Dynamics of Surface Roughening with Quenched Disorder

We study the dynamical exponent $z$ for the directed percolation depinning (DPD) class of models for surface roughening in the presence of quenched disorder. We argue that $z$ for $(d+1)$ dimensions is equal to the exponent $d_{\rm min}$ characterizing the shortest path between two sites in an isotropic percolation cluster in $d$ dimensions. To test the argument, we perform simulations and calculate $z$ for DPD, and $d_{\rm min}$ for percolation, from $d = 1$ to $d = 6$.Comment: RevTex manuscript 3 pages + 6 figures (obtained upon request via email [email protected]

Prospective Risk of Intrauterine Death of Monochorionic-Diamniotic Twins

OBJECTIVE: The purpose of this study was to calculate the prospective risk of fetal death in monochorionic-diamniotic twins. STUDY DESIGN: We evaluated 193 monochorionic diamniotic twin pregnancies that were followed and delivered after 24 weeks. Surveillance included cardiotocography and sonography performed at least once weekly. The prospective risk of fetal death was calculated as the total number of deaths at the beginning of the gestational period divided by the number of continuing pregnancies at or beyond that period. RESULTS: The fetal death rate was 5 of 193 pregnancies (2.6%; 95% CI, 1.1, 5.9); the prospective risk of stillbirth per pregnancy after 32 weeks of gestation was 1.2% (95% CI, 0.3% - 4.2%). CONCLUSION: Under intensive surveillance, the prospective risk of fetal death in monochorionic-diamniotic pregnancies after 32 weeks of gestation is much lower than reported and does not support a policy of elective preterm delivery

Effects of gluon number fluctuations on photon - photon collisions at high energies

We investigate the effects of gluon number fluctuations on the total $\gamma\gamma$, $\gamma^*\gamma^*$ cross sections and the photon structure function $F_2^\gamma(x,Q^2)$. Considering a model which relates the dipole-dipole and dipole-hadron scattering amplitudes, we estimate these observables by using event-by-event and physical amplitudes. We demonstrate that both analyses are able to describe the LEP data, but predict different behaviours for the observables at high energies, with the gluon fluctuations effects decreasing the cross sections. We conclude that the study of $\gamma \gamma$ interactions can be useful to constrain the QCD dynamics.Comment: 9 pages, 6 figures. Improved version with two new figures. Version to be published in Physical Review

Pipe network model for scaling of dynamic interfaces in porous media

We present a numerical study on the dynamics of imbibition fronts in porous media using a pipe network model. This model quantitatively reproduces the anomalous scaling behavior found in imbibition experiments [Phys. Rev. E {\bf 52}, 5166 (1995)]. Using simple scaling arguments, we derive a new identity among the scaling exponents in agreement with the experimental results.Comment: 13 pages, 3 figures, REVTeX, to appear in Phys. Rev. Let

γ∗p\gamma^*p cross section from the dipole model in momentum space

We reproduce the DIS measurements of the proton structure function at high energy from the dipole model in momentum space. To model the dipole-proton forward scattering amplitude, we use the knowledge of asymptotic solutions of the Balitsky-Kovchegov equation, describing high-energy QCD in the presence of saturation effects. We compare our results with the previous analysis in coordinate space and discuss possible extensions of our approach.Comment: 9 pages, 3 figure

Scaling of the distribution of price fluctuations of individual companies

We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major US stock markets: (a) the New York Stock Exchange, (b) the American Stock Exchange, and (c) the National Association of Securities Dealers Automated Quotation stock market. Specifically, we consider (i) the trades and quotes database, for which we analyze 40 million records for 1000 US companies for the 2-year period 1994--95, and (ii) the Center for Research and Security Prices database, for which we analyze 35 million daily records for approximately 16,000 companies in the 35-year period 1962--96. We study the probability distribution of returns over varying time scales $\Delta t$, where $\Delta t$ varies by a factor of $\approx 10^5$---from 5 min up to $\approx$ 4 years. For time scales from 5~min up to approximately 16~days, we find that the tails of the distributions can be well described by a power-law decay, characterized by an exponent $\alpha \approx 3$ ---well outside the stable L\'evy regime $0 < \alpha < 2$. For time scales $\Delta t \gg (\Delta t)_{\times} \approx 16$days, we observe results consistent with a slow convergence to Gaussian behavior. We also analyze the role of cross correlations between the returns of different companies and relate these correlations to the distribution of returns for market indices.Comment: 10pages 2 column format with 11 eps figures. LaTeX file requiring epsf, multicol,revtex. Submitted to PR

Depinning transition and thermal fluctuations in the random-field Ising model

We analyze the depinning transition of a driven interface in the 3d random-field Ising model (RFIM) with quenched disorder by means of Monte Carlo simulations. The interface initially built into the system is perpendicular to the [111]-direction of a simple cubic lattice. We introduce an algorithm which is capable of simulating such an interface independent of the considered dimension and time scale. This algorithm is applied to the 3d-RFIM to study both the depinning transition and the influence of thermal fluctuations on this transition. It turns out that in the RFIM characteristics of the depinning transition depend crucially on the existence of overhangs. Our analysis yields critical exponents of the interface velocity, the correlation length, and the thermal rounding of the transition. We find numerical evidence for a scaling relation for these exponents and the dimension d of the system.Comment: 6 pages, including 9 figures, submitted for publicatio

Analytical solution of a model for complex food webs

We investigate numerically and analytically a recently proposed model for food webs [Nature {\bf 404}, 180 (2000)] in the limit of large web sizes and sparse interaction matrices. We obtain analytical expressions for several quantities with ecological interest, in particular the probability distributions for the number of prey and the number of predators. We find that these distributions have fast-decaying exponential and Gaussian tails, respectively. We also find that our analytical expressions are robust to changes in the details of the model.Comment: 4 pages (RevTeX). Final versio

Universal and non-universal properties of cross-correlations in financial time series

We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the statistics of most of the eigenvalues in the spectrum of C agree with the predictions of random matrix theory, but there are deviations for a few of the largest eigenvalues. We find that C has the universal properties of the Gaussian orthogonal ensemble of random matrices. Furthermore, we analyze the eigenvectors of C through their inverse participation ratio and find eigenvectors with large inverse participation ratios at both edges of the eigenvalue spectrum--a situation reminiscent of results in localization theory.Comment: 14 pages, 3 figures, Revte