Correlation between detrended fluctuation analysis and the Lempel–Ziv complexity in nonlinear time series analysis

We focus on the study of the correlation between the detrended fluctuation analysis (DFA) and the Lempel-Ziv complexity (LZC) in nonlinear time series analysis in this paper. Typical dynamical systems including logistic map and Duffing model are investigated. Moreover, the influences of the Gaussian random noise on both DFA and LZC are analyzed. The results show a high correlation between DFA and LZC, which can quantify the non-stationarity and the nonlinearity of the time series, respectively. With the enhancement of the random component, the exponent α and the normalized complexity index C show increasing trends. In addition, C is found to be more sensitive to the fluctuation in the nonlinear time series than α. Finally, the correlation between DFA and LZC is applied to the feature extraction of vibration signals for a reciprocating compressor gas valve, and an effective fault diagnosis result is obtained.     

Transition in the waiting-time distribution of price-change events in a global socioeconomic system

The goal of developing a firmer theoretical understanding of inhomogeneous temporal processes–in particular, the waiting times in some collective dynamical system–is attracting significant interest among physicists. Quantifying the deviations between the waiting-time distribution and the distribution generated by a random process may help unravel the feedback mechanisms that drive the underlying dynamics. We analyze the waiting-time distributions of high-frequency foreign exchange data for the best executable bid–ask prices across all major currencies. We find that the lognormal distribution yields a good overall fit for the waiting-time distribution between currency rate changes if both short and long waiting times are included. If we restrict our study to long waiting times, each currency pair’s distribution is consistent with a power-law tail with exponent near to 3.5. However, for short waiting times, the overall distribution resembles one generated by an archetypal complex systems model in which boundedly rational agents compete for limited resources. Our findings suggest that a gradual transition arises in trading behavior between a fast regime in which traders act in a boundedly rational way and a slower one in which traders’ decisions are driven by generic feedback mechanisms across multiple timescales and hence produce similar power-law tails irrespective of currency type.     

Shallow folding potential for O + C elastic scattering

The ¹⁶O + ¹²C elastic scattering data have been well described, for the first time, with a shallow folded potential obtained from a single folding method. The constituent parameters of the potential, excepting one, for its real part are generated from the nucleon–¹⁶O and α–¹⁶O potentials, and the cluster structure of ¹²C. Only the repulsive part of the α–¹⁶O potential needs some adjustment to fit the data, reflecting the need to include the Pauli exclusion effects among the unclustered nucleons.     

Kirillov’s character formula,the holomorphic Peter–Weyl theorem,and the Blattner–Kostant–Sternberg pairing

By means of the orbit method we show that, for a compact Lie group, the Blattner–Kostant–Sternberg pairing map, with the constants being appropriately fixed, is unitary. Along the way we establish a holomorphic Peter–Weyl theorem for the complexification of a compact Lie group. Among our crucial tools is Kirillov’s character formula. The basic observation is that the Weyl vector is lurking behind the Kirillov character formula, as well as behind the requisite half-form correction on which the Blatter–Kostant–Sternberg-pairing for the compact Lie group relies, and thus produces the appropriate shift which, in turn, controls the unitarity of the BKS-pairing map. Our methods are independent of heat kernel harmonic analysis, which is used by B. C. Hall to obtain a number of these results [B.C. Hall, The Segal–Bargmann Coherent State Transform for compact Lie groups, J. Funct. Anal. 122 (1994) 103–151; B.C. Hall, Geometric quantization and the generalized Segal–Bargmann transform for Lie groups of compact type, Comm. Math. Phys. 226 (2002) 233–268, quant.ph/0012015].     

A preparation method and effects of Al–Cr coating on NdFeB sintered magnets

A 50 μm Al–Cr coating on NdFeB sintered magnets was prepared through dipping in solution, shaking dry and heating at 300 °C. The morphology and composition of the Al–Cr coating were investigated with scanning electron microscope, energy dispersive spectrometer and X-ray diffraction. The corrosion resistance of NdFeB sintered magnets with and without the Al–Cr coating was analyzed by normal salt spray, polarization curves and electrochemical impedance spectroscopy. The magnetic properties were measured with a hysteresis loop tracer. The results show that the Al–Cr coating forms an overlapping structure and Al flakes lie nearly parallel to the substrate, which improves the anticorrosion and increases normal salt spray test from 10 to 100 h. The corrosion potential of NdFeB sintered magnets with and without the Al–Cr coating moves positively from −0.67 to −0.48 V, which is in accordance with Nyquist and Bode plots. The Al–Cr coating has little influence on the magnetic properties of the NdFeB sintered magnets.     

A performance analysis of echographic ultrasonic techniques for non-invasive temperature estimation in hyperthermia range using phantoms with scatterers

Optimization of efficiency in hyperthermia requires a precise and non-invasive estimation of internal distribution of temperature. Although there are several research trends for ultrasonic temperature estimation, efficient equipments for its use in the clinical practice are not still available. The main objective of this work was to research about the limitations and potential improvements of previously reported signal processing options in order to identify research efforts to facilitate their future clinical use as a thermal estimator.In this document, we have a critical analysis of potential performance of previous ultrasonic research trends for temperature estimation inside materials, using different processing techniques proposed in frequency, time and phase domains. It was carried out in phantom with scatterers, assessing at their specific applicability, linearity and limitations in hyperthermia range. Three complementary evaluation indexes: technique robustness, Mat-lab processing time and temperature resolution, with specific application protocols, were defined and employed for a comparative quantification of the behavior of the techniques. The average increment per °C and mm was identified for each technique (3 KHz/°C in the frequency analysis, 0.02 rad/°C in the phase domain, while increments in the time domain of only 1.6 ns/°C were found). Their linearity with temperature rising was measured using linear and quadratic regressions and they were correlated with the obtained data.New improvements in time and frequency signal processing in order to reveal the potential thermal and spatial resolutions of these techniques are proposed and their subsequent improved estimation results are shown for simulated and measured A-scans registers. As an example of these processing novelties, an excellent potential resolution of 0.12 °C into hyperthermia range, with near-to-linear frequency dependence, could be achieved.Specifically defined “numerical” and physical multi-scatter phantoms are described, which mimic ultrasound velocity in tissues of about 1560 m/s @ 35 °C and have a quasi-uniform internal scattering structure designed to assure standard signal patterns adequate for processing comparisons in the same time and sound velocity conditions for all the techniques analyzed, and to obtain easily repeatable multi-pulse echo-patterns.A perfect lineal dependence (100% of correlation coefficient) between the unitary average increment measured by each technique and temperature rising was observed while working with simulated A-scan registers, where all the parameters are under an accurate control. Nevertheless a very small quadratic tendency appeared in the results obtained from experimental echo registers, which are more similar to a real tissues case. It would be an interesting future work to analyze the behavior of these techniques in real tissues in order to confirm or reject this light quadratic tendency.Finally, new methods were detailed and applied in order to precisely quantify the advantages of each estimation technique; their respective intrinsic limitations were also underlined.     

Multifractal detrended fluctuation analysis for clustering structures of electricity price periods

A new model is proposed to investigate the structure of electricity price in different time periods. A popular method — the multifractal detrended fluctuation analysis (MF-DFA) method is employed to analyze the features achieved from three types of electricity price data after filtering some trends by Fourier detrended fluctuation function. Twelve multifractal parameters are calculated and selected as the characteristic indicators for comparison. Moreover, the minimum number of indicators is determined so that the discriminant accuracy reaches maximum based on Fisher’s linear discriminant algorithm (Fisher’s LDA) for each time period. These indicators form a multi-dimensional space, in which each point represents a price time series. This allows us to cluster the three price time periods, namely, the low price time periods, the average price time periods and the peak price time periods. Fisher’s LDA is employed to evaluate the discriminant accuracy on these three kinds of time periods. Our analysis is then applied to the data in California1999–2000 and PJM2001–2002 electricity markets to demonstrate the applicability of our methods.     

High-coercivity nanocomposite permanent magnet based on Nd–Fe–B–Ti–C with Cr addition for high-temperature applications

We have investigated influences of various elements (Ti, Nb, Mo, Ta, Hf, W, V, Cr) on magnetic properties of Fe–B/Nd₂Fe₁₄B-based Nd–Fe–B–Ti–C nanocomposite magnets in order to obtain larger coercivity required for high-temperature applications. As a result, addition of Cr was found to be most effective among additive elements investigated to enhance coercivity. Thermal flux losses of high-coercivity (H_cJ=1609 kA/m) Nd–Fe–B–Ti–C–Cr nanocomposite magnet at 200 °C are less than 2%.     

A Mean–variance analysis of arbitrage portfolios

Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean–variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean–variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427–443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.     

A molecular theory of smectic C liquid crystals made of rod-like molecules

Organic compounds exhibiting the smectic C phase are made of rod-like molecules that have dipolar groups with lateral components. We argue that the off-axis character of the lateral dipolar groups can account for tilt in layered smectics (SmC, SmC*, SmI etc.). We develop a mean-field theory of the smectic C phase based on a single-particle potential of the form U _C ∝ sin(2θ)cosφ, consistent with the biaxial nature of the phase, where θ and φ are the polar and azimuthal angles, respectively. The hard-rod interactions that favour the smectic A phase with zero tilt angle are also included. The theoretical phase diagrams compare favourably with experimental trends. Our theory also leads to the following results: i) a first-order smectic C to smectic A transition above some value of the McMillan parameter α, leading to a tricritical point on the smectic C to smectic A transition line and ii) a first-order smectic C to smectic C transition over a very small range of values of the model parameters. We have also extended the theory to include the next higher-order term in the tilting potential and to include the effect of different tilt angles for the molecular core and the chain in the SmC phase. Received 3 August 2002 RID="a" ID="a"Present address: Department of Physics, Vijaya College, R. V. Road, Bangalore - 560 004, India. RID="b" ID="b"e-mail: nvmadhu@rri.res.in     

Study of ageing in Al–Mg–Si alloys by positron annihilation spectroscopy

In many common Al–Mg–Si alloys (6000 series) intermediate storage at or near ‘room temperature’ after solutionising leads to pronounced changes of the precipitation kinetics during the ensuing artificial ageing step at ≈180 °C. This is not only an annoyance in production, but also a challenge for researchers. We studied the kinetics of natural ‘room temperature’ ageing (NA) in Al–Mg–Si alloys by means of various different techniques, namely electrical resistivity and hardness measurement, thermoanalysis and positron lifetime and Doppler broadening (DB) spectroscopy to identify the stages in which the negative effect of NA on artificial ageing might appear. Positron lifetime measurements were carried out in a fast mode, allowing us to measure average lifetimes in below 1 min. DB measurements were carried out with a single detector and a ⁶⁸Ge positron source by employing high momentum analysis. The various measurements show that NA is much more complex than anticipated and at least four different stages can be distinguished. The nature of these stages cannot be given with certainty, but a possible sequence includes vacancy diffusion to individual solute atoms, nucleation of solute clusters, Mg agglomeration to clusters and coarsening or ordering of such clusters. Positron lifetime measurements after more complex ageing treatments involving storage at 0 °C, 20 °C and 180 °C have also been carried out and help to understand the mechanisms involved.     

Effect of annealing on structural and electrical properties of the Li–Mn–O thin films, prepared by high frequency RF magnetron sputtering

Li–Mn–O thin film cathode materials are prepared by high frequency (27.12 MHz) RF magnetron sputtering. The high RF frequency gives higher deposition rates without compromising on the quality of the films. This investigation focuses on the effects of post-annealing on the micro-structural, morphological and electrical properties of Li–Mn–O films. It is observed that with the increase of annealing temperature the crystallinity as well as the electrical conductivity of the films increases. The films annealed at 600–700 °C are found to have high structural perfection and good electrical properties.     

Kohn’s theorem, Larmor’s equivalence principle and the Newton–Hooke group

We consider non-relativistic electrons, each of the same charge to mass ratio, moving in an external magnetic field with an interaction potential depending only on the mutual separations, possibly confined by a harmonic trapping potential. We show that the system admits a “relativity group” which is a one-parameter family of deformations of the standard Galilei group to the Newton–Hooke group which is a Wigner–?nönü contraction of the de Sitter group. This allows a group-theoretic interpretation of Kohn’s theorem and related results. Larmor’s theorem is used to show that the one-parameter family of deformations are all isomorphic. We study the “Eisenhart” or “lightlike” lift of the system, exhibiting it as a pp-wave. In the planar case, the Eisenhart lift is the Brdi?ka–Eardley–Nappi–Witten pp-wave solution of Einstein–Maxwell theory, which may also be regarded as a bi-invariant metric on the Cangemi–Jackiw group.     

Phase correlation of foreign exchange time series

Correlation of foreign exchange rates in currency markets is investigated based on the empirical data of USD/DEM and USD/JPY exchange rates for a period from February 1 1986 to December 31 1996. The return of exchange time series is first decomposed into a number of intrinsic mode functions (IMFs) by the empirical mode decomposition method. The instantaneous phases of the resultant IMFs calculated by the Hilbert transform are then used to characterize the behaviors of pricing transmissions, and the correlation is probed by measuring the phase differences between two IMFs in the same order. From the distribution of phase differences, our results show explicitly that the correlations are stronger in daily time scale than in longer time scales. The demonstration for the correlations in periods of 1986–1989 and 1990–1993 indicates two exchange rates in the former period were more correlated than in the latter period. The result is consistent with the observations from the cross-correlation calculation.     

Virtual coupling potential for elastic scattering of Be on proton and carbon targets

The ^10,11Be(p, p) and (¹²C, ¹²C) reactions were analyzed to determine the influence of the weak binding energies of exotic nuclei on their interaction potential. The elastic cross sections were measured at GANIL in inverse kinematics using radioactive ^10,11Be beams produced at energies of 39.1A   and 38.4A MeV$38.4A\text{ MeV}$. The elastic proton scattering data were analyzed within the framework of the microscopic Jeukenne–Lejeune–Mahaux (JLM) nucleon–nucleus potential. The angular distributions are found to be best reproduced by reducing the real part of the microscopic optical potential, as a consequence of the coupling to the continuum. These effects modify deeply the elastic potential. Including the Virtual Coupling Potential (VCP), we show the ability of the general optical potentials to reproduce the data for scattering of unstable nuclei, using realistic densities. Finally, the concepts needed to develop a more general and microscopic approach of the VCP are discussed.     

The study of optical,dielectric and optoelectronic properties of dodecylbenzene sulfonic acid doped polyaniline

Soluble polyaniline (PANI) doped with dodecylbenzene sulfonic acid (DBSA) was synthesized by chemical oxidation method and was cast on glass using homemade spray, a simple technology used for coating thin film in order to replace other costly complicated techniques. The PANI–DBSA was characterized by FTIR, XRD and UV–vis techniques. The TGA results illustrated that they are three major stages of weight loss of the PANI–DBSA sample. D.C. and A.C. study was performed by pelletizing the sample. D.C. conductivity obtained at room temperature was 3.753 × 10⁻³ S/cm. The A.C. conductivity and dielectric properties was analyzed in the frequency range 100–1000 kHz which indicates that the value of dielectric constant and loss tangent increases with increase in temperature and decreases with increase in frequency and in addition it supports the hopping mechanism. Current density–voltage (J–V) measurements was used to characterize ITO/PANI–DBSA/Al device. The value of various junction parameters such as ideality factor, barrier height and saturation current density was calculated.     

Resonant long-range interactions between polar macromolecules

Motivated by its prospective biological relevance, the issue of resonant long-range interactions between two molecules displaying oscillating dipole moments is reinvestigated within the framework of classical electrodynamics. In particular, our findings shed new light on Fröhlich?s theory of selective long-range interactions between biomolecules. First, terms of a very long-range kind – which have never been reported so far – are found in the interaction potential, due to field retardation. Second, at variance with a long-standing belief, it is shown that sizable resonant long-range interactions may exist only if the interacting system is out of thermal equilibrium.     

Addendum to “On the exploitability of thermo-charged capacitors” [Physica A 390 (2011) 482–491]

In the article [Physica A 390 (2011) 482–491], an explicit discussion on contact potential (and its alleged consequences) arising between the inner metallic sphere of a thermo-charged spherical capacitor and its Ag–O–Cs coating is missing. This addendum aims to clarify this issue.