共查询到20条相似文献,搜索用时 46 毫秒
1.
Yiting ZhangGladys Hui Ting Lee Jian Cheng WongJun Liang Kok Manamohan PrustySiew Ann Cheong 《Physica A》2011,390(11):2020-2050
We calculated the cross correlations between the half-hourly times series of the ten Dow Jones US economic sectors over the period February 2000 to August 2008, the two-year intervals 2002-2003, 2004-2005, 2008-2009, and also over 11 segments within the present financial crisis, to construct minimal spanning trees (MSTs) of the US economy at the sector level. In all MSTs, a core-fringe structure is found, with consumer goods, consumer services, and the industrials consistently making up the core, and basic materials, oil & gas, healthcare, telecommunications, and utilities residing predominantly on the fringe. More importantly, we find that the MSTs can be classified into two distinct, statistically robust, topologies: (i) star-like, with the industrials at the center, associated with low-volatility economic growth; and (ii) chain-like, associated with high-volatility economic crisis. Finally, we present statistical evidence, based on the emergence of a star-like MST in Sep 2009, and the MST staying robustly star-like throughout the Greek Debt Crisis, that the US economy is on track to a recovery. 相似文献
2.
N. Vandewalle M. Ausloos P. Boveroux A. Minguet 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,4(2):139-141
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 相似文献
3.
A. Benyoussef D. Dohmi A. El Kenz L. Peliti 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,6(4):503-510
Using a replica formalism, a generalization of a recent mean field model corresponding to the observed wrinkling transition
in randomly polymerized membranes is presented. In this model we study the effects of global fluctuations of the surface normals
to the flat membrane, which can be introduced by a random local field. In absence of these global fluctuations, we show that,
the model exhibits both continuous and discontinuous transitions between flat and wrinkled phases, contrary to what has been
predicted by Bensimon et al. and Attal et al. Phase diagrams both in replica symmetry and in breaking of replica symmetry in sense of Almeida and Thouless are given. We
have also investigated the effects of global fluctuations on the replica symmetry phase diagram. We show that, the wrinkled
phase is favored and the flat phase is unstable. For large global fluctuations, the transition between wrinkled and flat phases
becomes first order.
Received: 3 December 1997 / Revised: 31 March 1998 / Accepted: 3 August 1998 相似文献
4.
Saeed-uddin 《The European Physical Journal C - Particles and Fields》1999,6(2):355-363
The implications of the strangeness conservation in a hadronic resonance gas (HRG) on the expected phase transition to the
quark gluon plasma (QGP) are investigated. It is assumed that under favourable conditions a first order hadron-quark matter
phase transition may occur in the hot hadronic matter such as those produced in the ultra-relativistic heavy-ion collisions
at CERN and BNL. It is however shown that the criteria of strict strangeness conservation in the HRG may not permit the occurrence
of a strict first order equilibrium quark-hadron phase transition unlike a previous study. This emerges as a consequence of
the application of a realistic equation of state (EOS) for the HRG and QGP phases, which account for the finite-size effect
arising from the short range hard-core hadronic repulsion in the HRG phase and the perturbative QCD interactions in the QGP
phase. For a first order hadron-quark matter phase transition to occur one will therefore require large fluctuations in the
critical thermal parameters, which might arise due to superheating, supercooling or other nonequlibrium effects. We also discuss
a scenario proposed earlier, leading to a possible strangeness separation process during hadronization.
Received: 25 August 1997 / Revised version: 25 March 1998 / Published online: 26 August 1998 相似文献
5.
Vladislav Popkov 《The European physical journal. Special topics》2013,216(1):139-151
Different phases in open driven systems are governed by either shocks or rarefaction waves. A presence of an isolated umbilic point in bidirectional systems of interacting particles stabilizes an unusual large scale excitation, an umbilic shock (U-shock). We show that in open systems the U-shock governs a large portion of phase space, and drives a new discontinuous transition between the two rarefaction-controlled phases. This is in contrast to strictly hyperbolic case where such a transition is always continuous. Also, we describe another robust phase which takes place at the phase governed by the U-shock, if the umbilic point is not isolated. 相似文献
6.
P. Galatola M. Zelazna I. Lelidis 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,2(1):51-56
We study the surface behavior of a semi-infinite smectogenic sample bounded by a solid wall, in the presence of an external
electric field. Our analysis is performed in the framework of a Landau-de Gennes theory. For the sake of simplicity, we consider
only the case in which, in the absence of field and surfaces, a direct isotropic to smectic-A transition occurs, while in
the presence of the electric field a nonspontaneous nematic phase appears. Two new surface phases are identified, namely a
parasmectic and a surface-induced smectic phase. The shifts in the transition temperatures and the critical behavior of the surface states are analyzed.
Received: 25 August 1997 / Accepted: 23 January 1998 相似文献
7.
P. Cluzeau P. Barois H.T. Nguyen C. Destrade 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(1):73-82
We report X-ray diffraction experiments performed on an antiferroelectric compound exhibiting a very rich polymorphism (). The structural study of the unknown phases only allows us to exclude some phenomenological models. The use of oriented
planar samples prepared between solid glass plates generate by cooling from the phase a chevron structure of tilted layers already well characterized for the phase. The extensive analysis of the evolution of the chevron structure through the numerous smectic-smectic phase transitions
provides some original information in three distinct areas: fundamental data on the important physical parameters in the chevron
structure formation, detection of the smectic-smectic phases transition by small change of the chevron structure, and information
on the local molecular order induced by the alignment layer (interaction with a rubbed polymer).
Received: 13 November 1996 / Received in final form: 19 January 1997 / Accepted: 30 January 1998 相似文献
8.
S. Villain-Guillot D. Andelman 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,4(1):95-101
We study interfacial behavior of a lamellar (stripe) phase coexisting with a disordered phase. Systematic analytical expansions
are obtained for the interfacial profile in the vicinity of a tricritical point. They are characterized by a wide interfacial
region involving a large number of lamellae. Our analytical results apply to systems with one dimensional symmetry in true
thermodynamical equilibrium and are of relevance to metastable interfaces between lamellar and disordered phases in two and
three dimensions. In addition, good agreement is found with numerical minimization schemes of the full free energy functional
having the same one dimensional symmetry. The interfacial energy for the lamellar to disordered transition is obtained in
accord with mean field scaling laws of tricritical points.
Received: 28 March 1997 / Revised: 6 February 1998 / Accepted: 16 February 1998 相似文献
9.
We consider systems with continuous spins and annealed dilution. We show that, as in the discrete case, such systems often
undergo a phase transition, which is manifested in the appearance of a staggered intermediate phase. In particular, these
phases appear in systems such as the massive Gaussian model where there is no phase transition in the undiluted system.
Received: 2 January 1997 / Accepted: 1 February 1997 相似文献
10.
In this paper we provide a unifying framework for a set of seemingly disparate models for exogenous and endogenous shocks in complex financial systems. Markets operate by balancing intrinsic levels of risk and return. This remains true even in the midst of transitory exogenous and endogenous shocks. Changes in market regime (bearish to bullish and bullish to bearish) can be explicitly shown to represent a phase transition from random to deterministic behaviour in prices. The resulting models refine the empirical analysis in a number of previous papers. 相似文献
11.
A.A. Boulbitch P. Tolédano 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,6(3):355-362
The behaviour of the antiferroelectric SmCA liquid crystal phase under applied electric field is discussed theoretically. The phase diagram involving the SmA, SmCA and SmC
A
* phases is worked out and shown to exhibit a Lifshitz critical point. The deformation of the bilayer structures induced by
the field transforms the SmCA phases into a ferrielectric phase whose specific configuration is described.
Received: 23 October 1997 / Revised: 8 April 1998 / Accepted: 14 July 1998 相似文献
12.
《Comptes Rendus Physique》2019,20(4):349-363
We study an agent-based model of evolution of wealth distribution in a macroeconomic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We are mainly interested in interactions increasing wealth inequality, that is, in a local implementation of the accumulated advantage principle. Such interactions destabilise the system. They are confronted in the model with a global regulatory mechanism that reduces wealth inequality. There are different scenarios emerging as a net effect of these two competing mechanisms. When the effect of the global regulation (economic interventionism) is too weak, the system is unstable and it never reaches equilibrium. When the effect is sufficiently strong, the system evolves towards a limiting stationary distribution with a Pareto tail. In between there is a critical phase. In this phase, the system may evolve towards a steady state with a multimodal wealth distribution. The corresponding cumulative density function has a characteristic stairway pattern that reflects the effect of economic stratification. The stairs represent wealth levels of economic classes separated by wealth gaps. As we show, the pattern is typical for macroeconomic systems with a limited economic freedom. One can find such a multimodal pattern in empirical data, for instance, in the highest percentile of wealth distribution for the population in urban areas of China. 相似文献
13.
14.
Thermodynamics governing the synthesis of DNA and RNA strands under a template is considered analytically and applied to the population dynamics of competing replicators. We find a nonequilibrium phase transition for high values of polymerase fidelity in a single replicator, where the two phases correspond to stationary states with higher elongation velocity and lower error rate than the other. At the critical point, the susceptibility linking velocity to thermodynamic force diverges. The overall behavior closely resembles the liquid-vapor phase transition in equilibrium. For a population of self-replicating macromolecules, Eigen's error catastrophe transition precedes this thermodynamic phase transition during starvation. For a given thermodynamic force, the fitness of replicators increases with increasing polymerase fidelity above a threshold. 相似文献
15.
C. Wiele F. Haake K. Rzażewski 《The European Physical Journal D - Atomic, Molecular, Optical and Plasma Physics》1999,5(3):405-409
We solve the superradiant laser model in two limiting cases. First the stationary low-pumping regime is considered where a
first-order phase transition in the semiclassical solution occurs. This discontinuity is smeared out in the quantum regime.
Second, we solve the model in the non-stationary regime where we find a temporally periodic solution. For a certain parameter
range well-separated pulses may occur.
Received: 19 June 1998 / Accepted: 19 October 1998 相似文献
16.
N.G. Antoniou C.N. Ktorides I.S. Mistakidis F.K. Diakonos 《The European Physical Journal C - Particles and Fields》1998,4(3):513-517
The characteristic aspects of multiparticle states generated at , as a result of chiral QCD phase transition, are studied in the framework of the O(4) theory. Predictions concerning critical events, in connection with current and future experiments with ultrarelativistic
heavy ions, are presented.
Received: 9 June 1997 / Revised version: 18 July 1997 / Published online: 26 February 1998 相似文献
17.
Andrea Vüllings Eckehard Schöll Benjamin Lindner 《The European Physical Journal B - Condensed Matter and Complex Systems》2014,87(2):1-10
Complex systems are described by a large number of variables with strong and nonlinear interactions. Such systems frequently undergo regime shifts. Combining insights from bifurcation theory in nonlinear dynamics and the theory of critical transitions in statistical physics, we know that critical slowing down and critical fluctuations occur close to such regime shifts. In this paper, we show how universal precursors expected from such critical transitions can be used to forecast regime shifts in the US housing market. In the housing permit, volume of homes sold and percentage of homes sold for gain data, we detected strong early warning signals associated with a sequence of coupled regime shifts, starting from a Subprime Mortgage Loans transition in 2003–2004 and ending with the Subprime Crisis in 2007–2008. Weaker signals of critical slowing down were also detected in the US housing market data during the 1997–1998 Asian Financial Crisis and the 2000–2001 Technology Bubble Crisis. Backed by various macroeconomic data, we propose a scenario whereby hot money flowing back into the US during the Asian Financial Crisis fueled the Technology Bubble. When the Technology Bubble collapsed in 2000–2001, the hot money then flowed into the US housing market, triggering the Subprime Mortgage Loans transition in 2003–2004 and an ensuing sequence of transitions. We showed how this sequence of couple transitions unfolded in space and in time over the whole of US. 相似文献
18.
K. Kassapidou J.R.C. van der Maarel 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,3(4):471-476
The persistence length DNA hexagonal-cholesteric phase transition upon dilution and/or increase in solvent ionic strength
is investigated with polarized light microscopy. The ionic strength dependence of the transition follows Lindemann criterion
, i.e., the hexagonal lattice melts when the root-mean-square fluctuations in transverse order exceed 10% of the interaxial spacing.
The spacings are derived from density and the fluctuations are estimated with a theory of undulation enhanced electrostatic
interactions. Additional support for this theory is given by the DNA equation of state and anisotropic neutron radiation scattering
from magnetically aligned cholesteric samples just below the phase transition.
Received: 17 November 1997 / Revised: 21 January 1998 / Accepted: 25 February 1998 相似文献
19.
S. Lecommandoux F. Hardouin A.J. Dianoux 《The European Physical Journal B - Condensed Matter and Complex Systems》1998,5(1):79-85
From quasi-elastic neutron scattering experiments performed in glassy, nematic and isotropic phases, the dynamics of oriented
samples of strong anisotropic side-on fixed liquid crystal polymers have been analysed. Using the selective deuteration method,
we are able to attribute motions to specific parts of the molecule in the parallel and perpendicular orientations. The motions
of the whole macromolecule decrease as soon as the temperature decreases below the isotropic-nematic transition. Nevertheless,
the motions of the polymer backbone, compared to the whole polymer dynamics, are systematically reduced, even in the isotropic
phase. Moreover, an anisotropy of the motions is revealed, with a reduction in the direction parallel to the orientation.
An harmonic character of the vibrational processes is also evidenced. We conclude that the anisotropy of the dynamic corroborates
the anisotropy of conformation of the macromolecule (so-called jacketed structure).
Received: 29 October 1997 / Revised: 22 January 1998/
Accepted: 11 May 1998 相似文献
20.
D. Pociecha E. Gorecka J. Przedmojski 《The European physical journal. E, Soft matter》2000,1(2-3):137-140
Tilt-driven phase transitions between hexatic smectic phases: SmF-HexB and reversed HexB-SmF have been studied in compounds
belonging to two enaminoketone derivative homologue series. The tilt angle order parameter has been measured and its temperature
dependence near the phase transition point has been described by applying mean-field model. For both phase sequences the tricritical
points have been observed on phase transition lines in binary mixtures of respective materials having first and second order
phase transitions between hexatic phases.
Received 21 June 1999 相似文献