45 research outputs found
Multiscale SOC in turbulent convection
Using data obtained in a laboratory thermal convection experiment at high
Rayleigh numbers, it is shown that the multiscaling properties of the observed
mean wind reversals are quantitatively consistent with analogous multiscaling
properties of the Bak-Tang-Wiesenfeld prototype model of self-organized
criticality in two dimensions
Logarithmically modified scaling of temperature structure functions in thermal convection
Using experimental data on thermal convection, obtained at a Rayleigh number
of 1.5 , it is shown that the temperature structure functions
, where is the absolute value of the temperature
increment over a distance , can be well represented in an intermediate range
of scales by , where the are the scaling
exponents appropriate to the passive scalar problem in hydrodynamic turbulence
and the function . Measurements are made in the
midplane of the apparatus near the sidewall, but outside the boundary layer
Brain neurons as quantum computers: {\it in vivo} support of background physics
The question: whether quantum coherent states can sustain decoherence,
heating and dissipation over time scales comparable to the dynamical timescales
of the brain neurons, is actively discussed in the last years. Positive answer
on this question is crucial, in particular, for consideration of brain neurons
as quantum computers. This discussion was mainly based on theoretical
arguments. In present paper nonlinear statistical properties of the Ventral
Tegmental Area (VTA) of genetically depressive limbic brain are studied {\it in
vivo} on the Flinders Sensitive Line of rats (FSL). VTA plays a key role in
generation of pleasure and in development of psychological drug addiction. We
found that the FSL VTA (dopaminergic) neuron signals exhibit multifractal
properties for interspike frequencies on the scales where healthy VTA
dopaminergic neurons exhibit bursting activity. For high moments the observed
multifractal (generalized dimensions) spectrum coincides with the generalized
dimensions spectrum calculated for a spectral measure of a {\it quantum} system
(so-called kicked Harper model, actively used as a model of quantum chaos).
This observation can be considered as a first experimental ({\it in vivo})
indication in the favour of the quantum (at least partially) nature of the
brain neurons activity
Components of multifractality in high-frequency stock returns
We analyzed multifractal properties of 5-minute stock returns from a period
of over two years for 100 highly capitalized American companies. The two
sources: fat-tailed probability distributions and nonlinear temporal
correlations, vitally contribute to the observed multifractal dynamics of the
returns. For majority of the companies the temporal correlations constitute a
much more significant related factor, however.Comment: to appear in Physica
Fluctuations of temperature gradients in turbulent thermal convection
Broad theoretical arguments are proposed to show, formally, that the
magnitude G of the temperature gradients in turbulent thermal convection at
high Rayleigh numbers obeys the same advection-diffusion equation that governs
the temperature fluctuation T, except that the velocity field in the new
equation is substantially smoothed. This smoothed field leads to a -1 scaling
of the spectrum of G in the same range of scales for which the spectral
exponent of T lies between -7/5 and -5/3. This result is confirmed by
measurements in a confined container with cryogenic helium gas as the working
fluid for Rayleigh number Ra=1.5x10^{11}. Also confirmed is the logarithmic
form of the autocorrelation function of G. The anomalous scaling of
dissipation-like quantities of T and G are identical in the inertial range,
showing that the analogy between the two fields is quite deep
Critical Fluctuation of Wind Reversals in Convective Turbulence
The irregular reversals of wind direction in convective turbulence are found
to have fluctuating intervals that can be related to critical behavior. It is
shown that the net magnetization of a 2D Ising lattice of finite size
fluctuates in the same way. Detrended fluctuation analysis of the wind reversal
time series results in a scaling behavior that agrees with that of the Ising
problem. The properties found suggest that the wind reversal phenomenon
exhibits signs of self-organized criticality.Comment: 4 RevTeX pages + 3 figures in ep
Multifractality in the stock market: price increments versus waiting times
By applying the multifractal detrended fluctuation analysis to the
high-frequency tick-by-tick data from Deutsche B\"orse both in the price and in
the time domains, we investigate multifractal properties of the time series of
logarithmic price increments and inter-trade intervals of time. We show that
both quantities reveal multiscaling and that this result holds across different
stocks. The origin of the multifractal character of the corresponding dynamics
is, among others, the long-range correlations in price increments and in
inter-trade time intervals as well as the non-Gaussian distributions of the
fluctuations. Since the transaction-to-transaction price increments do not
strongly depend on or are almost independent of the inter-trade waiting times,
both can be sources of the observed multifractal behaviour of the fixed-delay
returns and volatility. The results presented also allow one to evaluate the
applicability of the Multifractal Model of Asset Returns in the case of
tick-by-tick data.Comment: Physica A, in prin
Multiscaling of galactic cosmic ray flux
Multiscaling analysis of differential flux dissipation rate of galactic
cosmic rays (Carbon nuclei) is performed in the energy ranges: 56.3-73.4
Mev/nucleon and 183.1-198.7 MeV/nucleon, using the data collected by ACE/CRIS
spacecraft instrument for 2000 year. The analysis reveals strong
(turbulence-like) intermittency of the flux dissipation rate for the short-term
intervals: 1-30 hours. It is also found that type of the intermittency can be
different in different energy ranges
Multifractal Properties of Price Fluctuations of Stocks and Commodities
We analyze daily prices of 29 commodities and 2449 stocks, each over a period
of years. We find that the price fluctuations for commodities have
a significantly broader multifractal spectrum than for stocks. We also propose
that multifractal properties of both stocks and commodities can be attributed
mainly to the broad probability distribution of price fluctuations and
secondarily to their temporal organization. Furthermore, we propose that, for
commodities, stronger higher order correlations in price fluctuations result in
broader multifractal spectra.Comment: Published in Euro Physics Letters (14 pages, 5 figures