Analytic height correlation function of rough surfaces derived from light scattering

We derive an analytic expression for the height correlation function of a rough surface based on the inverse wave scattering method of Kirchhoff theory. The expression directly relates the height correlation function to diffuse scattered intensity along a linear path at fixed polar angle. We test the solution by measuring the angular distribution of light scattered from rough silicon surfaces, and comparing extracted height correlation functions to those derived from atomic force microscopy (AFM). The results agree closely with AFM over a wider range of roughness parameters than previous formulations of the inverse scattering problem, while relying less on large-angle scatter data. Our expression thus provides an accurate analytical equation for the height correlation function of a wide range of surfaces based on measurements using a simple, fast experimental procedure.Comment: 6 pages, 5 figures, 1 tabl

First record of Ebria tripartita (Schumann) Lemmermann, 1899 from south of the Caspian Sea

Ebria tripartita (Schumann) Lemmermann, 1899, a non-photosynthetic flagellate algae was identified from the southern coast of the Caspian Sea in December 2012. Water temperature at the sampling time was 10 ºC The average concentration of nitrate, phosphate and silicate were 0.7, 0.1 and 1.8 mg.l -1 respectively at the time when species was observed. Total observed phytoplankton cells was 3 × 106 cells.l -1, of which E. tripartita constitute 2×10 3 cells.l -1 representing only 0.75% of phytoplankton community

Uncertainty in the Fluctuations of the Price of Stocks

We report on a study of the Tehran Price Index (TEPIX) from 2001 to 2006 as an emerging market that has been affected by several political crises during the recent years, and analyze the non-Gaussian probability density function (PDF) of the log returns of the stocks' prices. We show that while the average of the index did not fall very much over the time period of the study, its day-to-day fluctuations strongly increased due to the crises. Using an approach based on multiplicative processes with a detrending procedure, we study the scale-dependence of the non-Gaussian PDFs, and show that the temporal dependence of their tails indicates a gradual and systematic increase in the probability of the appearance of large increments in the returns on approaching distinct critical time scales over which the TEPIX has exhibited maximum uncertainty.Comment: 5 pages, 5 figures. Accepted to appear in IJMP