Zero Tension Kardar-Parisi-Zhang Equation in (d + 1)–Dimensions

The joint probability distribution function (PDF) of the height and its gradients is derived for a zero tension d + 1-dimensional Kardar-Parisi-Zhang (KPZ) equation. It is proved that the height's PDF of zero tension KPZ equation shows lack of positivity after a finite time t _c . The properties of zero tension KPZ equation and its differences with the case that it possess an infinitesimal surface tension is discussed. Also potential relation between the time scale t _c and the singularity time scale t _c.v→0 of the KPZ equation with an infinitesimal surface tension is investigated.     

Localization of elastic waves in heterogeneous media with off-diagonal disorder and long-range correlations

Using the Martin-Siggia-Rose method, we study propagation of acoustic waves in strongly heterogeneous media which are characterized by a broad distribution of the elastic constants. Gaussian-white distributed elastic constants, as well as those with long-range correlations with nondecaying power-law correlation functions, are considered. The study is motivated in part by a recent discovery that the elastic moduli of rock at large length scales may be characterized by long-range power-law correlation functions. Depending on the disorder, the renormalization group (RG) flows exhibit a transition to localized regime in any dimension. We have numerically checked the RG results using the transfer-matrix method and direct numerical simulations for one- and two-dimensional systems, respectively.     

A Langevin equation for the rates of currency exchange based on the Markov analysis

We propose a method for analyzing the data for the rates of exchange of various currencies versus the U.S. dollar. The method analyzes the return time series of the data as a Markov process, and develops an effective equation which reconstructs it. We find that the Markov time scale, i.e., the time scale over which the data are Markov-correlated, is one day for the majority of the daily exchange rates that we analyze. We derive an effective Langevin equation to describe the fluctuations in the rates. The equation contains two quantities, D⁽¹⁾ and D⁽²⁾, representing the drift and diffusion coefficients, respectively. We demonstrate how the two coefficients are estimated directly from the data, without using any assumptions or models for the underlying stochastic time series that represent the daily rates of exchange of various currencies versus the U.S. dollar.     

Exact Analysis of Level-Crossing Statistics for (d+1)-Dimensional Fluctuating Surfaces

We carry out an exact analysis of the average frequency ν⁺ _αxi in the direction x _i of positiveslope crossing of a given level α such that, h(x, t) − = α, of growing surfaces in spatial dimension d. Here, h(x, t) is the surface height at time t, and is its mean value. We analyze the problem when the surface growth dynamics is governed by the Kardar-Parisi-Zhang (KPZ) equation without surface tension, in the time regime prior to appearance of cusp singularities (sharp valleys), as well as in the random deposition (RD) model. The total number N ⁺ of such level-crossings with positive slope in all the directions is then shown to scale with time as t ^d/2 for both the KPZ equation and the RD model. PACS number(s): 52.75.Rx, 68.35.Ct     

The effect of low-frequency oscillations on cardio-respiratory synchronization

We show that the transitions which occur between close orders of synchronization in the cardiorespiratory system are mainly due to modulation of the cardiac and respiratory processes by low-frequency components. The experimental evidence is derived from recordings on healthy subjects at rest and during exercise. Exercise acts as a perturbation of the system that alters the mean cardiac and respiratory frequencies and changes the amount of their modulation by low-frequency oscillations. The conclusion is supported by numerical evidence based on a model of phase-coupled oscillators, with white noise and lowfrequency noise. Both the experimental and numerical approaches confirm that low-frequency oscillations play a significant role in the transitional behavior between close orders of synchronization.     

Direction of coupling from phases of interacting oscillators: a permutation information approach

We introduce a directionality index for a time series based on a comparison of neighboring values. It can distinguish unidirectional from bidirectional coupling, as well as reveal and quantify asymmetry in bidirectional coupling. It is tested on a numerical model of coupled van der Pol oscillators, and applied to cardiorespiratory data from healthy subjects. There is no need for preprocessing and fine-tuning the parameters, which makes the method very simple, computationally fast and robust.