Static versus dynamic heterogeneities in the D=3 Edwards-Anderson-ising spin glass

We numerically study the aging properties of the dynamical heterogeneities in the Ising spin glass. We find that a phase transition takes place during the aging process. Statics-dynamics correspondence implies that systems of finite size in equilibrium have static heterogeneities that obey finite-size scaling, thus signaling an analogous phase transition in the thermodynamical limit. We compute the critical exponents and the transition point in the equilibrium setting, and use them to show that aging in dynamic heterogeneities can be described by a finite-time scaling ansatz, with potential implications for experimental work.

Thermally induced all-optical inverter and dynamic hysteresis loops in graphene oxide dispersions

We experimentally study the temporal dynamics of amplitude-modulated laser beams propagating through a water dispersion of graphene oxide sheets in a fiber-to-fiber U-bench. Nonlinear refraction induced in the sample by thermal effects leads to both phase reversing of the transmitted signals and dynamic hysteresis in the input- output power curves. A theoretical model including beam propagation and thermal lensing dynamics reproduces the experimental findings. © 2015 Optical Society of America.

Volatility transmission between stock and exchange-rate markets: A connectedness analysis

This paper empirically investigates volatility transmission among stock and foreign exchange markets in seven major world economies during the period July 1988 to January 2015. To this end, we first perform a static and dynamic analysis to measure the total volatility connectedness in the entire period (the system-wide approach) using a framework recently proposed by Diebold and Yilmaz (2014). Second, we make use of a dynamic analysis to evaluate the net directional connectedness for each market. To gain further insights, we examine the time-varying behaviour of net pair-wise directional connectedness during the financial turmoil periods experienced in the sample period Our results suggest that slightly more than half of the total variance of the forecast errors is explained by shocks across markets rather than by idiosyncratic shocks. Furthermore, we find that volatility connectedness varies over time, with a surge during periods of increasing economic and financial instability.

Determining departure times in dynamic and stochastic maritime routing and scheduling problem

In maritime transportation, decisions are made in a dynamic setting where many aspects of the future are uncertain. However, most academic literature on maritime transportation considers static and deterministic routing and scheduling problems. This work addresses a gap in the literature on dynamic and stochastic maritime routing and scheduling problems, by focusing on the scheduling of departure times. Five simple strategies for setting departure times are considered, as well as a more advanced strategy which involves solving a mixed integer mathematical programming problem. The latter strategy is significantly better than the other methods, while adding only a small computational effort.

Improved solutions to dynamic and stochastic maritime pick-up and delivery problems using local search.

Heuristics for stochastic and dynamic vehicle routing problems are often kept relatively simple, in part due to the high computational burden resulting from having to consider stochastic information in some form. In this work, three existing heuristics are extended by three different local search variations: a first improvement descent using stochastic information, a tabu search using stochastic information when updating the incumbent solution, and a tabu search using stochastic information when selecting moves based on a list of moves determined through a proxy evaluation. In particular, the three local search variations are designed to utilize stochastic information in the form of sampled scenarios. The results indicate that adding local search using stochastic information to the existing heuristics can further reduce operating costs for shipping companies by 0.5–2 %. While the existing heuristics could produce structurally different solutions even when using similar stochastic information in the search, the appended local search methods seem able to make the final solutions more similar in structure.