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

On Uzbek converb constructions expressing motion events

Converbs, which are widely used in Turkic languages, constitute a number of converb constructions conveying aspectual and Aktionsart meanings. These constructions, often called 'auxiliary verb constructions', have been well studied. In this article, however, which is restricted to Uzbek, we will study in detail a different kind of converb construction, that until today mainly went unnoticed by turcologists: the 'converb construction of motion' (CCM). It is defined as a succession of verbs, linked with the converb suffix -(i)b, in which each verb expresses a separate semantic component of the same motion event. Our research based on a monolingual Uzbek corpus showed that three Main Types and one Extra Type can be distinguished. These are made up of verbs belonging to well-defined semantic verbal categories, combinations of which constitute specific subtypes. It can be concluded that Uzbek has an elaborate system of CCMs

Dynamical analysis of S&P500 momentum

The dynamics of the S&P500 price signal is studied using a moving average technique. Particular attention is paid to intersections of two moving averages with different time horizons. The distributions of the slopes and angle between two moving averages at intersections is analyzed, as well as that of the waiting times between intersections. In addition, the distribution of maxima and minima in the moving average signal is investigated. In all cases, persistent patterns are observed in these probability measures and it is suggested that such variables be considered for better analysis and possible prediction of the trends of the signal.Comment: 17 pages, 9 figures; to be published in Physica

Origin of Crashes in 3 US stock markets: Shocks and Bubbles

This paper presents an exclusive classification of the largest crashes in Dow Jones Industrial Average (DJIA), SP500 and NASDAQ in the past century. Crashes are objectively defined as the top-rank filtered drawdowns (loss from the last local maximum to the next local minimum disregarding noise fluctuations), where the size of the filter is determined by the historical volatility of the index. It is shown that {\it all} crashes can be linked to either an external shock, {\it e.g.}, outbreak of war, {\it or} a log-periodic power law (LPPL) bubble with an empirically well-defined complex value of the exponent. Conversely, with one sole exception {\it all} previously identified LPPL bubbles are followed by a top-rank drawdown. As a consequence, the analysis presented suggest a one-to-one correspondence between market crashes defined as top-rank filtered drawdowns on one hand and surprising news and LPPL bubbles on the other. We attribute this correspondence to the Efficient Market Hypothesis effective on two quite different time scales depending on whether the market instability the crash represent is internally or externally generated.Comment: 7 pages including 3 tables and 3 figures. Subm. for Proceeding of Frontier Science 200

Multigrid Waveform Relaxation on Spatial Finite Element Meshes: The Discrete-Time Case

The efficiency of numerically solving time-dependent partial differential equations on parallel computers can be greatly improved by computing the solution on many time levels simultaneously. The theoretical properties of one such method, namely the discrete-time multigrid waveform relaxation method, are investigated for systems of ordinary differential equations obtained by spatial finite-element discretisation of linear parabolic initial-boundary value problems. The results are compared to the corresponding continuous-time results. The theory is illustrated for a one-dimensional and a two-dimensional model problem and checked against results obtained by numerical experiments

Robust Optimization of PDEs with Random Coefficients Using a Multilevel Monte Carlo Method

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost functional with an additional penalty on the variance of the state. The expressions for the gradient and Hessian corresponding to either problem contain expected value operators. Due to the large number of uncertainties considered in our model, we suggest to evaluate these expectations using a multilevel Monte Carlo (MLMC) method. Under mild assumptions, it is shown that this results in the gradient and Hessian corresponding to the MLMC estimator of the original cost functional. Furthermore, we show that the use of certain correlated samples yields a reduction in the total number of samples required. Two optimization methods are investigated: the nonlinear conjugate gradient method and the Newton method. For both, a specific algorithm is provided that dynamically decides which and how many samples should be taken in each iteration. The cost of the optimization up to some specified tolerance $\tau$ is shown to be proportional to the cost of a gradient evaluation with requested root mean square error $\tau$. The algorithms are tested on a model elliptic diffusion problem with lognormal diffusion coefficient. An additional nonlinear term is also considered.Comment: This work was presented at the IMG 2016 conference (Dec 5 - Dec 9, 2016), at the Copper Mountain conference (Mar 26 - Mar 30, 2017), and at the FrontUQ conference (Sept 5 - Sept 8, 2017

Labyrinthic granular landscapes

We have numerically studied a model of granular landscape eroded by wind. We show the appearance of labyrinthic patterns when the wind orientation turns by $90^\circ$. The occurence of such structures are discussed. Morever, we introduce the density $n_k$ of ``defects'' as the dynamic parameter governing the landscape evolution. A power law behavior of $n_k$ is found as a function of time. In the case of wind variations, the exponent (drastically) shifts from 2 to 1. The presence of two asymptotic values of $n_k$ implies the irreversibility of the labyrinthic formation process.Comment: 3 pages, 3 figure, RevTe