Stochastic dynamical model for stock-stock correlations

We propose a model of coupled random walks for stock-stock correlations. The walks in the model are coupled via a mechanism that the displacement (price change) of each walk (stock) is activated by the price gradients over some underlying network. We assume that the network has two underlying structures, describing the correlations among the stocks of the whole market and among those within individual groups, respectively, each with a coupling parameter controlling the degree of correlation. The model provides the interpretation of the features displayed in the distribution of the eigenvalues for the correlation matrix of real market on the level of time sequences. We verify that such modeling indeed gives good fitting for the market data of US stocks

Universal geometrical factor of protein conformations as a consequence of energy minimization

The biological activity and functional specificity of proteins depend on their native three-dimensional structures determined by inter- and intra-molecular interactions. In this paper, we investigate the geometrical factor of protein conformation as a consequence of energy minimization in protein folding. Folding simulations of 10 polypeptides with chain length ranging from 183 to 548 residues manifest that the dimensionless ratio (V/(A)) of the van der Waals volume V to the surface area A and average atomic radius of the folded structures, calculated with atomic radii setting used in SMMP [Eisenmenger F., et. al., Comput. Phys. Commun., 138 (2001) 192], approach 0.49 quickly during the course of energy minimization. A large scale analysis of protein structures show that the ratio for real and well-designed proteins is universal and equal to 0.491\pm0.005. The fractional composition of hydrophobic and hydrophilic residues does not affect the ratio substantially. The ratio also holds for intrinsically disordered proteins, while it ceases to be universal for polypeptides with bad folding properties.Comment: 6 pages, 1 table, 4 figure

Density-Dependent Relativistic Hartree-Fock Approach

A new relativistic Hartree-Fock approach with density-dependent $\sigma$, $\omega$, $\rho$ and $\pi$ meson-nucleon couplings for finite nuclei and nuclear matter is presented. Good description for finite nuclei and nuclear matter is achieved with a number of adjustable parameters comparable to that of the relativistic mean field approach. With the Fock terms, the contribution of the $\pi$-meson is included and the description for the nucleon effective mass and its isospin and energy dependence is improved.Comment: 4 pages, 3 figure

A strong-motion hot spot of the 2016 Meinong, Taiwan, earthquake (M_w = 6.4)

Despite a moderate magnitude, M_w = 6.4, the 5 February 2016 Meinong, Taiwan, earthquake caused significant damage in Tainan City and the surrounding areas. Several seismograms display an impulsive S-wave velocity pulse with an amplitude of about 1 m s-1, which is similar to large S-wave pulses recorded for the past several larger damaging earthquakes, such as the 1995 Kobe, Japan, earthquake (M_w = 6.9) and the 1994 Northridge, California, earthquake (M_w = 6.7). The observed PGV in the Tainan area is about 10 times larger than the median PGV of M_w = 6.4 crustal earthquakes in Taiwan. We investigate the cause of the localized strong ground motions. The peak-to-peak ground-motion displacement at the basin sites near Tainan is about 35 times larger than that at a mountain site with a similar epicentral distance. At some frequency bands (0.9 - 1.1 Hz), the amplitude ratio is as large as 200. Using the focal mechanism of this earthquake, typical “soft” and “hard” crustal structures, and directivity inferred from the observed waveforms and the slip distribution, we show that the combined effect yields an amplitude ratio of 17 to 34. The larger amplitude ratios at higher frequency bands can be probably due to the effects of complex 3-D basin structures. The result indicates that even from a moderate event, if these effects simultaneously work together toward amplifying ground motions, the extremely large ground motions as observed in Tainan can occur. Such occurrences should be taken into consideration in hazard mitigation measures in the place with frequent moderate earthquakes

Spinodal Decomposition in Binary Gases

We carried out three-dimensional simulations, with about 1.4 million particles, of phase segregation in a low density binary fluid mixture, described mesoscopically by energy and momentum conserving Boltzmann-Vlasov equations. Using a combination of Direct Simulation Monte Carlo(DSMC) for the short range collisions and a version of Particle-In-Cell(PIC) evolution for the smooth long range interaction, we found dynamical scaling after the ratio of the interface thickness(whose shape is described approximately by a hyperbolic tangent profile) to the domain size is less than ~0.1. The scaling length R(t) grows at late times like t^alpha, with alpha=1 for critical quenches and alpha=1/3 for off-critical ones. We also measured the variation of temperature, total particle density and hydrodynamic velocity during the segregation process.Comment: 11 pages, Revtex, 4 Postscript figures, submitted to PR

A strong-motion hot spot of the 2016 Meinong, Taiwan, earthquake (M_w = 6.4)

Despite a moderate magnitude, M_w = 6.4, the 5 February 2016 Meinong, Taiwan, earthquake caused significant damage in Tainan City and the surrounding areas. Several seismograms display an impulsive S-wave velocity pulse with an amplitude of about 1 m s-1, which is similar to large S-wave pulses recorded for the past several larger damaging earthquakes, such as the 1995 Kobe, Japan, earthquake (M_w = 6.9) and the 1994 Northridge, California, earthquake (M_w = 6.7). The observed PGV in the Tainan area is about 10 times larger than the median PGV of M_w = 6.4 crustal earthquakes in Taiwan. We investigate the cause of the localized strong ground motions. The peak-to-peak ground-motion displacement at the basin sites near Tainan is about 35 times larger than that at a mountain site with a similar epicentral distance. At some frequency bands (0.9 - 1.1 Hz), the amplitude ratio is as large as 200. Using the focal mechanism of this earthquake, typical “soft” and “hard” crustal structures, and directivity inferred from the observed waveforms and the slip distribution, we show that the combined effect yields an amplitude ratio of 17 to 34. The larger amplitude ratios at higher frequency bands can be probably due to the effects of complex 3-D basin structures. The result indicates that even from a moderate event, if these effects simultaneously work together toward amplifying ground motions, the extremely large ground motions as observed in Tainan can occur. Such occurrences should be taken into consideration in hazard mitigation measures in the place with frequent moderate earthquakes

A strong-motion hot spot of the 2016 Meinong, Taiwan, earthquake (Mw = 6.4)

Despite a moderate magnitude, Mw = 6.4, the 5 February 2016 Meinong, Taiwan, earthquake caused significant damage in Tainan City and the surrounding areas. Several seismograms display an impulsive S-wave velocity pulse with an amplitude of about 1 m s-1, which is similar to large S-wave pulses recorded for the past several larger damaging earthquakes, such as the 1995 Kobe, Japan, earthquake (Mw = 6.9) and the 1994 Northridge, California, earthquake (Mw = 6.7). The observed PGV in the Tainan area is about 10 times larger than the median PGV of Mw = 6.4 crustal earthquakes in Taiwan. We investigate the cause of the localized strong ground motions. The peak-to-peak ground-motion displacement at the basin sites near Tainan is about 35 times larger than that at a mountain site with a similar epicentral distance. At some frequency bands (0.9 - 1.1 Hz), the amplitude ratio is as large as 200. Using the focal mechanism of this earthquake, typical “soft” and “hard” crustal structures, and directivity inferred from the observed waveforms and the slip distribution, we show that the combined effect yields an amplitude ratio of 17 to 34. The larger amplitude ratios at higher frequency bands can be probably due to the effects of complex 3-D basin structures. The result indicates that even from a moderate event, if these effects simultaneously work together toward amplifying ground motions, the extremely large ground motions as observed in Tainan can occur. Such occurrences should be taken into consideration in hazard mitigation measures in the place with frequent moderate earthquakes