Tuning spreading and avalanche-size exponents in directed percolation with modified activation probabilities

We consider the directed percolation process as a prototype of systems displaying a nonequilibrium phase transition into an absorbing state. The model is in a critical state when the activation probability is adjusted at some precise value p_c. Criticality is lost as soon as the probability to activate sites at the first attempt, p1, is changed. We show here that criticality can be restored by "compensating" the change in p1 by an appropriate change of the second time activation probability p2 in the opposite direction. At compensation, we observe that the bulk exponents of the process coincide with those of the normal directed percolation process. However, the spreading exponents are changed, and take values that depend continuously on the pair (p1, p2). We interpret this situation by acknowledging that the model with modified initial probabilities has an infinite number of absorbing states.Comment: 9 pages, 11 figure

Universal interface width distributions at the depinning threshold

We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well approximated by a generalized Gaussian theory of independant modes which decay with a characteristic propagator G(q)=1/q^(d+2 zeta); zeta, the roughness exponent, is computed independently. A functional renormalization analysis explains this result and allows to compute the small deviations, i.e. a universal kurtosis ratio, in agreement with numerics. We stress the importance of the Gaussian theory to interpret numerical data and experiments.Comment: 4 pages revtex4. See also the following article cond-mat/030146

Analysis of ischaemic crisis using the informational causal entropy-complexity plane

In the present work, an ischaemic process, mainly focused on the reperfusion stage, is studied using the informational causal entropy-complexity plane. Ischaemic wall behavior under this condition was analyzed through wall thickness and ventricular pressure variations, acquired during an obstructive flow maneuver performed on left coronary arteries of surgically instrumented animals. Basically, the induction of ischaemia depends on the temporary occlusion of left circumflex coronary artery (which supplies blood to the posterior left ventricular wall) that lasts for a few seconds. Normal perfusion of the wall was then reestablished while the anterior ventricular wall remained adequately perfused during the entire maneuver. The obtained results showed that system dynamics could be effectively described by entropy-complexity loops, in both abnormally and well perfused walls. These results could contribute to making an objective indicator of the recovery heart tissues after an ischaemic process, in a way to quantify the restoration of myocardial behavior after the supply of oxygen to the ventricular wall was suppressed for a brief period.Fil: Legnani, Walter. Universidad Tecnológica Nacional. Facultad Regional Buenos Aires; Argentina. Universidad Nacional de Lanús; ArgentinaFil: Traversaro Varela, Francisco. Instituto Tecnológico de Buenos Aires; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Redelico, Francisco Oscar. Hospital Italiano; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentina. Universidad Nacional de Quilmes; ArgentinaFil: Cymberknop, Leandro Javier. Instituto Tecnologico de Buenos Aires. Departamento de Bioingenieria; Argentina. Universidad Tecnológica Nacional. Facultad Regional Buenos Aires; ArgentinaFil: Armentano, Ricardo Luis. Universidad Tecnológica Nacional. Facultad Regional Buenos Aires; Argentina. Instituto Tecnologico de Buenos Aires. Departamento de Bioingenieria; ArgentinaFil: Rosso, Osvaldo Aníbal. Universidad de los Andes; Chile. Universidade Federal de Alagoas; Brasil. Hospital Italiano; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentin

The (in)visible hand in the Libor market: an Information Theory approach

This paper analyzes several interest rates time series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering statistical tool in the financial literature: the complexity-entropy causality plane. This representation is able to classify different stochastic and chaotic regimes in time series. We use sliding temporal windows to assess changes in the intrinsic stochastic dynamics of the time series. Anomalous behavior in the Libor is detected, especially around the time of the last financial crisis, that could be consistent with data manipulation.Comment: PACS 89.65.Gh Econophysics; 74.40.De noise and chao

Libor at crossroads: stochastic switching detection using information theory quantifiers

This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity-Entropy Causality Plane. This planar representation allows the discrimination of different stochastic and chaotic regimes. Using a temporal analysis based on moving windows, this paper unveals an abnormal movement of Libor time series arround the period of the 2007 financial crisis. This alteration in the stochastic dynamics of Libor is contemporary of what press called "Libor scandal", i.e. the manipulation of interest rates carried out by several prime banks. We argue that our methodology is suitable as a market watch mechanism, as it makes visible the temporal redution in informational efficiency of the market.Comment: 17 pages, 9 figures. arXiv admin note: text overlap with arXiv:1508.04748, arXiv:1509.0021

Characterization of laser propagation through turbulent media by quantifiers based on the wavelet transform: dynamic study

We analyze, within the wavelet theory framework, the wandering over a screen of the centroid of a laser beam after it has propagated through a time-changing laboratory-generated turbulence. Following a previous work (Fractals 12 (2004) 223) two quantifiers are used, the Hurst parameter, $H$, and the Normalized Total Wavelet Entropy, $\text{NTWS}$. The temporal evolution of both quantifiers, obtained from the laser spot data stream is studied and compared. This allows us to extract information of the stochastic process associated to the turbulence dynamics.Comment: 11 pages, 3 figures, accepted to be published in Physica

A permutation Information Theory tour through different interest rate maturities: the Libor case

This paper analyzes Libor interest rates for seven different maturities and referred to operations in British Pounds, Euro, Swiss Francs and Japanese Yen, during the period years 2001 to 2015. The analysis is performed by means of two quantifiers derived from Information Theory: the permutation Shannon entropy and the permutation Fisher information measure. An anomalous behavior in the Libor is detected in all currencies except Euro during the years 2006--2012. The stochastic switch is more severe in 1, 2 and 3 months maturities. Given the special mechanism of Libor setting, we conjecture that the behavior could have been produced by the manipulation that was uncovered by financial authorities. We argue that our methodology is pertinent as a market overseeing instrument.Comment: arXiv admin note: text overlap with arXiv:1304.039

On quantization of r-matrices for Belavin-Drinfeld Triples

We suggest a formula for quantum universal $R$-matrices corresponding to quasitriangular classical $r$-matrices classified by Belavin and Drinfeld for all simple Lie algebras. The $R$-matrices are obtained by twisting the standard universal $R$-matrix.Comment: 12 pages, LaTe

Experimental and Analytical Investigation into the Effect of Ballasted Track on the Dynamic Response of Railway Bridges under Moving Loads

Ballasted tracks are among the most widespread railway track typologies. The ballast possesses multiple functions. Among them, it significantly affects the dynamic interaction between a rail bridge and a moving load in terms of damping and load distribution. These effects entail accurate modeling of the track-ballast-bridge interaction. The paper presents a finite-difference formulation of the governing equations of the track and the bridge, modeled as Euler-Bernoulli (EB) beams, and coupled by a distributed layer of springs representing the ballast. The two equations are solved under a moving load excitation using a Runge-Kutta family algorithm and the finite-difference method for the temporal and spatial discretization, respectively. The authors validated the mathematical model against the displacement response of a rail bridge with a ballasted substructure. In a first step, the modal parameters of the bridge, obtained from ambient vibration measurements, are used to estimate the bending stiffness of an equivalent EB beam representative of the tested bridge. In a second step, the authors estimated the coupling effect of the ballast by assessing the model sensitivity to the modeling parameters and optimizing the agreement with the experimental data. Comparing the bridge's experimental displacement responses highlights the ballast's significant effect on the load distribution and damping. The considerable difference between the damping estimated from output-only identification and that determined from the displacement response under moving load proves the dominant role of the ballast in adsorbing the vibrations transmitted to the bridge under the train passage and the different damping sources under high-amplitude excitation. The authors discuss the tradeoff between model accuracy and computational effort for a reliable estimation of ballasted tracks response under moving loads