Self-Organized Criticality and Stock Market Dynamics: an Empirical Study

The Stock Market is a complex self-interacting system, characterized by an intermittent behaviour. Periods of high activity alternate with periods of relative calm. In the present work we investigate empirically about the possibility that the market is in a self-organized critical state (SOC). A wavelet transform method is used in order to separate high activity periods, related to the avalanches of sandpile models, from quiescent. A statistical analysis of the filtered data show a power law behaviour in the avalanche size, duration and laminar times. The memory process, implied by the power law distribution, of the laminar times is not consistent with classical conservative models for self-organized criticality. We argue that a ``near-SOC'' state or a time dependence in the driver, which may be chaotic, can explain this behaviour.Comment: 16 pages, 13 figures. In press: Physica

Computational aerodynamics of insect flight using volume penalization

International audienceThe state-of-the-art of insect flight research using advanced computational fluid dynamics tech-niques on supercomputers is reviewed, focusing mostly on the work of the present authors. We present a brief historical overview, discuss numerical challenges and introduce the governing model equations. Two opensource codes, one based on Fourier, the other based on wavelet representation, are succinctly presented anda mass-spring flexible wing model is described. Various illustrations of numerical simulations of flapping in-sects at low, intermediate and high Reynolds numbers are presented. The role of flexible wings, data-driven modeling and fluid–structure interaction issues are likewise discussed

Anticyclonic selection by instability of parallel flows in a frontal regime

Large-scale flows are known to present a predominance of anticyclonic vortices. A previous study (Perret et. al. 2006) showed a strong cyclone-anticyclone asymmetry in large-scale wakes, anticyclones are circular whereas cyclones are deformed. To determine the mechanisms responsible for the asymmetry, we perform a stability analysis of parallel wake flows associated with experimental velocity profiles. It is shown that the most unstable mode, in a frontal regime, is localized in the anticyclonic shear leading to a strong cyclone-anticyclone asymmetry in the nonlinear evolution of the perturbation. Moreover, the wake instability changes from the absolute instability in the quasigeostrophic regime to the strongly convective instability of the frontal regime. To determine whether the stability property of a parallel flow in a frontal regime could be a mechanism of anticyclones selection, we extend this stability analysis to parallel jets and shears. The anticyclonic shear, in a frontal regime, is much more unstable than the cyclonic one, but the nonlinear evolution of the flow leads, in both cases, to circular vortices

Erectile dysfunction is frequent in systemic sclerosis and associated with severe disease: a study of the EULAR Scleroderma Trial and Research group

Introduction: Erectile dysfunction (ED) is common in men with systemic sclerosis (SSc) but the demographics, risk factors and treatment coverage for ED are not well known. Method: This study was carried out prospectively in the multinational EULAR Scleroderma Trial and Research database by amending the electronic data-entry system with the International Index of Erectile Function-5 and items related to ED risk factors and treatment. Centres participating in this EULAR Scleroderma Trial and Research substudy were asked to recruit patients consecutively. Results: Of the 130 men studied, only 23 (17.7%) had a normal International Index of Erectile Function-5 score. Thirty-eight per cent of all participants had severe ED (International Index of Erectile Function-5 score ≤ 7). Men with ED were significantly older than subjects without ED (54.8 years vs. 43.3 years, P < 0.001) and more frequently had simultaneous non-SSc-related risk factors such as alcohol consumption. In 82% of SSc patients, the onset of ED was after the manifestation of the first non-Raynaud's symptom (median delay 4.1 years). ED was associated with severe cutaneous, muscular or renal involvement of SSc, elevated pulmonary pressures and restrictive lung disease. ED was treated in only 27.8% of men. The most common treatment was sildenafil, whose efficacy is not established in ED of SSc patients. Conclusions: Severe ED is a common and early problem in men with SSc. Physicians should address modifiable risk factors actively. More research into the pathophysiology, longitudinal development, treatment and psychosocial impact of ED is needed

On absence and abundance: biography as method in archival research

Geographical scholarship has rightly problematised the act of archival research, showing that practices of archiving are not only concerned with how a society collectively remembers, but also forgets. As such the dominant motif for discussing historical methods in geography has been through the lens of absence: the archive is a space of ‘traces’, ‘fragments’ and ‘ghosts’. In this paper I suggest that the focus on incompleteness and partiality, whilst true, may also belie what many geographers working in archives find their greatest difficulty: an overwhelming volume of source materials. I reflect on my own research experiences in the pacifist archive to suggest that the growing scale and scope of many collections, along with the taxing research demands of transnational perspectives, pose immediate practical challenges for geographers characterised as much by abundance as by absence. In the second half of the paper, drawing on recent scholarship in history and geography, I argue that the method of biography offers one possible strategy for navigating archival abundance, allowing geographers to tell stories which are wider, deeper and more revealingly complex within the existing time and financial constraints of humanities research

Multiple innovations underpinned branching form diversification in mosses

International audienceBroad-scale evolutionary comparisons have shown that branching forms arose by convergencein vascular plants and bryophytes, but the trajectory of branching form diversificationin bryophytes is unclear. Mosses are the most species-rich bryophyte lineage andtwo sub-groups are circumscribed by alternative reproductive organ placements. In one,reproductive organs form apically, terminating growth of the primary shoot (gametophore)axis. In the other, reproductive organs develop on very short lateral branches. Aswitch from apical to lateral reproductive organ development is proposed to have primedbranching form diversification. Moss gametophores have modular development and each module develops from a singleapical cell. Here we define the architectures of 175 mosses by the number of module classes,branching patterns and the pattern in which similar modules repeat. Using ancestral characterstate reconstruction we identify two stages of architectural diversification. During a first stage there were sequential changes in the module repetition pattern, reproductiveorgan position, branching pattern and the number of module classes. During a secondstage, vegetative changes occurred independently of reproductive fate. The results pinpoint the nature of developmental change priming branching form diversificationin mosses and provide a framework for mechanistic studies of architectural diversificatio