45 research outputs found

    Multiscale SOC in turbulent convection

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    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

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    Using experimental data on thermal convection, obtained at a Rayleigh number of 1.5 ×1011\times 10^{11}, it is shown that the temperature structure functions , where ΔTr\Delta T_r is the absolute value of the temperature increment over a distance rr, can be well represented in an intermediate range of scales by rζpϕ(r)pr^{\zeta_p} \phi (r)^{p}, where the ζp\zeta_p are the scaling exponents appropriate to the passive scalar problem in hydrodynamic turbulence and the function ϕ(r)=1a(lnr/rh)2\phi (r) = 1-a(\ln r/r_h)^2. 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

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    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

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    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

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    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

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    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

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    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

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    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

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    We analyze daily prices of 29 commodities and 2449 stocks, each over a period of 15\approx 15 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
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