Scaling investigation for the dynamics of charged particles in an electric field accelerator

Some dynamical properties of an ensemble of trajectories of individual (non-interacting) classical particles of mass m and charge q interacting with a time-dependent electric field and suffering the action of a constant magnetic field are studied. Depending on both the amplitude of oscillation of the electric field and the intensity of the magnetic field, the phase space of the model can either exhibit: (i) regular behavior or (ii) a mixed structure, with periodic islands of regular motion, chaotic seas characterized by positive Lyapunov exponents, and invariant Kolmogorov-Arnold-Moser curves preventing the particle to reach unbounded energy. We define an escape window in the chaotic sea and study the transport properties for chaotic orbits along the phase space by the use of scaling formalism. Our results show that the escape distribution and the survival probability obey homogeneous functions characterized by critical exponents and present universal behavior under appropriate scaling transformations. We show the survival probability decays exponentially for small iterations changing to a slower power law decay for large time, therefore, characterizing clearly the effects of stickiness of the islands and invariant tori. For the range of parameters used, our results show that the crossover from fast to slow decay obeys a power law and the behavior of survival orbits is scaling invariant. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4772997]

Four-Boson Systems Close to a Universal Regime

Universal properties of weakly-bound four-boson systems near the scaling limit are discussed by considering recent results obtained from the solution of Faddeev-Yakubovsky (FY) equations, which confirm a previous conjecture on a four-body scale dependence. In the present contribution, within a discussion on our numerical results obtained for the binding energies of two consecutive tetramer states, we are analyzing the relative relevance of the two possible configurations of the four-body system. © 2013 Springer-Verlag Wien.

Dynamical properties of a dissipative discontinuous map: A scaling investigation

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Scaling relations between trabecular bone volume fraction and microstructure at different skeletal sites

In this study, we investigated the scaling relations between trabecular bone volume fraction (BV/TV) and parameters of the trabecular microstructure at different skeletal sites. Cylindrical bone samples with a diameter of 8mm were harvested from different skeletal sites of 154 human donors in vitro: 87 from the distal radius, 59/69 from the thoracic/lumbar spine, 51 from the femoral neck, and 83 from the greater trochanter. μCT images were obtained with an isotropic spatial resolution of 26μm. BV/TV and trabecular microstructure parameters (TbN, TbTh, TbSp, scaling indices (< > and σ of α and αz), and Minkowski Functionals (Surface, Curvature, Euler)) were computed for each sample. The regression coefficient β was determined for each skeletal site as the slope of a linear fit in the double-logarithmic representations of the correlations of BV/TV versus the respective microstructure parameter. Statistically significant correlation coefficients ranging from r=0.36 to r=0.97 were observed for BV/TV versus microstructure parameters, except for Curvature and Euler. The regression coefficients β were 0.19 to 0.23 (TbN), 0.21 to 0.30 (TbTh), −0.28 to −0.24 (TbSp), 0.58 to 0.71 (Surface) and 0.12 to 0.16 (<α>), 0.07 to 0.11 (<αz>), −0.44 to −0.30 (σ(α)), and −0.39 to −0.14 (σ(αz)) at the different skeletal sites. The 95% confidence intervals of β overlapped for almost all microstructure parameters at the different skeletal sites. The scaling relations were independent of vertebral fracture status and similar for subjects aged 60–69, 70–79, and >79years. In conclusion, the bone volume fraction–microstructure scaling relations showed a rather universal character.

One size fits all: stability of metabolic scaling under warming and ocean acidification in echinoderms

Responses by marine species to ocean acidification (OA) have recently been shown to be modulated by external factors including temperature, food supply and salinity. However the role of a fundamental biological parameter relevant to all organisms, that of body size, in governing responses to multiple stressors has been almost entirely overlooked. Recent consensus suggests allometric scaling of metabolism with body size differs between species, the commonly cited 'universal' mass scaling exponent (b) of ¾ representing an average of exponents that naturally vary. One model, the Metabolic-Level Boundaries hypothesis, provides a testable prediction: that b will decrease within species under increasing temperature. However, no previous studies have examined how metabolic scaling may be directly affected by OA. We acclimated a wide body-mass range of three common NE Atlantic echinoderms (the sea star Asterias rubens, the brittlestars Ophiothrix fragilis and Amphiura filiformis) to two levels of pCO2 and three temperatures, and metabolic rates were determined using closed-chamber respirometry. The results show that contrary to some models these echinoderm species possess a notable degree of stability in metabolic scaling under different abiotic conditions; the mass scaling exponent (b) varied in value between species, but not within species under different conditions. Additionally, we found no effect of OA on metabolic rates in any species. These data suggest responses to abiotic stressors are not modulated by body size in these species, as reflected in the stability of the metabolic scaling relationship. Such equivalence in response across ontogenetic size ranges has important implications for the stability of ecological food webs.

An universal system to de-orbit satellites at end of life

A 3-year Project financed by the European Commission is aimed at developing a universal system to de-orbit satellites at their end of life, as a fundamental contribution to limit the increase of debris in the Space environment. The operational system involves a conductive tapetether left bare to establish anodic contact with the ambient plasma as a giant Langmuir probe. The Project will size the three disparate dimensions of a tape for a selected de-orbit mission and determine scaling laws to allow system design for a general mission. Starting at the second year, mission selection is carried out while developing numerical codes to implement control laws on tether dynamics in/off the orbital plane; performing numerical simulations and plasma chamber measurements on tether-plasma interaction; and completing design of subsystems: electronejecting plasma contactor, power module, interface elements, deployment mechanism, and tether-tape/end-mass. This will be followed by subsystems manufacturing and by currentcollection, free-fall, and hypervelocity impact tests.

Universal duality in a Luttinger liquid coupled to a generic environment

We study a Luttinger liquid (LL) coupled to a generic environment consisting of bosonic modes with arbitrary density-density and current-current interactions. The LL can be either in the conducting phase and perturbed by a weak scatterer or in the insulating phase and perturbed by a weak link. The environment modes can also be scattered by the imperfection in the system with arbitrary transmission and reflection amplitudes. We present a general method of calculating correlation functions under the presence of the environment and prove the duality of exponents describing the scaling of the weak scatterer and of the weak link. This duality holds true for a broad class of models and is sensitive to neither interaction nor environmental modes details, thus it shows up as the universal property. It ensures that the environment cannot generate new stable fixed points of the renormalization group flow. Thus, the LL always flows toward either conducting or insulating phase. Phases are separated by a sharp boundary which is shifted by the influence of the environment. Our results are relevant, for example, for low-energy transport in (i) an interacting quantum wire or a carbon nanotube where the electrons are coupled to the acoustic phonons scattered by the lattice defect; (ii) a mixture of interacting fermionic and bosonic cold atoms where the bosonic modes are scattered due to an abrupt local change of the interaction; (iii) mesoscopic electric circuits.

Universal critical behavior of the two-dimensional Ising spin glass

We use finite size scaling to study Ising spin glasses in two spatial dimensions. The issue of universality is addressed by comparing discrete and continuous probability distributions for the quenched random couplings. The sophisticated temperature dependency of the scaling fields is identified as the major obstacle that has impeded a complete analysis. Once temperature is relinquished in favor of the correlation length as the basic variable, we obtain a reliable estimation of the anomalous dimension and of the thermal critical exponent. Universality among binary and Gaussian couplings is confirmed to a high numerical accuracy.

Measurement of the radiation energy in the radio signal of extensive air showers as a universal estimator of cosmic-ray energy.

We measure the energy emitted by extensive air showers in the form of radio emission in the frequency range from 30 to 80 MHz. Exploiting the accurate energy scale of the Pierre Auger Observatory, we obtain a radiation energy of 15.8 +/- 0.7 (stat) +/- 6.7 (syst) MeV for cosmic rays with an energy of 1 EeV arriving perpendicularly to a geomagnetic field of 0.24 G, scaling quadratically with the cosmic-ray energy. A comparison with predictions from state-of-the-art first-principles calculations shows agreement with our measurement. The radiation energy provides direct access to the calorimetric energy in the electromagnetic cascade of extensive air showers. Comparison with our result thus allows the direct calibration of any cosmic-ray radio detector against the well-established energy scale of the Pierre Auger Observatory.

The SHIVir Survey: A Dynamical Catalogue of Virgo Cluster Galaxies and their Scaling Relations

By virtue of its proximity and richness, the Virgo galaxy cluster is a perfect testing ground to expand our understanding of structure formation in the Universe. Here, we present a comprehensive dynamical catalogue based on 190 Virgo cluster galaxies (VCGs) in the "Spectroscopy and H-band Imaging of the Virgo cluster" (SHIVir) survey, including kinematics and dynamical masses. Spectroscopy collected over a multi-year campaign on 4-8m telescopes was joined with optical and near-infrared imaging to create a cosmologically-representative overview of parameter distributions and scaling relations describing galaxy evolution in a rich cluster environment. The use of long-slit spectroscopy has allowed the extraction and systematic analysis of resolved kinematic profiles: Halpha rotation curves for late-type galaxies (LTGs), and velocity dispersion profiles for early-type galaxies (ETGs). The latter are shown to span a wide range of profile shapes which correlate with structural, morphological, and photometric parameters. A study of the distributions of surface brightnesses and circular velocities for ETGs and LTGs considered separately show them all to be strongly bimodal, hinting at the existence of dynamically unstable modes where the baryon and dark matter fractions may be comparable within the inner regions of galaxies. Both our Tully-Fisher relation for LTGs and Fundamental Plane analysis for ETGs exhibit the smallest scatter when a velocity metric probing the galaxy at larger radii (where the baryonic fraction becomes sub-dominant) is used: rotational velocity measured in the outer disc at the 23.5 i-mag arcsec^{-2} level, and velocity dispersion measured within an aperture of 2 effective radii, respectively. Dynamical estimates for gas-poor and gas-rich VCGs are merged into a joint analysis of the stellar-to-total mass relation (STMR), stellar TFR, and Mass-Size relation. These relations are all found to contain strong bimodalities or dichotomies between the ETG and LTG samples, alluding to a "mixed scenario'' evolutionary sequence between morphological/dynamical classes that involves both quenching and dry mergers. The unmistakable differentiation between these two galaxy classes appears robust against different classification schemes, and supports the notion that they are driven by different evolutionary histories. Future observations using integral field spectroscopy and including lower-mass galaxies should solidify this hypothesis.

The influence of instructions and body-scaling as constraints on decision-making processes in team sports

Team games conceptualized as dynamical systems engender a view of emergent decision-making behaviour under constraints, although specific effects of instructional and body-scaling constraints have yet to be verified empirically. For this purpose, we studied the effects of task and individual constraints on decision-making processes in basketball. Eleven experienced female players performed 350 trials in 1 vs. 1 sub-phases of basketball in which an attacker tried to perturb the stable state of a dyad formed with a defender (i.e. break the symmetry). In Experiment 1, specific instructions (neutral, risk taking or conservative) were manipulated to observe effects on emergent behaviour of the dyadic system. When attacking players were given conservative instructions, time to cross court mid-line and variability of the attacker's trajectory were significantly greater. In Experiment 2, body-scaling of participants was manipulated by creating dyads with different height relations. When attackers were considerably taller than defenders, there were fewer occurrences of symmetry-breaking. When attackers were considerably shorter than defenders, time to cross court mid-line was significantly shorter than when dyads were composed of athletes of similar height or when attackers were considerably taller than defenders. The data exemplify how interacting task and individual constraints can influence emergent decision-making processes in team ball games.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

A review of the economic consequences of a policy of universal leucodepletion as compared to existing practices

Leucodepletion, the removal of leucocytes from blood products improves the safety of blood transfusion by reducing adverse events associated with the incidental non-therapeutic transfusion of leucocytes. Leucodepletion has been shown to have clinical benefit for immuno-suppressed patients who require transfusion. The selective leucodepletion of blood products by bed side filtration for these patients has been widely practiced. This study investigated the economic consequences in Queensland of moving from a policy of selective leucodepletion to one of universal leucodepletion, that is providing all transfused patients with blood products leucodepleted during the manufacturing process. Using an analytic decision model a cost-effectiveness analysis was conducted. An ICER of $16.3M per life year gained was derived. Sensitivity analysis found this result to be robust to uncertainty in the parameters used in the model. This result argues against moving to a policy of universal leucodepletion. However during the course of the study the policy decision for universal leucodepletion was made and implemented in Queensland in October 2008. This study has concluded that cost-effectiveness is not an influential factor in policy decisions regarding quality and safety initiatives in the Australian blood sector.