Multifractal regime transition in a modified minority game model

The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

Stability region bifurcations of nonlinear autonomous dynamical systems: Type-zero saddle-node bifurcations

The behavior of stability regions of nonlinear autonomous dynamical systems subjected to parameter variation is studied in this paper. In particular, the behavior of stability regions and stability boundaries when the system undergoes a type-zero sadle-node bifurcation on the stability boundary is investigated in this paper. It is shown that the stability regions suffer drastic changes with parameter variation if type-zero saddle-node bifurcations occur on the stability boundary. A complete characterization of these changes in the neighborhood of a type-zero saddle-node bifurcation value is presented in this paper. Copyright (C) 2010 John Wiley & Sons, Ltd.

Scaling of structures subject to impact loads when using a power law constitutive equation

It is well known that structures subjected to dynamic loads do not follow the usual similarity laws when the material is strain rate sensitive. As a consequence, it is not possible to use a scaled model to predict the prototype behaviour. In the present study, this problem is overcome by changing the impact velocity so that the model behaves exactly as the prototype. This exact solution is generated thanks to the use of an exponential constitutive law to infer the dynamic flow stress. Furthermore, it is shown that the adopted procedure does not rely on any previous knowledge of the structure response. Three analytical models are used to analyze the performance of the technique. It is shown that perfect similarity is achieved, regardless of the magnitude of the scaling factor. For the class of material used, the solution outlined has long been sought, inasmuch as it allows perfect similarity for strain rate sensitive structures subject to impact loads. (C) 2009 Elsevier Ltd. All rights reserved.

Rotation-discriminating template matching based on Fourier coefficients of radial projections with robustness to scaling and partial occlusion

We consider brightness/contrast-invariant and rotation-discriminating template matching that searches an image to analyze A for a query image Q We propose to use the complex coefficients of the discrete Fourier transform of the radial projections to compute new rotation-invariant local features. These coefficients can be efficiently obtained via FFT. We classify templates in ""stable"" and ""unstable"" ones and argue that any local feature-based template matching may fail to find unstable templates. We extract several stable sub-templates of Q and find them in A by comparing the features. The matchings of the sub-templates are combined using the Hough transform. As the features of A are computed only once, the algorithm can find quickly many different sub-templates in A, and it is Suitable for finding many query images in A, multi-scale searching and partial occlusion-robust template matching. (C) 2009 Elsevier Ltd. All rights reserved.

Mutually connected phase-locked loop networks: dynamical models and design parameters

Distribution of timing signals is an essential factor for the development of digital systems for telecommunication networks, integrated circuits and manufacturing automation. Originally, this distribution was implemented by using the master-slave architecture with a precise master clock generator sending signals to phase-locked loops (PLL) working as slave oscillators. Nowadays, wireless networks with dynamical connectivity and the increase in size and operation frequency of the integrated circuits suggest that the distribution of clock signals could be more efficient if mutually connected architectures were used. Here, mutually connected PLL networks are studied and conditions for synchronous states existence are analytically derived, depending on individual node parameters and network connectivity, considering that the nodes are nonlinear oscillators with nonlinear coupling conditions. An expression for the network synchronisation frequency is obtained. The lock-in range and the transmission error bounds are analysed providing hints to the design of this kind of clock distribution system.

Pitfalls driven by the sole use of local updates in dynamical

The recent claim that the exit probability (EP) of a slightly modified version of the Sznadj model is a continuous function of the initial magnetization is questioned. This result has been obtained analytically and confirmed by Monte Carlo simulations, simultaneously and independently by two different groups (EPL, 82 (2008) 18006; 18007). It stands at odds with an earlier result which yielded a step function for the EP (Europhys. Lett., 70 (2005) 705). The dispute is investigated by proving that the continuous shape of the EP is a direct outcome of a mean-field treatment for the analytical result. As such, it is most likely to be caused by finite-size effects in the simulations. The improbable alternative would be a signature of the irrelevance of fluctuations in this system. Indeed, evidence is provided in support of the stepwise shape as going beyond the mean-field level. These findings yield new insight in the physics of one-dimensional systems with respect to the validity of a true equilibrium state when using solely local update rules. The suitability and the significance to perform numerical simulations in those cases is discussed. To conclude, a great deal of caution is required when applying updates rules to describe any system especially social systems. Copyright (C) EPLA, 2011

Hydrostability and Scaling Up Molecular Sieve Silica (MSS) Membranes for H2/CO Separation in Fuel Cell Systems

MSS membranes are a good candidate for CO cleanup in fuel cell fuel processing systems due to their ability to selectively permeate H2 over CO via molecular sieving. Successfully scaled up tubular membranes were stable under dry conditions to 400°C with H2 permeance as high as 2 x 10-6 mol.m-2.s^-1.Pa^-1 at 200 degrees C and H2/CO selectivity up to 6.4, indicating molecular sieving was the dominant mechanism. A novel carbonised template molecular sieve silica (CTMSS) technology gave the scaled up membranes resilience in hydrothermal conditions up to 400 degrees C in 34% steam and synthetic reformate, which is required for use in fuel cell CO cleanup systems.

Gauge P-representations for quantum-dynamical problems: Removal of boundary terms

P-representation techniques, which have been very successful in quantum optics and in other fields, are also useful for general bosonic quantum-dynamical many-body calculations such as Bose-Einstein condensation. We introduce a representation called the gauge P representation, which greatly widens the range of tractable problems. Our treatment results in an infinite set of possible time evolution equations, depending on arbitrary gauge functions that can be optimized for a given quantum system. In some cases, previous methods can give erroneous results, due to the usual assumption of vanishing boundary conditions being invalid for those particular systems. Solutions are given to this boundary-term problem for all the cases where it is known to occur: two-photon absorption and the single-mode laser. We also provide some brief guidelines on how to apply the stochastic gauge method to other systems in general, quantify the freedom of choice in the resulting equations, and make a comparison to related recent developments.

Dynamical quantum noise in trapped Bose-Einstein condensates

We introduce the study of dynamical quantum noise in Bose-Einstein condensates through numerical simulation of stochastic partial differential equations obtained using phase-space representations. We derive evolution equations for a single trapped condensate in both the positive-P and Wigner representations and perform simulations to compare the predictions of the two methods. The positive-P approach is found to be highly susceptible to the stability problems that have been observed in other strongly nonlinear, weakly damped systems. Using the Wigner representation, we examine the evolution of several quantities of interest using from a variety of choices of initial stare for the condensate and compare results to those for single-mode models. [S1050-2947(98)06612-8].

Relative dispersions of intra-albumin transit times across rat and elasmobranch perfused livers, and implications for intra- and inter-species scaling of hepatic clearance using microsomal data

It is recognized that vascular dispersion in the liver is a determinant of high first-pass extraction of solutes by that organ. Such dispersion is also required for translation of in-vitro microsomal activity into in-vivo predictions of hepatic extraction for any solute. We therefore investigated the relative dispersion of albumin transit times (CV2) in the livers of adult and weanling rats and in elasmobranch livers. The mean and normalized variance of the hepatic transit time distribution of albumin was estimated using parametric non-linear regression (with a correction for catheter influence) after an impulse (bolus) input of labelled albumin into a single-pass liver perfusion. The mean +/- s.e. of CV2 for albumin determined in each of the liver groups were 0.85 +/- 0.20 (n = 12), 1.48 +/- 0.33 (n = 7) and 0.90 +/- 0.18 (n = 4) for the livers of adult and weanling rats and elasmobranch livers, respectively. These CV2 are comparable with that reported previously for the dog and suggest that the CV2 Of the liver is of a similar order of magnitude irrespective of the age and morphological development of the species. It might, therefore, be justified, in the absence of other information, to predict the hepatic clearances and availabilities of highly extracted solutes by scaling within and between species livers using hepatic elimination models such as the dispersion model with a CV2 of approximately unity.

Transport properties of strongly correlated metals: A dynamical mean-field approach

The temperature dependence of the transport properties of the metallic phase of a frustrated Hubbard model on the hypercubic lattice at half-filling is calculated. Dynamical mean-held theory, which maps the Hubbard model onto a single impurity,Anderson model that is solved self-consistently, and becomes exact in the limit of large dimensionality, is used. As the temperature increases there is a smooth crossover from coherent Fermi liquid excitations at low temperatures to incoherent excitations at high temperatures. This crossover leads to a nonmonotonic temperature dependence for the resistance, thermopower, and Hall coefficient, unlike in conventional metals. The resistance smoothly increases from a quadratic temperature dependence at low temperatures to large values which can exceed the Mott-Ioffe-Regel value ha/e(2) (where a is a lattice constant) associated with mean free paths less than a lattice constant. Further signatures of the thermal destruction of quasiparticle excitations are a peak in the thermopower and the absence of a Drude peak in the optical conductivity. The results presented here are relevant to a wide range of strongly correlated metals, including transition metal oxides, strontium ruthenates, and organic metals.

Galaxy threshing and the formation of ultracompact dwarf galaxies

Recent spectroscopic and morphological observational studies of galaxies around NGC 1399 in the Fornax Cluster have discovered several ultracompact dwarf galaxies with intrinsic sizes of similar to 100 pc and absolute B-band magnitudes ranging from -13 to -11 mag. In order to elucidate the origin of these enigmatic objects, we perform numerical simulations on the dynamical evolution of nucleated dwarf galaxies orbiting NGC 1399 and suffering from its strong tidal gravitational field. Adopting a plausible scaling relation for dwarf galaxies, we find that the outer stellar components of a nucleated dwarf are totally removed. This is due to them being tidally stripped over the course of several passages past the central region of NGC 1399. The nucleus, however, manages to survive. We also find that the size and luminosity of the remnant are similar to those observed for ultracompact dwarf galaxies, if the simulated precursor nucleated dwarf has a mass of similar to 10(8) M.. These results suggest that ultracompact dwarf galaxies could have previously been more luminous dwarf spheroidal or elliptical galaxies with rather compact nuclei.

Similitude applied to centrifugal scaling of unsaturated flow

Centrifuge experiments modeling single-phase flow in prototype porous media typically use the same porous medium and permeant. Then, well-known scaling laws are used to transfer the results to the prototype. More general scaling laws that relax these restrictions are presented. For permeants that are immiscible with an accompanying gas phase, model-prototype (i.e., centrifuge model experiment-target system) scaling is demonstrated. Scaling is shown to be feasible for Miller-similar (or geometrically similar) media. Scalings are presented for a more, general class, Lisle-similar media, based on the equivalence mapping of Richards' equation onto itself. Whereas model-prototype scaling of Miller-similar media can be realized easily for arbitrary boundary conditions, Lisle-similarity in a finite length medium generally, but not always, involves a mapping to a moving boundary problem. An exception occurs for redistribution in Lisle-similar porous media, which is shown to map to spatially fixed boundary conditions. Complete model-prototype scalings for this example are derived.

MULTIDIMENSIONAL SCALING OF MUSICAL TIME ESTIMATIONS

The aim of this study was to identify the psycho-musical factors that govern time evaluation in Western music from baroque, classic, romantic, and modern repertoires. The excerpts were previously found to represent variability in musical properties and to induce four main categories of emotions. 48 participants (musicians and nonmusicians) freely listened to 16 musical excerpts (lasting 20 sec. each) and grouped those that seemed to have the same duration. Then, participants associated each group of excerpts to one of a set of sine wave tones varying in duration from 16 to 24 sec. Multidimensional scaling analysis generated a two-dimensional solution for these time judgments. Musical excerpts with high arousal produced an overestimation of time, and affective valence had little influence on time perception. The duration was also overestimated when tempo and loudness were higher, and to a lesser extent, timbre density. In contrast, musical tension had little influence.