850 research outputs found
Diffusive foam wetting process in microgravity
We report the experimental study of aqueous foam wetting in microgravity. The
liquid fraction along the bubble edges is measured and is found to be a
relevant dynamical parameter during the capillary process. The penetration of
the liquid in the foam, the foam inflation, and the rigidity loss are shown all
to obey strict diffusion processes.Comment: 4 pages, 6 figures, submitted to Phys. Rev. Let
Cross-correlations between volume change and price change
In finance, one usually deals not with prices but with growth rates ,
defined as the difference in logarithm between two consecutive prices. Here we
consider not the trading volume, but rather the volume growth rate ,
the difference in logarithm between two consecutive values of trading volume.
To this end, we use several methods to analyze the properties of volume changes
, and their relationship to price changes . We analyze
daily recordings of the S\&P 500 index over the 59-year period
1950--2009, and find power-law {\it cross-correlations\/} between and
using detrended cross-correlation analysis (DCCA). We introduce a
joint stochastic process that models these cross-correlations. Motivated by the
relationship between and , we estimate the tail exponent
of the probability density function for both the S\&P 500 index as well as the
collection of 1819 constituents of the New York Stock Exchange Composite index
on 17 July 2009. As a new method to estimate , we calculate the
time intervals between events where . We demonstrate that
, the average of , obeys . We find . Furthermore, by
aggregating all values of 28 global financial indices, we also observe
an approximate inverse cubic law.Comment: 7 pages, 5 figure
Contour lines of the discrete scale invariant rough surfaces
We study the fractal properties of the 2d discrete scale invariant (DSI)
rough surfaces. The contour lines of these rough surfaces show clear DSI. In
the appropriate limit the DSI surfaces converge to the scale invariant rough
surfaces. The fractal properties of the 2d DSI rough surfaces apart from
possessing the discrete scale invariance property follow the properties of the
contour lines of the corresponding scale invariant rough surfaces. We check
this hypothesis by calculating numerous fractal exponents of the contour lines
by using numerical calculations. Apart from calculating the known scaling
exponents some other new fractal exponents are also calculated.Comment: 9 Pages, 12 figure
Estimation of the charge carrier localization length from Gaussian fluctuations in the magneto-thermopower of La_{0.6}Y_{0.1}Ca_{0.3}MnO_3
The magneto-thermoelectric power (TEP) of perovskite type
manganise oxide is found to exhibit a sharp peak
at some temperature . By approximating the true shape of the
measured magneto-TEP in the vicinity of by a linear triangle of the
form , we observe that . We adopt the electron localization scenario and
introduce a Ginzburg-Landau (GL) type theory which incorporates the two
concurrent phase transitions, viz., the paramagnetic-ferromagnetic transition
at the Curie point and the "metal-insulator" (M-I) transition at
. The latter is characterized by the divergence of the field-dependent
charge carrier localization length at some characteristic field
. Calculating the average and fluctuation contributions to the total
magnetization and the transport entropy related magneto-TEP
within the GL theory, we obtain a simple relationship between and the
above two critical temperatures ( and ). The observed slope
ratio is found to be governed by the competition between
the electron-spin exchange and the induced magnetic energy . The
comparison of our data with the model predictions produce ,
, , , and for the estimates of
the Curie temperature, the exchange coupling constant, the critical
magnetization, the localization length, and the free-to-localized carrier
number density ratio, respectively.Comment: 6 pages (REVTEX), 2 PS figures (epsf.sty); submitted to Phys.Rev.
Influence of a low magnetic field on the thermal diffusivity of Bi-2212
The thermal diffusivity of a Bi-2212 polycrystalline sample has been measured
under a 1T magnetic field applied perpendicularly to the heat flux. The
magnetic contribution to the heat carrier mean free path has been extracted and
is found to behave as a simple power law. This behavior can be attributed to a
percolation process of electrons in the vortex lattice created by the magnetic
field.Comment: 10 pages, 3 figures; to be published in Phys. Rev.
Antipersistent binary time series
Completely antipersistent binary time series are sequences in which every
time that an -bit string appears, the sequence is continued with a
different bit than at the last occurrence of . This dynamics is phrased in
terms of a walk on a DeBruijn graph, and properties of transients and cycles
are studied. The predictability of the generated time series for an observer
who sees a longer or shorter time window is investigated also for sequences
that are not completely antipersistent.Comment: 6 pages, 6 figure
Effect of nonstationarities on detrended fluctuation analysis
Detrended fluctuation analysis (DFA) is a scaling analysis method used to
quantify long-range power-law correlations in signals. Many physical and
biological signals are ``noisy'', heterogeneous and exhibit different types of
nonstationarities, which can affect the correlation properties of these
signals. We systematically study the effects of three types of
nonstationarities often encountered in real data. Specifically, we consider
nonstationary sequences formed in three ways: (i) stitching together segments
of data obtained from discontinuous experimental recordings, or removing some
noisy and unreliable parts from continuous recordings and stitching together
the remaining parts -- a ``cutting'' procedure commonly used in preparing data
prior to signal analysis; (ii) adding to a signal with known correlations a
tunable concentration of random outliers or spikes with different amplitude,
and (iii) generating a signal comprised of segments with different properties
-- e.g. different standard deviations or different correlation exponents. We
compare the difference between the scaling results obtained for stationary
correlated signals and correlated signals with these three types of
nonstationarities.Comment: 17 pages, 10 figures, corrected some typos, added one referenc
An attempt to observe economy globalization: the cross correlation distance evolution of the top 19 GDP's
Economy correlations between the 19 richest countries are investigated
through their Gross Domestic Product increments. A distance is defined between
increment correlation matrix elements and their evolution studied as a function
of time and time window size. Unidirectional and Bidirectional Minimal Length
Paths are generated and analyzed for different time windows. A sort of critical
correlation time window is found indicating a transition for best observations.
The mean length path decreases with time, indicating stronger correlations. A
new method for estimating a realistic minimal time window to observe
correlations and deduce macroeconomy conclusions from such features is thus
suggested.Comment: to be published in the Dyses05 proceedings, in Int. J. Mod Phys C 15
pages, 5 figures, 1 tabl
Time correlations and 1/f behavior in backscattering radar reflectivity measurements from cirrus cloud ice fluctuations
The state of the atmosphere is governed by the classical laws of fluid motion
and exhibits correlations in various spatial and temporal scales. These
correlations are crucial to understand the short and long term trends in
climate. Cirrus clouds are important ingredients of the atmospheric boundary
layer. To improve future parameterization of cirrus clouds in climate models,
it is important to understand the cloud properties and how they change within
the cloud. We study correlations in the fluctuations of radar signals obtained
at isodepths of winter and fall cirrus clouds. In particular we focus on three
quantities: (i) the backscattering cross-section, (ii) the Doppler velocity and
(iii) the Doppler spectral width. They correspond to the physical coefficients
used in Navier Stokes equations to describe flows, i.e. bulk modulus,
viscosity, and thermal conductivity. In all cases we find that power-law time
correlations exist with a crossover between regimes at about 3 to 5 min. We
also find that different type of correlations, including 1/f behavior,
characterize the top and the bottom layers and the bulk of the clouds. The
underlying mechanisms for such correlations are suggested to originate in ice
nucleation and crystal growth processes.Comment: 33 pages, 9 figures; to appear in the Journal of Geophysical Research
- Atmosphere
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