Variation dynamics of the complex topology of a seismicity network

Reduction in the scaling exponent of the frequency-magnitude power law of regional seismic activity as a precursor to sizable earthquakes has been widely documented and debated. Recently, postulation based on a modified sand-pile model has been proposed as a plausible explanation. The model demonstrates systematic variations in the frequency-size scaling exponent of avalanches through the introduction of varying degrees of randomness to the conventional regular, nearest-neighbor network connection. In this study, we examined a connection network of successive events in the Taiwan seismicity, in an attempt to shed lights on the behavior of the actual earthquake network. The revealed nature of connection is indeed quite different from the nearest-neighbor interaction usually presumed in most conventional seismicity modeling. However, monthly variations in the statistics of the connection degree, the connection time and the connection distance that reflect important transition dynamics of the regional seismicity network, are inconsistent with the postulation based on the modified sand-pile model that attributes the scaling exponent variation to the varying degree of long range connections.     

Variability of scaling parameters in non-conservative systems: Geophysical aspect

Newly obtained data on the critical dynamics of the drifting/fracturing sea ice in the Arctic Ocean were analyzed and compared with published data on the dynamic processes in the Earth’s crust. Substantial similarities were found in the scaling behavior of both geophysical systems; the most important of them is the b-value space/time variability including a pre-failure drop of this parameter. The b-value pattern of the ensemble of drifting ice floes is an analogue of the b-value distribution over areas and depths in tectonic structures. A common feature of the pre-failure state in the cryosphere and in the Earth’s crust is the increased degree of the energy conservation that manifests itself both in the sea ice consolidation prior to basin-wide ice pack fragmentations, and in involving harder geological formations in the fracture process before earthquakes, respectively. From the viewpoint of the conservative SOC concept, this relation between the system’s conservativity and the occurrence of large-scale fracture events means that the expected scale level of failure is determined by the system’s closeness to “true” SOC behavior.     

Transition on the relationship between fractal dimension and Hurst exponent in the long-range connective sandpile models

The relationships between the Hurst exponent H and the power-law scaling exponent B in a new modification of sandpile models, i.e. the long-range connective sandpile (LRCS) models, exhibit a strong dependence upon the system size L. As L decreases, the LRCS model can demonstrate a transition from the negative to positive correlations between H- and B-values. While the negative and null correlations are associated with the fractional Gaussian noise and generalized Cauchy processes, respectively, the regime with the positive correlation between the Hurst and power-law scaling exponents may suggest an unknown, interesting class of the stochastic processes.     

Self-organised criticality in base-pair breathing in DNA with a defect

We analyse base-pair breathing in a DNA sequence of 12 base-pairs with a defective base at its centre. We use both all-atom molecular dynamics (MD) simulations and a system of stochastic differential equations (SDEs). In both cases, Fourier analysis of the trajectories reveals self-organised critical behaviour in the breathing of base-pairs. The Fourier Transforms (FTs) of the inter-base distances show power-law behaviour with gradients close to −1. The scale-invariant behaviour we have found provides evidence for the view that base-pair breathing corresponds to the nucleation stage of large-scale DNA opening (or ‘melting’) and that this process is a (second-order) phase transition. Although the random forces in our SDE system were introduced as white noise, FTs of the displacements exhibit pink noise, as do the displacements in the AMBER/MD simulations.     

Intermittent criticality in the long-range connective sandpile (LRCS) model

We here propose a long-range connective sandpile model with variable connection probability Pc which has an important impact on the slope of the power-law frequency-size distribution of avalanches. The long-range connection probability Pc is changed according to an explicit function of the size of the latest event, although the evolution rule of Pc may be different in various physical systems. Such version of the sandpile model demonstrates large fluctuations in the dynamical variable 〈Z〉(t) (the spatially averaged amount of grains retained within the grid at each time step), indicating the state of intermittent criticality in the system. Many researches have suggested that the earthquake fault system is an intermittent criticality system, which would imply some level of statistical predictability of great events. Our modified sandpile model thus provides a testing ground for many proposed precursory measures related to great earthquakes.     

The adsorption-induced thermal step-bunching on the hexagonal lattice system

We present restricted solid-on-solid model coupled with Ising system (RSOS-I model) on the hexagonal system. Without long-range interaction such as elastic interaction, the adsorption-induced thermal step-bunching is obtained by the Monte Carlo calculation on the hexagonal RSOS-I model.     

Variational approach to strong correlation in the photoemission of electron-doped superconductors

We use a variational approach with strictly strong-correlated constraint to gain insight into low-energy states of t-t^′-t^″-J model in the electron-doped regime. Compared with the recent results on the electron-doped cuprates obtained by angle-resolved photoemission spectroscopy (ARPES), we show that based on the long-range ordered antiferromagnetic metallic state prohibiting vacant sites, our results lead to qualitatively similar trends in ARPES spectra and Fermi surface topology. Additionally, the results about the evolution of the energy gap and spectral weight as a function of doping will be discussed.     

Magnetic-field induced quantum critical points of valence transition in Ce- and Yb-based heavy fermions

The mechanism of how the magnetic field controls the critical end point of the first-order valence transition is clarified, which is essentially ascribed to charge degrees of freedom. It is shown that the quantum critical point is induced by applying the magnetic field, which explains a peculiar magnetic response in CeIrIn₅ and sharp contrast between X=Ag and Cd for YbXCu₄. Significance of the proximity of the first-order valence transition in the Ce- and Yb-based heavy fermions is pointed out.     

Universality in bibliometrics

Many discussions have enlarged the literature in Bibliometrics since the Hirsch proposal, the so called h-index. Ranking papers according to their citations, this index quantifies a researcher only by its greatest possible number of papers that are cited at least h times. A closed formula for h-index distribution that can be applied for distinct databases is not yet known. In fact, to obtain such distribution, the knowledge of citation distribution of the authors and its specificities are required. Instead of dealing with researchers randomly chosen, here we address different groups based on distinct databases. The first group is composed of physicists and biologists, with data extracted from Institute of Scientific Information (ISI). The second group is composed of computer scientists, in which data were extracted from Google-Scholar system. In this paper, we obtain a general formula for the h-index probability density function (pdf) for groups of authors by using generalized exponentials in the context of escort probability. Our analysis includes the use of several statistical methods to estimate the necessary parameters. Also an exhaustive comparison among the possible candidate distributions are used to describe the way the citations are distributed among authors. The h-index pdf should be used to classify groups of researchers from a quantitative point of view, which is meaningfully interesting to eliminate obscure qualitative methods.     

Description of the transport critical current density behavior of polycrystalline superconductors as a function of the applied magnetic field

A model to describe the critical current density behavior of high-T_c polycrystalline superconductors is proposed for all magnetic field values. The main features of the model are as follows: the transport critical current density is controlled by the weak-link network at grain boundaries. The size distribution of weak links is well represented by a Gamma-type distribution. Finally, the tunneling critical current between grains follows a Fraunhofer diffraction pattern or a modified pattern if the applied magnetic field is lower or higher than the first critical field H_c1.     

An extended clique degree distribution and its heterogeneity in cooperation-competition networks

After Xiao et al. [W.-K. Xiao, J. Ren, F. Qi, Z.W. Song, M.X. Zhu, H.F. Yang, H.Y. Jin, B.-H. Wang, Tao Zhou, Empirical study on clique-degree distribution of networks, Phys. Rev. E 76 (2007) 037102], in this article we present an investigation on so-called k-cliques, which are defined as complete subgraphs of k (k>1) nodes, in the cooperation-competition networks described by bipartite graphs. In the networks, the nodes named actors are taking part in events, organizations or activities, named acts. We mainly examine a property of a k-clique called “k-clique act degree”, q, defined as the number of acts, in which the k-clique takes part. Our analytic treatment on a cooperation-competition network evolution model demonstrates that the distribution of k-clique act degrees obeys Mandelbrot distribution, P(q)∝(q+α)^−γ. To validate the analytical model, we have further studied 13 different empirical cooperation-competition networks with the clique numbers k=2 and k=3. Empirical investigation results show an agreement with the analytic derivations. We propose a new “heterogeneity index”, H, to describe the heterogeneous degree distributions of k-clique and heuristically derive the correlation between H and α and γ. We argue that the cliques, which take part in the largest number of acts, are the most important subgraphs, which can provide a new criterion to distinguish important cliques in the real world networks.     

Pricing European options with a log Student’s t-distribution: A Gosset formula

The distributions of returns for stocks are not well described by a normal probability density function (pdf). Student’s t-distributions, which have fat tails, are known to fit the distributions of the returns. We present pricing of European call or put options using a log Student’s t-distribution, which we call a Gosset approach in honour of W.S. Gosset, the author behind the nom de plume Student. The approach that we present can be used to price European options using other distributions and yields the Black-Scholes formula for returns described by a normal pdf.     

Critical behavior of colored tensor models in the large N limit

Colored tensor models have been recently shown to admit a large N expansion, whose leading order encodes a sum over a class of colored triangulations of the D-sphere. The present paper investigates in details this leading order. We show that the relevant triangulations proliferate like a species of colored trees. The leading order is therefore summable and exhibits a critical behavior, independent of the dimension. A continuum limit is reached by tuning the coupling constant to its critical value while inserting an infinite number of pairs of D-simplices glued together in a specific way. We argue that the dominant triangulations are branched polymers.     

A generalization of the Virasoro algebra to arbitrary dimensions

Colored tensor models generalize matrix models in higher dimensions. They admit a 1/N expansion dominated by spherical topologies and exhibit a critical behavior strongly reminiscent of matrix models. In this paper we generalize the colored tensor models to colored models with generic interaction, derive the Schwinger Dyson equations in the large N limit and analyze the associated algebra of constraints satisfied at leading order by the partition function. We show that the constraints form a Lie algebra (indexed by trees) yielding a generalization of the Virasoro algebra in arbitrary dimensions.     

Fractional Ornstein-Uhlenbeck processes. Joseph effect in models with infinite variance

We consider five fractional generalizations of the Markovian α-stable Ornstein-Uhlenbeck process and explore the dependence structure of these stochastic models. Since the variance of α-stable distributed random variables is infinite, we describe the dependence structure of the introduced processes in the language of the function called codifference. We present exact formulas for the asymptotic behavior of codifference and answer the question of long-range dependence property (Joseph effect) for the discussed fractional α-stable models. We show that the fractional Ornstein-Uhlenbeck processes can display both Noah and Joseph effect.     

Ground-state properties of the one-dimensional extended Hubbard model at half filling

The density-matrix renormalization group (DMRG) technique is used to study the ground-state properties of the one-dimensional half-filled Hubbard model with on-site (nearest-neighbor) repulsive interaction U (V) and nearest-neighbor hopping t. We calculate the static spin structure factor to consider the spin degrees of freedom. We notice a striking difference of the static spin structure factor among the spin-density-wave, charge-density-wave (CDW), and bond-order-wave (BOW) phases. Based on the results, we identify the BOW-CDW transition at small (large) U value as continuous (of first order). We also calculate the double occupancy to consider the charge degrees of freedom. For large U, the double occupancy show a discontinuous jump at the BOW-CDW critical point and it implies first-order transition. With decreasing U, the jump becomes smaller and vanishes at the tricritical point U_t≈5.961t. This value is close to our previous estimation U_t=5.89t obtained with other quantities. Consequently, the results of static spin structure factor and double occupancy support the accuracy of our ground-state phase diagram.     

Magnetization and characteristic fields in Nd0.8Ba0.2FeAsO0.6F0.4 with binary doping

In the present work, the iron oxypnictide superconductor of the namely Nd_0.8Ba_0.2FeAsO_0.6F_0.4 is prepared with respect to the observation of distinct magnetization characteristics arising from both electron and hole doping. A magnetothermal phase diagram is given for the present iron oxypnictide system, based on the irreversibility fields (H_irr) and the upper critical fields (H_c2) obtained from magnetotransport measurements, as well as the lower critical fields (H_c1) evaluated by magnetization loops at various temperatures. High H_c2(0) are revealed at low temperature range, which is in consistent with the observations of comparatively high critical current (J_c) and the temperature dependent peak effect in the J_c vs H curves.     

Monte Carlo-based tail exponent estimator

In this paper we propose a new approach to estimation of the tail exponent in financial stock markets. We begin the study with the finite sample behavior of the Hill estimator under α-stable distributions. Using large Monte Carlo simulations, we show that the Hill estimator overestimates the true tail exponent and can hardly be used on samples with small length. Utilizing our results, we introduce a Monte Carlo-based method of estimation for the tail exponent. Our proposed method is not sensitive to the choice of tail size and works well also on small data samples. The new estimator also gives unbiased results with symmetrical confidence intervals. Finally, we demonstrate the power of our estimator on the international world stock market indices. On the two separate periods of 2002-2005 and 2006-2009, we estimate the tail exponent.     

The spin-1 Ising model on a two-layer Bethe lattice with FM/AFM interactions

Two-layer Bethe lattice with the Ising spins of the top layer having only ferromagnetic (FM) interactions and the bottom layer having only antiferromagnetic (AFM) interactions are allowed to interact with the interlayer interaction of either FM or AFM type. The model is studied by using the exact recursion relations in a pairwise approach for given coordination numbers q=3, 4 and 6 with equal external magnetic fields acting on the layers. The phase diagrams of the model are obtained on different planes for given system parameters by studying the ground state (GS) phase diagrams and the thermal variations of the order-parameters and the response functions, i.e. the susceptibility and the specific heat, in detail. The model presents second- and first-order phase transitions, and where their lines are combined is the tricritical point. The critical end points also exist. The reentrant behavior is also seen when the model presents two Néel temperatures.     

Nonlinear statistical coupling

By considering a nonlinear combination of the probabilities of a system, a physical interpretation of Tsallis statistics as representing the nonlinear coupling or decoupling of statistical states is proposed. The escort probability is interpreted as the coupled probability, with Q=1−q defined as the degree of nonlinear coupling between the statistical states. Positive values of Q have coupled statistical states, a larger entropy metric, and a maximum coupled-entropy distribution of compact-support coupled-Gaussians. Negative values of Q have decoupled statistical states and for −2<Q<0 a maximum coupled-entropy distribution of heavy-tail coupled-Gaussians. The conjugate transformation between the heavy-tail and compact-support domains is shown to be for coupled-Gaussian distributions. This conjugate relationship has been used to extend the generalized Fourier transform to the compact-support domain and to define a scale-invariant correlation structure with heavy-tail limit distribution. In the present paper, we show that the conjugate is a mapping between the source of nonlinearity in non-stationary stochastic processes and the nonlinear coupling which defines the coupled-Gaussian limit distribution. The effects of additive and multiplicative noise are shown to be separable into the coupled-variance and the coupling parameter Q, providing further evidence of the importance of the generalized moments.