Magic numbers in the Dow

There is a widespread belief in financial markets that trends in prices are arrested at support and resistance levels that are to some degree predictable from the past behaviour of the price series. Here we examine whether ratios of the length and duration of successive price trends in the Dow Jones Industrial Average cluster around round fractions or Fibonacci ratios. We identify turning points by heuristics similar to those used in business cycle analysis, and test for clustering using a block bootstrap procedure. A few significant ratios appear, but no more than would be expected by chance given the large number of tests we conduct

Vortex tubes in velocity fields of laboratory isotropic turbulence: dependence on the Reynolds number

The streamwise and transverse velocities are measured simultaneously in isotropic grid turbulence at relatively high Reynolds numbers, Re(lambda) = 110-330. Using a conditional averaging technique, we extract typical intermittency patterns, which are consistent with velocity profiles of a model for a vortex tube, i.e., Burgers vortex. The radii of the vortex tubes are several of the Kolmogorov length regardless of the Reynolds number. Using the distribution of an interval between successive enhancements of a small-scale velocity increment, we study the spatial distribution of vortex tubes. The vortex tubes tend to cluster together. This tendency is increasingly significant with the Reynolds number. Using statistics of velocity increments, we also study the energetical importance of vortex tubes as a function of the scale. The vortex tubes are important over the background flow at small scales especially below the Taylor microscale. At a fixed scale, the importance is increasingly significant with the Reynolds number.Comment: 8 pages, 3 PS files for 8 figures, to appear in Physical Review

The long-time dynamics of two hydrodynamically-coupled swimming cells

Swimming micro-organisms such as bacteria or spermatozoa are typically found in dense suspensions, and exhibit collective modes of locomotion qualitatively different from that displayed by isolated cells. In the dilute limit where fluid-mediated interactions can be treated rigorously, the long-time hydrodynamics of a collection of cells result from interactions with many other cells, and as such typically eludes an analytical approach. Here we consider the only case where such problem can be treated rigorously analytically, namely when the cells have spatially confined trajectories, such as the spermatozoa of some marine invertebrates. We consider two spherical cells swimming, when isolated, with arbitrary circular trajectories, and derive the long-time kinematics of their relative locomotion. We show that in the dilute limit where the cells are much further away than their size, and the size of their circular motion, a separation of time scale occurs between a fast (intrinsic) swimming time, and a slow time where hydrodynamic interactions lead to change in the relative position and orientation of the swimmers. We perform a multiple-scale analysis and derive the effective dynamical system - of dimension two - describing the long-time behavior of the pair of cells. We show that the system displays one type of equilibrium, and two types of rotational equilibrium, all of which are found to be unstable. A detailed mathematical analysis of the dynamical systems further allows us to show that only two cell-cell behaviors are possible in the limit of $t\to\infty$, either the cells are attracted to each other (possibly monotonically), or they are repelled (possibly monotonically as well), which we confirm with numerical computations

Multi-Phase Feature Representation Learning for Neurodegenerative Disease Diagnosis

Feature learning with high dimensional neuroimaging features has been explored for the applications on neurodegenerative diseases. Low-dimensional biomarkers, such as mental status test scores and cerebrospinal fluid level, are essential in clinical diagnosis of neurological disorders, because they could be simple and effective for the clinicians to assess the disorder’s progression and severity. Rather than only using the low-dimensional biomarkers as inputs for decision making systems, we believe that such low-dimensional biomarkers can be used for enhancing the feature learning pipeline. In this study, we proposed a novel feature representation learning framework, Multi-Phase Feature Representation (MPFR), with low-dimensional biomarkers embedded. MPFR learns high-level neuroimaging features by extracting the associations between the low-dimensional biomarkers and the high-dimensional neuroimaging features with a deep neural network. We validated the proposed framework using the Mini-Mental-State-Examination (MMSE) scores as a low-dimensional biomarker and multi-modal neuroimaging data as the high-dimensional neuroimaging features from the ADNI baseline cohort. The proposed approach outperformed the original neural network in both binary and ternary Alzheimer’s disease classification tasks

Magnetic Field Amplification in Galaxy Clusters and its Simulation

We review the present theoretical and numerical understanding of magnetic field amplification in cosmic large-scale structure, on length scales of galaxy clusters and beyond. Structure formation drives compression and turbulence, which amplify tiny magnetic seed fields to the microGauss values that are observed in the intracluster medium. This process is intimately connected to the properties of turbulence and the microphysics of the intra-cluster medium. Additional roles are played by merger induced shocks that sweep through the intra-cluster medium and motions induced by sloshing cool cores. The accurate simulation of magnetic field amplification in clusters still poses a serious challenge for simulations of cosmological structure formation. We review the current literature on cosmological simulations that include magnetic fields and outline theoretical as well as numerical challenges.Comment: 60 pages, 19 Figure

The Effect of Convection on Disorder in Primary Cellular and Dendritic Arrays

Directional solidification studies have been carried out to characterize the spatial disorder in the arrays of cells and dendrites. Different factors that cause array disorder are investigated experimentally and analyzed numerically. In addition to the disorder resulting from the fundamental selection of a range of primary spacings under given experimental conditions, a significant variation in primary spacings is shown to occur in bulk samples due to convection effects, especially at low growth velocities. The effect of convection on array disorder is examined through directional solidification studies in two different alloy systems, Pb-Sn and Al-Cu. A detailed analysis of the spacing distribution is carried out, which shows that the disorder in the spacing distribution is greater in the Al-Cu system than in Pb-Sn system. Numerical models are developed which show that fluid motion can occur in both these systems due to the negative axial density gradient or due the radial temperature gradient which is always present in Bridgman growth. The modes of convection have been found to be significantly different in these systems, due to the solute being heavier than the solvent in the Al-Cu system and lighter than it in the Pb-Sn system. The results of the model have been shown to explain experimental observations of higher disorder and greater solute segregation in a weakly convective Al-Cu system than those in a highly convective Pb-Sn system

Primordial Nucleosynthesis for the New Cosmology: Determining Uncertainties and Examining Concordance

Big bang nucleosynthesis (BBN) and the cosmic microwave background (CMB) have a long history together in the standard cosmology. The general concordance between the predicted and observed light element abundances provides a direct probe of the universal baryon density. Recent CMB anisotropy measurements, particularly the observations performed by the WMAP satellite, examine this concordance by independently measuring the cosmic baryon density. Key to this test of concordance is a quantitative understanding of the uncertainties in the BBN light element abundance predictions. These uncertainties are dominated by systematic errors in nuclear cross sections. We critically analyze the cross section data, producing representations that describe this data and its uncertainties, taking into account the correlations among data, and explicitly treating the systematic errors between data sets. Using these updated nuclear inputs, we compute the new BBN abundance predictions, and quantitatively examine their concordance with observations. Depending on what deuterium observations are adopted, one gets the following constraints on the baryon density: OmegaBh^2=0.0229\pm0.0013 or OmegaBh^2 = 0.0216^{+0.0020}_{-0.0021} at 68% confidence, fixing N_{\nu,eff}=3.0. Concerns over systematics in helium and lithium observations limit the confidence constraints based on this data provide. With new nuclear cross section data, light element abundance observations and the ever increasing resolution of the CMB anisotropy, tighter constraints can be placed on nuclear and particle astrophysics. ABRIDGEDComment: 54 pages, 20 figures, 5 tables v2: reflects PRD version minor changes to text and reference

Should science educators deal with the science/religion issue?

I begin by examining the natures of science and religion before looking at the ways in which they relate to one another. I then look at a number of case studies that centre on the relationships between science and religion, including attempts to find mechanisms for divine action in quantum theory and chaos theory, creationism, genetic engineering and the writings of Richard Dawkins. Finally, I consider some of the pedagogical issues that would need to be considered if the science/religion issue is to be addressed in the classroom. I conclude that there are increasing arguments in favour of science educators teaching about the science/religion issue. The principal reason for this is to help students better to learn science. However, such teaching makes greater demands on science educators than has generally been the case. Certain of these demands are identified and some specific suggestions are made as to how a science educator might deal with the science/religion issue. © 2008 Taylor & Francis