12,409 research outputs found
Lessons on internal erosion in embankment dams from failures and physical models (Keynote)
The investigations of embankment failures reported by Erinoh R&D project, merged with the Foster & Fell Erdata and NPDP program in the USA, point out the main causes and the main situations where internal erosion could initiate and trigger the failure of dams. The investigation of physical models built in the CACOH laboratory of CNR shows under particular circumstances (piping at core base) pervious shells cannot provide enough weight or erosion resistance to resist concentrated leaks. Three different mechanisms of failure may occur: (1) general instability without hydraulic fracturing, (2) hydraulic fracturing (with or without suffusion) followed by piping, (3) backward erosion or sloughing (surface instability). Physical models help to understand the conditions and the physical situations in which each of these three modes of failure apply. This paper relates to these physical tests and presents the main results and conclusions
Statistical modelling of financial crashes: Rapid growth, illusion of certainty and contagion
We develop a rational expectations model of financial bubbles and study ways in which a generic risk-return interplay is incorporated into prices. We retain the interpretation of the leading Johansen-Ledoit-Sornette model, namely, that the price must rise prior to a crash in order to compensate a representative investor for the level of risk. This is accompanied, in our stochastic model, by an illusion of certainty as described by a decreasing volatility function. The basic model is then extended to incorporate multivariate bubbles and contagion, non-Gaussian models and models based on stochastic volatility. Only in a stochastic volatility model where the mean of the log-returns is fixed does volatility increase prior to a crash.financial crashes; super-exponential growth; illusion of certainty; contagion
Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices.
We develop a rational expectations model of financial bubbles and study ways in which a generic risk-return interplay is incorporated into prices. We retain the interpretation of the leading Johansen-Ledoit-Sornette model, namely, that the price must rise prior to a crash in order to compensate a representative investor for the level of risk. This is accompanied, in our stochastic model, by an illusion of certainty as described by a decreasing volatility function. As the volatility function goes to zero, crashes can be seen to represent a phase transition from stochastic to deterministic behaviour in prices.financial crashes; super-exponential growth; illusion of certainty; housing-bubble
Bubbles and contagion in English house prices
Using methods originating from statistical physics we model bubbles in English house prices. It is found that there was a nationwide housing bubble 2002-2007. Typically prices were 30-40% over-valued and fell around 20%. London is atypical in that the level of over-pricing was lower, only around 20%, and experienced a drop in prices of only around 15%. There is some suggestion of contagious effects, with the bubble in London affecting prices in Yorkshire and the North.financial crashes; super-exponential growth; illusion of certainty; contagion; housing-bubble; Enlish house prices
Redshift distortions of galaxy correlation functions
To examine how peculiar velocities can affect the 2-, 3-, and 4-point
redshift correlation functions, we evaluate volume-average correlations for
configurations that emphasize and minimize redshift distortions for four
different volume-limited samples from each of the CfA, SSRS, and IRAS redshift
catalogs. We find a characteristic distortion for the 2-point correlation,
\xibar_2: the slope is flatter and the correlation length is larger
in redshift space than in real space; that is, redshift distortions ``move''
correlations from small to large scales. At the largest scales (up to 12
\Mpc), the extra power in the redshift distribution is compatible with
. We estimate to be ,
and for the CfA, SSRS and IRAS catalogs. Higher
order correlations \xibar_3 and \xibar_4 suffer similar redshift
distortions, but in such a way that, within the accuracy of our analysis, the
normalized amplitudes and are insensitive to this effect. The
hierarchical amplitudes and are constant as a function of scale
between 1--12 \Mpc and have similar values in all samples and catalogues,
and , despite the fact that \xibar_2,
\xibar_3, and \xibar_4 differ from one sample to another by large factors
(up to a factor of 4 in \xibar_2, 8 for \xibar_3, and 12 for \xibar_4).
The agreement between the independent estimations of and Comment: 20 pages (12 figues available on request), LaTeX,
FERMILAB-Pub-93-097-
Void Statistics and Hierarchical Scaling in the Halo Model
We study scaling behaviour of statistics of voids in the context of the halo
model of nonlinear large-scale structure. The halo model allows us to
understand why the observed galaxy void probability obeys hierarchical scaling,
even though the premise from which the scaling is derived is not satisfied. We
argue that the commonly observed negative binomial scaling is not fundamental,
but merely the result of the specific values of bias and number density for
typical galaxies. The model implies quantitative relations between void
statistics measured for two populations of galaxies, such as SDSS red and blue
galaxies, and their number density and bias.Comment: 11 pages, 11 figures, accepted for publication in MNRA
Measurement of the B0-anti-B0-Oscillation Frequency with Inclusive Dilepton Events
The - oscillation frequency has been measured with a sample of
23 million \B\bar B pairs collected with the BABAR detector at the PEP-II
asymmetric B Factory at SLAC. In this sample, we select events in which both B
mesons decay semileptonically and use the charge of the leptons to identify the
flavor of each B meson. A simultaneous fit to the decay time difference
distributions for opposite- and same-sign dilepton events gives ps.Comment: 7 pages, 1 figure, submitted to Physical Review Letter
First Observation of -odd Asymmetry in Polarized Neutron Capture on Hydrogen
We report the first observation of the parity-violating 2.2 MeV gamma-ray
asymmetry in neutron-proton capture using polarized cold
neutrons incident on a liquid parahydrogen target at the Spallation Neutron
Source at Oak Ridge National Laboratory. isolates the , \mbox{} component of the weak
nucleon-nucleon interaction, which is dominated by pion exchange and can be
directly related to a single coupling constant in either the DDH meson exchange
model or pionless EFT. We measured , which implies a DDH weak coupling of
and a pionless
EFT constant of MeV. We describe the experiment, data
analysis, systematic uncertainties, and the implications of the result.Comment: 6 pages, 5 figure
Prospects for at CERN in NA62
The NA62 experiment will begin taking data in 2015. Its primary purpose is a
10% measurement of the branching ratio of the ultrarare kaon decay , using the decay in flight of kaons in an unseparated
beam with momentum 75 GeV/c.The detector and analysis technique are described
here.Comment: 8 pages for proceedings of 50 Years of CP
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