Scaling,stability and distribution of the high-frequency returns of the Ibex35 index

In this paper we perform a statistical analysis of the high-frequency returns of the Ibex35 Madrid stock exchange index. We find that its probability distribution seems to be stable over different time scales, a stylized fact observed in many different financial time series. However, an in-depth analysis of the data using maximum likelihood estimation and different goodness-of-fit tests rejects the Lévy-stable law as a plausible underlying probabilistic model. The analysis shows that the Normal Inverse Gaussian distribution provides an overall fit for the data better than any of the other subclasses of the family of Generalized Hyperbolic distributions and certainly much better than the Lévy-stable laws. Furthermore, the right (resp. left) tail of the distribution seems to follow a power-law with exponent α≈4.60$\alpha \approx 4.60$ (resp. α≈4.28$\alpha \approx 4.28$). Finally, we present evidence that the observed stability is due to temporal correlations or non-stationarities of the data.     

Flame wrinkles from the Zhdanov–Trubnikov equation

The Zhdanov–Trubnikov equation describing wrinkled premixed flames is studied, using pole decompositions as starting points. Its one-parameter (−1?c?+1$-1?c?+1$) nonlinearity generalises the Michelson–Sivashinsky equation (c=0$c=0$) to a stronger Darrieus–Landau instability. The shapes of steady flame crests (or periodic cells) are deduced from Laguerre (or Jacobi) polynomials when c≈−1$c\approx -1$, which numerical resolutions confirm. Large wrinkles are analysed via   a pole density: adapting results of Dunkl relates their shapes to the generating function of Meixner–Pollaczek polynomials, which numerical results confirm for −1<c?0$-1<c?0$ (reduced stabilisation). Although locally ill-behaved if c>0$c>0$ (over-stabilisation) such analytical solutions can yield accurate flame shapes for 0?c?0.6$0?c?0.6$. Open problems are invoked.     

Cosmology with torsion: An alternative to cosmic inflation

We propose a simple scenario which explains why our Universe appears spatially flat, homogeneous and isotropic. We use the Einstein–Cartan–Kibble–Sciama (ECKS) theory of gravity which naturally extends general relativity to include the spin of matter. The torsion of spacetime generates gravitational repulsion in the early Universe filled with quarks and leptons, preventing the cosmological singularity: the Universe expands from a state of minimum but finite radius. We show that the dynamics of the closed Universe immediately after this state naturally solves the flatness and horizon problems in cosmology because of an extremely small and negative torsion density parameter, ΩS≈−¹⁰⁻⁶⁹${\Omega }_S\approx -{10}^{-69}$. Thus the ECKS gravity provides a compelling alternative to speculative mechanisms of standard cosmic inflation. This scenario also suggests that the contraction of our Universe preceding the bounce at the minimum radius may correspond to the dynamics of matter inside a collapsing black hole existing in another universe, which could explain the origin of the Big Bang.     

Vortex configurations on a thin superconducting spherical shell in the presence of a magnetic dipole

In this work we study vortex configurations on a thin superconducting spherical shell of radius R and thickness d  (R?d?ξ)$(R?d?\xi )$ with a magnetic dipole inside it. The point magnetic dipole (with magnetic moment, m_z$m_z$) is oriented along one of the sphere main axis. It is placed a distance z₀$z_0$ from the center of the sphere. Due to the symmetry of the sample, there are vortices and antivortices pancakes on the shell resulting in zero total vorticity. The vortex interactions with the shielding currents produced by the external fields – as well as with other vortices – are calculated within the London limit. The vortex configurations are obtained by solving numerically the Bardeen–Stephen equation of motion for the vortices. For z₀≈0$z_0\approx 0$ the most frequent vortex configurations present equal arrangements of vortices and antivortices on the north and south hemispheres. For z₀≈0.5R$z_0\approx 0.5R$, the diversity of vortex configurations increases, with a higher number of configurations (in comparison to smaller z₀$z_0$) having different vortices and antivortices distributions on each shell hemisphere. We also study the equilibrium states dependence on the magnetic dipole strength and position.     

Unusual metal–insulator transition in disordered ferromagnetic films

We present a theoretical interpretation of recent data on the conductance near and farther away from the metal–insulator transition in thin ferromagnetic Gd films of thickness b≈2$b\approx 2$–10 nm. For increasing sheet resistances a dimensional crossover takes place from d=2 to d  =3 dimensions, since the large phase relaxation rate caused by scattering of quasiparticles off spin wave excitations renders the dephasing length L_??b$L_{?}?b$ at strong disorder. The conductivity data in the various regimes obey fractional power-law or logarithmic temperature dependence. One observes weak localization and interaction induced corrections at weaker disorder. At strong disorder, near the metal–insulator transition, the data show scaling and collapse onto two scaling curves for the metallic and insulating regimes. We interpret this unusual behavior as proof of two distinctly different correlation length exponents on both sides of the transition.     

Right unitarity triangles and tri-bimaximal mixing from discrete symmetries and unification

We propose new classes of models which predict both tri-bimaximal lepton mixing and a right-angled Cabibbo–Kobayashi–Maskawa (CKM) unitarity triangle, α≈90°$\alpha \approx 90\text{°}$. The ingredients of the models include a supersymmetric (SUSY) unified gauge group such as SU(5)$\mathit{SU}(5)$, a discrete family symmetry such as A₄$A_4$ or S₄$S_4$, a shaping symmetry including products of Z₂${\mathbb{Z}}_2$ and Z₄${\mathbb{Z}}_4$ groups as well as spontaneous CP violation. We show how the vacuum alignment in such models allows a simple explanation of α≈90°$\alpha \approx 90\text{°}$ by a combination of purely real or purely imaginary vacuum expectation values (vevs) of the flavons responsible for family symmetry breaking. This leads to quark mass matrices with 1–3 texture zeros that satisfy the “phase sum rule” and lepton mass matrices that satisfy the “lepton mixing sum rule” together with a new prediction that the leptonic CP violating oscillation phase is close to either 0°, 90°, 180°, or 270° depending on the model, with neutrino masses being purely real (no complex Majorana phases). This leads to the possibility of having right-angled unitarity triangles in both the quark and lepton sectors.     

Right unitarity triangles,stable CP-violating phases and approximate quark–lepton complementarity

Current experimental data indicate that two unitarity triangles of the CKM quark mixing matrix V   are almost the right triangles with α≈90°$\alpha \approx 90°$. We highlight a very suggestive parametrization of V and show that its CP-violating phase ? is nearly equal to α   (i.e., ?−α≈1.1°$?-\alpha \approx 1.1°$). Both ? and α   are stable against the renormalizaton-group evolution from the electroweak scale MZ$M_Z$ to a superhigh energy scale MX$M_X$ or vice versa, and thus it is impossible to obtain α=90°$\alpha =90°$ at MZ$M_Z$ from ?=90°$?=90°$ at MX$M_X$. We conjecture that there might also exist a maximal CP-violating phase φ≈90°$\phi \approx 90°$ in the MNS lepton mixing matrix U. The approximate quark–lepton complementarity relations, which hold in the standard parametrizations of V and U, can also hold in our particular parametrizations of V and U   simply due to the smallness of |V_ub|$|V_{ub}|$ and |V_e3|$|V_{e3}|$.     

Characterization of quenched-in vacancies in Fe–Al alloys

Physical and mechanical properties of Fe–Al alloys are strongly influenced by atomic ordering and point defects. In the present work positron lifetime (LT) measurements combined with slow positron implantation spectroscopy (SPIS) were employed for an investigation of quenched-in vacancies in Fe–Al alloys with the Al content ranging from 18 to 49 at.%. The interpretation of positron annihilation data was performed using ab-initio   theoretical calculations of positron parameters. Quenched-in defects were identified as Fe-vacancies. It was found that the lifetime of positrons trapped at quenched-in defects increases with increasing Al content due to an increasing number of Al atoms surrounding the Fe vacancies. The concentration of quenched-in vacancies strongly increases with increasing Al content from ≈10⁻⁵$\approx {10}^{-5}$ in Fe₈₂Al₁₈${\mathrm{Fe}}_{82}{\mathrm{Al}}_{18}$ (i.e. the alloy with the lowest Al content studied) up to ≈10⁻¹$\approx {10}^{-1}$ in Fe₅₁Al₄₉${\mathrm{Fe}}_{51}{\mathrm{Al}}_{49}$ (i.e. the alloy with the highest Al content studied in this work).     

Percolation theory and fragmentation measures in social networks

We study the statistical properties of a recently proposed social networks measure of fragmentation F after removal of a fraction q of nodes or links from the network. The measure F   is defined as the ratio of the number of pairs of nodes that are not connected in the fragmented network to the total number of pairs in the original fully connected network. We compare this measure with the one traditionally used in percolation theory, _P∞$P_{\infty }$, the fraction of nodes in the largest cluster relative to the total number of nodes. Using both analytical and numerical methods, we study Erd?s–Rényi (ER) and scale-free (SF) networks under various node removal strategies. We find that for a network obtained after removal of a fraction q   of nodes above criticality, _P∞≈(1-F)^1/2$P_{\infty }\approx (1-F{)}^{1/2}$. For fixed _P∞$P_{\infty }$ and close to criticality, we show that 1-F$1-F$ better reflects the actual fragmentation. For a given _P∞$P_{\infty }$, 1-F$1-F$ has a broad distribution and thus one can improve significantly the fragmentation of the network. We also study and compare the fragmentation measure F   and the percolation measure _P∞$P_{\infty }$ for a real national social network of workplaces linked by the households of the employees and find similar results.     

On the role of atomic motion soft modes in acoustic phonon broadening below the boson peak in glasses

This Letter presents a mechanism of acoustic phonon broadening for frequencies lower than the boson peak frequency in glasses exhibiting a high-frequency sound above the boson peak. The mechanism is based on a resonant interaction of an acoustic phonon with harmonic vibrational excitations of soft modes in such glasses. The related width of the phonon is found to be independent of temperature and characterized by a power-law frequency dependence ν?${\nu }^{?}$, with the exponent ?   varying from ?≈2$?\approx 2$ below the boson peak to ?≈4$?\approx 4$ at lower frequencies. The dependencies do not appear to contradict some recent experimental data, for the glasses under discussion.     

The neutrino mixing matrix could (almost) be diagonal with entries ±1

It is consistent with the measurement of _θ13∼0.15${\theta }_{13}\sim 0.15$ by Daya Bay to suppose that, in addition to being unitary, the neutrino mixing matrix is also almost Hermitian, and thereby only a small perturbation from diag(+1,−1,−1)$\mathrm{diag}(+1,-1,-1)$ in a suitable basis. We suggest this possibility simply as an easily falsifiable ansatz, as well as to offer a potentially useful means of organizing the experimental data. We explore the phenomenological implications of this ansatz and parametrize one type of deviation from the leading order relation |_Ve3|≈|_Vτ1|$|V_{e3}|\approx |V_{\tau 1}|$. We also emphasize the group-invariant angle between orthogonal matrices as a means of comparing to data. The discussion is purely phenomenological, without any attempt to derive the condition V^†≈V$V^{\mathrm{†}}\approx V$ from a fundamental theory.     

Cycle frequency in standard Rock–Paper–Scissors games: Evidence from experimental economics

The Rock–Paper–Scissors (RPS) game is a widely used model system in game theory. Evolutionary game theory predicts the existence of persistent cycles in the evolutionary trajectories of the RPS game, but experimental evidence has remained to be rather weak. In this work, we performed laboratory experiments on the RPS game and analyzed the social-state evolutionary trajectories of twelve populations of N=6$N=6$ players. We found strong evidence supporting the existence of persistent cycles. The mean cycling frequency was measured to be 0.029±0.009$0.029\pm 0.009$ period per experimental round. Our experimental observations can be quantitatively explained by a simple non-equilibrium model, namely the discrete-time logit dynamical process with a noise parameter. Our work therefore favors the evolutionary game theory over the classical game theory for describing the dynamical behavior of the RPS game.     

Pseudo-topological transitions in 2D gravity models coupled to massless scalar fields

We study the geometries generated by two-dimensional causal dynamical triangulations (CDT) coupled to d   massless scalar fields. Using methods similar to those used to study four-dimensional CDT we show that there exists a c=1$c=1$ “barrier”, analogous to the c=1$c=1$ barrier encountered in non-critical string theory, only the CDT transition is easier to be detected numerically. For d?1$d?1$ we observe time-translation invariance and geometries entirely governed by quantum fluctuations around the uniform toroidal topology put in by hand. For d>1$d>1$ the effective average geometry is no longer toroidal but “semiclassical” and spherical with Hausdorff dimension _dH=3$d_H=3$. In the d>1$d>1$ sector we study the time dependence of the semiclassical spatial volume distribution and show that the observed behavior is described by an effective mini-superspace action analogous to the actions found in the de Sitter phase of three- and four-dimensional pure CDT simulations and in the three-dimensional CDT-like Ho?ava–Lifshitz models.     

Computational approaches to aspect-ratio-dependent upper bounds and heat flux in porous medium convection

Direct numerical simulation (DNS) has shown that Rayleigh–Bénard convection in a fluid-saturated porous medium self-organizes into narrowly spaced plumes at (ostensibly) asymptotically high values of the Rayleigh number Ra. In this Letter a combination of DNS and upper bound theory is used to investigate the dependence of the Nusselt number Nu on the domain aspect ratio L at large Ra  . A novel algorithm is introduced to solve the optimization problems arising from the upper bound analysis, allowing for the best available bounds to be extended up to Ra≈2.65×10⁴$\mathit{Ra}\approx 2.65\times {10}^4$. The dependence of the bounds on L(Ra)$L(\mathit{Ra})$ is explored and a “minimal flow unit” is identified.     

He2 and HeH molecular ions in a strong magnetic field: The Lagrange-mesh approach

Accurate calculations for the ground state of the molecular ions He³⁺₂ and HeH²⁺ placed in a strong magnetic field B?10² a.u.$B?{10}^2\text{a.u.}$ (≈2.35×10¹¹ G$\approx 2.35\times {10}^{11}\text{G}$) using the Lagrange-mesh method are presented. The Born–Oppenheimer approximation of zero order (infinitely massive centers) and the parallel configuration (molecular axis parallel to the magnetic field) are considered. Total energies are found with 9–10 s.d. The obtained results show that the molecular ions He³⁺₂ and HeH²⁺ exist at B>100 a.u.$B>100\text{a.u.}$ and B>1000 a.u.$B>1000\text{a.u.}$, respectively, as predicted in Turbiner and López Vieyra (2007) [1] while a saddle point in the potential curve appears for the first time at B∼80 a.u.$B\sim 80\text{a.u.}$ and B∼740 a.u.$B\sim 740\text{a.u.}$, respectively.     

Spin polarization of the neutral exciton in a single quantum dot

While efficient nuclear polarization has earlier been reported for the charged exciton in InAs/GaAs quantum dots at zero external magnetic field, we report here on a surprisingly high degree of circular polarization, up to ≈60%$\approx 60\%$, for the neutral exciton emission in individual InAs/GaAs dots. This high degree of polarization is explained in terms of the appearance of an effective nuclear magnetic field which stabilizes the electron spin. The nuclear polarization is manifested in experiments as a detectable Overhauser shift. In turn, the nuclei located inside the dot are exposed to an effective electron magnetic field, the Knight field. This nuclear polarization is understood as being due to the dynamical nuclear polarization by an electron localized in the QD. The high degree of polarization for the neutral exciton is also suggested to be due to separate in-time capture of electrons and holes into the QD.     

Worm Monte Carlo study of the honeycomb-lattice loop model

We present a Markov-chain Monte Carlo algorithm of worm   type that correctly simulates the O(n)$O(n)$ loop model on any (finite and connected) bipartite cubic graph, for any real n>0$n>0$, and any edge weight, including the fully-packed limit of infinite edge weight. Furthermore, we prove rigorously that the algorithm is ergodic and has the correct stationary distribution. We emphasize that by using known exact mappings when n=2$n=2$, this algorithm can be used to simulate a number of zero-temperature Potts antiferromagnets for which the Wang–Swendsen–Kotecký cluster algorithm is non-ergodic, including the 3-state model on the kagome lattice and the 4-state model on the triangular lattice. We then use this worm algorithm to perform a systematic study of the honeycomb-lattice loop model as a function of n?2$n?2$, on the critical line and in the densely-packed and fully-packed phases. By comparing our numerical results with Coulomb gas theory, we identify a set of exact expressions for scaling exponents governing some fundamental geometric and dynamic observables. In particular, we show that for all n?2$n?2$, the scaling of a certain return time in the worm dynamics is governed by the magnetic dimension of the loop model, thus providing a concrete dynamical interpretation of this exponent. The case n>2$n>2$ is also considered, and we confirm the existence of a phase transition in the 3-state Potts universality class that was recently observed via numerical transfer matrix calculations.     

The high temperature expansion of the classical XYZ chain

The β$\beta$-expansion of the Helmholtz free energy (HFE) up to order β¹²${\beta }^{12}$ of the classical XYZ model with a single-ion anisotropy term and external magnetic field is calculated and compared to the numerical solution of Joyce's [Phys. Rev. Lett. 19 (1967) 581] for the XXZ   classical model, with neither single-ion anisotropy term nor external magnetic field. This comparison shows that the derived analytical expansion is valid for intermediate temperatures such as kT/_Jx≈0.5$\mathit{kT}/J_x\approx 0.5$. The specific heat and magnetic susceptibility of the S=2$S=2$ antiferromagnetic chain can be approximated by their respective classical results, within an error of 2.5%$2.5\%$, up to kT/J≈0.8$\mathit{kT}/J\approx 0.8$. For a vanishing external magnetic field the ferromagnetic and antiferromagnetic chains are shown to have the same classical HFE; their behaviour in a non-vanishing external magnetic field is also described.