Computer programs calculate potential and charge distributions in a plasma

Computer program determines the potential and charge distributions between two electrodes in a plasma. Solutions of the Vlasov equations for plane, cylindrical, and spherical geometries are determined and density distributions are found for each of these configurations over a range of conditions

Anatomy of extreme events in a complex adaptive system

We provide an analytic, microscopic analysis of extreme events in an adaptive population comprising competing agents (e.g. species, cells, traders, data-packets). Such large changes tend to dictate the long-term dynamical behaviour of many real-world systems in both the natural and social sciences. Our results reveal a taxonomy of extreme events, and provide a microscopic understanding as to their build-up and likely duration.Comment: 8 pages, 4 figures. Now with Postscript figure

From market games to real-world markets

This paper uses the development of multi-agent market models to present a unified approach to the joint questions of how financial market movements may be simulated, predicted, and hedged against. We examine the effect of different market clearing mechanisms and show that an out-of-equilibrium clearing process leads to dynamics that closely resemble real financial movements. We then show that replacing the `synthetic' price history used by these simulations with data taken from real financial time-series leads to the remarkable result that the agents can collectively learn to identify moments in the market where profit is attainable. We then employ the formalism of Bouchaud and Sornette in conjunction with agent based models to show that in general risk cannot be eliminated from trading with these models. We also show that, in the presence of transaction costs, the risk of option writing is greatly increased. This risk, and the costs, can however be reduced through the use of a delta-hedging strategy with modified, time-dependent volatility structure.Comment: Presented at APFA2 (Liege) July 2000. Proceedings: Eur. Phys. J. B Latex file + 10 .ps figs. [email protected]

Microstructural and geochemical processes in long-lived reactivated crustal-scale fault zones: A case study from the Median Tectonic Line, SW Japan.

The Median Tectonic Line (MTL) is a major, crustal-scale fault in Japan that separates the low-P/high-T Ryoke metamorphic belt of mainly subduction related granitoids from the high-P/low-T Sambagawa Belt of accretionary complex metasedimentary rocks. Like many large, crustal-scale faults, the MTL has a long history of movement having been active predominantly as a strike-slip fault since the mid-Cretaceous. Fault rock exposures in the core of the MTL preserve a history of deformation at a range of mid- to shallow-crustal depths. Ryoke mylonites 1-5 km north of the main contact record deeper level, Cretaceous top-to-the-south sinistral movements. The remainder of the fault zone core is surprisingly narrow (く50 m) exhibiting a wide variety of fault rocks that illustrate both the passage and interaction of syn-tectonic fluid influx over a range of deformation conditions. Exposures of the fault core at Miyamae, Mie Prefecture display a progressive sequence in fault rock evolution from ultramylonite →cataclasite → foliated cataclasite → phyllonite→breccia/gouge. This sequence occurs because cataclasis in the vicinity of the fault core creates permeable pathways for the ingress of chemically active fluids into the fault zone. This leads to the replacement of load-bearing phases such as feldspar by fine grained, foliated aggregates of intrinsically weaker phyllosilicates and the onset of fluid associated diffusive mass transfer (DMT) in finest grained regions of the cataclastically deformed fault zone. Comparison with the findings of recent experimental studies suggest that the fault zone processes observed in the core of the MTL will lead to long-term weakening. An integrated field, microstructural and geochemical study at Miyamae and Tsukide, Mie Prefecture, has highlighted two distinctive domains: 1) the narrow fine-grained foliated fault core where strain is localised; and 2) a wider damage zone of variably fractured mylonites to the north of the fault core that progressively grade into Ryoke protolith mylonite at distances over -400 m north of the MTL central slip zone. The fine-grained foliated fault rocks within the core have experienced the most intense deformation, but show the apparently least altered geochemical signature. A model for the presence of a damage zone experiencing pervasive fluid flow and a fault core experiencing high fluid fluxes of channellized fluid flow structurally linked to a Ryoke protolith fluid reservoir is presented. A central slip zone 'seal' IS inferred to retard mixing with Sambagawa-derived fluids. The phyllonitic fault rocks in the core of the MTL posses a strong permeability anisotropy where transverse fluid flow is inhibited and focused fault-parallel fluid flow occurs. Foliated cataclasites are exceptionally well exposed in the MTL fault core at Anko, Nagano Prefecture. Processes of brittle fracture and cataclasis have led to the development of cm- to sub-mm spaced fracture systems defining a crude fabric. This fracture system established an initial architectural hierarchy that influenced the subsequent development of foliated cataclasite and gouge. Fluid influx at the onset of grain-scale brittle deformation led to precipitation of fibrous chlorite within the finest- grained sections of the fault core. This ultimately led to the development of a foliation within the ultra-cataclasite defined by an interconnected network of aligned phyllosilicate aggregates. The brittle reduction of grain-size and the ingress of a chemically active fluid phase promoted the operation of diffusive mass transfer mechanisms ('frictional-viscous creep') and reaction softening. Field and microstructural observations at Anko suggest that the foliated cataclasites are a shallower equivalent to the phyllonites found along the more deeply exhumed parts of the MTL at Miyamae

Role of free hydrochloric acid in the low-cost regeneration of ferric chloride etchant by oxygen gas

This thesis concerns the development of a low cost and environment- friendly method for the regeneration of the most widely used aqueous etchant, ferric chloride, found in photochemical machining (PCM) facilities. In order to implement the above process a comprehensive and automated chemical analysis and control system was designed to fully investigate the key parameters which previous research has suggested play a major role in the analysis of ferric chloride. Monitoring methods have been developed and deployed in a commercial environment such that the etchant could be analysed remotely across the business network or via the internet. This level of monitoring has removed much of the `black art' previously associated with etching and has allowed proactive control of the etchant and the PCM process in general. Detailed analysis of the data captured has resulted in a clear understanding of the role the free hydrochloric acid (HC1) level plays in prolonging the life of the etchant. By keeping the free acid level high, dissolved metals remain in solution. The regeneration uses oxygen from the air, combined with surplus HCI, to regenerate the etchant within the etching machine itself. This environment-friendly system has allowed etching to continue in a very controlled way for nearly one year, during which time some 500kg of metal have been dissolved. This has totally eliminated the need to change the etchant which otherwise would have been carried out every 16 weeks. The saving to the sponsoring company has been over £7000 per year. These combined activities are considered as a major advancement in knowledge and will be of considerable benefit to the PCM industry in general. The monitoring systems alone would significantly benefit any PCM company by reducing rejects and improving product quality and productivity

Crowd-Anticrowd Theory of Multi-Agent Market Games

We present a dynamical theory of a multi-agent market game, the so-called Minority Game (MG), based on crowds and anticrowds. The time-averaged version of the dynamical equations provides a quantitatively accurate, yet intuitively simple, explanation for the variation of the standard deviation (`volatility') in MG-like games. We demonstrate this for the basic MG, and the MG with stochastic strategies. The time-dependent equations themselves reproduce the essential dynamics of the MG.Comment: Presented at APFA2 (Liege) July 2000. Proceedings: Eur.Phys.J. B [email protected]

Experimental investigation of reactor-loop transients during startup of a simulated SNAP-8 system

Primary loop transients during startup of Rankine cycle space power system in SNAP 8 simulato