A Universal Machine for Biform Theory Graphs

Broadly speaking, there are two kinds of semantics-aware assistant systems for mathematics: proof assistants express the semantic in logic and emphasize deduction, and computer algebra systems express the semantics in programming languages and emphasize computation. Combining the complementary strengths of both approaches while mending their complementary weaknesses has been an important goal of the mechanized mathematics community for some time. We pick up on the idea of biform theories and interpret it in the MMTt/OMDoc framework which introduced the foundations-as-theories approach, and can thus represent both logics and programming languages as theories. This yields a formal, modular framework of biform theory graphs which mixes specifications and implementations sharing the module system and typing information. We present automated knowledge management work flows that interface to existing specification/programming tools and enable an OpenMath Machine, that operationalizes biform theories, evaluating expressions by exhaustively applying the implementations of the respective operators. We evaluate the new biform framework by adding implementations to the OpenMath standard content dictionaries.Comment: Conferences on Intelligent Computer Mathematics, CICM 2013 The final publication is available at http://link.springer.com

Distribution of parallel vortices studied by spin-polarized neutron reflectivity and magnetization

We present the studies of non-uniformly distributed vortices in Nb/Al multilayers at applied field near parallel to film surface by using spin-polarized neutron reflectivity (SPNR) and DC magnetization measurements. We have observed peaks above the lower critical field, Hc1, in the M-H curves from the multilayers. Previous works with a model calculation of minimizing Gibbs free energy have suggested that the peaks could be ascribed to vortex line transitions for spatial commensuration in a thin film superconductor. In order to directly determine the distribution of vortices, we performed SPNR measurements on the multilayer and found that the distribution and density of vortices are different at ascending and descending fields. At ascending 2000 Oe which is just below the first peak in the M-H curve, SPNR shows that vortices are mostly localized near a middle line of the film meanwhile the vortices are distributed in broader region at the descending 2000 Oe. That is related to the observation of more vortices trapped at the descending field. As the applied field is sightly tilted (< 3.5degree), we observe another peak at a smaller field. The peak position is consistent with the parallel lower critical field (Hc1||). We discuss that the vortices run along the applied field below Hc1|| and rotate parallel to the surface at Hc1||.Comment: 17 pages, 9 figure

A Multi Agent Model for the Limit Order Book Dynamics

In the present work we introduce a novel multi-agent model with the aim to reproduce the dynamics of a double auction market at microscopic time scale through a faithful simulation of the matching mechanics in the limit order book. The agents follow a noise decision making process where their actions are related to a stochastic variable, "the market sentiment", which we define as a mixture of public and private information. The model, despite making just few basic assumptions over the trading strategies of the agents, is able to reproduce several empirical features of the high-frequency dynamics of the market microstructure not only related to the price movements but also to the deposition of the orders in the book.Comment: 20 pages, 11 figures, in press European Physical Journal B (EPJB

Power-laws in recurrence networks from dynamical systems

Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in classical mechanics. In this Letter, we demonstrate that recurrence networks obtained from various deterministic model systems as well as experimental data naturally display power-law degree distributions with scaling exponents $\gamma$ that can be derived exclusively from the systems' invariant densities. For one-dimensional maps, we show analytically that $\gamma$ is not related to the fractal dimension. For continuous systems, we find two distinct types of behaviour: power-laws with an exponent $\gamma$ depending on a suitable notion of local dimension, and such with fixed $\gamma=1$.Comment: 6 pages, 7 figure

Technical and Economic Assessment of Span-Distributed Loading Cargo Aircraft Concepts

A 700,000 kg (1,540,000-lb) aircraft with a cruise Mach number of 0.75 was found to be optimum for the specified mission parameters of a 272 155-kg (600,000-lb) payload, a 5560-km (3000-n.mi.) range, and an annual productivity of 113 billion revenue-ton km (67 billion revenue-ton n. mi.). The optimum 1990 technology level spanloader aircraft exhibited the minimum 15-year life-cycle costs, direct operating costs, and fuel consumption of all candidate versions. Parametric variations of wing sweep angle, thickness ratio, rows of cargo, and cargo density were investigated. The optimum aircraft had two parallel rows of 2.44 x 2.44-m (8 x 8-ft) containerized cargo with a density of 160 kg/cu m (10 lb/ft 3) carried throughout the entire 101-m (331-ft) span of the constant chord, 22-percent thick, supercritical wing. Additional containers or outsized equipment were carried in the 24.4-m (80-ft) long fuselage compartment preceding the wing. Six 284,000-N (64,000-lb) thrust engines were mounted beneath the 0.7-rad (40-deg) swept wing. Flight control was provided by a 36.6-m (120-ft) span canard surface mounted atop the forward fuselage, by rudders on the wingtip verticals and by outboard wing flaperons

A power-law distribution of phase-locking intervals does not imply critical interaction

Neural synchronisation plays a critical role in information processing, storage and transmission. Characterising the pattern of synchronisation is therefore of great interest. It has recently been suggested that the brain displays broadband criticality based on two measures of synchronisation - phase locking intervals and global lability of synchronisation - showing power law statistics at the critical threshold in a classical model of synchronisation. In this paper, we provide evidence that, within the limits of the model selection approach used to ascertain the presence of power law statistics, the pooling of pairwise phase-locking intervals from a non-critically interacting system can produce a distribution that is similarly assessed as being power law. In contrast, the global lability of synchronisation measure is shown to better discriminate critical from non critical interaction.Comment: (v3) Fixed error in Figure 1; (v2) Added references. Minor edits throughout. Clarified relationship between theoretical critical coupling for infinite size system and 'effective' critical coupling system for finite size system. Improved presentation and discussion of results; results unchanged. Revised Figure 1 to include error bars on r and N; results unchanged; (v1) 11 pages, 7 figure

Studies of the limit order book around large price changes

We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volatility the bid-ask spread, the bid-ask imbalance, the number of queuing limit orders, the activity (number and volume) of limit orders placed and canceled, etc. The relaxation of the quantities is generally very slow that can be described by a power law of exponent $\approx0.4$. We introduce a numerical model in order to understand the empirical results better. We find that with a zero intelligence deposition model of the order flow the empirical results can be reproduced qualitatively. This suggests that the slow relaxations might not be results of agents' strategic behaviour. Studying the difference between the exponents found empirically and numerically helps us to better identify the role of strategic behaviour in the phenomena.Comment: 19 pages, 7 figure

Decoupling Graphene from SiC(0001) via Oxidation

When epitaxial graphene layers are formed on SiC(0001), the first carbon layer (known as the "buffer layer"), while relatively easy to synthesize, does not have the desirable electrical properties of graphene. The conductivity is poor due to a disruption of the graphene pi-bands by covalent bonding to the SiC substrate. Here we show that it is possible to restore the graphene pi-bands by inserting a thin oxide layer between the buffer layer and SiC substrate using a low temperature, CMOS-compatible process that does not damage the graphene layer

A theory for long-memory in supply and demand

Recent empirical studies have demonstrated long-memory in the signs of orders to buy or sell in financial markets [2, 19]. We show how this can be caused by delays in market clearing. Under the common practice of order splitting, large orders are broken up into pieces and executed incrementally. If the size of such large orders is power law distributed, this gives rise to power law decaying autocorrelations in the signs of executed orders. More specifically, we show that if the cumulative distribution of large orders of volume v is proportional to v to the power -alpha and the size of executed orders is constant, the autocorrelation of order signs as a function of the lag tau is asymptotically proportional to tau to the power -(alpha - 1). This is a long-memory process when alpha < 2. With a few caveats, this gives a good match to the data. A version of the model also shows long-memory fluctuations in order execution rates, which may be relevant for explaining the long-memory of price diffusion rates.Comment: 12 pages, 7 figure