Power law and multiscaling properties of the Chinese stock market

We investigate the cumulative probability density function (PDF) and the multiscaling properties of the returns in the Chinese stock market. By using returns data adjusted for thin trading, we find that the distribution has power-law tails at shorter microscopic timescales or lags. However, the distribution follows an exponential law for longer timescales. Furthermore, we investigate the long-range correlation and multifractality of the returns in the Chinese stock market by the DFA and MFDFA methods. We find that all the scaling exponents are between 0.5 and 1 by DFA method, which exhibits the long-range power-law correlations in the Chinese stock market. Moreover, we find, by MFDFA method, that the generalized Hurst exponents h(q) are not constants, which shows the multifractality in the Chinese stock market. We also find that the correlation of Shenzhen stock market is stronger than that of Shanghai stock market.     

Detrended Fluctuation Analysis on Correlations of Complex Networks Under Attack and Repair Strategy

We analyze the correlation properties of the Erdos-Rényi random graph (RG) and the Barabási-Albert scale-free network (SF) under the attack and repair strategy with detrended fluctuation analysis (DFA). The maximum degree k representing the local property of the system, shows similar scaling behaviors for random graphs and scale-free networks. The fluctuations are quite random at short time scales but display strong anticorrelation at longer time scales under the same system size N and different repair probability pre. The average degree , revealing the statistical property of the system, exhibits completely different scaling behaviors for random graphs and scale-free networks. Random graphs display long-range power-law correlations. Scale-free networks are uncorrelated at short time scales; while anticorrelated at longer time scales and the anticorrelation becoming stronger with the increase of pre.     

Memory functions of the additive Markov chains: applications to complex dynamic systems

A new approach to describing correlation properties of complex dynamic systems with long-range memory based on a concept of additive Markov chains (Phys. Rev. E 68 (2003) 061107) is developed. An equation connecting the memory and correlation function of the system under study is presented. This equation allows reconstructing a memory function using a correlation function of the system. Effectiveness and robustness of the proposed method is demonstrated by simple model examples. Memory functions of concrete coarse-grained literary texts are found and their universal power-law behavior at long distances is revealed.     

Effects of quantization on detrended fluctuation analysis

Detrended fluctuation analysis(DFA) is a method foro estimating the long-range power-law correlation exponent in noisy signals.It has been used successfully in many different fields,especially in the research of physiological signals.As an inherent part of these studies,quantization of continuous signals is inevitable.In addition,coarse-graining,to transfer original signals into symbol series in symbolic dynamic analysis,can also be considered as a quantization-like operation.Therefore,it is worth considering whether the quantization of signal has any effect on the result of DFA and if so,how large the effect will be.In this paper we study how the quantized degrees for three types of noise series(anti-correlated,uncorrelated and long-range power-law correlated signals) affect the results of DFA and find that their effects are completely different.The conclusion has an essential value in choosing the resolution of data acquisition instrument and in the processing of coarse-graining of signals.     

Self-affine analysis of protein energy

We study the time series of the total energy of polypeptides and proteins. These time series were generated by molecular dynamics methods and analyzed by applying detrended fluctuation analysis to estimate the long-range power-law correlation, i.e. to measure scaling exponents α. Such exponents were calculated for all systems and their values follow environment conditions, i.e., they are temperature dependent and also, in a continuum medium approach, vary according to the dielectric constants (we simulated ?=2 and ?=80). The procedure was applied to investigate polyalanines, and other realistic models of proteins (Insect Defensin A and Hemoglobin). The present findings exhibit results that are consistent with previous ones obtained by other methodologies.     

用于α-Al2O3分子动力学模拟的长程Finnis-Sinclair势函数

用金属势函数描述氧化物是实现金属-氧化物界面分子动力学模拟的关键.基于此,通过拟合α-Al₂O₃的晶格能、晶格常数、弹性常数,获得了一套用于描述α-Al₂O₃的长程Finnis-Sinclair（F-S）势.通过与已报道的描述α-Al₂O₃的EAM势、Glue势和modified Matsui（m-Matsui）势的比较,结果达到或优于前人的结果.进而,在300 K的温度下对 关键词： 长程F-S势 2O₃')" href="#">α-Al₂O₃ 2O₃界面')" href="#">Fe-Al₂O₃界面 2O₃界面')" href="#">Al-Al₂O₃界面     

Temperature dependent ultrasonic properties of aluminium nitride

Hexagonal wurtzite structured aluminium nitride has been characterized by the theoretical calculation of ultrasonic attenuation, ultrasonic velocity, higher order elastic constants, thermal relaxation time, acoustic coupling constants and other related parameters in temperature range 200-800 K for wave propagation along the unique axis of the crystal. Higher order elastic constants of AlN at different temperatures are calculated using Lennard-Jones potential for the determination of ultrasonic attenuation. A decrease in ultrasonic velocity with temperature has been predicted, which is caused by reduction in higher order elastic constants with temperature. The temperature dependent ultrasonic properties have been discussed in correlation with higher order elastic constants, thermal relaxation time, thermal conductivity, acoustic coupling constants and thermal energy density. Anomalous behaviour of the attenuation is found at 400 K. On the basis of attenuation, the ductility and performance of AlN have been studied.     

Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes

We investigate how simultaneously recorded long-range power-law correlated multivariate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process and a two-component FIARCH process to generate coupled fractal signals with long-range power-law correlations which are at the same time long-range cross-correlated. We study how the degree of cross-correlations between these signals depends on the scaling exponents characterizing the fractal correlations in each signal and on the coupling between the signals. Our findings have relevance when studying parallel outputs of multiple component of physical, physiological and social systems.     

Domain wall roughness in epitaxial ferroelectric PbZr0.2Ti0.8O3 thin films

The static configuration of ferroelectric domain walls was investigated using atomic force microscopy on epitaxial PbZr(0.2)Ti(0.8)O(3) thin films. Measurements of domain wall roughness reveal a power-law growth of the correlation function of relative displacements B(L) alpha L(2zeta) with zeta approximately 0.26 at short length scales L, followed by an apparent saturation at large L. In the same films, the dynamic exponent mu was found to be approximately 0.6 from independent measurements of domain wall creep. These results give an effective domain wall dimensionality of d = 2.5, in good agreement with theoretical calculations for a two-dimensional elastic interface in the presence of random-bond disorder and long-range dipolar interactions.     

Method to characterize spinons as emergent elementary particles

We develop a technique to directly study spinons (emergent spin S=1/2 particles) in quantum spin models in any number of dimensions. The size of a spinon wave packet and of a bound pair (a triplon) are defined in terms of wave-function overlaps that can be evaluated by quantum Monte?Carlo simulations. We show that the same information is contained in the spin-spin correlation function as well. We illustrate the method in one dimension. We confirm that spinons are well-defined particles (have exponentially localized wave packet) in a valence-bond-solid state, are marginally defined (with power-law shaped wave packet) in the standard Heisenberg critical state, and are not well defined in an ordered Néel state (achieved in one dimension using long-range interactions).     

Elastic dipole interaction of point defects in a sphere of elastically anisotropic cubic material

The elastic field of centres of dilatation at arbitrary positions in a spherical specimen with cubic elastic constants is studied. The influence of the (free) boundary, which is of central importance due to the long-range nature of the elastic interaction, is included. For materials with small elastic anisotropy expansions in terms of vector spherical harmonics are obtained for the displacements due to one defect, as well as for the interaction energy of two defects. Infinite material expressions and surface contributions are given separately. The general treatment is exemplified by presenting explicit results for the case of hydrogen atoms dissolved in vanadium.     

The second and third order elastic constants of alkali metals

The second and third order elastic constants of the alkali metals have been calculated on the long wave method using the Heine-Abarenkov lacal model potential with different exchange-correlation corrections. It is found that the use of an exchange correlation correction which satisfies the compressibility sum rule leads to a good agreement between the calculated and measured second order elastic constants of the alkali metals Na, K, Rb and Cs. The shear elastic constants however come out correct even if the compressibility sum rule is violated by the exchange-correlation correction. The third order elastic constants and the pressure derivatives of the second order elastic constants and the pressure derivatives of the second order elastic constants calculated on the HA local potential are lower than the experimental values at room temperature. The discrepancy is pronounced for the heavier alkali metals. Similar calculations using the Wallace potential for Li, Na and K and the Schneider-Stoll potential for Rb give the pressure derivative in good agreement with experiment. In view of the important role by the exchange correlation correction, Suzuki's results calculated without taking this correction into account can only be accepted with some reservation.     

The static and elastic properties of mixed diatomic crystals

An interionic potential model has been proposed to study the static and elastic properties of mixed diatomic crystals. The interaction system of this potential consists of the long-range Coulomb and three-body interaction and the short-range overlap repulsion. This potential has been used to calculate the cohesive energy, phase-transition pressure and volume, third-order elastic constants and pressure derivatives of the effective second-order elastic constants for NaCl-NaBr mixed crystals. These results agree reasonably well with the available experimental results on the host crystals and allow us to draw some meaningful conclusions for the mixed alkali halide crystals.     

Theory of thermal conductivity in the disordered electron liquid

We study thermal conductivity in the disordered two-dimensional electron liquid in the presence of long-range Coulomb interactions. We describe a microscopic analysis of the problem using the partition function defined on the Keldysh contour as a starting point. We extend the renormalization group (RG) analysis developed for thermal transport in the disordered Fermi liquid and include scattering processes induced by the long-range Coulomb interaction in the sub-temperature energy range. For the thermal conductivity, unlike for the electrical conductivity, these scattering processes yield a logarithmic correction that may compete with the RG corrections. The interest in this correction arises from the fact that it violates the Wiedemann–Franz law. We checked that the sub-temperature correction to the thermal conductivity is not modified either by the inclusion of Fermi liquid interaction amplitudes or as a result of the RG flow. We therefore expect that the answer obtained for this correction is final. We use the theory to describe thermal transport on the metallic side of the metal–insulator transition in Si MOSFETs.     

Optimizing delays in the MBOB,broadband HMBC,and broadband XLOC NMR pulse sequences

The MBOB, broadband HMBC, and broadband XLOC NMR pulse sequences (A. Meissner and O. W. S?rensen (2000, Magn. Reson. Chem. 38, 981-984; 2001, 39, 49-52)) were introduced as a means of obtaining heteronuclear long-range correlation spectra with broadband excitation over an interval of heteronuclear long-range J coupling constants. However, it is not trivial what combination of delays to choose for a given purpose, particularly if one-bond and long-range correlation spectra are obtained simultaneously as in MBOB. This paper presents a way to determine sets of delays for MBOB, broadband HMBC, and broadband XLOC resolving the problem. The results tabulated suit various ranges of J coupling constants and transverse relaxation times.     

Elastic properties of alkaline earth oxides under high pressure

In this article, we have investigated the high-pressure structural phase transition of alkaline earth oxides using the three-body potential (TBP) model. Phase transition pressures are associated with elastic constants. An effective inter-ionic interaction potential (TBP) with long-range Coulomb interactions and the Hafemeister–Flygare type short-range overlap repulsion and the vdWl interaction is developed. The present calculations have revealed reasonably good agreement with the available experimental data on structural transition (B1–B2 structure). The phase transition pressures Pt of MgO, CaO, SrO, and BaO occur at 220, 45, 40, and 100?GPa, respectively. Further, the variations of the second-order elastic constants with pressure have followed a systematic trend, which are almost identical to those exhibited by the observed data measured for other semiconducting compounds with rocksalt (B1)-type crystal structure. It is found that TBP promises that we would be able to predict phase transition pressure and elastic constants for other chalcogenides as well. The results may be useful for geophysical study.     

Interaction between free boundaries and domain walls in ferroelastics

We study the relaxation of ferroelastic domain walls in the vicinity of a free surface, by means of a nonlinear continuum elastic model treated with finite elements on an adaptive grid. Domain walls bend towards the free surface, as a consequence of the interplay of the energy per unit length of the domain wall and the long-range elastic strains which are generated by deviations from the prescribed compatible orientation. We also analyze the order parameter on the free surface. For walls orthogonal to the free surface we find, in accordance with previous studies, a double-peak structure. For different angles the picture is more complex, and in some cases only one small peak survives.Received: 14 July 2004, Published online: 21 October 2004PACS: 68.35.Gy Mechanical properties; surface strains - 61.72.Mm Grain and twin boundaries - 62.20.Dc Elasticity, elastic constants     

3D HSQC-HSQMBC--increasing the resolution of long-range proton-carbon correlation experiments

A 3D HSQC-HSQMBC experiment is proposed for increasing the separation of proton-carbon long-range correlation cross peaks, the lack of which is occasionally seen in corresponding 2D experiments. It is aimed at complex molecules with many protonated carbons exhibiting a narrow spread of 13C chemical shifts e.g., complex carbohydrates. It does not yield long-range correlation of quaternary carbons. An extra indirectly detected 1H dimension of this experiment provides additional separation of long-range correlation cross peaks by utilising the chemical shifts of protons directly attached to 13C. Evolution of single-quantum coherences throughout the entire pulse sequence ensures that the cross peaks are inphase pure absorption singlets in both indirectly detected dimensions, thus maximising the resolution and sensitivity of the experiment. Partial signal cancellation can be expected due to the antiphase character of peaks in the directly detected dimension. The intensity of cross peaks depends on the length of a single long-range evolution interval and values of both active and passive long-range coupling constants of each carbon. The 3D HSQC-HSQMBC experiment provided high quality long-range correlation spectra of a 2 mg pentasaccharide sample in 27 h. The technique can also be used for measurement of long-range heteronuclear coupling constants from pure antiphase multiplets in the directly detected dimension.     

无序度对一维长程关联无序系统中局域化-退局域化转变的影响

对长程幂律关联能量序列进行了修正,使其能体现出无序度在一维长程关联无序系统中的影响,并利用重正化群方法,计算了能反映该系统局域化-退局域化转变的Lyapunov指数.结果表明,在由于关联指数p的影响而在系统中出现的局域化向退局域化的转变中,无序度起着相反的作用.当关联指数p一定而无序度W增大时,系统中心能区范围内由于长程关联而引起的扩展态逐渐向局域态转变.当无序度W增大到某一临界值W_c时,系统中所有本征态均转变为局 关键词： 长程关联 Lyapunov指数 无序度 局域化-退局域化转变     

Complete mode identification for resonance ultrasound spectroscopy

This study is devoted to deducing exact elastic constants of an anisotropic solid material without using any advance information on the elastic constants by incorporating a displacement-distribution measurement into resonant ultrasound spectroscopy (RUS). The usual RUS method measures free-vibration resonance frequencies of a solid and compares them with calculations to find the most suitable set of elastic constants by an inverse calculation. This comparison requires mode identification for the measured resonance frequencies, which has been difficult and never been free from ambiguity. This study then adopts a laser-Doppler interferometer to measure the displacement-distribution patterns on a surface of the vibrating specimen mounted on pinducers; comparison of the measured displacement distributions with those computed permits us to correctly identify the measured resonance frequencies, leading to unmistakable determination of elastic constants. Because the displacement patterns are hardly affected by the elastic constants, an exact answer is surely obtained even when unreasonable elastic constants are used as initial guesses at the beginning of the inverse calculation. The usefulness of the present technique is demonstrated with an aluminum alloy and a langasite crystal.