A new conjecture extends the GM law for percolation thresholds to dynamical situations

The universal law for percolation thresholds proposed by Galam and Mauger (GM) is found to apply also to dynamical situations. This law depends solely on two variables, the space dimension d and a coordinance numberq. For regular lattices, q reduces to the usual coordination number while for anisotropic lattices it is an effective coordination number. For dynamical percolation we conjecture that the law is still valid if we use the number q_2 of second nearest neighbors instead of q. This conjecture is checked for the dynamic epidemic model which considers the percolation phenomenon in a mobile disordered system. The agreement is good.Comment: 8 pages, latex, 3 figures include

Networks of equities in financial markets

We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets.Comment: 9 pages, 8 figures. Accepted for publication in EPJ

CREEP OF CRACKED POLYMER FIBER REINFORCED CONCRETE UNDER SUSTAINED TENSILE LOADING

In fiber reinforced concrete (FRC), fibers are added to the fresh concrete mix in order to improve the residual tensile strength, the toughness and/or durability of a concrete element. Cur- rently, structural applications remain relatively scarce as the time-dependent behavior of FRC is still poorly understood. This paper reports the first results of an experimental campaign regarding the creep of cracked polymer FRC. In the test setup, cylindrical, notched FRC specimens are considered. The concrete is reinforced with structural polymeric fibers for use in load-bearing applications. In a first step, the material is characterized according to the European Standard EN14651. Secondly, the samples are precracked to localize the creep deformations and to monitor the crack growth in time. The samples are subjected to a sustained tensile load, whereby different load levels with respect to the individual residual strength are considered. The results of the first months of creep loading will be detailed and discussed in the paper

On the myology of the cephalic region and pectoral girdle of three arid species, <i>Arius heudeloti</i>, <i>Genidens genidens</i> and <i>Bagre marinus</i>, and comparison with other catfishes (Teleostei: Siluriformes)

The muscles of the cephalic region and pectoral girdle of Arius heudeloti, Genidens genidens and Bagre marinus are described and compared with those of non-ariid siluriforms. Our observations and comparisons revealed that, although the configuration of the cephalic and pectoral girdle musculature of these ariid species is basically similar to that of other catfishes, these species present two myological peculiarities that could eventually represent autapomorphic characters of the family Ariidae, namely: 1) the muscle adductor arcus palatini inserts not only on the mesial margin of the suspensorium, but also on a significant part of the lateral surface of this complex structure; 2) the adductor mandibulae Aw is obliquely oriented, with its postero-dorsal fibres being significantly dorsal to the upper edge of the coronoid process

Scaling in the Bombay Stock Exchange Index

In this paper we study BSE Index financial time series for fractal and multifractal behaviour. We show that Bombay stock Exchange (BSE)Index time series is mono-fractal and can be represented by a fractional Brownian motion.Comment: 11 pages,3 figure

Long lasting instabilities in granular mixtures

We have performed experiments of axial segregation in the Oyama's drum. We have tested binary granular mixtures during very long times. The segregation patterns have been captured by a CCD camera and spatio-temporal graphs are created. We report the occurence of instabilities which can last several hours. We stress that those instabilities originate from the competition between axial and radial segregations. We put into evidence the occurence of giant fluctuations in the fraction of grain species along the surface during the unstable periods.Comment: 10 pages, 10 figures, (2002

Block to granular-like transition in dense bubble flows

We have experimentally investigated 2-dimensional dense bubble flows underneath inclined planes. Velocity profiles and velocity fluctuations have been measured. A broad second-order phase transition between two dynamical regimes is observed as a function of the tilt angle $\theta$. For low $\theta$ values, a block motion is observed. For high $\theta$ values, the velocity profile becomes curved and a shear velocity gradient appears in the flow.Comment: Europhys. Lett. (2003) in pres

Scaling of the distribution of price fluctuations of individual companies

We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major US stock markets: (a) the New York Stock Exchange, (b) the American Stock Exchange, and (c) the National Association of Securities Dealers Automated Quotation stock market. Specifically, we consider (i) the trades and quotes database, for which we analyze 40 million records for 1000 US companies for the 2-year period 1994--95, and (ii) the Center for Research and Security Prices database, for which we analyze 35 million daily records for approximately 16,000 companies in the 35-year period 1962--96. We study the probability distribution of returns over varying time scales $\Delta t$, where $\Delta t$ varies by a factor of $\approx 10^5$---from 5 min up to $\approx$ 4 years. For time scales from 5~min up to approximately 16~days, we find that the tails of the distributions can be well described by a power-law decay, characterized by an exponent $\alpha \approx 3$ ---well outside the stable L\'evy regime $0 < \alpha < 2$. For time scales $\Delta t \gg (\Delta t)_{\times} \approx 16$days, we observe results consistent with a slow convergence to Gaussian behavior. We also analyze the role of cross correlations between the returns of different companies and relate these correlations to the distribution of returns for market indices.Comment: 10pages 2 column format with 11 eps figures. LaTeX file requiring epsf, multicol,revtex. Submitted to PR