Differences between fixed time step and kinetic Monte Carlo methods for biased diffusion

We consider biased diffusion in a one-dimensional lattice and compare results obtained with fixed time step and kinetic Monte Carlo methods. Spurious dispersion and particle position correlation appear with the fixed time step Monte Carlo approach. The mentioned correlation increases with time. We demonstrate that the correct results, that correspond to a time step that tends to zero, are obtained using the kinetic Monte Carlo method. The conclusions also apply to biased diffusion in two or more dimensions and to random deposition.     

Time-series analysis of sleep-wake stage of rat EEG using time-dependent pattern entropy

We performed electroencephalography (EEG) for six male Wistar rats to clarify temporal behaviors at different levels of consciousness. Levels were identified both by conventional sleep analysis methods and by our novel entropy method. In our method, time-dependent pattern entropy is introduced, by which EEG is reduced to binary symbolic dynamics and the pattern of symbols in a sliding temporal window is considered. A high correlation was obtained between level of consciousness as measured by the conventional method and mean entropy in our entropy method. Mean entropy was maximal while awake (stage W) and decreased as sleep deepened. These results suggest that time-dependent pattern entropy may offer a promising method for future sleep research.     

On new conditions for evaluate long-time scales in superstatistical time series

In this article, we introduce an additional condition for the criterion previously presented in order to extract the update time scale of the intensive parameter, in superstatistical time series. With these modifications, such criterion is capable of evaluating the actual long-time scale. In addition, the criterion permits a valuable way to verify whether the process under study is superstatistical or not.     

Advanced analysis concepts for terahertz time domain imaging

Imaging based on ultrashort terahertz (THz) pulses (100-3000 μm) is investigated. The measured pulses are analyzed and the resulting amplitude and time delay information are compared. An algorithm for discrimination of multiple pulses is presented, which can distinguish several layers inside an object. A new measurement concept is presented, which accelerates the measurement of samples with small optical path differences about two orders of magnitudes. Exemplarily different applications from the field of quality management are shown.     

Optimized convergence for multiple histogram analysis

We propose a new algorithm for solving the weighted histogram analysis method (WHAM) equations to estimate free energies out of a set of Monte Carlo (MC) or molecular dynamics (MD) simulations. The algorithm, based on free-energy differences, provides a more natural way of approaching the problem and improves convergence compared to the widely used direct iteration method. We also study how parameters (temperature, pressure, etc.) of the independent simulations should be chosen to optimize the accuracy of the set of free energies.     

Random, but not so much a parameterization for the returns and correlation matrix of financial time series

A parameterization that is a modified version of a previous work is proposed for the returns and correlation matrix of financial time series and its properties are studied. This parameterization allows easy introduction of non-stationarity and it shows several of the characteristics of the true, observed realizations, such as fat tails, volatility clustering, and a spectrum of eigenvalues of the correlation matrix that can be understood as an extension of Random Matrix Theory results. The predicted behavior of this parameterization for the eigenvalues is compared with the eigenvalues of Brazilian assets and it is shown that those predictions fit the data better than Random Matrix Theory.     

High-order resonances in a parametrically excited magneto-optical trap

We present analytical and numerical study of high-order parametric resonance in a driven magneto-optical trap of cold atoms. We have obtained the general solutions for parametric resonance of arbitrary order. In particular, the amplitude and phase of atomic limit-cycle motion is expressed as a function of the modulation amplitude and frequency. Moreover, the atomic dynamics for high-order parametric resonance is investigated in terms of the Hamiltonian approach, which is useful in studying transitions between attractors. We find that the analytical results are in good agreement with the numerical calculations.     

Cryptanalysis of a multi-chaotic systems based image cryptosystem

This paper is a cryptanalysis of a recently proposed multi-chaotic systems based image cryptosystem. The cryptosystem is composed of two shuffling stages parameterized by chaotically generated sequences. We propose and implement two different attacks which completely break this encryption scheme.     

A moment approach to non-Gaussian colored noise

The Langevin system subjected to non-Gaussian colored noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable x, from which the stationary probability distribution P(x) has been calculated with the use of the Fokker-Planck equation. The result of P(x) calculated by the moment method is compared to several expressions obtained by different methods such as the universal colored noise approximation (UCNA) [Jung and Hänggi, Phys. Rev. A 35 (1987) 4464] and the functional-integral method. It has been shown that our P(x) is in good agreement with that of direct simulations (DSs). We have also discussed dynamical properties of the model with an external input, solving DEs in the moment method.     

Low-temperature thermodynamic properties of a one-dimensional disordered electron lattice system

A new method of low-temperature thermodynamic calculation of a one-dimensional generalized Wigner crystal on a disordered host-lattice is proposed. This method is based on the system statistical sum presentation in terms of modified transfer-matrixes. A gapless structure of the elementary excitations spectrum of the system under consideration is found.     

The capacity drop caused by the combined effect of the intersection and the bus stop in a CA model

The aim of this work is to investigate the combined effect of the signalized intersection and its near-by bus stop, by using a two-lane CA model. Four cases that the stop locates upstream or downstream the intersection, and ones with the special stop lane or not are considered. The effect of the distance L_D between the stop and the intersection on the capacity is studied, with respect to the traffic light cycle T and the bus dwell time T_s. It is found that acting as a bottleneck, the bus stop near the intersection causes the drop of the capacity. The negative effect only appears below a critical point L_Dc, which is related to the T and the T_s in no stop lane cases. The larger T and T_s have the tendency to create the higher loss of the capacity. While for stop lane cases, the critical value L_Dc changes little. Comparisons among four cases suggest that the special stop lane can effectively enhance the capacity, and the downstream stops perform better than the upstream ones at small L_D or small T or large T_s. The results imply that the capacity can be maximized by adjusting both the position of the bus stop and the cycle time, or adding a special stop lane. These findings may be useful to offer scientific guidance for the management and the design of traffic networks.     

Influence of alloying additions and annealing time on magnetic properties in amorphous alloys based on iron

The present paper focuses on the influence of alloying additions on magnetostriction coefficient, concentration of free volume and magnetization in Fe–X–Si–B, and Fe–X–Cu–Si–B amorphous alloys. It was shown that in one group of alloys, the enhancement of soft magnetic properties effect can be attributed to formation of nanocrystalline phase αFe(Si), a decrease of the magnetostriction coefficient and annealing out of free volume. In the second group of alloys, this effect is due to a decrease of the magnetostriction coefficient and annealing out of free volume i.e. takes place in the relaxed amorphous phase.     

Exact solution to the problem of nonlinear pulse propagation through random layered media and its connection with number triangles

An energy pulse refers to a spatially compact energy bundle. In nonlinear pulse propagation, the nonlinearity of the relevant dynamical equations could lead to pulse propagation that is nondispersive or weakly dispersive in space and time. Nonlinear pulse propagation through layered media with widely varying pulse transmission properties is not wave-like and a problem of broad interest in many areas such as optics, geophysics, atmospheric physics and ocean sciences. We study nonlinear pulse propagation through a semi-infinite sequence of layers where the layers can have arbitrary energy transmission properties. By assuming that the layers are rigid, we are able to develop exact expressions for the backscattered energy received at the surface layer. The present study is likely to be relevant in the context of energy transport through soil and similar complex media. Our study reveals a surprising connection between the problem of pulse propagation and the number patterns in the well known Pascal’s and Catalan’s triangles and hence provides an analytic benchmark in a challenging problem of broad interest. We close with comments on the relationship between this study and the vast body of literature on the problem of wave localization in disordered systems.     

Stochastic analysis of an agent-based model

We analyze the dynamics of a forecasting game that exhibits the phenomenon of information cascades. Each agent aims at correctly predicting a binary variable and he/she can either look for independent information or herd on the choice of others. We show that dynamics can be analytically described in terms of a Langevin equation and its collective behavior is described by the solution of a Kramers’ problem. This provides very accurate results in the region where the vast majority of agents herd, that corresponds to the most interesting one from a game theoretic point of view.     

Stochastic optimization of spin-glasses on cellular neural/nonlinear network based processors

Nowadays, Cellular Neural/Nonlinear Networks (CNN) are practically implemented in parallel, analog computers, showing a fast developing trend. It is important also for physicists to be aware that such computers are appropriate for implementing in an elegant manner practically important algorithms, which are extremely slow on the classical digital architecture. Here, CNN is used for optimization of spin-glass systems. We prove, that a CNN in which the parameters of all cells can be separately controlled, is the analog correspondent of a two-dimensional Ising type spin-glass system. Using the properties of CNN we show that one single operation on the CNN chip would yield a local minimum of the spin-glass energy function. By using this property a fast optimization method, similar to simulated annealing, can be built. After estimating the simulation time needed for this algorithm on CNN based computers, and comparing it with the time needed on normal digital computers using the classical simulated annealing algorithm, the results look promising: a speed-up of the order 10¹² is expected already at 50×50 lattice sizes. Hardwares realized nowadays are of 128×128 size. Also, there seem to be no technical difficulties adapting CNN chips for such problems and the needed local control of the parameters could be fully developed in the near future.     

Quantitative analysis of multi-element oxide thin films by angle-resolved XPS: Application to ultra-thin oxide films on MgAl substrates

An original procedure has been developed for the quantitative analysis and microstructural interpretation of angle-resolved X-ray photoelectron spectra (AR-XPS) of very thin (<6 nm), multi-element oxide films as grown on metallic binary alloy substrates by, e.g., thermal or plasma oxidation. To this end, first an approach has been given to retrieve the different metallic, oxidic and oxygen primary zero-loss (PZL) intensities from the measured AR-XPS spectra of the bare and oxidized alloy. The principal equations for the determination of the oxide-film thickness, composition and constitution from the resolved PZL intensities have been presented. On this basis, various corresponding calculation routes have been distinguished. The procedure has been applied to the case of very thin (<6 nm), mixed (Mg, Al)-oxide films on bare Mg-based MgAl substrates as grown by dry, thermal oxidation at room temperature. The results obtained on the thickness, composition, defect structure and constitution of the oxide-film have been discussed as function of the bulk Al alloying content and the applied partial pressure of oxygen.     

The network of scientific collaborations within the European framework programme

We use the emergent field of complex networks to analyze the network of scientific collaborations between entities (universities, research organizations, industry related companies,…) which collaborate in the context of the so-called framework programme. We demonstrate here that it is a scale-free network with an accelerated growth, which implies that the creation of new collaborations is encouraged. Moreover, these collaborations possess hierarchical modularity. Likewise, we find that the information flow depends on the size of the participants but not on geographical constraints.     

Temperature dependent pressure induced lineshape of O3 rotational transitions in air

The pressure induced broadening of a series of pure rotational transitions of ozone have been measured as a function of temperature. Results of experiments are compared with calculations employing the complex semiclassical theory of Robert and Bonamy. This set of rotational transitions is the dominant feature of the millimeter and submillimeter ozone spectra to be measured in the upcoming EOS-MLS mission.     

Noise-induced coupling and phase transition in initially homogeneous bistable system

We show that a colored spatial noise induces a heterogeneous behavior and coupling of initially uncoupled single bistable units. A formal approximation reduces a non-Markovian stochastic process described by the initial set of equations into Markovian process in terms of Langevin equation, for which a simple piecewise linear emulation was used to represent the nonlinear deterministic force. It turned out that the coupling leads to a phase transition due to the noise-induced diffusive term. As an example, a typical bistable noisy system with symmetric double-well potential was studied.     

Assignment of quantum number for plasmon energies in carbon layer systems

Electron-emission distribution curves of carbon layer surfaces excited by primary electrons of energies in the 118-534 eV range have been measured. The first four peaks in the plasmon spectrum are observed. It is concluded that the oscillator energies are presented to explain the assignment of the quantum number (n = 0,1,2,3) for internal plasmons in carbon layer systems. The preliminary assignment is in good agreement with the experimental results. It is also shown that the existence of limit between internal and surface plasmons. It is pointed out that the plasmon energy does not depend on both the external electrostatic voltage and the sample temperature. Moreover, the quantum number was adopted to the names of internal plasmons in the observed spectra.