Topological structures in the equities market network

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that incorporate the interaction of clustered partitions into a random model and generalize the Gaussian ensemble. As an application we analyze a correlation matrix derived from four years of close prices of equities in the NYSE and NASDAQ. In this example we expose (1) a natural structure composed of two interacting partitions of the market that both agrees with and generalizes standard notions of scale (eg., sector and industry) and (2) structure in the first partition that is a topological manifestation of a well-known pattern of capital flow called "sector rotation.'' Our approach gives rise to a natural form of multiresolution analysis of the underlying time series that naturally decomposes the basic data in terms of the effects of the different scales at which it clusters. The equities market is a prototypical complex system and we expect that our approach will be of use in understanding a broad class of complex systems in which correlation structures are resident.Comment: 17 pages, 4 figures, 3 table

A Data Exchange Standard for Optical (Visible/IR) Interferometry

This paper describes the OI Exchange Format, a standard for exchanging calibrated data from optical (visible/infrared) stellar interferometers. The standard is based on the Flexible Image Transport System (FITS), and supports storage of the optical interferometric observables including squared visibility and closure phase -- data products not included in radio interferometry standards such as UV-FITS. The format has already gained the support of most currently-operating optical interferometer projects, including COAST, NPOI, IOTA, CHARA, VLTI, PTI, and the Keck Interferometer, and is endorsed by the IAU Working Group on Optical Interferometry. Software is available for reading, writing and merging OI Exchange Format files.Comment: 26 pages, 1 figur

Generalized Centrifugal Force Model for Pedestrian Dynamics

A spatially continuous force-based model for simulating pedestrian dynamics is introduced which includes an elliptical volume exclusion of pedestrians. We discuss the phenomena of oscillations and overlapping which occur for certain choices of the forces. The main intention of this work is the quantitative description of pedestrian movement in several geometries. Measurements of the fundamental diagram in narrow and wide corridors are performed. The results of the proposed model show good agreement with empirical data obtained in controlled experiments.Comment: 10 pages, 14 figures, accepted for publication as a Regular Article in Physical Review E. This version contains minor change

Entire solutions of hydrodynamical equations with exponential dissipation

We consider a modification of the three-dimensional Navier--Stokes equations and other hydrodynamical evolution equations with space-periodic initial conditions in which the usual Laplacian of the dissipation operator is replaced by an operator whose Fourier symbol grows exponentially as \ue ^{|k|/\kd} at high wavenumbers $|k|$. Using estimates in suitable classes of analytic functions, we show that the solutions with initially finite energy become immediately entire in the space variables and that the Fourier coefficients decay faster than \ue ^{-C(k/\kd) \ln (|k|/\kd)} for any $C<1/(2\ln 2)$. The same result holds for the one-dimensional Burgers equation with exponential dissipation but can be improved: heuristic arguments and very precise simulations, analyzed by the method of asymptotic extrapolation of van der Hoeven, indicate that the leading-order asymptotics is precisely of the above form with $C= C_\star =1/\ln2$. The same behavior with a universal constant $C_\star$ is conjectured for the Navier--Stokes equations with exponential dissipation in any space dimension. This universality prevents the strong growth of intermittency in the far dissipation range which is obtained for ordinary Navier--Stokes turbulence. Possible applications to improved spectral simulations are briefly discussed.Comment: 29 pages, 3 figures, Comm. Math. Phys., in pres