Measuring persistence in a stationary time series using the complex network theory

A growing interest exists currently in the analysis of time series by the complex network theory. Here we present a simple and quick way for mapping time series to complex networks. Using a simple rule allows us to transform time series into a textual sequence then we divide it into words with fixed size. Distinct words are nodes of the network, and we have complete control on the network scale by adjusting the word size. Two nodes are linked if their associated words co-occur in sequence. We show that the network topological measures quantify the persistence and the long range correlations in fractional Brownian processes. For a particular word size we assume some relations between the topological measures and the Hurst exponent which characterised the persistence in fractional Brownian processes.     

Hamilton-Poisson formulation for the rotational motion of a rigid body in the presence of an axisymmetric force field and a gyroscopic torque

We give sufficient conditions for the rigid body in the presence of an axisymmetric force field and a gyroscopic torque to admit a Hamilton-Poisson formulation. Even if by adding a gyroscopic torque we initially lose one of the conserved Casimirs, we recover another conservation law as a Casimir function for a modified Poisson structure. We apply this frame to several well-known results in the literature.     

On spurious and corrupted multifractality: The effects of additive noise, short-term memory and periodic trends

We study the performance of multifractal detrended fluctuation analysis (MF-DFA) applied to long-term correlated and multifractal data records in the presence of additive white noise, short-term memory and periodicities. Such additions and disturbances that can be typically found in the observational records of various complex systems ranging from climate dynamics to physiology, network traffic, and finance. In monofractal records, we find that (i) additive white noise hardly results in spurious multifractality, but causes underestimated generalized Hurst exponents h(q) for all q values; (ii) short-range correlations lead to pronounced crossovers in the generalized fluctuation functions F_q(s) at positions that decrease with increasing moment q, thus causing significantly overestimated h(q) for small q and spurious multifractality; (iii) periodicities like seasonal trends (with standard deviations comparable with the one of the studied process) result in spurious “reversed” multifractality where h(q) increases with increasing q (except for very short time windows). We also show that in multifractal cascades moderate additions of noise, short-range memory, or periodic trends cause flawed results for h(q) with q<2, while h(q) with q>2 remains nearly unchanged.     

Self-consistent treatment of spin and magnetization dynamic effect in spin transfer switching

The effect of itinerant spin moment (m) dynamic in spin transfer switching has been ignored in most previous theoretical studies of the magnetization (M) dynamics. Thus in this paper, we proposed a more refined micromagnetic model of spin transfer switching that takes into account in a self-consistent manner of the coupled m and M dynamics. The numerical results obtained from this model further shed insight on the switching profiles of m and M, both of which show particular sensitivity to parameters such as the anisotropy field, the spin torque field, and the initial deviation between m and M.     

Diffusion reproduction processes

Interesting physics emerges from studying a population of reproducing individuals. Each can be regarded as a random walker, but it can either duplicate or die. Novel features of the collective behavior are quite surprising: if individuals reproduce or die freely, the life expectation is proportional to the size of the population, and if it is kept constant, the center of mass moves in space as if it were a single walker (i.e., the diffusion constant is independent of population's size). Biology-inspired interactions are also considered.     

Propagation of dust-acoustic waves in weakly ionized plasmas with dust-charge fluctuation

For an unmagnetized partially ionized dusty plasma containing electrons, singly charged positive ions, micron-sized massive negatively charged dust grains and a fraction of neutral atoms, dispersion relations for both the dust-ion-acoustic and the dustacoustic waves have been derived, incorporating dust charge fluctuation. The dispersion relations, under various conditions, have been exhaustively analysed. The explicit expressions for the growth rates have also been derived. International Conference on the Frontiers of Plasma Physics and Technology, 9–14 December 2002, Bangalore, India.     

近独立子系系统的统计规律(四)——巨正则分布函数

根据吉布斯系综理论导出了由任意数目刚性粒子构成的力学系统的巨正则分布函数、化学势及粒子数和能量涨落公式.并介绍了刚球模型下,对二维和三维近独立子系系统巨正则分布的计算机模拟,结果与理论完全一致.     

基于变比连续化的风电系统OLTC电压控制灵敏度算法

风电功率快速变化导致电压波动频繁且幅度较大.有载调压变压器(on-load tap changer,简称OLTC)通过改变无功分布实现调压,无需新增投资.普通变比灵敏度算法未考虑变比的离散约束,所得灵敏度不很准确,用于指导OLTC变比调节存在误差.采用二进制编码,将变比转化为0-1变量的线性组合,引入NCP函数将0-1变量连续化,提出基于NCP函数的连续化变比灵敏度算法,以应用于风电系统电压控制.探讨分析影响OLTC变比调节的因素.算例分析表明该文算法是有效可行的.