Qualitative assessment of gene expression in affymetrix genechip arrays

Affymetrix Genechip microarrays are used widely to determine the simultaneous expression of genes in a given biological paradigm. Probes on the Genechip array are atomic entities which by definition are randomly distributed across the array and in turn govern the gene expression. In the present study, we make several interesting observations. We show that there is considerable correlation between the probe intensities across the array which defy the independence assumption. While the mechanism behind such correlations is unclear, we show that scaling behavior and the profiles of perfect match (PM) as well as mismatch (MM) probes are similar and immune-to-background subtraction. We believe that the observed correlations are possibly an outcome of inherent non-stationarities or patchiness in the array devoid of biological significance. This is demonstrated by inspecting their scaling behavior and profiles of the PM and MM probe intensities obtained from publicly available Genechip arrays from three eukaryotic genomes, namely: Drosophila melanogaster (fruit fly), Homo sapiens (humans) and Mus musculus (house mouse) across distinct biological paradigms and across laboratories, with and without background subtraction. The fluctuation functions were estimated using detrended fluctuation analysis (DFA) with fourth-order polynomial detrending. The results presented in this study provide new insights into correlation signatures of PM and MM probe intensities and suggests the choice of DFA as a tool for qualitative assessment of Affymetrix Genechip microarrays prior to their analysis. A more detailed investigation is necessary in order to understand the source of these correlations.     

Critical Behaviors and Finite-Size Scaling of Principal Fluctuation Modes in Complex Systems

Complex systems consisting of N agents can be investigated from the aspect of principal fluctuation modes of agents. From the correlations between agents, an N×N correlation matrix C can be obtained. The principal fluctuation modes are defined by the eigenvectors of C. Near the critical point of a complex system, we anticipate that the principal fluctuation modes have the critical behaviors similar to that of the susceptibity. With the Ising model on a two-dimensional square lattice as an example, the critical behaviors of principal fluctuation modes have been studied. The eigenvalues of the first 9 principal fluctuation modes have been invesitigated. Our Monte Carlo data demonstrate that these eigenvalues of the system with size L and the reduced temperature t follow a finite-size scaling form λ_n(L, t)=L^γ/ν f_n(tL^1/ν), where γ is critical exponent of susceptibility and ν is the critical exponent of the correlation length. Using eigenvalues λ₁, λ₂ and λ₆, we get the finite-size scaling form of the second moment correlation length ξ(L, t)=Lξ(tL^1/ν). It is shown that the second moment correlation length in the two-dimensional square lattice is anisotropic.     

Influence of the Parameters of a Random Medium on the Characteristics of Transient Reflections

Based on the invariant imbedding method, we study numerically the statistical characteristics of the kernel of the backscattering operator in the case of normal incidence of a plane wave on a one-dimensional random medium with strong fluctuation intensities and various correlation radii of the irregularities. The local reflection coefficient of the medium is modelled by a centered Gaussian process with an exponential correlation function. The first eight one-point cumulants and the correlation functions of delta-pulse reflection are considered and the fluctuation phenomena are analyzed. The transition to the diffusion scattering regime is studded, and the numerical results are compared with the known analytical solutions.     

Intensities and correlations in two-mode lasers near threshold

Static photon intensities and correlations, intensity linewidths, and transient behaviour of a two-mode laser near and between the modes' thresholds have been calculated as functions of external pumping, of the coupling strength between the modes, and of detuning. Several curves, summarizing our results, are reported and discussed.     

Locally Resolving Measurements of PSD,Particle Concentration and Particle Velocity by Means of TFS with Dual Beams

Transmission fluctuation spectrometry with spatial correlation (TFS‐SC) is based on transmitting two beams of radiation through a flowing suspension, whereby the distance of the beam centers is varied. Thus, the spatial correlation of the transmission fluctuations of the two beams is determined as a function of the beam distance. By numerical modeling, the transition functions of the correlation are found as a function of beam distance, beam diameters, particle diameter and beam intersection angle. Experimentally determined spatial correlation spectra can be inverted to obtain the particle concentration and particle size distribution by using the theoretical transition functions for mono‐sized particles. In addition, time correlations can be used to extract information on particle velocity. Some experimental results obtained by TFS‐SC are presented and discussed. This method appears promising for application in the local resolving of measurements of PSD, particle concentration and particle velocity in two‐phase flows, both in the laboratory and in process control.     

Dynamical properties of colloidal systems: II. Correlation- and response functions

For systems of interacting Brownian particles a Fokker-Planck equation is derived for the probability distribution function of the concentration fluctuations, using assumption of a Gaussian static distribution function. The drift- and the diffusion term are determined by static correlation functions. By this approach specific properties of different systems as e.g., suspensions of charged spherical particles or chain polymers are taken into account. Although the diffusion term is fluctuation dependent the properties of detailed balance and both fluctuation dissipation theorems are satisfied. Using the formalism of Martin, Siggia and Rose, Dyson- and vertex-equations for the two-particle correlation functions are derived. An explicit calculation of these functions, together with related quantities as the dynamic structure factor, and of the diffusion coefficients, is given in a mean-field approximation. The results are compared with several earlier theories, which were developed for specific systems.     

Spin modes and layer magnetization for surface and impurity layer embedded in a ferromagnet

A theoretical study is made for the role of an impurity layer embedded within a semi-infinite ferromagnet in determining the spectra of (0 0 1) surface spin waves and the layer magnetization for the surface and impurity layer. The calculations are described using simultaneously a closed form of the spin-wave Green's function and the matching procedure in the random-phase approximation. Analytic expressions for the Green's functions are also derived in a low-temperature spin-wave approximation. The theoretical approach determines the bulk and evanescent spin fluctuation fields in the two-dimensional plane normal to the surface. The results are used to calculate the energies of localized modes associated with the impurity layer as well as with the surface. Numerical examples of the modes are given and they are found to exhibit various effects due to the interplay between the impurity layer and surface modes. The results derived from the dynamic correlation functions between a pair of spin operators at any two sites are employed to evaluate the spin deviation in the ferromagnet due to the localized modes associated with the surface and with the impurity layer obtained by means of the matching procedure. The correlation functions and the layer magnetization are then illustrated as function of the impurity layer distance from the surface for a given temperature.     

序参量守恒系统中空间相关的界面生长

用重整化群方法分析了序参量守恒系统在空间关联下的界面生长行为。得到了标度指数x和z作为空间维数d和相关指数ρ的函数。结果表明,序参量守恒条件使生长弛豫时间增长,空间相关使生长表面粗化。并与E.Medina等人和T.Sun等人的结果作了比较。 关键词：     

基于复杂网络的时间序列双变量相关性波动研究

为了研究具有时间序列特征的双变量之间相关性的波动规律, 本文选取国际原油期货价格和中国大庆原油现货价格作为样本数据, 借鉴统计物理学的方法进行研究.运用粗粒化方法建立了相关性波动模态, 并利用复杂网络理论和分析方法对双变量相关性波动模态的统计、变化规律及其演化机理三个问题进行了分析.结果显示, 双变量相关性波动模态分布具有幂律性、群簇性和周期性, 相关性波动主要通过少数几种模态进行传递和演化.这些研究成果不仅可以作为双变量间相关性波动研究的方法, 也为不同变量间相关性波动一般规律的研究提供了思路.     

Anomalous scaling of a passive scalar in turbulence and in equilibrium

We analyze the multipoint correlation functions of a tracer in an incompressible flow at scales far exceeding the scale L at which fluctuations are generated (quasiequilibrium domain) and compare them with the correlation functions at scales smaller than L (turbulence domain). We demonstrate that scale invariance can be broken in the equilibrium domain and trace this breakdown to the statistical integrals of motion (zero modes) as has been done before for turbulence. Employing the Kraichnan model of short-correlated velocity we identify the new type of zero modes, which break scale invariance and determine an anomalously slow decay of correlations at large scales.     

Calculations of ferromagnetic surface dynamics using the Green's functions theory and matching procedure

A Heisenberg model is employed to study the spin fluctuation dynamics on a (001) ferromagnetic surface using a new theoretical formalism. The solution of the full magnetic problem arising from the absence of magnetic translation symmetry in one dimension due to the presence of a magnetic surface is presented. The calculations are described using simultaneously a closed form of the spin-wave Green's function and the matching procedure in the random-phase approximation. Analytic expressions for the Green's functions are also derived in a low-temperature spin-wave approximation. The theoretical approach determines the bulk and evanescent spin fluctuation fields in the two dimensional plane normal to the surface. The results are used to calculate the localised modes of magnons associated with the surface. Numerical examples of the modes are given and they are found to exhibit various effects due to the interplay between the bulk and surface modes. It is shown that there may be surface spin-waves that decay in amplitude with distance into the bulk domain. Also the bulk spin fluctuations field as well as the magnons localised at the surface depend on the nature of the bulk-surface coupling exchange. The unstable surface magnetic configurations are illustrated and discussed. The results derived from the dynamic correlation functions between a pair of spin operators at any two sites are employed to evaluate the spin deviation in the ferromagnet due to localised surface modes obtained by the matching procedure as a function of temperature. Received 21 April 2002 / Received in final form 25 October 2002 Published online 14 March 2003     

Chiral random matrix theory and effective theories of QCD

The correlations of the QCD Dirac eigenvalues are studied with use of an extended chiral random matrix model. The inclusion of spatial dependence which the orginal model lacks enables us to investigate the effects of diffusion modes. We get analytical expressions of level correlation functions with non-universal behavior caused by diffusion modes which is characterized by Thouless energy. Pion mode is shown to be responsible for these diffusion effects when QCD vacuum is considered a disorderd medium.     

Long-range correlations and generic scale invariance in classical fluids and disordered electron systems

Long-ranged, or power-law, behavior of correlation functions in both space and time is discussed for classical systems and for quantum systems at finite temperature, and is compared with the corresponding behavior in quantum systems at zero temperature. The origin of the long-ranged correlations is explained in terms of soft modes. In general, correlations at zero temperature are of longer range than their finite-temperature or classical counterparts. This phenomenon is due to additional soft modes that exist at zero temperature.     

Molecular dynamics simulations of the orientational motion of liquid chloroform at 298 K and 220K

Molecular dynamics simulations of liquid chloroform at 298 K and 220 K, using established optimized potential parameters and run on single-processor workstations, are employed to compute the first- and second-order Legendre polynomial, single-molecule orientational correlation functions describing the tumbling motion of the carbon-hydrogen bond direction. The results of the simulated Raman correlation functions compare well with their experimental counterparts from previously reported Fourier-transformed band contours of two totally symmetric vibration-rotation modes of the liquid. Simulated angular momentum, angular velocity, and intermolecular torque correlation functions are shown, and helped to characterize the insignificance of free orientational mobility within the system. Perturbation effects from rotation-vibration interaction and collision-induced intensities are present, but their effects on the correlation results are not sufficiently high to be of major significance.     

Spectral and network methods in the analysis of correlation matrices of stock returns

Correlation matrices inferred from stock return time series contain information on the behaviour of the market, especially on clusters of highly correlating stocks. Here we study a subset of New York Stock Exchange (NYSE) traded stocks and compare three different methods of analysis: (i) spectral analysis, i.e. investigation of the eigenvalue-eigenvector pairs of the correlation matrix, (ii) asset trees, obtained by constructing the maximal spanning tree of the correlation matrix, and (iii) asset graphs, which are networks in which the strongest correlations are depicted as edges. We illustrate and discuss the localisation of the most significant modes of fluctuation, i.e. eigenvectors corresponding to the largest eigenvalues, on the asset trees and graphs.     

Gas-Fluid and Fluid-Solid Phase Instability for Restricted Primitive Model

By considering the fluctuation of grand potential Ω around equilibrium with respect to small one-particle density fluctuations δρ_α\vec{r}, the phase instability of restricted primitive model (RPM) of ionic systems is investigated. We use the integral equation theory to calculate the direct correlation functions in the reference hypernetted chainapproximation and obtain the spinodal line of RPM. Our analysis explicitly indicates that the gas-fluid phase instability is induced by k=0 fluctuation mode, while the fluid-solid phase instability is related to k≠0 fluctuation modes. The spinodal line isqualitatively consistent with the result of computer simulations by others.     

Statistical dynamics of conserved densities for the hard-sphere Lorentz gas

The statistical dynamics of a particle scattered by randomly positioned stationary hard spheres are investigated. We examine the somewhat unusual long-wavelength, low-frequency fluctuation spectra resulting from the existence of an infinite set of mutually coupled conserved densities of which the number density and energy density are two members. The analytically soluble infinite-mode correlation functions are compared with the corresponding functions obtained by truncating the set of slow modes at successively increasing orders. Furthermore, we evaluate the long-wavelenght number density autocorrelation function for a fixed speed, υ₀, in terms of a frequency-dependent diffusivity D(ω;υ₀) and obtain the fluctuation spectra of all conserved densities by an additional velocity average with the appropriate canonical weights. The effect of the frequency-dependent diffusivity D(ω;υ₀) on the density fluctuation spectra at frequencies small compared to the mean collision frequency is elucidated.     

Collective Excitations of Finite‐Temperature Nano Plasmas

Electron density fluctuations as well as current density correlations are considered for excited nano plasmas. Calculations are performed by classical MD simulations at high temperatures for expanding nearly spherical clusters of laser irradiated sodium atoms. The resonance structures observed in the frequency spectrum of the bi‐local correlation functions are analyzed. Mie modes and volume plasmon type excitations are observed as well as breathing modes. We investigate the relation between the bi‐local correlation functions of the electron density fluctuations and current density via the equation of continuity.The collective excitations are of significance for the dielectric function and further properties such as the photo absorption coefficients. Results are presented for an exemplarily taken set of parameter values of the nano plasma (© 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

The near field correlation spectrum of a metallic film

The spatial two-point coherence function of the thermal radiation field at subwave-distance from a metallic film is calculated within fluctuation electrodynamics. Long-range oscillations as a function of lateral separation are seen; we interpret their features by comparing to the dispersion relations of surface plasmon polariton modes on the thin film. The hybridization of the surface modes on the top and bottom interfaces leads to a beatnote in the field correlations, for specific detector setups.     

单模激光系统输入信号后的稳态平均光强相对涨落

研究了具有实虚部间关联的量子噪声和抽运噪声驱动的单模激光系统输入信号后的统计性质,采用线性化近似方法计算了系统的稳态平均光强相对涨落,分析了量子噪声实虚部间关联系数、量子噪声强度、抽运噪声强度、输入信号振幅和频率、净增益等对稳态平均光强相对涨落的影响,发现在量子噪声实虚部间弱关联、小噪声、远离阚值、信号振幅不大和频率较高的条件下激光场的统计涨落较小。