Classification of Possible Finite-Time Singularities by Functional Renormalization

Starting from a representation of the early time evolution of a dynamical system in terms of the polynomial expression of some observable f (t) as a function of the time variable in some interval 0 < t < T, we investigate how to extrapolate/forecast in some optimal stability sense the future evolution of f(t) for time t>T. Using the functional renormalization of Yukalov and Gluzman, we offer a general classification of the possible regimes that can be defined based on the sole knowledge of the coefficients of a second-order polynomial representation of the dynamics. In particular, we investigate the conditions for the occurence of finite-time singularities from the structure of the time series, and quantify the critical time and the functional nature of the singularity when present. We also describe the regimes when a smooth extremum replaces the singularity and determine its position and amplitude. This extends previous works by (1) quantifying the stability of the functional renormalization method more accurately, (2) introducing new global constraints in terms of moments and (3) going beyond the ``mean-field'' approximation.Comment: Latex document of 18 pages + 7 ps figure

Are Financial Crashes Predictable?

We critically review recent claims that financial crashes can be predicted using the idea of log-periodic oscillations or by other methods inspired by the physics of critical phenomena. In particular, the October 1997 `correction' does not appear to be the accumulation point of a geometric series of local minima.Comment: LaTeX, 5 pages + 1 postscript figur

Self-Similar Factor Approximants

The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is based on the self-similar approximation theory, which presents the passage from one approximant to another as the motion realized by a dynamical system with the property of group self-similarity. The derived approximants, because of their form, are named the self-similar factor approximants. These complement the obtained earlier self-similar exponential approximants and self-similar root approximants. The specific feature of the self-similar factor approximants is that their control functions, providing convergence of the computational algorithm, are completely defined from the accuracy-through-order conditions. These approximants contain the Pade approximants as a particular case, and in some limit they can be reduced to the self-similar exponential approximants previously introduced by two of us. It is proved that the self-similar factor approximants are able to reproduce exactly a wide class of functions which include a variety of transcendental functions. For other functions, not pertaining to this exactly reproducible class, the factor approximants provide very accurate approximations, whose accuracy surpasses significantly that of the most accurate Pade approximants. This is illustrated by a number of examples showing the generality and accuracy of the factor approximants even when conventional techniques meet serious difficulties.Comment: 22 pages + 11 ps figure

Critical Indices as Limits of Control Functions

A variant of self-similar approximation theory is suggested, permitting an easy and accurate summation of divergent series consisting of only a few terms. The method is based on a power-law algebraic transformation, whose powers play the role of control functions governing the fastest convergence of the renormalized series. A striking relation between the theory of critical phenomena and optimal control theory is discovered: The critical indices are found to be directly related to limits of control functions at critical points. The method is applied to calculating the critical indices for several difficult problems. The results are in very good agreement with accurate numerical data.Comment: 1 file, 5 pages, RevTe

Quenched Averages for self-avoiding walks and polygons on deterministic fractals

We study rooted self avoiding polygons and self avoiding walks on deterministic fractal lattices of finite ramification index. Different sites on such lattices are not equivalent, and the number of rooted open walks W_n(S), and rooted self-avoiding polygons P_n(S) of n steps depend on the root S. We use exact recursion equations on the fractal to determine the generating functions for P_n(S), and W_n(S) for an arbitrary point S on the lattice. These are used to compute the averages $, ,$ and $<log W_n(S)>$ over different positions of S. We find that the connectivity constant $\mu$, and the radius of gyration exponent $\nu$ are the same for the annealed and quenched averages. However, $~ n log \mu + (\alpha_q -2) log n$, and $~ n log \mu + (\gamma_q -1)log n$, where the exponents $\alpha_q$ and $\gamma_q$ take values different from the annealed case. These are expressed as the Lyapunov exponents of random product of finite-dimensional matrices. For the 3-simplex lattice, our numerical estimation gives $\alpha_q \simeq 0.72837 \pm 0.00001$; and $\gamma_q \simeq 1.37501 \pm 0.00003$, to be compared with the annealed values $\alpha_a = 0.73421$ and $\gamma_a = 1.37522$.Comment: 17 pages, 10 figures, submitted to Journal of Statistical Physic

Long-time Behavior of State Functions for Badyko Models

In this note we examine the long-time behavior of state functions for a climate energy balance model (Budyko Model) in the strongest topologies of the phase and the extended phase spaces. Strongest convergence results for all weak solutions are obtained. New structure and regularity properties for global and trajectory attractors are justified

Non-perturbative calculations for the effective potential of the PTPT symmetric and non-Hermitian (−gϕ4)(-g\phi^{4}) field theoretic model

We investigate the effective potential of the $PT$ symmetric $(-g\phi^{4})$ field theory, perturbatively as well as non-perturbatively. For the perturbative calculations, we first use normal ordering to obtain the first order effective potential from which the predicted vacuum condensate vanishes exponentially as $G\to G^+$ in agreement with previous calculations. For the higher orders, we employed the invariance of the bare parameters under the change of the mass scale $t$ to fix the transformed form totally equivalent to the original theory. The form so obtained up to $G^3$ is new and shows that all the 1PI amplitudes are perurbative for both $G\ll 1$ and $G\gg 1$ regions. For the intermediate region, we modified the fractal self-similar resummation method to have a unique resummation formula for all $G$ values. This unique formula is necessary because the effective potential is the generating functional for all the 1PI amplitudes which can be obtained via $\partial^n E/\partial b^n$ and thus we can obtain an analytic calculation for the 1PI amplitudes. Again, the resummed from of the effective potential is new and interpolates the effective potential between the perturbative regions. Moreover, the resummed effective potential agrees in spirit of previous calculation concerning bound states.Comment: 20 page

Interactions in vivo between the Vif protein of HIV-1 and the precursor (Pr55GAG) of the virion nucleocapsid proteins

The abnormality of viral core structure seen in vif-defective HIV-1 grown in PBMCs has suggested a role for Vif in viral morphogenesis. Using an in vivo mammalian two-hybrid assay, the interaction between Vif and the precursor (Pr55GAG) of the virion nucleocapsid proteins has been analysed. This revealed the amino-terminal (aa 1–22) and central (aa 70–100) regions of Vif to be essential for its interaction with Pr55GAG, but deletion of the carboxy-terminal (aa 158–192) region of the protein had only a minor effect on its interaction. Initial deletion studies carried out on Pr55GAG showed that a 35-amino-acid region of the protein bridging the MA(p17)–CA(p24) junction was essential for its ability to interact with Vif. Site-directed mutagenesis of a conserved tryptophan (Trp21) near the amino terminus of Vif showed it to be important for the interaction with Pr55GAG. By contrast, mutagenesis of the highly conserved YLAL residues forming part of the BC-box motif, shown to be important in Vif promoting degradation of APOBEC3G/3F, had little or no effect on the Vif–Pr55GAG interaction

Multifractality in Time Series

We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor's 500 stock index x(t). It is found that within the framework of multifractality, the "analogous" specific heat of the S&P500 discrete price index displays a shoulder to the right of the main peak for low values of time lags. On decreasing T, the presence of the shoulder is a consequence of the peaked, temporal x(t+T)-x(t) fluctuations in this regime. For large time lags (T>80), we have found that C_{q} displays typical features of a classical phase transition at a critical point. An example of such dynamic phase transition in a simple economic model system, based on a mapping with multifractality phenomena in random multiplicative processes, is also presented by applying former results obtained with a continuous probability theory for describing scaling measures.Comment: 22 pages, Revtex, 4 ps figures - To appear J. Phys. A (2000

A Comparative Study of the Magnetization Process of Two-Dimensional Antiferromagnets

Plateaux in the magnetization curves of the square, triangular and hexagonal lattice spin-1/2 XXZ antiferromagnet are investigated. One finds a zero magnetization plateau (corresponding to a spin-gap) on the square and hexagonal lattice with Ising-like anisotropies, and a plateau with one third of the saturation magnetization on the triangular lattice which survives a small amount of easy-plane anisotropy. Here we start with transfer matrix computations for the Ising limit and continue with series in the XXZ-anisotropy for plateau-boundaries using the groundstates of the Ising limit. The main focus is then a numerical computation of the magnetization curves with anisotropies in the vicinity of the isotropic situation. Finally, we discuss the universality class associated to the asymptotic behaviour of the magnetization curve close to saturation, as observed numerically in two and higher dimensions.Comment: 21 pages plain TeX (with macro package included), 7 PostScript figures included using psfig.st