Measuring persistence in a stationary time series using the complex network theory

A growing interest exists currently in the analysis of time series by the complex network theory. Here we present a simple and quick way for mapping time series to complex networks. Using a simple rule allows us to transform time series into a textual sequence then we divide it into words with fixed size. Distinct words are nodes of the network, and we have complete control on the network scale by adjusting the word size. Two nodes are linked if their associated words co-occur in sequence. We show that the network topological measures quantify the persistence and the long range correlations in fractional Brownian processes. For a particular word size we assume some relations between the topological measures and the Hurst exponent which characterised the persistence in fractional Brownian processes.     

A comparative study on low‐order,amplitude‐equation and perturbation approaches in thermal convection

A comparison among three weakly nonlinear approaches for thermo‐gravitational instability in a Newtonian fluid layer heated from below is presented. First, the dynamical systems describing the time evolution of the problem from different weakly nonlinear approaches, namely, the Lorenz model, the amplitude equations and the perturbation expansion approaches are obtained. Next, the steady states and their stability, as well as the transient behaviour are obtained from each dynamical system. The similarity and difference among the three models are emphasized. The role of each of the nondimensional groups, the Rayleigh number and the Prandtl number is compared for the three models. The different approaches lead to similar behaviours when the Rayleigh number is just above its critical value and Prandtl number is high. However, only the dynamical system obtained from the amplitude equations is able to reflect the role of the Prandtl number. On the other hand, the amplitude equations and perturbation expansion techniques are not suitable for predicting the uniform oscillatory behaviour observed frequently in Rayleigh–Bénard convection. The novelty of the current work lies in studying the critical differences in the findings of the three popular approaches to investigate weakly nonlinear thermal convection for the first time. Copyright © 2011 John Wiley & Sons, Ltd.     

3D scanning electron microscopy applied to surface characterization of fluorosed dental enamel

The enamel surfaces of fluorotic teeth were studied by scanning electron stereomicroscopy. Different whitening treatments were applied to 25 pieces to remove stains caused by fluorosis and their surfaces were characterized by stereomicroscopy in order to obtain functional and amplitude parameters. The topographic features resulting for each treatment were determined through these parameters. The results obtained show that the 3D reconstruction achieved from the SEM stereo pairs is a valuable potential alternative for the surface characterization of this kind of samples.     

A non-symmetric singular cauchy problem

In this paper we replace uniformly convex (or reflexive and normal structure) as required by Browder and Kirk, by uniformly normal structure to obtain a fixed point theorem for non-expansive self mappings. Examples are given to show that spaces with uniformly normal structure are not all uniformly convex and spaces with normal structure do not all have uniformly normal structure.

AMS (MOS) subject classification (1970) Primary 47410.     

An investigation of Forex market efficiency based on detrended fluctuation analysis: A case study for Iran

The efficient market hypothesis (EMH) states that asset prices fully reflect all available information. As a result, speculators cannot predict the future behavior of asset prices and earn excess profits at least after adjusting for risk. Although initial tests of the EMH were performed on stock market data, the EMH was soon applied to other markets including foreign exchange (FX). This study uses the detrended fluctuation analysis (DFA) technique to test 01:12:2005–18:04:2010 Iranian Rial/US Dollar exchange rate time series data to see if it can be explained by the weak form of the EMH. Moreover, to determine changes in the degree of inefficiency over time, the whole period has been divided into four subperiods. The study shows that the Iranian Forex market (the Rial/Dollar case) is weak-form inefficient over the whole period and in each of the subperiods. However, the degree of inefficiency is not constant over time. The findings suggest that profitable risk-adjusted trades could be made using past data.     

A Novel Scheme for Calculating Pressure Fluctuations Used in Lagrangian-Eulerian Particulate Dispersion Codes

A novel scheme for pressure fluctuations in turbulent flows is developed. The pressure fluctuations are sensitive parameter in some of the fluid phenomena. In the computational methods and modeling turbulence flow, the pressure fluctuations are eliminated after averaging of the Navier-Stokes equations, and only average pressure could be calculated. In this research, the Reynolds-averaged Navier-Stokes equations are computed using SIMPLE method. The Reynolds stress transport model (RSTM) is used to determine the Reynolds stresses and the flow details. The velocity fluctuations are simulated using the Kraichnan model. The Poisson equation for the pressure fluctuations is obtained by taking the divergence of the incompressible momentum equation and algebraic operations, and this equation is numerically solved by finite difference method. The effects of Reynolds number on the pressure fluctuations are studied.     

Signal moments for the short‐time Fourier transform associated with Hardy–Sobolev derivatives

The short‐time Fourier transform has been shown to be a powerful tool for non‐stationary signals and time‐varying systems. This paper investigates the signal moments in the Hardy–Sobolev space that do not usually have classical derivatives. That is, signal moments become valid for non‐smooth signals if we replace the classical derivatives by the Hardy–Sobolev derivatives. Our work is based on the extension of Cohen's contributions to the local and global behaviors of the signal. The relationship of the moments and spreads of the signal in the time, frequency and short‐time Fourier domain are established in the Hardy–Sobolev space. Copyright © 2014 John Wiley & Sons, Ltd.     

基于零拍探测和压缩真空光输入增强Sagnac效应

利用量子技术增强Sagnac效应提高陀螺输出精度具有重要的研究意义, 是实现全自主导航的重要途径. 以相干态激光作为输入光源的光学陀螺因真空零点波动使其输出精度限制于散粒噪声极限而难以提高. 为减小真空波动的影响, 提出在激光输入的分束器的另一输入端输入压缩真空光并结合平衡零拍探测技术的方法增强Sagnac效应. 理论分析表明Sagnac效应性能得到有效提升: 干涉输出的灵敏度检测极限和动态范围均随着压缩程度的增加而呈指数级增长. 该方法只需对经典光学陀螺做少量改动就可实现, 是提高光学陀螺输出精度的一种新方法.