS)

Zimina, S. V.

2015-06-01

We present the results of statistical analysis of an adaptive antenna array tuned using the least-mean-square error algorithm with quadratic constraint on the useful-signal amplification with allowance for the weight-coefficient fluctuations. Using the perturbation theory, the expressions for the correlation function and power of the output signal of the adaptive antenna array, as well as the formula for the weight-vector covariance matrix are obtained in the first approximation. The fluctuations are shown to lead to the signal distortions at the antenna-array output. The weight-coefficient fluctuations result in the appearance of additional terms in the statistical characteristics of the antenna array. It is also shown that the weight-vector fluctuations are isotropic, i.e., identical in all directions of the weight-coefficient space.

A KST framework for correlation network construction from time series signals

NASA Astrophysics Data System (ADS)

Qi, Jin-Peng; Gu, Quan; Zhu, Ying; Zhang, Ping

2018-04-01

A KST (Kolmogorov-Smirnov test and T statistic) method is used for construction of a correlation network based on the fluctuation of each time series within the multivariate time signals. In this method, each time series is divided equally into multiple segments, and the maximal data fluctuation in each segment is calculated by a KST change detection procedure. Connections between each time series are derived from the data fluctuation matrix, and are used for construction of the fluctuation correlation network (FCN). The method was tested with synthetic simulations and the result was compared with those from using KS or T only for detection of data fluctuation. The novelty of this study is that the correlation analyses was based on the data fluctuation in each segment of each time series rather than on the original time signals, which would be more meaningful for many real world applications and for analysis of large-scale time signals where prior knowledge is uncertain.

Spectra of turbulent static pressure fluctuations in jet mixing layers

NASA Technical Reports Server (NTRS)

Jones, B. G.; Adrian, R. J.; Nithianandan, C. K.; Planchon, H. P., Jr.

1977-01-01

Spectral similarity laws are derived for the power spectra of turbulent static pressure fluctuations by application of dimensional analysis in the limit of large turbulent Reynolds number. The theory predicts that pressure spectra are generated by three distinct types of interaction in the velocity fields: a fourth order interaction between fluctuating velocities, an interaction between the first order mean shear and the third order velocity fluctuations, and an interaction between the second order mean shear rate and the second order fluctuating velocity. Measurements of one-dimensional power spectra of the turbulent static pressure fluctuations in the driven mixing layer of a subsonic, circular jet are presented, and the spectra are examined for evidence of spectral similarity. Spectral similarity is found for the low wavenumber range when the large scale flow on the centerline of the mixing layer is self-preserving. The data are also consistent with the existence of universal inertial subranges for the spectra of each interaction mode.

Non-flow correlations and elliptic flow fluctuations in Au+Au collisions at sNN=200 GeV

NASA Astrophysics Data System (ADS)

Alver, B.; Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Busza, W.; Carroll, A.; Chai, Z.; Decowski, M. P.; García, E.; Gburek, T.; George, N.; Gulbrandsen, K.; Halliwell, C.; Hamblen, J.; Hauer, M.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Khan, N.; Kulinich, P.; Kuo, C. M.; Li, W.; Lin, W. T.; Loizides, C.; Manly, S.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Reed, C.; Roland, C.; Roland, G.; Sagerer, J.; Seals, H.; Sedykh, I.; Smith, C. E.; Stankiewicz, M. A.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tonjes, M. B.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Vaurynovich, S. S.; Verdier, R.; Veres, G. I.; Walters, P.; Wenger, E.; Wolfs, F. L. H.; Wosiek, B.; Woźniak, K.; Wysłouch, B.

2010-03-01

This article presents results on event-by-event elliptic flow fluctuations in Au+Au collisions at sNN= 200 GeV, where the contribution from non-flow correlations has been subtracted. An analysis method is introduced to measure non-flow correlations, relying on the assumption that non-flow correlations are most prominent at short ranges (|Δη|<2). Assuming that non-flow correlations are of the order that is observed in p+p collisions for long-range correlations (|Δη|>2), relative elliptic flow fluctuations of approximately 30-40% are observed. These results are consistent with predictions based on spatial fluctuations of the participating nucleons in the initial nuclear overlap region. It is found that the long-range non-flow correlations in Au+Au collisions would have to be more than an order of magnitude stronger compared to the p+p data to lead to the observed azimuthal anisotropy fluctuations with no intrinsic elliptic flow fluctuations.

Zero-Point Spin-Fluctuations of Single Adatoms.

PubMed

Ibañez-Azpiroz, Julen; Dos Santos Dias, Manuel; Blügel, Stefan; Lounis, Samir

2016-07-13

Stabilizing the magnetic signal of single adatoms is a crucial step toward their successful usage in widespread technological applications such as high-density magnetic data storage devices. The quantum mechanical nature of these tiny objects, however, introduces intrinsic zero-point spin-fluctuations that tend to destabilize the local magnetic moment of interest by dwindling the magnetic anisotropy potential barrier even at absolute zero temperature. Here, we elucidate the origins and quantify the effect of the fundamental ingredients determining the magnitude of the fluctuations, namely, the (i) local magnetic moment, (ii) spin-orbit coupling, and (iii) electron-hole Stoner excitations. Based on a systematic first-principles study of 3d and 4d adatoms, we demonstrate that the transverse contribution of the fluctuations is comparable in size to the magnetic moment itself, leading to a remarkable ≳50% reduction of the magnetic anisotropy energy. Our analysis gives rise to a comprehensible diagram relating the fluctuation magnitude to characteristic features of adatoms, providing practical guidelines for designing magnetically stable nanomagnets with minimal quantum fluctuations.

Asymmetric statistical features of the Chinese domestic and international gold price fluctuation

NASA Astrophysics Data System (ADS)

Cao, Guangxi; Zhao, Yingchao; Han, Yan

2015-05-01

Analyzing the statistical features of fluctuation is remarkably significant for financial risk identification and measurement. In this study, the asymmetric detrended fluctuation analysis (A-DFA) method was applied to evaluate asymmetric multifractal scaling behaviors in the Shanghai and New York gold markets. Our findings showed that the multifractal features of the Chinese and international gold spot markets were asymmetric. The gold return series persisted longer in an increasing trend than in a decreasing trend. Moreover, the asymmetric degree of multifractals in the Chinese and international gold markets decreased with the increase in fluctuation range. In addition, the empirical analysis using sliding window technology indicated that multifractal asymmetry in the Chinese and international gold markets was characterized by its time-varying feature. However, the Shanghai and international gold markets basically shared a similar asymmetric degree evolution pattern. The American subprime mortgage crisis (2008) and the European debt crisis (2010) enhanced the asymmetric degree of the multifractal features of the Chinese and international gold markets. Furthermore, we also make statistical tests for the results of multifractatity and asymmetry, and discuss the origin of them. Finally, results of the empirical analysis using the threshold autoregressive conditional heteroskedasticity (TARCH) and exponential generalized autoregressive conditional heteroskedasticity (EGARCH) models exhibited that good news had a more significant effect on the cyclical fluctuation of the gold market than bad news. Moreover, good news exerted a more significant effect on the Chinese gold market than on the international gold market.

Adapting risk management and computational intelligence network optimization techniques to improve traffic throughput and tail risk analysis.

DOT National Transportation Integrated Search

2014-04-01

Risk management techniques are used to analyze fluctuations in uncontrollable variables and keep those fluctuations from impeding : the core function of a system or business. Examples of this are making sure that volatility in copper and aluminum pri...

Fluctuating Selection in the Moran

PubMed Central

Dean, Antony M.; Lehman, Clarence; Yi, Xiao

2017-01-01

Contrary to classical population genetics theory, experiments demonstrate that fluctuating selection can protect a haploid polymorphism in the absence of frequency dependent effects on fitness. Using forward simulations with the Moran model, we confirm our analytical results showing that a fluctuating selection regime, with a mean selection coefficient of zero, promotes polymorphism. We find that increases in heterozygosity over neutral expectations are especially pronounced when fluctuations are rapid, mutation is weak, the population size is large, and the variance in selection is big. Lowering the frequency of fluctuations makes selection more directional, and so heterozygosity declines. We also show that fluctuating selection raises dn/ds ratios for polymorphism, not only by sweeping selected alleles into the population, but also by purging the neutral variants of selected alleles as they undergo repeated bottlenecks. Our analysis shows that randomly fluctuating selection increases the rate of evolution by increasing the probability of fixation. The impact is especially noticeable when the selection is strong and mutation is weak. Simulations show the increase in the rate of evolution declines as the rate of new mutations entering the population increases, an effect attributable to clonal interference. Intriguingly, fluctuating selection increases the dn/ds ratios for divergence more than for polymorphism, a pattern commonly seen in comparative genomics. Our model, which extends the classical neutral model of molecular evolution by incorporating random fluctuations in selection, accommodates a wide variety of observations, both neutral and selected, with economy. PMID:28108586

A Mathematical View of Water Table Fluctuations in a Shallow Aquifer in Brazil.

PubMed

Neto, Dagmar C; Chang, Hung K; van Genuchten, Martinus Th

2016-01-01

Detailed monitoring of the groundwater table can provide important data about both short- and long-term aquifer processes, including information useful for estimating recharge and facilitating groundwater modeling and remediation efforts. In this paper, we presents results of 4 years (2002 to 2005) of monitoring groundwater water levels in the Rio Claro Aquifer using observation wells drilled at the Rio Claro campus of São Paulo State University in Brazil. The data were used to follow natural periodic fluctuations in the water table, specifically those resulting from earth tides and seasonal recharge cycles. Statistical analyses included methods of time-series analysis using Fourier analysis, cross-correlation, and R/S analysis. Relationships could be established between rainfall and well recovery, as well as the persistence and degree of autocorrelation of the water table variations. We further used numerical solutions of the Richards equation to obtain estimates of the recharge rate and seasonable groundwater fluctuations. Seasonable soil moisture transit times through the vadose zone obtained with the numerical solution were very close to those obtained with the cross-correlation analysis. We also employed a little-used deep drainage boundary condition to obtain estimates of seasonable water table fluctuations, which were found to be consistent with observed transient groundwater levels during the period of study. © 2015, National Ground Water Association.

A dual-input nonlinear system analysis of autonomic modulation of heart rate

NASA Technical Reports Server (NTRS)

Chon, K. H.; Mullen, T. J.; Cohen, R. J.

1996-01-01

Linear analyses of fluctuations in heart rate and other hemodynamic variables have been used to elucidate cardiovascular regulatory mechanisms. The role of nonlinear contributions to fluctuations in hemodynamic variables has not been fully explored. This paper presents a nonlinear system analysis of the effect of fluctuations in instantaneous lung volume (ILV) and arterial blood pressure (ABP) on heart rate (HR) fluctuations. To successfully employ a nonlinear analysis based on the Laguerre expansion technique (LET), we introduce an efficient procedure for broadening the spectral content of the ILV and ABP inputs to the model by adding white noise. Results from computer simulations demonstrate the effectiveness of broadening the spectral band of input signals to obtain consistent and stable kernel estimates with the use of the LET. Without broadening the band of the ILV and ABP inputs, the LET did not provide stable kernel estimates. Moreover, we extend the LET to the case of multiple inputs in order to accommodate the analysis of the combined effect of ILV and ABP effect on heart rate. Analyzes of data based on the second-order Volterra-Wiener model reveal an important contribution of the second-order kernels to the description of the effect of lung volume and arterial blood pressure on heart rate. Furthermore, physiological effects of the autonomic blocking agents propranolol and atropine on changes in the first- and second-order kernels are also discussed.

Economic Fluctuations and Statistical Physics: Quantifying Extremely Rare and Much Less Rare Events

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2008-03-01

Recent analysis of truly huge quantities of empirical data suggests that classic economic theories not only fail for a few outliers, but that there occur similar outliers of every possible size. In fact, if one analyzes only a small data set (say 10^4 data points), then outliers appear to occur as ``rare events.'' However, when we analyze orders of magnitude more data (10^8 data points!), we find orders of magnitude more outliers---so ignoring them is not a responsible option, and studying their properties becomes a realistic goal. We find that the statistical properties of these ``outliers'' are identical to the statistical properties of everyday fluctuations. For example, a histogram giving the number of fluctuations of a given magnitude x for fluctuations ranging in magnitude from everyday fluctuations to extremely rare fluctuations that occur with a probability of only 10-8 is a perfect straight line in a double-log plot. Quantitative analogies between financial fluctuations and earthquakes will be discussed. Two unifying principles that underlie much of the finance analysis we will present are scale invariance and universality [R. N. Mantegna and H. E. Stanley, Introduction to Econophysics: Correlations & Complexity in Finance/ (Cambridge U. Press, 2000)]. Scale invariance is a property not about algebraic equations but rather about functional equations, which have as their solutions not numbers but rather functional forms. The key idea of universality is that the identical set of laws hold across diverse markets, and over diverse time periods. This work was carried out in collaboration with a number of students and colleagues, chief among whom are X. Gabaix (MIT and Princeton) and V. Plerou (Boston University).

How to Sync to the Beat of a Persistent Fractal Metronome without Falling Off the Treadmill?

PubMed Central

Roerdink, Melvyn; Daffertshofer, Andreas; Marmelat, Vivien; Beek, Peter J.

2015-01-01

In rehabilitation, rhythmic acoustic cues are often used to improve gait. However, stride-time fluctuations become anti-persistent with such pacing, thereby deviating from the characteristic persistent long-range correlations in stride times of self-paced walking healthy adults. Recent studies therefore experimented with metronomes with persistence in interbeat intervals and successfully evoked persistent stride-time fluctuations. The objective of this study was to examine how participants couple their gait to a persistent metronome, evoking persistently longer or shorter stride times over multiple consecutive strides, without wandering off the treadmill. Twelve healthy participants walked on a treadmill in self-paced, isochronously paced and non-isochronously paced conditions, the latter with anti-persistent, uncorrelated and persistent correlations in interbeat intervals. Stride-to-stride fluctuations of stride times, stride lengths and stride speeds were assessed with detrended fluctuation analysis, in conjunction with an examination of the coupling between stride times and stride lengths. Stride-speed fluctuations were anti-persistent for all conditions. Stride-time and stride-length fluctuations were persistent for self-paced walking and anti-persistent for isochronous pacing. Both stride times and stride lengths changed from anti-persistence to persistence over the four non-isochronous metronome conditions, accompanied by an increasingly stronger coupling between these gait parameters, with peak values for the persistent metronomes. These results revealed that participants were able to follow the beat of a persistent metronome without falling off the treadmill by strongly coupling stride-length fluctuations to the stride-time fluctuations elicited by persistent metronomes, so as to prevent large positional displacements along the treadmill. For self-paced walking, in contrast, this coupling was very weak. In combination, these results challenge the premise that persistent metronomes in gait rehabilitation would evoke stride-to-stride dynamics reminiscent of self-paced walking healthy adults. Future studies are recommended to include an analysis of the interrelation between stride times and stride lengths in addition to the correlational structure of either one in isolation. PMID:26230254

How to Sync to the Beat of a Persistent Fractal Metronome without Falling Off the Treadmill?

PubMed

Roerdink, Melvyn; Daffertshofer, Andreas; Marmelat, Vivien; Beek, Peter J

2015-01-01

In rehabilitation, rhythmic acoustic cues are often used to improve gait. However, stride-time fluctuations become anti-persistent with such pacing, thereby deviating from the characteristic persistent long-range correlations in stride times of self-paced walking healthy adults. Recent studies therefore experimented with metronomes with persistence in interbeat intervals and successfully evoked persistent stride-time fluctuations. The objective of this study was to examine how participants couple their gait to a persistent metronome, evoking persistently longer or shorter stride times over multiple consecutive strides, without wandering off the treadmill. Twelve healthy participants walked on a treadmill in self-paced, isochronously paced and non-isochronously paced conditions, the latter with anti-persistent, uncorrelated and persistent correlations in interbeat intervals. Stride-to-stride fluctuations of stride times, stride lengths and stride speeds were assessed with detrended fluctuation analysis, in conjunction with an examination of the coupling between stride times and stride lengths. Stride-speed fluctuations were anti-persistent for all conditions. Stride-time and stride-length fluctuations were persistent for self-paced walking and anti-persistent for isochronous pacing. Both stride times and stride lengths changed from anti-persistence to persistence over the four non-isochronous metronome conditions, accompanied by an increasingly stronger coupling between these gait parameters, with peak values for the persistent metronomes. These results revealed that participants were able to follow the beat of a persistent metronome without falling off the treadmill by strongly coupling stride-length fluctuations to the stride-time fluctuations elicited by persistent metronomes, so as to prevent large positional displacements along the treadmill. For self-paced walking, in contrast, this coupling was very weak. In combination, these results challenge the premise that persistent metronomes in gait rehabilitation would evoke stride-to-stride dynamics reminiscent of self-paced walking healthy adults. Future studies are recommended to include an analysis of the interrelation between stride times and stride lengths in addition to the correlational structure of either one in isolation.

Analysis of hydrodynamic fluctuations in heterogeneous adjacent multidomains in shear flow

NASA Astrophysics Data System (ADS)

Bian, Xin; Deng, Mingge; Tang, Yu-Hang; Karniadakis, George Em

2016-03-01

We analyze hydrodynamic fluctuations of a hybrid simulation under shear flow. The hybrid simulation is based on the Navier-Stokes (NS) equations on one domain and dissipative particle dynamics (DPD) on the other. The two domains overlap, and there is an artificial boundary for each one within the overlapping region. To impose the artificial boundary of the NS solver, a simple spatial-temporal averaging is performed on the DPD simulation. In the artificial boundary of the particle simulation, four popular strategies of constraint dynamics are implemented, namely the Maxwell buffer [Hadjiconstantinou and Patera, Int. J. Mod. Phys. C 08, 967 (1997), 10.1142/S0129183197000837], the relaxation dynamics [O'Connell and Thompson, Phys. Rev. E 52, R5792 (1995), 10.1103/PhysRevE.52.R5792], the least constraint dynamics [Nie et al., J. Fluid Mech. 500, 55 (2004), 10.1017/S0022112003007225; Werder et al., J. Comput. Phys. 205, 373 (2005), 10.1016/j.jcp.2004.11.019], and the flux imposition [Flekkøy et al., Europhys. Lett. 52, 271 (2000), 10.1209/epl/i2000-00434-8], to achieve a target mean value given by the NS solver. Going beyond the mean flow field of the hybrid simulations, we investigate the hydrodynamic fluctuations in the DPD domain. Toward that end, we calculate the transversal autocorrelation functions of the fluctuating variables in k space to evaluate the generation, transport, and dissipation of fluctuations in the presence of a hybrid interface. We quantify the unavoidable errors in the fluctuations, due to both the truncation of the domain and the constraint dynamics performed in the artificial boundary. Furthermore, we compare the four methods of constraint dynamics and demonstrate how to reduce the errors in fluctuations. The analysis and findings of this work are directly applicable to other hybrid simulations of fluid flow with thermal fluctuations.

Time is Money

NASA Astrophysics Data System (ADS)

Ausloos, Marcel; Vandewalle, Nicolas; Ivanova, Kristinka

Specialized topics on financial data analysis from a numerical and physical point of view are discussed when pertaining to the analysis of coherent and random sequences in financial fluctuations within (i) the extended detrended fluctuation analysis method, (ii) multi-affine analysis technique, (iii) mobile average intersection rules and distributions, (iv) sandpile avalanches models for crash prediction, (v) the (m,k)-Zipf method and (vi) the i-variability diagram technique for sorting out short range correlations. The most baffling result that needs further thought from mathematicians and physicists is recalled: the crossing of two mobile averages is an original method for measuring the "signal" roughness exponent, but why it is so is not understood up to now.

How to Define the Mean Square Amplitude of Solar Wind Fluctuations With Respect to the Local Mean Magnetic Field

NASA Astrophysics Data System (ADS)

Podesta, John J.

2017-12-01

Over the last decade it has become popular to analyze turbulent solar wind fluctuations with respect to a coordinate system aligned with the local mean magnetic field. This useful analysis technique has provided new information and new insights about the nature of solar wind fluctuations and provided some support for phenomenological theories of MHD turbulence based on the ideas of Goldreich and Sridhar. At the same time it has drawn criticism suggesting that the use of a scale-dependent local mean field is somehow inconsistent or irreconcilable with traditional analysis techniques based on second-order structure functions and power spectra that, for stationary time series, are defined with respect to the constant (scale-independent) ensemble average magnetic field. Here it is shown that for fluctuations with power law spectra, such as those observed in solar wind turbulence, it is possible to define the local mean magnetic field in a special way such that the total mean square amplitude (trace amplitude) of turbulent fluctuations is approximately the same, scale by scale, as that obtained using traditional second-order structure functions or power spectra. This fact should dispel criticism concerning the physical validity or practical usefulness of the local mean magnetic field in these applications.

Respiratory sinus arrhythmia: opposite effects on systolic and mean arterial pressure in supine humans

NASA Technical Reports Server (NTRS)

Elstad, M.; Toska, K.; Chon, K. H.; Raeder, E. A.; Cohen, R. J.

2001-01-01

1. Are arterial blood pressure fluctuations buffered or reinforced by respiratory sinus arrhythmia (RSA)? There is still considerable debate about this simple question. Different results have been obtained, triggering a discussion as to whether or not the baroreflexes are responsible for RSA. We suspected that the measurements of different aspects of arterial pressure (mean arterial pressure (MAP) and systolic pressure (SP)) can explain the conflicting results. 2. Simultaneous recordings of beat-to-beat MAP, SP, left cardiac stroke volume (SV, pulsed ultrasound Doppler), heart rate (HR) and respiration (RE) were obtained in 10 healthy young adults during spontaneous respiration. In order to eliminate HR variations at respiratory frequency we used propranolol and atropine administration in the supine and tilted positions. Respiration-synchronous variation in the recorded variables was quantified by spectral analysis of the recordings of each of these variables, and the phase relations between them were determined by cross-spectral analysis. 3. MAP fluctuations increased after removing heart rate variations in both supine and tilted position, whereas SP fluctuations decreased in the supine position and increased in the head-up tilted position. 4. RSA buffers respiration-synchronous fluctuations in MAP in both positions. However, fluctuations in SP were reinforced by RSA in the supine and buffered in the tilted position.

Are EUR and GBP different words for the same currency?

NASA Astrophysics Data System (ADS)

Ivanova, K.; Ausloos, M.

2002-05-01

The British Pound (GBP) is not part of the Euro (EUR) monetary system. In order to find out arguments on whether GBP should join the EUR or not correlations are calculated between GBP exchange rates with respect to various currencies: USD, JPY, CHF, DKK, the currencies forming EUR and a reconstructed EUR for the time interval from 1993 till June 30, 2000. The distribution of fluctuations of the exchange rates is Gaussian for the central part of the distribution, but has fat tails for the large size fluctuations. Within the Detrended Fluctuation Analysis (DFA) statistical method the power law behavior describing the root-mean-square deviation from a linear trend of the exchange rate fluctuations is obtained as a function of time for the time interval of interest. The time-dependent exponent evolution of the exchange rate fluctuations is given. Statistical considerations imply that the GBP is already behaving as a true EUR.

Dynamical properties of α-amylase in the folded and unfolded state: the role of thermal equilibrium fluctuations for conformational entropy and protein stabilisation

NASA Astrophysics Data System (ADS)

Fitter, J.; Herrmann, R.; Hauß, T.; Lechner, R. E.; Dencher, N. A.

2001-07-01

A comparative analysis of thermal equilibrium fluctuations occurring in a mesophilic and in a thermophilic α-amylase was performed to study the effect of structural fluctuations on thermostability. The thermal fluctuations determining the conformational entropy of both enzymes have been characterised for the folded (at 30°C and 60°C) and for the unfolded state by applying neutron spectroscopy (at 30°C). The folded state shows a higher structural flexibility for the thermophilic protein as compared to the mesophilic homologue. In contrast, the unfolded state of both enzymes is rather similar with respect to the structural fluctuations. On the basis of this result, a mechanism characterised by entropic stabilisation (i.e., smaller Δ S for the unfolding transition of thermophilic α-amylase) can be assumed to be responsible for the higher thermostability of the thermophilic enzyme.

Giant enhancement of fluctuation in small biological systems under external fields

NASA Astrophysics Data System (ADS)

Hayashi, Kumiko; Hasegawa, Shin; Tsunoda, Satoshi P.

2016-05-01

The giant enhancement (GE) of fluctuation under an external field is a universal phenomenon predicted by the theoretical analysis given in (Reimann et al 2001 Phys. Rev. Lett.). Here, we propose the application of the theory of the GE of fluctuation to estimate the energy barrier of a biomolecule that exhibits its function subject to thermal noise. The rotary motor protein F1 was used as a model, which is a component of FoF1 adenosine triphosphate (ATP)-synthase. In the single-molecule experiment on F1, the diffusion coefficients of a rotary probe attached to F1, which characterised the fluctuation of the system, were measured under the influence of an electro-rotary field. These diffusion coefficients were then used to estimate a high-energy barrier of the rotary potential of F1 based on the theory of the GE of fluctuation. Furthermore, the ion channel protein channelrhodopsin (ChR) was used as another research model. The current fluctuations of ions moving through ChR were numerically investigated using a simulation model of the protein in the presence of an external voltage. The energy barrier for ion conduction is discussed based on the current fluctuations.

Fluctuations of radio occultation signals in sounding the Earth's atmosphere

NASA Astrophysics Data System (ADS)

Kan, Valery; Gorbunov, Michael E.; Sofieva, Viktoria F.

2018-02-01

We discuss the relationships that link the observed fluctuation spectra of the amplitude and phase of signals used for the radio occultation sounding of the Earth's atmosphere, with the spectra of atmospheric inhomogeneities. Our analysis employs the approximation of the phase screen and of weak fluctuations. We make our estimates for the following characteristic inhomogeneity types: (1) the isotropic Kolmogorov turbulence and (2) the anisotropic saturated internal gravity waves. We obtain the expressions for the variances of the amplitude and phase fluctuations of radio occultation signals as well as their estimates for the typical parameters of inhomogeneity models. From the GPS/MET observations, we evaluate the spectra of the amplitude and phase fluctuations in the altitude interval from 4 to 25 km in the middle and polar latitudes. As indicated by theoretical and experimental estimates, the main contribution into the radio signal fluctuations comes from the internal gravity waves. The influence of the Kolmogorov turbulence is negligible. We derive simple relationships that link the parameters of internal gravity waves and the statistical characteristics of the radio signal fluctuations. These results may serve as the basis for the global monitoring of the wave activity in the stratosphere and upper troposphere.

Statistics of velocity fluctuations of Geldart A particles in a circulating fluidized bed riser

DOE PAGES

Vaidheeswaran, Avinash; Shaffer, Franklin; Gopalan, Balaji

2017-11-21

Here, the statistics of fluctuating velocity components are studied in the riser of a closed-loop circulating fluidized bed with fluid catalytic cracking catalyst particles. Our analysis shows distinct similarities as well as deviations compared to existing theories and bench-scale experiments. The study confirms anisotropic and non-Maxwellian distribution of fluctuating velocity components. The velocity distribution functions (VDFs) corresponding to transverse fluctuations exhibit symmetry, and follow a stretched-exponential behavior up to three standard deviations. The form of the transverse VDF is largely determined by interparticle interactions. The tails become more overpopulated with an increase in particle loading. The observed deviations from themore » Gaussian distribution are represented using the leading order term in the Sonine expansion, which is commonly used to approximate the VDFs in kinetic theory for granular flows. The vertical fluctuating VDFs are asymmetric and the skewness shifts as the wall is approached. In comparison to transverse fluctuations, the vertical VDF is determined by the local hydrodynamics. This is an observation of particle velocity fluctuations in a large-scale system and their quantitative comparison with the Maxwell-Boltzmann statistics.« less

Fluorescence fluctuations analysis in nanoapertures: physical concepts and biological applications.

PubMed

Lenne, Pierre-François; Rigneault, Hervé; Marguet, Didier; Wenger, Jérôme

2008-11-01

During the past years, nanophotonics has provided new approaches to study the biological processes below the optical diffraction limit. How single molecules diffuse, bind and assemble can be studied now at the nanometric level, not only in solutions but also in complex and crowded environments such as in live cells. In this context fluorescence fluctuations spectroscopy is a unique tool since it has proven to be easy to use in combination with nanostructures, which are able to confine light in nanometric volumes. We review here recent advances in fluorescence fluctuations' analysis below the optical diffraction limit with a special focus on nanoapertures milled in metallic films. We discuss applications in the field of single-molecule detection, DNA sequencing and membrane organization, and underscore some potential perspectives of this new emerging technology.

Statistical analysis of severe magnetic fluctuations in the near-Earth plasma sheet observed by THEMIS-E

NASA Astrophysics Data System (ADS)

Xu, Heqiucen; Shiokawa, Kazuo; Frühauff, Dennis

2017-10-01

We statistically analyzed severe magnetic fluctuations in the nightside near-Earth plasma sheet at 6-12 RE (Earth radii; 1 RE = 6371 km), because they are important for non-magnetohydrodynamics (non-MHD) effects in the magnetotail and are considered to be necessary for current disruption in the inside-out substorm model. We used magnetic field data from 2013 and 2014 obtained by the Time History of Events and Macroscale Interactions during Substorms E (THEMIS-E) satellite (sampling rate: 4 Hz). A total of 1283 severe magnetic fluctuation events were identified that satisfied the criteria σB/B > 0. 5, where σB and B are the standard deviation and the average value of magnetic field intensity during the time interval of the local proton gyroperiod, respectively. We found that the occurrence rates of severe fluctuation events are 0.00118, 0.00899, and 0.0238 % at 6-8, 8-10, and 10-12 RE, respectively, and most events last for no more than 15 s. From these occurrence rates, we estimated the possible scale sizes of current disruption by severe magnetic fluctuations as 3.83 RE3 by assuming that four substorms with 5 min intervals of current disruption occur every day. The fluctuation events occurred most frequently at the ZGSM (Z distance in the geocentric solar magnetospheric coordinate system) close to the model neutral sheet within 0.2 RE. Most events occur in association with sudden decreases in the auroral electrojet lower (AL) index and magnetic field dipolarization, indicating that they are related to substorms. Sixty-two percent of magnetic fluctuation events were accompanied by ion flow with velocity V > 100 km s-1, indicating that the violation of ion gyromotion tends to occur during high-speed flow in the near-Earth plasma sheet. The superposed epoch analysis also indicated that the flow speed increases before the severe magnetic fluctuations. We discuss how both the inside-out and outside-in substorm models can explain this increase in flow speeds before magnetic fluctuation events.

The troika of business cycle, efficiency and volatility. An East Asian perspective

NASA Astrophysics Data System (ADS)

Arshad, Shaista; Rizvi, Syed Aun R.

2015-02-01

The EMH has been the subject of much debate over the past few decades, with a recent surge in interest in Asian markets. Asian markets which traditionally comprise of many emerging markets are more volatile and speculative in nature. The heart of our study focuses on the East Asian economies, which have experienced massive capital inflows. This begs the question of whether or not the stock markets are efficient enough for further investment and development. Our paper differs from existing literature as it focuses on deriving weak form efficiency rankings during different business cycle phases. We endeavour further to assess the volatility and business cycle phases. Taking Malaysia, Indonesia, Singapore and South Korea owing to their economic and financial development, we use MF-DFA to derive efficiency rankings and find firstly, the overall efficiency has improved over the past two decades and secondly, markets are more efficient in growth phases in comparison to its preceding decline. Similarly, employing wavelet decomposition in conjunction with EGARCH, we obtain volatility of stock markets in two distinct time horizons, i.e. short term and long term. We find the markets to be more stable during economic boom than its preceding bust. Our results confer with mainstream literature.

Changes in the Hurst exponent of heartbeat intervals during physical activity

NASA Astrophysics Data System (ADS)

Martinis, M.; Knežević, A.; Krstačić, G.; Vargović, E.

2004-07-01

The fractal scaling properties of the heartbeat time series are studied in different controlled ergometric regimes using both the improved Hurst rescaled range (R/S) analysis and the detrended fluctuation analysis (DFA). The long-time “memory effect” quantified by the value of the Hurst exponent H>0.5 is found to increase during progressive physical activity in healthy subjects, in contrast to those having stable angina pectoris, where it decreases. The results are also supported by the detrended fluctuation analysis. We argue that this finding may be used as a useful new diagnostic parameter for short heartbeat time series.

Classical linear-control analysis applied to business-cycle dynamics and stability

NASA Technical Reports Server (NTRS)

Wingrove, R. C.

1983-01-01

Linear control analysis is applied as an aid in understanding the fluctuations of business cycles in the past, and to examine monetary policies that might improve stabilization. The analysis shows how different policies change the frequency and damping of the economic system dynamics, and how they modify the amplitude of the fluctuations that are caused by random disturbances. Examples are used to show how policy feedbacks and policy lags can be incorporated, and how different monetary strategies for stabilization can be analytically compared. Representative numerical results are used to illustrate the main points.

Experimental analysis of drift waves destabilization in a toroidal plasma

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

Riccardi, C.; Xuantong, D.; Salierno, M.

1997-11-01

This paper concerns the study of the development of turbulence in a toroidal magnetoplasma [C. Riccardi {ital et al.}, Plasma Phys. {bold 36}, 1791 (1994)]. This analysis has been performed by evaluating wave number, frequency spectra, and bicoherence coefficients of density fluctuations associated to drift wave propagation. Plasma parameters have been changed over a wide range, in order to identify and characterize density fluctuations both in absence and in presence of nonlinear phenomena. {copyright} {ital 1997 American Institute of Physics.}

Effects of Barometric Fluctuations on Well Water-Level Measurements and Aquifer Test Data

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

Spane, Frank A.

1999-12-16

This report examines the effects of barometric fluctuations on well water-level measurements and evaluates adjustment and removal methods for determining areal aquifer head conditions and aquifer test analysis. Two examples of Hanford Site unconfined aquifer tests are examined that demonstrate baro-metric response analysis and illustrate the predictive/removal capabilities of various methods for well water-level and aquifer total head values. Good predictive/removal characteristics were demonstrated with best corrective results provided by multiple-regression deconvolution methods.

Time-frequency analysis of transient signals - application to cardiovascular control

NASA Astrophysics Data System (ADS)

Keselbrener, Laurence; Akselrod, Solange

A method for time-frequency decomposition (SDA) is presented for the analysis of cardiovascular signals, during steady state as well as under transient conditions. The SDA is applied to a simulated noisy non-stationary signal. It reliably discloses the time evolution of the different spectral components of the signal and does not present noise propagation as other time-frequency methods, such as Wigner-Ville distribution does. A comparison with the well-known short-time Fourier transform is also performed for non-stationary simulated signal showing that the SDA achieves a higher time-frequency resolution. Two physiological applications are then presented in which the SDA is used for the analysis of HR and BP variability, reflecting the activity of the autonomic nervous system. The power spectra of heart rate (HR) and blood pressure (BP) fluctuations during a change of posture from supine to standing are calculated. The decrease of vagal activity on standing is obvious and can be quantified from the spectrum of HR fluctuations. The increase in the LF fluctuations of both BP and HR spectra reflect the enhancement in sympathetic activity on standing. Finally, the power spectrum of fetal HR fluctuations is obtained by SDA. The respiratory peak is observed and can help in evaluating fetal well-being.

Normal Mode Analysis of Polytheonamide B

NASA Astrophysics Data System (ADS)

Mori, Takaharu; Kokubo, Hironori; Shimizu, Hirofumi; Iwamoto, Masayuki; Oiki, Shigetoshi; Okamoto, Yuko

2007-09-01

Polytheonamide B is a linear 48-residue peptide which forms a single β-helix structure with alternating d- and l-amino acids and contains methylated and hydroxy variants of proteinogenic amino acids. To investigate the dynamical properties of polytheonamide B we perform the normal mode analysis. Root-mean-square displacements of all backbone atoms, root-mean-square fluctuations of the backbone dihedral angles (φ,\\psi), and correlation factors for the Cα atom fluctuations and for the dihedral angle fluctuations are calculated. The normal mode analysis reveals that polytheonamide B shows the elastic rod behavior in the very low-frequency regions and that librational motions of backbone amide planes have the modes with relatively low frequencies, which is relevant to the function of polytheonamide B. In addition, these librational motions occur almost independently and weakly anticorrelate with those of the hydrogen-bonded neighboring amide planes. Calculations of the backbone fluctuations show that the flexibility of polytheonamide B is roughly uniform over the entire helix. We compare our results with those of gramicidin A, the analogue of polytheonamide B, to discuss the structures and functions, and obtain some common features in the flexibilities and dynamics of the backbone atoms. These results present important clues for clarifying the function of polytheonamide B at the atomic level.

Complex Dynamics of Equatorial Scintillation

NASA Astrophysics Data System (ADS)

Piersanti, Mirko; Materassi, Massimo; Forte, Biagio; Cicone, Antonio

2017-04-01

Radio power scintillation, namely highly irregular fluctuations of the power of trans-ionospheric GNSS signals, is the effect of ionospheric plasma turbulence. The scintillation patterns on radio signals crossing the medium inherit the ionospheric turbulence characteristics of inter-scale coupling, local randomness and large time variability. On this basis, the remote sensing of local features of the turbulent plasma is feasible by studying radio scintillation induced by the ionosphere. The distinctive character of intermittent turbulent media depends on the fluctuations on the space- and time-scale statistical properties of the medium. Hence, assessing how the signal fluctuation properties vary under different Helio-Geophysical conditions will help to understand the corresponding dynamics of the turbulent medium crossed by the signal. Data analysis tools, provided by complex system science, appear to be best fitting to study the response of a turbulent medium, as the Earth's equatorial ionosphere, to the non-linear forcing exerted by the Solar Wind (SW). In particular we used the Adaptive Local Iterative Filtering, the Wavelet analysis and the Information theory data analysis tool. We have analysed the radio scintillation and ionospheric fluctuation data at low latitude focusing on the time and space multi-scale variability and on the causal relationship between forcing factors from the SW environment and the ionospheric response.

Evidence for Chaotic Edge Turbulence in the Alcator C-Mod Tokamak

NASA Astrophysics Data System (ADS)

Zhu, Ziyan; White, Anne; Carter, Troy; Terry, Jim; Baek, Seung Gyou

2017-10-01

Turbulence greatly reduces the confinement time of magnetic-confined plasmas; understanding the nature of this turbulence and the associated transport is therefore of great importance. This research seeks to establish whether turbulent fluctuations in Alcator C-Mod are chaotic or stochastic. Stochastic fluctuations may lead to a random walk diffusive transport, whereas a diffusive description is unlikely to be valid for chaotic fluctuations since it lives in restricted areas of phase space (e.g., on attractors). Analysis of the time series obtained with the O-mode reflectometer and the gas puff imaging (GPI) systems reveals that the turbulent density fluctuations in C-Mod are chaotic. Supporting evidence for this conclusion includes the observation of an exponential power spectra (which is associated with Lorentzian-shaped pulses in the time series), the population of the corresponding Bandt-Pompe (BP) probability distribution, and the location of the signal on the Complexity-Entropy plane (C-H plane). These analysis techniques will be briefly introduced along with a discussion of the analysis results. The classification of edge turbulence as chaotic opens the door for further work to understand the underlying process and the impact on turbulent transport. Supported by USDoE awards DE-FC02-99ER54512 and DE-FC02-07ER54918:011.

A study on Improvisation in a Musical performance using Multifractal Detrended Cross Correlation Analysis

NASA Astrophysics Data System (ADS)

Sanyal, Shankha; Banerjee, Archi; Patranabis, Anirban; Banerjee, Kaushik; Sengupta, Ranjan; Ghosh, Dipak

2016-11-01

MFDFA (the most rigorous technique to assess multifractality) was performed on four Hindustani music samples played on same 'raga' sung by the same performer. Each music sample was divided into six parts and 'multifractal spectral width' was determined for each part corresponding to the four samples. The results obtained reveal that different parts of all the four sound signals possess spectral width of widely varying values. This gives a cue of the so called 'musical improvisation' in all music samples, keeping in mind they belong to the bandish part of the same raga. Formal compositions in Hindustani raga are juxtaposed with the improvised portions, where an artist manoeuvers his/her own creativity to bring out a mood that is specific for that particular performance, which is known as 'improvisation'. Further, this observation hints at the association of different emotions even in the same bandish of the same raga performed by the same artist, this interesting observation cannot be revealed unless rigorous non-linear technique explores the nature of musical structure. In the second part, we applied MFDXA technique to explore more in-depth about 'improvisation' and association with emotion. This technique is applied to find the degree of cross-correlation (γx) between the different parts of the samples. Pronounced correlation has been observed in the middle parts of the all the four samples evident from higher values of γx ​whereas the other parts show weak correlation. This gets further support from the values of spectral width from different parts of the sample - width of those parts is significantly different from other parts. This observation is extremely new both in respect of musical structure of so called improvisation and associated emotion. The importance of this study in application area of cognitive music therapy is immense.

Fluctuating Selection in the Moran.

PubMed

Dean, Antony M; Lehman, Clarence; Yi, Xiao

2017-03-01

Contrary to classical population genetics theory, experiments demonstrate that fluctuating selection can protect a haploid polymorphism in the absence of frequency dependent effects on fitness. Using forward simulations with the Moran model, we confirm our analytical results showing that a fluctuating selection regime, with a mean selection coefficient of zero, promotes polymorphism. We find that increases in heterozygosity over neutral expectations are especially pronounced when fluctuations are rapid, mutation is weak, the population size is large, and the variance in selection is big. Lowering the frequency of fluctuations makes selection more directional, and so heterozygosity declines. We also show that fluctuating selection raises d n / d s ratios for polymorphism, not only by sweeping selected alleles into the population, but also by purging the neutral variants of selected alleles as they undergo repeated bottlenecks. Our analysis shows that randomly fluctuating selection increases the rate of evolution by increasing the probability of fixation. The impact is especially noticeable when the selection is strong and mutation is weak. Simulations show the increase in the rate of evolution declines as the rate of new mutations entering the population increases, an effect attributable to clonal interference. Intriguingly, fluctuating selection increases the d n / d s ratios for divergence more than for polymorphism, a pattern commonly seen in comparative genomics. Our model, which extends the classical neutral model of molecular evolution by incorporating random fluctuations in selection, accommodates a wide variety of observations, both neutral and selected, with economy. Copyright © 2017 by the Genetics Society of America.

Fluctuating asymmetry and stress in a medieval Nubian population.

PubMed

Deleon, Valerie B

2007-04-01

Fluctuating asymmetry is commonly used as a bioindicator of developmental stress. This study addresses asymmetry under nutritional/systemic stress in the human craniofacial skeleton and its utility as an indicator of developmental instability. Crania from the diachronic Christian cemeteries at Kulubnarti (Sudanese Nubia) were chosen as a model for nutrition/systemic stress. Previous studies indicate that individuals from the Early Christian cemetery were subjected to greater developmental stress when compared with individuals from the Late Christian cemetery. Therefore, crania from the Early Christian cemetery should display a greater magnitude of fluctuating asymmetry than crania from the Late Christian cemetery. Thirty adult crania of comparable age and sex were selected from each population. Landmark coordinates were digitized in two separate trials and averaged to minimize error. Euclidean distance matrix analysis (EDMA) was used to measure and compare the magnitude of fluctuating asymmetry in each sample. Results indicate that crania from the Early Christian cemetery display greater amounts of fluctuating asymmetry than those from the Late Christian cemetery, as predicted. The degree of fluctuating asymmetry for each linear distance is highly correlated between the cemeteries, suggesting that all humans may share common patterns of fluctuating asymmetry in the skull. In contrast, there is little correlation between magnitude of fluctuating asymmetry and length of linear distance, between-subject variability, or measurement error. These results support the hypothesis that poor nutrition/systemic stress increases developmental instability in the human skull and that increased fluctuating asymmetry constitutes morphological evidence of this stress.

Time-resolved microrheology of actively remodeling actomyosin networks

NASA Astrophysics Data System (ADS)

Silva, Marina Soares e.; Stuhrmann, Björn; Betz, Timo; Koenderink, Gijsje H.

2014-07-01

Living cells constitute an extraordinary state of matter since they are inherently out of thermal equilibrium due to internal metabolic processes. Indeed, measurements of particle motion in the cytoplasm of animal cells have revealed clear signatures of nonthermal fluctuations superposed on passive thermal motion. However, it has been difficult to pinpoint the exact molecular origin of this activity. Here, we employ time-resolved microrheology based on particle tracking to measure nonequilibrium fluctuations produced by myosin motor proteins in a minimal model system composed of purified actin filaments and myosin motors. We show that the motors generate spatially heterogeneous contractile fluctuations, which become less frequent with time as a consequence of motor-driven network remodeling. We analyze the particle tracking data on different length scales, combining particle image velocimetry, an ensemble analysis of the particle trajectories, and finally a kymograph analysis of individual particle trajectories to quantify the length and time scales associated with active particle displacements. All analyses show clear signatures of nonequilibrium activity: the particles exhibit random motion with an enhanced amplitude compared to passive samples, and they exhibit sporadic contractile fluctuations with ballistic motion over large (up to 30 μm) distances. This nonequilibrium activity diminishes with sample age, even though the adenosine triphosphate level is held constant. We propose that network coarsening concentrates motors in large clusters and depletes them from the network, thus reducing the occurrence of contractile fluctuations. Our data provide valuable insight into the physical processes underlying stress generation within motor-driven actin networks and the analysis framework may prove useful for future microrheology studies in cells and model organisms.

Measurement-device-independent quantum key distribution with correlated source-light-intensity errors

NASA Astrophysics Data System (ADS)

Jiang, Cong; Yu, Zong-Wen; Wang, Xiang-Bin

2018-04-01

We present an analysis for measurement-device-independent quantum key distribution with correlated source-light-intensity errors. Numerical results show that the results here can greatly improve the key rate especially with large intensity fluctuations and channel attenuation compared with prior results if the intensity fluctuations of different sources are correlated.

Multiplicity fluctuation analysis of target residues in nucleus-emulsion collisions at a few hundred MeV/nucleon

NASA Astrophysics Data System (ADS)

Zhang, Dong-Hai; Chen, Yan-Ling; Wang, Guo-Rong; Li, Wang-Dong; Wang, Qing; Yao, Ji-Jie; Zhou, Jian-Guo; Zheng, Su-Hua; Xu, Li-Ling; Miao, Hui-Feng; Wang, Peng

2014-07-01

Multiplicity fluctuation of the target evaporated fragments emitted in 290 MeV/u 12C-AgBr, 400 MeV/u 12C-AgBr, 400 MeV/u 20Ne-AgBr and 500 MeV/u 56Fe-AgBr interactions is investigated using the scaled factorial moment method in two-dimensional normal phase space and cumulative variable space, respectively. It is found that in normal phase space the scaled factorial moment (ln) increases linearly with the increase of the divided number of phase space (lnM)for lower q-value and increases linearly with the increase of lnM, and then becomes saturated or decreased for a higher q-value. In cumulative variable space ln decreases linearly with increase of lnM. This indicates that no evidence of non-statistical multiplicity fluctuation is observed in our data sets. So, any fluctuation indicated in the results of normal variable space analysis is totally caused by the non-uniformity of the single-particle density distribution.

Temperature fluctuations and the thermodynamic determination of the cooperativity length in glass forming liquids.

PubMed

Chua, Y Z; Zorn, R; Holderer, O; Schmelzer, J W P; Schick, C; Donth, E

2017-03-14

The aim of this paper is to decide which of the two possible thermodynamic expressions for the cooperativity length in glass forming liquids is the correct one. In the derivation of these two expressions, the occurrence of temperature fluctuations in the considered nanoscale subsystems is either included or neglected. Consequently, our analysis gives also an answer to the widely discussed problem whether temperature fluctuations have to be generally accounted for in thermodynamics or not. To this end, the characteristic length-scales at equal times and temperatures for propylene glycol were determined independently from AC calorimetry in both the above specified ways and from quasielastic neutron scattering (QENS), and compared. The result shows that the cooperative length determined from QENS coincides most consistently with the cooperativity length determined from AC calorimetry measurements for the case that the effect of temperature fluctuations is incorporated in the description. This conclusion indicates that-accounting for temperature fluctuations-the characteristic length can be derived by thermodynamic considerations from the specific parameters of the liquid at glass transition and that temperature does fluctuate in small systems.

Prediction of HR/BP response to the spontaneous breathing trial by fluctuation dissipation theory

NASA Astrophysics Data System (ADS)

Chen, Man

2014-03-01

We applied the non-equilibrium fluctuation dissipation theorem to predict how critically-ill patients respond to treatment, based on both heart rate data and blood pressure data collected by standard hospital monitoring devices. The non-equilibrium fluctuation dissipation theorem relates the response of a system to a perturbation to the fluctuations in the stationary state of the system. It is shown that the response of patients to a standard procedure performed on patients, the spontaneous breathing trial (SBT), can be predicted by the non-equilibrium fluctuation dissipation approach. We classify patients into different groups according to the patients' characteristics. For each patient group, we extend the fluctuation dissipation theorem to predict interactions between blood pressure and beat-to-beat dynamics of heart rate in response to a perturbation (SBT), We also extract the form of the perturbation function directly from the physiological data, which may help to reduce the prediction error. We note this method is not limited to the analysis of the heart rate dynamics, but also can be applied to analyze the response of other physiological signals to other clinical interventions.

An improved car-following model considering velocity fluctuation of the immediately ahead car

NASA Astrophysics Data System (ADS)

Yu, Shaowei; Huang, Mengxing; Ren, Jia; Shi, Zhongke

2016-05-01

To better describe car-following behaviors in the adaptive cruise control strategy and further increase roadway traffic mobility and reduce fuel consumptions, the linkage between velocity fluctuation of the immediately ahead car and the following car's acceleration or deceleration is explored with respect to the measured car-following data by employing the gray correlation analysis theory and then an improved car-following model considering velocity fluctuation of the immediately ahead car on basis of the full velocity difference model is proposed. Numerical simulations are carried out and the effects of velocity fluctuation of the immediately ahead car on each car's velocity, acceleration, vehicular gap, fuel consumptions and the total fuel consumptions of the whole car-following system with different time window lengths are investigated in detail. The results show that velocity fluctuation of the immediately ahead car has significant effects on car-following behaviors and fuel consumptions, and that considering velocity fluctuation of the immediately ahead car in designing the adaptive cruise control system can improve traffic flow stability and reduce fuel consumptions.

Isolating long-wavelength fluctuation from structural relaxation in two-dimensional glass: cage-relative displacement

NASA Astrophysics Data System (ADS)

Shiba, Hayato; Keim, Peter; Kawasaki, Takeshi

2018-03-01

It has recently been revealed that long-wavelength fluctuation exists in two-dimensional (2D) glassy systems, having the same origin as that given by the Mermin-Wagner theorem for 2D crystalline solids. In this paper, we discuss how to characterise quantitatively the long-wavelength fluctuation in a molecular dynamics simulation of a lightly supercooled liquid. We employ the cage-relative mean-square displacement (MSD), defined on relative displacement to its cage, to quantitatively separate the long-wavelength fluctuation from the original MSD. For increasing system size the amplitude of acoustic long wavelength fluctuations not only increases but shifts to later times causing a crossover with structural relaxation of caging particles. We further analyse the dynamic correlation length using the cage-relative quantities. It grows as the structural relaxation becomes slower with decreasing temperature, uncovering an overestimation by the four-point correlation function due to the long-wavelength fluctuation. These findings motivate the usage of cage-relative MSD as a starting point for analysis of 2D glassy dynamics.

Frequency fluctuations in the solar corona investigated with radio sounding experiments on the spacecraft ROSETTA and MARS EXPRESS in 2010/2011

NASA Astrophysics Data System (ADS)

Efimov, A. I.; Lukanina, L. A.; Samoznaev, L. N.; Chashei, I. V.; Bird, M. K.; Pätzold, M.

2017-03-01

Coronal radio-sounding experiments were carried out using two-way coherent dual-frequency carrier signals of the ESA spacecraft ROSETTA in 2010 and MARS EXPRESS in 2010/2011. Differential frequency measurements recorded at both NASA and ESA tracking stations (sample rate: 1 Hz) are analyzed in this paper. Spectral analysis of the S-band, X-band, and differential frequency records has shown that the r.m.s. frequency fluctuation of each signal can be described by a radial power-law function of the form σi = Ai(R/R⊙)-βi, where i = s, x, sx. The ratio of the coefficients As and Ax differs from the expected theoretical value As/Ax = fs/fx. This occurs because the X-band fluctuations underlie two-way propagation conditions while the S-band fluctuations are essentially the product of a one-way propagation experiment. The intensity of the frequency fluctuations decreases sharply at high heliolatitudes. The asymmetry of the frequency fluctuation intensity between ingress and egress is exploited to determine the solar wind speed at small heliocentric distances.

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

Vaidheeswaran, Avinash; Shaffer, Franklin; Gopalan, Balaji

Here, the statistics of fluctuating velocity components are studied in the riser of a closed-loop circulating fluidized bed with fluid catalytic cracking catalyst particles. Our analysis shows distinct similarities as well as deviations compared to existing theories and bench-scale experiments. The study confirms anisotropic and non-Maxwellian distribution of fluctuating velocity components. The velocity distribution functions (VDFs) corresponding to transverse fluctuations exhibit symmetry, and follow a stretched-exponential behavior up to three standard deviations. The form of the transverse VDF is largely determined by interparticle interactions. The tails become more overpopulated with an increase in particle loading. The observed deviations from themore » Gaussian distribution are represented using the leading order term in the Sonine expansion, which is commonly used to approximate the VDFs in kinetic theory for granular flows. The vertical fluctuating VDFs are asymmetric and the skewness shifts as the wall is approached. In comparison to transverse fluctuations, the vertical VDF is determined by the local hydrodynamics. This is an observation of particle velocity fluctuations in a large-scale system and their quantitative comparison with the Maxwell-Boltzmann statistics.« less

Characterization of broadband fluctuations in wide-pedestal QH-mode plasmas on DIII-D

NASA Astrophysics Data System (ADS)

Muscatello, C. M.; Burrell, K. H.; Luhmann, N. C., Jr.; McKee, G. R.; Tobias, B.

2016-10-01

Edge broadband fluctuations observed in wide pedestal quiescent H-mode plasmas may play an important role in driving transport necessary for stabilizing the edge to kink-peeling modes, thought to lead to ELMs. Density fluctuation measurements from BES and MIR independently observe periodic bursts in the pedestal that show up spectrally as broadband fluctuations. The period of the fluctuation bursts correlate with the period of enhanced bicoherence in the frequency range of the fluctuations, suggesting nonlinear coupling of turbulence. Time-delay estimation analysis of the 2D BES data shows strong evidence of a low-frequency zonal flow in the pedestal with a period matching that of the bursts. The carbon pressure gradient and E × B velocity, determined from CER, and ECE emission also oscillate with the same period. This behavior can be described as a quasi-stationary, limit-cycle oscillation and modeled by a set of predator-prey equations relating the zonal flow, equilibrium flow, and turbulence amplitude. Supported by the US DOE under DE-FC02-04ER54698, DE-FG02-99ER54531, DE-AC02-09CH11466.

The Transport of Density Fluctuations Throughout the Heliosphere

NASA Technical Reports Server (NTRS)

Zank, G. P.; Jetha, N.; Hu, Q.; Hunana, P.

2012-01-01

The solar wind is recognized as a turbulent magnetofluid, for which the properties of the turbulent velocity and magnetic field fluctuations are often described by the equations of incompressible magnetohydrodynamics (MHD). However, low-frequency density turbulence is also ubiquitous. On the basis of a nearly incompressible formulation of MHD in the expanding inhomogeneous solar wind, we derive the transport equation for the variance of the density fluctuations (Rho(exp 2)). The transport equation shows that density fluctuations behave as a passive scalar in the supersonic solar wind. In the absence of sources of density turbulence, such as within 1AU, the variance (Rho(exp 2)) approximates r(exp -4). In the outer heliosphere beyond 1 AU, the shear between fast and slow streams, the propagation of shocks, and the creation of interstellar pickup ions all act as sources of density turbulence. The model density fluctuation variance evolves with heliocentric distance within approximately 300 AU as (Rho(exp 2)) approximates r(exp -3.3) after which it flattens and then slowly increases. This is precisely the radial profile for the density fluctuation variance observed by Voyager 2. Using a different analysis technique, we confirm the radial profile for Rho(exp 2) of Bellamy, Cairns, & Smith using Voyager 2 data. We conclude that a passive scalar description for density fluctuations in the supersonic solar wind can explain the density fluctuation variance observed in both the inner and the outer heliosphere.

Photorespiration plays an important role in the regulation of photosynthetic electron flow under fluctuating light in tobacco plants grown under full sunlight.

PubMed

Huang, Wei; Hu, Hong; Zhang, Shi-Bao

2015-01-01

Plants usually experience dynamic fluctuations of light intensities under natural conditions. However, the responses of mesophyll conductance, CO2 assimilation, and photorespiration to light fluctuation are not well understood. To address this question, we measured photosynthetic parameters of gas exchange and chlorophyll fluorescence in tobacco leaves at 2-min intervals while irradiance levels alternated between 100 and 1200 μmol photons m(-2) s(-1). Compared with leaves exposed to a constant light of 1200 μmol photons m(-2) s(-1), both stomatal and mesophyll conductances were significantly restricted in leaves treated with fluctuating light condition. Meanwhile, CO2 assimilation rate and electron flow devoted to RuBP carboxylation at 1200 μmol photons m(-2) s(-1) under fluctuating light were limited by the low chloroplast CO2 concentration. Analysis based on the C3 photosynthesis model indicated that, at 1200 μmol photons m(-2) s(-1) under fluctuating light, the CO2 assimilation rate was limited by RuBP carboxylation. Electron flow devoted to RuBP oxygenation at 1200 μmol photons m(-2) s(-1) under fluctuating light remained at nearly the maximum level throughout the experimental period. We conclude that fluctuating light restricts CO2 assimilation by decreasing both stomatal and mesophyll conductances. Under such conditions, photorespiration plays an important role in the regulation of photosynthetic electron flow.

Fluctuation-Driven Neural Dynamics Reproduce Drosophila Locomotor Patterns

PubMed Central

Cruchet, Steeve; Gustafson, Kyle; Benton, Richard; Floreano, Dario

2015-01-01

The neural mechanisms determining the timing of even simple actions, such as when to walk or rest, are largely mysterious. One intriguing, but untested, hypothesis posits a role for ongoing activity fluctuations in neurons of central action selection circuits that drive animal behavior from moment to moment. To examine how fluctuating activity can contribute to action timing, we paired high-resolution measurements of freely walking Drosophila melanogaster with data-driven neural network modeling and dynamical systems analysis. We generated fluctuation-driven network models whose outputs—locomotor bouts—matched those measured from sensory-deprived Drosophila. From these models, we identified those that could also reproduce a second, unrelated dataset: the complex time-course of odor-evoked walking for genetically diverse Drosophila strains. Dynamical models that best reproduced both Drosophila basal and odor-evoked locomotor patterns exhibited specific characteristics. First, ongoing fluctuations were required. In a stochastic resonance-like manner, these fluctuations allowed neural activity to escape stable equilibria and to exceed a threshold for locomotion. Second, odor-induced shifts of equilibria in these models caused a depression in locomotor frequency following olfactory stimulation. Our models predict that activity fluctuations in action selection circuits cause behavioral output to more closely match sensory drive and may therefore enhance navigation in complex sensory environments. Together these data reveal how simple neural dynamics, when coupled with activity fluctuations, can give rise to complex patterns of animal behavior. PMID:26600381

Comprehensive multilevel in vivo and in vitro analysis of heart rate fluctuations in mice by ECG telemetry and electrophysiology.

PubMed

Fenske, Stefanie; Pröbstle, Rasmus; Auer, Franziska; Hassan, Sami; Marks, Vanessa; Pauza, Danius H; Biel, Martin; Wahl-Schott, Christian

2016-01-01

The normal heartbeat slightly fluctuates around a mean value; this phenomenon is called physiological heart rate variability (HRV). It is well known that altered HRV is a risk factor for sudden cardiac death. The availability of genetic mouse models makes it possible to experimentally dissect the mechanism of pathological changes in HRV and its relation to sudden cardiac death. Here we provide a protocol that allows for a comprehensive multilevel analysis of heart rate (HR) fluctuations. The protocol comprises a set of techniques that include in vivo telemetry and in vitro electrophysiology of intact sinoatrial network preparations or isolated single sinoatrial node (SAN) cells. In vitro preparations can be completed within a few hours, with data acquisition within 1 d. In vivo telemetric ECG requires 1 h for surgery and several weeks for data acquisition and analysis. This protocol is of interest to researchers investigating cardiovascular physiology and the pathophysiology of sudden cardiac death.

Colonial, more widely distributed and less abundant bird species undergo wider population fluctuations independent of their population trend

PubMed Central

Møller, Anders P.

2017-01-01

Understanding temporal variability in population size is important for conservation biology because wide population fluctuations increase the risk of extinction. Previous studies suggested that certain ecological, demographic, life-history and genetic characteristics of species might be related to the degree of their population fluctuations. We checked whether that was the case in a large sample of 231 European breeding bird species while taking a number of potentially confounding factors such as population trends or similarities among species due to common descent into account. When species-specific characteristics were analysed one by one, the magnitude of population fluctuations was positively related to coloniality, habitat, total breeding range, heterogeneity of breeding distribution and natal dispersal, and negatively related to urbanisation, abundance, relative number of subspecies, parasitism and proportion of polymorphic loci. However, when abundance (population size) was included in the analyses of the other parameters, only coloniality, habitat, total breeding range and abundance remained significantly related to population fluctuations. The analysis including all these predictors simultaneously showed that population size fluctuated more in colonial, less abundant species with larger breeding ranges. Other parameters seemed to be related to population fluctuations only because of their association with abundance or coloniality. The unexpected positive relationship between population fluctuations and total breeding range did not seem to be mediated by abundance. The link between population fluctuations and coloniality suggests a previously unrecognized cost of coloniality. The negative relationship between population size and population fluctuations might be explained by at least three types of non-mutually exclusive stochastic processes: demographic, environmental and genetic stochasticity. Measurement error in population indices, which was unknown, may have contributed to the negative relationship between population size and fluctuations, but apparently only to a minor extent. The association between population size and fluctuations suggests that populations might be stabilized by increasing population size. PMID:28253345

Langmuir probe measurements in a time-fluctuating-highly ionized non-equilibrium cutting arc: analysis of the electron retarding part of the time-averaged current-voltage characteristic of the probe.

PubMed

Prevosto, L; Kelly, H; Mancinelli, B

2013-12-01

This work describes the application of Langmuir probe diagnostics to the measurement of the electron temperature in a time-fluctuating-highly ionized, non-equilibrium cutting arc. The electron retarding part of the time-averaged current-voltage characteristic of the probe was analysed, assuming that the standard exponential expression describing the electron current to the probe in collision-free plasmas can be applied under the investigated conditions. A procedure is described which allows the determination of the errors introduced in time-averaged probe data due to small-amplitude plasma fluctuations. It was found that the experimental points can be gathered into two well defined groups allowing defining two quite different averaged electron temperature values. In the low-current region the averaged characteristic was not significantly disturbed by the fluctuations and can reliably be used to obtain the actual value of the averaged electron temperature. In particular, an averaged electron temperature of 0.98 ± 0.07 eV (= 11400 ± 800 K) was found for the central core of the arc (30 A) at 3.5 mm downstream from the nozzle exit. This average included not only a time-average over the time fluctuations but also a spatial-average along the probe collecting length. The fitting of the high-current region of the characteristic using such electron temperature value together with the corrections given by the fluctuation analysis showed a relevant departure of local thermal equilibrium in the arc core.

Quantification of Nanoscale Density Fluctuations in Biological Cells/Tissues: Inverse Participation Ratio (IPR) Analysis of Transmission Electron Microscopy Images and Implications for Early-Stage Cancer Detection

NASA Astrophysics Data System (ADS)

Pradhan, Prabhakar; Damania, Dhwanil; Joshi, Hrushikesh; Taflove, Allen; Roy, Hemant; Dravid, Vinayak; Backman, Vadim

2010-03-01

We report a study of the nanoscale mass density fluctuations of biological cells and tissues by quantifying their nanoscale light-localization properties. Transmission electron microscope (TEM) images of human cells and tissues are used to construct corresponding effective disordered optical lattices. Light-localization properties are studied by statistical analysis of the inverse participation ratio (IPR) of the eigenfunctions of these optical lattices at the nanoscales. Our results indicate elevation of the nanoscale disorder strength (e.g., refractive index fluctuations) in early carcinogenesis. Importantly, our results demonstrate that the increase in the nanoscale disorder represents the earliest structural alteration in cells undergoing carcinogenesis known to-date. Potential applications of the technique for early stage cancer detection will be discussed.

Inferences about Membrane Properties from Electrical Noise Measurements

PubMed Central

Stevens, Charles F.

1972-01-01

Four sources of electrical noise in biological membranes, each with a different physical basis, are discussed; the analysis of each type of noise potentially yields a different sort of information about membrane properties. (a) From the thermal noise spectrum, the passive membrane impedance may be obtained, so that thermal noise measurements are essentially equivalent to the type of since wave analysis carried out by Cole and Curtis. (b) If adequately high frequency measurements could be made, the shot noise spectrum should give information about the average motion of a single ion within the membrane. (c) The number of charge carriers and single ion mobilities within the membrane can possibly be inferred from measurements of noise with a 1/f spectrum. Available data indicate, for example, that increases in axon membrane conductance are not achieved by modulations in the mobility of ions within the membrane. (d) Fluctuations arising from the mechanisms normally responsible for membrane conductance changes can produce a type of electrical noise. Analysis of such conductance fluctuations provides a way to assess the validity of various microscopic models for the behavior of individual channels. Two different probabilistic interpretations of the Hodgkin-Huxley equations are investigated here and shown to yield different predictions about the spectrum of conductance fluctuations; thus, appropriate noise measurements may serve to eliminate certain classes of microscopic models for membrane conductance changes. Further, it is shown how the analysis of conductance fluctuations can, in some circumstances, provide an estimate of the conductance of a single channel. PMID:5044577

The Role of Higher-Order Modes on the Electromagnetic Whistler-Cyclotron Wave Fluctuations of Thermal and Non-Thermal Plasmas

NASA Technical Reports Server (NTRS)

Vinas, Adolfo F.; Moya, Pablo S.; Navarro, Roberto; Araneda, Jamie A.

2014-01-01

Two fundamental challenging problems of laboratory and astrophysical plasmas are the understanding of the relaxation of a collisionless plasmas with nearly isotropic velocity distribution functions and the resultant state of nearly equipartition energy density with electromagnetic plasma turbulence. Here, we present the results of a study which shows the role that higher-order-modes play in limiting the electromagnetic whistler-like fluctuations in a thermal and non-thermal plasma. Our main results show that for a thermal plasma the magnetic fluctuations are confined by regions that are bounded by the least-damped higher order modes. We further show that the zone where the whistler-cyclotron normal modes merges the electromagnetic fluctuations shifts to longer wavelengths as the beta(sub e) increases. This merging zone has been interpreted as the beginning of the region where the whistler-cyclotron waves losses their identity and become heavily damped while merging with the fluctuations. Our results further indicate that in the case of nonthermal plasmas, the higher-order modes do not confine the fluctuations due to the effective higher-temperature effects and the excess of suprathermal plasma particles. The analysis presented here considers the second-order theory of fluctuations and the dispersion relation of weakly transverse fluctuations, with wave vectors parallel to the uniform background magnetic field, in a finite temperature isotropic bi-Maxwellian and Tsallis-kappa-like magnetized electron-proton plasma. Our results indicate that the spontaneously emitted electromagnetic fluctuations are in fact enhanced over these quasi modes suggesting that such modes play an important role in the emission and absorption of electromagnetic fluctuations in thermal or quasi-thermal plasmas.

Relationship of Early Spontaneous Type V Blood Pressure Fluctuation after Thrombolysis in Acute Cerebral Infarction Patients and the Prognosis

PubMed Central

Zuo, Lian; Wan, Ting; Xu, Xiahong; Liu, Feifeng; Li, Changsong; Li, Ying; Zhang, Yue; Zhang, Jing; Bao, Huan; Li, Gang

2016-01-01

We examined the relationship between an early spontaneous type V blood pressure fluctuation and the post-thrombolysis prognosis of patients with acute cerebral infarction. Patients were admitted consecutively. All patients were categorized into the type V blood pressure fluctuation group or non-type V blood pressure group. Their blood pressure was monitored before thrombolysis and until 6 h after thrombolysis. Baseline data and clinical outcomes were compared. Of 170 patients, 43 (25.2%) had an early type V blood pressure fluctuation. The National Institute of Health Stroke Scale (NIHSS) score before thrombolysis and 24 h after thrombolysis, and the modified Rankin scale score at 90 days differed significantly between the two groups (P < 0.05). Multiple logistic regression analysis showed that an unfavorable prognosis at 3 months was associated with the NIHSS score before thrombolysis (P = 0.000) but probably not with this blood pressure fluctuation (P = 0.058). An early spontaneous type V blood pressure fluctuation is common in patients with acute cerebral infarction who received venous thrombolysis, especially if they have a higher NIHSS score before thrombolysis. The type V blood pressure fluctuation may not influence patients’ prognosis; however, this needs to be confirmed in future trials. PMID:27278121

Automatic identification of mobile and rigid substructures in molecular dynamics simulations and fractional structural fluctuation analysis.

PubMed

Martínez, Leandro

2015-01-01

The analysis of structural mobility in molecular dynamics plays a key role in data interpretation, particularly in the simulation of biomolecules. The most common mobility measures computed from simulations are the Root Mean Square Deviation (RMSD) and Root Mean Square Fluctuations (RMSF) of the structures. These are computed after the alignment of atomic coordinates in each trajectory step to a reference structure. This rigid-body alignment is not robust, in the sense that if a small portion of the structure is highly mobile, the RMSD and RMSF increase for all atoms, resulting possibly in poor quantification of the structural fluctuations and, often, to overlooking important fluctuations associated to biological function. The motivation of this work is to provide a robust measure of structural mobility that is practical, and easy to interpret. We propose a Low-Order-Value-Optimization (LOVO) strategy for the robust alignment of the least mobile substructures in a simulation. These substructures are automatically identified by the method. The algorithm consists of the iterative superposition of the fraction of structure displaying the smallest displacements. Therefore, the least mobile substructures are identified, providing a clearer picture of the overall structural fluctuations. Examples are given to illustrate the interpretative advantages of this strategy. The software for performing the alignments was named MDLovoFit and it is available as free-software at: http://leandro.iqm.unicamp.br/mdlovofit.

Automatic Identification of Mobile and Rigid Substructures in Molecular Dynamics Simulations and Fractional Structural Fluctuation Analysis

PubMed Central

Martínez, Leandro

2015-01-01

The analysis of structural mobility in molecular dynamics plays a key role in data interpretation, particularly in the simulation of biomolecules. The most common mobility measures computed from simulations are the Root Mean Square Deviation (RMSD) and Root Mean Square Fluctuations (RMSF) of the structures. These are computed after the alignment of atomic coordinates in each trajectory step to a reference structure. This rigid-body alignment is not robust, in the sense that if a small portion of the structure is highly mobile, the RMSD and RMSF increase for all atoms, resulting possibly in poor quantification of the structural fluctuations and, often, to overlooking important fluctuations associated to biological function. The motivation of this work is to provide a robust measure of structural mobility that is practical, and easy to interpret. We propose a Low-Order-Value-Optimization (LOVO) strategy for the robust alignment of the least mobile substructures in a simulation. These substructures are automatically identified by the method. The algorithm consists of the iterative superposition of the fraction of structure displaying the smallest displacements. Therefore, the least mobile substructures are identified, providing a clearer picture of the overall structural fluctuations. Examples are given to illustrate the interpretative advantages of this strategy. The software for performing the alignments was named MDLovoFit and it is available as free-software at: http://leandro.iqm.unicamp.br/mdlovofit PMID:25816325

Effects of laser phase fluctuations on squeezing in intracavity second-harmonic generation

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

Kennedy, T. A. B.; Anderson, T. B.; Walls, D. F.

1989-08-01

Excellent squeezing in intracavity second-harmonic generation has been predicted to occur on cavity resonance in the output intensity fluctuations. Cavity detunings cause laser phase noise to couple in and reduce the squeezing observable. Here we consider the effects of laser phase fluctuations on the output-squeezing spectrum. Laser phase noise is modeled as an Ornstein-Uhlenbeck (colored-noise) Gaussian stochastic process and its effects are compared with the white-noise limit. This indicates that the white-noise model may qualitatively overestimate the deleterious effects of laser fluctuations on sideband squeezing. We compare our results with the recently reported experiment of Pereira /ital et/ /ital al/.more » (Phys. Rev. A 38, 4931 (1988)) and present an analysis of the empty cavity for comparison.« less

Finite-data-size study on practical universal blind quantum computation

NASA Astrophysics Data System (ADS)

Zhao, Qiang; Li, Qiong

2018-07-01

The universal blind quantum computation with weak coherent pulses protocol is a practical scheme to allow a client to delegate a computation to a remote server while the computation hidden. However, in the practical protocol, a finite data size will influence the preparation efficiency in the remote blind qubit state preparation (RBSP). In this paper, a modified RBSP protocol with two decoy states is studied in the finite data size. The issue of its statistical fluctuations is analyzed thoroughly. The theoretical analysis and simulation results show that two-decoy-state case with statistical fluctuation is closer to the asymptotic case than the one-decoy-state case with statistical fluctuation. Particularly, the two-decoy-state protocol can achieve a longer communication distance than the one-decoy-state case in this statistical fluctuation situation.

Density Fluctuations in a Polar Coronal Hole

NASA Astrophysics Data System (ADS)

Hahn, Michael; D’Huys, Elke; Savin, Daniel Wolf

2018-06-01

We have measured the root-mean-square (rms) amplitude of intensity fluctuations, ΔI, in plume and interplume regions of a polar coronal hole. These intensity fluctuations correspond to density fluctuations. Using data from the Sun Watcher using the Active Pixel System detector and Image Processing on the Project for Onboard Autonomy (Proba2), our results extend up to a height of about 1.35 R ⊙. One advantage of the rms analysis is that it does not rely on a detailed evaluation of the power spectrum, which is limited by noise levels to low heights in the corona. The rms approach can be performed up to larger heights where the noise level is greater, provided that the noise itself can be quantified. At low heights, both the absolute ΔI, and the amplitude relative to the mean intensity, ΔI/I, decrease with height. However, starting at about 1.2 R ⊙, ΔI/I increases, reaching 20%–40% by 1.35 R ⊙. This corresponds to density fluctuations of Δn e/n e ≈ 10%–20%. The increasing relative amplitude implies that the density fluctuations are generated in the corona itself. One possibility is that the density fluctuations are generated by an instability of Alfvén waves. This generation mechanism is consistent with some theoretical models and with observations of Alfvén wave amplitudes in coronal holes. Although we find that the energy of the observed density fluctuations is small, these fluctuations are likely to play an important indirect role in coronal heating by promoting the reflection of Alfvén waves and driving turbulence.

Derivation of dynamo current drive in a closed-current volume and stable current sustainment in the HIT-SI experiment

DOE PAGES

Hossack, A. C.; Sutherland, D. A.; Jarboe, T. R.

2017-02-01

A derivation is given showing that the current inside a closed-current volume can be sustained against resistive dissipation by appropriately phased magnetic perturbations. Imposed-dynamo current drive (IDCD) theory is used to predict the toroidal current evolution in the HIT-SI experiment as a function of magnetic fluctuations at the edge. Analysis of magnetic fields from a HIT-SI discharge shows that the injector-imposed fluctuations are sufficient to sustain the measured toroidal current without instabilities whereas the small, plasma-generated magnetic fluctuations are not sufficiently large to sustain the current.

Derivation of dynamo current drive in a closed-current volume and stable current sustainment in the HIT-SI experiment

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

Hossack, A. C.; Sutherland, D. A.; Jarboe, T. R.

A derivation is given showing that the current inside a closed-current volume can be sustained against resistive dissipation by appropriately phased magnetic perturbations. Imposed-dynamo current drive (IDCD) theory is used to predict the toroidal current evolution in the HIT-SI experiment as a function of magnetic fluctuations at the edge. Analysis of magnetic fields from a HIT-SI discharge shows that the injector-imposed fluctuations are sufficient to sustain the measured toroidal current without instabilities whereas the small, plasma-generated magnetic fluctuations are not sufficiently large to sustain the current.

Parkinson's disease-associated melanin steal.

PubMed

Hinz, Marty; Stein, Alvin; Cole, Ted

2014-01-01

Urinary dopamine fluctuations in the competitive inhibition state were first documented in 2009. At that time, it was noted that progressively higher daily dosing values of L-tyrosine decreased the magnitude of these fluctuations. While extensive statistical analysis has been performed by the authors since 2004, it was not until 2012 that a plausible explanation was formulated. In the process, correlations with L-tyrosine administration and the on/off effect of Parkinson's disease were defined. This paper documents the current knowledge with regard to the management of retrograde phase 1 dopamine fluctuations and investigates the hypothesis that they are caused by a melanin steal phenomenon.

Quantum statistical mechanics of nonrelativistic membranes: crumpling transition at finite temperature

NASA Astrophysics Data System (ADS)

Borelli, M. E. S.; Kleinert, H.; Schakel, Adriaan M. J.

2000-03-01

The effect of quantum fluctuations on a nearly flat, nonrelativistic two-dimensional membrane with extrinsic curvature stiffness and tension is investigated. The renormalization group analysis is carried out in first-order perturbative theory. In contrast to thermal fluctuations, which soften the membrane at large scales and turn it into a crumpled surface, quantum fluctuations are found to stiffen the membrane, so that it exhibits a Hausdorff dimension equal to two. The large-scale behavior of the membrane is further studied at finite temperature, where a nontrivial fixed point is found, signaling a crumpling transition.

[Local fractal analysis of noise-like time series by all permutations method for 1-115 min periods].

PubMed

Panchelyuga, V A; Panchelyuga, M S

2015-01-01

Results of local fractal analysis of 329-per-day time series of 239Pu alpha-decay rate fluctuations by means of all permutations method (APM) are presented. The APM-analysis reveals in the time series some steady frequency set. The coincidence of the frequency set with the Earth natural oscillations was demonstrated. A short review of works by different authors who analyzed the time series of fluctuations in processes of different nature is given. We have shown that the periods observed in those works correspond to the periods revealed in our study. It points to a common mechanism of the phenomenon observed.

Signal yields, energy resolution, and recombination fluctuations in liquid xenon

NASA Astrophysics Data System (ADS)

Akerib, D. S.; Alsum, S.; Araújo, H. M.; Bai, X.; Bailey, A. J.; Balajthy, J.; Beltrame, P.; Bernard, E. P.; Bernstein, A.; Biesiadzinski, T. P.; Boulton, E. M.; Bramante, R.; Brás, P.; Byram, D.; Cahn, S. B.; Carmona-Benitez, M. C.; Chan, C.; Chiller, A. A.; Chiller, C.; Currie, A.; Cutter, J. E.; Davison, T. J. R.; Dobi, A.; Dobson, J. E. Y.; Druszkiewicz, E.; Edwards, B. N.; Faham, C. H.; Fiorucci, S.; Gaitskell, R. J.; Gehman, V. M.; Ghag, C.; Gibson, K. R.; Gilchriese, M. G. D.; Hall, C. R.; Hanhardt, M.; Haselschwardt, S. J.; Hertel, S. A.; Hogan, D. P.; Horn, M.; Huang, D. Q.; Ignarra, C. M.; Ihm, M.; Jacobsen, R. G.; Ji, W.; Kamdin, K.; Kazkaz, K.; Khaitan, D.; Knoche, R.; Larsen, N. A.; Lee, C.; Lenardo, B. G.; Lesko, K. T.; Lindote, A.; Lopes, M. I.; Manalaysay, A.; Mannino, R. L.; Marzioni, M. F.; McKinsey, D. N.; Mei, D.-M.; Mock, J.; Moongweluwan, M.; Morad, J. A.; Murphy, A. St. J.; Nehrkorn, C.; Nelson, H. N.; Neves, F.; O'Sullivan, K.; Oliver-Mallory, K. C.; Palladino, K. J.; Pease, E. K.; Phelps, P.; Reichhart, L.; Rhyne, C.; Shaw, S.; Shutt, T. A.; Silva, C.; Solmaz, M.; Solovov, V. N.; Sorensen, P.; Stephenson, S.; Sumner, T. J.; Szydagis, M.; Taylor, D. J.; Taylor, W. C.; Tennyson, B. P.; Terman, P. A.; Tiedt, D. R.; To, W. H.; Tripathi, M.; Tvrznikova, L.; Uvarov, S.; Verbus, J. R.; Webb, R. C.; White, J. T.; Whitis, T. J.; Witherell, M. S.; Wolfs, F. L. H.; Xu, J.; Yazdani, K.; Young, S. K.; Zhang, C.; LUX Collaboration

2017-01-01

This work presents an analysis of monoenergetic electronic recoil peaks in the dark-matter-search and calibration data from the first underground science run of the Large Underground Xenon (LUX) detector. Liquid xenon charge and light yields for electronic recoil energies between 5.2 and 661.7 keV are measured, as well as the energy resolution for the LUX detector at those same energies. Additionally, there is an interpretation of existing measurements and descriptions of electron-ion recombination fluctuations in liquid xenon as limiting cases of a more general liquid xenon recombination fluctuation model. Measurements of the standard deviation of these fluctuations at monoenergetic electronic recoil peaks exhibit a linear dependence on the number of ions for energy deposits up to 661.7 keV, consistent with previous LUX measurements between 2 and 16 keV with 3H. We highlight similarities in liquid xenon recombination for electronic and nuclear recoils with a comparison of recombination fluctuations measured with low-energy calibration data.

Composite operators in cubic field theories and link-overlap fluctuations in spin-glass models

NASA Astrophysics Data System (ADS)

Altieri, Ada; Parisi, Giorgio; Rizzo, Tommaso

2016-01-01

We present a complete characterization of the fluctuations and correlations of the squared overlap in the Edwards-Anderson spin-glass model in zero field. The analysis reveals that the energy-energy correlation (and thus the specific heat) has a different critical behavior than the fluctuations of the link overlap in spite of the fact that the average energy and average link overlap have the same critical properties. More precisely the link-overlap fluctuations are larger than the specific heat according to a computation at first order in the 6 -ɛ expansion. An unexpected outcome is that the link-overlap fluctuations have a subdominant power-law contribution characterized by an anomalous logarithmic prefactor which is absent in the specific heat. In order to compute the ɛ expansion we consider the problem of the renormalization of quadratic composite operators in a generic multicomponent cubic field theory: the results obtained have a range of applicability beyond spin-glass theory.

Direct comparison of Viking 2.3-GHz signal phase fluctuation and columnar electron density between 2 and 160 solar radii

NASA Technical Reports Server (NTRS)

Berman, A. L.; Wackley, J. A.; Hietzke, W. H.

1982-01-01

The relationship between solar wind induced signal phase fluctuation and solar wind columnar electron density has been the subject of intensive analysis during the last two decades. In this article, a sizeable volume of 2.3-GHz signal phase fluctuation and columnar electron density measurements separately and concurrently inferred from Viking spacecraft signals are compared as a function of solar geometry. These data demonstrate that signal phase fluctuation and columnar electron density are proportional over a very wide span of solar elongation angle. A radially dependent electron density model which provides a good fit to the columnar electron density measurements and, when appropriately scaled, to the signal phase fluctuation measurements, is given. This model is also in good agreement with K-coronameter observations at 2 solar radii (2r0), with pulsar time delay measurements at 10r0, and with spacecraft in situ electron density measurements at 1 AU.

Experimental evidence of the self-similarity and long-range correlations of the edge fluctuations in HT-6M tokamak

NASA Astrophysics Data System (ADS)

Wang, Wen-hao; Yu, Chang-xuan; Wen, Yi-zhi; Xu, Yu-hong; Ling, Bi-li; Gong, Xian-zu; Liu, Bao-hua; Wan, Bao-nian

2001-02-01

For a better understanding of long timescale transport dynamics, the rescaled range analysis techniques, the autocorrelation function (ACF) and the probability distribution function (PDF) are used to investigate long-range dependences in edge plasma fluctuations in an HT-6M tokamak. The results reveal the self-similar characters of the electrostatic fluctuations with self-similarity parameters (Hurst exponent) ranging from 0.64 to 0.79, taking into consideration the Er×B rotation-sheared effect. Fluctuation ACFs of both the ion saturation current and the floating potential, as well as PDF of the turbulence-induced particle flux, have two distinct timescales. One corresponds to the decorrelation timescale of local fluctuations (µs) and the other lasts to the order of the confinement time (ms). All these experimental results suggest that some of the mechanisms of the underlying turbulence are consistent with plasma transport as characterized by self-organized criticality (SOC).

Evaluation of bed load transport subject to high shear stress fluctuations

NASA Astrophysics Data System (ADS)

Cheng, Nian-Sheng; Tang, Hongwu; Zhu, Lijun

2004-05-01

Many formulas available in the literature for computing sediment transport rates are often expressed in terms of time mean variables such as time mean bed shear stress or flow velocity, while effects of turbulence intensity, e.g., bed shear stress fluctuation, on sediment transport were seldom considered. This may be due to the fact that turbulence fluctuation is relatively limited in laboratory open-channel flows, which are often used for conducting sediment transport experiments. However, turbulence intensity could be markedly enhanced in practice. This note presents an analytical method to compute bed load transport by including effects of fluctuations in the bed shear stress. The analytical results obtained show that the transport rate enhanced by turbulence can be expressed as a simple function of the relative fluctuation of the bed shear stress. The results are also verified using data that were collected recently from specifically designed laboratory experiments. The present analysis is applicable largely for the condition of a flat bed that is comprised of uniform sand particles subject to unidirectional flows.

Signal yields, energy resolution, and recombination fluctuations in liquid xenon

DOE PAGES

Akerib, D. ?S.; Alsum, S.; Ara?jo, H. ?M.; ...

2017-01-19

This study presents an analysis of monoenergetic electronic recoil peaks in the dark-matter-search and calibration data from the first underground science run of the Large Underground Xenon (LUX) detector. Liquid xenon charge and light yields for electronic recoil energies between 5.2 and 661.7 keV are measured, as well as the energy resolution for the LUX detector at those same energies. Additionally, there is an interpretation of existing measurements and descriptions of electron-ion recombination fluctuations in liquid xenon as limiting cases of a more general liquid xenon recombination fluctuation model. Measurements of the standard deviation of these fluctuations at monoenergetic electronicmore » recoil peaks exhibit a linear dependence on the number of ions for energy deposits up to 661.7 keV, consistent with previous LUX measurements between 2 and 16 keV with 3H. We highlight similarities in liquid xenon recombination for electronic and nuclear recoils with a comparison of recombination fluctuations measured with low-energy calibration data.« less

Synthetic Microwave Imaging Reflectometry diagnostic using 3D FDTD Simulations

NASA Astrophysics Data System (ADS)

Kruger, Scott; Jenkins, Thomas; Smithe, David; King, Jacob; Nimrod Team Team

2017-10-01

Microwave Imaging Reflectometry (MIR) has become a standard diagnostic for understanding tokamak edge perturbations, including the edge harmonic oscillations in QH mode operation. These long-wavelength perturbations are larger than the normal turbulent fluctuation levels and thus normal analysis of synthetic signals become more difficult. To investigate, we construct a synthetic MIR diagnostic for exploring density fluctuation amplitudes in the tokamak plasma edge by using the three-dimensional, full-wave FDTD code Vorpal. The source microwave beam for the diagnostic is generated and refelected at the cutoff surface that is distorted by 2D density fluctuations in the edge plasma. Synthetic imaging optics at the detector can be used to understand the fluctuation and background density profiles. We apply the diagnostic to understand the fluctuations in edge plasma density during QH-mode activity in the DIII-D tokamak, as modeled by the NIMROD code. This work was funded under DOE Grant Number DE-FC02-08ER54972.

Forecasting of magnitude and duration of currency crises based on the analysis of distortions of fractal scaling in exchange rate fluctuations

NASA Astrophysics Data System (ADS)

Uritskaya, Olga Y.

2005-05-01

Results of fractal stability analysis of daily exchange rate fluctuations of more than 30 floating currencies for a 10-year period are presented. It is shown for the first time that small- and large-scale dynamical instabilities of national monetary systems correlate with deviations of the detrended fluctuation analysis (DFA) exponent from the value 1.5 predicted by the efficient market hypothesis. The observed dependence is used for classification of long-term stability of floating exchange rates as well as for revealing various forms of distortion of stable currency dynamics prior to large-scale crises. A normal range of DFA exponents consistent with crisis-free long-term exchange rate fluctuations is determined, and several typical scenarios of unstable currency dynamics with DFA exponents fluctuating beyond the normal range are identified. It is shown that monetary crashes are usually preceded by prolonged periods of abnormal (decreased or increased) DFA exponent, with the after-crash exponent tending to the value 1.5 indicating a more reliable exchange rate dynamics. Statistically significant regression relations (R=0.99, p<0.01) between duration and magnitude of currency crises and the degree of distortion of monofractal patterns of exchange rate dynamics are found. It is demonstrated that the parameters of these relations characterizing small- and large-scale crises are nearly equal, which implies a common instability mechanism underlying these events. The obtained dependences have been used as a basic ingredient of a forecasting technique which provided correct in-sample predictions of monetary crisis magnitude and duration over various time scales. The developed technique can be recommended for real-time monitoring of dynamical stability of floating exchange rate systems and creating advanced early-warning-system models for currency crisis prevention.

AR(p) -based detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Alvarez-Ramirez, J.; Rodriguez, E.

2018-07-01

Autoregressive models are commonly used for modeling time-series from nature, economics and finance. This work explored simple autoregressive AR(p) models to remove long-term trends in detrended fluctuation analysis (DFA). Crude oil prices and bitcoin exchange rate were considered, with the former corresponding to a mature market and the latter to an emergent market. Results showed that AR(p) -based DFA performs similar to traditional DFA. However, the former DFA provides information on stability of long-term trends, which is valuable for understanding and quantifying the dynamics of complex time series from financial systems.

Detection of EEG-patterns associated with real and imaginary movements using detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Pavlov, Alexey N.; Runnova, Anastasiya E.; Maksimenko, Vladimir A.; Grishina, Daria S.; Hramov, Alexander E.

2018-02-01

Authentic recognition of specific patterns of electroencephalograms (EEGs) associated with real and imagi- nary movements is an important stage for the development of brain-computer interfaces. In experiments with untrained participants, the ability to detect the motor-related brain activity based on the multichannel EEG processing is demonstrated. Using the detrended fluctuation analysis, changes in the EEG patterns during the imagination of hand movements are reported. It is discussed how the ability to recognize brain activity related to motor executions depends on the electrode position.

Extending the essential dynamics analysis to investigate molecular properties: application to the redox potential of proteins.

PubMed

Zanetti-Polzi, Laura; Corni, Stefano; Daidone, Isabella; Amadei, Andrea

2016-07-21

Here, a methodology is proposed to investigate the collective fluctuation modes of an arbitrary set of observables, maximally contributing to the fluctuation of another functionally relevant observable. The methodology, based on the analysis of fully classical molecular dynamics (MD) simulations, exploits the essential dynamics (ED) method, originally developed to analyse the collective motions in proteins. We apply this methodology to identify the residues that are more relevant for determining the reduction potential (E(0)) of a redox-active protein. To this aim, the fluctuation modes of the single-residue electrostatic potentials mostly contributing to the fluctuations of the total electrostatic potential (the main determinant of E(0)) are investigated for wild-type azurin and two of its mutants with a higher E(0). By comparing the results here obtained with a previous study on the same systems [Zanetti-Polzi et al., Org. Biomol. Chem., 2015, 13, 11003] we show that the proposed methodology is able to identify the key sites that determine E(0). This information can be used for a general deeper understanding of the molecular mechanisms on the basis of the redox properties of the proteins under investigation, as well as for the rational design of mutants with a higher or lower E(0). From the results of the present analysis we propose a new azurin mutant that, according to our calculations, shows a further increase of E(0).

Auto-correlation in the motor/imaginary human EEG signals: A vision about the FDFA fluctuations.

PubMed

Zebende, Gilney Figueira; Oliveira Filho, Florêncio Mendes; Leyva Cruz, Juan Alberto

2017-01-01

In this paper we analyzed, by the FDFA root mean square fluctuation (rms) function, the motor/imaginary human activity produced by a 64-channel electroencephalography (EEG). We utilized the Physionet on-line databank, a publicly available database of human EEG signals, as a standardized reference database for this study. Herein, we report the use of detrended fluctuation analysis (DFA) method for EEG analysis. We show that the complex time series of the EEG exhibits characteristic fluctuations depending on the analyzed channel in the scalp-recorded EEG. In order to demonstrate the effectiveness of the proposed technique, we analyzed four distinct channels represented here by F332, F637 (frontal region of the head) and P349, P654 (parietal region of the head). We verified that the amplitude of the FDFA rms function is greater for the frontal channels than for the parietal. To tabulate this information in a better way, we define and calculate the difference between FDFA (in log scale) for the channels, thus defining a new path for analysis of EEG signals. Finally, related to the studied EEG signals, we obtain the auto-correlation exponent, αDFA by DFA method, that reveals self-affinity at specific time scale. Our results shows that this strategy can be applied to study the human brain activity in EEG processing.

Estimating Transmissivity from the Water Level Fluctuations of a Sinusoidally Forced Well

USGS Publications Warehouse

Mehnert, E.; Valocchi, A.J.; Heidari, M.; Kapoor, S.G.; Kumar, P.

1999-01-01

The water levels in wells are known to fluctuate in response to earth tides and changes in atmospheric pressure. These water level fluctuations can be analyzed to estimate transmissivity (T). A new method to estimate transmissivity, which assumes that the atmospheric pressure varies in a sinusoidal fashion, is presented. Data analysis for this simplified method involves using a set of type curves and estimating the ratio of the amplitudes of the well response over the atmospheric pressure. Type curves for this new method were generated based on a model for ground water flow between the well and aquifer developed by Cooper et al. (1965). Data analysis with this method confirmed these published results: (1) the amplitude ratio is a function of transmissivity, the well radius, and the frequency of the sinusoidal oscillation; and (2) the amplitude ratio is a weak function of storativity. Compared to other methods, the developed method involves simpler, more intuitive data analysis and allows shorter data sets to be analyzed. The effect of noise on estimating the amplitude ratio was evaluated and found to be more significant at lower T. For aquifers with low T, noise was shown to mask the water level fluctuations induced by atmospheric pressure changes. In addition, reducing the length of the data series did not affect the estimate of T, but the variance of the estimate was higher for the shorter series of noisy data.

Fluctuation scaling in the visual cortex at threshold

NASA Astrophysics Data System (ADS)

Medina, José M.; Díaz, José A.

2016-05-01

Fluctuation scaling relates trial-to-trial variability to the average response by a power function in many physical processes. Here we address whether fluctuation scaling holds in sensory psychophysics and its functional role in visual processing. We report experimental evidence of fluctuation scaling in human color vision and form perception at threshold. Subjects detected thresholds in a psychophysical masking experiment that is considered a standard reference for studying suppression between neurons in the visual cortex. For all subjects, the analysis of threshold variability that results from the masking task indicates that fluctuation scaling is a global property that modulates detection thresholds with a scaling exponent that departs from 2, β =2.48 ±0.07 . We also examine a generalized version of fluctuation scaling between the sample kurtosis K and the sample skewness S of threshold distributions. We find that K and S are related and follow a unique quadratic form K =(1.19 ±0.04 ) S2+(2.68 ±0.06 ) that departs from the expected 4/3 power function regime. A random multiplicative process with weak additive noise is proposed based on a Langevin-type equation. The multiplicative process provides a unifying description of fluctuation scaling and the quadratic S -K relation and is related to on-off intermittency in sensory perception. Our findings provide an insight into how the human visual system interacts with the external environment. The theoretical methods open perspectives for investigating fluctuation scaling and intermittency effects in a wide variety of natural, economic, and cognitive phenomena.

Intermittent electron density and temperature fluctuations and associated fluxes in the Alcator C-Mod scrape-off layer

NASA Astrophysics Data System (ADS)

Kube, R.; Garcia, O. E.; Theodorsen, A.; Brunner, D.; Kuang, A. Q.; LaBombard, B.; Terry, J. L.

2018-06-01

The Alcator C-Mod mirror Langmuir probe system has been used to sample data time series of fluctuating plasma parameters in the outboard mid-plane far scrape-off layer. We present a statistical analysis of one second long time series of electron density, temperature, radial electric drift velocity and the corresponding particle and electron heat fluxes. These are sampled during stationary plasma conditions in an ohmically heated, lower single null diverted discharge. The electron density and temperature are strongly correlated and feature fluctuation statistics similar to the ion saturation current. Both electron density and temperature time series are dominated by intermittent, large-amplitude burst with an exponential distribution of both burst amplitudes and waiting times between them. The characteristic time scale of the large-amplitude bursts is approximately 15 μ {{s}}. Large-amplitude velocity fluctuations feature a slightly faster characteristic time scale and appear at a faster rate than electron density and temperature fluctuations. Describing these time series as a superposition of uncorrelated exponential pulses, we find that probability distribution functions, power spectral densities as well as auto-correlation functions of the data time series agree well with predictions from the stochastic model. The electron particle and heat fluxes present large-amplitude fluctuations. For this low-density plasma, the radial electron heat flux is dominated by convection, that is, correlations of fluctuations in the electron density and radial velocity. Hot and dense blobs contribute only a minute fraction of the total fluctuation driven heat flux.

Photorespiration plays an important role in the regulation of photosynthetic electron flow under fluctuating light in tobacco plants grown under full sunlight

PubMed Central

Huang, Wei; Hu, Hong; Zhang, Shi-Bao

2015-01-01

Plants usually experience dynamic fluctuations of light intensities under natural conditions. However, the responses of mesophyll conductance, CO2 assimilation, and photorespiration to light fluctuation are not well understood. To address this question, we measured photosynthetic parameters of gas exchange and chlorophyll fluorescence in tobacco leaves at 2-min intervals while irradiance levels alternated between 100 and 1200 μmol photons m−2 s−1. Compared with leaves exposed to a constant light of 1200 μmol photons m−2 s−1, both stomatal and mesophyll conductances were significantly restricted in leaves treated with fluctuating light condition. Meanwhile, CO2 assimilation rate and electron flow devoted to RuBP carboxylation at 1200 μmol photons m−2 s−1 under fluctuating light were limited by the low chloroplast CO2 concentration. Analysis based on the C3 photosynthesis model indicated that, at 1200 μmol photons m−2 s−1 under fluctuating light, the CO2 assimilation rate was limited by RuBP carboxylation. Electron flow devoted to RuBP oxygenation at 1200 μmol photons m−2 s−1 under fluctuating light remained at nearly the maximum level throughout the experimental period. We conclude that fluctuating light restricts CO2 assimilation by decreasing both stomatal and mesophyll conductances. Under such conditions, photorespiration plays an important role in the regulation of photosynthetic electron flow. PMID:26322062

BRIGHTNESS AND FLUCTUATION OF THE MID-INFRARED SKY FROM AKARI OBSERVATIONS TOWARD THE NORTH ECLIPTIC POLE

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

Pyo, Jeonghyun; Jeong, Woong-Seob; Matsumoto, Toshio

2012-12-01

We present the smoothness of the mid-infrared sky from observations by the Japanese infrared astronomical satellite AKARI. AKARI monitored the north ecliptic pole (NEP) during its cold phase with nine wave bands covering from 2.4 to 24 {mu}m, out of which six mid-infrared bands were used in this study. We applied power-spectrum analysis to the images in order to search for the fluctuation of the sky brightness. Observed fluctuation is explained by fluctuation of photon noise, shot noise of faint sources, and Galactic cirrus. The fluctuations at a few arcminutes scales at short mid-infrared wavelengths (7, 9, and 11 {mu}m)more » are largely caused by the diffuse Galactic light of the interstellar dust cirrus. At long mid-infrared wavelengths (15, 18, and 24 {mu}m), photon noise is the dominant source of fluctuation over the scale from arcseconds to a few arcminutes. The residual fluctuation amplitude at 200'' after removing these contributions is at most 1.04 {+-} 0.23 nW m{sup -2} sr{sup -1} or 0.05% of the brightness at 24 {mu}m and at least 0.47 {+-} 0.14 nW m{sup -2} sr{sup -1} or 0.02% at 18 {mu}m. We conclude that the upper limit of the fluctuation in the zodiacal light toward the NEP is 0.03% of the sky brightness, taking 2{sigma} error into account.« less

Quantifying polymer deformation in viscoelastic turbulence: the geometric decomposition and a Riemannian approach to scalar measures

NASA Astrophysics Data System (ADS)

Hameduddin, Ismail; Meneveau, Charles; Zaki, Tamer; Gayme, Dennice

2017-11-01

We develop a new framework to quantify the fluctuating behaviour of the conformation tensor in viscoelastic turbulent flows. This framework addresses two shortcomings of the classical approach based on Reynolds decomposition: the fluctuating part of the conformation tensor is not guaranteed to be positive definite and it does not consistently represent polymer expansions and contractions about the mean. Our approach employs a geometric decomposition that yields a positive-definite fluctuating conformation tensor with a clear physical interpretation as a deformation to the mean conformation. We propose three scalar measures of this fluctuating conformation tensor, which respect the non-Euclidean Riemannian geometry of the manifold of positive-definite tensors: fluctuating polymer volume, geodesic distance from the mean, and an anisotropy measure. We use these scalar quantities to investigate drag-reduced viscoelastic turbulent channel flow. Our approach establishes a systematic method to study viscoelastic turbulence. It also uncovers interesting phenomena that are not apparent using traditional analysis tools, including a logarithmic decrease in anisotropy of the mean conformation tensor away from the wall and polymer fluctuations peaking beyond the buffer layer. This work has been partially funded by the following NSF Grants: CBET-1652244, OCE-1633124, CBET-1511937.

Community temporal variability increases with fluctuating resource availability

PubMed Central

Li, Wei; Stevens, M. Henry H.

2017-01-01

An increase in the quantity of available resources is known to affect temporal variability of aggregate community properties. However, it is unclear how might fluctuations in resource availability alter community-level temporal variability. Here we conduct a microcosm experiment with laboratory protist community subjected to manipulated resource pulses that vary in intensity, duration and time of supply, and examine the impact of fluctuating resource availability on temporal variability of the recipient community. The results showed that the temporal variation of total protist abundance increased with the magnitude of resource pulses, as protist community receiving infrequent resource pulses (i.e., high-magnitude nutrients per pulse) was relatively more unstable than community receiving multiple resource pulses (i.e., low-magnitude nutrients per pulse), although the same total amounts of nutrients were added to each community. Meanwhile, the timing effect of fluctuating resources did not significantly alter community temporal variability. Further analysis showed that fluctuating resource availability increased community temporal variability by increasing the degree of community-wide species synchrony and decreasing the stabilizing effects of dominant species. Hence, the importance of fluctuating resource availability in influencing community stability and the regulatory mechanisms merit more attention, especially when global ecosystems are experiencing high rates of anthropogenic nutrient inputs. PMID:28345592

Community temporal variability increases with fluctuating resource availability

NASA Astrophysics Data System (ADS)

Li, Wei; Stevens, M. Henry H.

2017-03-01

An increase in the quantity of available resources is known to affect temporal variability of aggregate community properties. However, it is unclear how might fluctuations in resource availability alter community-level temporal variability. Here we conduct a microcosm experiment with laboratory protist community subjected to manipulated resource pulses that vary in intensity, duration and time of supply, and examine the impact of fluctuating resource availability on temporal variability of the recipient community. The results showed that the temporal variation of total protist abundance increased with the magnitude of resource pulses, as protist community receiving infrequent resource pulses (i.e., high-magnitude nutrients per pulse) was relatively more unstable than community receiving multiple resource pulses (i.e., low-magnitude nutrients per pulse), although the same total amounts of nutrients were added to each community. Meanwhile, the timing effect of fluctuating resources did not significantly alter community temporal variability. Further analysis showed that fluctuating resource availability increased community temporal variability by increasing the degree of community-wide species synchrony and decreasing the stabilizing effects of dominant species. Hence, the importance of fluctuating resource availability in influencing community stability and the regulatory mechanisms merit more attention, especially when global ecosystems are experiencing high rates of anthropogenic nutrient inputs.

Visualizing period fluctuations in strained-layer superlattices with scanning tunneling microscopy

NASA Astrophysics Data System (ADS)

Kanedy, K.; Lopez, F.; Wood, M. R.; Gmachl, C. F.; Weimer, M.; Klem, J. F.; Hawkins, S. D.; Shaner, E. A.; Kim, J. K.

2018-01-01

We show how cross-sectional scanning tunneling microscopy (STM) may be used to accurately map the period fluctuations throughout epitaxial, strained-layer superlattices based on the InAs/InAsSb and InGaAs/InAlAs material systems. The concept, analogous to Bragg's law in high-resolution x-ray diffraction, relies on an analysis of the [001]-convolved reciprocal-space satellite peaks obtained from discrete Fourier transforms of individual STM images. Properly implemented, the technique enables local period measurements that reliably discriminate vertical fluctuations localized to within ˜5 superlattice repeats along the [001] growth direction and orthogonal, lateral fluctuations localized to within ˜40 nm along <110> directions in the growth plane. While not as accurate as x-ray, the inherent, single-image measurement error associated with the method may be made as small as 0.1%, allowing the vertical or lateral period fluctuations contributing to inhomogeneous energy broadening and carrier localization in these structures to be pinpointed and quantified. The direct visualization of unexpectedly large, lateral period fluctuations on nanometer length scales in both strain-balanced systems supports a common understanding in terms of correlated interface roughness.

Elsaesser variable analysis of fluctuations in the ion foreshock and undisturbed solar wind

NASA Technical Reports Server (NTRS)

Labelle, James; Treumann, Rudolf A.; Marsch, Eckart

1994-01-01

Magnetohydrodynamics (MHD) fluctuations in the solar wind have been investigated previously by use of Elsaesser variables. In this paper, we present a comparison of the spectra of Elsaesser variables in the undisturbed solar wind at 1 AU and in the ion foreshock in front of the Earth. Both observations take place under relatively strong solar wind flow speed conditions (approximately equal 600 km/s). In the undisturbed solar wind we find that outward propagating Alfven waves dominate, as reported by other observers. In the ion foreshock the situation is more complex, with neither outward nor inward propagation dominating over the entire range investigated (1-10 mHz). Measurements of the Poynting vectors associated with the fluctuations are consistent with the Elsaesser variable analysis. These results generally support interpretations of the Elsaesser variables which have been made based strictly on solar wind data and provide additional insight into the nature of the ion foreshock turbulence.

Analysis and Synthesis of Tonal Aircraft Noise Sources

NASA Technical Reports Server (NTRS)

Allen, Matthew P.; Rizzi, Stephen A.; Burdisso, Ricardo; Okcu, Selen

2012-01-01

Fixed and rotary wing aircraft operations can have a significant impact on communities in proximity to airports. Simulation of predicted aircraft flyover noise, paired with listening tests, is useful to noise reduction efforts since it allows direct annoyance evaluation of aircraft or operations currently in the design phase. This paper describes efforts to improve the realism of synthesized source noise by including short term fluctuations, specifically for inlet-radiated tones resulting from the fan stage of turbomachinery. It details analysis performed on an existing set of recorded turbofan data to isolate inlet-radiated tonal fan noise, then extract and model short term tonal fluctuations using the analytic signal. Methodologies for synthesizing time-variant tonal and broadband turbofan noise sources using measured fluctuations are also described. Finally, subjective listening test results are discussed which indicate that time-variant synthesized source noise is perceived to be very similar to recordings.

Modeling Electronic-Nuclear Interactions for Excitation Energy Transfer Processes in Light-Harvesting Complexes.

PubMed

Lee, Mi Kyung; Coker, David F

2016-08-18

An accurate approach for computing intermolecular and intrachromophore contributions to spectral densities to describe the electronic-nuclear interactions relevant for modeling excitation energy transfer processes in light harvesting systems is presented. The approach is based on molecular dynamics (MD) calculations of classical correlation functions of long-range contributions to excitation energy fluctuations and a separate harmonic analysis and single-point gradient quantum calculations for electron-intrachromophore vibrational couplings. A simple model is also presented that enables detailed analysis of the shortcomings of standard MD-based excitation energy fluctuation correlation function approaches. The method introduced here avoids these problems, and its reliability is demonstrated in accurate predictions for bacteriochlorophyll molecules in the Fenna-Matthews-Olson pigment-protein complex, where excellent agreement with experimental spectral densities is found. This efficient approach can provide instantaneous spectral densities for treating the influence of fluctuations in environmental dissipation on fast electronic relaxation.

Equivalence of Fluctuation Splitting and Finite Volume for One-Dimensional Gas Dynamics

NASA Technical Reports Server (NTRS)

Wood, William A.

1997-01-01

The equivalence of the discretized equations resulting from both fluctuation splitting and finite volume schemes is demonstrated in one dimension. Scalar equations are considered for advection, diffusion, and combined advection/diffusion. Analysis of systems is performed for the Euler and Navier-Stokes equations of gas dynamics. Non-uniform mesh-point distributions are included in the analyses.

Probing multi-scale self-similarity of tissue structures using light scattering spectroscopy: prospects in pre-cancer detection

NASA Astrophysics Data System (ADS)

Chatterjee, Subhasri; Das, Nandan K.; Kumar, Satish; Mohapatra, Sonali; Pradhan, Asima; Panigrahi, Prasanta K.; Ghosh, Nirmalya

2013-02-01

Multi-resolution analysis on the spatial refractive index inhomogeneities in the connective tissue regions of human cervix reveals clear signature of multifractality. We have thus developed an inverse analysis strategy for extraction and quantification of the multifractality of spatial refractive index fluctuations from the recorded light scattering signal. The method is based on Fourier domain pre-processing of light scattering data using Born approximation, and its subsequent analysis through Multifractal Detrended Fluctuation Analysis model. The method has been validated on several mono- and multi-fractal scattering objects whose self-similar properties are user controlled and known a-priori. Following successful validation, this approach has initially been explored for differentiating between different grades of precancerous human cervical tissues.

Bedload fluctuations in a steep macro-rough channel

NASA Astrophysics Data System (ADS)

Ghilardi, Tamara; Franca, Mário J.; Schleiss, Anton J.

2014-05-01

It is known that bedload fluctuates over time in steep rivers with wide grain size distributions, even when conditions of constant sediment feed and water discharge are met. Bedload fluctuations are periodic and related to fluctuations in the flow velocity and channel bed morphology. In cascade morphologies, the presence of large relatively immobile boulders has a strong impact on flow conditions and sediment transport; their influence on bedload fluctuations is considered in this research. Sediment transport fluctuations were investigated in a set of 38 laboratory experiments carried out on a steep tilting flume, under several conditions of constant sediment and water discharge, for three different slopes (S=6.7%, 9.9%, and 13%). The impact of the diameter and spatial density of randomly placed boulders was studied for several flow conditions. Along with the sediment transport and bulk mean flow velocity, the boulder protrusion, boulder surface, and number of hydraulic jumps, which are indicators of the channel morphology, were measured regularly during the experiments. Periodic bedload pulses are clearly visible in the data collected during the experiments, along with well correlated fluctuations in the flow velocity and bed morphology parameters. Well-behaved cyclic oscillations in the auto-correlation and cross-correlation functions confirm the periodicity of the observed fluctuations and show that the durations of these cycles are similar, although not necessarily in phase. A detailed analysis of data time series and image acquired during the tests show a link between bedload pulses and different bed states, boulder protrusion, and surface grain size distributions. A feedback system exists among channel morphology, flow kinematics and sediment transport. A phase analysis for the observed variables, based on the identification of bedload cycles in the instantaneous signal, is performed. The link between the phases of bedload and each of the morphological parameters show a hysteretic path. The relation between the phase-averaged bedload and the phase-averaged flow velocity show a considerable lesser degree of hysteresis. Comparing the phase averaged bedload of the experiments, it is observed that the shape of bedload cycles is the same for all tested hydraulic conditions. The cycles present a long duration low sediment transport event and a shorter peak transport event. This indicates that long periods of sediment aggradations alternate with short erosion periods, even under constant hydraulic conditions. The bedload pulses may be characterized by their amplitude and period as a function of various boulder spatial densities and diameters. We show that for higher stream power, the fluctuations decrease, both in cycle duration and in amplitude. The presence of boulders increases the stream power needed to transport a given amount of sediment, thus decreasing fluctuations. KEY WORDS: Bedload fluctuations; Morphological changes; Sediment transport; Boulders; Steep channel.

Effect of tidal fluctuations on transient dispersion of simulated contaminant concentrations in coastal aquifers

USGS Publications Warehouse

La Licata, Ivana; Langevin, Christian D.; Dausman, Alyssa M.; Alberti, Luca

2011-01-01

Variable-density groundwater models require extensive computational resources, particularly for simulations representing short-term hydrologic variability such as tidal fluctuations. Saltwater-intrusion models usually neglect tidal fluctuations and this may introduce errors in simulated concentrations. The effects of tides on simulated concentrations in a coastal aquifer were assessed. Three analyses are reported: in the first, simulations with and without tides were compared for three different dispersivity values. Tides do not significantly affect the transfer of a hypothetical contaminant into the ocean; however, the concentration difference between tidal and non-tidal simulations could be as much as 15%. In the second analysis, the dispersivity value for the model without tides was increased in a zone near the ocean boundary. By slightly increasing dispersivity in this zone, the maximum concentration difference between the simulations with and without tides was reduced to as low as 7%. In the last analysis, an apparent dispersivity value was calculated for each model cell using the simulated velocity variations from the model with tides. Use of apparent dispersivity values in models with a constant ocean boundary seems to provide a reasonable approach for approximating tidal effects in simulations where explicit representation of tidal fluctuations is not feasible.

Effect of tidal fluctuations on transient dispersion of simulated contaminant concentrations in coastal aquifers

USGS Publications Warehouse

La Licata, Ivana; Langevin, Christian D.; Dausman, Alyssa M.; Alberti, Luca

2013-01-01

Variable-density groundwater models require extensive computational resources, particularly for simulations representing short-term hydrologic variability such as tidal fluctuations. Saltwater-intrusion models usually neglect tidal fluctuations and this may introduce errors in simulated concentrations. The effects of tides on simulated concentrations in a coastal aquifer were assessed. Three analyses are reported: in the first, simulations with and without tides were compared for three different dispersivity values. Tides do not significantly affect the transfer of a hypothetical contaminant into the ocean; however, the concentration difference between tidal and non-tidal simulations could be as much as 15%. In the second analysis, the dispersivity value for the model without tides was increased in a zone near the ocean boundary. By slightly increasing dispersivity in this zone, the maximum concentration difference between the simulations with and without tides was reduced to as low as 7%. In the last analysis, an apparent dispersivity value was calculated for each model cell using the simulated velocity variations from the model with tides. Use of apparent dispersivity values in models with a constant ocean boundary seems to provide a reasonable approach for approximating tidal effects in simulations where explicit representation of tidal fluctuations is not feasible.

Measurements of Impurity Particle Transport Associated with Drift-Wave Turbulence in MST

NASA Astrophysics Data System (ADS)

Nishizawa, Takashi; Nornberg, Mark; Boguski, John; Craig, Darren; den Hartog, Daniel; Pueschel, M. J.; Sarff, John; Terry, Paul; Williams, Zach; Xing, Zichuan

2017-10-01

Understanding and controlling impurity transport in a toroidal magnetized plasma is one of the critical issues that need to be addressed in order to achieve controlled fusion. Gyrokinetic modeling shows turbulence can drive impurity transport, but direct measurements of the turbulent flux have not been made. Particle balance is typically used to infer the presence of turbulent impurity transport. We report, for the first time in a toroidal plasma, direct measurements of turbulence-driven impurity transport. Trapped electron mode (TEM) turbulence appears in MST plasmas when MHD tearing fluctuations are suppressed. Impurity ion-Doppler spectroscopy is used to correlate impurity density and radial velocity fluctuations associated with TEM. Small Doppler shifts associated with the radial velocity fluctuations (rms 1km/s) are resolved with the use of a new linearized spectrum correlation analysis method, which improves the rejection of Poisson noise. The method employs frequency-domain correlation analysis to expose the fluctuation and transport spectrum. The C+ 2 impurity transport velocity driven by turbulence is found to be 48m/s (inward), which is sufficiently large to impact an impurity flux balance in MST improved-confinement plasmas. This work is supported by the US DOE.

Dynamic characteristic investigation on the fuel pressure of diesel engines electronic in-line pump system

NASA Astrophysics Data System (ADS)

Liu, You; Yuan, Zhi-Guo; Fan, Li-Yun; Tian, Bin-Qi

2010-12-01

The electronic in-line pump (EIP) is a complex system consisting of mechanical, hydraulic, and electromagnetic parts. Experimental study showed that the fuel pressure of the plunger and the fuel drainage of the pressure system after fuel injection could result in fuel pressure fluctuation in the low pressure system. Such fluctuation exhibited pulsating cycle fluctuation as the amplitude rose with the increase of the injection pulse width. The time domain analysis found that the pressure time history curve and injection cylinders corresponded with a one-to-one relationship. By frequency domain analysis, the result was that with the increase of the working cylinder number, the high frequency amplitude gradually increased and the basic frequency amplitude gradually decreased. The conclusion was that through wavelet transformation, the low pressure signal simultaneously moved towards low frequency as the high frequency of the wavelet transformation signal with the working cylinder number increased. Lastly, by using the numerical model, the study investigated the simulation research concerning the relationship of the fluctuation dynamic characteristic in the low pressure system and the fuel injection characteristic of the high pressure system, completing the conclusions obtained by the experimental study.

When Human Walking is a Random Walk

NASA Astrophysics Data System (ADS)

Hausdorff, J. M.

1998-03-01

The complex, hierarchical locomotor system normally does a remarkable job of controlling an inherently unstable, multi-joint system. Nevertheless, the stride interval --- the duration of a gait cycle --- fluctuates from one stride to the next, even under stationary conditions. We used random walk analysis to study the dynamical properties of these fluctuations under normal conditions and how they change with disease and aging. Random walk analysis of the stride-to-stride fluctuations of healthy, young adult men surprisingly reveals a self-similar pattern: fluctuations at one time scale are statistically similar to those at multiple other time scales (Hausdorff et al, J Appl Phsyiol, 1995). To study the stability of this fractal property, we analyzed data obtained from healthy subjects who walked for 1 hour at their usual pace, as well as at slower and faster speeds. The stride interval fluctuations exhibited long-range correlations with power-law decay for up to a thousand strides at all three walking rates. In contrast, during metronomically-paced walking, these long-range correlations disappeared; variations in the stride interval were uncorrelated and non-fractal (Hausdorff et al, J Appl Phsyiol, 1996). To gain insight into the mechanism(s) responsible for this fractal property, we examined the effects of aging and neurological impairment. Using detrended fluctuation analysis (DFA), we computed α, a measure of the degree to which one stride interval is correlated with previous and subsequent intervals over different time scales. α was significantly lower in healthy elderly subjects compared to young adults (p < .003) and in subjects with Huntington's disease, a neuro-degenerative disorder of the central nervous system, compared to disease-free controls (p < 0.005) (Hausdorff et al, J Appl Phsyiol, 1997). α was also significantly related to degree of functional impairment in subjects with Huntington's disease (r=0.78). Recently, we have observed that just as there are changes with α during aging, there also changes with development. Apparently, the fractal scaling of walking does not become mature until children are eleven years old. Conclusions: The fractal dynamics of spontaneous stride interval fluctuations are normally quite robust and are apparently intrinsic to the healthy adult locomotor system. However, alterations in this fractal scaling property are associated with impairment in central nervous system control, aging and neural development.

Environmental Electrometry with Luminescent Carbon Nanotubes.

PubMed

Noé, Jonathan C; Nutz, Manuel; Reschauer, Jonathan; Morell, Nicolas; Tsioutsios, Ioannis; Reserbat-Plantey, Antoine; Watanabe, Kenji; Taniguchi, Takashi; Bachtold, Adrian; Högele, Alexander

2018-06-25

We demonstrate that localized excitons in luminescent carbon nanotubes can be utilized to study electrostatic fluctuations in the nanotube environment with sensitivity down to the elementary charge. By monitoring the temporal evolution of the cryogenic photoluminescence from individual carbon nanotubes grown on silicon oxide and hexagonal boron nitride, we characterize the dynamics of charge trap defects for both dielectric supports. We find a one order of magnitude reduction in the photoluminescence spectral wandering for nanotubes on extended atomically flat terraces of hexagonal boron nitride. For nanotubes on hexagonal boron nitride with pronounced spectral fluctuations, our analysis suggests proximity to terrace ridges where charge fluctuators agglomerate to exhibit areal densities exceeding those of silicon oxide. Our results establish carbon nanotubes as sensitive probes of environmental charge fluctuations and highlight their potential for applications in electrometric nanodevices with all-optical readout.

Analysis of Numerical Simulation Database for Pressure Fluctuations Induced by High-Speed Turbulent Boundary Layers

NASA Technical Reports Server (NTRS)

Duan, Lian; Choudhari, Meelan M.

2014-01-01

Direct numerical simulations (DNS) of Mach 6 turbulent boundary layer with nominal freestream Mach number of 6 and Reynolds number of Re(sub T) approximately 460 are conducted at two wall temperatures (Tw/Tr = 0.25, 0.76) to investigate the generated pressure fluctuations and their dependence on wall temperature. Simulations indicate that the influence of wall temperature on pressure fluctuations is largely limited to the near-wall region, with the characteristics of wall-pressure fluctuations showing a strong temperature dependence. Wall temperature has little influence on the propagation speed of the freestream pressure signal. The freestream radiation intensity compares well between wall-temperature cases when normalized by the local wall shear; the propagation speed of the freestream pressure signal and the orientation of the radiation wave front show little dependence on the wall temperature.

Dependence of Tc on the q -ω structure of the spin-fluctuation spectrum

NASA Astrophysics Data System (ADS)

Dahm, Thomas; Scalapino, D. J.

2018-05-01

A phenomenological spin-fluctuation analysis [Dahm et al., Nat. Phys. 5, 217 (2009), 10.1038/nphys1180], based upon inelastic neutron scattering (INS) and angular resolved photoemission spectroscopy (ARPES) data for YBCO6.6(Tc=61 K) , is used to calculate the functional derivative of the d -wave eigenvalue λd of the linearized gap equation with respect to the imaginary part of the spin susceptibility χ''(q ,ω ) at 70 K. For temperatures near Tc, the variation of Tc with respect to χ''(q ,ω ) is proportional to this functional derivative. We find that above an energy ˜4 Tc the functional derivative becomes positive so that adding spin-fluctuation spectral weight at higher frequencies leads to an increase in Tc. The strongest pairing occurs for large momentum transfers, and small momentum spin-fluctuations suppress the pairing.

Mesoscale variations in acoustic signals induced by atmospheric gravity waves.

PubMed

Chunchuzov, Igor; Kulichkov, Sergey; Perepelkin, Vitaly; Ziemann, Astrid; Arnold, Klaus; Kniffka, Anke

2009-02-01

The results of acoustic tomographic monitoring of the coherent structures in the lower atmosphere and the effects of these structures on acoustic signal parameters are analyzed in the present study. From the measurements of acoustic travel time fluctuations (periods 1 min-1 h) with distant receivers, the temporal fluctuations of the effective sound speed and wind speed are retrieved along different ray paths connecting an acoustic pulse source and several receivers. By using a coherence analysis of the fluctuations near spatially distanced ray turning points, the internal wave-associated fluctuations are filtered and their spatial characteristics (coherences, horizontal phase velocities, and spatial scales) are estimated. The capability of acoustic tomography in estimating wind shear near ground is shown. A possible mechanism describing the temporal modulation of the near-ground wind field by ducted internal waves in the troposphere is proposed.

Effect of reduction in the density of states on fluctuation conductivity in Bi 2Sr 2CaCu 2O 8+ x single crystals

NASA Astrophysics Data System (ADS)

Chowdhury, P.; Bhatia, S. N.

1999-06-01

The in-plane ( ρab) and out-of-plane ( ρc) resistivities of BSCCO single crystals have been measured by six terminals technique. The ρab and ρc are well described by the fluctuation theory developed by Dorin et al. The main effect of these fluctuations is to cause a reduction in the quasi-particle density of states (DOS), leading to a negative contribution in the fluctuation conductivity Lawrence-Doniach (LD) and Maki-Thompson (MT) contributions. We have analyzed paraconductivity by adding this DOS contribution to LD and MT contributions. The analysis shows that approaches based on the conventional LD model alone cannot explain the paraconductivity along ab-plane and c-axis, even when the MT contribution is included.

Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis

NASA Astrophysics Data System (ADS)

Wang, Shanshan; Guhr, Thomas

2018-03-01

We investigate how the local fluctuations of the signed traded volumes affect the dependence of demands between stocks. We analyze the empirical dependence of demands using copulas and show that they are well described by a bivariate K copula density function. We find that large local fluctuations strongly increase the positive dependence but lower slightly the negative one in the copula density. This interesting feature is due to cross-correlations of volume imbalances between stocks. Also, we explore the asymmetries of tail dependencies of the copula density, which are moderate for the negative dependencies but strong for the positive ones. For the latter, we reveal that large local fluctuations of the signed traded volumes trigger stronger dependencies of demands than of supplies, probably indicating a bull market with persistent raising of prices.

Cluster structure of EU-15 countries derived from the correlation matrix analysis of macroeconomic index fluctuations

NASA Astrophysics Data System (ADS)

Gligor, M.; Ausloos, M.

2007-05-01

The statistical distances between countries, calculated for various moving average time windows, are mapped into the ultrametric subdominant space as in classical Minimal Spanning Tree methods. The Moving Average Minimal Length Path (MAMLP) algorithm allows a decoupling of fluctuations with respect to the mass center of the system from the movement of the mass center itself. A Hamiltonian representation given by a factor graph is used and plays the role of cost function. The present analysis pertains to 11 macroeconomic (ME) indicators, namely the GDP (x1), Final Consumption Expenditure (x2), Gross Capital Formation (x3), Net Exports (x4), Consumer Price Index (y1), Rates of Interest of the Central Banks (y2), Labour Force (z1), Unemployment (z2), GDP/hour worked (z3), GDP/capita (w1) and Gini coefficient (w2). The target group of countries is composed of 15 EU countries, data taken between 1995 and 2004. By two different methods (the Bipartite Factor Graph Analysis and the Correlation Matrix Eigensystem Analysis) it is found that the strongly correlated countries with respect to the macroeconomic indicators fluctuations can be partitioned into stable clusters.

Scaling range of power laws that originate from fluctuation analysis

NASA Astrophysics Data System (ADS)

Grech, Dariusz; Mazur, Zygmunt

2013-05-01

We extend our previous study of scaling range properties performed for detrended fluctuation analysis (DFA) [Physica A0378-437110.1016/j.physa.2013.01.049 392, 2384 (2013)] to other techniques of fluctuation analysis (FA). The new technique, called modified detrended moving average analysis (MDMA), is introduced, and its scaling range properties are examined and compared with those of detrended moving average analysis (DMA) and DFA. It is shown that contrary to DFA, DMA and MDMA techniques exhibit power law dependence of the scaling range with respect to the length of the searched signal and with respect to the accuracy R2 of the fit to the considered scaling law imposed by DMA or MDMA methods. This power law dependence is satisfied for both uncorrelated and autocorrelated data. We find also a simple generalization of this power law relation for series with a different level of autocorrelations measured in terms of the Hurst exponent. Basic relations between scaling ranges for different techniques are also discussed. Our findings should be particularly useful for local FA in, e.g., econophysics, finances, or physiology, where the huge number of short time series has to be examined at once and wherever the preliminary check of the scaling range regime for each of the series separately is neither effective nor possible.

Using Grand Canonical Monte Carlo Simulations to Understand the Role of Interfacial Fluctuations on Solvation at the Water-Vapor Interface.

PubMed

Rane, Kaustubh; van der Vegt, Nico F A

2016-09-15

The present work investigates the effect of interfacial fluctuations (predominantly capillary wave-like fluctuations) on the solvation free energy (Δμ) of a monatomic solute at the water-vapor interface. We introduce a grand-canonical-ensemble-based simulation approach that quantifies the contribution of interfacial fluctuations to Δμ. This approach is used to understand how the above contribution depends on the strength of dispersive and electrostatic solute-water interactions at the temperature of 400 K. At this temperature, we observe that interfacial fluctuations do play a role in the variation of Δμ with the strength of the electrostatic solute-water interaction. We also use grand canonical simulations to further investigate how interfacial fluctuations affect the propensity of the solute toward the water-vapor interface. To this end, we track a quantity called the interface potential (surface excess free energy) with the number of water molecules. With increasing number of water molecules, the liquid-vapor interface moves across a solute, which is kept at a fixed position in the simulation. Hence, the dependence of the interface potential on the number of waters models the process of moving the solute through the water-vapor interface. We analyze the change of the interface potential with the number of water molecules to explain that solute-induced changes in the interfacial fluctuations, like the pinning of capillary-wave-like undulations, do not play any role in the propensity of solutes toward water-vapor interfaces. The above analysis also shows that the dampening of interfacial fluctuations accompanies the adsorption of any solute at the liquid-vapor interface, irrespective of the chemical nature of the solute and solvent. However, such a correlation does not imply that dampening of fluctuations causes adsorption.

Numerical Study of Pressure Fluctuations due to High-Speed Turbulent Boundary Layers

NASA Technical Reports Server (NTRS)

Duan, Lian; Choudhari, Meelan M.; Wu, Minwei

2012-01-01

Direct numerical simulations (DNS) are used to examine the pressure fluctuations generated by fully developed turbulence in supersonic turbulent boundary layers with an emphasis on both pressure fluctuations at the wall and the acoustic fluctuations radiated into the freestream. The wall and freestream pressure fields are first analyzed for a zero pressure gradient boundary layer with Mach 2.5 and Reynolds number based on momentum thickness of approximately 2835. The single and multi-point statistics reported include the wall pressure fluctuation intensities, frequency spectra, space-time correlations, and convection velocities. Single and multi-point statistics of surface pressure fluctuations show good agreement with measured data and previously published simulations of turbulent boundary layers under similar flow conditions. Spectral analysis shows that the acoustic fluctuations outside the boundary layer region have much lower energy content within the high-frequency region. The space-time correlations reflect the convective nature of the pressure field both at the wall and in the freestream, which is characterized by the downstream propagation of pressure-carrying eddies. Relative to those at the wall, the pressure-carrying eddies associated with the freestream signal are larger and convect at a significantly lower speed. The preliminary DNS results of a Mach 6 boundary layer show that the pressure rms in the freestream region is significantly higher than that of the lower Mach number case.

Advanced and amplified BOLD fluctuations in high-grade gliomas.

PubMed

Gupta, Lalit; Gupta, Rakesh K; Postma, Alida A; Sahoo, Prativa; Gupta, Pradeep K; Patir, Rana; Ahlawat, Sunita; Saha, Indrajit; Backes, Walter H

2018-06-01

Glioma grade along with patient's age and general health are used for treatment planning and prognosis. To characterize and quantify the spontaneous blood oxygen level-dependent (BOLD) fluctuations in gliomas using measures based on T2*-weighted signal time-series and to distinguish between high- and low-grade gliomas. Retrospective. Twenty-one patients with high-grade and 13 patients with low-grade gliomas confirmed on histology were investigated. Dynamic T2*-weighted (multislice single-shot echo-planar-imaging) magnetic resonance imaging (MRI) was performed on a 3T system with an 8-element receive-only head coil to measure the BOLD fluctuations. In addition, a dynamic T 1 -weighted (3D fast field echo) dynamic contrast-enhanced (DCE) perfusion scan was performed. Three BOLD measures were determined: the temporal shift (TS), amplitude of low frequency fluctuations (ALFF), and regional homogeneity (ReHo). DCE perfusion-based cerebral blood volume (CBV) and time-to-peak (TTP) maps were concurrently evaluated for comparison. An analysis-of-variance test was first used. When the test appeared significant, post-hoc analysis was performed using analysis-of-covariance with age as covariate. Logistic regression and receiver-operator characteristic curve analysis were also performed. TS was significantly advanced in high-grade gliomas compared to the contralateral cortex (P = 0.01) and low-grade gliomas (P = 0.009). In high-grade gliomas, ALFF and CBV were significantly higher than the contralateral cortex (P = 0.041 and P = 0.008, respectively) and low-grade gliomas (P = 0.036 and P = 0.01, respectively). ReHo and TTP did not show significant differences between high- and low-grade gliomas (P = 0.46 and P = 0.42, respectively). The area-under-curve was above 0.7 only for the TS, ALFF, and CBV measures. Advanced and amplified hemodynamic fluctuations manifest in high-grade gliomas, but not in low-grade gliomas, and can be assessed using BOLD measures. Preliminary results showed that quantification of spontaneous fluctuations has potential for hemodynamic characterization of gliomas and distinguishing between high- and low-grade gliomas. 4 Technical Efficacy: Stage 5 J. Magn. Reson. Imaging 2018;47:1616-1625. © 2017 International Society for Magnetic Resonance in Medicine.

Study on Early-Warning System of Cotton Production in Hebei Province

NASA Astrophysics Data System (ADS)

Zhang, Runqing; Ma, Teng

Cotton production plays an important role in Hebei. It straightly influences cotton farmers’ life, agricultural production and national economic development as well. In recent years, due to cotton production frequently fluctuating, two situations, “difficult selling cotton” and “difficult buying cotton” have alternately occurred, and brought disadvantages to producers, businesses and national finance. Therefore, it is very crucial to research the early warning of cotton production for solving the problem of cotton production’s frequent fluctuation and ensuring the cotton industry’s sustainable development. This paper founds a signal lamp model of early warning through employing time-difference correlation analysis method to select early-warning indicators and statistical analysis method associated with empirical analysis to determine early-warning limits. Finally, it not only obtained warning conditions of cotton production from 1993 to 2006 and forecast 2007’s condition, but also put forward corresponding countermeasures to prevent cotton production from fluctuating. Furthermore, an early-warning software of cotton production is completed through computer programming on the basis of the early warning model above.

Bach Is the Father of Harmony: Revealed by a 1/f Fluctuation Analysis across Musical Genres.

PubMed

Wu, Dan; Kendrick, Keith M; Levitin, Daniel J; Li, Chaoyi; Yao, Dezhong

2015-01-01

Harmony is a fundamental attribute of music. Close connections exist between music and mathematics since both pursue harmony and unity. In music, the consonance of notes played simultaneously partly determines our perception of harmony; associates with aesthetic responses; and influences the emotion expression. The consonance could be considered as a window to understand and analyze harmony. Here for the first time we used a 1/f fluctuation analysis to investigate whether the consonance fluctuation structure in music with a wide range of composers and genres followed the scale free pattern that has been found for pitch, melody, rhythm, human body movements, brain activity, natural images and geographical features. We then used a network graph approach to investigate which composers were the most influential both within and across genres. Our results showed that patterns of consonance in music did follow scale-free characteristics, suggesting that this feature is a universally evolved one in both music and the living world. Furthermore, our network analysis revealed that Bach's harmony patterns were having the most influence on those used by other composers, followed closely by Mozart.

Direct evidence of atomic-scale structural fluctuations in catalyst nanoparticles.

PubMed

Lin, Pin Ann; Gomez-Ballesteros, Jose L; Burgos, Juan C; Balbuena, Perla B; Natarajan, Bharath; Sharma, Renu

2017-05-01

Rational catalyst design requires an atomic scale mechanistic understanding of the chemical pathways involved in the catalytic process. A heterogeneous catalyst typically works by adsorbing reactants onto its surface, where the energies for specific bonds to dissociate and/or combine with other species (to form desired intermediate or final products) are lower. Here, using the catalytic growth of single-walled carbon nanotubes (SWCNTs) as a prototype reaction, we show that the chemical pathway may in-fact involve the entire catalyst particle, and can proceed via the fluctuations in the formation and decomposition of metastable phases in the particle interior. We record in situ and at atomic resolution, the dynamic phase transformations occurring in a Cobalt catalyst nanoparticle during SWCNT growth, using a state-of-the-art environmental transmission electron microscope (ETEM). The fluctuations in catalyst carbon content are quantified by the automated, atomic-scale structural analysis of the time-resolved ETEM images and correlated with the SWCNT growth rate. We find the fluctuations in the carbon concentration in the catalyst nanoparticle and the fluctuations in nanotube growth rates to be of complementary character. These findings are successfully explained by reactive molecular dynamics (RMD) simulations that track the spatial and temporal evolution of the distribution of carbon atoms within and on the surface of the catalyst particle. We anticipate that our approach combining real-time, atomic-resolution image analysis and molecular dynamics simulations will facilitate catalyst design, improving reaction efficiencies and selectivity towards the growth of desired structure.

Homogeneous buoyancy-generated turbulence

NASA Technical Reports Server (NTRS)

Batchelor, G. K.; Canuto, V. M.; Chasnov, J. R.

1992-01-01

Using a theoretical analysis of fundamental equations and a numerical simulation of the flow field, the statistically homogeneous motion that is generated by buoyancy forces after the creation of homogeneous random fluctuations in the density of infinite fluid at an initial instant is examined. It is shown that analytical results together with numerical results provide a comprehensive description of the 'birth, life, and death' of buoyancy-generated turbulence. Results of numerical simulations yielded the mean-square density mean-square velocity fluctuations and the associated spectra as functions of time for various initial conditions, and the time required for the mean-square density fluctuation to fall to a specified small value was estimated.

Fluctuations and QCD phase structure

NASA Astrophysics Data System (ADS)

Kitazawa, Masakiyo

2014-11-01

Fluctuation observables are invaluable tools in relativistic heavy ion collisions to investigate primordial thermodynamics of fireballs. Active experimental measurements have been performed at RHIC and LHC. In particular, interesting experimental results were recently reported on the electric charge fluctuation at ALICE and on the higher order cumulants at STAR, which show nontrivial behaviors reflecting non-hadronic and/or non-thermal physics. We argue that more detailed understanding on these observables are needed to use them effectively in the analysis of QCD phase structure. We suggest that the measurement of various cumulants of conserved charges including baryon number and their rapidity window dependence will provide important information needed for making progress in this subject.

Derivation of dynamo current drive in a closed-current volume and stable current sustainment in the HIT-SI experiment

NASA Astrophysics Data System (ADS)

Hossack, A. C.; Sutherland, D. A.; Jarboe, T. R.

2017-02-01

A derivation is given showing that the current inside a closed-current volume can be sustained against resistive dissipation by appropriately phased magnetic perturbations. Imposed-dynamo current drive theory is used to predict the toroidal current evolution in the helicity injected torus with steady inductive helicity injection (HIT-SI) experiment as a function of magnetic fluctuations at the edge. Analysis of magnetic fields from a HIT-SI discharge shows that the injector-imposed fluctuations are sufficient to sustain the measured toroidal current without instabilities whereas the small, plasma-generated magnetic fluctuations are not sufficiently large to sustain the current.

Crossover transition in the fluctuation of Internet

NASA Astrophysics Data System (ADS)

Qian, Jiang-Hai

2018-06-01

The inconsistent fluctuation behavior of Internet predicted by preferential attachment(PA) and Gibrat's law requires empirical investigations on the actual system. By using the interval-tunable Gibrat's law statistics, we find the actual fluctuation, characterized by the conditional standard deviation of the degree growth rate, changes with the interval length and displays a crossover transition from PA type to Gibrat's law type, which has not yet been captured by any previous models. We characterize the transition dynamics quantitatively and determine the applicative range of PA and Gibrat's law. The correlation analysis indicates the crossover transition may be attributed to the accumulative correlation between the internal links.

What detrended fluctuation analysis can tell us about NBA results

NASA Astrophysics Data System (ADS)

Ferreira, Paulo

2018-06-01

Basketball is one of the favourite sports in the United States and NBA the most popular basketball league in the world, followed not only by Americans but by fans everywhere. At present, people are increasingly interested in betting on sports in general and on basketball in particular. So analysis of trends in the results could be important for gamblers. In this paper, detrended fluctuation analysis is applied to 28 NBA teams, in order to understand if their results have (or not) any kind of memory. Our results show that all the teams are persistent in their results. Nevertheless, some teams have higher persistence than others, which could be important for gamblers in deciding how to bet.

Combustion Instability in an Acid-Heptane Rocket with a Pressurized-Gas Propellant Pumping System

NASA Technical Reports Server (NTRS)

Tischler, Adelbert O.; Bellman, Donald R.

1951-01-01

Results of experimental measurements of low-frequency combustion instability of a 300-pound thrust acid-heptane rocket engine were compared to the trends predicted by an analysis of combustion instability in a rocket engine with a pressurized-gas propellant pumping system. The simplified analysis, which assumes a monopropellant model, was based on the concept of a combustion the delay occurring from the moment of propellant injection to the moment of propellant combustion. This combustion time delay was experimentally measured; the experimental values were of approximately half the magnitude predicted by the analysis. The pressure-fluctuation frequency for a rocket engine with a characteristic length of 100 inches and operated at a combustion-chamber pressure of 280 pounds per square inch absolute was 38 cycles per second; the analysis indicated. a frequency of 37 cycles per second. Increasing combustion-chamber characteristic length decreased the pressure-fluctuation frequency, in conformity to the analysis. Increasing the chamber operating pressure or increasing the injector pressure drop increased the frequency. These latter two effects are contrary to the analysis; the discrepancies are attributed to the conflict between the assumptions made to simplify the analysis and the experimental conditions. Oxidant-fuel ratio had no apparent effect on the experimentally measured pressure-fluctuation frequency for acid-heptane ratios from 3.0 to 7.0. The frequencies decreased with increased amplitude of the combustion-chamber pressure variations. The analysis indicated that if the combustion time delay were sufficiently short, low-frequency combustion instability would be eliminated.

Atherosclerotic plaque characterization by spatial and temporal speckle pattern analysis

NASA Astrophysics Data System (ADS)

Tearney, Guillermo J.; Bouma, Brett E.

2002-04-01

Improved methods are needed to identify the vulnerable coronary plaques responsible for acute myocardial infraction or sudden cardiac death. We describe a method for characterizing the structure and biomechanical properties of atherosclerotic plaques based on speckle pattern fluctuations. Near-field speckle images were acquired from five human aortic specimens ex vivo. The speckle decorrelation time constant varied significantly for vulnerable aortic plaques (τ = 40 ms) versus stable plaques (τ = 400 ms) and normal aorta (τ = 500 ms). These initial results indicate that different atherosclerotic plaque types may be distinguished by analysis of temporal and spatial speckle pattern fluctuations.

Effect of dispersion forces on the capillary-wave fluctuations of liquid surfaces.

PubMed

Chacón, Enrique; Fernández, Eva M; Tarazona, Pedro

2014-04-01

We present molecular dynamics evidence for the nonanalytic effects of the long-range dispersion forces on the capillary waves fluctuations of a Lennard-Jones liquid surface. The results of the intrinsic sampling method, for the analysis of the instantaneous interfacial shape, are obtained in large systems for several cut-off distances of the potential tail, and they show good agreement with the theoretical prediction by Napiórkowski and Dietrich, based on a density functional analysis. The enhancement of the capillary waves is quantified to be within 1% for a simple liquid near its triple point.

Statistical mechanical theory for steady state systems. II. Reciprocal relations and the second entropy.

PubMed

Attard, Phil

2005-04-15

The concept of second entropy is introduced for the dynamic transitions between macrostates. It is used to develop a theory for fluctuations in velocity, and is exemplified by deriving Onsager reciprocal relations for Brownian motion. The cases of free, driven, and pinned Brownian particles are treated in turn, and Stokes' law is derived. The second entropy analysis is applied to the general case of thermodynamic fluctuations, and the Onsager reciprocal relations for these are derived using the method. The Green-Kubo formulas for the transport coefficients emerge from the analysis, as do Langevin dynamics.

Elimination of fuel pressure fluctuation and multi-injection fuel mass deviation of high pressure common-rail fuel injection system

NASA Astrophysics Data System (ADS)

Li, Pimao; Zhang, Youtong; Li, Tieshuan; Xie, Lizhe

2015-03-01

The influence of fuel pressure fluctuation on multi-injection fuel mass deviation has been studied a lot, but the fuel pressure fluctuation at injector inlet is still not eliminated efficiently. In this paper, a new type of hydraulic filter consisting of a damping hole and a chamber is developed for elimination of fuel pressure fluctuation and multi-injection fuel mass deviation. Linear model of the improved high pressure common-rail system(HPCRS) including injector, the pipe connecting common-rail with injector and the hydraulic filter is built. Fuel pressure fluctuation at injector inlet, on which frequency domain analysis is conducted through fast Fourier transformation, is acquired at different target pressure and different damping hole diameter experimentally. The linear model is validated and can predict the natural frequencies of the system. Influence of damping hole diameter on fuel pressure fluctuation is analyzed qualitatively based on the linear model, and it can be inferred that an optimal diameter of the damping hole for elimination of fuel pressure fluctuation exists. Fuel pressure fluctuation and fuel mass deviation under different damping hole diameters are measured experimentally, and it is testified that the amplitude of both fuel pressure fluctuation and fuel mass deviation decreases first and then increases with the increasing of damping hole diameter. The amplitude of main injection fuel mass deviation can be reduced by 73% at most under pilot-main injection mode, and the amplitude of post injection fuel mass deviation can be reduced by 92% at most under main-post injection mode. Fuel mass of a single injection increases with the increasing of the damping hole diameter. The hydraulic filter proposed by this research can be potentially used to eliminate fuel pressure fluctuation at injector inlet and improve the stability of HPCRS fuel injection.

"Fluctuoscopy" of Superconductors

NASA Astrophysics Data System (ADS)

Varlamov, A. A.

Study of fluctuation phenomena in superconductors (SCs) is the subject of great fundamental and practical importance. Understanding of their physics allowed to clear up the fundamental properties of SC state. Being predicted in 1968, one of the fluctuation effects, namely paraconductivity, was experimentally observed almost simultaneously. Since this time, fluctuations became a noticeable part of research in the field of superconductivity, and a variety of fluctuation effects have been discovered. The new wave of interest to fluctuations (FL) in superconductors was generated by the discovery of cuprate oxide superconductors (high-temperature superconductors, HTS), where, due to extremely short coherence length and low effective dimensionality of the electron system, superconductive fluctuations manifest themselves in a wide range of temperatures. Moreover, anomalous properties of the normal state of HTS were attributed by many theorists to strong FL in these systems. Being studied in the framework of the phenomenological Ginzburg-Landau theory and, more extensively, in diagrammatic microscopic approach, SC FLs side by side with other quantum corrections (weak localization, etc.) became a new tool for investigation and characterization of such new systems as HTS, disordered electron systems, granular metals, Josephson structures, artificial super-lattices, etc. The characteristic feature of SC FL is their strong dependence on temperature and magnetic fields in the vicinity of phase transition. This allows one to definitely separate the fluctuation effects from other contributions and to use them as the source of information about the microscopic parameters of a material. By their origin, SC FLs are very sensitive to relaxation processes, which break phase coherence. This allows using them for versatile characterization of SC. Today, one can speak about the " fluctuoscopy" of superconductive systems. In review, we present the qualitative picture both of thermodynamic fluctuations close to critical temperature T c0and quantum fluctuations at zero temperature and in vicinity of the second critical field H c2(0). Then in the frameworks of the Ginzburg-Landau theory, we discuss the characteristic crossovers in fluctuation properties of superconductive nanoparticles and layered superconductors. We present the general expression for fluctuation magneto-conductivity valid through all phase diagram of superconductor and apply it to study of the quantum phase transition close to H c2(0). Fluctuation analysis of this transition allows us to present the scenario of fluctuation defragmentation of the Abrikosov lattice.

Real-time observation of fluctuations at the driven-dissipative Dicke phase transition

PubMed Central

Brennecke, Ferdinand; Mottl, Rafael; Baumann, Kristian; Landig, Renate; Donner, Tobias; Esslinger, Tilman

2013-01-01

We experimentally study the influence of dissipation on the driven Dicke quantum phase transition, realized by coupling external degrees of freedom of a Bose–Einstein condensate to the light field of a high-finesse optical cavity. The cavity provides a natural dissipation channel, which gives rise to vacuum-induced fluctuations and allows us to observe density fluctuations of the gas in real-time. We monitor the divergence of these fluctuations over two orders of magnitude while approaching the phase transition, and observe a behavior that deviates significantly from that expected for a closed system. A correlation analysis of the fluctuations reveals the diverging time scale of the atomic dynamics and allows us to extract a damping rate for the external degree of freedom of the atoms. We find good agreement with our theoretical model including dissipation via both the cavity field and the atomic field. Using a dissipation channel to nondestructively gain information about a quantum many-body system provides a unique path to study the physics of driven-dissipative systems. PMID:23818599

Analysis of swarm behaviors based on an inversion of the fluctuation theorem.

PubMed

Hamann, Heiko; Schmickl, Thomas; Crailsheim, Karl

2014-01-01

A grand challenge in the field of artificial life is to find a general theory of emergent self-organizing systems. In swarm systems most of the observed complexity is based on motion of simple entities. Similarly, statistical mechanics focuses on collective properties induced by the motion of many interacting particles. In this article we apply methods from statistical mechanics to swarm systems. We try to explain the emergent behavior of a simulated swarm by applying methods based on the fluctuation theorem. Empirical results indicate that swarms are able to produce negative entropy within an isolated subsystem due to frozen accidents. Individuals of a swarm are able to locally detect fluctuations of the global entropy measure and store them, if they are negative entropy productions. By accumulating these stored fluctuations over time the swarm as a whole is producing negative entropy and the system ends up in an ordered state. We claim that this indicates the existence of an inverted fluctuation theorem for emergent self-organizing dissipative systems. This approach bears the potential of general applicability.

Temperature fluctuations and the thermodynamic determination of the cooperativity length in glass forming liquids

NASA Astrophysics Data System (ADS)

Chua, Y. Z.; Zorn, R.; Holderer, O.; Schmelzer, J. W. P.; Schick, C.; Donth, E.

2017-03-01

The aim of this paper is to decide which of the two possible thermodynamic expressions for the cooperativity length in glass forming liquids is the correct one. In the derivation of these two expressions, the occurrence of temperature fluctuations in the considered nanoscale subsystems is either included or neglected. Consequently, our analysis gives also an answer to the widely discussed problem whether temperature fluctuations have to be generally accounted for in thermodynamics or not. To this end, the characteristic length-scales at equal times and temperatures for propylene glycol were determined independently from AC calorimetry in both the above specified ways and from quasielastic neutron scattering (QENS), and compared. The result shows that the cooperative length determined from QENS coincides most consistently with the cooperativity length determined from AC calorimetry measurements for the case that the effect of temperature fluctuations is incorporated in the description. This conclusion indicates that—accounting for temperature fluctuations—the characteristic length can be derived by thermodynamic considerations from the specific parameters of the liquid at glass transition and that temperature does fluctuate in small systems.

Ordered phase and non-equilibrium fluctuation in stock market

NASA Astrophysics Data System (ADS)

Maskawa, Jun-ichi

2002-08-01

We analyze the statistics of daily price change of stock market in the framework of a statistical physics model for the collective fluctuation of stock portfolio. In this model the time series of price changes are coded into the sequences of up and down spins, and the Hamiltonian of the system is expressed by spin-spin interactions as in spin glass models of disordered magnetic systems. Through the analysis of Dow-Jones industrial portfolio consisting of 30 stock issues by this model, we find a non-equilibrium fluctuation mode on the point slightly below the boundary between ordered and disordered phases. The remaining 29 modes are still in disordered phase and well described by Gibbs distribution. The variance of the fluctuation is outlined by the theoretical curve and peculiarly large in the non-equilibrium mode compared with those in the other modes remaining in ordinary phase.

The q-dependent detrended cross-correlation analysis of stock market

NASA Astrophysics Data System (ADS)

Zhao, Longfeng; Li, Wei; Fenu, Andrea; Podobnik, Boris; Wang, Yougui; Stanley, H. Eugene

2018-02-01

Properties of the q-dependent cross-correlation matrices of the stock market have been analyzed by using random matrix theory and complex networks. The correlation structures of the fluctuations at different magnitudes have unique properties. The cross-correlations among small fluctuations are much stronger than those among large fluctuations. The large and small fluctuations are dominated by different groups of stocks. We use complex network representation to study these q-dependent matrices and discover some new identities. By utilizing those q-dependent correlation-based networks, we are able to construct some portfolios of those more independent stocks which consistently perform better. The optimal multifractal order for portfolio optimization is around q  =  2 under the mean-variance portfolio framework, and q\\in[2, 6] under the expected shortfall criterion. These results have deepened our understanding regarding the collective behavior of the complex financial system.

Dynamics of intracellular processes in live-cell systems unveiled by fluorescence correlation microscopy.

PubMed

González Bardeci, Nicolás; Angiolini, Juan Francisco; De Rossi, María Cecilia; Bruno, Luciana; Levi, Valeria

2017-01-01

Fluorescence fluctuation-based methods are non-invasive microscopy tools especially suited for the study of dynamical aspects of biological processes. These methods examine spontaneous intensity fluctuations produced by fluorescent molecules moving through the small, femtoliter-sized observation volume defined in confocal and multiphoton microscopes. The quantitative analysis of the intensity trace provides information on the processes producing the fluctuations that include diffusion, binding interactions, chemical reactions and photophysical phenomena. In this review, we present the basic principles of the most widespread fluctuation-based methods, discuss their implementation in standard confocal microscopes and briefly revise some examples of their applications to address relevant questions in living cells. The ultimate goal of these methods in the Cell Biology field is to observe biomolecules as they move, interact with targets and perform their biological action in the natural context. © 2016 IUBMB Life, 69(1):8-15, 2017. © 2016 International Union of Biochemistry and Molecular Biology.

Spectroscopic interpretation and velocimetry analysis of fluctuations in a cylindrical plasma recorded by a fast camera

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

Oldenbuerger, S.; Brandt, C.; Brochard, F.

2010-06-15

Fast visible imaging is used on a cylindrical magnetized argon plasma produced by thermionic discharge in the Mirabelle device. To link the information collected with the camera to a physical quantity, fast camera movies of plasma structures are compared to Langmuir probe measurements. High correlation is found between light fluctuations and plasma density fluctuations. Contributions from neutral argon and ionized argon to the overall light intensity are separated by using interference filters and a light intensifier. Light emitting transitions are shown to involve a metastable neutral argon state that can be excited by thermal plasma electrons, thus explaining the goodmore » correlation between light and density fluctuations. The propagation velocity of plasma structures is calculated by adapting velocimetry methods to the fast camera movies. The resulting estimates of instantaneous propagation velocity are in agreement with former experiments. The computation of mean velocities is discussed.« less

Correlation analysis between the current fluctuation characteristics and the conductive filament morphology of HfO2-based memristor

NASA Astrophysics Data System (ADS)

Li, Yi; Yin, Kang-Sheng; Zhang, Mei-Yun; Cheng, Long; Lu, Ke; Long, Shi-Bing; Zhou, Yaxiong; Wang, Zhuorui; Xue, Kan-Hao; Liu, Ming; Miao, Xiang-Shui

2017-11-01

Memristors are attracting considerable interest for their prospective applications in nonvolatile memory, neuromorphic computing, and in-memory computing. However, the nature of resistance switching is still under debate, and current fluctuation in memristors is one of the critical concerns for stable performance. In this work, random telegraph noise (RTN) as the indication of current instabilities in distinct resistance states of the Pt/Ti/HfO2/W memristor is thoroughly investigated. Standard two-level digital-like RTN, multilevel current instabilities with non-correlation/correlation defects, and irreversible current transitions are observed and analyzed. The dependence of RTN on the resistance and read bias reveals that the current fluctuation depends strongly on the morphology and evolution of the conductive filament composed of oxygen vacancies. Our results link the current fluctuation behaviors to the evolution of the conductive filament and will guide continuous optimization of memristive devices.

The coffee-drop phenomenon and its time fluctuations: Self-sustained oscillations in colloidal liquids

NASA Astrophysics Data System (ADS)

Yakhno, T. A.; Yakhno, V. G.

2017-03-01

The instant coffee model has been taken to study self-sustained oscillations in liquid dispersive media using dynamic self-organization processes in drying droplets that stay sessile on a solid wetted substrate. The width of the formed ring and the dynamics of mechanical properties of the drying sediment and the way they fluctuated over 11 h of the experiment have been measured. Analysis has shown a high degree of correlation between these indicators. This dynamics reflects processes that develop in the examined liquid medium. The possible mechanism of self-sustained oscillations, which is related to the aggregation-disaggregation of the colloidal phase and fluctuations of the interphase tension, has been discussed. The practical significance of this work is that fluctuation processes in liquid dispersive media need to be taken into account as a natural source of systematic measurement error.

Work probability distribution for a ferromagnet with long-ranged and short-ranged correlations

NASA Astrophysics Data System (ADS)

Bhattacharjee, J. K.; Kirkpatrick, T. R.; Sengers, J. V.

2018-04-01

Work fluctuations and work probability distributions are fundamentally different in systems with short-ranged versus long-ranged correlations. Specifically, in systems with long-ranged correlations the work distribution is extraordinarily broad compared to systems with short-ranged correlations. This difference profoundly affects the possible applicability of fluctuation theorems like the Jarzynski fluctuation theorem. The Heisenberg ferromagnet, well below its Curie temperature, is a system with long-ranged correlations in very low magnetic fields due to the presence of Goldstone modes. As the magnetic field is increased the correlations gradually become short ranged. Hence, such a ferromagnet is an ideal system for elucidating the changes of the work probability distribution as one goes from a domain with long-ranged correlations to a domain with short-ranged correlations by tuning the magnetic field. A quantitative analysis of this crossover behavior of the work probability distribution and the associated fluctuations is presented.

Spectroscopic interpretation and velocimetry analysis of fluctuations in a cylindrical plasma recorded by a fast camera

NASA Astrophysics Data System (ADS)

Oldenbürger, S.; Brandt, C.; Brochard, F.; Lemoine, N.; Bonhomme, G.

2010-06-01

Fast visible imaging is used on a cylindrical magnetized argon plasma produced by thermionic discharge in the Mirabelle device. To link the information collected with the camera to a physical quantity, fast camera movies of plasma structures are compared to Langmuir probe measurements. High correlation is found between light fluctuations and plasma density fluctuations. Contributions from neutral argon and ionized argon to the overall light intensity are separated by using interference filters and a light intensifier. Light emitting transitions are shown to involve a metastable neutral argon state that can be excited by thermal plasma electrons, thus explaining the good correlation between light and density fluctuations. The propagation velocity of plasma structures is calculated by adapting velocimetry methods to the fast camera movies. The resulting estimates of instantaneous propagation velocity are in agreement with former experiments. The computation of mean velocities is discussed.

Time variability of viscosity parameter in differentially rotating discs

NASA Astrophysics Data System (ADS)

Rajesh, S. R.; Singh, Nishant K.

2014-07-01

We propose a mechanism to produce fluctuations in the viscosity parameter (α) in differentially rotating discs. We carried out a nonlinear analysis of a general accretion flow, where any perturbation on the background α was treated as a passive/slave variable in the sense of dynamical system theory. We demonstrate a complete physical picture of growth, saturation and final degradation of the perturbation as a result of the nonlinear nature of coupled system of equations. The strong dependence of this fluctuation on the radial location in the accretion disc and the base angular momentum distribution is demonstrated. The growth of fluctuations is shown to have a time scale comparable to the radial drift time and hence the physical significance is discussed. The fluctuation is found to be a power law in time in the growing phase and we briefly discuss its statistical significance.

The transmission of fluctuation among price indices based on Granger causality network

NASA Astrophysics Data System (ADS)

Sun, Qingru; Gao, Xiangyun; Wen, Shaobo; Chen, Zhihua; Hao, Xiaoqing

2018-09-01

In this paper, we provide a method of statistical physics to analyze the fluctuation of transmission by constructing Granger causality network among price indices (PIGCN) from a systematical perspective, using complex network theory combined with Granger causality method. In economic system, there are numerous price indices, of which the relationships are extreme complicated. Thus, time series data of 6 types of price indices of China, including 113 kinds of sub price indices, are selected as example of empirical study. Through the analysis of the structure of PIGCN, we identify important price indices with high transmission range, high intermediation capacity, high cohesion and the fluctuation transmission path of price indices, respectively. Furthermore, dynamic relationships among price indices are revealed. Based on these results, we provide several policy implications for monitoring the diffusion of risk of price fluctuation. Our method can also be used to study the price indices of other countries, which is generally applicable.

Role of large-scale velocity fluctuations in a two-vortex kinematic dynamo.

PubMed

Kaplan, E J; Brown, B P; Rahbarnia, K; Forest, C B

2012-06-01

This paper presents an analysis of the Dudley-James two-vortex flow, which inspired several laboratory-scale liquid-metal experiments, in order to better demonstrate its relation to astrophysical dynamos. A coordinate transformation splits the flow into components that are axisymmetric and nonaxisymmetric relative to the induced magnetic dipole moment. The reformulation gives the flow the same dynamo ingredients as are present in more complicated convection-driven dynamo simulations. These ingredients are currents driven by the mean flow and currents driven by correlations between fluctuations in the flow and fluctuations in the magnetic field. The simple model allows us to isolate the dynamics of the growing eigenvector and trace them back to individual three-wave couplings between the magnetic field and the flow. This simple model demonstrates the necessity of poloidal advection in sustaining the dynamo and points to the effect of large-scale flow fluctuations in exciting a dynamo magnetic field.

Transitions in effective scaling behavior of accelerometric time series across sleep and wake

NASA Astrophysics Data System (ADS)

Wohlfahrt, Patrick; Kantelhardt, Jan W.; Zinkhan, Melanie; Schumann, Aicko Y.; Penzel, Thomas; Fietze, Ingo; Pillmann, Frank; Stang, Andreas

2013-09-01

We study the effective scaling behavior of high-resolution accelerometric time series recorded at the wrists and hips of 100 subjects during sleep and wake. Using spectral analysis and detrended fluctuation analysis we find long-term correlated fluctuations with a spectral exponent \\beta \\approx 1.0 (1/f noise). On short time scales, β is larger during wake (\\approx 1.4 ) and smaller during sleep (\\approx 0.6 ). In addition, characteristic peaks at 0.2-0.3 Hz (due to respiration) and 4-10 Hz (probably due to physiological tremor) are observed in periods of weak activity. Because of these peaks, spectral analysis is superior in characterizing effective scaling during sleep, while detrending analysis performs well during wake. Our findings can be exploited to detect sleep-wake transitions.

The behaviour of share returns of football clubs: An econophysics approach

NASA Astrophysics Data System (ADS)

Ferreira, Paulo; Loures, Luís; Nunes, José Rato; Dionísio, Andreia

2017-04-01

Football is a sport that moves thousands of people and millions of euros. Since 1983, several clubs entered the stock markets with shares, and now twenty two clubs are listed in the Stoxx Football Index. In this study, we analyse the behaviour of the return rates of such shares, with Detrended Fluctuation Analysis and Detrended Cross-Correlation Analysis (and its correlation coefficient). With Detrended Fluctuation Analysis, we are able to observe that the shares of several clubs are far from the behaviour of a random walk, which is expected by the theory. Using Detrended Cross-Correlation Analysis, we calculate the cross correlations of clubs' returns with national indexes and then with the Stoxx Football Index. Although almost all of them are positive, they do not seem to be strong.

Errors in the estimation of the variance: implications for multiple-probability fluctuation analysis.

PubMed

Saviane, Chiara; Silver, R Angus

2006-06-15

Synapses play a crucial role in information processing in the brain. Amplitude fluctuations of synaptic responses can be used to extract information about the mechanisms underlying synaptic transmission and its modulation. In particular, multiple-probability fluctuation analysis can be used to estimate the number of functional release sites, the mean probability of release and the amplitude of the mean quantal response from fits of the relationship between the variance and mean amplitude of postsynaptic responses, recorded at different probabilities. To determine these quantal parameters, calculate their uncertainties and the goodness-of-fit of the model, it is important to weight the contribution of each data point in the fitting procedure. We therefore investigated the errors associated with measuring the variance by determining the best estimators of the variance of the variance and have used simulations of synaptic transmission to test their accuracy and reliability under different experimental conditions. For central synapses, which generally have a low number of release sites, the amplitude distribution of synaptic responses is not normal, thus the use of a theoretical variance of the variance based on the normal assumption is not a good approximation. However, appropriate estimators can be derived for the population and for limited sample sizes using a more general expression that involves higher moments and introducing unbiased estimators based on the h-statistics. Our results are likely to be relevant for various applications of fluctuation analysis when few channels or release sites are present.

Three Factors Are Critical in Order to Synthesize Intelligible Noise-Vocoded Japanese Speech

PubMed Central

Kishida, Takuya; Nakajima, Yoshitaka; Ueda, Kazuo; Remijn, Gerard B.

2016-01-01

Factor analysis (principal component analysis followed by varimax rotation) had shown that 3 common factors appear across 20 critical-band power fluctuations derived from spoken sentences of eight different languages [Ueda et al. (2010). Fechner Day 2010, Padua]. The present study investigated the contributions of such power-fluctuation factors to speech intelligibility. The method of factor analysis was modified to obtain factors suitable for resynthesizing speech sounds as 20-critical-band noise-vocoded speech. The resynthesized speech sounds were used for an intelligibility test. The modification of factor analysis ensured that the resynthesized speech sounds were not accompanied by a steady background noise caused by the data reduction procedure. Spoken sentences of British English, Japanese, and Mandarin Chinese were subjected to this modified analysis. Confirming the earlier analysis, indeed 3–4 factors were common to these languages. The number of power-fluctuation factors needed to make noise-vocoded speech intelligible was then examined. Critical-band power fluctuations of the Japanese spoken sentences were resynthesized from the obtained factors, resulting in noise-vocoded-speech stimuli, and the intelligibility of these speech stimuli was tested by 12 native Japanese speakers. Japanese mora (syllable-like phonological unit) identification performances were measured when the number of factors was 1–9. Statistically significant improvement in intelligibility was observed when the number of factors was increased stepwise up to 6. The 12 listeners identified 92.1% of the morae correctly on average in the 6-factor condition. The intelligibility improved sharply when the number of factors changed from 2 to 3. In this step, the cumulative contribution ratio of factors improved only by 10.6%, from 37.3 to 47.9%, but the average mora identification leaped from 6.9 to 69.2%. The results indicated that, if the number of factors is 3 or more, elementary linguistic information is preserved in such noise-vocoded speech. PMID:27199790

Mapping reversible photoswitching of molecular-resistance fluctuations during the conformational transformation of azobenzene-terminated molecular switches.

PubMed

Cho, Duckhyung; Yang, Myungjae; Shin, Narae; Hong, Seunghun

2018-06-07

We report a direct mapping and analysis of electrical noise in azobenzene-terminated molecular monolayers, revealing reversible photoswitching of the molecular-resistance fluctuations in the layers. In this work, a conducting atomic force microscope combined with a homemade spectrum analyzer was used to image electrical current and noise at patterned self-assembled monolayers (SAMs) of azobenzene-terminated molecular wires on a gold substrate. We analyzed the current and noise imaging data to obtain maps of molecular resistances and amount of mean-square fluctuations in the resistances of the regions of trans-azobenzene and a cis/trans-azobenzene mixture. We revealed that the fluctuations in the molecular resistances in the SAMs were enhanced after the trans-to-cis isomerization, while the resistances were reduced. This result could be attributed to enhanced disorders in the molecular arrangements in the cis-SAMs. Furthermore, we observed that the changes in the resistance fluctuations were reversible with respect to repeated trans-to-cis and cis-to-trans isomerizations, indicating that the effects originated from reversible photoswitching of the molecular structures rather than irreversible damages of the molecules. These findings provide valuable insights into the electrical fluctuations in photoswitchable molecules, which could be utilized in further studies on molecular switches and molecular electronics in general. © 2018 IOP Publishing Ltd.

Model selection for identifying power-law scaling.

PubMed

Ton, Robert; Daffertshofer, Andreas

2016-08-01

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to quantify power-law scaling but to test it against alternatives using (Bayesian) model comparison. Our algorithm builds on the well-established detrended fluctuation analysis (DFA). After removing trends of a signal, we determine its mean squared fluctuations in consecutive intervals. In contrast to DFA we use the values per interval to approximate the distribution of these mean squared fluctuations. This allows for estimating the corresponding log-likelihood as a function of interval size without presuming the fluctuations to be normally distributed, as is the case in conventional DFA. We demonstrate the validity and robustness of our algorithm using a variety of simulated signals, ranging from scale-free fluctuations with known Hurst exponents, via more conventional dynamical systems resembling exponentially correlated fluctuations, to a toy model of neural mass activity. We also illustrate its use for encephalographic signals. We further discuss confounding factors like the finite signal size. Our model comparison provides a proper means to identify power-law scaling including the range over which it is present. Copyright © 2016 Elsevier Inc. All rights reserved.

Barometric fluctuations in wells tapping deep unconfined aquifers

USGS Publications Warehouse

Weeks, Edwin P.

1979-01-01

Water levels in wells screened only below the water table in unconfined aquifers fluctuate in response to atmospheric pressure changes. These fluctuations occur because the materials composing the unsaturated zone resist air movement and have capacity to store air with a change in pressure. Consequently, the translation of any pressure change at land surface is slowed as it moves through the unsaturated zone to the water table, but it reaches the water surface in the well instantaneously. Thus a pressure imbalance is created that results in a water level fluctuation. Barometric effects on water levels in unconfined aquifers can be computed by solution of the differential equation governing the flow of gas in the unsaturated zone subject to the appropriate boundary conditions. Solutions to this equation for two sets of boundary conditions were applied to compute water level response in a well tapping the Ogallala Formation near Lubbock, Texas from simultaneous microbarograph records. One set of computations, based on the step function unit response solution and convolution, resulted in a very good match between computed and measured water levels. A second set of computations, based on analysis of the amplitude ratios of simultaneous cyclic microbarograph and water level fluctuations, gave inconsistent results in terms of the unsaturated zone pneumatic properties but provided useful insights on the nature of unconfined-aquifer water level fluctuations.

The Influence of Ca2+ Buffers on Free [Ca2+] Fluctuations and the Effective Volume of Ca2+ Microdomains

PubMed Central

Weinberg, Seth H.; Smith, Gregory D.

2014-01-01

Intracellular calcium (Ca2+) plays a significant role in many cell signaling pathways, some of which are localized to spatially restricted microdomains. Ca2+ binding proteins (Ca2+ buffers) play an important role in regulating Ca2+ concentration ([Ca2+]). Buffers typically slow [Ca2+] temporal dynamics and increase the effective volume of Ca2+ domains. Because fluctuations in [Ca2+] decrease in proportion to the square-root of a domain’s physical volume, one might conjecture that buffers decrease [Ca2+] fluctuations and, consequently, mitigate the significance of small domain volume concerning Ca2+ signaling. We test this hypothesis through mathematical and computational analysis of idealized buffer-containing domains and their stochastic dynamics during free Ca2+ influx with passive exchange of both Ca2+ and buffer with bulk concentrations. We derive Langevin equations for the fluctuating dynamics of Ca2+ and buffer and use these stochastic differential equations to determine the magnitude of [Ca2+] fluctuations for different buffer parameters (e.g., dissociation constant and concentration). In marked contrast to expectations based on a naive application of the principle of effective volume as employed in deterministic models of Ca2+ signaling, we find that mobile and rapid buffers typically increase the magnitude of domain [Ca2+] fluctuations during periods of Ca2+ influx, whereas stationary (immobile) Ca2+ buffers do not. Also contrary to expectations, we find that in the absence of Ca2+ influx, buffers influence the temporal characteristics, but not the magnitude, of [Ca2+] fluctuations. We derive an analytical formula describing the influence of rapid Ca2+ buffers on [Ca2+] fluctuations and, importantly, identify the stochastic analog of (deterministic) effective domain volume. Our results demonstrate that Ca2+ buffers alter the dynamics of [Ca2+] fluctuations in a nonintuitive manner. The finding that Ca2+ buffers do not suppress intrinsic domain [Ca2+] fluctuations raises the intriguing question of whether or not [Ca2+] fluctuations are a physiologically significant aspect of local Ca2+ signaling. PMID:24940787

The influence of Ca²⁺ buffers on free [Ca²⁺] fluctuations and the effective volume of Ca²⁺ microdomains.

PubMed

Weinberg, Seth H; Smith, Gregory D

2014-06-17

Intracellular calcium (Ca(2+)) plays a significant role in many cell signaling pathways, some of which are localized to spatially restricted microdomains. Ca(2+) binding proteins (Ca(2+) buffers) play an important role in regulating Ca(2+) concentration ([Ca(2+)]). Buffers typically slow [Ca(2+)] temporal dynamics and increase the effective volume of Ca(2+) domains. Because fluctuations in [Ca(2+)] decrease in proportion to the square-root of a domain's physical volume, one might conjecture that buffers decrease [Ca(2+)] fluctuations and, consequently, mitigate the significance of small domain volume concerning Ca(2+) signaling. We test this hypothesis through mathematical and computational analysis of idealized buffer-containing domains and their stochastic dynamics during free Ca(2+) influx with passive exchange of both Ca(2+) and buffer with bulk concentrations. We derive Langevin equations for the fluctuating dynamics of Ca(2+) and buffer and use these stochastic differential equations to determine the magnitude of [Ca(2+)] fluctuations for different buffer parameters (e.g., dissociation constant and concentration). In marked contrast to expectations based on a naive application of the principle of effective volume as employed in deterministic models of Ca(2+) signaling, we find that mobile and rapid buffers typically increase the magnitude of domain [Ca(2+)] fluctuations during periods of Ca(2+) influx, whereas stationary (immobile) Ca(2+) buffers do not. Also contrary to expectations, we find that in the absence of Ca(2+) influx, buffers influence the temporal characteristics, but not the magnitude, of [Ca(2+)] fluctuations. We derive an analytical formula describing the influence of rapid Ca(2+) buffers on [Ca(2+)] fluctuations and, importantly, identify the stochastic analog of (deterministic) effective domain volume. Our results demonstrate that Ca(2+) buffers alter the dynamics of [Ca(2+)] fluctuations in a nonintuitive manner. The finding that Ca(2+) buffers do not suppress intrinsic domain [Ca(2+)] fluctuations raises the intriguing question of whether or not [Ca(2+)] fluctuations are a physiologically significant aspect of local Ca(2+) signaling. Copyright © 2014 Biophysical Society. Published by Elsevier Inc. All rights reserved.

De Sitter Space Without Dynamical Quantum Fluctuations

NASA Astrophysics Data System (ADS)

Boddy, Kimberly K.; Carroll, Sean M.; Pollack, Jason

2016-06-01

We argue that, under certain plausible assumptions, de Sitter space settles into a quiescent vacuum in which there are no dynamical quantum fluctuations. Such fluctuations require either an evolving microstate, or time-dependent histories of out-of-equilibrium recording devices, which we argue are absent in stationary states. For a massive scalar field in a fixed de Sitter background, the cosmic no-hair theorem implies that the state of the patch approaches the vacuum, where there are no fluctuations. We argue that an analogous conclusion holds whenever a patch of de Sitter is embedded in a larger theory with an infinite-dimensional Hilbert space, including semiclassical quantum gravity with false vacua or complementarity in theories with at least one Minkowski vacuum. This reasoning provides an escape from the Boltzmann brain problem in such theories. It also implies that vacuum states do not uptunnel to higher-energy vacua and that perturbations do not decohere while slow-roll inflation occurs, suggesting that eternal inflation is much less common than often supposed. On the other hand, if a de Sitter patch is a closed system with a finite-dimensional Hilbert space, there will be Poincaré recurrences and dynamical Boltzmann fluctuations into lower-entropy states. Our analysis does not alter the conventional understanding of the origin of density fluctuations from primordial inflation, since reheating naturally generates a high-entropy environment and leads to decoherence, nor does it affect the existence of non-dynamical vacuum fluctuations such as those that give rise to the Casimir effect.

Coherence Study of Geomagnetic Fluctuations in Frequency Range .04 - 0.6 HZ between Remote Land Sites.

DTIC Science & Technology

1983-12-01

8 B. GEOMAGNETIC BACKGROUND NOISE------------------ 11 III. DATA COLLECTION SYSTEM----------------------------- 13 A... data collection system at two separated land sites, to modify and adapt previously de- veloped software for data analysis and to obtain spectral...the sources that produce these fluctuations. The data collection sites were separated by a distance of 40 km (see Appendix A). One site was at La Mesa

Charged particle multiplicity fluctuations in Au+Au collisions at \\sqrt{s_{NN}} = 200\\, {\\rm GeV}

NASA Astrophysics Data System (ADS)

Wozniak, Krzysztof; PHOBOS Collaboration; Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Chai, Z.; Decowski, M. P.; García, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Holynski, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tang, J. L.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wolfs, F. L. H.; Wosiek, B.; Wuosmaa, A. H.; Wyslouch, B.

2004-08-01

This paper presents the first PHOBOS results on charged particle multiplicity fluctuations measured for Au+Au collisions at the highest RHIC energy within a wide pseudorapidity range of |eegr| < 3. The dependence on collision geometry is removed in the analysis by using the normalized difference between the number of particles in separate eegr bins. We compare our data to HIJING model predictions.

Charged particle multiplicity fluctuations in Au + Au collisions at √sNN = 200 GeV

NASA Astrophysics Data System (ADS)

Wozniak, Krzysztof; the PHOBOS Collaboration; Back, B. B.; Baker, M. D.; Ballintijn, M.; Barton, D. S.; Betts, R. R.; Bickley, A. A.; Bindel, R.; Budzanowski, A.; Busza, W.; Carroll, A.; Chai, Z.; Decowski, M. P.; García, E.; George, N.; Gulbrandsen, K.; Gushue, S.; Halliwell, C.; Hamblen, J.; Heintzelman, G. A.; Henderson, C.; Hofman, D. J.; Hollis, R. S.; Hołyński, R.; Holzman, B.; Iordanova, A.; Johnson, E.; Kane, J. L.; Katzy, J.; Khan, N.; Kucewicz, W.; Kulinich, P.; Kuo, C. M.; Lin, W. T.; Manly, S.; McLeod, D.; Mignerey, A. C.; Nouicer, R.; Olszewski, A.; Pak, R.; Park, I. C.; Pernegger, H.; Reed, C.; Remsberg, L. P.; Reuter, M.; Roland, C.; Roland, G.; Rosenberg, L.; Sagerer, J.; Sarin, P.; Sawicki, P.; Skulski, W.; Steinberg, P.; Stephans, G. S. F.; Sukhanov, A.; Tang, J. L.; Trzupek, A.; Vale, C.; van Nieuwenhuizen, G. J.; Verdier, R.; Wolfs, F. L. H.; Wosiek, B.; Wuosmaa, A. H.; Wysłouch, B.

2004-08-01

This paper presents the first PHOBOS results on charged particle multiplicity fluctuations measured for Au+Au collisions at the highest RHIC energy within a wide pseudorapidity range of |η| < 3. The dependence on collision geometry is removed in the analysis by using the normalized difference between the number of particles in separate η bins. We compare our data to HIJING model predictions.

An Experimental Study of the Effect of Streamwise Vortices on Unsteady Turbulent Boundary-Layer Separation

DTIC Science & Technology

1988-12-09

Measurement of Second Order Statistics .... .............. .54 5.4 Measurement of Triple Products ...... ................. .58 5.6 Uncertainty Analysis...deterministic fluctuations, u/ 2 , were 25 times larger than the mean fluctuations, u𔃼, there were no significant variations in the mean statistical ...input signals, the three velocity components are cal- culated, Awn in ,i-;dual phase ensembles are collected for the appropriate statistical 3

Including Thermal Fluctuations in Actomyosin Stable States Increases the Predicted Force per Motor and Macroscopic Efficiency in Muscle Modelling

PubMed Central

2016-01-01

Muscle contractions are generated by cyclical interactions of myosin heads with actin filaments to form the actomyosin complex. To simulate actomyosin complex stable states, mathematical models usually define an energy landscape with a corresponding number of wells. The jumps between these wells are defined through rate constants. Almost all previous models assign these wells an infinite sharpness by imposing a relatively simple expression for the detailed balance, i.e., the ratio of the rate constants depends exponentially on the sole myosin elastic energy. Physically, this assumption corresponds to neglecting thermal fluctuations in the actomyosin complex stable states. By comparing three mathematical models, we examine the extent to which this hypothesis affects muscle model predictions at the single cross-bridge, single fiber, and organ levels in a ceteris paribus analysis. We show that including fluctuations in stable states allows the lever arm of the myosin to easily and dynamically explore all possible minima in the energy landscape, generating several backward and forward jumps between states during the lifetime of the actomyosin complex, whereas the infinitely sharp minima case is characterized by fewer jumps between states. Moreover, the analysis predicts that thermal fluctuations enable a more efficient contraction mechanism, in which a higher force is sustained by fewer attached cross-bridges. PMID:27626630

Scaling characteristics of mountainous river flow fluctuations determined using a shallow-water acoustic tomography system

NASA Astrophysics Data System (ADS)

Al Sawaf, Mohamad Basel; Kawanisi, Kiyosi; Kagami, Junya; Bahreinimotlagh, Masoud; Danial, Mochammad Meddy

2017-10-01

The aim of this study is to investigate the scaling exponent properties of mountainous river flow fluctuations by detrended fluctuation analysis (DFA). Streamflow data were collected continuously using Fluvial Acoustic Tomography System (FATS), which is a novel system for measuring continuous streamflow at high-frequency scales. The results revealed that river discharge fluctuations have two scaling regimes and scaling break. In contrast to the Ranting Curve method (RC), the small-scale exponent detected by the FATS is estimated to be 1.02 ± 0.42% less than that estimated by RC. More importantly, the crossover times evaluated from the FATS delayed approximately by 42 ± 21 hr ≈2-3 days than their counterparts estimated by RC. The power spectral density analysis assists our findings. We found that scaling characteristics information evaluated for a river using flux data obtained by RC approach might not be accurately detected, because this classical method assumes that flow in river is steady and depends on constructing a relationship between discharge and water level, while the discharge obtained by the FATS decomposes velocity and depth into two ratings according to the continuity equation. Generally, this work highlights the performance of FATS as a powerful and effective approach for continuous streamflow measurements at high-frequency levels.

Mechanisms for Superconductivity in Cuprates compared with results from the Generalized MacMillan-Rowell Analysis of High Resolution Laser- ARPES

NASA Astrophysics Data System (ADS)

Varma, Chandra; Choi, Han-Yong; Zhang, Wentao; Zhou, Xingjiang

2012-02-01

The spectra of fluctuations and their coupling to fermions has been deduced from extensive high resolution laser ARPES in several BISCCO samples and quantitatively analyzed. We ask the question whether some of the theories for superconductivity in Cuprates are consistent or inconsistent with the frequency and the momentum dependence of the deductions. We find that any fluctuation spectra, for example that of Antiferromagnetic Fluctuations, whose frequency dependence depends significantly on momentum dependence are excluded. We consider the quantum-critical spectra of the loop-current order observed in under-doped cuprates and its coupling to fermions and find it consistent with the data.

[Features of fractal dynamics EEG of alpha-rhythm in patients with neurotic and neurosis-like disorders].

PubMed

Shul'ts, E V; Baburin, I N; Karavaeva, T A; Karvasarskiĭ, B D; Slezin, V B

2011-01-01

Fifty-five patients with neurotic and neurosis-like disorders and 20 healthy controls, aged 17-64 years, have been examined. The basic research method was electroencephalography (EEG) with the fractal analysis of alpha power fluctuations. In patients, the changes in the fractal structure were of the same direction: the decrease of fractal indexes of low-frequency fluctuations and the increase of fractal indexes of mid-frequency fluctuations. Patients with neurosis-like disorders, in comparison to those with neurotic disorders, were characterized by more expressed (quantitative) changes in fractal structures of more extended character. It suggests the presence of deeper pathological changes in patients with neurosis-like disorders.

Measurement of optical intensity fluctuation over an 11.8 km turbulent path.

PubMed

Jiang, Yijun; Ma, Jing; Tan, Liying; Yu, Siyuan; Du, Wenhe

2008-05-12

An 11.8km optical link is established to examine the intensity fluctuation of the laser beam transmission through atmosphere turbulence. Probability density function, fade statistic, and high-frequency spectrum are researched based on the analysis of the experimental data collected in each season of a year, including both weak and strong fluctuation cases. Finally, the daily variation curve of scintillation index is given, compared with the variation of refractive-index structure parameter C(n) (2), which is calculated from the experimental data of angle of arrival. This work provides the experimental results that are helpful to the atmospheric propagation research and the free-space optical communication system design.

Evaluation and Analysis of Urmia Lake Water Level Fluctuations Bettwen 1998-2006 Using Landsat Images and TOPEX Altimetry Data

NASA Astrophysics Data System (ADS)

Zahir, N.; Ali, A.

2015-12-01

The Lake Urmiah has undergone a drastic shrinkage in size over the past few decades. The initial intention of this paper is to present an approach for determining the so called "salient times" during which the trend of the shrinkage process is accelerated or decelerated. To find these salient times, a quasi_continuous curve was optimally fitted to the Topex altimetry data within the period 1998 to 2006. To find the salient points within this period of time, the points of inflections of the fitted curve is computed using a second derivative approach. The water volume was also computed using 16 cloud free Landsat images of the Lake within the periods of 1998 to 2006. In the first stage of the water volume calculation, the pixels of the Lake were segmented using the Automated Water Extraction Index (AWEI) and the shorelines of the Lake were extracted by a boundary detecting operator using the generated binary image of the Lake surface. The water volume fluctuation rate was then computed under the assumption that the two successive Lake surfaces and their corresponding water level differences demonstrate approximately a truncated pyramid. The analysis of the water level fluctuation rates were further extended by a sinusoidal curve fitted to the Topex altimetry data. This curve was intended to model the seasonal fluctuations of the water level. In the final stage of this article, the correlation between the fluctuation rates and the precipitation and temperature variations were also numerically determined. This paper reports in some details the stages mentioned above.

Analysis of decoherence mechanisms in a single-atom quantum memory

NASA Astrophysics Data System (ADS)

Koerber, Matthias; Langenfeld, Stefan; Morin, Olivier; Neuzner, Andreas; Ritter, Stephan; Rempe, Gerhard

2017-04-01

While photons are ideal for the transmission of quantum information, they require dedicated memories for long-term storage. The challenge for such a photonic quantum memory is the combination of an efficient light-matter interface with a low-decoherence encoding. To increase the time before the quantum information is lost, a thorough analysis of the relevant decoherence mechanisms is indispensable. Our optical quantum memory consists of a single rubidium atom trapped in a two dimensional optical lattice in a high-finesse Fabry-Perot-type optical resonator. The qubit is initially stored in a superposition of Zeeman states, making magnetic field fluctuations the dominant source of decoherence. The impact to this type of noise is greatly reduced by transferring the qubit into a subspace less susceptible to magnetic field fluctuations. In this configuration, the achievable coherence times are no longer limited by those fluctuations, but decoherence mechanisms induced by the trapping beams pose a new limit. We will discuss the origin and magnitude of the relevant effects and strategies for possible resolutions.

Molecular Dynamics Approach in Designing Thermostable Aspergillus niger Xylanase

NASA Astrophysics Data System (ADS)

Malau, N. D.; Sianturi, M.

2017-03-01

Molecular dynamics methods we have applied as a tool in designing thermostable Aspergillus niger Xylanase, by examining Root Mean Square Deviation (RMSD) and The Stability of the Secondary Structure of enzymes structure at its optimum temperature and compare with its high temperature behavior. As RMSD represents structural fluctuation at a particular temperature, a better understanding of this factor will suggest approaches to bioengineer these enzymes to enhance their thermostability. In this work molecular dynamic simulations of Aspergillus niger xylanase (ANX) have been carried at 400K (optimum catalytic temperature) for 2.5 ns and 500K (ANX reported inactive temperature) for 2.5 ns. Analysis have shown that the Root Mean Square Deviation (RMSD) significant increase at higher temperatures compared at optimum temperature and some of the secondary structures of ANX that have been damaged at high temperature. Structural analysis revealed that the fluctuations of the α-helix and β-sheet regions are larger at higher temperatures compared to the fluctuations at optimum temperature.

Recurrence quantification analysis of human postural fluctuations in older fallers and non-fallers.

PubMed

Ramdani, Sofiane; Tallon, Guillaume; Bernard, Pierre Louis; Blain, Hubert

2013-08-01

We investigate postural sway data dynamics in older adult fallers and non-fallers. Center of pressure (COP) signals were recorded during quiet standing in 28 older adults. The subjects were divided in two groups: with and without history of falls. COP time series were analyzed using recurrence quantification analysis (RQA) in both anteroposterior and mediolateral (ML) directions. Classical stabilometric variables (path length and range) were also computed. The results showed that RQA outputs quantifying predictability of COP fluctuations and Shannon entropy of recurrence plot diagonal line length distribution, were significantly higher in fallers, only for ML direction. In addition, the range of ML COP signals was also significantly higher in fallers. This result is in accordance with some findings of the literature and could be interpreted as an increased hip strategy in fallers. The RQA results seem coherent with the theory of loss of complexity with aging and disease. Our results suggest that RQA is a promising approach for the investigation of COP fluctuations in a frail population.

Source of seed fluctuations for electromagnetic ion cyclotron waves in Earth's magnetosphere

NASA Astrophysics Data System (ADS)

Gamayunov, K. V.; Engebretson, M. J.; Zhang, M.; Rassoul, H. K.

2015-06-01

We consider a nonlinear wave energy cascade from the low frequency range into the higher frequency domain of electromagnetic ion cyclotron (EMIC) wave generation as a possible source of seed fluctuations for EMIC wave growth due to the ion cyclotron instability in Earth's magnetosphere. The presented theoretical analysis shows that energy cascade from the Pc 4-5 frequency range (2-22 mHz) into the range of Pc 1-2 pulsations (0.1-5 Hz), i.e. into the frequency range of EMIC waves, is able to supply the needed level of seed fluctuations that guarantees growth of EMIC waves up to the observable level during one pass through the near equatorial region where the ion cyclotron instability takes place. We also analyze the magnetic field data from the Polar and Van Allen Probes spacecraft to test the suggested nonlinear mechanism. In this initial study we restrict our analysis to magnetic fluctuation spectra only. We do not analyze the third-order structure function, but judge whether a nonlinear energy cascade is present or whether it is not by only analyzing the appearance of power-law distributions in the low-frequency part of the magnetic field spectra. While the power-law spectrum alone does not guarantee that a nonlinear cascade is present, the power-law distribution is a strong indication of the possible development of a nonlinear cascade. Our analysis shows that a nonlinear energy cascade is indeed observed in both the outer and inner magnetosphere data, and EMIC waves are growing from this nonthermal background. All the analyzed data are in good agreement with the theoretical model presented in this study. Overall, the results of this study support a nonlinear energy cascade in Earth's magnetosphere as a mechanism which is responsible for supplying seed fluctuating energy in the higher frequency domain where EMIC waves grow due to the ion cyclotron instability.

Aerosol Index Dynamics over Athens and Beijing

NASA Astrophysics Data System (ADS)

Christodoulakis, J.; Varotsos, C.; Tzanis, C.; Xue, Y.

2014-11-01

We present the analysis of monthly mean Aerosol Index (AI) values, over Athens, Greece, and Beijing, China, for the period 1979-2012. The aim of the analysis is the identification of time scaling in the AI time series, by using a data analysis technique that would not be affected by the non-stationarity of the data. The appropriate technique satisfying this criterion is the Detrended Fluctuation Analysis (DF A). For the deseasonalization of time series classic Wiener method was applied filtering out the seasonal - 3 months, semiannual - 6 months and annual - 12 months periods. The data analysis for both Athens and Beijing revealed that the exponents α for both time periods are greater than 0.5 indicating that persistence of the correlations in the fluctuations of the deseasonalized AI values exists for time scales between about 4 months and 3.5 years (for the period 1979-1993) or 4 years (for the period 1996-2012).

Aerosol Index Dynamics over Athens and Beijing

NASA Astrophysics Data System (ADS)

Christodoulakis, J.; Varotsos, C.; Tzanis, C.; Xue, Y.

2014-11-01

We present the analysis of monthly mean Aerosol Index (AI) values, over Athens, Greece, and Beijing, China, for the period 1979- 2012. The aim of the analysis is the identification of time scaling in the AI time series, by using a data analysis technique that would not be affected by the non-stationarity of the data. The appropriate technique satisfying this criterion is the Detrended Fluctuation Analysis (DFA). For the deseasonalization of time series classic Wiener method was applied filtering out the seasonal - 3 months, semiannual - 6 months and annual - 12 months periods. The data analysis for both Athens and Beijing revealed that the exponents α for both time periods are greater than 0.5 indicating that persistence of the correlations in the fluctuations of the deseasonalized AI values exists for time scales between about 4 months and 3.5 years (for the period 1979-1993) or 4 years (for the period 1996-2012).

Investigation of complexity dynamics in a DC glow discharge magnetized plasma using recurrence quantification analysis

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

Mitra, Vramori; Sarma, Bornali; Sarma, Arun

Recurrence is an ubiquitous feature which provides deep insights into the dynamics of real dynamical systems. A suitable tool for investigating recurrences is recurrence quantification analysis (RQA). It allows, e.g., the detection of regime transitions with respect to varying control parameters. We investigate the complexity of different coexisting nonlinear dynamical regimes of the plasma floating potential fluctuations at different magnetic fields and discharge voltages by using recurrence quantification variables, in particular, DET, L{sub max}, and Entropy. The recurrence analysis reveals that the predictability of the system strongly depends on discharge voltage. Furthermore, the persistent behaviour of the plasma time seriesmore » is characterized by the Detrended fluctuation analysis technique to explore the complexity in terms of long range correlation. The enhancement of the discharge voltage at constant magnetic field increases the nonlinear correlations; hence, the complexity of the system decreases, which corroborates the RQA analysis.« less

Smoot Cosmology Group

Science.gov Websites

, Ivone F. M.; Smoot, George F. 07/2006 Power Spectrum Analysis of Far-IR Background Fluctuations in 160 Microwave Background Anisotropies. Jeong, E.; Smoot, G. F. 2005 Power Spectrum Analysis of Far-IR Background

Laser fluorescence fluctuation excesses in molecular immunology experiments

NASA Astrophysics Data System (ADS)

Galich, N. E.; Filatov, M. V.

2007-04-01

A novel approach to statistical analysis of flow cytometry fluorescence data have been developed and applied for population analysis of blood neutrophils stained with hydroethidine during respiratory burst reaction. The staining based on intracellular oxidation hydroethidine to ethidium bromide, which intercalate into cell DNA. Fluorescence of the resultant product serves as a measure of the neutrophil ability to generate superoxide radicals after induction respiratory burst reaction by phorbol myristate acetate (PMA). It was demonstrated that polymorphonuclear leukocytes of persons with inflammatory diseases showed a considerably changed response. Cytofluorometric histograms obtained have unique information about condition of neutrophil population what might to allow a determination of the pathology processes type connecting with such inflammation. A novel approach to histogram analysis is based on analysis of high-momentum dynamic of distribution. The features of fluctuation excesses of distribution have unique information about disease under consideration.

RP and RQA Analysis for Floating Potential Fluctuations in a DC Magnetron Sputtering Plasma

NASA Astrophysics Data System (ADS)

Sabavath, Gopikishan; Banerjee, I.; Mahapatra, S. K.

2016-04-01

The nonlinear dynamics of a direct current magnetron sputtering plasma is visualized using recurrence plot (RP) technique. RP comprises the recurrence quantification analysis (RQA) which is an efficient method to observe critical regime transitions in dynamics. Further, RQA provides insight information about the system’s behavior. We observed the floating potential fluctuations of the plasma as a function of discharge voltage by using Langmuir probe. The system exhibits quasi-periodic-chaotic-quasi-periodic-chaotic transitions. These transitions are quantified from determinism, Lmax, and entropy of RQA. Statistical investigations like kurtosis and skewness also studied for these transitions which are in well agreement with RQA results.

THERMAL CONDUCTIVITY ANALYSIS OF GASES

DOEpatents

Clark, W.J.

1949-06-01

This patent describes apparatus for the quantitative analysis of a gaseous mixture at subatmospheric pressure by measurement of its thermal conductivity. A heated wire forms one leg of a bridge circuit, while the gas under test is passed about the wire at a constant rate. The bridge unbalance will be a measure of the change in composition of the gas, if compensation is made for the effect due to gas pressure change. The apparatus provides a voltage varying with fluctuations of pressure in series with the indicating device placed across the bridge, to counterbalance the voltage change caused by fluctuations in the pressure of the gaseous mixture.

Multifractality and heteroscedastic dynamics: An application to time series analysis

NASA Astrophysics Data System (ADS)

Nascimento, C. M.; Júnior, H. B. N.; Jennings, H. D.; Serva, M.; Gleria, Iram; Viswanathan, G. M.

2008-01-01

An increasingly important problem in physics concerns scale invariance symmetry in diverse complex systems, often characterized by heteroscedastic dynamics. We investigate the nature of the relationship between the heteroscedastic and fractal aspects of the dynamics of complex systems, by analyzing the sensitivity to heteroscedasticity of the scaling properties of weakly nonstationary time series. By using multifractal detrended fluctuation analysis, we study the singularity spectra of currency exchange rate fluctuations, after partially or completely eliminating n-point correlations via data shuffling techniques. We conclude that heteroscedasticity can significantly increase multifractality and interpret these findings in the context of self-organizing and adaptive complex systems.

Experimental characterization of the transition to coherence collapse in a semiconductor laser with optical feedback

NASA Astrophysics Data System (ADS)

Panozzo, M.; Quintero-Quiroz, C.; Tiana-Alsina, J.; Torrent, M. C.; Masoller, C.

2017-11-01

Semiconductor lasers with time-delayed optical feedback display a wide range of dynamical regimes, which have found various practical applications. They also provide excellent testbeds for data analysis tools for characterizing complex signals. Recently, several of us have analyzed experimental intensity time-traces and quantitatively identified the onset of different dynamical regimes, as the laser current increases. Specifically, we identified the onset of low-frequency fluctuations (LFFs), where the laser intensity displays abrupt dropouts, and the onset of coherence collapse (CC), where the intensity fluctuations are highly irregular. Here we map these regimes when both, the laser current and the feedback strength vary. We show that the shape of the distribution of intensity fluctuations (characterized by the standard deviation, the skewness, and the kurtosis) allows to distinguish among noise, LFFs and CC, and to quantitatively determine (in spite of the gradual nature of the transitions) the boundaries of the three regimes. Ordinal analysis of the inter-dropout time intervals consistently identifies the three regimes occurring in the same parameter regions as the analysis of the intensity distribution. Simulations of the well-known time-delayed Lang-Kobayashi model are in good qualitative agreement with the observations.

Seeking a fingerprint: analysis of point processes in actigraphy recording

NASA Astrophysics Data System (ADS)

Gudowska-Nowak, Ewa; Ochab, Jeremi K.; Oleś, Katarzyna; Beldzik, Ewa; Chialvo, Dante R.; Domagalik, Aleksandra; Fąfrowicz, Magdalena; Marek, Tadeusz; Nowak, Maciej A.; Ogińska, Halszka; Szwed, Jerzy; Tyburczyk, Jacek

2016-05-01

Motor activity of humans displays complex temporal fluctuations which can be characterised by scale-invariant statistics, thus demonstrating that structure and fluctuations of such kinetics remain similar over a broad range of time scales. Previous studies on humans regularly deprived of sleep or suffering from sleep disorders predicted a change in the invariant scale parameters with respect to those for healthy subjects. In this study we investigate the signal patterns from actigraphy recordings by means of characteristic measures of fractional point processes. We analyse spontaneous locomotor activity of healthy individuals recorded during a week of regular sleep and a week of chronic partial sleep deprivation. Behavioural symptoms of lack of sleep can be evaluated by analysing statistics of duration times during active and resting states, and alteration of behavioural organisation can be assessed by analysis of power laws detected in the event count distribution, distribution of waiting times between consecutive movements and detrended fluctuation analysis of recorded time series. We claim that among different measures characterising complexity of the actigraphy recordings and their variations implied by chronic sleep distress, the exponents characterising slopes of survival functions in resting states are the most effective biomarkers distinguishing between healthy and sleep-deprived groups.

Characterizing the Cosmic Infrared Background Fluctuations

NASA Astrophysics Data System (ADS)

Li, Yanxia

2015-08-01

A salient feature of the Cosmic Infrared Background (CIB) fluctuations is that their spatial power spectrum rises a factor of ~10 above the expected contribution from all known sources at angular scales >20‧‧. A tantalizing large-scale correlation signal between the residual Cosmic X-ray Background (CXB) and CIB found in the Extended Groth Strip (EGS) further suggests that at least 20% of the CIB fluctuations are associated with accreting X-ray sources, with efficient energy production similar to black holes. However, there is still a controversy about the sources that produce the excess flux. They could be faint, local populations with different spatial distribution from other known galaxies, e.g., intra-halo light (emitted from stars in the outskirts of local galaxies), or really high-z populations at the epoch of reionization that we know little of. Constraining the origin of the CIB fluctuations will help to establish our understanding of the overall cosmic energy budget.In this talk, we will present our plan to break down this controversy, current state of data collection and analysis.(1) We will combine the archival Spitzer/IRAC and Herschel/PACS data, with the Chandra data of the Cosmic Evolution Survey (COSMOS), to accurately measure the source-subtracted CIB and CXB fluctuations to the largest angular scale (~1-2 deg) to date. The newly discovered link between CIB and CXB fluctuations found in the EGS will be revisited in the COSMOS, which provides better photon statistics. (2) We have been working on cross-correlating the unresolved background with the discrete sources detected at shorter wavelengths (1- 2μm), using ground-based multi-wavelength observations. In addition to exploring the Pan-STARRS 3PI and Medium Deep Survey database, we have also been awarded the telescope time of CFHT/WIRCam and Subaru/Hyper-Suprime-Cam for this purpose. The preliminary data analysis will be presented.

Wavelet Analysis of Nonstationary Fluctuations of Monte Carlo-Simulated Excitatory Postsynaptic Currents

PubMed Central

Aristizabal, F.; Glavinovic, M. I.

2003-01-01

Tracking spectral changes of rapidly varying signals is a demanding task. In this study, we explore on Monte Carlo-simulated glutamate-activated AMPA patch and synaptic currents whether a wavelet analysis offers such a possibility. Unlike Fourier methods that determine only the frequency content of a signal, the wavelet analysis determines both the frequency and the time. This is owing to the nature of the basis functions, which are infinite for Fourier transforms (sines and cosines are infinite), but are finite for wavelet analysis (wavelets are localized waves). In agreement with previous reports, the frequency of the stationary patch current fluctuations is higher for larger currents, whereas the mean-variance plots are parabolic. The spectra of the current fluctuations and mean-variance plots are close to the theoretically predicted values. The median frequency of the synaptic and nonstationary patch currents is, however, time dependent, though at the peak of synaptic currents, the median frequency is insensitive to the number of glutamate molecules released. Such time dependence demonstrates that the “composite spectra” of the current fluctuations gathered over the whole duration of synaptic currents cannot be used to assess the mean open time or effective mean open time of AMPA channels. The current (patch or synaptic) versus median frequency plots show hysteresis. The median frequency is thus not a simple reflection of the overall receptor saturation levels and is greater during the rise phase for the same saturation level. The hysteresis is due to the higher occupancy of the doubly bound state during the rise phase and not due to the spatial spread of the saturation disk, which remains remarkably constant. Albeit time dependent, the variance of the synaptic and nonstationary patch currents can be accurately determined. Nevertheless the evaluation of the number of AMPA channels and their single current from the mean-variance plots of patch or synaptic currents is not highly accurate owing to the varying number of the activatable AMPA channels caused by desensitization. The spatial nonuniformity of open, bound, and desensitized AMPA channels, and the time dependence and spatial nonuniformity of the glutamate concentration in the synaptic cleft, further reduce the accuracy of estimates of the number of AMPA channels from synaptic currents. In conclusion, wavelet analysis of nonstationary fluctuations of patch and synaptic currents expands our ability to determine accurately the variance and frequency of current fluctuations, demonstrates the limits of applicability of techniques currently used to evaluate the single channel current and number of AMPA channels, and offers new insights into the mechanisms involved in the generation of unitary quantal events at excitatory central synapses. PMID:14507683

Wavelet analysis of nonstationary fluctuations of Monte Carlo-simulated excitatory postsynaptic currents.

PubMed

Aristizabal, F; Glavinovic, M I

2003-10-01

Tracking spectral changes of rapidly varying signals is a demanding task. In this study, we explore on Monte Carlo-simulated glutamate-activated AMPA patch and synaptic currents whether a wavelet analysis offers such a possibility. Unlike Fourier methods that determine only the frequency content of a signal, the wavelet analysis determines both the frequency and the time. This is owing to the nature of the basis functions, which are infinite for Fourier transforms (sines and cosines are infinite), but are finite for wavelet analysis (wavelets are localized waves). In agreement with previous reports, the frequency of the stationary patch current fluctuations is higher for larger currents, whereas the mean-variance plots are parabolic. The spectra of the current fluctuations and mean-variance plots are close to the theoretically predicted values. The median frequency of the synaptic and nonstationary patch currents is, however, time dependent, though at the peak of synaptic currents, the median frequency is insensitive to the number of glutamate molecules released. Such time dependence demonstrates that the "composite spectra" of the current fluctuations gathered over the whole duration of synaptic currents cannot be used to assess the mean open time or effective mean open time of AMPA channels. The current (patch or synaptic) versus median frequency plots show hysteresis. The median frequency is thus not a simple reflection of the overall receptor saturation levels and is greater during the rise phase for the same saturation level. The hysteresis is due to the higher occupancy of the doubly bound state during the rise phase and not due to the spatial spread of the saturation disk, which remains remarkably constant. Albeit time dependent, the variance of the synaptic and nonstationary patch currents can be accurately determined. Nevertheless the evaluation of the number of AMPA channels and their single current from the mean-variance plots of patch or synaptic currents is not highly accurate owing to the varying number of the activatable AMPA channels caused by desensitization. The spatial nonuniformity of open, bound, and desensitized AMPA channels, and the time dependence and spatial nonuniformity of the glutamate concentration in the synaptic cleft, further reduce the accuracy of estimates of the number of AMPA channels from synaptic currents. In conclusion, wavelet analysis of nonstationary fluctuations of patch and synaptic currents expands our ability to determine accurately the variance and frequency of current fluctuations, demonstrates the limits of applicability of techniques currently used to evaluate the single channel current and number of AMPA channels, and offers new insights into the mechanisms involved in the generation of unitary quantal events at excitatory central synapses.

Offshore Wind Power Integration in severely fluctuating Wind Conditions

NASA Astrophysics Data System (ADS)

von Bremen, L.

2010-09-01

Strong power fluctuations from offshore wind farms that are induced by wind speed fluctuations pose a severe problem to the save integration of offshore wind power into the power supply system. Experience at the first large-scale offshore wind farm Horns Rev showed that spatial smoothing of power fluctuations within a single wind farm is significantly smaller than onshore results suggest when distributed wind farms of 160 MW altogether are connected to a single point of common-coupling. Wind power gradients larger than 10% of the rated capacity within 5 minutes require large amount of regulation power that is very expensive for the grid operator. It must be noted that a wind speed change of only 0.5m/s result in a wind power change of 10% (within the range of 9-11 m/s where the wind power curve is steepest). Hence, it is very important for the grid operator to know if strong fluctuations are likely or not. Observed weather conditions at the German wind energy research platform FINO1 in the German bight are used to quantify wind fluctuations. With a standard power curve these wind fluctuations are transfered to wind power. The aim is to predict the probability of exceedence of certain wind power gradients that occur in a time interval of e.g. 12 hours. During 2006 and 2009 the distribution of wind power fluctuations looks very similar giving hope that distinct atmospheric processes can be determined that act as a trigger. Most often high wind power fluctuations occur in a range of wind speeds between 9-12 m/s as can be expected from the shape of the wind power curve. A cluster analysis of the 500 hPa geopotential height to detect predominant weather regimes shows that high fluctuations are more likely in north-western flow. It is shown that most often high fluctuations occur in non-stable atmospheric stratification. The description of stratification by means of the vertical gradient of the virtual potential temperature is chosen to be indicative for convection, i.e. it can be assumed that a negative gradient indicates convection which leads to strong wind fluctuations in the updraft and downdraft of the cloud. Neural Networks are used to determine the probability of exceedence of wind power gradients from a set of atmospheric parameters that are taken from Numerical Weather Prediction Models. Parameters describing atmospheric stability, that are related to convection (e.g. rain rate) and that forecast wind gusts tend to carry most information to estimate expected wind power fluctuations.

Chaotic density fluctuations in L-mode plasmas of the DIII-D tokamak

DOE PAGES

Maggs, J. E.; Rhodes, Terry L.; Morales, G. J.

2015-03-05

Analysis of the time series obtained with the Doppler backscattering system (DBS) in the DIII-D tokamak shows that intermediate wave number plasma density fluctuations in low confinement (L-mode) tokamak plasmas are chaotic. Here, the supporting evidence is based on the shape of the power spectrum; the location of the signal in the complexity-entropy plane (C-H plane); and the population of the corresponding Bandt-Pompe probability distributions.

Structural instability and phase co-existence driven non-Gaussian resistance fluctuations in metal nanowires at low temperatures.

PubMed

Bid, Aveek; Raychaudhuri, A K

2016-11-11

We report a detailed experimental study of the resistance fluctuations measured at low temperatures in high quality metal nanowires ranging in diameter from 15-200 nm. The wires exhibit co-existing face-centered-cubic and 4H hcp phases of varying degrees as determined from the x-ray diffraction data. We observe the appearance of a large non-Gaussian noise for nanowires of diameter smaller than 50 nm over a certain temperature range around ≈30 K. The diameter range ∼30 nm, where the noise has maxima coincides with the maximum volume fraction of the co-existing 4H hcp phase thus establishing a strong link between the fluctuation and the phase co-existence. The resistance fluctuation in the same temperature range also shows a deviation of [Formula: see text] behavior at low frequency with appearance of single frequency Lorentzian type contribution in the spectral power density. The fluctuations are thermally activated with an activation energy [Formula: see text] meV, which is of same order as the activation energy of creation of stacking fault in FCC metals that leads to the co-existing crystallographic phases. Combining the results of crystallographic studies of the nanowires and analysis of the resistance fluctuations we could establish the correlation between the appearance of the large resistance noise and the onset of phase co-existence in these nanowires.

Association between weight fluctuation and fasting insulin concentration in Japanese men.

PubMed

Yatsuya, H; Tamakoshi, K; Yoshida, T; Hori, Y; Zhang, H; Ishikawa, M; Zhu, S; Kondo, T; Toyoshima, H

2003-04-01

To investigate whether long-term weight fluctuation is associated with the fasting serum insulin concentration. Weight histories of 1932 male Japanese workers aged 40-59 y were analyzed in relation to their current fasting serum insulin concentration. Individual weight fluctuation was calculated by root mean square error (RMSE) along the linear regression line of weight measured at five to six different ages. The mean RMSE and fasting insulin concentration were 1.22 kg and 4.5 microU/ml, respectively. The multivariate adjusted insulin level became higher with the increase in weight fluctuation. Subanalysis stratified by current body mass index (BMI) showed that the multivariate adjusted insulin level in individuals in the top quartile of fluctuation was 4.3 microU/ml, against 3.9 microU/ml in those in the bottom quartile (P=0.018, analysis of covariance (ANCOVA)) in the normal weight subgroup with current BMI below 25 kg/m(2). In the overweight subgroup with BMI 25 kg/m(2) or above, the level was 6.9 microU/ml in individuals in the top quartile and 6.2 microU/ml in those in the bottom quartile (P=0.054, ANCOVA). The results suggest that weight fluctuation increases the risk of developing hyperinsulinemia. Prospective observations together with measurement of changes in adiposity are needed for confirmation.

Multiscaling behavior of atomic-scale friction

NASA Astrophysics Data System (ADS)

Jannesar, M.; Jamali, T.; Sadeghi, A.; Movahed, S. M. S.; Fesler, G.; Meyer, E.; Khoshnevisan, B.; Jafari, G. R.

2017-06-01

The scaling behavior of friction between rough surfaces is a well-known phenomenon. It might be asked whether such a scaling feature also exists for friction at an atomic scale despite the absence of roughness on atomically flat surfaces. Indeed, other types of fluctuations, e.g., thermal and instrumental fluctuations, become appreciable at this length scale and can lead to scaling behavior of the measured atomic-scale friction. We investigate this using the lateral force exerted on the tip of an atomic force microscope (AFM) when the tip is dragged over the clean NaCl (001) surface in ultra-high vacuum at room temperature. Here the focus is on the fluctuations of the lateral force profile rather than its saw-tooth trend; we first eliminate the trend using the singular value decomposition technique and then explore the scaling behavior of the detrended data, which contains only fluctuations, using the multifractal detrended fluctuation analysis. The results demonstrate a scaling behavior for the friction data ranging from 0.2 to 2 nm with the Hurst exponent H =0.61 ±0.02 at a 1 σ confidence interval. Moreover, the dependence of the generalized Hurst exponent, h (q ) , on the index variable q confirms the multifractal or multiscaling behavior of the nanofriction data. These results prove that fluctuation of nanofriction empirical data has a multifractal behavior which deviates from white noise.

Self-Organization on Social Media: Endo-Exo Bursts and Baseline Fluctuations

PubMed Central

Oka, Mizuki; Hashimoto, Yasuhiro; Ikegami, Takashi

2014-01-01

A salient dynamic property of social media is bursting behavior. In this paper, we study bursting behavior in terms of the temporal relation between a preceding baseline fluctuation and the successive burst response using a frequency time series of 3,000 keywords on Twitter. We found that there is a fluctuation threshold up to which the burst size increases as the fluctuation increases and that above the threshold, there appears a variety of burst sizes. We call this threshold the critical threshold. Investigating this threshold in relation to endogenous bursts and exogenous bursts based on peak ratio and burst size reveals that the bursts below this threshold are endogenously caused and above this threshold, exogenous bursts emerge. Analysis of the 3,000 keywords shows that all the nouns have both endogenous and exogenous origins of bursts and that each keyword has a critical threshold in the baseline fluctuation value to distinguish between the two. Having a threshold for an input value for activating the system implies that Twitter is an excitable medium. These findings are useful for characterizing how excitable a keyword is on Twitter and could be used, for example, to predict the response to particular information on social media. PMID:25329610

Ionization balance of impurities in turbulent scrape-off layer plasmas I: local ionization-recombination equilibrium

NASA Astrophysics Data System (ADS)

Guzman, F.; Marandet, Y.; Tamain, P.; Bufferand, H.; Ciraolo, G.; Ghendrih, Ph; Guirlet, R.; Rosato, J.; Valentinuzzi, M.

2015-12-01

In magnetized fusion devices, cross field impurity transport is often dominated by turbulence, in particular in the scrape-off layer. In these outer regions of the plasma, fluctuations of plasma parameters can be comparable to mean values, and the way ionization and recombination sources are treated in transport codes becomes questionnable. In fact, sources are calculated using the mean density and temperature values, with no account of fluctuations. In this work we investigate the modeling uncertainties introduced by this approximation, both qualitatively and quantitatively for the local ionization equilibrium. As a first step transport effects are neglected, and their role will be discussed in a companion paper. We show that temperature fluctuations shift the ionization balance towards lower temperatures, essentially because of the very steep temperature dependence of the ionization rate coefficients near the threshold. To reach this conclusion, a thorough analysis of the time scales involved is carried out, in order to devise a proper way of averaging over fluctuations. The effects are found to be substantial only for fairly large relative fluctuation levels for temperature, that is of the order of a few tens of percents.

Fluctuating Hydrodynamics Confronts the Rapidity Dependence of Transverse Momentum Fluctuations

NASA Astrophysics Data System (ADS)

Pokharel, Rajendra; Gavin, Sean; Moschelli, George

2012-10-01

Interest in the development of the theory of fluctuating hydrodynamics is growing [1]. Early efforts suggested that viscous diffusion broadens the rapidity dependence of transverse momentum correlations [2]. That work stimulated an experimental analysis by STAR [3]. We attack this new data along two fronts. First, we compute STAR's fluctuation observable using the NeXSPheRIO code, which combines fluctuating initial conditions from a string fragmentation model with deterministic viscosity-free hydrodynamic evolution. We find that NeXSPheRIO produces a longitudinal narrowing, in contrast to the data. Second, we study the hydrodynamic evolution using second order causal viscous hydrodynamics including Langevin noise. We obtain a deterministic evolution equation for the transverse momentum density correlation function. We use the latest theoretical equations of state and transport coefficients to compute STAR's observable. The results are in excellent accord with the measured broadening. In addition, we predict features of the distribution that can distinguish 2nd and 1st order diffusion. [4pt] [1] J. Kapusta, B. Mueller, M. Stephanov, arXiv:1112.6405 [nucl-th].[0pt] [2] S. Gavin and M. Abdel-Aziz, Phys. Rev. Lett. 97, 162302 (2006)[0pt] [3] H. Agakishiev et al., STAR, STAR, Phys. Lett. B704

Density-Gradient-Driven trapped-electron-modes in improved-confinement RFP plasmas

NASA Astrophysics Data System (ADS)

Duff, James; Sarff, John; Ding, Weixing; Brower, David; Parke, Eli; Chapman, Brett; Terry, Paul; Pueschel, M. J.; Williams, Zach

2017-10-01

Short wavelength density fluctuations in improved-confinement MST plasmas exhibit multiple features characteristic of the trapped-electron-mode (TEM). Core transport in the RFP is normally governed by magnetic stochasticity stemming from long wavelength tearing modes that arise from current profile peaking, which are suppressed via inductive control for this work. The improved confinement is associated with an increase in the pressure gradient that can destabilize drift waves. The measured density fluctuations have f 50 kHz, kϕρs < 0.14 , and propagate in the electron drift direction. Their spectral emergence coincides with a sharp decrease in global tearing mode associated fluctuations, their amplitude increases with local density gradient, and they exhibit a density-gradient threshold at R /Ln 15 . The GENE code, modified for the RFP, predicts the onset of density-gradient-driven TEM for these strong-gradient plasma conditions. While nonlinear analysis shows a large Dimits shift associated with predicted strong zonal flows, the inclusion of residual magnetic fluctuations, comparable to experimental magnetic fluctuations, causes a collapse of the zonal flows and an increase in the predicted transport to a level close to the experimentally measured heat flux. Work supported by US DOE.

INTERPRETATION OF THE STRUCTURE FUNCTION OF ROTATION MEASURE IN THE INTERSTELLAR MEDIUM

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

Xu, Siyao; Zhang, Bing, E-mail: syxu@pku.edu.cn, E-mail: zhang@physics.unlv.edu

2016-06-20

The observed structure function (SF) of rotation measure (RM) varies as a broken power-law function of angular scales. The systematic shallowness of its spectral slope is inconsistent with the standard Kolmogorov scaling. This motivates us to examine the statistical analysis on RM fluctuations. The correlations of RM constructed by Lazarian and Pogosyan are demonstrated to be adequate in explaining the observed features of RM SFs through a direct comparison between the theoretically obtained and observationally measured SF results. By segregating the density and magnetic field fluctuations and adopting arbitrary indices for their respective power spectra, we find that when themore » SFs of RM and emission measure have a similar form over the same range of angular scales, the statistics of the RM fluctuations reflect the properties of density fluctuations. RM SFs can be used to evaluate the mean magnetic field along the line of sight, but cannot serve as an informative source on the properties of turbulent magnetic field in the interstellar medium. We identify the spectral break of RM SFs as the inner scale of a shallow spectrum of electron density fluctuations, which characterizes the typical size of discrete electron density structures in the observed region.« less

A measurement of the large-scale cosmic microwave background anisotropy at 1.8 millimeter wavelength

NASA Technical Reports Server (NTRS)

Meyer, Stephan S.; Cheng, Edward S.; Page, Lyman A.

1991-01-01

This measurement of the large-scale cosmic microwave background radiation (CMBR) anisotropy places the most stringent constraints to date on fluctuations in the CMBR on angular scales greater than about 4 deg. Using a four-channel bolometric radiometer operating at 1.8, 1.1, 0.63, and 0.44 mm, the diffuse sky brightness over half of the northern hemisphere has been mapped with an angular resolution of 3.8 deg. Analysis of the sky map at the longest wavelength for Galactic latitudes of 15 deg or more yields a 95-percent confidence level upper limit on fluctuations of the CMBR at Delta T/T of 1.6 x 10 to the -5th with a statistical power of 92 percent for Gaussian fluctuations at a correlation angle of 13 deg. Between 3 deg and 22 deg, the upper limit of fluctuations is 4.0 x 10 to the -5th . An anisotropy is detected in the map, but it cannot yet be attributed to primordial sources. The ultimate sensitivity for this experiment is 7 x 10 to the -6th over this angular range for Gaussian fluctuations.

Predictability and Quantification of Complex Groundwater Table Dynamics Driven by Irregular Surface Water Fluctuations

NASA Astrophysics Data System (ADS)

Xin, Pei; Wang, Shen S. J.; Shen, Chengji; Zhang, Zeyu; Lu, Chunhui; Li, Ling

2018-03-01

Shallow groundwater interacts strongly with surface water across a quarter of global land area, affecting significantly the terrestrial eco-hydrology and biogeochemistry. We examined groundwater behavior subjected to unimodal impulse and irregular surface water fluctuations, combining physical experiments, numerical simulations, and functional data analysis. Both the experiments and numerical simulations demonstrated a damped and delayed response of groundwater table to surface water fluctuations. To quantify this hysteretic shallow groundwater behavior, we developed a regression model with the Gamma distribution functions adopted to account for the dependence of groundwater behavior on antecedent surface water conditions. The regression model fits and predicts well the groundwater table oscillations resulting from propagation of irregular surface water fluctuations in both laboratory and large-scale aquifers. The coefficients of the Gamma distribution function vary spatially, reflecting the hysteresis effect associated with increased amplitude damping and delay as the fluctuation propagates. The regression model, in a relatively simple functional form, has demonstrated its capacity of reproducing high-order nonlinear effects that underpin the surface water and groundwater interactions. The finding has important implications for understanding and predicting shallow groundwater behavior and associated biogeochemical processes, and will contribute broadly to studies of groundwater-dependent ecology and biogeochemistry.

EEG Correlates of Fluctuation in Cognitive Performance in an Air Traffic Control Task

DTIC Science & Technology

2014-11-01

using non-parametric statistical analysis to identify neurophysiological patterns due to the time-on-task effect. Significant changes in EEG power...EEG, Cognitive Performance, Power Spectral Analysis , Non-Parametric Analysis Document is available to the public through the Internet...3 Performance Data Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 EEG

CXB surface brightness fluctuations: A new frontier of ICM structure and outskirts studies of (un)resolved galaxy clusters?

NASA Astrophysics Data System (ADS)

Kolodzig, A.; Gilfanov, M.; Hutsi, G.; Sunyaev, R.

2017-10-01

Surface brightness fluctuations of the cosmic X-ray background (CXB) carry unique information about the intracluster-medium (ICM) structure of galaxy clusters and groups up to the virial radius, which is inaccessible by conventional observations of selected nearby resolved clusters. We present results of our CXB fluctuation analysis of the ˜5ks-deep, ˜9deg^2-large Chandra survey XBOOTES. We find that our fluctuation signal of resolved clusters is dominated by nearby, high-luminosity sources. The shape of its power spectrum suggests that for the brightest cluster we are sensitive to the ICM structure up to ˜2× R_{500};(˜2 Mpc/h). The energy spectrum of the fluctuation signal from resolved and unresolved clusters follows a typical ICM spectrum, where redshifts and temperatures are consistent with expectations. It also demonstrates that fluctuations of our unresolved CXB are dominated by unresolved clusters with an average z˜0.4 and T˜1.3keV, suggesting an average L_{0.5-2keV}˜3×10^{42} erg/s and M_{500}˜4×10^{13} M_{Sun}/h. Comparison with modeling suggests, that our fluctuation signal can be described with the one-halo-term of clusters and that it might be sensitive to the presence of substructures. Discrepancies between model and measurement could be utilized to improve our understanding of the ICM structure in a statistical manner. We briefly discuss the potential of larger surveys (e.g. Stripe82, XXL, SRG/eRosita).

Multi-point measurement using two-channel reflectometer with antenna switching for study of high-frequency fluctuations in GAMMA 10

NASA Astrophysics Data System (ADS)

Ikezoe, R.; Ichimura, M.; Okada, T.; Itagaki, J.; Hirata, M.; Sumida, S.; Jang, S.; Izumi, K.; Tanaka, A.; Yoshikawa, M.; Kohagura, J.; Sakamoto, M.; Nakashima, Y.

2017-03-01

A two-channel microwave reflectometer system with fast microwave antenna switching capability was developed and applied to the GAMMA 10 tandem mirror device to study high-frequency small-amplitude fluctuations in a hot mirror plasma. The fast switching of the antennas is controlled using PIN diode switches, which offers the significant advantage of reducing the number of high-cost microwave components and digitizers with high bandwidths and large memory that are required to measure the spatiotemporal behavior of the high-frequency fluctuations. The use of two channels rather than one adds the important function of a simultaneous two-point measurement in either the radial direction or the direction of the antenna array to measure the phase profile of the fluctuations along with the normal amplitude profile. The density fluctuations measured using this system clearly showed the high-frequency coherent fluctuations that are associated with Alfvén-ion-cyclotron (AIC) waves in GAMMA 10. A correlation analysis applied to simultaneously measured density fluctuations showed that the phase component that was included in a reflected microwave provided both high coherence and a clear phase difference for the AIC waves, while the amplitude component showed neither significant coherence nor clear phase difference. The axial phase differences of the AIC waves measured inside the hot plasma confirmed the formation of a standing wave structure. The axial variation of the radial profiles was evaluated and a clear difference was found among the AIC waves for the first time, which would be a key to clarify the unknown boundary conditions of the AIC waves.

Fluctuation Diagnostics of the Electron Self-Energy: Origin of the Pseudogap Physics.

PubMed

Gunnarsson, O; Schäfer, T; LeBlanc, J P F; Gull, E; Merino, J; Sangiovanni, G; Rohringer, G; Toschi, A

2015-06-12

We demonstrate how to identify which physical processes dominate the low-energy spectral functions of correlated electron systems. We obtain an unambiguous classification through an analysis of the equation of motion for the electron self-energy in its charge, spin, and particle-particle representations. Our procedure is then employed to clarify the controversial physics responsible for the appearance of the pseudogap in correlated systems. We illustrate our method by examining the attractive and repulsive Hubbard model in two dimensions. In the latter, spin fluctuations are identified as the origin of the pseudogap, and we also explain why d-wave pairing fluctuations play a marginal role in suppressing the low-energy spectral weight, independent of their actual strength.

In Situ Visualization of the Growth and Fluctuations of Nanoparticle Superlattice in Liquids

NASA Astrophysics Data System (ADS)

Ou, Zihao; Shen, Bonan; Chen, Qian

We use liquid phase transmission electron microscopy to image and understand the crystal growth front and interfacial fluctuation of a nanoparticle superlattice. With single particle resolution and hundreds of nanoscale building blocks in view, we are able to identify the interface between ordered lattice and disordered structure and visualize the kinetics of single building block attachment at the lattice growth front. The spatial interfacial fluctuation profiles support the capillary wave theory, from which we derive a surface stiffness value consistent with scaling analysis. Our experiments demonstrate the potential of extending model study on collective systems to nanoscale with single particle resolution and testing fundamental theories of condensed matter at a length scale linking atoms and micron-sized colloids.

Dynamics of flows, fluctuations, and global instability under electrode biasing in a linear plasma device

NASA Astrophysics Data System (ADS)

Desjardins, T. R.; Gilmore, M.

2016-05-01

Grid biasing is utilized in a large-scale helicon plasma to modify an existing instability. It is shown both experimentally and with a linear stability analysis to be a hybrid drift-Kelvin-Helmholtz mode. At low magnetic field strengths, coherent fluctuations are present, while at high magnetic field strengths, the plasma is broad-band turbulent. Grid biasing is used to drive the once-coherent fluctuations to a broad-band turbulent state, as well as to suppress them. There is a corresponding change in the flow shear. When a high positive bias (10Te) is applied to the grid electrode, a large-scale ( n ˜/n ≈50 % ) is excited. This mode has been identified as the potential relaxation instability.

Theoretical study of reactive and nonreactive turbulent coaxial jets

NASA Technical Reports Server (NTRS)

Gupta, R. N.; Wakelyn, N. T.

1976-01-01

The hydrodynamic properties and the reaction kinetics of axisymmetric coaxial turbulent jets having steady mean quantities are investigated. From the analysis, limited to free turbulent boundary layer mixing of such jets, it is found that the two-equation model of turbulence is adequate for most nonreactive flows. For the reactive flows, where an allowance must be made for second order correlations of concentration fluctuations in the finite rate chemistry for initially inhomogeneous mixture, an equation similar to the concentration fluctuation equation of a related model is suggested. For diffusion limited reactions, the eddy breakup model based on concentration fluctuations is found satisfactory and simple to use. The theoretical results obtained from these various models are compared with some of the available experimental data.

On the scaling of the distribution of daily price fluctuations in the Mexican financial market index

NASA Astrophysics Data System (ADS)

Alfonso, Léster; Mansilla, Ricardo; Terrero-Escalante, César A.

2012-05-01

In this paper, a statistical analysis of log-return fluctuations of the IPC, the Mexican Stock Market Index is presented. A sample of daily data covering the period from 04/09/2000-04/09/2010 was analyzed, and fitted to different distributions. Tests of the goodness of fit were performed in order to quantitatively asses the quality of the estimation. Special attention was paid to the impact of the size of the sample on the estimated decay of the distributions tail. In this study a forceful rejection of normality was obtained. On the other hand, the null hypothesis that the log-fluctuations are fitted to a α-stable Lévy distribution cannot be rejected at the 5% significance level.

Dynamics in the Chromosphere Imaged at Four Second Cadence

NASA Astrophysics Data System (ADS)

Schmit, D.; De Pontieu, B.

2017-12-01

In this work we present analysis of rapid intensity fluctuations that are observed in the chromosphere and transition region using the slit-jaw datasets of IRIS and CLASP. While chromospheric oscillations have been a topic of interest for 30 years, the instrumentation to image those dynamics at high-cadence has only recently been developed. We use filtergraph data from 1215A, 2800A, and 1400A to examine the occurrence rate and morphology of rapid intensity fluctuations in different magnetic environments. There are indications of rapidly propagating disturbances with phase speeds greater than 100 km/s in all passbands although the morphology of the features differs significantly between passbands. The relationship between intensity fluctuations, spicules, and waves is discussed.

Controls on Thermal Discharge in Yellowstone NAtional Park, Wyoming

NASA Astrophysics Data System (ADS)

Mohrmann, Jacob Steven

2007-10-01

Significant fluctuations in discharge occur in hot springs in Yellowstone National Park on a seasonal to decadal scale (Ingebritsen et al., 2001) and an hourly scale (Vitale, 2002). The purpose of this study was to determine the interval of the fluctuations in discharge and to explain what causes those discharge patterns in three thermally influenced streams in Yellowstone National Park. By monitoring flow in these streams, whose primary source of input is thermal discharge, we were able to find several significant patterns of discharge fluctuations. Patterns were found by using two techniques of spectral analysis. The spectral analyses completed involved using the program "R" as well as Microsoft Excel, both of which use Fourier transforms. The Fourier transform is a linear operator that identifies frequencies in the original function. Stream flow data were collected using a FloDar open channel flow monitor. The flow meter collected data at15-minute intervals at White Creek and Rabbit Creek for a period of approximately two weeks each during the Fall. Flow data were also used from 15-minute data interval from a USGS gaging station at Tantalus Creek. Patterns of discharge fluctuation were found in each stream. By comparing spectral analysis results of flow data with spectral analysis of published tide data and barometric pressure data, connections were drawn between fluctuations in tidal and barometric-pressure patterns and flow patterns. Also, visual comparisons used to identify potential correspondence with earthquakes and precipitation events. At Tantalus Creek, patterns were affected only by barometric pressure changes. At White Creek, one pattern was attributed to barometric pressure fluctuations, and another pattern was found that could be associated with earth-tide forces. At Rabbit Creek, these patterns were absent. A pattern at 8.55 hours, which could not be attributed to barometric pressure or earth tide forces, was found at Rabbit and White Creeks. The 8.55 hour pattern in discharge found at both Rabbit and White Creeks may suggest a physical link between the sites, which are close (2.5 km). The time pattern could be a result of a shared hydrothermal aquifer, convectively heating and discharging at both streams. However, the common time pattern could also be the result of independent factors, which coincidentally caused a similar time pattern.

Study of the human postural control system during quiet standing using detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Teresa Blázquez, M.; Anguiano, Marta; de Saavedra, Fernando Arias; Lallena, Antonio M.; Carpena, Pedro

2009-05-01

The detrended fluctuation analysis is used to study the behavior of different time series obtained from the trajectory of the center of pressure, the output of the activity of the human postural control system. The results suggest that these trajectories present two different regimes in their scaling properties: persistent (for high frequencies, short-range time scale) to antipersistent (for low frequencies, long-range time scale) behaviors. The similitude between the results obtained for the measurements, done with both eyes open and eyes closed, indicate either that the visual system may be disregarded by the postural control system while maintaining the quiet standing, or that the control mechanisms associated with each type of information (visual, vestibular and somatosensory) cannot be disentangled with the type of analysis performed here.

Multifractal Analysis of Human Heartbeat in Sleep

NASA Astrophysics Data System (ADS)

Ding, Liang-Jing; Peng, Hu; Cai, Shi-Min; Zhou, Pei-Ling

2007-07-01

We study the dynamical properties of heart rate variability (HRV) in sleep by analysing the scaling behaviour with the multifractal detrended fluctuation analysis method. It is well known that heart rate is regulated by the interaction of two branches of the autonomic nervous system: the parasympathetic and sympathetic nervous systems. By investigating the multifractal properties of light, deep, rapid-eye-movement (REM) sleep and wake stages, we firstly find an increasing multifractal behaviour during REM sleep which may be caused by augmented sympathetic activities relative to non-REM sleep. In addition, the investigation of long-range correlations of HRV in sleep with second order detrended fluctuation analysis presents irregular phenomena. These findings may be helpful to understand the underlying regulating mechanism of heart rate by autonomic nervous system during wake-sleep transitions.

Spherical harmonics analysis of surface density fluctuations of spherical ionic SDS and nonionic C12E8 micelles: A molecular dynamics study

NASA Astrophysics Data System (ADS)

Yoshii, Noriyuki; Nimura, Yuki; Fujimoto, Kazushi; Okazaki, Susumu

2017-07-01

The surface structure and its fluctuation of spherical micelles were investigated using a series of density correlation functions newly defined by spherical harmonics and Legendre polynomials based on the molecular dynamics calculations. To investigate the influence of head-group charges on the micelle surface structure, ionic sodium dodecyl sulfate and nonionic octaethyleneglycol monododecylether (C12E8) micelles were investigated as model systems. Large-scale density fluctuations were observed for both micelles in the calculated surface static structure factor. The area compressibility of the micelle surface evaluated by the surface static structure factor was tens-of-times larger than a typical value of a lipid membrane surface. The structural relaxation time, which was evaluated from the surface intermediate scattering function, indicates that the relaxation mechanism of the long-range surface structure can be well described by the hydrostatic approximation. The density fluctuation on the two-dimensional micelle surface has similar characteristics to that of three-dimensional fluids near the critical point.

Spherical harmonics analysis of surface density fluctuations of spherical ionic SDS and nonionic C12E8 micelles: A molecular dynamics study.

PubMed

Yoshii, Noriyuki; Nimura, Yuki; Fujimoto, Kazushi; Okazaki, Susumu

2017-07-21

The surface structure and its fluctuation of spherical micelles were investigated using a series of density correlation functions newly defined by spherical harmonics and Legendre polynomials based on the molecular dynamics calculations. To investigate the influence of head-group charges on the micelle surface structure, ionic sodium dodecyl sulfate and nonionic octaethyleneglycol monododecylether (C 12 E 8 ) micelles were investigated as model systems. Large-scale density fluctuations were observed for both micelles in the calculated surface static structure factor. The area compressibility of the micelle surface evaluated by the surface static structure factor was tens-of-times larger than a typical value of a lipid membrane surface. The structural relaxation time, which was evaluated from the surface intermediate scattering function, indicates that the relaxation mechanism of the long-range surface structure can be well described by the hydrostatic approximation. The density fluctuation on the two-dimensional micelle surface has similar characteristics to that of three-dimensional fluids near the critical point.

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

NASA Astrophysics Data System (ADS)

Li, Lei; Liu, Jian-Guo; Lu, Jianfeng

2017-10-01

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.

Quasi-Lagrangian measurements of density surface fluctuations and power spectra in the stratosphere

NASA Technical Reports Server (NTRS)

Quinn, Elizabeth P.; Holzworth, Robert H.

1987-01-01

Pressure and temperature data from eight superpressure balloon flights at 26 km in the southern hemisphere stratosphere are analyzed. The balloons, which float on a constant density surface, travel steadily westward during summer and eastward during winter, as expected from local climatology. Two types of fluctuations are observed: neutral buoyancy oscillations (NBO) of around 4 min, and 0.1- to 1-hour oscillations that are characterized as small-amplitude density surface fluctuations. Lapse rates and densities are calculated and found to agree well with the expected values. Examples of wave damping and simultaneous fluctuation at two nearby balloons are presented. Spectral analysis is performed clearly showing the NBO and that the majority of the power is in the mesoscale range. Spectral slopes of power versus frequency are measured to be on the average -2.18 + or - 0.24 for pressure and -1.72 + or - 0.24 for temperature. These slopes are compared to the predictions of turbulence theories and the theory of a universal gravity wave spectrum.

High-Tc superconductivity near the anion height instability in Fe-based superconductors: analysis of LaFeAsO(1-x)H(x).

PubMed

Onari, Seiichiro; Yamakawa, Youichi; Kontani, Hiroshi

2014-05-09

The isostructural transition in the tetragonal phase with a sizable change in the anion height, is realized in heavily H-doped LaFeAsO and (La,P) codoped CaFe2As2. In these compounds, the superconductivity with higher Tc (40-50 K) is realized near the isostructural transition. To find the origin of the anion-height instability and the role in realizing the higher-Tc state, we develop the orbital-spin fluctuation theory by including the vertex correction. We analyze LaFeAsO(1-x)H(x) and find that the non-nematic orbital fluctuations, which induce the anion-height instability, are automatically obtained at x∼0.5, in addition to the conventional nematic orbital fluctuations at x∼0. The non-nematic orbital order triggers the isostructural transition, and its fluctuation would be a key ingredient to realize higher-Tc superconductivity of order 50 K.

Observation of trapped-electron-mode microturbulence in reversed field pinch plasmas

NASA Astrophysics Data System (ADS)

Duff, J. R.; Williams, Z. R.; Brower, D. L.; Chapman, B. E.; Ding, W. X.; Pueschel, M. J.; Sarff, J. S.; Terry, P. W.

2018-01-01

Density fluctuations in the large-density-gradient region of improved confinement Madison Symmetric Torus reversed field pinch (RFP) plasmas exhibit multiple features that are characteristic of the trapped-electron mode (TEM). Core transport in conventional RFP plasmas is governed by magnetic stochasticity stemming from multiple long-wavelength tearing modes. Using inductive current profile control, these tearing modes are reduced, and global confinement is increased to that expected for comparable tokamak plasmas. Under these conditions, new short-wavelength fluctuations distinct from global tearing modes appear in the spectrum at a frequency of f ˜ 50 kHz, which have normalized perpendicular wavenumbers k⊥ρs≲ 0.2 and propagate in the electron diamagnetic drift direction. They exhibit a critical-gradient threshold, and the fluctuation amplitude increases with the local electron density gradient. These characteristics are consistent with predictions from gyrokinetic analysis using the Gene code, including increased TEM turbulence and transport from the interaction of remnant tearing magnetic fluctuations and zonal flow.

When Bitcoin encounters information in an online forum: Using text mining to analyse user opinions and predict value fluctuation

PubMed Central

Lee, Jurim; Park, Nuri; Choo, Jaegul; Kim, Jong-Hyun; Kim, Chang Hun

2017-01-01

Bitcoin is an online currency that is used worldwide to make online payments. It has consequently become an investment vehicle in itself and is traded in a way similar to other open currencies. The ability to predict the price fluctuation of Bitcoin would therefore facilitate future investment and payment decisions. In order to predict the price fluctuation of Bitcoin, we analyse the comments posted in the Bitcoin online forum. Unlike most research on Bitcoin-related online forums, which is limited to simple sentiment analysis and does not pay sufficient attention to note-worthy user comments, our approach involved extracting keywords from Bitcoin-related user comments posted on the online forum with the aim of analytically predicting the price and extent of transaction fluctuation of the currency. The effectiveness of the proposed method is validated based on Bitcoin online forum data ranging over a period of 2.8 years from December 2013 to September 2016. PMID:28498843

When Bitcoin encounters information in an online forum: Using text mining to analyse user opinions and predict value fluctuation.

PubMed

Kim, Young Bin; Lee, Jurim; Park, Nuri; Choo, Jaegul; Kim, Jong-Hyun; Kim, Chang Hun

2017-01-01

Bitcoin is an online currency that is used worldwide to make online payments. It has consequently become an investment vehicle in itself and is traded in a way similar to other open currencies. The ability to predict the price fluctuation of Bitcoin would therefore facilitate future investment and payment decisions. In order to predict the price fluctuation of Bitcoin, we analyse the comments posted in the Bitcoin online forum. Unlike most research on Bitcoin-related online forums, which is limited to simple sentiment analysis and does not pay sufficient attention to note-worthy user comments, our approach involved extracting keywords from Bitcoin-related user comments posted on the online forum with the aim of analytically predicting the price and extent of transaction fluctuation of the currency. The effectiveness of the proposed method is validated based on Bitcoin online forum data ranging over a period of 2.8 years from December 2013 to September 2016.

Comparison of various multifractal approaches to analyze the intermittent magnetic fluctuations observed in the Earth's magnetospheric cusp

NASA Astrophysics Data System (ADS)

Lamy, Hervé; Echim, Marius; Chang, Tom

2014-05-01

Several approaches exist to compute the multifractal characteristics of an intermittent set of fluctuations. First, the classical method based on the computation of the partition function uses the full set of fluctuations . Since it is dominated by the more numerous fluctuations of small amplitudes, this method can mask the fractal characteristics of minor fluctuations of much larger amplitude. To solve this issue, a new method was developed by Chang & Wu (2008) : the Rank-Ordered Multifractal Analysis (ROMA) The ROMA method offers a natural connection between the one-parameter monofractal scaling idea and the multifractal phenomenon of intermittency. The key-element in ROMA is to find s(Y), the spectrum of the scaling exponents, and Ps(Y), the scaled Probability Distribution Function (PDFs), from the raw PDFs of the variable X at various scales tau , P(X,tau), with the following scaling: P(X,tau) tau ^s(Y)=Ps(Y) with Y= X/tau ^s(Y) The first (direct) method is to use range-limited structure functions in a sufficiently small range of the scaled variable Y and search for the value of monofroctal exponent s(Y). A drawback of this approach is that the range of Y must be large enough to ensure that the statistics is meaningful. As a consequence, some cross-over behavior between fluctuations with different monofractal exponents can lead to an ambiguity with several solutions s(Y) for some ranges of Y. Also the multifractal spectrum produced is step-wise discontinuous. To overcome these difficulties, Wu & Chang (2011) have suggested a refined method where a value of the parameter s is assumed and the corresponding value of Y ensuring a collapse of the raw PDFs is searched for. The advantage of this latter approach is that s(Y) and Ps(Y) can be obtained for single values of Y. The two ROMA methods and the partition function method are used on a set of intermittent magnetic field fluctuations observed by the Cluster spacecraft in the Earth's magnetospheric cusp. Results are presented and discussed. Research supported by the European Community's Seventh Framework Programme (FP7/2007-2013) under grant agreement no 313038/STORM. TC was also partially supported by the US National Science Foundation. T. Chang and C.C. Wu, Rank-Ordered Multifractal Spectrum for Intermittent Fluctuations, Phys. Rev. E77,045401(R), 2008 CC. Wu and T. Chang, Application of rank-ordered multifractal analysis (ROMA) to intermittent fluctuations in 3D turbulent flows, 2D MHD simulation and solar wind data, to be submitted to the special issue "Multifractals and Intermittent Turbulence in the Solar-Terrestrial System", Nonlinear Processes in Geophysics, 2011.

Observation of Quasi-Two-Dimensional Nonlinear Interactions in a Drift-Wave Streamer

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

Yamada, T.; Nagashima, Y.; Itoh, S.-I.

2010-11-26

A streamer, which is a bunching of drift-wave fluctuations, and its mediator, which generates the streamer by coupling with other fluctuations, have been observed in a cylindrical magnetized plasma. Their radial structures were investigated in detail by using the biphase analysis. Their quasi-two-dimensional structures were revealed to be equivalent with a pair of fast and slow modes predicted by a nonlinear Schroedinger equation based on the Hasegawa-Mima model.

ABSOLUTE BUNCH LENGTH MEASUREMENTS AT THE ALS BY INCOHERENTSYNCHROTRON RADIATION FLUCTUATION ANALYSIS

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

Sannibale, Fernando; Zolotorev, Max S.; Filippetto, Daniele

2007-06-22

By analysing the pulse to pulse intensity fluctuations ofthe radiation emitted by a charge particle in the incoherent part of thespectrum, it is possible to extract information about the spatialdistribution of the beam. At the Advanced Light Source (ALS) of theLawrence Berkeley National Laboratory, we have developed and tested asimple scheme based on this principle that allows for the absolutemeasurement of the bunch length. A description of the method and theexperimental results are presented.

EAS fluctuation approach to primary mass composition investigation

NASA Technical Reports Server (NTRS)

Stamenov, J. N.; Janminchev, V. D.

1985-01-01

The analysis of muon and electron fluctuation distribution shapes by statistical method of invers problem solution gives the possibility to obtain the relative contribution values of the five main primary nuclei groups. The method is model-independent for a big class of interaction models and can give good results for observation levels not too far from the development maximum and for the selection of showers with fixed sizes and zenith angles not bigger than 30 deg.

The Maximum Entropy Limit of Small-scale Magnetic Field Fluctuations in the Quiet Sun

NASA Astrophysics Data System (ADS)

Gorobets, A. Y.; Berdyugina, S. V.; Riethmüller, T. L.; Blanco Rodríguez, J.; Solanki, S. K.; Barthol, P.; Gandorfer, A.; Gizon, L.; Hirzberger, J.; van Noort, M.; Del Toro Iniesta, J. C.; Orozco Suárez, D.; Schmidt, W.; Martínez Pillet, V.; Knölker, M.

2017-11-01

The observed magnetic field on the solar surface is characterized by a very complex spatial and temporal behavior. Although feature-tracking algorithms have allowed us to deepen our understanding of this behavior, subjectivity plays an important role in the identification and tracking of such features. In this paper, we continue studies of the temporal stochasticity of the magnetic field on the solar surface without relying either on the concept of magnetic features or on subjective assumptions about their identification and interaction. We propose a data analysis method to quantify fluctuations of the line-of-sight magnetic field by means of reducing the temporal field’s evolution to the regular Markov process. We build a representative model of fluctuations converging to the unique stationary (equilibrium) distribution in the long time limit with maximum entropy. We obtained different rates of convergence to the equilibrium at fixed noise cutoff for two sets of data. This indicates a strong influence of the data spatial resolution and mixing-polarity fluctuations on the relaxation process. The analysis is applied to observations of magnetic fields of the relatively quiet areas around an active region carried out during the second flight of the Sunrise/IMaX and quiet Sun areas at the disk center from the Helioseismic and Magnetic Imager on board the Solar Dynamics Observatory satellite.

Magnetism in Pd: Magnetoconductance and transport spectroscopy of atomic contacts

NASA Astrophysics Data System (ADS)

Strigl, F.; Keller, M.; Weber, D.; Pietsch, T.; Scheer, E.

2016-10-01

Since the rapid technological progress demands for ever smaller storage units, the emergence of stable magnetic order in nanomaterials down to the single-atom regime has attracted huge scientific attention to date. Electronic transport spectroscopy has been proven to be a versatile tool for the investigation of electronic, magnetic, and mechanical properties of atomic contacts. Here we report a comprehensive experimental study of the magnetoconductance and electronic properties of Pd atomic contacts at low temperature. The analysis of electronic transport (d I /d V ) spectra and the magnetoconductance curves yields a diverse behavior of Pd single-atom contacts, which is attributed to different contact configurations. The magnetoconductance shows a nonmonotonous but mostly continuous behavior, comparable to those found in atomic contacts of band ferromagnets. In the d I /d V spectra, frequently, a pronounced zero-bias anomaly (ZBA) as well as an aperiodic and nonsymmetric fluctuation pattern are observed. While the ZBA can be interpreted as a sign of the Kondo effect, suggesting the presence of magnetic impurity, the fluctuations are evaluated in the framework of conductance fluctuations in relation to the magnetoconductance traces and to previous findings in Au atomic contacts. This thorough analysis reveals that the magnetoconductance and transport spectrum of Au atomic contacts can completely be accounted for by conductance fluctuations, while in Pd contacts the presence of local magnetic order is required.

Discriminating low frequency components from long range persistent fluctuations in daily atmospheric temperature variability

NASA Astrophysics Data System (ADS)

Lanfredi, M.; Simoniello, T.; Cuomo, V.; Macchiato, M.

2009-02-01

This study originated from recent results reported in literature, which support the existence of long-range (power-law) persistence in atmospheric temperature fluctuations on monthly and inter-annual scales. We investigated the results of Detrended Fluctuation Analysis (DFA) carried out on twenty-two historical daily time series recorded in Europe in order to evaluate the reliability of such findings in depth. More detailed inspections emphasized systematic deviations from power-law and high statistical confidence for functional form misspecification. Rigorous analyses did not support scale-free correlation as an operative concept for Climate modelling, as instead suggested in literature. In order to understand the physical implications of our results better, we designed a bivariate Markov process, parameterised on the basis of the atmospheric observational data by introducing a slow dummy variable. The time series generated by this model, analysed both in time and frequency domains, tallied with the real ones very well. They accounted for both the deceptive scaling found in literature and the correlation details enhanced by our analysis. Our results seem to evidence the presence of slow fluctuations from another climatic sub-system such as ocean, which inflates temperature variance up to several months. They advise more precise re-analyses of temperature time series before suggesting dynamical paradigms useful for Climate modelling and for the assessment of Climate Change.

Discriminating low frequency components from long range persistent fluctuations in daily atmospheric temperature variability

NASA Astrophysics Data System (ADS)

Lanfredi, M.; Simoniello, T.; Cuomo, V.; Macchiato, M.

2009-07-01

This study originated from recent results reported in literature, which support the existence of long-range (power-law) persistence in atmospheric temperature fluctuations on monthly and inter-annual scales. We investigated the results of Detrended Fluctuation Analysis (DFA) carried out on twenty-two historical daily time series recorded in Europe in order to evaluate the reliability of such findings in depth. More detailed inspections emphasized systematic deviations from power-law and high statistical confidence for functional form misspecification. Rigorous analyses did not support scale-free correlation as an operative concept for Climate modelling, as instead suggested in literature. In order to understand the physical implications of our results better, we designed a bivariate Markov process, parameterised on the basis of the atmospheric observational data by introducing a slow dummy variable. The time series generated by this model, analysed both in time and frequency domains, tallied with the real ones very well. They accounted for both the deceptive scaling found in literature and the correlation details enhanced by our analysis. Our results seem to evidence the presence of slow fluctuations from another climatic sub-system such as ocean, which inflates temperature variance up to several months. They advise more precise re-analyses of temperature time series before suggesting dynamical paradigms useful for Climate modelling and for the assessment of Climate Change.

Evidence for Chaotic Edge Turbulence in the Alcator C-Mod Tokamak

NASA Astrophysics Data System (ADS)

Zhu, Ziyan; White, Anne; Carter, Troy; Terry, Jim; Baek, Seung Gyou

2016-10-01

Turbulence greatly reduces the confinement time of magnetic-confined plasmas; understanding the nature of this turbulence and the associated transport is therefore of great importance. This research seeks to establish whether turbulent fluctuations in Alcator C-Mod are chaotic or stochastic. This has an important impact on transport caused by turbulence in C-Mod: stochastic fluctuations sample all of phase space and can lead to diffusive transport, whereas chaotic fluctuations live in a restricted phase space (e.g. on attractors) and a diffusive description may not be valid. By analyzing the time series from an O-Mode reflectometer, turbulent edge density fluctuations in Ohmic plasmas and L-mode plasmas in the Alcator C-Mod tokamak are shown to be chaotic. Supporting evidence for chaos in the edge region includes: the observation of an exponential power spectra (which is associated with Lorentzian-shaped pulses in the time series) and the location of the signal in the Complexity-Entropy plane (C-H plane) and its corresponding Brandt-Pompe (BP) probability distribution. These analysis techniques will be briefly introduced along with a discussion of the analysis results. Different diagnostic techniques, such as Gas Puff Imaging (GPI), could be used to confirm the results. Work supported by the U.S. Department of Energy Office of Science under Agreement DE-FC02-99ER54512 and DE-FC02-07ER54918:011.

Detecting PM2.5's Correlations between Neighboring Cities Using a Time-Lagged Cross-Correlation Coefficient.

PubMed

Wang, Fang; Wang, Lin; Chen, Yuming

2017-08-31

In order to investigate the time-dependent cross-correlations of fine particulate (PM2.5) series among neighboring cities in Northern China, in this paper, we propose a new cross-correlation coefficient, the time-lagged q-L dependent height crosscorrelation coefficient (denoted by p q (τ, L)), which incorporates the time-lag factor and the fluctuation amplitude information into the analogous height cross-correlation analysis coefficient. Numerical tests are performed to illustrate that the newly proposed coefficient ρ q (τ, L) can be used to detect cross-correlations between two series with time lags and to identify different range of fluctuations at which two series possess cross-correlations. Applying the new coefficient to analyze the time-dependent cross-correlations of PM2.5 series between Beijing and the three neighboring cities of Tianjin, Zhangjiakou, and Baoding, we find that time lags between the PM2.5 series with larger fluctuations are longer than those between PM2.5 series withsmaller fluctuations. Our analysis also shows that cross-correlations between the PM2.5 series of two neighboring cities are significant and the time lags between two PM2.5 series of neighboring cities are significantly non-zero. These findings providenew scientific support on the view that air pollution in neighboring cities can affect one another not simultaneously but with a time lag.

Deformation analysis and prediction of bank protection structure with river level fluctuations

NASA Astrophysics Data System (ADS)

Hu, Rui; Xing, Yixuan

2017-04-01

Bank structure is an important barrier to maintain the safety of the embankment. The deformation of bank protection structure is not only affected by soil pressure caused by the excavation of the riverway, but also by the water pressure caused river water level fluctuations. Thus, it is necessary to establish a coupled soil-water model to analyze the deformation of bank structure. Based on Druck-Prager failure criteria and groundwater seepage theory, a numerical model of bank protection structure with consideration of the pore water pressure of soil mass is established. According to the measured river level data with seasonal fluctuating, numerical analysis of the deformation of bank protection structure is implemented. The simulation results show that the river water level fluctuation has clear influence on the maximum lateral displacement of the pile. Meanwhile, the distribution of plastic zone is related to the depth of groundwater level. Finally, according to the river water level data of the recent ten years, we analyze the deformation of the bank structure under extreme river level. The result shows that, compared with the scenario of extreme high river level, the horizontal displacement of bank protection structure is larger (up to 65mm) under extreme low river level, which is a potential risk to the embankment. Reference Schweiger H F. On the use of drucker-prager failure criteria for earth pressure problems[J]. Computers and Geotechnics, 1994, 16(3): 223-246. DING Yong-chun，CHENG Ze-kun. Numerical study on performance of waterfront excavation[J]. Chinese Journal of Geotechnical Engineering，2013，35(2):515-521. Wu L M, Wang Z Q. Three gorges reservoir water level fluctuation influents on the stability of the slope[J]. Advanced Materials Research. Trans Tech Publications, 2013, 739: 283-286.

A jackknife approach to quantifying single-trial correlation between covariance-based metrics undefined on a single-trial basis.

PubMed

Richter, Craig G; Thompson, William H; Bosman, Conrado A; Fries, Pascal

2015-07-01

The quantification of covariance between neuronal activities (functional connectivity) requires the observation of correlated changes and therefore multiple observations. The strength of such neuronal correlations may itself undergo moment-by-moment fluctuations, which might e.g. lead to fluctuations in single-trial metrics such as reaction time (RT), or may co-fluctuate with the correlation between activity in other brain areas. Yet, quantifying the relation between moment-by-moment co-fluctuations in neuronal correlations is precluded by the fact that neuronal correlations are not defined per single observation. The proposed solution quantifies this relation by first calculating neuronal correlations for all leave-one-out subsamples (i.e. the jackknife replications of all observations) and then correlating these values. Because the correlation is calculated between jackknife replications, we address this approach as jackknife correlation (JC). First, we demonstrate the equivalence of JC to conventional correlation for simulated paired data that are defined per observation and therefore allow the calculation of conventional correlation. While the JC recovers the conventional correlation precisely, alternative approaches, like sorting-and-binning, result in detrimental effects of the analysis parameters. We then explore the case of relating two spectral correlation metrics, like coherence, that require multiple observation epochs, where the only viable alternative analysis approaches are based on some form of epoch subdivision, which results in reduced spectral resolution and poor spectral estimators. We show that JC outperforms these approaches, particularly for short epoch lengths, without sacrificing any spectral resolution. Finally, we note that the JC can be applied to relate fluctuations in any smooth metric that is not defined on single observations. Copyright © 2015. Published by Elsevier Inc.

Reaction Event Counting Statistics of Biopolymer Reaction Systems with Dynamic Heterogeneity.

PubMed

Lim, Yu Rim; Park, Seong Jun; Park, Bo Jung; Cao, Jianshu; Silbey, Robert J; Sung, Jaeyoung

2012-04-10

We investigate the reaction event counting statistics (RECS) of an elementary biopolymer reaction in which the rate coefficient is dependent on states of the biopolymer and the surrounding environment and discover a universal kinetic phase transition in the RECS of the reaction system with dynamic heterogeneity. From an exact analysis for a general model of elementary biopolymer reactions, we find that the variance in the number of reaction events is dependent on the square of the mean number of the reaction events when the size of measurement time is small on the relaxation time scale of rate coefficient fluctuations, which does not conform to renewal statistics. On the other hand, when the size of the measurement time interval is much greater than the relaxation time of rate coefficient fluctuations, the variance becomes linearly proportional to the mean reaction number in accordance with renewal statistics. Gillespie's stochastic simulation method is generalized for the reaction system with a rate coefficient fluctuation. The simulation results confirm the correctness of the analytic results for the time dependent mean and variance of the reaction event number distribution. On the basis of the obtained results, we propose a method of quantitative analysis for the reaction event counting statistics of reaction systems with rate coefficient fluctuations, which enables one to extract information about the magnitude and the relaxation times of the fluctuating reaction rate coefficient, without a bias that can be introduced by assuming a particular kinetic model of conformational dynamics and the conformation dependent reactivity. An exact relationship is established between a higher moment of the reaction event number distribution and the multitime correlation of the reaction rate for the reaction system with a nonequilibrium initial state distribution as well as for the system with the equilibrium initial state distribution.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals.

PubMed

Hedayatifar, L; Vahabi, M; Jafari, G R

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Coupling detrended fluctuation analysis for analyzing coupled nonstationary signals

NASA Astrophysics Data System (ADS)

Hedayatifar, L.; Vahabi, M.; Jafari, G. R.

2011-08-01

When many variables are coupled to each other, a single case study could not give us thorough and precise information. When these time series are stationary, different methods of random matrix analysis and complex networks can be used. But, in nonstationary cases, the multifractal-detrended-cross-correlation-analysis (MF-DXA) method was introduced for just two coupled time series. In this article, we have extended the MF-DXA to the method of coupling detrended fluctuation analysis (CDFA) for the case when more than two series are correlated to each other. Here, we have calculated the multifractal properties of the coupled time series, and by comparing CDFA results of the original series with those of the shuffled and surrogate series, we can estimate the source of multifractality and the extent to which our series are coupled to each other. We illustrate the method by selected examples from air pollution and foreign exchange rates.

Scattering of electromagnetic wave by the layer with one-dimensional random inhomogeneities

NASA Astrophysics Data System (ADS)

Kogan, Lev; Zaboronkova, Tatiana; Grigoriev, Gennadii., IV.

A great deal of attention has been paid to the study of probability characteristics of electro-magnetic waves scattered by one-dimensional fluctuations of medium dielectric permittivity. However, the problem of a determination of a density of a probability and average intensity of the field inside the stochastically inhomogeneous medium with arbitrary extension of fluc-tuations has not been considered yet. It is the purpose of the present report to find and to analyze the indicated functions for the plane electromagnetic wave scattered by the layer with one-dimensional fluctuations of permittivity. We assumed that the length and the amplitude of individual fluctuations as well the interval between them are random quantities. All of indi-cated fluctuation parameters are supposed as independent random values possessing Gaussian distribution. We considered the stationary time cases both small-scale and large-scale rarefied inhomogeneities. Mathematically such problem can be reduced to the solution of integral Fred-holm equation of second kind for Hertz potential (U). Using the decomposition of the field into the series of multiply scattered waves we obtained the expression for a probability density of the field of the plane wave and determined the moments of the scattered field. We have shown that all odd moments of the centered field (U-¡U¿) are equal to zero and the even moments depend on the intensity. It was obtained that the probability density of the field possesses the Gaussian distribution. The average field is small compared with the standard fluctuation of scattered field for all considered cases of inhomogeneities. The value of average intensity of the field is an order of a standard of fluctuations of field intensity and drops with increases the inhomogeneities length in the case of small-scale inhomogeneities. The behavior of average intensity is more complicated in the case of large-scale medium inhomogeneities. The value of average intensity is the oscillating function versus the average fluctuations length if the standard of fluctuations of inhomogeneities length is greater then the wave length. When the standard of fluctuations of medium inhomogeneities extension is smaller then the wave length, the av-erage intensity value weakly depends from the average fluctuations extension. The obtained results may be used for analysis of the electromagnetic wave propagation into the media with the fluctuating parameters caused by such factors as leafs of trees, cumulus, internal gravity waves with a chaotic phase and etc. Acknowledgment: This work was supported by the Russian Foundation for Basic Research (projects 08-02-97026 and 09-05-00450).

Detrended fluctuation analysis as a regression framework: Estimating dependence at different scales

NASA Astrophysics Data System (ADS)

Kristoufek, Ladislav

2015-02-01

We propose a framework combining detrended fluctuation analysis with standard regression methodology. The method is built on detrended variances and covariances and it is designed to estimate regression parameters at different scales and under potential nonstationarity and power-law correlations. The former feature allows for distinguishing between effects for a pair of variables from different temporal perspectives. The latter ones make the method a significant improvement over the standard least squares estimation. Theoretical claims are supported by Monte Carlo simulations. The method is then applied on selected examples from physics, finance, environmental science, and epidemiology. For most of the studied cases, the relationship between variables of interest varies strongly across scales.

Multiple scaling behaviour and nonlinear traits in music scores

PubMed Central

Larralde, Hernán; Martínez-Mekler, Gustavo; Müller, Markus

2017-01-01

We present a statistical analysis of music scores from different composers using detrended fluctuation analysis (DFA). We find different fluctuation profiles that correspond to distinct autocorrelation structures of the musical pieces. Further, we reveal evidence for the presence of nonlinear autocorrelations by estimating the DFA of the magnitude series, a result validated by a corresponding study of appropriate surrogate data. The amount and the character of nonlinear correlations vary from one composer to another. Finally, we performed a simple experiment in order to evaluate the pleasantness of the musical surrogate pieces in comparison with the original music and find that nonlinear correlations could play an important role in the aesthetic perception of a musical piece. PMID:29308256

Generic analysis of kinetically driven inflation

NASA Astrophysics Data System (ADS)

Saitou, Rio

2018-04-01

We perform a model-independent analysis of kinetically driven inflation (KDI) which (partially) includes generalized G-inflation and ghost inflation. We evaluate the background evolution splitting into the inflationary attractor and the perturbation around it. We also consider the quantum fluctuation of the scalar mode with a usual scaling and derive the spectral index, ignoring the contribution from the second-order products of slow-roll parameters. Using these formalisms, we find that within our generic framework the models of KDI which possess the shift symmetry of scalar field cannot create the quantum fluctuation consistent with the observation. Breaking the shift symmetry, we obtain a few essential conditions for viable models of KDI associated with the graceful exit.

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.

Time series data analysis using DFA

NASA Astrophysics Data System (ADS)

Okumoto, A.; Akiyama, T.; Sekino, H.; Sumi, T.

2014-02-01

Detrended fluctuation analysis (DFA) was originally developed for the evaluation of DNA sequence and interval for heart rate variability (HRV), but it is now used to obtain various biological information. In this study we perform DFA on artificially generated data where we already know the relationship between signal and the physical event causing the signal. We generate artificial data using molecular dynamics. The Brownian motion of a polymer under an external force is investigated. In order to generate artificial fluctuation in the physical properties, we introduce obstacle pillars fixed to nanostructures. Using different conditions such as presence or absence of obstacles, external field, and the polymer length, we perform DFA on energies and positions of the polymer.

Multiple scaling behaviour and nonlinear traits in music scores

NASA Astrophysics Data System (ADS)

González-Espinoza, Alfredo; Larralde, Hernán; Martínez-Mekler, Gustavo; Müller, Markus

2017-12-01

We present a statistical analysis of music scores from different composers using detrended fluctuation analysis (DFA). We find different fluctuation profiles that correspond to distinct autocorrelation structures of the musical pieces. Further, we reveal evidence for the presence of nonlinear autocorrelations by estimating the DFA of the magnitude series, a result validated by a corresponding study of appropriate surrogate data. The amount and the character of nonlinear correlations vary from one composer to another. Finally, we performed a simple experiment in order to evaluate the pleasantness of the musical surrogate pieces in comparison with the original music and find that nonlinear correlations could play an important role in the aesthetic perception of a musical piece.

An HMM-based algorithm for evaluating rates of receptor–ligand binding kinetics from thermal fluctuation data

PubMed Central

Ju, Lining; Wang, Yijie Dylan; Hung, Ying; Wu, Chien-Fu Jeff; Zhu, Cheng

2013-01-01

Motivation: Abrupt reduction/resumption of thermal fluctuations of a force probe has been used to identify association/dissociation events of protein–ligand bonds. We show that off-rate of molecular dissociation can be estimated by the analysis of the bond lifetime, while the on-rate of molecular association can be estimated by the analysis of the waiting time between two neighboring bond events. However, the analysis relies heavily on subjective judgments and is time-consuming. To automate the process of mapping out bond events from thermal fluctuation data, we develop a hidden Markov model (HMM)-based method. Results: The HMM method represents the bond state by a hidden variable with two values: bound and unbound. The bond association/dissociation is visualized and pinpointed. We apply the method to analyze a key receptor–ligand interaction in the early stage of hemostasis and thrombosis: the von Willebrand factor (VWF) binding to platelet glycoprotein Ibα (GPIbα). The numbers of bond lifetime and waiting time events estimated by the HMM are much more than those estimated by a descriptive statistical method from the same set of raw data. The kinetic parameters estimated by the HMM are in excellent agreement with those by a descriptive statistical analysis, but have much smaller errors for both wild-type and two mutant VWF-A1 domains. Thus, the computerized analysis allows us to speed up the analysis and improve the quality of estimates of receptor–ligand binding kinetics. Contact: jeffwu@isye.gatech.edu or cheng.zhu@bme.gatech.edu PMID:23599504

The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis

NASA Astrophysics Data System (ADS)

Lai, Lin; Guo, Kun

2017-10-01

;One Belt and One Road; strategy in China is on push of foreign trade openness at northwest, southwest and northeast, absorption of the excess capacity and new support for economic increase. However, the fluctuation in RMB exchange rate with the countries along the road is unstable so related Chinese enterprises will face high risk of exchange rate. Precise explanation or prediction for exchange rate has been the challengeable hop point in the international finance. This paper decomposed the One Belt One Road Exchange Rate Index (OBORR) and the RMB Effective Exchange Rate Index (CNYX) into trend term, market fluctuation term and noise term using improved singular spectrum analysis (SSA). It turns out that the increasing velocity of OBORR is greater than that of CNYX in the long term, and there is dynamic lead-lag structure in the medium term. In the short term, the fluctuation range and frequency of OBORR are greater than those of CNYX, which means there will be more exchange rate risks in One Belt and One Road countries.

Biphasic cellular and tissue response of rat lungs after eight-day aerosol exposure to the silicon dioxide cristobalite.

PubMed Central

Absher, M. P.; Trombley, L.; Hemenway, D. R.; Mickey, R. M.; Leslie, K. O.

1989-01-01

Cristobalite is a crystalline silicon dioxide that elicits pulmonary inflammation and fibrosis in humans and experimental animals. Exposure of rats to aerosols of respirable cristobalite for 8 days led to a rapid influx of neutrophils and macrophages into alveolar and tissue compartments of the lung followed by a more gradual accumulation of T lymphocytes. This inflammatory response persisted throughout 52 weeks after the end of the exposure. For some variables studied there appeared to be a cyclical nature to the response. Statistical analysis of alveolar cell populations and lung tissue weight, protein, and hydroxyproline showed significant time-dependent fluctuations. Histologic analysis revealed a progressive deposition of collagen and type II cell hyperplasia centered on airways, however, there appeared to be some correlation between fluctuations in alveolar cell populations and overall tissue pathology. The observed cellular and biochemical fluctuations and the persistence of the inflammatory response may be due to the presence of silica in the lung, which serves as a source of repetitive stimulation of lung cells. Images Figure 4 Figure 5 PMID:2547319

Analysis of the statistic al properties of pulses in atmospheric corona discharge

NASA Astrophysics Data System (ADS)

Aubrecht, L.; Koller, J.; Plocek, J.; Stanék, Z.

2000-03-01

The properties of the negative corona current pulses in a single point-to-plane configuration have been extensively studied by many investigators. The amplitude and the interval of these pulses are not generally constant and depend on many variables. The repetition rate and the amplitude of the pulses fluctuate in time. Since these fluctuations are subject to a certain probability distribution, the statistical processing was used for the analysis of the pulse fluctuations. The behavior of the pulses has been also investigated in a multipoint geometry configuration. The dependence of the behavior of the corona pulses on the gap lengths, the material, the shape of the point electrode, the number and separation of electrodes (in the multiple-point mode) has been investigated, too. No detailed study has been carried out up to now for this case. The attention has been devoted also to the study of the pulses on the points of live materials (needles of coniferous trees). This contribution describes recent studies of the statistical properties of the pulses for various conditions.

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.

Dynamic light scattering microscopy

NASA Astrophysics Data System (ADS)

Dzakpasu, Rhonda

An optical microscope technique, dynamic light scattering microscopy (DLSM) that images dynamically scattered light fluctuation decay rates is introduced. Using physical optics we show theoretically that within the optical resolution of the microscope, relative motions between scattering centers are sufficient to produce significant phase variations resulting in interference intensity fluctuations in the image plane. The time scale for these intensity fluctuations is predicted. The spatial coherence distance defining the average distance between constructive and destructive interference in the image plane is calculated and compared with the pixel size. We experimentally tested DLSM on polystyrene latex nanospheres and living macrophage cells. In order to record these rapid fluctuations, on a slow progressive scan CCD camera, we used a thin laser line of illumination on the sample such that only a single column of pixels in the CCD camera is illuminated. This allowed the use of the rate of the column-by-column readout transfer process as the acquisition rate of the camera. This manipulation increased the data acquisition rate by at least an order of magnitude in comparison to conventional CCD cameras rates defined by frames/s. Analysis of the observed fluctuations provides information regarding the rates of motion of the scattering centers. These rates, acquired from each position on the sample are used to create a spatial map of the fluctuation decay rates. Our experiments show that with this technique, we are able to achieve a good signal-to-noise ratio and can monitor fast intensity fluctuations, on the order of milliseconds. DLSM appears to provide dynamic information about fast motions within cells at a sub-optical resolution scale and provides a new kind of spatial contrast.

Faraday rotation fluctutation spectra observed during solar occultation of the Helios spacecraft

NASA Technical Reports Server (NTRS)

Andreev, V.; Efimov, A. I.; Samoznaev, L.; Bird, M. K.

1995-01-01

Faraday rotation (FR) measurements using linearly polarized radio signals from the two Helios spacecraft were carried out during the period from 1975 to 1984. This paper presents the results of a spectral analysis of the Helios S-band FR fluctuations observed at heliocentric distances from 2.6 to 15 solar radii during the superior conjunctions 1975-1983. The mean intensity of the FR fluctuations does not exceed the noise level for solar offsets greater than ca. 15 solar radii. The rms FR fluctuation amplitude increases rapidly as the radio ray path approaches the Sun, varying according to a power law (exponent: 2.85 +/- 0.15) at solar distances 4-12 solar radii. At distances inside 4 solar radii the increase is even steeper (exponent: 5.6 +/- 0.2). The equivalent two-dimensional FR fluctuation spectrum is well modeled by a single power-law over the frequency range from 5 to 50 mHz. For heliocentric distances larger than 4 solar radii the spectral index varies between 1.1 and 1.6 with a mean value of 1.4 +/- 0.2, corresponding to a 3-D spectral index p = 2.4. FR fluctuations thus display a somwhat lower spectral index compared with phase and amplitude fluctuations. Surprisingly high values of the spectral index were found for measurements inside 4 solar radii (p = 2.9 +/- 0.2). This may arise from the increasingly dominant effect of the magnetic field on radio wave propagation at small solar offsets. Finally, a quasiperiodic component, believed to be associated with Alfven waves, was discovered in some (but not all!) fluctuation spectra observed simultaneously at two ground stations. Characteristic periods and bulk velocities of this component were 240 +/- 30 sec and 300 +/- 60 km/s, respectively.

Dancing with the Tides: Fluctuations of Coastal Phytoplankton Orchestrated by Different Oscillatory Modes of the Tidal Cycle

PubMed Central

Blauw, Anouk N.; Benincà, Elisa; Laane, Remi W. P. M.; Greenwood, Naomi; Huisman, Jef

2012-01-01

Population fluctuations are often driven by an interplay between intrinsic population processes and extrinsic environmental forcing. To investigate this interplay, we analyzed fluctuations in coastal phytoplankton concentration in relation to the tidal cycle. Time series of chlorophyll fluorescence, suspended particulate matter (SPM), salinity and temperature were obtained from an automated measuring platform in the southern North Sea, covering 9 years of data at a resolution of 12 to 30 minutes. Wavelet analysis showed that chlorophyll fluctuations were dominated by periodicities of 6 hours 12 min, 12 hours 25 min, 24 hours and 15 days, which correspond to the typical periodicities of tidal current speeds, the semidiurnal tidal cycle, the day-night cycle, and the spring-neap tidal cycle, respectively. During most of the year, chlorophyll and SPM fluctuated in phase with tidal current speed, indicative of alternating periods of sinking and vertical mixing of algal cells and SPM driven by the tidal cycle. Spring blooms slowly built up over several spring-neap tidal cycles, and subsequently expanded in late spring when a strong decline of the SPM concentration during neap tide enabled a temporary “escape” of the chlorophyll concentration from the tidal mixing regime. Our results demonstrate that the tidal cycle is a major determinant of phytoplankton fluctuations at several different time scales. These findings imply that high-resolution monitoring programs are essential to capture the natural variability of phytoplankton in coastal waters. PMID:23166639

Dancing with the tides: fluctuations of coastal phytoplankton orchestrated by different oscillatory modes of the tidal cycle.

PubMed

Blauw, Anouk N; Benincà, Elisa; Laane, Remi W P M; Greenwood, Naomi; Huisman, Jef

2012-01-01

Population fluctuations are often driven by an interplay between intrinsic population processes and extrinsic environmental forcing. To investigate this interplay, we analyzed fluctuations in coastal phytoplankton concentration in relation to the tidal cycle. Time series of chlorophyll fluorescence, suspended particulate matter (SPM), salinity and temperature were obtained from an automated measuring platform in the southern North Sea, covering 9 years of data at a resolution of 12 to 30 minutes. Wavelet analysis showed that chlorophyll fluctuations were dominated by periodicities of 6 hours 12 min, 12 hours 25 min, 24 hours and 15 days, which correspond to the typical periodicities of tidal current speeds, the semidiurnal tidal cycle, the day-night cycle, and the spring-neap tidal cycle, respectively. During most of the year, chlorophyll and SPM fluctuated in phase with tidal current speed, indicative of alternating periods of sinking and vertical mixing of algal cells and SPM driven by the tidal cycle. Spring blooms slowly built up over several spring-neap tidal cycles, and subsequently expanded in late spring when a strong decline of the SPM concentration during neap tide enabled a temporary "escape" of the chlorophyll concentration from the tidal mixing regime. Our results demonstrate that the tidal cycle is a major determinant of phytoplankton fluctuations at several different time scales. These findings imply that high-resolution monitoring programs are essential to capture the natural variability of phytoplankton in coastal waters.

Measuring flow velocity and flow direction by spatial and temporal analysis of flow fluctuations.

PubMed

Chagnaud, Boris P; Brücker, Christoph; Hofmann, Michael H; Bleckmann, Horst

2008-04-23

If exposed to bulk water flow, fish lateral line afferents respond only to flow fluctuations (AC) and not to the steady (DC) component of the flow. Consequently, a single lateral line afferent can encode neither bulk flow direction nor velocity. It is possible, however, for a fish to obtain bulk flow information using multiple afferents that respond only to flow fluctuations. We show by means of particle image velocimetry that, if a flow contains fluctuations, these fluctuations propagate with the flow. A cross-correlation of water motion measured at an upstream point with that at a downstream point can then provide information about flow velocity and flow direction. In this study, we recorded from pairs of primary lateral line afferents while a fish was exposed to either bulk water flow, or to the water motion caused by a moving object. We confirm that lateral line afferents responded to the flow fluctuations and not to the DC component of the flow, and that responses of many fiber pairs were highly correlated, if they were time-shifted to correct for gross flow velocity and gross flow direction. To prove that a cross-correlation mechanism can be used to retrieve the information about gross flow velocity and direction, we measured the flow-induced bending motions of two flexible micropillars separated in a downstream direction. A cross-correlation of the bending motions of these micropillars did indeed produce an accurate estimate of the velocity vector along the direction of the micropillars.

G-Protein/β-Arrestin-Linked Fluctuating Network of G-Protein-Coupled Receptors for Predicting Drug Efficacy and Bias Using Short-Term Molecular Dynamics Simulation

PubMed Central

Ichikawa, Osamu; Fujimoto, Kazushi; Yamada, Atsushi; Okazaki, Susumu; Yamazaki, Kazuto

2016-01-01

The efficacy and bias of signal transduction induced by a drug at a target protein are closely associated with the benefits and side effects of the drug. In particular, partial agonist activity and G-protein/β-arrestin-biased agonist activity for the G-protein-coupled receptor (GPCR) family, the family with the most target proteins of launched drugs, are key issues in drug discovery. However, designing GPCR drugs with appropriate efficacy and bias is challenging because the dynamic mechanism of signal transduction induced by ligand—receptor interactions is complicated. Here, we identified the G-protein/β-arrestin-linked fluctuating network, which initiates large-scale conformational changes, using sub-microsecond molecular dynamics (MD) simulations of the β2-adrenergic receptor (β2AR) with a diverse collection of ligands and correlation analysis of their G protein/β-arrestin efficacy. The G-protein-linked fluctuating network extends from the ligand-binding site to the G-protein-binding site through the connector region, and the β-arrestin-linked fluctuating network consists of the NPxxY motif and adjacent regions. We confirmed that the averaged values of fluctuation in the fluctuating network detected are good quantitative indexes for explaining G protein/β-arrestin efficacy. These results indicate that short-term MD simulation is a practical method to predict the efficacy and bias of any compound for GPCRs. PMID:27187591

Analysis of the transmission characteristics of China's carbon market transaction price volatility from the perspective of a complex network.

PubMed

Jia, Jingjing; Li, Huajiao; Zhou, Jinsheng; Jiang, Meihui; Dong, Di

2018-03-01

Research on the price fluctuation transmission of the carbon trading pilot market is of great significance for the establishment of China's unified carbon market and its development in the future. In this paper, the carbon market transaction prices of Beijing, Shanghai, Tianjin, Shenzhen, and Guangdong were selected from December 29, 2013 to March 26, 2016, as sample data. Based on the view of the complex network theory, we construct a price fluctuation transmission network model of five pilot carbon markets in China, with the purposes of analyzing the topological features of this network, including point intensity, weighted clustering coefficient, betweenness centrality, and community structure, and elucidating the characteristics and transmission mechanism of price fluctuation in China's five pilot cities. The results of point intensity and weighted clustering coefficient show that the carbon prices in the five markets remained unchanged and transmitted smoothly in general, and price fragmentation is serious; however, at some point, the price fluctuates with mass phenomena. The result of betweenness centrality reflects that a small number of price fluctuations can control the whole market carbon price transmission and price fluctuation evolves in an alternate manner. The study provides direction for the scientific management of the carbon price. Policy makers should take a positive role in promoting market activity, preventing the risks that may arise from mass trade and scientifically forecasting the volatility of trading prices, which will provide experience for the establishment of a unified carbon market in China.

An event-based approach to understanding decadal fluctuations in the Atlantic meridional overturning circulation

NASA Astrophysics Data System (ADS)

Allison, Lesley; Hawkins, Ed; Woollings, Tim

2015-01-01

Many previous studies have shown that unforced climate model simulations exhibit decadal-scale fluctuations in the Atlantic meridional overturning circulation (AMOC), and that this variability can have impacts on surface climate fields. However, the robustness of these surface fingerprints across different models is less clear. Furthermore, with the potential for coupled feedbacks that may amplify or damp the response, it is not known whether the associated climate signals are linearly related to the strength of the AMOC changes, or if the fluctuation events exhibit nonlinear behaviour with respect to their strength or polarity. To explore these questions, we introduce an objective and flexible method for identifying the largest natural AMOC fluctuation events in multicentennial/multimillennial simulations of a variety of coupled climate models. The characteristics of the events are explored, including their magnitude, meridional coherence and spatial structure, as well as links with ocean heat transport and the horizontal circulation. The surface fingerprints in ocean temperature and salinity are examined, and compared with the results of linear regression analysis. It is found that the regressions generally provide a good indication of the surface changes associated with the largest AMOC events. However, there are some exceptions, including a nonlinear change in the atmospheric pressure signal, particularly at high latitudes, in HadCM3. Some asymmetries are also found between the changes associated with positive and negative AMOC events in the same model. Composite analysis suggests that there are signals that are robust across the largest AMOC events in each model, which provides reassurance that the surface changes associated with one particular event will be similar to those expected from regression analysis. However, large differences are found between the AMOC fingerprints in different models, which may hinder the prediction and attribution of such events in reality.

Adaptation prevents the extinction of Chlamydomonas reinhardtii under toxic beryllium

PubMed Central

Baselga-Cervera, Beatriz; Costas, Eduardo; Bustillo-Avendaño, Estéfano

2016-01-01

The current biodiversity crisis represents a historic challenge for natural communities: the environmental rate of change exceeds the population’s adaptation capability. Integrating both ecological and evolutionary responses is necessary to make reliable predictions regarding the loss of biodiversity. The race against extinction from an eco-evolutionary perspective is gaining importance in ecological risk assessment. Here, we performed a classical study of population dynamics—a fluctuation analysis—and evaluated the results from an adaption perspective. Fluctuation analysis, widely used with microorganisms, is an effective empirical procedure to study adaptation under strong selective pressure because it incorporates the factors that influence demographic, genetic and environmental changes. The adaptation of phytoplankton to beryllium (Be) is of interest because human activities are increasing the concentration of Be in freshwater reserves; therefore, predicting the effects of human-induced pollutants is necessary for proper risk assessment. The fluctuation analysis was performed with phytoplankton, specifically, the freshwater microalgae Chlamydomonas reinhardtii, under acute Be exposure. High doses of Be led to massive microalgae death; however, by conducting a fluctuation analysis experiment, we found that C. reinhardtii was able to adapt to 33 mg/l of Be due to pre-existing genetic variability. The rescuing adapting genotype presented a mutation rate of 9.61 × 10−6 and a frequency of 10.42 resistant cells per million wild-type cells. The genetic adaptation pathway that was experimentally obtained agreed with the theoretical models of evolutionary rescue (ER). Furthermore, the rescuing genotype presented phenotypic and physiologic differences from the wild-type genotype, was 25% smaller than the Be-resistant genotype and presented a lower fitness and quantum yield performance. The abrupt distinctions between the wild-type and the Be-resistant genotype suggest a pleiotropic effect mediated by an advantageous mutation; however, no sequencing confirmation was performed. PMID:27019784

Does fractality in heart rate variability indicate the development of fetal neural processes?

NASA Astrophysics Data System (ADS)

Echeverría, J. C.; Woolfson, M. S.; Crowe, J. A.; Hayes-Gill, B. R.; Piéri, Jean F.; Spencer, C. J.; James, D. K.

2004-10-01

By using an improved detrended fluctuation analysis we studied the scaling behaviour of 53 long-term series of fetal heart rate fluctuations. Our results suggest that fractality begins to arise around 24 weeks of normal human gestation and that this condition, showing some additional developments, seems to be preserved during gestation. This may provide new evidence of a role played by cortical-to-subcortical pathways in the long-term fractal nature of heart rate variability data.

Investigation of detection limits for solutes in water measured by laser raman spectrometry

USGS Publications Warehouse

Goldberg, M.C.

1977-01-01

The influence of experimental parameters on detection sensitivity was determined for laser Raman analysis of dissolved solutes in water. Individual solutions of nitrate, sulfate, carbonate, bicarbonate, monohydrogen phosphate, dihydrogen phosphate, acetate ion, and acetic acid were measured. An equation is derived which expresses the signal-to-noise ratio in terms of solute concentration, measurement time, spectral slit width, laser power fluctuations, and solvent background intensity. Laser beam intensity fluctuations at the sample and solvent background intensity are the most important limiting factors.

Unlikely Fluctuations and Non-Equilibrium Work Theorems-A Simple Example.

PubMed

Muzikar, Paul

2016-06-30

An exciting development in statistical mechanics has been the elucidation of a series of surprising equalities involving the work done during a nonequilibrium process. Astumian has presented an elegant example of such an equality, involving a colloidal particle undergoing Brownian motion in the presence of gravity. We analyze this example; its simplicity, and its link to geometric Brownian motion, allows us to clarify the inner workings of the equality. Our analysis explicitly shows the important role played by large, unlikely fluctuations.

Comment on "Sensitivity of seafloor bathymetry to climate-driven fluctuations in mid-ocean ridge magma supply".

PubMed

Huybers, Peter; Langmuir, Charles; Katz, Richard F; Ferguson, David; Proistosescu, Cristian; Carbotte, Suzanne

2016-06-17

Olive et al (Reports, 16 October 2015, p. 310) argue that ~10% fluctuations in melt supply do not produce appreciable changes in ocean ridge bathymetry on time scales less than 100,000 years and thus cannot reflect sea level forcing. Spectral analysis of bathymetry in a region they highlight as being fault controlled, however, shows strong evidence for a signal from sea level variation. Copyright © 2016, American Association for the Advancement of Science.

Physiologic Waveform Analysis for Early Detection of Hemorrhage during Transport and Higher Echelon Medical Care of Combat Casualties

DTIC Science & Technology

2011-11-01

stimulation to HR fluctuations that were experi- mentally determined by Berger et al. (8) in dogs with typical ILV3HR and ABP3HR impulse responses that were...pure vagal and sympathetic stimulation to HR fluctuations that were experimentally determined in dogs (middle; reproduced from Ref. 8) with typical...repre- sents an extrapolation of the efferent autonomic nervous limbs in dogs to the afferent, central, and efferent autonomic nervous limbs in humans

Physiologic Waveform Analysis for Early Detection of Hemorrhage during Transport and Higher Echelon Medical Care of Combat Casualties

DTIC Science & Technology

2012-11-01

vagal and sympathetic stimulation to HR fluctuations that were experi- mentally determined by Berger et al. (8) in dogs with typical ILV3HR and ABP3HR...impulse responses relating pure vagal and sympathetic stimulation to HR fluctuations that were experimentally determined in dogs (middle; reproduced...shown in Fig. 1 effectively repre- sents an extrapolation of the efferent autonomic nervous limbs in dogs to the afferent, central, and efferent

Absolute Bunch Length Measurements at the ALS by Incoherent Synchrotron Radiation Fluctuation Analysis

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

Filippetto, D.; /Frascati; Sannibale, F.

2008-01-24

By analyzing the pulse to pulse intensity fluctuations of the radiation emitted by a charge particle in the incoherent part of the spectrum, it is possible to extract information about the spatial distribution of the beam. At the Advanced Light Source (ALS) of the Lawrence Berkeley National Laboratory, we have developed and tested a simple scheme based on this principle that allows for the absolute measurement of the bunch length. A description of the method and the experimental results are presented.

News and views in discontinuous phase transitions

NASA Astrophysics Data System (ADS)

Nagler, Jan

2014-03-01

Recent progress in the theory of discontinuous percolation allow us to better understand the the sudden emergence of large-scale connectedness both in networked systems and on the lattice. We analytically study mechanisms for the amplification of critical fluctuations at the phase transition point, non-self-averaging and power law fluctuations. A single event analysis allow to establish criteria for discontinuous percolation transitions, even on the high-dimensional lattice. Some applications such as salad bowl percolation, and inverse fragmentation are discussed.

Mass transport properties of the tetrahydronaphthalene/n-dodecane mixture measured by investigating non-equilibrium fluctuations

NASA Astrophysics Data System (ADS)

Croccolo, Fabrizio; Scheffold, Frank; Bataller, Henri

2013-04-01

We present preliminary near-field light scattering (NFS) data concerning the analysis of the static power spectrum and of the relaxation time constant as a function of the wave vector for non-equilibrium fluctuations (NEFs). The goal of these measurements is to obtain information about the Soret and the mass diffusion coefficients of a binary mixture undergoing thermodiffusion. In particular, we show how the interaction between NEFs and the gravity force gives rise to a critical wavelength that provides additional information about the Soret coefficient. We suggest that a quantitative analysis can be performed by means of this non-invasive optical technique. In our setup, the sample is monitored parallel to the imposed temperature gradient, thus being insensitive to the refractive index profile along the vertical axis, while at the same time we are able to detect the light scattered by the refractive index fluctuations in horizontal planes. We select a shadowgraph layout for the NFS setup due to the extremely small wave vectors we aim to analyze. From a double-frame differential analysis of the acquired images, we obtain both the static power spectrum and the dynamics of NEFs. As a proof-of-principle experiment, we present Soret and diffusion coefficient data on a liquid mixture of tetrahydronaphthalene/n-dodecane.

Fluctuation-dissipation relation and stationary distribution of an exactly solvable many-particle model for active biomatter far from equilibrium.

PubMed

Netz, Roland R

2018-05-14

An exactly solvable, Hamiltonian-based model of many massive particles that are coupled by harmonic potentials and driven by stochastic non-equilibrium forces is introduced. The stationary distribution and the fluctuation-dissipation relation are derived in closed form for the general non-equilibrium case. Deviations from equilibrium are on one hand characterized by the difference of the obtained stationary distribution from the Boltzmann distribution; this is possible because the model derives from a particle Hamiltonian. On the other hand, the difference between the obtained non-equilibrium fluctuation-dissipation relation and the standard equilibrium fluctuation-dissipation theorem allows us to quantify non-equilibrium in an alternative fashion. Both indicators of non-equilibrium behavior, i.e., deviations from the Boltzmann distribution and deviations from the equilibrium fluctuation-dissipation theorem, can be expressed in terms of a single non-equilibrium parameter α that involves the ratio of friction coefficients and random force strengths. The concept of a non-equilibrium effective temperature, which can be defined by the relation between fluctuations and the dissipation, is by comparison with the exactly derived stationary distribution shown not to hold, even if the effective temperature is made frequency dependent. The analysis is not confined to close-to-equilibrium situations but rather is exact and thus holds for arbitrarily large deviations from equilibrium. Also, the suggested harmonic model can be obtained from non-linear mechanical network systems by an expansion in terms of suitably chosen deviatory coordinates; the obtained results should thus be quite general. This is demonstrated by comparison of the derived non-equilibrium fluctuation dissipation relation with experimental data on actin networks that are driven out of equilibrium by energy-consuming protein motors. The comparison is excellent and allows us to extract the non-equilibrium parameter α from experimental spectral response and fluctuation data.

Fluctuation-dissipation relation and stationary distribution of an exactly solvable many-particle model for active biomatter far from equilibrium

NASA Astrophysics Data System (ADS)

Netz, Roland R.

2018-05-01

An exactly solvable, Hamiltonian-based model of many massive particles that are coupled by harmonic potentials and driven by stochastic non-equilibrium forces is introduced. The stationary distribution and the fluctuation-dissipation relation are derived in closed form for the general non-equilibrium case. Deviations from equilibrium are on one hand characterized by the difference of the obtained stationary distribution from the Boltzmann distribution; this is possible because the model derives from a particle Hamiltonian. On the other hand, the difference between the obtained non-equilibrium fluctuation-dissipation relation and the standard equilibrium fluctuation-dissipation theorem allows us to quantify non-equilibrium in an alternative fashion. Both indicators of non-equilibrium behavior, i.e., deviations from the Boltzmann distribution and deviations from the equilibrium fluctuation-dissipation theorem, can be expressed in terms of a single non-equilibrium parameter α that involves the ratio of friction coefficients and random force strengths. The concept of a non-equilibrium effective temperature, which can be defined by the relation between fluctuations and the dissipation, is by comparison with the exactly derived stationary distribution shown not to hold, even if the effective temperature is made frequency dependent. The analysis is not confined to close-to-equilibrium situations but rather is exact and thus holds for arbitrarily large deviations from equilibrium. Also, the suggested harmonic model can be obtained from non-linear mechanical network systems by an expansion in terms of suitably chosen deviatory coordinates; the obtained results should thus be quite general. This is demonstrated by comparison of the derived non-equilibrium fluctuation dissipation relation with experimental data on actin networks that are driven out of equilibrium by energy-consuming protein motors. The comparison is excellent and allows us to extract the non-equilibrium parameter α from experimental spectral response and fluctuation data.

Studying the ICM in clusters of galaxies via surface brightness fluctuations of the cosmic X-ray background

NASA Astrophysics Data System (ADS)

Kolodzig, Alexander; Gilfanov, Marat; Hütsi, Gert; Sunyaev, Rashid

2018-02-01

We study surface brightness fluctuations of the cosmic X-ray background (CXB) using Chandra data of XBOOTES. After masking out resolved sources we compute the power spectrum of fluctuations of the unresolved CXB for angular scales from {≈ } 2 arcsec to ≈3°. The non-trivial large-scale structure (LSS) signal dominates over the shot noise of unresolved point sources on angular scales above {˜ } 1 arcmin and is produced mainly by the intracluster medium (ICM) of unresolved clusters and groups of galaxies, as shown in our previous publication. The shot-noise-subtracted power spectrum of CXB fluctuations has a power-law shape with the slope of Γ = 0.96 ± 0.06. Their energy spectrum is well described by the redshifted emission spectrum of optically thin plasma with the best-fitting temperature of T ≈ 1.3 keV and the best-fitting redshift of z ≈ 0.40. These numbers are in good agreement with theoretical expectations based on the X-ray luminosity function and scaling relations of clusters. From these values we estimate the typical mass and luminosity of the objects responsible for CXB fluctuations, M500 ∼ 1013.6 M⊙ h-1 and L0.5-2.0 keV ∼ 1042.5 erg s-1. On the other hand, the flux-weighted mean temperature and redshift of resolved clusters are T ≈ 2.4 keV and z ≈ 0.23 confirming that fluctuations of unresolved CXB are caused by cooler (i.e. less massive) and more distant clusters, as expected. We show that the power spectrum shape is sensitive to the ICM structure all the way to the outskirts, out to ∼few × R500. We also searched for possible contribution of the warm-hot intergalactic medium (WHIM) to the observed CXB fluctuations. Our results underline the significant diagnostic potential of the CXB fluctuation analysis in studying the ICM structure in clusters.

Multi-Level, Multi Time-Scale Fluorescence Intermittency of Photosynthetic LH2 Complexes: A Precursor of Non-Photochemical Quenching?

PubMed

Schörner, Mario; Beyer, Sebastian Reinhardt; Southall, June; Cogdell, Richard J; Köhler, Jürgen

2015-11-05

The light harvesting complex LH2 is a chromoprotein that is an ideal system for studying protein dynamics via the spectral fluctuations of the emission of its intrinsic chromophores. We have immobilized these complexes in a polymer film and studied the fluctuations of the fluorescence intensity from individual complexes over 9 orders of magnitude in time. Combining time-tagged detection of single photons with a change-point analysis has allowed the unambigeous identification of the various intensity levels due to the huge statistical basis of the data set. We propose that the observed intensity level fluctuations reflect conformational changes of the protein backbone that might be a precursor of the mechanism from which nonphotochemical quenching of higher plants has evolved.

Investigation of Three-Dimensional Unsteady Flow Characteristics in Transonic Diffusers

NASA Astrophysics Data System (ADS)

Proshchanka, Dzianis; Yonezawa, Koichi; Tsujimoto, Yoshinobu

Three-dimensional characteristics of unsteady flow in supercritical transonic diffuser are investigated. For various pressure ratios three-dimensional flow containing a normal shock/turbulent boundary layer interaction regions with shockwave and pseudo-shockwaves fluctuating in longitudinal and spanwise directions is observed. Experimental and numerical investigations show details of the flowfield in the vicinity of terminal shock, interaction regions and downstream turbulent unsteady flow. Spectral analysis of pressure fluctuations reveals existence of two characteristic frequencies attributed to the shockwave fluctuation in longitudinal direction for the lower frequency case and acoustic resonance in spanwise direction for the higher one. Vortices appear at each corner in transversal sections modifying the core flow. As a result, size and depth of longitudinal and vertical penetration of separation regions impelled by the terminal shock is either increased or decreased.

Statistical physics and economic fluctuations: do outliers exist?

NASA Astrophysics Data System (ADS)

Stanley, H. Eugene

2003-02-01

We present an overview of recent research applying ideas of statistical physics to try to better understand puzzles regarding economic fluctuations. One of these puzzles is how to describe outliers, phenomena that lie outside of patterns of statistical regularity. We review evidence consistent with the possibility that such outliers may not exist. This possibility is supported by recent analysis by Plerou et al. of a database containing the bid, ask, and sale price of each trade of every stock. Further, the data support the picture of economic fluctuations, due to Plerou et al., in which a financial market alternates between being in an “equilibrium phase” where market behavior is split roughly equally between buying and selling, and an “out-of-equilibrium phase” where the market is mainly either buying or selling.

A CLT on the SNR of Diagonally Loaded MVDR Filters

NASA Astrophysics Data System (ADS)

Rubio, Francisco; Mestre, Xavier; Hachem, Walid

2012-08-01

This paper studies the fluctuations of the signal-to-noise ratio (SNR) of minimum variance distorsionless response (MVDR) filters implementing diagonal loading in the estimation of the covariance matrix. Previous results in the signal processing literature are generalized and extended by considering both spatially as well as temporarily correlated samples. Specifically, a central limit theorem (CLT) is established for the fluctuations of the SNR of the diagonally loaded MVDR filter, under both supervised and unsupervised training settings in adaptive filtering applications. Our second-order analysis is based on the Nash-Poincar\\'e inequality and the integration by parts formula for Gaussian functionals, as well as classical tools from statistical asymptotic theory. Numerical evaluations validating the accuracy of the CLT confirm the asymptotic Gaussianity of the fluctuations of the SNR of the MVDR filter.

Transverse-energy production and fluctuations over centrality and acceptance in relativistic heavy-ion and nucleon-nucleon collisions: Quark versus nucleon interactions and a search for the quark-gluon plasma

NASA Astrophysics Data System (ADS)

Armendariz, Raul L.

Measuring energy produced in relativistic heavy-ion collisions is a way to investigate if a model of quark participants, or nucleon participants better describes the internal dynamics of the collision. The energy produced is proportional to the energy density in the interaction region; changes in fluctuations of energy production could be a signature for a phase transition between ordinary hadronic matter to a liberated quark-gluon plasma phase, QGP, thought to have existed one millionth of a second after the Big Bang creation of the Universe and before protons and neutrons had formed. Three experimental nuclear physics data-analyses were conducted using the sum energy of all particles produced in the direction transverse to the beam, ET, when nuclei collide in a 2.4 mile long circular atom smasher. The nuclei are accelerated in opposite directions at 99.995% the speed of light, and center-of-mass energies available for new particle production of sNN = 62.4 GeV, and 200 GeV per colliding nucleon pair were studied. The ET was recorded by the lead-scintillator electromagnetic calorimeter detectors of the Pioneering High Energy Interactions Experiment (PHENIX), at the Relativistic heavy Ion Collider (RHIC), of Brookhaven National Laboratory (BNL). The collision systems studied were 200 GeV protons with protons ( p + p), deuterons with Au ions (d+Au), and 62.4 GeV and 200 GeV gold ions with gold ions (Au+Au). The first analysis, mean ET in collision centrality, explores whether a model of nucleon participants, or quark participants, better describes energy production with collision impact. The second analysis, ET fluctuations in collision centrality, looks for non-random fluctuations in ET distributions when the density of colliding partons becomes high. The third analysis, ET fluctuations in geometric acceptance, examines fluctuations as a function of detector fiducial volume in a search for correlated energy distribution in space (correlations ), known to occur in phenomena such as elliptic flow and particle jets. The Au+Au results are as follows. In both 62.4 GeV and 200 GeV interactions mean ET production per participant nucleon rises steadily, and per participant quark remains constant to within the identified errors. In both 62.4 GeV and 200 GeV collisions energy densities estimated for QGP formation were measured: at 200 GeV these levels of 1 GeV/fm 3, to 3 GeV/fm3 were measured in interactions of 30 and 150 participant nucleons respectively (corresponding to the 60-65%, and 25-30% centrality classes of data). In neither 62.4 GeV nor 200 GeV interactions are changes in fluctuations over collision impact observed above the 40% systematic errors introduced by the centrality definitions. Fluctuations in acceptance for the 200 GeV 0-5% most central class of collisions, corresponding to 350 participant nucleons, exhibit a 115% rise in a 6-fold increase of the transverse angle; from this a correlation-length of 3.1° is calculated; removal of known contamination effects to the fluctuations from event reaction-plane rotation and elliptic-flow are under investigation.

Tipping point analysis of ocean acoustic noise

NASA Astrophysics Data System (ADS)

Livina, Valerie N.; Brouwer, Albert; Harris, Peter; Wang, Lian; Sotirakopoulos, Kostas; Robinson, Stephen

2018-02-01

We apply tipping point analysis to a large record of ocean acoustic data to identify the main components of the acoustic dynamical system and study possible bifurcations and transitions of the system. The analysis is based on a statistical physics framework with stochastic modelling, where we represent the observed data as a composition of deterministic and stochastic components estimated from the data using time-series techniques. We analyse long-term and seasonal trends, system states and acoustic fluctuations to reconstruct a one-dimensional stochastic equation to approximate the acoustic dynamical system. We apply potential analysis to acoustic fluctuations and detect several changes in the system states in the past 14 years. These are most likely caused by climatic phenomena. We analyse trends in sound pressure level within different frequency bands and hypothesize a possible anthropogenic impact on the acoustic environment. The tipping point analysis framework provides insight into the structure of the acoustic data and helps identify its dynamic phenomena, correctly reproducing the probability distribution and scaling properties (power-law correlations) of the time series.

Calibrated Noise Measurements with Induced Receiver Gain Fluctuations

NASA Technical Reports Server (NTRS)

Racette, Paul; Walker, David; Gu, Dazhen; Rajola, Marco; Spevacek, Ashly

2011-01-01

The lack of well-developed techniques for modeling changing statistical moments in our observations has stymied the application of stochastic process theory in science and engineering. These limitations were encountered when modeling the performance of radiometer calibration architectures and algorithms in the presence of non stationary receiver fluctuations. Analyses of measured signals have traditionally been limited to a single measurement series. Whereas in a radiometer that samples a set of noise references, the data collection can be treated as an ensemble set of measurements of the receiver state. Noise Assisted Data Analysis is a growing field of study with significant potential for aiding the understanding and modeling of non stationary processes. Typically, NADA entails adding noise to a signal to produce an ensemble set on which statistical analysis is performed. Alternatively as in radiometric measurements, mixing a signal with calibrated noise provides, through the calibration process, the means to detect deviations from the stationary assumption and thereby a measurement tool to characterize the signal's non stationary properties. Data sets comprised of calibrated noise measurements have been limited to those collected with naturally occurring fluctuations in the radiometer receiver. To examine the application of NADA using calibrated noise, a Receiver Gain Modulation Circuit (RGMC) was designed and built to modulate the gain of a radiometer receiver using an external signal. In 2010, an RGMC was installed and operated at the National Institute of Standards and Techniques (NIST) using their Noise Figure Radiometer (NFRad) and national standard noise references. The data collected is the first known set of calibrated noise measurements from a receiver with an externally modulated gain. As an initial step, sinusoidal and step-function signals were used to modulate the receiver gain, to evaluate the circuit characteristics and to study the performance of a variety of calibration algorithms. The receiver noise temperature and time-bandwidth product of the NFRad are calculated from the data. Statistical analysis using temporal-dependent calibration algorithms reveals that the natural occurring fluctuations in the receiver are stationary over long intervals (100s of seconds); however the receiver exhibits local non stationarity over the interval over which one set of reference measurements are collected. A variety of calibration algorithms have been applied to the data to assess algorithms' performance with the gain fluctuation signals. This presentation will describe the RGMC, experiment design and a comparative analysis of calibration algorithms.

Scaling analysis of heart beat fluctuations data and its relationship with cyclic alternating pattern data during sleep

NASA Astrophysics Data System (ADS)

de León-Lomelí, R.; Murguía, J. S.; Chouvarda, I.; Méndez, M. O.; González-Galván, E.; Alba, A.

2016-01-01

During sleep there exists a nonlinear dynamic phenomenon, which is called cyclic alternating pattern. This phenomenon is generated in the brain and is composed of a series of events of short duration known as A-phases. It has been shown that A-phases can be found in other physiological systems such as the cardiovascular. However, there is no evidence that shows the temporal influence of the A-phases with the cardiovascular system. For this purpose, we consider the scaling method known as detrended fluctuation analysis (DFA). The analysis was carried out in well sleepers and insomnia people, and the numerical results show an increment in the scaling parameter for the insomnia subjects compared with the normal ones. In addition, the results of the heart dynamics suggests a persistent behavior toward the 1/f-noise.

Coupling detrended fluctuation analysis for multiple warehouse-out behavioral sequences

NASA Astrophysics Data System (ADS)

Yao, Can-Zhong; Lin, Ji-Nan; Zheng, Xu-Zhou

2017-01-01

Interaction patterns among different warehouses could make the warehouse-out behavioral sequences less predictable. We firstly take a coupling detrended fluctuation analysis on the warehouse-out quantity, and find that the multivariate sequences exhibit significant coupling multifractal characteristics regardless of the types of steel products. Secondly, we track the sources of multifractal warehouse-out sequences by shuffling and surrogating original ones, and we find that fat-tail distribution contributes more to multifractal features than the long-term memory, regardless of types of steel products. From perspective of warehouse contribution, some warehouses steadily contribute more to multifractal than other warehouses. Finally, based on multiscale multifractal analysis, we propose Hurst surface structure to investigate coupling multifractal, and show that multiple behavioral sequences exhibit significant coupling multifractal features that emerge and usually be restricted within relatively greater time scale interval.

Sliding-window analysis tracks fluctuations in amygdala functional connectivity associated with physiological arousal and vigilance during fear conditioning.

PubMed

Baczkowski, Blazej M; Johnstone, Tom; Walter, Henrik; Erk, Susanne; Veer, Ilya M

2017-06-01

We evaluated whether sliding-window analysis can reveal functionally relevant brain network dynamics during a well-established fear conditioning paradigm. To this end, we tested if fMRI fluctuations in amygdala functional connectivity (FC) can be related to task-induced changes in physiological arousal and vigilance, as reflected in the skin conductance level (SCL). Thirty-two healthy individuals participated in the study. For the sliding-window analysis we used windows that were shifted by one volume at a time. Amygdala FC was calculated for each of these windows. Simultaneously acquired SCL time series were averaged over time frames that corresponded to the sliding-window FC analysis, which were subsequently regressed against the whole-brain seed-based amygdala sliding-window FC using the GLM. Surrogate time series were generated to test whether connectivity dynamics could have occurred by chance. In addition, results were contrasted against static amygdala FC and sliding-window FC of the primary visual cortex, which was chosen as a control seed, while a physio-physiological interaction (PPI) was performed as cross-validation. During periods of increased SCL, the left amygdala became more strongly coupled with the bilateral insula and anterior cingulate cortex, core areas of the salience network. The sliding-window analysis yielded a connectivity pattern that was unlikely to have occurred by chance, was spatially distinct from static amygdala FC and from sliding-window FC of the primary visual cortex, but was highly comparable to that of the PPI analysis. We conclude that sliding-window analysis can reveal functionally relevant fluctuations in connectivity in the context of an externally cued task. Copyright © 2017 Elsevier Inc. All rights reserved.

Probability distribution functions for intermittent scrape-off layer plasma fluctuations

NASA Astrophysics Data System (ADS)

Theodorsen, A.; Garcia, O. E.

2018-03-01

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common applications of the model, the pulse amplitudes are assumed exponentially distributed, supported by conditional averaging of large-amplitude fluctuations in experimental measurement data. This basic assumption has two potential limitations. First, statistical analysis of measurement data using conditional averaging only reveals the tail of the amplitude distribution to be exponentially distributed. Second, exponentially distributed amplitudes leads to a positive definite signal which cannot capture fluctuations in for example electric potential and radial velocity. Assuming pulse amplitudes which are not positive definite often make finding a closed form for the probability density function (PDF) difficult, even if the characteristic function remains relatively simple. Thus estimating model parameters requires an approach based on the characteristic function, not the PDF. In this contribution, the effect of changing the amplitude distribution on the moments, PDF and characteristic function of the process is investigated and a parameter estimation method using the empirical characteristic function is presented and tested on synthetically generated data. This proves valuable for describing intermittent fluctuations of all plasma parameters in the boundary region of magnetized plasmas.

A Study on Electric Power Smoothing System for Lead-Acid Battery of Stand-Alone Natural Energy Power System Using EDLC

NASA Astrophysics Data System (ADS)

Jia, Yan; Shibata, Ryosuke; Yamamura, Naoki; Ishida, Muneaki

To resolve energy shortage and global warming problem, renewable natural resource and its power system has been gradually generalizing. However, the power fluctuation suppressing in short period and the balance control of consumption and supply in long period are two of main problems that need to be resolved urgently in natural energy power system. In Stand-alone Natural Energy Power System (SNEPS) with power energy storage devices, power fluctuation in short period is one of the main reasons that recharge cycle times increase and lead-acid battery early failure. Hence, to prolong the service life of lead-acid battery and improve power quality through suppressing the power fluctuation, we proposed a method of electric power smoothing for lead-acid battery of SNEPS using bi-directional Buck/Boost converter and Electric Double Layer Capacitor (EDLC) in this paper. According to the test data of existing SNEPS, a power fluctuation condition is selected and as an example to analyze the validity of the proposed method. The analysis of frequency characteristics indicates the power fluctuation is suppressed a desired range in the target frequency region. The experimental results of confirmed the feasibility of the proposed system and the results well satisfy the requirement of system design.

Fluctuations in Wikipedia access-rate and edit-event data

NASA Astrophysics Data System (ADS)

Kämpf, Mirko; Tismer, Sebastian; Kantelhardt, Jan W.; Muchnik, Lev

2012-12-01

Internet-based social networks often reflect extreme events in nature and society by drastic increases in user activity. We study and compare the dynamics of the two major complex processes necessary for information spread via the online encyclopedia ‘Wikipedia’, i.e., article editing (information upload) and article access (information viewing) based on article edit-event time series and (hourly) user access-rate time series for all articles. Daily and weekly activity patterns occur in addition to fluctuations and bursting activity. The bursts (i.e., significant increases in activity for an extended period of time) are characterized by a power-law distribution of durations of increases and decreases. For describing the recurrence and clustering of bursts we investigate the statistics of the return intervals between them. We find stretched exponential distributions of return intervals in access-rate time series, while edit-event time series yield simple exponential distributions. To characterize the fluctuation behavior we apply detrended fluctuation analysis (DFA), finding that most article access-rate time series are characterized by strong long-term correlations with fluctuation exponents α≈0.9. The results indicate significant differences in the dynamics of information upload and access and help in understanding the complex process of collecting, processing, validating, and distributing information in self-organized social networks.

Bridging stylized facts in finance and data non-stationarities

NASA Astrophysics Data System (ADS)

Camargo, Sabrina; Duarte Queirós, Sílvio M.; Anteneodo, Celia

2013-04-01

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary paths of different length, we introduce a comprehensive analysis of the key observables in a financial market: the trading volume and the price fluctuations. From the segmentation procedure we are able to introduce a quantitative description of statistical features of these two quantities, which are often named stylized facts, namely the tails of the distribution of trading volume and price fluctuations and a dynamics compatible with the U-shaped profile of the volume in a trading section and the slow decay of the autocorrelation function. The segmentation of the trading volume series provides evidence of slow evolution of the fluctuating parameters of each patch, pointing to the mixing scenario. Assuming that long-term features are the outcome of a statistical mixture of simple local forms, we test and compare different probability density functions to provide the long-term distribution of the trading volume, concluding that the log-normal gives the best agreement with the empirical distribution. Moreover, the segmentation of the magnitude price fluctuations are quite different from the results for the trading volume, indicating that changes in the statistics of price fluctuations occur at a faster scale than in the case of trading volume.

Practical passive decoy state measurement-device-independent quantum key distribution with unstable sources.

PubMed

Liu, Li; Guo, Fen-Zhuo; Wen, Qiao-Yan

2017-09-12

Measurement-device-independent quantum key distribution (MDI-QKD) with the active decoy state method can remove all detector loopholes, and resist the imperfections of sources. But it may lead to side channel attacks and break the security of QKD system. In this paper, we apply the passive decoy state method to the MDI-QKD based on polarization encoding mode. Not only all attacks on detectors can be removed, but also the side channel attacks on sources can be overcome. We get that the MDI-QKD with our passive decoy state method can have a performance comparable to the protocol with the active decoy state method. To fit for the demand of practical application, we discuss intensity fluctuation in the security analysis of MDI-QKD protocol using passive decoy state method, and derive the key generation rate for our protocol with intensity fluctuation. It shows that intensity fluctuation has an adverse effect on the key generation rate which is non-negligible, especially in the case of small data size of total transmitting signals and long distance transmission. We give specific simulations on the relationship between intensity fluctuation and the key generation rate. Furthermore, the statistical fluctuation due to the finite length of data is also taken into account.

Fluctuations in work motivation: tasks do not matter!

PubMed

Navarro, Jose; Curioso, Fernando; Gomes, Duarte; Arrieta, Carlos; Cortes, Mauricio

2013-01-01

Previous studies have shown that work motivation fluctuates considerably and in a nonlinear way over time. In the present research, we are interested in studying if the task at hand does or does not influence the presence of these fluctuations. We gathered daily registers from 69 workers during 21 consecutive working days (7036 registers) of task developed and levels of motivation, self-efficacy beliefs and instrumentalities perception. These registers were then categorized into a list of labor activities in main tasks and subtasks by means of three judges with a high level of agreement (97.47% for tasks, and 98.64% for subtasks). Taking the MSSD statistic (mean squared successive difference) of the average of motivation, self-efficacy and instrumentality, and using hierarchical regression analysis we have found that tasks (beta = .03; p = .188) and subtasks (beta = .10; p = .268) do not affect the presence of fluctuations in motivation. These results reveal instability in work motivation independently from the tasks and subtasks that the workers do. We proceed to find that fluctuations in work motivation show a fractal structure across the different tasks we do in a working day. Implications of these results to motivational theory will be discussed as well as possible explanations (e.g. the influence of affect in work motivation) and directions for future research are provided.

Equilibrium and out-of-equilibrium mechanics of living mammalian cytoplasm

NASA Astrophysics Data System (ADS)

Gupta, Satish Kumar; Guo, Ming

2017-10-01

Living cells are intrinsically non-equilibrium systems. They are driven out of equilibrium by the activity of the molecular motors and other enzymatic processes. This activity along with the ever present thermal agitation results in intracellular fluctuations inside the cytoplasm. In analogy to Brownian motion, the material property of the cytoplasm also influences the characteristics of these fluctuations. In this paper, through a combination of experimentation and theoretical analysis, we show that intracellular fluctuations are indeed due to non-thermal forces at relatively long time-scales, however, are dominated solely by thermal forces at relatively short time-scales. Thus, the cytoplasm of living mammalian cells behaves as an equilibrium material at short time-scales. The mean square displacement of these intracellular fluctuations scales inversely with the cytoplasmic shear modulus in this short time-scale equilibrium regime, and is inversely proportional to the square of the cytoplasmic shear modulus in the long time-scale out-of-equilibrium regime. Furthermore, we deploy passive microrheology based on these fluctuations to extract the mechanical property of the cytoplasm at the high-frequency regime. We show that the cytoplasm of living mammalian cells is a weak elastic gel in this regime; this is in an excellent agreement with an independent micromechanical measurement using optical tweezers.

Investigation of surface fluctuating pressures on a 1/4 scale YC-14 upper surface blown flap model

NASA Technical Reports Server (NTRS)

Pappa, R. S.

1979-01-01

Fluctuating pressures were measured at 30 positions on the surface of a 1/4-scale YC-14 wing and fuselage model during an outdoor static testing program. These data were obtained as part of a NASA program to study the fluctuating loads imposed on STOL aircraft configurations and to further the understanding of the scaling laws of unsteady surface pressure fields. Fluctuating pressure data were recorded at several discrete engine thrust settings for each of 16 configurations of the model. These data were reduced using the technique of random data analysis to obtain auto-and cross-spectral density functions and coherence functions for frequencies from 0 to 10 kHz, and cross-correlation functions for time delays from 0 to 10.24 ms. Results of this program provide the following items of particular interest: (1) Good collapse of normalized PSD functions on the USB flap was found using a technique applied by Lilley and Hodgson to data from a laboratory wall-jet apparatus. (2) Results indicate that the fluctuating pressure loading on surfaces washed by the jet exhaust flow was dominated by hydrodynamic pressure variations, loading on surface well outside the flow region dominated by acoustic pressure variations, and loading near the flow boundaries from a mixture of the two.

Statistical physics approaches to financial fluctuations

NASA Astrophysics Data System (ADS)

Wang, Fengzhong

2009-12-01

Complex systems attract many researchers from various scientific fields. Financial markets are one of these widely studied complex systems. Statistical physics, which was originally developed to study large systems, provides novel ideas and powerful methods to analyze financial markets. The study of financial fluctuations characterizes market behavior, and helps to better understand the underlying market mechanism. Our study focuses on volatility, a fundamental quantity to characterize financial fluctuations. We examine equity data of the entire U.S. stock market during 2001 and 2002. To analyze the volatility time series, we develop a new approach, called return interval analysis, which examines the time intervals between two successive volatilities exceeding a given value threshold. We find that the return interval distribution displays scaling over a wide range of thresholds. This scaling is valid for a range of time windows, from one minute up to one day. Moreover, our results are similar for commodities, interest rates, currencies, and for stocks of different countries. Further analysis shows some systematic deviations from a scaling law, which we can attribute to nonlinear correlations in the volatility time series. We also find a memory effect in return intervals for different time scales, which is related to the long-term correlations in the volatility. To further characterize the mechanism of price movement, we simulate the volatility time series using two different models, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) and fractional Brownian motion (fBm), and test these models with the return interval analysis. We find that both models can mimic time memory but only fBm shows scaling in the return interval distribution. In addition, we examine the volatility of daily opening to closing and of closing to opening. We find that each volatility distribution has a power law tail. Using the detrended fluctuation analysis (DFA) method, we show long-term auto-correlations in these volatility time series. We also analyze return, the actual price changes of stocks, and find that the returns over the two sessions are often anti-correlated.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

NASA Astrophysics Data System (ADS)

Kim, Changho; Nonaka, Andy; Bell, John B.; Garcia, Alejandro L.; Donev, Aleksandar

2017-03-01

We develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules, to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. By comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.

Vertical Scales of Turbulence at the Mount Wilson Observatory

NASA Technical Reports Server (NTRS)

Treuhaft, Robert N.; Lowe, Stephen T.; Bester, Manfred; Danchi, William C.; Townes, Charles H.

1995-01-01

The vertical scales of turbulence at the Mount Wilson Observatory are inferred from data from the University of California at Berkeley Infrared Spatial Interferometer (ISI), by modeling path length fluctuations observed in the interferometric paths to celestial objects and those in instrumental ground-based paths. The correlations between the stellar and ground-based path length fluctuations and the temporal statistics of those fluctuations are modeled on various timescales to constrain the vertical scales. A Kolmogorov-Taylor turbulence model with a finite outer scale was used to simulate ISI data. The simulation also included the white instrumental noise of the interferometer, aperture-filtering effects, and the data analysis algorithms. The simulations suggest that the path delay fluctuations observed in the 1992-1993 ISI data are largely consistent with being generated by refractivity fluctuations at two characteristic vertical scales: one extending to a height of 45 m above the ground, with a wind speed of about 1 m/ s, and another at a much higher altitude, with a wind speed of about 10 m/ s. The height of the lower layer is of the order of the dimensions of trees and other structures near the interferometer, which suggests that these objects, including elements of the interferometer, may play a role in generating the lower layer of turbulence. The modeling indicates that the high- attitude component contributes primarily to short-period (less than 10 s) fluctuations, while the lower component dominates the long-period (up to a few minutes) fluctuations. The lower component turbulent height, along with outer scales of the order of 10 m, suggest that the baseline dependence of long-term interferometric, atmospheric fluctuations should weaken for baselines greater than a few tens of meters. Simulations further show that there is the potential for improving the seeing or astrometric accuracy by about 30%-50% on average, if the path length fluctuations in the lower component are directly calibrated. Statistical and systematic effects induce an error of about 15 m in the estimate of the lower component turbulent altitude.

Stochastic simulation of reaction-diffusion systems: A fluctuating-hydrodynamics approach

DOE PAGES

Kim, Changho; Nonaka, Andy; Bell, John B.; ...

2017-03-24

Here, we develop numerical methods for stochastic reaction-diffusion systems based on approaches used for fluctuating hydrodynamics (FHD). For hydrodynamic systems, the FHD formulation is formally described by stochastic partial differential equations (SPDEs). In the reaction-diffusion systems we consider, our model becomes similar to the reaction-diffusion master equation (RDME) description when our SPDEs are spatially discretized and reactions are modeled as a source term having Poisson fluctuations. However, unlike the RDME, which becomes prohibitively expensive for an increasing number of molecules, our FHD-based description naturally extends from the regime where fluctuations are strong, i.e., each mesoscopic cell has few (reactive) molecules,more » to regimes with moderate or weak fluctuations, and ultimately to the deterministic limit. By treating diffusion implicitly, we avoid the severe restriction on time step size that limits all methods based on explicit treatments of diffusion and construct numerical methods that are more efficient than RDME methods, without compromising accuracy. Guided by an analysis of the accuracy of the distribution of steady-state fluctuations for the linearized reaction-diffusion model, we construct several two-stage (predictor-corrector) schemes, where diffusion is treated using a stochastic Crank-Nicolson method, and reactions are handled by the stochastic simulation algorithm of Gillespie or a weakly second-order tau leaping method. We find that an implicit midpoint tau leaping scheme attains second-order weak accuracy in the linearized setting and gives an accurate and stable structure factor for a time step size of an order of magnitude larger than the hopping time scale of diffusing molecules. We study the numerical accuracy of our methods for the Schlögl reaction-diffusion model both in and out of thermodynamic equilibrium. We demonstrate and quantify the importance of thermodynamic fluctuations to the formation of a two-dimensional Turing-like pattern and examine the effect of fluctuations on three-dimensional chemical front propagation. Furthermore, by comparing stochastic simulations to deterministic reaction-diffusion simulations, we show that fluctuations accelerate pattern formation in spatially homogeneous systems and lead to a qualitatively different disordered pattern behind a traveling wave.« less

Toward a System-Based Approach to Electromagnetic Ion Cyclotron Waves in Earth's Magnetosphere

NASA Astrophysics Data System (ADS)

Gamayunov, K. V.; Engebretson, M. J.; Rassoul, H.

2015-12-01

We consider a nonlinear wave energy cascade from the low frequency range into the higher frequency domain of electromagnetic ion cyclotron (EMIC) wave generation as a possible source of seed fluctuations for EMIC wave growth due to the ion cyclotron instability in Earth's magnetosphere. The theoretical analysis shows that energy cascade from the Pc 4-5 frequency range (2-22 mHz) into the range of Pc 1-2 pulsations (0.1-5 Hz) is able to supply the level of seed fluctuations that guarantees growth of EMIC waves up to an observable level during one pass through the near equatorial region where the ion cyclotron instability takes place. We also analyze magnetic field data from the Polar and Van Allen Probes spacecraft to test this nonlinear mechanism. We restrict our analysis to magnetic spectra only. We do not analyze the third-order moment for total energy of the magnetic and velocity fluctuations, but judge whether a nonlinear energy cascade is present or whether it is not by only analyzing the appearance of power-law distributions in the low frequency part of the magnetic field spectra. While the power-law spectrum alone does not guarantee that a nonlinear cascade is present, the power-law distribution is a strong indication of the possible development of a nonlinear cascade. Our data analysis shows that a nonlinear energy cascade is indeed observed in both the outer and inner magnetosphere, and EMIC waves are growing from this nonthermal background. All the analyzed data are in good agreement with the theoretical model presented in this study. Overall, the results of this study support a nonlinear energy cascade in Earth's magnetosphere as a mechanism which is responsible for supplying seed fluctuating energy in the higher frequency domain where EMIC waves grow due to the ion cyclotron instability. Keywords: nonlinear energy cascade, ultra low frequency waves, electromagnetic ion cyclotron waves, seed fluctuationsAcknowledgments: This paper is based upon work supported by the National Science Foundation under Grant Number AGS-1203516.

Analysis of concentration fluctuations in gas dispersion around high-rise building for different incident wind directions.

PubMed

Liu, X P; Niu, J L; Kwok, K C S

2011-09-15

This article presents experimental results that illustrate the unsteady characteristics of gas dispersion around a complex-shaped high-rise building for different incident wind directions. A series of wind tunnel experiments were conducted using a 1:30 scale model that represented the real structures under study. The objective of this paper is to study the behaviour of concentration fluctuations through transient analysis. Tracer gas was continuously released from a point source located at different positions, and a time series of fluctuating concentrations were recorded at a large number of points using fast flame ionization detectors. The experimental data were analysed to provide a comprehensive data set including variances and associated statistical quantities. Both the unsteady characteristics of the system and their potential practical impact are presented and discussed. Under crowd living conditions, the air pollutant exhausted from one household could probably re-enter into the neighbouring households, traveling with ambient airflow. Such pollutant dispersion process is defined as air cross-contamination in this study. The results indicate that the wind-induced cross-contamination around the studied type of high-rise building should not be overlooked, and the fluctuating concentrations should be paid attention to particularly during the evaluation of a potential contamination risk. This study can help deepen our understanding of the mechanisms of air cross-contamination, and will be useful for implementing optimization strategies to improve the built environments in metropolitan cities such as Hong Kong. Copyright © 2011 Elsevier B.V. All rights reserved.

Photoplethysmographic imaging via spectrally demultiplexed erythema fluctuation analysis for remote heart rate monitoring

NASA Astrophysics Data System (ADS)

Deglint, Jason; Chung, Audrey G.; Chwyl, Brendan; Amelard, Robert; Kazemzadeh, Farnoud; Wang, Xiao Yu; Clausi, David A.; Wong, Alexander

2016-03-01

Traditional photoplethysmographic imaging (PPGI) systems use the red, green, and blue (RGB) broadband measurements of a consumer digital camera to remotely estimate a patients heart rate; however, these broadband RGB signals are often corrupted by ambient noise, making the extraction of subtle fluctuations indicative of heart rate difficult. Therefore, the use of narrow-band spectral measurements can significantly improve the accuracy. We propose a novel digital spectral demultiplexing (DSD) method to infer narrow-band spectral information from acquired broadband RGB measurements in order to estimate heart rate via the computation of motion- compensated skin erythema fluctuation. Using high-resolution video recordings of human participants, multiple measurement locations are automatically identified on the cheeks of an individual, and motion-compensated broadband reflectance measurements are acquired at each measurement location over time via measurement location tracking. The motion-compensated broadband reflectance measurements are spectrally demultiplexed using a non-linear inverse model based on the spectral sensitivity of the camera's detector. A PPG signal is then computed from the demultiplexed narrow-band spectral information via skin erythema fluctuation analysis, with improved signal-to-noise ratio allowing for reliable remote heart rate measurements. To assess the effectiveness of the proposed system, a set of experiments involving human motion in a front-facing position were performed under ambient lighting conditions. Experimental results indicate that the proposed system achieves robust and accurate heart rate measurements and can provide additional information about the participant beyond the capabilities of traditional PPGI methods.

The contribution of accommodation and the ocular surface to the microfluctuations of wavefront aberrations of the eye.

PubMed

Zhu, Mingxia; Collins, Michael J; Iskander, D Robert

2006-09-01

We have used videokeratoscopy and wavefront sensing to investigate the contribution of the ocular surface and the effect of stimulus vergence on the microfluctuations of the wavefront aberrations of the eye. The fluctuations of the wavefront aberrations were quantified by their variations around the mean and by using power spectrum analysis. Integrated power was determined in two regions: 0.1-0.7 Hz (low frequencies) and 0.8-1.8 Hz (high frequencies). Changes in the ocular surface topography were measured using high-speed videokeratoscopy and variations in the ocular wavefront aberrations were measured with a wavefront sensor. The microfluctuations of wavefront aberrations of the ocular surface were found to be considerably smaller than the microfluctuations of the wavefront aberrations of the total eye. The fluctuations in defocus while viewing a closer target at 2 or 4 D were found to be significantly greater than fluctuations in defocus when viewing a far target. This increase in defocus fluctuations (p < or = 0.001) occurred in both the low- and high-frequency regions of the power spectra.

Socioeconomic Status Is Not Related with Facial Fluctuating Asymmetry: Evidence from Latin-American Populations

PubMed Central

Quinto-Sánchez, Mirsha; Cintas, Celia; Silva de Cerqueira, Caio Cesar; Ramallo, Virginia; Acuña-Alonzo, Victor; Adhikari, Kaustubh; Castillo, Lucía; Gomez-Valdés, Jorge; Everardo, Paola; De Avila, Francisco; Hünemeier, Tábita; Jaramillo, Claudia; Arias, Williams; Fuentes, Macarena; Gallo, Carla; Poletti, Giovani; Schuler-Faccini, Lavinia; Bortolini, Maria Cátira; Canizales-Quinteros, Samuel; Rothhammer, Francisco; Bedoya, Gabriel; Rosique, Javier; Ruiz-Linares, Andrés; González-José, Rolando

2017-01-01

The expression of facial asymmetries has been recurrently related with poverty and/or disadvantaged socioeconomic status. Departing from the developmental instability theory, previous approaches attempted to test the statistical relationship between the stress experienced by individuals grown in poor conditions and an increase in facial and corporal asymmetry. Here we aim to further evaluate such hypothesis on a large sample of admixed Latin Americans individuals by exploring if low socioeconomic status individuals tend to exhibit greater facial fluctuating asymmetry values. To do so, we implement Procrustes analysis of variance and Hierarchical Linear Modelling (HLM) to estimate potential associations between facial fluctuating asymmetry values and socioeconomic status. We report significant relationships between facial fluctuating asymmetry values and age, sex, and genetic ancestry, while socioeconomic status failed to exhibit any strong statistical relationship with facial asymmetry. These results are persistent after the effect of heterozygosity (a proxy for genetic ancestry) is controlled in the model. Our results indicate that, at least on the studied sample, there is no relationship between socioeconomic stress (as intended as low socioeconomic status) and facial asymmetries. PMID:28060876

Sound quality characteristics of refrigerator noise in real living environments with relation to psychoacoustical and autocorrelation function parameters.

PubMed

Sato, Shin-ichi; You, Jin; Jeon, Jin Yong

2007-07-01

Psychoacoustical and autocorrelation function (ACF) parameters were employed to describe the temporal fluctuations of refrigerator noise during starting, transition into/from the stationary phase and termination of operation. The temporal fluctuations of refrigerator noise include a click at start-up, followed by a rapid increase in volume, a change of pitch, and termination of the operation. Subjective evaluations of the noise of 24 different refrigerators were conducted in a real living environment. The relationship between objective measures and perceived noisiness was examined by multiple regression analysis. Sound quality indices were developed based on psychoacoustical and ACF parameters. The psychoacoustical parameters found to be important for evaluating noisiness in the stationary phase were loudness and roughness. The relationship between noisiness and ACF parameters shows that sound energy and its fluctuations are important for evaluating noisiness. Also, refrigerator sounds that had a fluctuation of pitch were rated as more annoying. The tolerance level for the starting phase of refrigerator noise was found to be 33 dBA, which is the level where 65% of the participants in the subjective tests were satisfied.

Rapid climate fluctuations over the past millennium: evidence from a lacustrine record of Basomtso Lake, southeastern Tibetan Plateau

PubMed Central

Li, Kai; Liu, Xingqi; Herzschuh, Ulrike; Wang, Yongbo

2016-01-01

Abrupt climate changes and fluctuations over short time scales are superimposed on long-term climate changes. Understanding rapid climate fluctuations at the decadal time scale over the past millennium will enhance our understanding of patterns of climate variability and aid in forecasting climate changes in the future. In this study, climate changes on the southeastern Tibetan Plateau over the past millennium were determined from a 4.82-m-long sediment core from Basomtso Lake. At the centennial time scale, the Medieval Climate Anomaly (MCA), Little Ice Age (LIA) and Current Warm Period (CWP) are distinct in the Basomtso region. Rapid climate fluctuations inferred from five episodes with higher sediment input and likely warmer conditions, as well as seven episodes with lower sediment input and likely colder conditions, were well preserved in our record. These episodes with higher and lower sediment input are characterized by abrupt climate changes and short time durations. Spectral analysis indicates that the climate variations at the centennial scale on the southeastern Tibetan Plateau are influenced by solar activity during the past millennium. PMID:27091591

An experimental test of the fluctuation relation in an active camphor boat system

NASA Astrophysics Data System (ADS)

Paroor, H. M.; Nambiar, N.; Bandi, M. M.

The Gallavotti-Cohen fluctuation relation (FR) posits a specific symmetry between positive and negative fluctuations in entropy production, or a related quantity (e.g power) for systems in non-equilibrium stationary state. Successful tests in a variety of systems suggest the FR may be more generally applicable than the conditions under which it was originally derived. Systems where the FR fails are therefore valuable for the insight they provide into the FR's general success. It has recently been suggested that ``active matter'' should not satisfy the fluctuation-dissipation theorem or FR. We experimentally test this possibility in a system of active camphor boats, self-propelled by surface tension gradients at air-water interfaces. The boats interact via short-range capillary attraction which competes with long-range surface tension mediated repulsion. Tuning interaction strength with number density, we test the FR through the statistics of power as one goes from a free non-interacting camphor boat, through a few weakly interacting boats to several, strongly interacting boats. We present preliminary results of our experiments and data analysis.

Listening to the noise: random fluctuations reveal gene network parameters

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

Munsky, Brian; Khammash, Mustafa

2009-01-01

The cellular environment is abuzz with noise. The origin of this noise is attributed to the inherent random motion of reacting molecules that take part in gene expression and post expression interactions. In this noisy environment, clonal populations of cells exhibit cell-to-cell variability that frequently manifests as significant phenotypic differences within the cellular population. The stochastic fluctuations in cellular constituents induced by noise can be measured and their statistics quantified. We show that these random fluctuations carry within them valuable information about the underlying genetic network. Far from being a nuisance, the ever-present cellular noise acts as a rich sourcemore » of excitation that, when processed through a gene network, carries its distinctive fingerprint that encodes a wealth of information about that network. We demonstrate that in some cases the analysis of these random fluctuations enables the full identification of network parameters, including those that may otherwise be difficult to measure. This establishes a potentially powerful approach for the identification of gene networks and offers a new window into the workings of these networks.« less

Listening to the Noise: Random Fluctuations Reveal Gene Network Parameters

NASA Astrophysics Data System (ADS)

Munsky, Brian; Trinh, Brooke; Khammash, Mustafa

2010-03-01

The cellular environment is abuzz with noise originating from the inherent random motion of reacting molecules in the living cell. In this noisy environment, clonal cell populations exhibit cell-to-cell variability that can manifest significant prototypical differences. Noise induced stochastic fluctuations in cellular constituents can be measured and their statistics quantified using flow cytometry, single molecule fluorescence in situ hybridization, time lapse fluorescence microscopy and other single cell and single molecule measurement techniques. We show that these random fluctuations carry within them valuable information about the underlying genetic network. Far from being a nuisance, the ever-present cellular noise acts as a rich source of excitation that, when processed through a gene network, carries its distinctive fingerprint that encodes a wealth of information about that network. We demonstrate that in some cases the analysis of these random fluctuations enables the full identification of network parameters, including those that may otherwise be difficult to measure. We use theoretical investigations to establish experimental guidelines for the identification of gene regulatory networks, and we apply these guideline to experimentally identify predictive models for different regulatory mechanisms in bacteria and yeast.

Socioeconomic Status Is Not Related with Facial Fluctuating Asymmetry: Evidence from Latin-American Populations.

PubMed

Quinto-Sánchez, Mirsha; Cintas, Celia; Silva de Cerqueira, Caio Cesar; Ramallo, Virginia; Acuña-Alonzo, Victor; Adhikari, Kaustubh; Castillo, Lucía; Gomez-Valdés, Jorge; Everardo, Paola; De Avila, Francisco; Hünemeier, Tábita; Jaramillo, Claudia; Arias, Williams; Fuentes, Macarena; Gallo, Carla; Poletti, Giovani; Schuler-Faccini, Lavinia; Bortolini, Maria Cátira; Canizales-Quinteros, Samuel; Rothhammer, Francisco; Bedoya, Gabriel; Rosique, Javier; Ruiz-Linares, Andrés; González-José, Rolando

2017-01-01

The expression of facial asymmetries has been recurrently related with poverty and/or disadvantaged socioeconomic status. Departing from the developmental instability theory, previous approaches attempted to test the statistical relationship between the stress experienced by individuals grown in poor conditions and an increase in facial and corporal asymmetry. Here we aim to further evaluate such hypothesis on a large sample of admixed Latin Americans individuals by exploring if low socioeconomic status individuals tend to exhibit greater facial fluctuating asymmetry values. To do so, we implement Procrustes analysis of variance and Hierarchical Linear Modelling (HLM) to estimate potential associations between facial fluctuating asymmetry values and socioeconomic status. We report significant relationships between facial fluctuating asymmetry values and age, sex, and genetic ancestry, while socioeconomic status failed to exhibit any strong statistical relationship with facial asymmetry. These results are persistent after the effect of heterozygosity (a proxy for genetic ancestry) is controlled in the model. Our results indicate that, at least on the studied sample, there is no relationship between socioeconomic stress (as intended as low socioeconomic status) and facial asymmetries.

New boundary conditions for fluid interaction with hydrophobic surface

NASA Astrophysics Data System (ADS)

Pochylý, František; Fialová, Simona; Havlásek, Michal

2018-06-01

Solution of both laminar and turbulent flow with consideration of hydrophobic surface is based on the original Navier assumption that the shear stress on the hydrophobic surface is directly proportional to the slipping velocity. In the previous work a laminar flow analysis with different boundary conditions was performed. The shear stress value on the tube walls directly depends on the pressure gradient. In the solution of the turbulent flow by the k-ɛ model, the occurrence of the fluctuation components of velocity on the hydrophobic surface is considered. The fluctuation components of the velocity affect the size of the adhesive forces. We assume that the boundary condition for ɛ depending on the velocity gradients will not need to be changed. When the liquid slips over the surface, non-zero fluctuation velocity components occur in the turbulent flow. These determine the non-zero value of the turbulent kinetic energy K. In addition, the fluctuation velocity components also influence the value of the adhesive forces, so it is necessary to include these in the formulation of new boundary conditions for turbulent flow on the hydrophobic surface.

The Impact of Different Sources of Fluctuations on Mutual Information in Biochemical Networks

PubMed Central

Chevalier, Michael; Venturelli, Ophelia; El-Samad, Hana

2015-01-01

Stochastic fluctuations in signaling and gene expression limit the ability of cells to sense the state of their environment, transfer this information along cellular pathways, and respond to it with high precision. Mutual information is now often used to quantify the fidelity with which information is transmitted along a cellular pathway. Mutual information calculations from experimental data have mostly generated low values, suggesting that cells might have relatively low signal transmission fidelity. In this work, we demonstrate that mutual information calculations might be artificially lowered by cell-to-cell variability in both initial conditions and slowly fluctuating global factors across the population. We carry out our analysis computationally using a simple signaling pathway and demonstrate that in the presence of slow global fluctuations, every cell might have its own high information transmission capacity but that population averaging underestimates this value. We also construct a simple synthetic transcriptional network and demonstrate using experimental measurements coupled to computational modeling that its operation is dominated by slow global variability, and hence that its mutual information is underestimated by a population averaged calculation. PMID:26484538

Early results from the MIT millimeter and sub-millimeter balloon-borne anisotropy measurement. [of cosmic microwave background radiation

NASA Technical Reports Server (NTRS)

Meyer, Stephan S.; Cheng, Edward S.; Page, Lyman A.

1991-01-01

The MIT balloon-borne bolometric search for Cosmic Microwave Background Radiation (CMBR) anisotropies places the most stringent constraints to date on fluctuations in the CMBR. Four maps of half of the Northern Hemisphere at 1.8, 1.1, 0.63 and 0.44 mm wavelength, have a beam size of 3.8 deg with a 1 sigma sensitivity of less than 0.1 mK (thermodynamic) per FOV in each of the first two channels. Analysis of the sky map at 1.8 mm wavelength using a likelihood ratio test for galactic latitudes of 15 deg and greater yields a 95 percent confidence level (CL) upper limit on fluctuations of the CMBR at DeltaT/T less than or equal to 1.6 x 10 exp -5 with a statistical power of 92 percent for Gaussian fluctuations at a correlation angle of 13 deg. Between 3 deg and 22 deg, the upper limit for fluctuations is DeltaT/T less than or equal to 4.0 x 10 exp -5 (95 percent CL).

Non-Gaussian Analysis of Turbulent Boundary Layer Fluctuating Pressure on Aircraft Skin Panels

NASA Technical Reports Server (NTRS)

Rizzi, Stephen A.; Steinwolf, Alexander

2005-01-01

The purpose of the study is to investigate the probability density function (PDF) of turbulent boundary layer fluctuating pressures measured on the outer sidewall of a supersonic transport aircraft and to approximate these PDFs by analytical models. Experimental flight results show that the fluctuating pressure PDFs differ from the Gaussian distribution even for standard smooth surface conditions. The PDF tails are wider and longer than those of the Gaussian model. For pressure fluctuations in front of forward-facing step discontinuities, deviations from the Gaussian model are more significant and the PDFs become asymmetrical. There is a certain spatial pattern of the skewness and kurtosis behavior depending on the distance upstream from the step. All characteristics related to non-Gaussian behavior are highly dependent upon the distance from the step and the step height, less dependent on aircraft speed, and not dependent on the fuselage location. A Hermite polynomial transform model and a piecewise-Gaussian model fit the flight data well both for the smooth and stepped conditions. The piecewise-Gaussian approximation can be additionally regarded for convenience in usage after the model is constructed.

Fractal mechanisms and heart rate dynamics. Long-range correlations and their breakdown with disease

NASA Technical Reports Server (NTRS)

Peng, C. K.; Havlin, S.; Hausdorff, J. M.; Mietus, J. E.; Stanley, H. E.; Goldberger, A. L.

1995-01-01

Under healthy conditions, the normal cardiac (sinus) interbeat interval fluctuates in a complex manner. Quantitative analysis using techniques adapted from statistical physics reveals the presence of long-range power-law correlations extending over thousands of heartbeats. This scale-invariant (fractal) behavior suggests that the regulatory system generating these fluctuations is operating far from equilibrium. In contrast, it is found that for subjects at high risk of sudden death (e.g., congestive heart failure patients), these long-range correlations break down. Application of fractal scaling analysis and related techniques provides new approaches to assessing cardiac risk and forecasting sudden cardiac death, as well as motivating development of novel physiologic models of systems that appear to be heterodynamic rather than homeostatic.

Hot spot dynamics in carbon nanotube array devices.

PubMed

Engel, Michael; Steiner, Mathias; Seo, Jung-Woo T; Hersam, Mark C; Avouris, Phaedon

2015-03-11

We report on the dynamics of spatial temperature distributions in aligned semiconducting carbon nanotube array devices with submicrometer channel lengths. By using high-resolution optical microscopy in combination with electrical transport measurements, we observe under steady state bias conditions the emergence of time-variable, local temperature maxima with dimensions below 300 nm, and temperatures above 400 K. On the basis of time domain cross-correlation analysis, we investigate how the intensity fluctuations of the thermal radiation patterns are correlated with the overall device current. The analysis reveals the interdependence of electrical current fluctuations and time-variable hot spot formation that limits the overall device performance and, ultimately, may cause device degradation. The findings have implications for the future development of carbon nanotube-based technologies.

Analysis of Tide and Offshore Storm-Induced Water Table Fluctuations for Structural Characterization of a Coastal Island Aquifer

NASA Astrophysics Data System (ADS)

Trglavcnik, Victoria; Morrow, Dean; Weber, Kela P.; Li, Ling; Robinson, Clare E.

2018-04-01

Analysis of water table fluctuations can provide important insight into the hydraulic properties and structure of a coastal aquifer system including the connectivity between the aquifer and ocean. This study presents an improved approach for characterizing a permeable heterogeneous coastal aquifer system through analysis of the propagation of the tidal signal, as well as offshore storm pulse signals through a coastal aquifer. Offshore storms produce high wave activity, but are not necessarily linked to significant onshore precipitation. In this study, we focused on offshore storm events during which no onshore precipitation occurred. Extensive groundwater level data collected on a sand barrier island (Sable Island, NS, Canada) show nonuniform discontinuous propagation of the tide and offshore storm pulse signals through the aquifer with isolated inland areas showing enhanced response to both oceanic forcing signals. Propagation analysis suggests that isolated inland water table fluctuations may be caused by localized leakage from a confined aquifer that is connected to the ocean offshore but within the wave setup zone. Two-dimensional groundwater flow simulations were conducted to test the leaky confined-unconfined aquifer conceptualization and to identify the effect of key parameters on tidal signal propagation in leaky confined-unconfined coastal aquifers. This study illustrates that analysis of offshore storm signal propagation, in addition to tidal signal propagation, provides a valuable and low resource approach for large-scale characterization of permeable heterogeneous coastal aquifers. Such an approach is needed for the effective management of coastal environments where water resources are threatened by human activities and the changing climate.

p-exponent and p-leaders, Part II: Multifractal analysis. Relations to detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Leonarduzzi, R.; Wendt, H.; Abry, P.; Jaffard, S.; Melot, C.; Roux, S. G.; Torres, M. E.

2016-04-01

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and image processing tool and is commonly used in numerous applications of different natures. In its common formulation, it relies on the Hölder exponent as a measure of local regularity, which is by nature restricted to positive values and can hence be used for locally bounded functions only. In this contribution, it is proposed to replace the Hölder exponent with a collection of novel exponents for measuring local regularity, the p-exponents. One of the major virtues of p-exponents is that they can potentially take negative values. The corresponding wavelet-based multiscale quantities, the p-leaders, are constructed and shown to permit the definition of a new multifractal formalism, yielding an accurate practical estimation of the multifractal properties of real-world data. Moreover, theoretical and practical connections to and comparisons against another multifractal formalism, referred to as multifractal detrended fluctuation analysis, are achieved. The performance of the proposed p-leader multifractal formalism is studied and compared to previous formalisms using synthetic multifractal signals and images, illustrating its theoretical and practical benefits. The present contribution is complemented by a companion article studying in depth the theoretical properties of p-exponents and the rich classification of local singularities it permits.

Detecting signatures of stochastic self-organization in US money and velocity measures

NASA Astrophysics Data System (ADS)

Serletis, Apostolos; Uritskaya, Olga Y.

2007-11-01

In this paper, we continue the research by Serletis [Random walks, breaking trend functions, and the chaotic structure of the velocity of money, J. Bus. Econ. Stat. 13 (1995) 453-458] and Serletis and Shintani [Chaotic monetary dynamics with confidence, J. Macroeconomics 28 (2006) 228-252] by applying the method of detrended fluctuation analysis (DFA)-introduced by Peng et al. [Mosaic organization of DNA nucleotides, Phys. Rev. E 49 (1994) 1685-1689] and adapted to the analysis of long-range correlations in economic data by Uritskaya [Forecasting of magnitude and duration of currency crises based on analysis of distortions of fractal scaling in exchange rate fluctuations, Noise and fluctuations in econophysics and finance, Proc. SPIE 5848 (2005) 17-26; Fractal methods for modeling and forecasting of currency crises, in: Proceedings of the fourth International Conference on Modeling and Analysis of Safety and Risk in Complex Systems, SPbSU Press, St.Petersburg, 2005, pp. 210-215]-to investigate the dynamical structure of United States money and velocity measures. We use monthly data over the time period from 1959:1 to 2006:2, at each of the four levels of monetary aggregation, M1, M2, M3, and MZM, making comparisons among simple-sum, Divisia, and currency equivalent (CE) methods of aggregation. The results suggest that the sum and Divisia monetary aggregates are more appropriate for measuring long-term tendencies in money supply dynamics while the CE aggregates are more sensitive measures of short-term processes in the economy.

Deformation-induced spatiotemporal fluctuation, evolution and localization of strain fields in a bulk metallic glass

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

Wu, Yuan; Bei, Hongbin; Wang, Yanli

Deformation behavior and local strain evolutions upon loading and unloading of a bulk metallic glass (BMG) were systematically investigated by in situ digital image correlation (DIC). Distinct fluctuations and irreversible local strains were observed before the onset of macroscopic yielding. Statistical analysis shows that these fluctuations might be related to intrinsic structural heterogeneities, and that the evolution history and characteristics of local strain fields play an important role in the subsequent initiation of shear bands. Effects of sample size, pre-strain, and loading conditions were systematically analyzed in terms of the probability distributions of the resulting local strain fields. It ismore » found that a higher degree of local shear strain heterogeneity corresponds to a more ductile stressestrain curve. Implications of these findings are discussed for the design of new materials.« less

Fluctuation analysis of relativistic nucleus-nucleus collisions in emulsion chambers

NASA Technical Reports Server (NTRS)

Mcguire, Stephen C.

1988-01-01

An analytical technique was developed for identifying enhanced fluctuations in the angular distributions of secondary particles produced from relativistic nucleus-nucleus collisions. The method is applied under the assumption that the masses of the produced particles are small compared to their linear momenta. The importance of particles rests in the fact that enhanced fluctuations in the rapidity distributions is considered to be an experimental signal for the creation of the quark-gluon-plasma (QGP), a state of nuclear matter predicted from the quantum chromodynamics theory (QCD). In the approach, Monte Carlo simulations are employed that make use of a portable random member generator that allow the calculations to be performed on a desk-top computer. The method is illustrated with data taken from high altitude emulsion exposures and is immediately applicable to similar data from accelerator-based emulsion exposures.

Sb-induced strain fluctuations in a strained layer superlattice of InAs/InAsSb

DOE PAGES

Kim, Honggyu; Meng, Yifei; Klem, John F.; ...

2018-04-28

Here, we show that Sb substitution for As in a MBE grown InAs/InAsSb strained layer superlattice (SLS) is accompanied by significant strain fluctuations. The SLS was observed using scanning transmission electron microscopy along the [100] zone axis where the cation and anion atomic columns are separately resolved. Strain analysis based on atomic column positions reveals asymmetrical transitions in the strain profile across the SLS interfaces. The averaged strain profile is quantitatively fitted to the segregation model, which yields a distribution of Sb in agreement with our scanning tunneling microscopy result. The subtraction of the calculated strain reveals an increase inmore » strain fluctuations with the Sb concentration, as well as isolated regions with large strain deviations extending spatially over ~1 nm, which suggest the presence of point defects.« less

Phenotypic Signatures Arising from Unbalanced Bacterial Growth

PubMed Central

Tan, Cheemeng; Smith, Robert Phillip; Tsai, Ming-Chi; Schwartz, Russell; You, Lingchong

2014-01-01

Fluctuations in the growth rate of a bacterial culture during unbalanced growth are generally considered undesirable in quantitative studies of bacterial physiology. Under well-controlled experimental conditions, however, these fluctuations are not random but instead reflect the interplay between intra-cellular networks underlying bacterial growth and the growth environment. Therefore, these fluctuations could be considered quantitative phenotypes of the bacteria under a specific growth condition. Here, we present a method to identify “phenotypic signatures” by time-frequency analysis of unbalanced growth curves measured with high temporal resolution. The signatures are then applied to differentiate amongst different bacterial strains or the same strain under different growth conditions, and to identify the essential architecture of the gene network underlying the observed growth dynamics. Our method has implications for both basic understanding of bacterial physiology and for the classification of bacterial strains. PMID:25101949

Phenotypic signatures arising from unbalanced bacterial growth.

PubMed

Tan, Cheemeng; Smith, Robert Phillip; Tsai, Ming-Chi; Schwartz, Russell; You, Lingchong

2014-08-01

Fluctuations in the growth rate of a bacterial culture during unbalanced growth are generally considered undesirable in quantitative studies of bacterial physiology. Under well-controlled experimental conditions, however, these fluctuations are not random but instead reflect the interplay between intra-cellular networks underlying bacterial growth and the growth environment. Therefore, these fluctuations could be considered quantitative phenotypes of the bacteria under a specific growth condition. Here, we present a method to identify "phenotypic signatures" by time-frequency analysis of unbalanced growth curves measured with high temporal resolution. The signatures are then applied to differentiate amongst different bacterial strains or the same strain under different growth conditions, and to identify the essential architecture of the gene network underlying the observed growth dynamics. Our method has implications for both basic understanding of bacterial physiology and for the classification of bacterial strains.