A simple explanation for taxon abundance patterns

For taxonomic levels higher than species, the abundance distributions of the number of subtaxa per taxon tend to approximate power laws but often show strong deviations from such laws. Previously, these deviations were attributed to finite-time effects in a continuous-time branching process at the generic level. Instead, we describe herein a simple discrete branching process that generates the observed distributions and find that the distribution's deviation from power law form is not caused by disequilibration, but rather that it is time independent and determined by the evolutionary properties of the taxa of interest. Our model predicts—with no free parameters—the rank-frequency distribution of the number of families in fossil marine animal orders obtained from the fossil record. We find that near power law distributions are statistically almost inevitable for taxa higher than species. The branching model also sheds light on species-abundance patterns, as well as on links between evolutionary processes, self-organized criticality, and fractals.

On the statistics of transverse permeability of randomly distributed fibers

An RVE–based stochastic numerical model is used to calculate the permeability of randomly generated porous media at different values of the fiber volume fraction for the case of transverse flow in a unidirectional ply. Analysis of the numerical results shows that the permeability is not normally distributed. With the aim of proposing a new understanding on this particular topic, permeability data are fitted using both a mixture model and a unimodal distribution. Our findings suggest that permeability can be fitted well using a mixture model based on the lognormal and power law distributions. In case of a unimodal distribution, it is found, using the maximum-likelihood estimation method (MLE), that the generalized extreme value (GEV) distribution represents the best fit. Finally, an expression of the permeability as a function of the fiber volume fraction based on the GEV distribution is discussed in light of the previous results.

Power laws, Discontinuities and Regional City Size Distributions

Urban systems are manifestations of human adaptation to the natural environment. City size distributions are the expression of hierarchical processes acting upon urban systems. In this paper, we test the entire city size distributions for the southeastern and southwestern United States (1990), as well as the size classes in these regions for power law behavior. We interpret the differences in the size of the regional city size distributions as the manifestation of variable growth dynamics dependent upon city size. Size classics in the city size distributions are snapshots of stable states within urban systems in flux.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Double power laws, fractals and self-similarity

Power law (PL) distributions have been largely reported in the modeling of distinct real phenomena and have been associated with fractal structures and self-similar systems. In this paper, we analyze real data that follows a PL and a double PL behavior and verify the relation between the PL coefficient and the capacity dimension of known fractals. It is to be proved a method that translates PLs coefficients into capacity dimension of fractals of any real data.

Double power laws, fractals and self-similarity

Power law (PL) distributions have been largely reported in the modeling of distinct real phenomena and have been associated with fractal structures and self-similar systems. In this paper, we analyze real data that follows a PL and a double PL behavior and verify the relation between the PL coefficient and the capacity dimension of known fractals. It is to be proved a method that translates PLs coefficients into capacity dimension of fractals of any real data.

Experimental evidences for universality of acoustic emission avalanche distributions during structural transitions

Acoustic emission avalanche distributions are studied in different alloy systems that exhibit a phase transition from a bcc to a close-packed structure. After a small number of thermal cycles through the transition, the distributions become critically stable (exhibit power-law behavior) and can be characterized by an exponent alpha. The values of alpha can be classified into universality classes, which depend exclusively on the symmetry of the resulting close-packed structure.

Distributions of avalanches in martensitic transformations

An experimental study of the acoustic emission generated during a martensitic transformation is presented. A statistical analysis of the amplitude and lifetime of a large number of signals has revealed power-law behavior for both magnitudes. The exponents of these distributions have been evaluated and, through independent measurements of the statistical lifetime to amplitude dependence, we have checked the scaling relation between the exponents. Our results are discussed in terms of current ideas on avalanche dynamics.

Sequential partitioning: an alternative to understanding size distributions of avalanches in first-order phase transitions

We study the problem of the partition of a system of initial size V into a sequence of fragments s1,s2,s3 . . . . By assuming a scaling hypothesis for the probability p(s;V) of obtaining a fragment of a given size, we deduce that the final distribution of fragment sizes exhibits power-law behavior. This minimal model is useful to understanding the distribution of avalanche sizes in first-order phase transitions at low temperatures.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Size frequency distributions of β-amyloid (Aβ) deposits:a comparative study of four neurodegenerative disorders

Deposition of ß-amyloid (Aß ), a 'signature' pathological lesion of Alzheimer's disease (AD), is also characteristic of Down's syndrome (DS), and has been observed in dementia with Lewy bodies (DLB) and corticobasal degeneration (CBD). To determine whether the growth of Aß deposits was similar in these disorders, the size frequency distributions of the diffuse ('pre-amyloid'), primitive ('neuritic'), and classic ('dense-cored') A ß deposits were compared in AD, DS, DLB, and CBD. All size distributions had essentially the same shape, i.e., they were unimodal and positively skewed. Mean size of Aß deposits, however, varied between disorders. Mean diameters of the diffuse, primitive, and classic deposits were greatest in DS, DS and CBD, and DS, respectively, while the smallest deposits, on average, were recorded in DLB. Although the shape of the frequency distributions was approximately log-normal, the model underestimated the frequency of smaller deposits and overestimated the frequency of larger deposits in all disorders. A 'power-law' model fitted the size distributions of the primitive deposits in AD, DS, and DLB, and the diffuse deposits in AD. The data suggest: (1) similarities in size distributions of Aß deposits among disorders, (2) growth of deposits varies with subtype and disorder, (3) different factors are involved in the growth of the diffuse/primitive and classic deposits, and (4) log-normal and power-law models do not completely account for the size frequency distributions.

Antarctic icebergs distributions 1992-2014

Basal melting of floating ice shelves and iceberg calving constitute the two almost equal paths of freshwater flux between the Antarctic ice cap and the Southern Ocean. The largest icebergs (>100 km2) transport most of the ice volume but their basal melting is small compared to their breaking into smaller icebergs that constitute thus the major vector of freshwater. The archives of nine altimeters have been processed to create a database of small icebergs (<8 km2) within open water containing the positions, sizes, and volumes spanning the 1992–2014 period. The intercalibrated monthly ice volumes from the different altimeters have been merged in a homogeneous 23 year climatology. The iceberg size distribution, covering the 0.1–10,000 km2 range, estimated by combining small and large icebergs size measurements follows well a power law of slope −1.52 ± 0.32 close to the −3/2 laws observed and modeled for brittle fragmentation. The global volume of ice and its distribution between the ocean basins present a very strong interannual variability only partially explained by the number of large icebergs. Indeed, vast zones of the Southern Ocean free of large icebergs are largely populated by small iceberg drifting over thousands of kilometers. The correlation between the global small and large icebergs volumes shows that small icebergs are mainly generated by large ones breaking. Drifting and trapping by sea ice can transport small icebergs for long period and distances. Small icebergs act as an ice diffuse process along large icebergs trajectories while sea ice trapping acts as a buffer delaying melting.

On the Steinmetz hysteresis law

The behavior of the Steinmetz coefficient has been described for several different materials: steels with 3.2% Si and 6.5% Si, MnZn ferrite and Ni-Fe alloys. It is shown that, for steels, the Steinmetz law achieves R(2)> 0.999 only between 0.3 and 1.2 T, which is the interval where domain wall movement dominates. The anisotropy of Steinmetz coefficient for non-oriented (NO) steel is also discussed. It is shown that for a NO 3.2% Si steel with a strong Goss component in texture, the power law coefficient and remanence decreases monotonically with the direction of measurement going from rolling direction (RD) to transverse direction (TD), although coercive field increased. The remanence behavior can be related to the minimization of demagnetizing field at the surface grains. The data appear to indicate that the Steinmetz coefficient increases as magnetocrystalline anisotropy constant decreases. (c) 2008 Elsevier B.V. All rights reserved.

Non-Equilibrium Reaction Rates in the Macroscopic Chemistry Method for DSMC Calculations

The Direct Simulation Monte Carlo (DSMC) method is used to simulate the flow of rarefied gases. In the Macroscopic Chemistry Method (MCM) for DSMC, chemical reaction rates calculated from local macroscopic flow properties are enforced in each cell. Unlike the standard total collision energy (TCE) chemistry model for DSMC, the new method is not restricted to an Arrhenius form of the reaction rate coefficient, nor is it restricted to a collision cross-section which yields a simple power-law viscosity. For reaction rates of interest in aerospace applications, chemically reacting collisions are generally infrequent events and, as such, local equilibrium conditions are established before a significant number of chemical reactions occur. Hence, the reaction rates which have been used in MCM have been calculated from the reaction rate data which are expected to be correct only for conditions of thermal equilibrium. Here we consider artificially high reaction rates so that the fraction of reacting collisions is not small and propose a simple method of estimating the rates of chemical reactions which can be used in the Macroscopic Chemistry Method in both equilibrium and non-equilibrium conditions. Two tests are presented: (1) The dissociation rates under conditions of thermal non-equilibrium are determined from a zero-dimensional Monte-Carlo sampling procedure which simulates ‘intra-modal’ non-equilibrium; that is, equilibrium distributions in each of the translational, rotational and vibrational modes but with different temperatures for each mode; (2) The 2-D hypersonic flow of molecular oxygen over a vertical plate at Mach 30 is calculated. In both cases the new method produces results in close agreement with those given by the standard TCE model in the same highly nonequilibrium conditions. We conclude that the general method of estimating the non-equilibrium reaction rate is a simple means by which information contained within non-equilibrium distribution functions predicted by the DSMC method can be included in the Macroscopic Chemistry Method.

The spectra of red quasars

We measure the spectral properties of a representative sub-sample of 187 quasars, drawn from the Parkes Half-Jansky, Flat-radio-spectrum Sample (PHFS). Quasars with a wide range of rest-frame optical/UV continuum slopes are included in the analysis: their colours range over 2 < B-K < 7. We present composite spectra of red and blue sub-samples of the PHFS quasars. and tabulate their emission line properties. The median Hbeta and [0 111] emission line equivalent widths of the red quasar sub-sample are a factor of ten weaker than those of the blue quasar sub-sample. No significant differences are seen between the equivalent width distributions of the C IV, C III] and Mg 11 lines. Both the colours and the emission line equivalent widths of the red quasars can be explained by the addition of a featureless red synchrotron continuum component to an otherwise normal blue quasar spectrum. The red synchrotron component must have a spectrum at least as red as a power-law of the form F-nu proportional to nu(-2.8). The relative strengths of the blue and red components span two orders of magnitude at rest-frame 500 nm. The blue component is weaker relative to the red component in low optical luminosity sources. This suggests that the fraction of accretion energy going into optical emission from the jet is greater in low luminosity quasars. This correlation between colour and luminosity may be of use in cosmological distance scale work. This synchrotron model does not, however, fit similar to10% of the quasars, which have both red colours and high equivalent width emission lines. We hypothesise that these red, strong-lined quasars have intrinsically weak Big Blue Bumps. There is no discontinuity in spectral properties between the BL Lac objects in our sample and the other quasars. BL Lac objects appear to be the red, low equivalent width tail of a continuous distribution. The synchrotron emission component only dominates the spectrum at longer wavelengths, so existing BL Lac surveys will be biased against high redshift objects. This will affect measurements of BL Lac evolution. The blue PHFS quasars have significantly higher equivalent width C IV, Hbeta and [0 111] emission than a matched sample of optically selected QSOs.