Large Angle Hadron Correlations from Medium-Induced Gluon Radiation

Final state medium-induced gluon radiation in ultradense nuclear matter is examined and shown to favor large angle emission when compared to vacuum bremsstrahlung due to the suppression of collinear gluons. Perturbative expression for the contribution of its hadronic fragments to the back-to-back particle correlations is derived. It is found that in the limit of large jet energy loss gluon radiation determines the yield and angular distribution of | Delta phi | > Pi/2 di-hadrons to transverse momenta pT2 of the associated particles. Clear transition from enhancement to suppression of the away-side hadron correlations is established at moderate pT2 and its experimentally accessible features are predicted versus the trigger particle momentum pT1.Comment: 5 pages, 3 figures. Figures 1 and 2 and some of the text revised. Footnote added. As published in Phys. Lett.

Design GUI of Simulation and Numerical Solution of Equation and Non Linier Equation Systems

Penelitian ini bertujuan untuk mengembangkan aplikasi project GUI Matlab dalam mensimulasi dan menentukan solusi persamaan dan sistem persamaan non linier dengan menggunakan metode terbuka, metode tertutup, Jacobian, Gauss Seidel, dan  Newton Raphson. Pengembangan aplikasi ini menggunakan metode desain pengembangan 4-D yang dilakukan melalui 4 tahap yakni: Define, Design, Develop, dan Diseminate. Hasil uji coba terbatas dan lapangan rata-rata mahasiswa memberikan respon yang sangat baik. Aplikasi ini dapat membantu mahasiswa dalam memahami dan menguasai materi kuliah metode numerik, karena aplikasi dibangun dengan desain yang sesuai kebutuhan mahasiswa khususnya pada langkah-langkah penyelesaian dari persamalahan yang disajikan tanpa harus menyusun ulang scribs di m-file dan Command Windows

Effect of creep on crystallographic orientation in single crystal superalloy

The creep-rupture tests were performed on a single crystal rods made of CMSX-4 superalloy obtained at withdrawal rates of 3 and 5 mm/min. After the rupture the microstructure and fracture surface were examined and correlated with X-ray crystal rotation measurements by the -scan method. The conclusions about the crystal lattice rotation during creep test were provided

The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect

We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that the exchange rate return fluctuations for all the pairs considered are well described by the nonextensive statistics in terms of q-Gaussians. There exist some small quantitative variations in the nonextensivity q-parameter values for different exchange rates and this can be related to the importance of a given exchange rate in the world's currency trade. Temporal correlations organize the series of returns such that they develop the multifractal characteristics for all the exchange rates with a varying degree of symmetry of the singularity spectrum f(alpha) however. The most symmetric spectrum is identified for the GBP/USD. We also form time series of triangular residual returns and find that the distributions of their fluctuations develop disproportionately heavier tails as compared to small fluctuations which excludes description in terms of q-Gaussians. The multifractal characteristics for these residual returns reveal such anomalous properties like negative singularity exponents and even negative singularity spectra. Such anomalous multifractal measures have so far been considered in the literature in connection with the diffusion limited aggregation and with turbulence. We find that market inefficiency on short time scales leads to the occurrence of the Epps effect on much longer time scales. Although the currency market is much more liquid than the stock markets and it has much larger transaction frequency, the building-up of correlations takes up to several hours - time that does not differ much from what is observed in the stock markets. This may suggest that non-synchronicity of transactions is not the unique source of the observed effect

Quantitative features of multifractal subtleties in time series

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian distribution, both uncorrelated and correlated in time, are used. For the uncorrelated series at the border (q=5/3) between the Gaussian and the Levy basins of attraction asymptotically we find a phase-like transition between monofractal and bifractal characteristics. This indicates that these may solely be the specific nonlinear temporal correlations that organize the series into a genuine multifractal hierarchy. For analyzing various features of multifractality due to such correlations, we use the model series generated from the binomial cascade as well as empirical series. Then, within the temporal ranges of well developed power-law correlations we find a fast convergence in all multifractal measures. Besides of its practical significance this fact may reflect another manifestation of a conjectured q-generalized Central Limit Theorem