Stripes ordering in self-stratification experiments of binary and ternary granular mixtures

The self-stratification of binary and ternary granular mixtures has been experimentally investigated. Ternary mixtures lead to a particular ordering of the strates which was not accounted for in former explanations. Bouncing grains are found to have an important effect on strate formation. A complementary mechanism for self-stratification of binary and ternary granular mixtures is proposed.Comment: 4 pages, 5 figures. submitted for pubication, guess wher

Stability of the replica-symmetric saddle-point in general mean-field spin-glass models

Within the replica approach to mean-field spin-glasses the transition from ergodic high-temperature behaviour to the glassy low-temperature phase is marked by the instability of the replica-symmetric saddle-point. For general spin-glass models with non-Gaussian field distributions the corresponding Hessian is a $2^n\times 2^n$ matrix with the number $n$ of replicas tending to zero eventually. We block-diagonalize this Hessian matrix using representation theory of the permutation group and identify the blocks related to the spin-glass susceptibility. Performing the limit $n\to 0$ within these blocks we derive expressions for the de~Almeida-Thouless line of general spin-glass models. Specifying these expressions to the cases of the Sherrington-Kirkpatrick, Viana-Bray, and the L\'evy spin glass respectively we obtain results in agreement with previous findings using the cavity approach

Statistical properties of absolute log-returns and a stochastic model of stock markets with heterogeneous agents

This paper is intended as an investigation of the statistical properties of {\it absolute log-returns}, defined as the absolute value of the logarithmic price change, for the Nikkei 225 index in the 28-year period from January 4, 1975 to December 30, 2002. We divided the time series of the Nikkei 225 index into two periods, an inflationary period and a deflationary period. We have previously [18] found that the distribution of absolute log-returns can be approximated by the power-law distribution in the inflationary period, while the distribution of absolute log-returns is well described by the exponential distribution in the deflationary period.\par To further explore these empirical findings, we have introduced a model of stock markets which was proposed in [19,20]. In this model, the stock market is composed of two groups of traders: {\it the fundamentalists}, who believe that the asset price will return to the fundamental price, and {\it the interacting traders}, who can be noise traders. We show through numerical simulation of the model that when the number of interacting traders is greater than the number of fundamentalists, the power-law distribution of absolute log-returns is generated by the interacting traders' herd behavior, and, inversely, when the number of fundamentalists is greater than the number of interacting traders, the exponential distribution of absolute log-returns is generated.Comment: 12 pages, 5 figure

New elements for a theory of the Barkhausen effect

We present a microscopical model of the domain wall motion through a disordered medium. Unlike a previous phenomenological model, which explains most of the experimental data, the disorder is supposed to be uncorrelated. The dynamical equation of the motion has a upper critical dimension of 3, so that a mean field description is suitable to describe soft magnetic materials. It is shown that the correlation of the disorder is a consequence of the nature of the magnetic interactions and not an intrinsic property of the materials. The mean field critical exponents well agree with the phenomenological model and with simulated and experimental data

Barkhausen Noise and Critical Scaling in the Demagnetization Curve

The demagnetization curve, or initial magnetization curve, is studied by examining the embedded Barkhausen noise using the non-equilibrium, zero temperature random-field Ising model. The demagnetization curve is found to reflect the critical point seen as the system's disorder is changed. Critical scaling is found for avalanche sizes and the size and number of spanning avalanches. The critical exponents are derived from those related to the saturation loop and subloops. Finally, the behavior in the presence of long range demagnetizing fields is discussed. Results are presented for simulations of up to one million spins.Comment: 4 pages, 4 figures, submitted to Physical Review Letter

Possible Stratification Mechanism in Granular Mixtures

We propose a mechanism to explain what occurs when a mixture of grains of different sizes and different shapes (i.e. different repose angles) is poured into a quasi-two-dimensional cell. Specifically, we develop a model that displays spontaneous stratification of the large and small grains in alternating layers. We find that the key requirement for stratification is a difference in the repose angles of the two pure species, a prediction confirmed by experimental findings. We also identify a kink mechanism that appears to describe essential aspects of the dynamics of stratification.Comment: 4 pages, 4 figures, http://polymer.bu.edu/~hmakse/Home.htm

Analytic computation of the Instantaneous Normal Modes spectrum in low density liquids

We analytically compute the spectrum of the Hessian of the Hamiltonian for a system of N particles interacting via a purely repulsive potential in one dimension. Our approach is valid in the low density regime, where we compute the exact spectrum also in the localized sector. We finally perform a numerical analysis of the localization properties of the eigenfunctions.Comment: 4 RevTeX pages, 4 EPS figures. Revised version to appear on Phys. Rev. Let

Domain size effects in Barkhausen noise

The possible existence of self-organized criticality in Barkhausen noise is investigated theoretically through a single interface model, and experimentally from measurements in amorphous magnetostrictive ribbon Metglas 2605TCA under stress. Contrary to previous interpretations in the literature, both simulation and experiment indicate that the presence of a cutoff in the avalanche size distribution may be attributed to finite size effects.Comment: 5 pages, 3 figures, submitted so Physical Review

Noise Dressing of Financial Correlation Matrices

We show that results from the theory of random matrices are potentially of great interest to understand the statistical structure of the empirical correlation matrices appearing in the study of price fluctuations. The central result of the present study is the remarkable agreement between the theoretical prediction (based on the assumption that the correlation matrix is random) and empirical data concerning the density of eigenvalues associated to the time series of the different stocks of the S&P500 (or other major markets). In particular the present study raises serious doubts on the blind use of empirical correlation matrices for risk management.Comment: Latex (Revtex) 3 pp + 2 postscript figures (in-text

Theory of High-Force DNA Stretching and Overstretching

Single molecule experiments on single- and double stranded DNA have sparked a renewed interest in the force-extension of polymers. The extensible Freely Jointed Chain (FJC) model is frequently invoked to explain the observed behavior of single-stranded DNA. We demonstrate that this model does not satisfactorily describe recent high-force stretching data. We instead propose a model (the Discrete Persistent Chain, or ``DPC'') that borrows features from both the FJC and the Wormlike Chain, and show that it resembles the data more closely. We find that most of the high-force behavior previously attributed to stretch elasticity is really a feature of the corrected entropic elasticity; the true stretch compliance of single-stranded DNA is several times smaller than that found by previous authors. Next we elaborate our model to allow coexistence of two conformational states of DNA, each with its own stretch and bend elastic constants. Our model is computationally simple, and gives an excellent fit through the entire overstretching transition of nicked, double-stranded DNA. The fit gives the first values for the elastic constants of the stretched state. In particular we find the effective bend stiffness for DNA in this state to be about 10 nm*kbt, a value quite different from either B-form or single-stranded DNAComment: 33 pages, 11 figures. High-quality figures available upon reques