Using permutations to detect dependence between time series

In this paper, we propose an independence test between two time series which is based on permutations. The proposed test can be carried out by means of different common statistics such as Pearson’s chi-square or the likelihood ratio. We also point out why an exact test is necessary. Simulated and real data (return exchange rates between several currencies) reveal the capacity of this test to detect linear and nonlinear dependences.     

Localization of Bose-Einstein condensates in optical lattices

The dynamics of repulsive bosons condensed in an optical lattice is effectively described by the Bose-Hubbard model. The classical limit of this model, reproduces the dynamics of Bose-Einstein condensates, in a periodic potential, and in the superfluid regime. Such dynamics is governed by a discrete nonlinear Schrödinger equation. Several papers, addressing the study of the discrete nonlinear Schrödinger dynamics, have predicted the spontaneous generation of (classical) breathers in coupled condensates. In the present contribute, we shall focus on localized solutions (quantum breathers) of the full Bose-Hubbard model. We will show that solutions exponentially localized in space and periodic in time exist also in absence of randomness. Thus, this kind of states, reproduce a novel quantum localization phenomenon due to the interplay between bounded energy spectrum and non-linearity.     

Frequency down-conversion using cascading arrays of coupled nonlinear oscillators

A novel coupling scheme using M≥2 arrays of coupled nonlinear elements arranged in a specific configuration can produce multifrequency patterns or a frequency down-converting effect on an external (input) signal. In such a configuration, each array contains N≥3 nonlinear elements with similar dynamics and each element is coupled unidirectionally within the array. The subsequent arrays in the cascade are coupled in a similar fashion except that the coupling direction is arranged in the opposite direction with respect to that of the preceding array. Previous theoretical work and numerical results have already been reported in [P. Longhini, A. Palacios, V. In, J. Neff, A. Kho, A. Bulsara, Exploiting dynamical symmetry in coupled nonlinear elements for efficient frequency down-conversion, Phys. Rev. E 76 (2007) 026201]. This paper is focused on results of experiments implemented on two distinct systems: the first system is fabricated using discrete component circuits to approximate an overdamped bistable Duffing oscillator described by a quartic potential system, and the second system is built in a microcircuit, where the nonlinearity is described by a hyperbolic tangent function, with the option of applying an external signal to investigate resonant effects. In particular, the circuit implementations for each case use M=2 arrays, but their voltage oscillations already demonstrate that the frequency relations between each of the successive arrays decrease by a rational factor, conforming to earlier theoretical and numerical results for the general case containing M arrays. This behavior is important for efficient frequency down-converting applications which are essential in many communication systems where heterodyning is typically used and it involves multi-step processes with complicated circuitry.     

Determination of Very Slow Diffusion of Paramagnetic Ions by NMR Spectroscopy

In this paper, we propose a new method of measuring the very slow paramagnetic ion diffusion coefficient using a commercial high-resolution spectrometer. If there are distinct paramagnetic ions influencing the hydrogen nuclear magnetic relaxation time differently, their diffusion coefficients can be measured separately. A cylindrical phantom filled with Fricke xylenol gel solution and irradiated with gamma rays was used to validate the method. The Fricke xylenol gel solution was prepared with 270 Bloom porcine gelatin, the phantom was irradiated with gamma rays originated from a ⁶⁰Co source and a high-resolution 200 MHz nuclear magnetic resonance (NMR) spectrometer was used to obtain the phantom ¹H profile in the presence of a linear magnetic field gradient. By observing the temporal evolution of the phantom NMR profile, an apparent ferric ion diffusion coefficient of 0.50 μm²/ms due to ferric ions diffusion was obtained. In any medical process where the ionizing radiation is used, the dose planning and the dose delivery are the key elements for the patient safety and success of treatment. These points become even more important in modern conformal radio therapy techniques, such as stereotactic radiosurgery, where the delivered dose in a single session of treatment can be an order of magnitude higher than the regular doses of radiotherapy. Several methods have been proposed to obtain the three-dimensional (3-D) dose distribution. Recently, we proposed an alternative method for the 3-D radiation dose mapping, where the ionizing radiation modifies the local relative concentration of Fe²⁺/Fe³⁺ in a phantom containing Fricke gel and this variation is associated to the MR image intensity. The smearing of the intensity gradient is proportional to the diffusion coefficient of the Fe³⁺ and Fe²⁺ in the phantom. There are several methods for measurement of the ionic diffusion using NMR, however, they are applicable when the diffusion is not very slow.