Two interacting particles in a disordered chain II: Critical statistics and maximum mixing of the one body states

For two particles in a disordered chain of length L with on-site interaction U, a duality transformation maps the behavior at weak interaction onto the behavior at strong interaction. Around the fixed point of this transformation, the interaction yields a maximum mixing of the one body states. When (the one particle localization length), this mixing results in weak chaos accompanied by multifractal wave functions and critical spectral statistics, as in the one particle problem at the mobility edge or in certain pseudo-integrable billiards. In one dimension, a local interaction can only yield this weak chaos but can never drive the two particle system to full chaos with Wigner-Dyson statistics. Received: 22 May 1998 / Received in final form: 24 August 1998 / Accepted: 4 September 1998     

Two interacting particles in a disordered chain I: Multifractality of the interaction matrix elements

For N interacting particles in a one dimensional random potential, we study the structure of the corresponding network in Hilbert space. The states without interaction play the role of the “sites”. The hopping terms are induced by the interaction. When the one body states are localized, we numerically find that the set of directly connected “sites” is multifractal. For the case of two interacting particles, the fractal dimension associated to the second moment of the hopping term is shown to characterize the Golden rule decay of the non interacting states and the enhancement factor of the localization length. Received: 17 April 1998 / Accepted: 14 May 1998     

Extremal coupled map lattices

Multifractal critical phenomena with infinite-temperature critical point and with complex coexistence of the infinite and finite temperature critical points are considered and it is shown that strange attractors generated by cascades of period-doubling bifurcations (Feigenbaum scenario) as well as fields of velocity differences in fluid turbulence belong to the former subclass of the multifractal critical phenomena, while the real traffic processes and real currency exchange processes belong to the last (complex) subclass of the multifractal critical phenomena. Data obtained by different authors are used for this purpose. Received 5 February 1999     

Multiscaling and multifractality in an one-dimensional Ising model

Scaling properties of the Gibbs distribution of a finite-size one-dimensional Ising model are investigated as the thermodynamic limit is approached. It is shown that, for each nonzero temperature, coarse-grained probabilities of the appearance of particular energy levels display multiscaling with the scaling length ℓ = 1/M _n, where n denotes the number of spins and M_n is the total number of energy levels. Using the multifractal formalism, the probabilities are argued to reveal also multifractal properties. Received 10 July 2000 and Received in final form 6 November 2000     

Chain radius dependence on concentration in a 2D living polymer system

A living polymer system is used to study the effect of concentration on a broad, polydisperse two-dimensional polymer system. It is found that the mean squared end-to-end radius of a chain of L monomers does not decrease by following a simple power law of the concentration but by a function of the form . An origin for such a behaviour is proposed. Received: 21 November 1997 / Received in final form: 21 April 1998 / Accepted: 24 April 1998     

How the financial crash of October 1997 could have been predicted

From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S&P500 it is possible to observe the precursor of a so-called crash. This is shown on the Oct. 1987 and Oct. 1997 cases. The data analysis indicates that the index divergence has followed twice a “universal” behavior, i.e. a logarithmic dependence, superposed on a well defined oscillation pattern. The prediction of the crash date is remarkable and can be done two months in advance. In the spirit of phase transition phenomena, the economic index is said to be analogous to a signal signature found in a two dimensional fluid of vortices. Received: 23 March 1998 / Revised and Accepted: 23 April 1998     

Distributions of time- and distance-headways in the Nagel-Schreckenberg model of vehicular traffic: effects of hindrances

In the Nagel-Schreckenberg model of vehicular traffic on single-lane highways vehicles are modelled as particles which hop forward from one site to another on a one dimensional lattice and the inter-particle interactions mimic the manner in which the real vehicles influence each other's motion. In this model the number of empty lattice sites in front of a particle is taken to be a measure of the corresponding distance-headway (DH). The time-headway (TH) is defined as the time interval between the departures (or arrivals) of two successive particles recorded by a detector placed at a fixed position on the model highway. We investigate the effects of spatial inhomogeneities of the highway (static hindrances) on the DH and TH distributions in the steady-state of this model. Received: 2 March 1988 / Revised: 13 April 1998 / Accepted: 17 April 1998     

Multifractal Analysis of Local Entropies for Expansive Homeomorphisms with Specification

In the present paper we study the multifractal spectrum of local entropies. We obtain results, similar to those of the multifractal analysis of pointwise dimensions, but under much weaker assumptions on the dynamical systems. We assume our dynamical system to be defined by an expansive homeomorphism with the specification property. We establish the variational relation between the multifractal spectrum and other thermodynamical characteristics of the dynamical system, including the spectrum of correlation entropies. Received: 22 September 1998 / Accepted: 11 December 1998     

Multifractal properties of aperiodic Ising model on hierarchical lattices: role of the geometric fluctuations

The role of the geometric fluctuations on the multifractal properties of the local magnetization of aperiodic ferromagnetic Ising models on hierarchical lattices is investigated. The geometric fluctuations are introduced by generalized Fibonacci sequences. The local magnetization is evaluated via an exact recurrent procedure encompassing real space renormalization group decimation. The symmetries of the local magnetization patterns induced by the aperiodic couplings is found to be strongly (weakly) different, with respect to the ones of the corresponding homogeneous systems, when the geometric fluctuations are relevant (irrelevant) to change the critical properties of the system. At the criticality, the measure defined by the local magnetization is found to exhibit a non-trivial F(α) spectra being shifted to higher values of α when relevant geometric fluctuations are considered. The critical exponents are found to be related with some special points of the F(α) function and agree with previous results obtained by the quite distinct transfer matrix approach. Received 2 April 2001 and Received in final form 14 August 2001     

Configuration space for random walk dynamics

Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a configuration to be sampled depends on a number of unusual quantities, which are explained in this paper. This has been overlooked in recent literature, where the method is advertised for the calculation of canonical expectation values. We illustrate these points for the 2d Ising model. In addition, we prove a previously conjectured equation which relates microcanonical expectation values to the spectral density. Received: 13 May 1998 / Received in final form and Accepted: 26 May 1998     

Multifractality of some random and disordered systems as a thermodynamics in fractal phase space

It is shown that multifractal properties of some random and disordered systems can be simulated using thermodynamics of a generalized ideal monoatomic gas in a fractal phase space. Received 25 November 1998 and Received in final form 16 December 1998     

How popular is your paper? An empirical study of the citation distribution

Numerical data for the distribution of citations are examined for: (i) papers published in 1981 in journals which are catalogued by the Institute for Scientific Information (783,339 papers) and (ii) 20 years of publications in Physical Review D, vols. 11-50 (24,296 papers). A Zipf plot of the number of citations to a given paper versus its citation rank appears to be consistent with a power-law dependence for leading rank papers, with exponent close to -1/2. This, in turn, suggests that the number of papers with x citations, N(x), has a large-x power law decay , with . Received: 12 May 1998 / Accepted: 12 May 1998     

Some remarks on Yang-Baxter algebras

We point out the existence of an alternative algebraic structure in Yang-Baxter algebra with trigonometric R-matrix, which appears to be the generalization of the Yangian in Yang-Baxter algebras with rational R-matrix and which is described most naturally by q-commutators. Some properties are presented, in particular in the case of the well-known symmetric six-vertex model. Received: 13 February 1998 / Revised: 16 March 1998 / Accepted: 17 April 1998     

Ab initio thermodynamic properties for different isomers of the AlO molecule

We present ab initio thermodynamic properties for seven different geometric isomers of molecular Al₂O₃ over a wide temperature range. The rigid rotator-harmonic oscillator approximation is used to calculate the partition function as it is generally applied in thermodynamic studies of polyatomic molecules. The molecular data employed in setting up the partition functions are taken from the theoretical results of ab initio MP2/6-31G(d) calculations. An analysis of the effects of the various contributions is made. The resulting thermodynamic functions of Al₂O₃ are consistent with the JANAF thermochemical data compilation. Some thermochemical implications are discussed. Received: 9 September 1998 / Received in final form: 2 October 1998     

”Direct” causal cascade in the stock market

We use wavelets to decompose the volatility (standard deviation) of intraday (S&P500) return data across scales. We show that when investigating two-point correlation functions of the volatility logarithms across different time scales, one reveals the existence of a causal information cascade from large scales (i.e. small frequencies) to fine scales. We quantify and visualize the information flux across scales. We provide a possible interpretation of our findings in terms of market dynamics. Received: 9 January 1998 / Received in final form and accepted: 13 January 1998     

A wavelet-based method for multifractal image analysis. I. Methodology and test applications on isotropic and anisotropic random rough surfaces

We generalize the so-called wavelet transform modulus maxima (WTMM) method to multifractal image analysis. We show that the implementation of this method provides very efficient numerical techniques to characterize statistically the roughness fluctuations of fractal surfaces. We emphasize the wide range of potential applications of this wavelet-based image processing method in fundamental as well as applied sciences. This paper is the first one of a series of three articles. It is mainly devoted to the methodology and to test applications on random self-affine surfaces (e.g., isotropic fractional Brownian surfaces and anisotropic monofractal rough surfaces). Besides its ability to characterize point-wise regularity, the WTMM method is definitely a multiscale edge detection method which can be equally used for pattern recognition, detection of contours and image denoising. Paper II (N. Decoster, S.G. Roux, A. Arnéodo, to be published in Eur. Phys. J. B 15 (2000)) will be devoted to some applications of the WTMM method to synthetic multifractal rough surfaces. In paper III (S.G. Roux, A. Arnéodo, N. Decoster, to be published in Eur. Phys. J. 15 (2000)), we will report the results of a comparative experimental analysis of high-resolution satellite images of cloudy scenes. Received 8 July 1999     

Quasi Bernoulli fluctuations in random and disordered systems

It is shown that quasi Bernoulli fluctuations, which appear at a morphological phase transition, can be considered as a statistical basis for multifractal processes with constant multifractal specific heat in a wide class of random and disordered systems. This class contains at least following processes: percolation, diffusion-limited aggregation and corrosion, Lorenz like attractors, and mesoscopic systems with Anderson transition. Received: 14 April 1998 / Revised and Accepted: 20 April 1998