40,347 research outputs found

### A parallel algorithm for the enumeration of benzenoid hydrocarbons

We present an improved parallel algorithm for the enumeration of fixed
benzenoids B_h containing h hexagonal cells. We can thus extend the enumeration
of B_h from the previous best h=35 up to h=50. Analysis of the associated
generating function confirms to a very high degree of certainty that $B_h \sim
A \kappa^h /h$ and we estimate that the growth constant $\kappa =
5.161930154(8)$ and the amplitude $A=0.2808499(1)$.Comment: 14 pages, 6 figure

### Honeycomb lattice polygons and walks as a test of series analysis techniques

We have calculated long series expansions for self-avoiding walks and
polygons on the honeycomb lattice, including series for metric properties such
as mean-squared radius of gyration as well as series for moments of the
area-distribution for polygons. Analysis of the series yields accurate
estimates for the connective constant, critical exponents and amplitudes of
honeycomb self-avoiding walks and polygons. The results from the numerical
analysis agree to a high degree of accuracy with theoretical predictions for
these quantities.Comment: 16 pages, 9 figures, jpconf style files. Presented at the conference
"Counting Complexity: An international workshop on statistical mechanics and
combinatorics." In celebration of Prof. Tony Guttmann's 60th birthda

### Low-density series expansions for directed percolation II: The square lattice with a wall

A new algorithm for the derivation of low-density expansions has been used to
greatly extend the series for moments of the pair-connectedness on the directed
square lattice near an impenetrable wall. Analysis of the series yields very
accurate estimates for the critical point and exponents. In particular, the
estimate for the exponent characterizing the average cluster length near the
wall, $\tau_1=1.00014(2)$, appears to exclude the conjecture $\tau_1=1$. The
critical point and the exponents $\nu_{\parallel}$ and $\nu_{\perp}$ have the
same values as for the bulk problem.Comment: 8 pages, 1 figur

### Nonuniversal Critical Spreading in Two Dimensions

Continuous phase transitions are studied in a two dimensional nonequilibrium
model with an infinite number of absorbing configurations. Spreading from a
localized source is characterized by nonuniversal critical exponents, which
vary continuously with the density phi in the surrounding region. The exponent
delta changes by more than an order of magnitude, and eta changes sign. The
location of the critical point also depends on phi, which has important
implications for scaling. As expected on the basis of universality, the static
critical behavior belongs to the directed percolation class.Comment: 21 pages, REVTeX, figures available upon reques

### Optimal Investment Horizons for Stocks and Markets

The inverse statistics is the distribution of waiting times needed to achieve
a predefined level of return obtained from (detrended) historic asset prices
\cite{optihori,gainloss}. Such a distribution typically goes through a maximum
at a time coined the {\em optimal investment horizon}, $\tau^*_\rho$, which
defines the most likely waiting time for obtaining a given return $\rho$. By
considering equal positive and negative levels of return, we reported in
\cite{gainloss} on a quantitative gain/loss asymmetry most pronounced for short
horizons. In the present paper, the inverse statistics for 2/3 of the
individual stocks presently in the DJIA is investigated. We show that this
gain/loss asymmetry established for the DJIA surprisingly is {\em not} present
in the time series of the individual stocks nor their average. This observation
points towards some kind of collective movement of the stocks of the index
(synchronization).Comment: Subm. to Physica A as Conference Proceedings of Econophysics
Colloquium, ANU Canberra, 13-17 Nov. 2005. 6 pages including figure

### Low-density series expansions for directed percolation III. Some two-dimensional lattices

We use very efficient algorithms to calculate low-density series for bond and
site percolation on the directed triangular, honeycomb, kagom\'e, and $(4.8^2)$
lattices. Analysis of the series yields accurate estimates of the critical
point $p_c$ and various critical exponents. The exponent estimates differ only
in the $5^{th}$ digit, thus providing strong numerical evidence for the
expected universality of the critical exponents for directed percolation
problems. In addition we also study the non-physical singularities of the
series.Comment: 20 pages, 8 figure

### Inverse Statistics in the Foreign Exchange Market

We investigate intra-day foreign exchange (FX) time series using the inverse
statistic analysis developed in [1,2]. Specifically, we study the time-averaged
distributions of waiting times needed to obtain a certain increase (decrease)
$\rho$ in the price of an investment. The analysis is performed for the Deutsch
mark (DM) against the $US for the full year of 1998, but similar results are
obtained for the Japanese Yen against the$US. With high statistical
significance, the presence of "resonance peaks" in the waiting time
distributions is established. Such peaks are a consequence of the trading
habits of the markets participants as they are not present in the corresponding
tick (business) waiting time distributions. Furthermore, a new {\em stylized
fact}, is observed for the waiting time distribution in the form of a power law
Pdf. This result is achieved by rescaling of the physical waiting time by the
corresponding tick time thereby partially removing scale dependent features of
the market activity.Comment: 8 pages. Accepted Physica

### Transient flows in active porous media

Stimuli-responsive materials that modify their shape in response to changes
in environmental conditions -- such as solute concentration, temperature, pH,
and stress -- are widespread in nature and technology. Applications include
micro- and nanoporous materials used in filtration and flow control. The
physiochemical mechanisms that induce internal volume modifications have been
widely studies. The coupling between induced volume changes and solute
transport through porous materials, however, is not well understood. Here, we
consider advective and diffusive transport through a small channel linking two
large reservoirs. A section of stimulus-responsive material regulates the
channel permeability, which is a function of the local solute concentration. We
derive an exact solution to the coupled transport problem and demonstrate the
existence of a flow regime in which the steady state is reached via a damped
oscillation around the equilibrium concentration value. Finally, the
feasibility of an experimental observation of the phenomena is discussed.
Please note that this version of the paper has not been formally peer reviewed,
revised or accepted by a journal

### Self-avoiding walks and polygons on the triangular lattice

We use new algorithms, based on the finite lattice method of series
expansion, to extend the enumeration of self-avoiding walks and polygons on the
triangular lattice to length 40 and 60, respectively. For self-avoiding walks
to length 40 we also calculate series for the metric properties of mean-square
end-to-end distance, mean-square radius of gyration and the mean-square
distance of a monomer from the end points. For self-avoiding polygons to length
58 we calculate series for the mean-square radius of gyration and the first 10
moments of the area. Analysis of the series yields accurate estimates for the
connective constant of triangular self-avoiding walks, $\mu=4.150797226(26)$,
and confirms to a high degree of accuracy several theoretical predictions for
universal critical exponents and amplitude combinations.Comment: 24 pages, 6 figure

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