Soliton Solutions with Real Poles in the Alekseev formulation of the Inverse-Scattering method

A new approach to the inverse-scattering technique of Alekseev is presented which permits real-pole soliton solutions of the Ernst equations to be considered. This is achieved by adopting distinct real poles in the scattering matrix and its inverse. For the case in which the electromagnetic field vanishes, some explicit solutions are given using a Minkowski seed metric. The relation with the corresponding soliton solutions that can be constructed using the Belinskii-Zakharov inverse-scattering technique is determined.Comment: 8 pages, LaTe

Quantifying preferential trading in the e-MID interbank market

Interbank markets allow credit institutions to exchange capital for purposes of liquidity management. These markets are among the most liquid markets in the financial system. However, liquidity of interbank markets dropped during the 2007-2008 financial crisis, and such a lack of liquidity influenced the entire economic system. In this paper, we analyze transaction data from the e-MID market which is the only electronic interbank market in the Euro Area and US, over a period of eleven years (1999-2009). We adapt a method developed to detect statistically validated links in a network, in order to reveal preferential trading in a directed network. Preferential trading between banks is detected by comparing empirically observed trading relationships with a null hypothesis that assumes random trading among banks doing a heterogeneous number of transactions. Preferential trading patterns are revealed at time windows of 3-maintenance periods. We show that preferential trading is observed throughout the whole period of analysis and that the number of preferential trading links does not show any significant trend in time, in spite of a decreasing trend in the number of pairs of banks making transactions. We observe that preferential trading connections typically involve large trading volumes. During the crisis, we also observe that transactions occurring between banks with a preferential connection occur at larger interest rates than the complement set - an effect that is not observed before the crisis

Community characterization of heterogeneous complex systems

We introduce an analytical statistical method to characterize the communities detected in heterogeneous complex systems. By posing a suitable null hypothesis, our method makes use of the hypergeometric distribution to assess the probability that a given property is over-expressed in the elements of a community with respect to all the elements of the investigated set. We apply our method to two specific complex networks, namely a network of world movies and a network of physics preprints. The characterization of the elements and of the communities is done in terms of languages and countries for the movie network and of journals and subject categories for papers. We find that our method is able to characterize clearly the identified communities. Moreover our method works well both for large and for small communities.Comment: 8 pages, 1 figure and 2 table

Statistical properties of thermodynamically predicted RNA secondary structures in viral genomes

By performing a comprehensive study on 1832 segments of 1212 complete genomes of viruses, we show that in viral genomes the hairpin structures of thermodynamically predicted RNA secondary structures are more abundant than expected under a simple random null hypothesis. The detected hairpin structures of RNA secondary structures are present both in coding and in noncoding regions for the four groups of viruses categorized as dsDNA, dsRNA, ssDNA and ssRNA. For all groups hairpin structures of RNA secondary structures are detected more frequently than expected for a random null hypothesis in noncoding rather than in coding regions. However, potential RNA secondary structures are also present in coding regions of dsDNA group. In fact we detect evolutionary conserved RNA secondary structures in conserved coding and noncoding regions of a large set of complete genomes of dsDNA herpesviruses.Comment: 9 pages, 2 figure

Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of transactions) for various currency pairs and the corresponding standard deviations holds for a majority of the weeks. However, the scaling breaks in some time intervals, which is related to the emergence of market shocks. There is a monotonous relationship between values of scaling indices and global averages of currency pair cross-correlations when both quantities are observed for various window lengths $\Delta t$.Comment: 13 pages, 10 figure

Statistically validated networks in bipartite complex systems

Many complex systems present an intrinsic bipartite nature and are often described and modeled in terms of networks [1-5]. Examples include movies and actors [1, 2, 4], authors and scientific papers [6-9], email accounts and emails [10], plants and animals that pollinate them [11, 12]. Bipartite networks are often very heterogeneous in the number of relationships that the elements of one set establish with the elements of the other set. When one constructs a projected network with nodes from only one set, the system heterogeneity makes it very difficult to identify preferential links between the elements. Here we introduce an unsupervised method to statistically validate each link of the projected network against a null hypothesis taking into account the heterogeneity of the system. We apply our method to three different systems, namely the set of clusters of orthologous genes (COG) in completely sequenced genomes [13, 14], a set of daily returns of 500 US financial stocks, and the set of world movies of the IMDb database [15]. In all these systems, both different in size and level of heterogeneity, we find that our method is able to detect network structures which are informative about the system and are not simply expression of its heterogeneity. Specifically, our method (i) identifies the preferential relationships between the elements, (ii) naturally highlights the clustered structure of investigated systems, and (iii) allows to classify links according to the type of statistically validated relationships between the connected nodes.Comment: Main text: 13 pages, 3 figures, and 1 Table. Supplementary information: 15 pages, 3 figures, and 2 Table

Self-gravitating Brownian particles in two dimensions: the case of N=2 particles

We study the motion of N=2 overdamped Brownian particles in gravitational interaction in a space of dimension d=2. This is equivalent to the simplified motion of two biological entities interacting via chemotaxis when time delay and degradation of the chemical are ignored. This problem also bears some similarities with the stochastic motion of two point vortices in viscous hydrodynamics [Agullo & Verga, Phys. Rev. E, 63, 056304 (2001)]. We analytically obtain the density probability of finding the particles at a distance r from each other at time t. We also determine the probability that the particles have coalesced and formed a Dirac peak at time t (i.e. the probability that the reduced particle has reached r=0 at time t). Finally, we investigate the variance of the distribution and discuss the proper form of the virial theorem for this system. The reduced particle has a normal diffusion behaviour for small times with a gravity-modified diffusion coefficient =r_0^2+(4k_B/\xi\mu)(T-T_*)t, where k_BT_{*}=Gm_1m_2/2 is a critical temperature, and an anomalous diffusion for large times ~t^(1-T_*/T). As a by-product, our solution also describes the growth of the Dirac peak (condensate) that forms in the post-collapse regime of the Smoluchowski-Poisson system (or Keller-Segel model) for T<T_c=GMm/(4k_B). We find that the saturation of the mass of the condensate to the total mass is algebraic in an infinite domain and exponential in a bounded domain.Comment: Revised version (20/5/2010) accepted for publication in EPJ

Infra-Red Asymptotic Dynamics of Gauge Invariant Charged Fields: QED versus QCD

The freedom one has in constructing locally gauge invariant charged fields in gauge theories is analyzed in full detail and exploited to construct, in QED, an electron field whose two-point function W(p), up to the fourth order in the coupling constant, is normalized with on-shell normalization conditions and is, nonetheless, infra-red finite; as a consequence the radiative corrections vanish on the mass shell $p^2=\mu^2$ and the free field singularity is dominant, although, in contrast to quantum field theories with mass gap, the eigenvalue $\mu^2$ of the mass operator is not isolated. The same construction, carried out for the quark in QCD, is not sufficient for cancellation of infra-red divergences to take place in the fourth order. The latter divergences, however, satisfy a simple factorization equation. We speculate on the scenario that could be drawn about infra-red asymptotic dynamics of QCD, should this factorization equation be true in any order of perturbation theory.Comment: 30 pages, RevTex, 8 figures included using graphic

Overview of IFMIF-DONES diagnostics: Requirements and techniques

The IFMIF-DONES Facility is a unique first-class scientific infrastructure whose construction is foreseen in Granada, Spain, in the coming years. Strong integration efforts are being made at the current project phase aiming at harmonizing the ongoing design of the different and complex Systems of the facility. The consolidation of the Diagnostics and Instrumentation, transversal across many of them, is a key element of this purpose. A top-down strategy is proposed for a systematic Diagnostics Review and Requirement definition, putting emphasis in the one-of-a-kind instruments necessary by the operational particularities of some of the Systems, as well as to the harsh environment that they shall survive. In addition, other transversal aspects such as the ones related to Safety and Machine Protection and their respective requirements shall be also considered. The goal is therefore to advance further and solidly in the respective designs, identify problems in advance, and steer the Diagnostics development and validation campaigns that will be required. The present work provides an overview of this integration strategy as well as a description of some of the most challenging Diagnostics and Instruments within the facility, including several proposed techniques currently under study