Statistics Of The Burst Model At Super-critical Phase

We investigate the statistics of a model of type-I X-ray burst [Phys. Rev. E, {\bf 51}, 3045 (1995)] in its super-critical phase. The time evolution of the burnable clusters, places where fire can pass through, is studied using simple statistical arguments. We offer a simple picture for the time evolution of the percentage of space covered by burnable clusters. A relation between the time-average and the peak percentage of space covered by burnable clusters is also derived.Comment: 11 Pages in Revtex 3.0. Two figures available by sending request to [email protected]

Applications of physical methods in high-frequency futures markets

In the present work we demonstrate the application of different physical methods to high-frequency or tick-by-tick financial time series data. In particular, we calculate the Hurst exponent and inverse statistics for the price time series taken from a range of futures indices. Additionally, we show that in a limit order book the relaxation times of an imbalanced book state with more demand or supply can be described by stretched exponential laws analogous to those seen in many physical systems.Comment: 14 Pages and 10 figures. Proceeding to the SPIE conference, 4 - 7 December 2007 Australian National Univ. Canberra, ACT, Australi

Proposed New Test of Spin Effects in General Relativity

The recent discovery of a double-pulsar PSR J0737-3039A/B provides an opportunity of unequivocally observing, for the first time, spin effects in general relativity. Existing efforts involve detection of the precession of the spinning body itself. However, for a close binary system, spin effects on the orbit may also be discernable. Not only do they add to the advance of the periastron (by an amount which is small compared to the conventional contribution) but they also give rise to a precession of the orbit about the spin direction. The measurement of such an effect would also give information on the moment of inertia of pulsars

Theory of enhanced performance emerging in a sparsely-connected competitive population

We provide an analytic theory to explain Anghel et al.'s recent numerical finding whereby a maximum in the global performance emerges for a sparsely-connected competitive population [Phys. Rev. Lett. 92, 058701 (2004)]. We show that the effect originates in the highly-correlated dynamics of strategy choice, and can be significantly enhanced using a simple modification to the model.Comment: This revised version will appear in PRE as a Rapid Com

ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing

We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the H−1-gradient flow of the total variation and represents a prototype of higher-order equations of similar type which are popular in imaging for denoising, deblurring and inpainting problems. The efficient numerical solution of this equation is very challenging due to the stiffness of most numerical schemes. We show that the combination of directional splitting schemes with implicit time-stepping provides a stable and computationally cheap numerical realisation of the equation