title:
Lead-lag cross-sectional structure and detection of
  correlated-anticorrelated regime shifts: Application to the volatilities of
  inflation and economic growth rates

abstract:
  We have recently introduced the ``thermal optimal path'' (TOP) method to
investigate the real-time lead-lag structure between two time series. The TOP
method consists in searching for a robust noise-averaged optimal path of the
distance matrix along which the two time series have the greatest similarity.
Here, we generalize the TOP method by introducing a more general definition of
distance which takes into account possible regime shifts between positive and
negative correlations. This generalization to track possible changes of
correlation signs is able to identify possible transitions from one convention
(or consensus) to another. Numerical simulations on synthetic time series
verify that the new TOP method performs as expected even in the presence of
substantial noise. We then apply it to investigate changes of convention in the
dependence structure between the historical volatilities of the USA inflation
rate and economic growth rate. Several measures show that the new TOP method
significantly outperforms standard cross-correlation methods.


title:
Demonstration of fundamental mode only propagation in highly multimode
  fibre for high power EDFAs

abstract:
  The use of short lengths of large core phosphate glass fibre, doped with high
concentrations of Er or Er:Yb represents an attractive route to achieving high
power erbium doped fibre amplifiers (EDFAs) and lasers (EDFLs). With the aim of
investigating the potential of achieving diffraction limited output from such
large core fibres, we present experimental results of fundamental mode
propagation through a 20 cm length of passive 300 micrometer core multimode
fibre when the input is a well-aligned Gaussian beam. Through careful control
of fibre geometry, input beam parameters and alignment, we measured an output M
squared of 1.1 + - 0.05. The fibre had a numerical aperture of 0.389, implying
a V number of 236.8. To our knowledge, this is the largest core fibre through
which diffraction limited fundamental mode propagation has been demonstrated.
Although the results presented here relate to undoped fibre, they do provide
the practical basis for a new generation of EDFAs and EDFLs.


title:
Foundations of Special Relativity and the Principle of Conservation of
  Information

abstract:
  The theory of special relativity can be generalized by means of a new
principle called Conservation of Information. This allows a derivation of the
constancy of the velocity of light with respect to moving frames, and,
consequently, of Einstein's special relativity. The analysis is based on a
review of the concept of observer. It is put forward that observers are not
uniquely defined and that an observational asymmetry, defined by the different
ways in which light influences observations, lies at the origin of the
non-absolutism of time. This observational difference is a kinematic condition,
not an exclusive result for light, implying that non-absolutism of time may
have a cause different from the electromagnetic nature of light. The Lorentz
transformations are rederived and different concepts of the velocity of light,
relative to different classes of observers, are considered.


title:
Directional emission, increased free spectral range and mode Q-factors
  in 2-D wavelength-scale optical microcavity structures

abstract:
  Achieving single-mode operation and highly directional (preferably
unidirectional) in-plane light output from whispering-gallery (WG) mode
semiconductor microdisk resonators without seriously degrading the mode
Q-factor challenges designers of low-threshold microlasers. To address this
problem, basic design rules to tune the spectral and emission characteristics
of micro-scale optical cavity structures with nanoscale features by tailoring
their geometry are formulated and discussed in this paper. The validity and
usefulness of these rules is demonstrated by reviewing a number of previously
studied cavity shapes with global and local deformations. The rules provide
leads to novel improved WG-mode cavity designs, two of which are presented: a
cross-shaped photonic molecule with introduced asymmetry and a
photonic-crystal-assisted microdisk resonator. Both these designs yield
degenerate mode splitting, as well as Q-factor enhancement and directional
light output of one of the split modes.


title: A two phase harmonic model for left ventricular function

abstract:
  A minimal model for mechanical motion of the left ventricle is proposed. The
model assumes the left ventricle to be a harmonic oscillator with two distinct
phases, simulating the systolic and diastolic phases, at which both the
amplitude and the elastic constant of the oscillator are different. Taking into
account the pressure within the left ventricle, the model shows qualitative
agreement with functional parameters of the left ventricle. The model allows
for a natural explanation of heart failure with preserved systolic left
ventricular function, also termed diastolic heart failure. Specifically, the
rise in left ventricular filling pressures following increased left-ventricular
wall stiffness is attributed to a mechanism aimed at preserving heart rate and
cardiac output.


title: Stock price fluctuations and the mimetic behaviors of traders

abstract:
  We give a stochastic microscopic modelling of stock markets driven by
continuous double auction. If we take into account the mimetic behavior of
traders, when they place limit order, our virtual markets shows the power-law
tail of the distribution of returns with the exponent outside the Levy stable
region, the short memory of returns and the long memory of volatilities. The
Hurst exponent of our model is asymptotically 1/2. An explanation is also given
for the profile of the autocorrelation function, which is responsible for the
value of the Hurst exponent.


title: Ground state of a confined Yukawa plasma

abstract:
  The ground state of an externally confined one-component Yukawa plasma is
derived analytically. In particular, the radial density profile is computed.
The results agree very well with computer simulations on three-dimensional
spherical Coulomb crystals. We conclude in presenting an exact equation for the
density distribution for a confinement potential of arbitrary geometry.


title:
The Effect of Electric Fields In A Classic Introductory Physics
  Treatment of Eddy Current Forces

abstract:
  A simple model of eddy currents in which current is computed solely from
magnetic forces acting on electrons proves accessible to introductory students
and gives a good qualitative account of eddy current forces. However, this
model cannot be complete; it ignores the electric fields that drive current
outside regions of significant magnetic field. In this paper we show how to
extend the model to obtain a boundary value problem for current density.
Solution of this problem in polar coordinates shows that the electric field
significantly affects the quantitative results and presents an exercise
suitable for upper division students. We apply elliptic cylindrical coordinates
to generalize the result and offer an exercise useful for teaching graduate
students how to use non-standard coordinate systems.


title:
Calculation of material properties and ray tracing in transformation
  media

abstract:
  Complex and interesting electromagnetic behavior can be found in spaces with
non-flat topology. When considering the properties of an electromagnetic medium
under an arbitrary coordinate transformation an alternative interpretation
presents itself. The transformed material property tensors may be interpreted
as a different set of material properties in a flat, Cartesian space. We
describe the calculation of these material properties for coordinate
transformations that describe spaces with spherical or cylindrical holes in
them. The resulting material properties can then implement invisibility cloaks
in flat space. We also describe a method for performing geometric ray tracing
in these materials which are both inhomogeneous and anisotropic in their
electric permittivity and magnetic permeability.


title: Effective memory of the minority game

abstract:
  It is known that the memory is relevant in the symmetric phase of the
minority game. In our previous work we have successfully explained the
quasi-periodic behavior of the game in the symmetric phase with the help of the
probability theory. Based on this explanation, we are able to determine how the
memory affects the variance of the system in this paper. By using some
particular types of fake history such as periodic type and random type, we
determine how efficient the memory has been used in the standard game.
Furthermore, the analysis on the effective memory strongly supports the result
we proposed previously that there are three distinct phases in the minority
game.


title: Self-organization behavior in a constrained minority game

abstract:
  In the standard minority game, every agent switches to his best strategy in
hand at each time step. If only a small number of agents are allowed to switch
their strategies at each time step, the population variance of the system
plunges. The variance reaches a low value and remains steady for a period of
time. Then without any sign it starts to rise abruptly to a high value and then
decreases smoothly to the previous low value again. The process of an abrupt
rise followed by a gentle decrease repeats again and again but without obvious
characteristic length as time goes on. The phenomenon is similar to the
collapse of a sand pile with sands being added continuously from the top. We
define the scale of collapse of the population variance by the difference of
the variance before and after an abrupt rise. We then find that the logarithmic
plot of the frequency versus scale of the collapses follows a power law.


title: Comments on the mass of the Photon

abstract:
  De Broglie believed that the photon has a mass, a view shared by a few
others. Quite recently, the author has argued that the photon has a mass which
is consistent with the latest experimental limits. In the present paper we
point out that there is experimental evidence for this mass and also give a
theoretical demonstration of the photon mass.


title: Causality and relativity in quantum physics

abstract:
  It is argued here that the Copenhagen interpretation of quantum mechanics
violates the tenets on which both Galileo's and Einstein's theories of
relativity are based. It is postulated that the "building blocks" of the
universe are not "particles" but are holistic wave-entitities which act and
interact with other wave-entities as one would expect from waves. A new
approach to model the free electron is presented. It is argued from Coulomb's
law that the electromagnetic quantum-field energy is not part of an electric
field surrounding the electron, but is localised, so that it is wholly equal to
the mass of the electron. It is found that an energy component must also exist
along a fourth spatial dimension which could be the origin of the "dark energy"
in the universe and which, in turn, should be responsible for
"vacuum-fluctuations" as governed by Heisenberg's uncertainty relationship for
energy and time. The possible consequences of this approach are analysed and
discussed.


title:
Opinion dynamics and synchronization in a network of scientific
  collaborations

abstract:
  In this paper we discuss opinion dynamics in the Opinion Changing Rate (OCR)
model, recently proposed (A.Pluchino, V.Latora and A.Rapisarda Int. J. Mod.
Phys. C, 16, No.4, 515-531 (2005)). The OCR model allows to study whether and
how a group of social agents, with a different intrinsic tendency rate to
change opinion, finds agreement. In particular, we implement the OCR model on a
small graph describing the topology of a real social system. The nodes of the
graph are scientists partecipating to the Tepoztlan conference, celebrating
Alberto Robledo's 60th birthday, and the links are based on coauthorship in
scientific papers. We study how opinions evolve in time according to the
frequency rates of the nodes, to the coupling term, and also to the presence of
group structures.


title:
Role of Quantum Coherence and Energetic Disorder on Exciton Transport in
  Polymer Films

abstract:
  The cross-over from coherent to incoherent exciton transport in disordered
polymer films is studied by computationally solving a modified form of the
Redfield equation for the exciton density matrix. This theory models quantum
mechanical (ballistic) and incoherent (diffusive) transport as limiting cases.
It also reproduces Forster transport for certain parameter regimes. Using model
parameters appropriate to polymer thin films it is shown that short-time
quantum mechanical coherence increases the exciton diffusion length. It also
causes rapid initial energy relaxation and larger line widths. The route to
equilibrium is, however, more questionable, as the equilibrium populations of
the model do not satisfy the Boltzmann distributions over the site energies.
The Redfield equation for the dimer is solved exactly to provide insight into
the numerical results.


title:
Use of specific Green's functions for solving direct problems involving
  a heterogeneous rigid frame porous medium slab solicited by acoustic waves

abstract:
  A domain integral method employing a specific Green's function (i.e.,
incorporating some features of the global problem of wave propagation in an
inhomogeneous medium) is developed for solving direct and inverse scattering
problems relative to slab-like macroscopically inhomogeneous porous obstacles.
It is shown how to numerically solve such problems, involving both
spatially-varying density and compressibility, by means of an iterative scheme
initialized with a Born approximation. A numerical solution is obtained for a
canonical problem involving a two-layer slab.


title: Optical Doppler shift measurement using a rotating mirror

abstract:
  Optical Doppler shift demonstration experiments are not a simple task since
the light source cannot usually be moved in a sufficiently smooth and uniform
manner to keep the level of noise well below of that of the signal. For that
reason most demonstration experiments are usually performed with sound or with
microwaves. Previous work have been reported using a moving mirror in order to
produce a moving light source, but small perturbation of its trajectory, as
small as the optical wavelength, can produce a large noise. Using a rotating
mirror, in which one beam is reflected from the advancing side and the other
beam is reflected from the receding part of a rotating mirror, can overcome
many of the noise generating effects. In the present work we report the
construction and operation of a demonstration apparatus for measuring optical
Doppler shift based on a rotating mirror.


title: The spiral structure of galaxies

abstract:
  We start from the author's metric for a rotating and accelerating Universe
and we calculate the force acting on a particle in it. This force consists of
two parts: one is derived from a potential, and the other describes a Coriolis
force coming from the overall rotation of the Universe. We then write down the
equations of motion, and we solve them analytically in the Newtonian
approximation. The result has to describe in particular a spiral arm. It gives
right a logarithmic helix, as it has been found empirically to be the case for
our Galaxy (in particular).


title: Suppression of Reabsorption via Modulation of Light

abstract:
  Reabsorption, the multiple scattering of spontaneously emitted photons in
optically thick gases, is a major limitation to efficient optical pumping and
laser cooling in ultracold gases. We report mitigation of reabsorption using
spatial and frequency modulation of laser light illuminating such gases. We
developed a semi-classical model that successfully describes the reabsorption
process when frequency-modulated light is present. It was necessary to extend
the treatment in the model beyond a simple two-atom picture in order to
reproduce our experimental results.


title:
Measurement of the total optical angular momentum transfer in optical
  tweezers

abstract:
  We describe a way to determine the total angular momentum, both spin and
orbital, transferred to a particle trapped in optical tweezers. As an example
an LG02 mode of a laser beam with varying degrees of circular polarisation is
used to trap and rotate an elongated particle with a well defined geometry. The
method successfully estimates the total optical torque applied to the particle.
For this technique, there is no need to measure the viscous drag on the
particle, as it is an optical measurement. Therefore, knowledge of the
particle's size and shape, as well as the fluid's viscosity, is not required.


title:
The uniqueness of the profits distribution function in the middle scale
  region

abstract:
  We report the proof that the expression of extended Gibrat's law is unique
and the probability distribution function (pdf) is also uniquely derived from
the law of detailed balance and the extended Gibrat's law. In the proof, two
approximations are employed that the pdf of growth rate is described as
tent-shaped exponential functions and that the value of the origin of growth
rate is constant. These approximations are confirmed in profits data of
Japanese companies 2003 and 2004. The resultant profits pdf fits with the
empirical data with high accuracy. This guarantees the validity of the
approximations.


title:
Broadband diffraction management and self-collimation of white light in
  photonic lattices

abstract:
  We suggest a novel type of photonic structures where the strength of
diffraction can be managed in a very broad frequency range. We introduce
optimized arrays of curved waveguides where light beams experience
wavelength-independent normal, anomalous, or zero diffraction. Our results
suggest novel opportunities for efficient self-collimation, focusing, and
reshaping of beams produced by white-light and super-continuum sources. We also
show how to manipulate light patterns through multicolor Talbot effect, which
is possible neither in free space nor in conventional photonic lattices.


title:
A Mean-Field Description of Protein Folding: Evolutional Conservation of
  Hydrophobicity Profile and Folding Nuclei

abstract:
  Evolutionally conserved quantity that specifies folding nuclei is pursued by
a case study for a small protein (PDB code: 1ten). First it is demonstrated
that the sequences of amino acids at folding nuclei are not conserved. Then 3D
(3-dimensional) information of the structure is considered and it is found that
a 3D hydrophobicity profile is essential to specify the folding nuclei and
evolutionally conserved. This profile is maintained by the interaction,
including entropic effect, among amino acids realized in the native state
structure. Experimentally observed phi-value is correlated to this 3D
hydrophobicity profile after taking into account the effect of the contact
distance in amino-acid sequence.


title:
Full particle simulation of a perpendicular collisionless shock: A
  shock-rest-frame model

abstract:
  The full kinetic dynamics of a perpendicular collisionless shock is studied
by means of a one-dimensional electromagnetic full particle simulation. The
present simulation domain is taken in the shock rest frame in contrast to the
previous full particle simulations of shocks. Preliminary results show that the
downstream state falls into a unique cyclic reformation state for a given set
of upstream parameters through the self-consistent kinetic processes.


title: Stable Control of Pulse Speed in Parametric Three-Wave Solitons

abstract:
  We analyze the control of the propagation speed of three wave packets
interacting in a medium with quadratic nonlinearity and dispersion. We found
analytical expressions for mutually trapped pulses with a common velocity in
the form of a three-parameter family of solutions of the three-wave resonant
interaction. The stability of these novel parametric solitons is simply related
to the value of their common group velocity.


title: Asymmetric Conditional Volatility in International Stock Markets

abstract:
  Recent studies show that a negative shock in stock prices will generate more
volatility than a positive shock of similar magnitude. The aim of this paper is
to appraise the hypothesis under which the conditional mean and the conditional
variance of stock returns are asymmetric functions of past information. We
compare the results for the Portuguese Stock Market Index PSI 20 with six other
Stock Market Indices, namely the S&P 500, FTSE100, DAX 30, CAC 40, ASE 20, and
IBEX 35. In order to assess asymmetric volatility we use autoregressive
conditional heteroskedasticity specifications known as TARCH and EGARCH. We
also test for asymmetry after controlling for the effect of macroeconomic
factors on stock market returns using TAR and M-TAR specifications within a VAR
framework. Our results show that the conditional variance is an asymmetric
function of past innovations raising proportionately more during market
declines, a phenomenon known as the leverage effect. However, when we control
for the effect of changes in macroeconomic variables, we find no significant
evidence of asymmetric behaviour of the stock market returns. There are some
signs that the Portuguese Stock Market tends to show somewhat less market
efficiency than other markets since the effect of the shocks appear to take a
longer time to dissipate.


title: Real Time Relativity

abstract:
  Real Time Relativity is a computer program that allows the user to fly
through a virtual world governed by relativistic physics. The user controls a
'rocket' carrying a 'camera'. The rocket may be accelerated and steered, and
the camera may be pointed in any direction. It takes advantage of the fact that
video cards provide inexpensive data-parallel processing and are designed to
perform rapid arithmetic on four-dimensional vectors.


title: Scaling the h-index for different scientific ISI fields

abstract:
  We propose a simple way to put in a common scale the h values of researchers
working in different scientific ISI fields, so that the previsible misuse of
this index for inter-areas comparison might be prevented, or at least,
alleviated.


title: Isotropy Properties of the Multi-Step Markov Symbolic Sequences

abstract:
  A new object of the probability theory, the two-sided chain of symbols
(introduced in Ref. arXiv:physics/0306170) is used to study isotropy properties
of binary multi-step Markov chains with the long-range correlations.
Established statistical correspondence between the Markov chains and certain
two-sided sequences allows us to prove the isotropy properties of three classes
of the Markov chains. One of them is the important class of weakly correlated
additive Markov chains, which turned out to be equivalent to the additive
two-sided sequences.


title: Bayesian networks for enterprise risk assessment

abstract:
  According to different typologies of activity and priority, risks can assume
diverse meanings and it can be assessed in different ways. In general risk is
measured in terms of a probability combination of an event (frequency) and its
consequence (impact). To estimate the frequency and the impact (severity)
historical data or expert opinions (either qualitative or quantitative data)
are used. Moreover qualitative data must be converted in numerical values to be
used in the model. In the case of enterprise risk assessment the considered
risks are, for instance, strategic, operational, legal and of image, which many
times are difficult to be quantified. So in most cases only expert data,
gathered by scorecard approaches, are available for risk analysis. The Bayesian
Network is a useful tool to integrate different information and in particular
to study the risk's joint distribution by using data collected from experts. In
this paper we want to show a possible approach for building a Bayesian networks
in the particular case in which only prior probabilities of node states and
marginal correlations between nodes are available, and when the variables have
only two states.


title:
Superconductivity: coherent "tunnelling" by a dielectric array of
  charge-carriers

abstract:
  Superconduction manifests when a steady-state current flows through a
material without an electric field being present. It is argued here that the
absence of scattering of the charge-carriers, although absolutely necessary, is
not sufficient to explain why an electric field is zero when a current flows
between two contacts to a superconducting material. It is concluded that an
electric field, and thus a resistance, must manifest unless (i) the
charge-carriers form part of an array of dielectric charge centres, and (ii)
the charge-carriers can increase their velocities without increasing their
kinetic energies. A model is propoased which allows these requirements to
manifest. The model is fitted to selected experimental results which have been
published for low temperature metals, YBCO, and highly-doped p-type diamond. In
each case a satisfactory description of the experimental results is
demonstrated.


title:
The Structure of Hydrated Electron. Part 1. Magnetic Resonance of
  Internally Trapping Water Anions: A Density Functional Theory Study

abstract:
  Density functional theory (DFT) is used to rationalize magnetic parameters of
hydrated electron trapped in alkaline glasses as observed using Electron
Paramagnetic Resonance (EPR) and Electron Spin Echo Envelope Modulation (ESEEM)
spectroscopies. To this end, model water cluster anions (n=4-8 and n=20,24)
that localize the electron internally are examined. It is shown that EPR
parameters of such water anions (such as hyperfine coupling tensors of H/D
nuclei in the water molecules) are defined mainly by the cavity size and the
coordination number of the electron; the water molecules in the second
solvation shell play a relatively minor role. An idealized model of hydrated
electron (that is usually attributed to L. Kevan) in which six hydroxyl groups
arranged in an octahedral pattern point towards the common center is shown to
provide the closest match to the experimental parameters, such as isotropic and
anisotropic hyperfine coupling constants for the protons (estimated from
ESEEM), the second moment of the EPR spectra, and the radius of gyration. The
salient feature of these DFT models is the significant transfer (10-20%) of
spin density into the frontal O 2p orbitals of water molecules. Spin bond
polarization involving these oxygen orbitals accounts for small, negative
hyperfine coupling constants for protons in hydroxyl groups that form the
electron-trapping cavity. In Part 2, these results are generalized for more
realistic geometries of core anions obtained using a dynamic one-electron mixed
qunatum/classical molecular dynamics model.


title: Secondary Beam Monitors for the NuMI Facility at FNAL

abstract:
  The Neutrinos at the Main Injector (NuMI) facility is a conventional neutrino
beam which produces muon neutrinos by focusing a beam of mesons into a long
evacuated decay volume. We have built four arrays of ionization chambers to
monitor the position and intensity of the hadron and muon beams associated with
neutrino production at locations downstream of the decay volume. This article
describes the chambers' construction, calibration, and commissioning in the
beam.


title: A geoneutrino experiment at Homestake

abstract:
  A significant fraction of the 44TW of heat dissipation from the Earth's
interior is believed to originate from the decays of terrestrial uranium and
thorium. The only estimates of this radiogenic heat, which is the driving force
for mantle convection, come from Earth models based on meteorites, and have
large systematic errors. The detection of electron antineutrinos produced by
these uranium and thorium decays would allow a more direct measure of the total
uranium and thorium content, and hence radiogenic heat production in the Earth.
We discuss the prospect of building an electron antineutrino detector
approximately 700m^3 in size in the Homestake mine at the 4850' level. This
would allow us to make a measurement of the total uranium and thorium content
with a statistical error less than the systematic error from our current
knowledge of neutrino oscillation parameters. It would also allow us to test
the hypothesis of a naturally occurring nuclear reactor at the center of the
Earth.


title:
Towards efficient modelling of optical micromanipulation of complex
  structures

abstract:
  Computational methods for electromagnetic and light scattering can be used
for the calculation of optical forces and torques. Since typical particles that
are optically trapped or manipulated are on the order of the wavelength in
size, approximate methods such as geometric optics or Rayleigh scattering are
inapplicable, and solution or either the Maxwell equations or the vector
Helmholtz equation must be resorted to. Traditionally, such solutions were only
feasible for the simplest geometries; modern computational power enable the
rapid solution of more general--but still simple--geometries such as
axisymmetric, homogeneous, and isotropic scatterers. However, optically-driven
micromachines necessarily require more complex geometries, and their
computational modelling thus remains in the realm of challenging computational
problems. We review our progress towards efficient computational modelling of
optical tweezers and micromanipulation, including the trapping and manipulation
of complex structures such as optical micromachines. In particular, we consider
the exploitation of symmetry in the modelling of such devices.


title: Convergence of an s-wave calculation of the He ground state

abstract:
  The Configuration Interaction (CI) method using a large Laguerre basis
restricted to l = 0 orbitals is applied to the calculation of the He ground
state. The maximum number of orbitals included was 60. The numerical evidence
suggests that the energy converges as Delta E^N approx A/N^(7/2) + B/N^(8/2) +
>... where N is the number of Laguerre basis functions. The electron-electron
delta-function expectation converges as Delta delta^N approx A/N^(5/2) +
B/N^(6/2) + ... and the variational limit for the l = 0 basis is estimated as
0.1557637174(2) a_0^3. It was seen that extrapolation of the energy to the
variational limit is dependent upon the basis dimension at which the exponent
in the Laguerre basis was optimized. In effect, it may be best to choose a
non-optimal exponent if one wishes to extrapolate to the variational limit. An
investigation of the Natural Orbital asymptotics revealed the energy converged
as Delta E^N approx A/N^6 + B/N^7 + ... while the electron-electron
delta-function expectation converged as Delta delta^N approx A/N^4 + B/N^5 +
>... . The asymptotics of expectation values other than the energy showed
fluctuations that depended on whether $N$ was even or odd.


title:
Control of lasing in fully chaotic open microcavities by tailoring the
  shape factor

abstract:
  We demonstrate experimentally that lasing in a semiconductor microstadium can
be optimized by controlling its shape. Under spatially uniform optical pumping,
the first lasing mode in a GaAs microstadium with large major-to-minor-axis
ratio usually corresponds to a high-quality scar mode consisting of several
unstable periodic orbits. Interference of waves propagating along the
constituent orbits may minimize light leakage at particular major-to-minor-axis
ratio. By making stadium of the optimum shape, we are able to maximize the mode
quality factor and align the mode frequency to the peak of the gain spectrum,
thus minimizing the lasing threshold. This work opens the door to control
chaotic microcavity lasers by tailoring the shape factor.


title: Molecule formation in ultracold atomic gases

abstract:
  This review describes recent experimental and theoretical advances in forming
molecules in ultracold gases of trapped alkali metal atoms, both by magnetic
tuning through Feshbach resonances and by photoassociation. Molecular
Bose-Einstein condensation of long-range states of both boson dimers and
fermion dimers was achieved in 2002-3. Condensates of boson dimers were found
to be short-lived, but long-lived condensates of fermion dimers have been
produced. Signatures of triatomic and tetraatomic molecules have recently been
observed. Both homonuclear and heteronuclear molecules have been formed by
photoassociation, mostly in very high vibrational levels. Recent attempts to
produce ultracold molecules in short-range states (low vibrational levels) are
described. Experimental and theoretical work on collisions of ultracold
molecules is discussed.


title: Quantized gravito-electro-magnetic interactions of bilinear type

abstract:
  The interactions inside the (bisemi)particles are envisaged from two points
of view: The first approach, based on the reducible representations of
algebraic bilinear semigroups, allows to describe explicitly the interactions
between (bisemi)particles by means of gravito-electro-magnetic fields of
interaction while the second approach,based on the consideration of
(bi)connections, leads to Maxwell extended equations involving the
gravitational field.


title:
Geometry of Financial Markets -- Towards Information Theory Model of
  Markets

abstract:
  Most of parameters used to describe states and dynamics of financial market
depend on proportions of the appropriate variables rather than on their actual
values. Therefore, projective geometry seems to be the correct language to
describe the theater of financial activities. We suppose that the object of
interest of agents, called here baskets, form a vector space over the reals. A
portfolio is defined as an equivalence class of baskets containing assets in
the same proportions. Therefore portfolios form a projective space. Cross
ratios, being invariants of projective maps, form key structures in the
proposed model. Quotation with respect to an asset X (i.e. in units of X) are
given by linear maps. Among various types of metrics that have financial
interpretation, the min-max metrics on the space of quotations can be
introduced. This metrics has an interesting interpretation in terms of rates of
return. It can be generalized so that to incorporate a new numerical parameter
(called temperature) that describes agent's lack of knowledge about the state
of the market. In a dual way, a metrics on the space of market quotation is
defined. In addition, one can define an interesting metric structure on the
space of portfolios/quotation that is invariant with respect to hyperbolic
(Lorentz) symmetries of the space of portfolios. The introduced formalism opens
new interesting and possibly fruitful fields of research.


title: Nonlinear magnetoacoustic waves in a cold plasma

abstract:
  The equations describing planar magnetoacoustic waves of permanent form in a
cold plasma are rewritten so as to highlight the presence of a naturally small
parameter equal to the ratio of the electron and ion masses. If the magnetic
field is not nearly perpendicular to the direction of wave propagation, this
allows us to use a multiple-scale expansion to demonstrate the existence and
nature of nonlinear wave solutions. Such solutions are found to have a rapid
oscillation of constant amplitude superimposed on the underlying large-scale
variation. The approximate equations for the large-scale variation are obtained
by making an adiabatic approximation and in one limit, new explicit solitary
pulse solutions are found. In the case of a perpendicular magnetic field,
conditions for the existence of solitary pulses are derived. Our results are
consistent with earlier studies which were restricted to waves having a
velocity close to that of long-wavelength linear magnetoacoustic waves.


title:
A method for extracting the scaling exponents of a self-affine,
  non-Gaussian process from a finite length timeseries

abstract:
  We address the generic problem of extracting the scaling exponents of a
stationary, self-affine process realised by a timeseries of finite length,
where information about the process is not known a priori. Estimating the
scaling exponents relies upon estimating the moments, or more typically
structure functions, of the probability density of the differenced timeseries.
If the probability density is heavy tailed, outliers strongly influence the
scaling behaviour of the moments. From an operational point of view, we wish to
recover the scaling exponents of the underlying process by excluding a minimal
population of these outliers. We test these ideas on a synthetically generated
symmetric alpha-stable Levy process and show that the Levy exponent is
recovered in up to the 6th order moment after only ~0.1-0.5% of the data are
excluded. The scaling properties of the excluded outliers can then be tested to
provide additional information about the system.


title:
Micro-optical resonators for microlasers and integrated optoelectronics:
  recent advances and future challenges

abstract:
  Optical microcavities trap light in compact volumes by the mechanisms of
almost total internal reflection or distributed Bragg reflection, enable light
amplification, and select out specific (resonant) frequencies of light that can
be emitted or coupled into optical guides, and lower the thresholds of lasing.
Such resonators have radii from 1 to 100 mkm and can be fabricated in a wide
range of materials. Devices based on optical resonators are essential for
cavity quantum-electro-dynamic experiments, frequency stabilization, optical
filtering and switching, light generation, biosensing, and nonlinear optics.


title: Non-Parametric Extraction of Implied Asset Price Distributions

abstract:
  Extracting the risk neutral density (RND) function from option prices is well
defined in principle, but is very sensitive to errors in practice. For risk
management, knowledge of the entire RND provides more information for
Value-at-Risk (VaR) calculations than implied volatility alone [1]. Typically,
RNDs are deduced from option prices by making a distributional assumption, or
relying on implied volatility [2]. We present a fully non-parametric method for
extracting RNDs from observed option prices. The aim is to obtain a continuous,
smooth, monotonic, and convex pricing function that is twice differentiable.
Thus, irregularities such as negative probabilities that afflict many existing
RND estimation techniques are reduced. Our method employs neural networks to
obtain a smoothed pricing function, and a central finite difference
approximation to the second derivative to extract the required gradients.
  This novel technique was successfully applied to a large set of FTSE 100
daily European exercise (ESX) put options data and as an Ansatz to the
corresponding set of American exercise (SEI) put options. The results of paired
t-tests showed significant differences between RNDs extracted from ESX and SEI
option data, reflecting the distorting impact of early exercise possibility for
the latter. In particular, the results for skewness and kurtosis suggested
different shapes for the RNDs implied by the two types of put options. However,
both ESX and SEI data gave an unbiased estimate of the realised FTSE 100
closing prices on the options' expiration date. We confirmed that estimates of
volatility from the RNDs of both types of option were biased estimates of the
realised volatility at expiration, but less so than the LIFFE tabulated
at-the-money implied volatility.


title: On the Nature of Science

abstract:
  A 21st century view of the nature of science is presented. It attempts to
show how a consistent description of science and scientific progress can be
given. Science advances through a sequence of models with progressively greater
predictive power. The philosophical and metaphysical implications of the models
change in unpredictable ways as the predictive power increases. The view of
science arrived at is one based on instrumentalism. Philosophical realism can
only be recovered by a subtle use of Occam's razor. Error control is seen to be
essential to scientific progress. The nature of the difference between science
and religion is explored.


title: Full-wave simulations of electromagnetic cloaking structures

abstract:
  Based on a coordinate transformation approach, Pendry {\it et al.} have
reported electromagnetically anisotropic and inhomogeneous shells that, in
theory, completely shield an interior structure of arbitrary size from
electromagnetic fields without perturbing the external fields. We report
full-wave simulations of the cylindrical version of this cloaking structure
using ideal and nonideal (but physically realizable) electromagnetic parameters
in an effort to understand the challenges of realizing such a structure in
practice. The simulations indicate that the performance of the electromagnetic
cloaking structure is not especially sensitive to modest permittivity and
permeability variations. This is in contrast to other applications of
engineered electromagnetic materials, such as subwavelength focusing using
negative refractive index materials. The cloaking performance degrades smoothly
with increasing loss, and effective low-reflection shielding can be achieved
with a cylindrical shell composed of an eight (homogeneous) layer approximation
of the ideal continuous medium.


title: The remapped particle-mesh advection scheme

abstract:
  We describe the remapped particle-mesh method, a new mass-conserving method
for solving the density equation which is suitable for combining with
semi-Lagrangian methods for compressible flow applied to numerical weather
prediction. In addition to the conservation property, the remapped
particle-mesh method is computationally efficient and at least as accurate as
current semi-Lagrangian methods based on cubic interpolation. We provide
results of tests of the method in the plane, results from incorporating the
advection method into a semi-Lagrangian method for the rotating shallow-water
equations in planar geometry, and results from extending the method to the
surface of a sphere.


title: Experimental evidence of accelerated energy transfer in turbulence

abstract:
  We investigate the vorticity dynamics in a turbulent vortex using scattering
of acoustic waves. Two ultrasonic beams are adjusted to probe simultaneously
two spatial scales in a given volume of the flow, thus allowing a dual channel
recording of the dynamics of coherent vorticity structures. Our results show
that this allows to measure the average energy transfer time between different
spatial length scales, and that such transfer goes faster at smaller scales.


title: Long-range dependence in Interest Rates and Monetary Policy

abstract:
  This paper studies the dynamics of Brazilian interest rates for short-term
maturities. The paper employs developed techniques in the econophysics
literature and tests for long-range dependence in the term structure of these
interest rates for the last decade. Empirical results suggest that the degree
of long-range dependence has changed over time due to changes in monetary
policy, specially in the short-end of the term structure of interest rates.
Therefore, we show that it is possible to identify monetary arrangements using
these techniques from econophysics.


title: Econophysics of interest rates and the role of monetary policy

abstract:
  This paper presents empirical evidence using recently developed techniques in
econophysics suggesting that the degree of long-range dependence in interest
rates depends on the conduct of monetary policy. We study the term structure of
interest rates for the US and find evidence that global Hurst exponents change
dramatically according to Chairman Tenure in the Federal Reserve Board and also
with changes in the conduct of monetary policy. In the period from 1960's until
the monetarist experiment in the beginning of the 1980's interest rates had a
significant long-range dependence behavior. However, in the recent period, in
the second part of the Volcker tenure and in the Greenspan tenure, interest
rates do not present long-range dependence behavior. These empirical findings
cast some light on the origins of long-range dependence behavior in financial
assets.


title: Risk measures with non-Gaussian fluctuations

abstract:
  Reliable calculations of financial risk require that the fat-tailed nature of
prices changes is included in risk measures. To this end, a non-Gaussian
approach to financial risk management is presented, modeling the power-law
tails of the returns distribution in terms of a Student-$t$ (or Tsallis)
distribution.
  Non-Gaussian closed-form solutions for Value-at-Risk and Expected Shortfall
are obtained and standard formulae known in the literature under the normality
assumption are recovered as a special case. The implications of the approach
for risk management are demonstrated through an empirical analysis of financial
time series from the Italian stock market. Detailed comparison with the results
of the widely used procedures of quantitative finance, such as parametric
normal approach, RiskMetrics methodology and historical simulation, as well as
with previous findings in the literature, are shown and commented. Particular
attention is paid to quantify the size of the errors affecting the risk
measures obtained according to different methodologies, by employing a
bootstrap technique.


title: Photodetachment of cold OH- in a multipole ion trap

abstract:
  The absolute photodetachment cross section of OH- anions at a rotational and
translational temperature of 170K is determined by measuring the
detachment-induced decay rate of the anions in a multipole radio-frequency ion
trap. In comparison with previous results, the obtained cross section shows the
importance of the initial rotational state distribution. Using a tomography
scan of the photodetachment laser through the trapped ion cloud, the derived
cross section is model-independent and thus features a small systematic
uncertainty. The tomography also yields the column density of the OH- anions in
the 22-pole ion trap in good agreement with the expected trapping potential of
a large field free region bound by steep potential walls.


title: Brane and string field structure of elementary particles

abstract:
  The two quantizations of QFT,as well as the attempt of unifying it with
general relativity,lead us to consider that the internal structure of an
elementary fermion must be twofold and composed of three embedded internal
(bi)structures which are vacuum and mass (physical) bosonic fields decomposing
into packets of pairs of strings behaving like harmonic oscillators
characterized by integers mu corresponding to normal modes at mu (algebraic)
quanta.


title: On the maximum drawdown during speculative bubbles

abstract:
  A taxonomy of large financial crashes proposed in the literature locates the
burst of speculative bubbles due to endogenous causes in the framework of
extreme stock market crashes, defined as falls of market prices that are
outlier with respect to the bulk of drawdown price movement distribution. This
paper goes on deeper in the analysis providing a further characterization of
the rising part of such selected bubbles through the examination of drawdown
and maximum drawdown movement of indices prices. The analysis of drawdown
duration is also performed and it is the core of the risk measure estimated
here.


title:
Sound beam through a circular aperture and the far-field nonparaxial
  regime

abstract:
  Propagation of sound beam diffracted from a circular aperture in far-field
region has been studied in this paper by the method of angular spectrum
representation and stationary phase method. This nonparaxial theory is useful
when beam angle is not very small and the wavelength $\lambda $ is comparable
to aperture diameter $a$ unlike the situation in paraxial approximation. Here
we have studied two cases, one for a Gaussian source and other for a plane
piston source.


title: Finite size effects in the dynamics of opinion formation

abstract:
  For some models of relevance in the social sciences we review some examples
in which system size plays an important role in the final outcome of the
dynamics. We discuss the conditions under which changes of behavior can appear
only when the number of agents in the model takes a finite value. Those changes
of behavior can be related to the apparent phase transitions that appear in
some physical models. We show examples in the Galam's model of opinion
transmission and the Axelrod's model of culture formation stressing the role
that the network of interactions has on the main results of both models.
Finally, we present the phenomenon of system-size stochastic resonance by which
a forcing signal (identified as an advertising agent) is optimally amplified by
a population of the right (intermediate) size. Our work stresses the role that
the system size has in the dynamics of social systems and the inappropriateness
of taking the thermodynamic limit for these systems.


title:
Synergetic Analysis of the Haeussler-von der Malsburg Equations for
  Manifolds of Arbitrary Geometry

abstract:
  We generalize a model of Haeussler and von der Malsburg which describes the
self-organized generation of retinotopic projections between two
one-dimensional discrete cell arrays on the basis of cooperative and
competitive interactions of the individual synaptic contacts. Our generalized
model is independent of the special geometry of the cell arrays and describes
the temporal evolution of the connection weights between cells on different
manifolds. By linearizing the equations of evolution around the stationary
uniform state we determine the critical global growth rate for synapses onto
the tectum where an instability arises. Within a nonlinear analysis we use then
the methods of synergetics to adiabatically eliminate the stable modes near the
instability. The resulting order parameter equations describe the emergence of
retinotopic projections from initially undifferentiated mappings independent of
dimension and geometry.


title: Strong relative intensity squeezing by 4-wave mixing in Rb vapor

abstract:
  We have measured -3.5 dB (-8.1 dB corrected for losses) relative intensity
squeezing between the probe and conjugate beams generated by stimulated,
nondegenerate four-wave mixing in hot rubidium vapor. Unlike early observations
of squeezing in atomic vapors based on saturation of a two-level system, our
scheme uses a resonant nonlinearity based on ground-state coherences in a
three-level system. Since this scheme produces narrowband, squeezed light near
an atomic resonance it is of interest for experiments involving cold atoms or
atomic ensembles.


title:
Quantifying microbubble clustering in turbulent flow from single-point
  measurements

abstract:
  Single-point hot-wire measurements in the bulk of a turbulent channel have
been performed in order to detect and quantify the phenomenon of preferential
bubble accumulation. We show that statistical analysis of the bubble-probe
colliding-times series can give a robust method for investigation of clustering
in the bulk regions of a turbulent flow where, due to the opacity of the flow,
no imaging technique can be employed. We demonstrate that micro-bubbles (radius
R_0 ~ 0.1 mm) in a developed turbulent flow, where the Kolmogorov length-scale
is, eta ~ R_0, display preferential concentration in small scale structures
with a typical statistical signature ranging from the dissipative range,
O(eta), up to the low inertial range, O(100 eta). A comparison with
Eulerian-Lagrangian numeri- cal simulations is also presented to further
support our proposed way to characterize clustering from temporal time series
at a fixed position.


title: Strong ExB shear flows in the pedestal region in H-mode plasma

abstract:
  We report the first experimental observation of stationary zonal flows in the
pedestal region of the H-mode plasma in the H-1 toroidal heliac. Strong peaks
in E_r shear mark the top and foot of the density pedestal. Strong m=n=0
low-frequency (f < 0.6 kHz) zonal flows are observed in regions of increased
E_r, suggesting substantial contribution of zonal flows to the spatial
modulation of E_r radial profiles. Radial localization of zonal flows is
correlated with a region of zero magnetic shear and low-order (7/5) rational
surfaces.


title: Model and simulation of wide-band interaction in free-electron lasers

abstract:
  A three-dimensional, space-frequency model for simulation of interaction in
free-electron lasers (FELs) is presented. The model utilizes an expansion of
the total electromagnetic field (radiation and space-charge waves) in terms of
transverse eigenmodes of the waveguide, in which the field is excited and
propagates. The mutual interaction between the electron beam and the
electromagnetic field is fully described by coupled equations, expressing the
evolution of mode amplitudes and electron beam dynamics.
  Based on the three-dimensional model, a numerical particle simulation code
was developed. A set of coupled-mode excitation equations, expressed in the
frequency domain, are solved self-consistently with the equations of particles
motion. Variational numerical methods were used to simulate excitation of
backward modes. At present, the code can simulate free-electron lasers
operation in various modes: spontaneous (shot-noise) and self-amplified
spontaneous emission (SASE), super-radiance and stimulated emission, all in the
non-linear Compton or Raman regimes.


title: Ideal-gas like market models with savings: quenched and annealed cases

abstract:
  We analyze the ideal gas like models of markets and review the different
cases where a `savings' factor changes the nature and shape of the distribution
of wealth. These models can produce similar distribution of wealth as observed
across varied economies. We present a more realistic model where the saving
factor can vary over time (annealed savings) and yet produces Pareto
distribution of wealth in certain cases. We discuss the relevance of such
models in the context of wealth distribution, and address some recent issues in
the context of these models.


title:
Solutions of the Haeussler-von der Malsburg Equations in Manifolds with
  Constant Curvatures

abstract:
  We apply generic order parameter equations for the emergence of retinotopy
between manifolds of different geometry to one- and two-dimensional Euclidean
and spherical manifolds. To this end we elaborate both a linear and a nonlinear
synergetic analysis which results in order parameter equations for the dynamics
of connection weights between two cell sheets. Our results for strings are
analogous to those for discrete linear chains obtained previously by Haeussler
and von der Malsburg. The case of planes turns out to be more involved as the
two dimensions do not decouple in a trivial way. However, superimposing two
modes under suitable conditions provides a state with a pronounced retinotopic
character. In the case of spherical manifolds we show that the order parameter
equations provide stable stationary solutions which correspond to retinotopic
modes. A further analysis of higher modes furnishes proof that our model
describes the emergence of a perfect one-to-one retinotopy between two spheres.


title: Gap solitons in a nonlinear quadratic negative index cavity

abstract:
  By integrating the full Maxwell's equations we predict the existence of gap
solitons in a quadratic, Fabry-Perot negative index cavity. An intense,
fundamental pump pulse shifts the band structure that forms when magnetic and
electric plasma frequencies are different so that a weak, second harmonic pulse
initially tuned inside the gap is almost entirely transmitted. The process is
due cascading, which occurs far from phase matching conditions, and causes
pulse compression. A nonlinear polarization spawns a dark soliton, while a
nonlinear magnetization produces a bright soliton.


title: Particle Flow Calorimetry at the ILC

abstract:
  One of the most important requirements for a detector at the ILC is good jet
energy resolution. It is widely believed that the particle flow approach to
calorimetry is the key to achieving the goal of 0.3/sqrt(E[GeV]). This paper
describes the current performance of the PandoraPFA particle flow algorithm.
For 45 GeV jets in the Tesla TDR detector concept, the ILC jet energy
resolution goal is reached. At higher energies the jet energy resolution
becomes worse and can be described by the empirical expression: sigma_E/E ~
0.265/sqrt(E[GeV]) + 1.2x10^{-4}E[GeV].


title:
The Superposition Principle of Waves Not Fulfilled under M. W. Evans'
  O(3) Hypothesis

abstract:
  In 1992 M.W. Evans proposed a so-called O(3) symmetry of electromagnetic
fields by adding a constant longitudinal "ghost field" to the well-known
transversal plane em waves. He considered this symmetry as a new law of
electromagnetics. Later on, since 2002, this O(3) symmetry became the center of
his Generally Covariant Unified Field Theory which he recently renamed as ECE
Theory. One of the best-checked laws of electrodynamics is the principle of
linear superposition of electromagnetic waves, manifesting itself in
interference phenomena. Its mathematical equivalent is the representation of
electric and magnetic fields as vectors. By considering the superposition of
two phase-shifted waves we show that the superposition principle is
incompatible with M.W. Evans' O(3) hypothesis.


title:
Suppressing the Rayleigh-Taylor instability with a rotating magnetic
  field

abstract:
  The Rayleigh-Taylor instability of a magnetic fluid superimposed on a
non-magnetic liquid of lower density may be suppressed with the help of a
spatially homogeneous magnetic field rotating in the plane of the undisturbed
interface. Starting from the complete set of Navier-Stokes equations for both
liquids a Floquet analysis is performed which consistently takes into account
the viscosities of the fluids. Using experimentally relevant values of the
parameters we suggest to use this stabilization mechanism to provide controlled
initial conditions for an experimental investigation of the Rayleigh-Taylor
instability.


title: Opinion dynamics driven by leaders, media, viruses and worms

abstract:
  A model on the effects of leader, media, viruses, and worms and other agents
on the opinion of individuals is developed and utilized to simulate the
formation of consensus in society and price in market via excess between supply
and demand. Effects of some time varying drives, (harmonic and hyperbolic) are
also investigated.
  Key words: Opinion; Leader; Media; Market; Buyers; Sellers; Excess


title:
Market memory and fat tail consequences in option pricing on the expOU
  stochastic volatility model

abstract:
  The expOU stochastic volatility model is capable of reproducing fairly well
most important statistical properties of financial markets daily data. Among
them, the presence of multiple time scales in the volatility autocorrelation is
perhaps the most relevant which makes appear fat tails in the return
distributions. This paper wants to go further on with the expOU model we have
studied in Ref. 1 by exploring an aspect of practical interest. Having as a
benchmark the parameters estimated from the Dow Jones daily data, we want to
compute the price for the European option. This is actually done by Monte
Carlo, running a large number of simulations. Our main interest is to "see" the
effects of a long-range market memory from our expOU model in its subsequent
European call option. We pay attention to the effects of the existence of a
broad range of time scales in the volatility. We find that a richer set of time
scales brings to a higher price of the option. This appears in clear contrast
to the presence of memory in the price itself which makes the price of the
option cheaper.


title:
An investigation of the standard equation for the energy hoarded in an
  Elastic Material during elongation and a bid to crack the anomalies by
  including the parameters neglected for deriving the standard equation

abstract:
  Paper examines the validity and soundness of the standard equation derived to
find the amount of energy stored inside an elastic material when it is
stretched. The paper also tries to include the parameters that where neglected
while deriving the so-called standard equation and thus by trying to solve the
anomalies associated with it. The paper suggests a new equation that can solve
the problems.


title: Entropic elasticity of DNA with a permanent kink

abstract:
  Many proteins interact with and deform double-stranded DNA in cells.
Single-molecule experiments have studied the elasticity of DNA with
helix-deforming proteins, including proteins that bend DNA. These experiments
increase the need for theories of DNA elasticity which include helix-deforming
proteins. Previous theoretical work on bent DNA has examined a long DNA
molecule with many nonspecifically binding proteins. However, recent
experiments used relatively short DNA molecules with a single, well-defined
bend site. Here we develop a simple theoretical description of the effect of a
single bend. We then include the description of the bend in the finite worm
like chain model (FWLC) of short DNA molecules attached to beads. We predict
how the DNA force-extension relation changes due to formation of a single
permanent kink, at all values of the applied stretching force. Our predictions
show that high-resolution single-molecule experiments could determine the bend
angle induced upon protein binding.


title: Mean Exit Time and Survival Probability within the CTRW Formalism

abstract:
  An intense research on financial market microstructure is presently in
progress. Continuous time random walks (CTRWs) are general models capable to
capture the small-scale properties that high frequency data series show. The
use of CTRW models in the analysis of financial problems is quite recent and
their potentials have not been fully developed. Here we present two (closely
related) applications of great interest in risk control. In the first place, we
will review the problem of modelling the behaviour of the mean exit time (MET)
of a process out of a given region of fixed size. The surveyed stochastic
processes are the cumulative returns of asset prices. The link between the
value of the MET and the timescale of the market fluctuations of a certain
degree is crystal clear. In this sense, MET value may help, for instance, in
deciding the optimal time horizon for the investment. The MET is, however, one
among the statistics of a distribution of bigger interest: the survival
probability (SP), the likelihood that after some lapse of time a process
remains inside the given region without having crossed its boundaries. The
final part of the article is devoted to the study of this quantity. Note that
the use of SPs may outperform the standard "Value at Risk" (VaR) method for two
reasons: we can consider other market dynamics than the limited Wiener process
and, even in this case, a risk level derived from the SP will ensure (within
the desired quintile) that the quoted value of the portfolio will not leave the
safety zone. We present some preliminary theoretical and applied results
concerning this topic.


title:
Small scale structures in three-dimensional magnetohydrodynamic
  turbulence

abstract:
  We investigate using direct numerical simulations with grids up to 1536^3
points, the rate at which small scales develop in a decaying three-dimensional
MHD flow both for deterministic and random initial conditions. Parallel current
and vorticity sheets form at the same spatial locations, and further
destabilize and fold or roll-up after an initial exponential phase. At high
Reynolds numbers, a self-similar evolution of the current and vorticity maxima
is found, in which they grow as a cubic power of time; the flow then reaches a
finite dissipation rate independent of Reynolds number.


title:
Stirring up trouble: Multi-scale mixing measures for steady scalar
  sources

abstract:
  The mixing efficiency of a flow advecting a passive scalar sustained by
steady sources and sinks is naturally defined in terms of the suppression of
bulk scalar variance in the presence of stirring, relative to the variance in
the absence of stirring. These variances can be weighted at various spatial
scales, leading to a family of multi-scale mixing measures and efficiencies. We
derive a priori estimates on these efficiencies from the advection--diffusion
partial differential equation, focusing on a broad class of statistically
homogeneous and isotropic incompressible flows. The analysis produces bounds on
the mixing efficiencies in terms of the Peclet number, a measure the strength
of the stirring relative to molecular diffusion. We show by example that the
estimates are sharp for particular source, sink and flow combinations. In
general the high-Peclet number behavior of the bounds (scaling exponents as
well as prefactors) depends on the structure and smoothness properties of, and
length scales in, the scalar source and sink distribution. The fundamental
model of the stirring of a monochromatic source/sink combination by the random
sine flow is investigated in detail via direct numerical simulation and
analysis. The large-scale mixing efficiency follows the upper bound scaling
(within a logarithm) at high Peclet number but the intermediate and small-scale
efficiencies are qualitatively less than optimal. The Peclet number scaling
exponents of the efficiencies observed in the simulations are deduced
theoretically from the asymptotic solution of an internal layer problem arising
in a quasi-static model.


title:
Accuracy and Precision of Methods for Community Identification in
  Weighted Networks

abstract:
  Based on brief review of approaches for community identification and
measurement for sensitivity characterization, the accuracy and precision of
several approaches for detecting communities in weighted networks are
investigated. In weighted networks, the community structure should take both
links and link weights into account and the partition of networks should be
evaluated by weighted modularity $Q^w$. The results reveal that link weight has
important effects on communities especially in dense networks. Potts model and
Weighted Extremal Optimization (WEO) algorithm work well on weighted networks.
Then Potts model and WEO algorithms are used to detect communities in Rhesus
monkey network. The results gives nice understanding for real community
structure.


title:
Beyond the average: detecting global singular nodes from local features
  in complex networks

abstract:
  Deviations from the average can provide valuable insights about the
organization of natural systems. This article extends this important principle
to the more systematic identification and analysis of singular local
connectivity patterns in complex networks. Four measurements quantifying
different and complementary features of the connectivity around each node are
calculated and multivariate statistical methods are then applied in order to
identify outliers. The potential of the presented concepts and methodology is
illustrated with respect to a word association network.


title:
Frequency analysis of tick quotes on the foreign exchange market and
  agent-based modeling: A spectral distance approach

abstract:
  High-frequency financial data of the foreign exchange market (EUR/CHF,
EUR/GBP, EUR/JPY, EUR/NOK, EUR/SEK, EUR/USD, NZD/USD, USD/CAD, USD/CHF,
USD/JPY, USD/NOK, and USD/SEK) are analyzed by utilizing the Kullback-Leibler
divergence between two normalized spectrograms of the tick frequency and the
generalized Jensen-Shannon divergence among them. The temporal structure
variations of the similarity between currency pairs is detected and
characterized. A simple agent-based model in which $N$ market participants
exchange $M$ currency pairs is proposed. The equation for the tick frequency is
approximately derived theoretically. Based on the analysis of this model, the
spectral distance of the tick frequency is associated with the similarity of
the behavior (perception and decision) of the market participants in exchanging
these currency pairs.


title:
Electrical control of the linear optical properties of particulate
  composite materials

abstract:
  The Bruggeman formalism for the homogenization of particulate composite
materials is used to predict the effective permittivity dyadic of a
two-constituent composite material with one constituent having the ability to
display the Pockels effect. Scenarios wherein the constituent particles are
randomly oriented, oriented spheres, and oriented spheroids are numerically
explored. Thereby, homogenized composite materials (HCMs) are envisaged whose
constitutive parameters may be continuously varied through the application of a
low-frequency (dc) electric field. The greatest degree of control over the HCM
constitutive parameters is achievable when the constituents comprise oriented
and highly aspherical particles and have high electro-optic coefficients.


title:
Amplitude Dependence of Time of Flight and its Connection to
  Chromaticity

abstract:
  In general, the time of flight of a charged particle in an accelerator will
depend on the particle's transverse amplitude. This effect can become important
in machines with large transverse emittances, such as muon accelerators. We
will describe the effect, its physical origin, and the circumstances where it
becomes important. We will then demonstrate that the effect is directly related
to chromaticity. We will describe the effect on the longitudinal dynamics in
various circumstances, including linacs and fixed field alternating gradient
accelerators (FFAGs). We will describe methods for correcting the effect,
particularly in FFAGs.


title:
Asset Price Dynamics in a Financial Market with Heterogeneous Trading
  Strategies and Time Delays

abstract:
  In this paper we present a continuous time dynamical model of heterogeneous
agents interacting in a financial market where transactions are cleared by a
market maker. The market is composed of fundamentalist, trend following and
contrarian agents who process information from the market with different time
delays. Each class of investor is characterized by path dependent risk
aversion. We also allow for the possibility of evolutionary switching between
trend following and contrarian strategies. We find that the system shows
periodic, quasi-periodic and chaotic dynamics as well as synchronization
between technical traders. Furthermore, the model is able to generate time
series of returns that exhibit statistical properties similar to those of the
S&P500 index, which is characterized by excess kurtosis, volatility clustering
and long memory


title: Optical Hyperlens: Far-field imaging beyond the diffraction limit

abstract:
  We propose an approach to far-field optical imaging beyond the diffraction
limit. The proposed system allows image magnification, is robust with respect
to material losses and can be fabricated by adapting existing metamaterial
technologies in a cylindrical geometry.


title:
Ionization Cooling in all Phase Space Planes with Various Absorber
  Shapes, Including Parallel-Faced Absorbers

abstract:
  Ionization cooling in a straight beamline reduces the transverse emittance of
a beam, and has little effect on the longitudinal emittance (generally, in
fact, it increases the longitudinal emittance). Once the beamline bends, the
introduction of dispersion creates a coupling between the transverse and
longitudinal planes. If this coupling is handled properly, one can achieve
cooling in all three phase space planes. This is usually done by placing a
wedge-shaped absorber in a region where there is dispersion. I will demonstrate
using an eigenvalue analysis that there are other configurations of dispersion
and absorber shape that will achieve ionization cooling in all phase space
planes. In particular, I will show that a one can even achieve cooling in all
phase planes with a parallel-faced absorber in a dispersion-free region. I will
use perturbation theory to approximate the change in the cooling rates due to
longitudinal-transverse coupling. I will then describe how the cooling of
longitudinal oscillations can be understood via the projection of the
"longitudinal" eigenmodes into the transverse plane.


title:
Omnidirectional total transmission at the interface associated with an
  anisotropic dielectric-magnetic metamaterial

abstract:
  Based on the Ewald-Oseen extinction theorem, the omnidirectional total
transmission of waves incident from vacuum into an anisotropic
dielectric-magnetic metamaterials is investigated. It is shown that the
omnidirectional total transmission need not limit at the interface associated
with the conventional nonmagnetic anisotropic medium. The recent advent of a
new class of anisotropic dielectric-magnetic matermaterial make the
omnidirectional total transmission become available. It is found that the
inherent physics underlying the omnidirectional total transmission are
collective contributions of the electric and magnetic responses.


title: Energy Dissipation in Fractal-Forced Flow

abstract:
  The rate of energy dissipation in solutions of the body-forced 3-d
incompressible Navier-Stokes equations is rigorously estimated with a focus on
its dependence on the nature of the driving force. For square integrable body
forces the high Reynolds number (low viscosity) upper bound on the dissipation
is independent of the viscosity, consistent with the existence of a
conventional turbulent energy cascade. On the other hand when the body force is
not square integrable, i.e., when the Fourier spectrum of the force decays
sufficiently slowly at high wavenumbers, there is significant direct driving at
a broad range of spatial scales. Then the upper limit for the dissipation rate
may diverge at high Reynolds numbers, consistent with recent experimental and
computational studies of "fractal-forced'' turbulence.


title:
Analysis of second harmonic generation in photonic-crystal-assisted
  waveguides

abstract:
  We study second harmonic generation in a planar dielectric waveguide having a
low-index, polymer core layer, bounded by two multilayer stacks. This geometry
allows exceptionally strong confinement of the light at the fundamental
wavelength inside the core region with virtually zero net propagation losses
for distances that exceed several centimeters, provided material and scattering
losses are neglected. A phase-matched configuration of the waveguide is
reported in which the pump signal is the lowest-order mode of the waveguide,
and the generated second harmonic signal corresponds to the third propagation
mode of the waveguide. Using a polymer waveguide core, having chi(2)=100 pm/V,
we predict a conversion efficiency of approximately 90% after a propagation
distance of 2 mm, using peak pump intensities inside the core of the waveguide
of 1.35 GW/cm^2. If the waveguide core contains polymer layers with different
glass transition temperatures, the layers can be poled independently to
maximize the overlap integral, and similar pump depletions may be achieved over
a distance of approximately 500 microns.


title: Minimum Entropy Density Method for the Time Series Analysis

abstract:
  The entropy density is an intuitive and powerful concept to study the
complicated nonlinear processes derived from physical systems. We develop the
minimum entropy density method (MEDM) to detect the structure scale of a given
time series, which is defined as the scale in which the uncertainty is
minimized, hence the pattern is revealed most. The MEDM is applied to the
financial time series of Standard and Poor's 500 index from February 1983 to
April 2006. Then the temporal behavior of structure scale is obtained and
analyzed in relation to the information delivery time and efficient market
hypothesis.


title: Complexity analysis of the stock market

abstract:
  We study the complexity of the stock market by constructing
$\epsilon$-machines of Standard and Poor's 500 index from February 1983 to
April 2006 and by measuring the statistical complexities. It is found that both
the statistical complexity and the number of causal states of constructed
$\epsilon$-machines have decreased for last twenty years and that the average
memory length needed to predict the future optimally has become shorter. These
results support that the information is delivered to the economic agents and
applied to the market prices more rapidly in year 2006 than in year 1983.


title: Crystal Channelling in Accelerators

abstract:
  Crystal lattice can trap and channel particle beams along major
crystallographic directions. In a bent crystal, the channelled particles follow
the bend. This makes a basis for an elegant technique of beam steering by means
of bent channelling crystals, experimentally demonstrated from 3 MeV to 1 TeV.
This technique was strongly developed in recent studies at CERN, FNAL, IHEP,
and BNL, and can lead to interesting applications also at the LHC, such as
crystal collimation making a collider cleaner by an order of magnitude. We
review recent developments in the field and show outlook for the future.


title: Intense ultrashort electromagnetic pulses and the equation of motion

abstract:
  The equations of motion of charged particles under the influence of short
electromagnetic pulses are investigated. The subcycle regime is considered, and
the delta function approximation is applied. The effects of the self force are
also considered, and the threshold where radiation becomes important is
discussed. A dimensionless parameter is defined that signals the onset of
radiation reaction effects.


title: Modelling optical micro-machines

abstract:
  A strongly focused laser beam can be used to trap, manipulate and exert
torque on a microparticle. The torque is the result of transfer of angular
momentum by scattering of the laser beam. The laser could be used to drive a
rotor, impeller, cog wheel or some other microdevice of a few microns in size,
perhaps fabricated from a birefringent material. We review our methods of
computationally simulating the torque and force imparted by a laser beam. We
introduce a method of hybridizing the T-matrix with the Finite Difference
Frequency Domain (FDFD) method to allow the modelling of materials that are
anisotropic and inhomogeneous, and structures that have complex shapes. The
high degree of symmetry of a microrotor, such as discrete or continuous
rotational symmetry, can be exploited to reduce computational time and memory
requirements by orders of magnitude. This is achieved by performing
calculations for only a given segment or plane that is repeated across the
whole structure. This can be demonstrated by modelling the optical trapping and
rotation of a cube.


title: Response of Firm Agent Network to Exogenous Shock

abstract:
  This paper describes an agent-based model of interacting firms, in which
interacting firm agents rationally invest capital and labor in order to
maximize payoff. Both transactions and production are taken into account in
this model. First, the performance of individual firms on a real transaction
network was simulated. The simulation quantitatively reproduced the cumulative
probability distribution of revenue, material cost, capital, and labor. Then,
the response of the firms to a given exogenous shock, defined as a sudden
change of gross domestic product, is discussed. The longer tail in cumulative
probability and skewed distribution of growth rate are observed for a high
growth scenario.


title:
Time interval measurements by uniformly accelerating observers
  (non-longitudinal case)

abstract:
  We consider two non-longitudinal Doppler Effect experiments. The first one
involves a stationary source of monochromatic light located at the origin O of
the K(XOY) inertial reference frame and an observer R who performs the
hyperbolic motion at a constant altitude. The second involves a stationary
observer located at the origin O and a monochromatic source of light that
performs the hyperbolic motion. In both cases we compare the relationship
between emission and reception times of the same light signal and the
relationship between the emission and the reception time intervals of two
successive light signals.


title:
Self-induced spontaneous transport of water molecules through a
  symmetrical nanochannel by ratchetlike mechanism

abstract:
  Water molecules, confined in a carbon nanotube, were monitored using
molecular dynamics simulation. Spontaneous directional transportation during a
long timescale was observed in the symmetrical nanochannel by a ratchet-like
mechanism. This ratchet-like system was without any asymmetrical structure or
external field, while the asymmetric ratchet-like potential solely resulted
from the transported water molecules that formed hydrogen-bonded chains.
Remarkably, the resulting net water fluxes reached the level of the biological
channel and the average duration for spontaneous directional transportation
reached the timescale of many biomolecular functions. This is the first report
that heat energy from the surroundings can be used to drive molecules
uni-directionally during a long timescale in a nanochannel system. This effect
is ascribed to the unique structure of the water molecule.


title: Stylized facts from a threshold-based heterogeneous agent model

abstract:
  A class of heterogeneous agent models is investigated where investors switch
trading position whenever their motivation to do so exceeds some critical
threshold. These motivations can be psychological in nature or reflect
behaviour suggested by the efficient market hypothesis (EMH). By introducing
different propensities into a baseline model that displays EMH behaviour, one
can attempt to isolate their effects upon the market dynamics.
  The simulation results indicate that the introduction of a herding propensity
results in excess kurtosis and power-law decay consistent with those observed
in actual return distributions, but not in significant long-term volatility
correlations. Possible alternatives for introducing such long-term volatility
correlations are then identified and discussed.


title: Truth seekers in opinion dynamics models

abstract:
  We modify the model of Deffuant et al. to distinguish true opinion among
others in the fashion of Hegselmann and Krause
<http://jasss.soc.surrey.ac.uk/9/3/10.html>. The basic features of both models
modified to account for truth seekers are qualitatively the same.


title: Exponential beams of electromagnetic radiation

abstract:
  We show that in addition to well known Bessel, Hermite-Gauss, and
Laguerre-Gauss beams of electromagnetic radiation, one may also construct
exponential beams. These beams are characterized by a fall-off in the
transverse direction described by an exponential function of rho. Exponential
beams, like Bessel beams, carry definite angular momentum and are periodic
along the direction of propagation, but unlike Bessel beams they have a finite
energy per unit beam length. The analysis of these beams is greatly simplified
by an extensive use of the Riemann-Silberstein vector and the Whittaker
representation of the solutions of the Maxwell equations in terms of just one
complex function. The connection between the Bessel beams and the exponential
beams is made explicit by constructing the exponential beams as wave packets of
Bessel beams.


title: k-Generalized Statistics in Personal Income Distribution

abstract:
  Starting from the generalized exponential function
$\exp_{\kappa}(x)=(\sqrt{1+\kappa^{2}x^{2}}+\kappa x)^{1/\kappa}$, with
$\exp_{0}(x)=\exp(x)$, proposed in Ref. [G. Kaniadakis, Physica A \textbf{296},
405 (2001)], the survival function $P_{>}(x)=\exp_{\kappa}(-\beta x^{\alpha})$,
where $x\in\mathbf{R}^{+}$, $\alpha,\beta>0$, and $\kappa\in[0,1)$, is
considered in order to analyze the data on personal income distribution for
Germany, Italy, and the United Kingdom. The above defined distribution is a
continuous one-parameter deformation of the stretched exponential function
$P_{>}^{0}(x)=\exp(-\beta x^{\alpha})$\textemdash to which reduces as $\kappa$
approaches zero\textemdash behaving in very different way in the $x\to0$ and
$x\to\infty$ regions. Its bulk is very close to the stretched exponential one,
whereas its tail decays following the power-law
$P_{>}(x)\sim(2\beta\kappa)^{-1/\kappa}x^{-\alpha/\kappa}$. This makes the
$\kappa$-generalized function particularly suitable to describe simultaneously
the income distribution among both the richest part and the vast majority of
the population, generally fitting different curves. An excellent agreement is
found between our theoretical model and the observational data on personal
income over their entire range.


title: Precision preparation of strings of trapped neutral atoms

abstract:
  We have recently demonstrated the creation of regular strings of neutral
caesium atoms in a standing wave optical dipole trap using optical tweezers [Y.
Miroshnychenko et al., Nature, in press (2006)]. The rearrangement is realized
atom-by-atom, extracting an atom and re-inserting it at the desired position
with sub-micrometer resolution. We describe our experimental setup and present
detailed measurements as well as simple analytical models for the resolution of
the extraction process, for the precision of the insertion, and for heating
processes. We compare two different methods of insertion, one of which permits
the placement of two atoms into one optical micropotential. The theoretical
models largely explain our experimental results and allow us to identify the
main limiting factors for the precision and efficiency of the manipulations.
Strategies for future improvements are discussed.


title: Dynamic radiation force of acoustic waves on solid elastic spheres

abstract:
  The present study concerns the dynamic radiation force on solid elastic
spheres exerted by a plane wave with two frequencies (bichromatic wave)
considering the nonlinearity of the fluid. Our approach is based on solving the
wave scattering for the sphere in the quasilinear approximation within the
preshock wave range. The dynamic radiation force is then obtained by
integrating the component of the momentum flux tensor at the difference of the
primary frequencies over the boundary of the sphere. Results reveal that
effects of the nonlinearity of the fluid plays a major role in dynamic
radiation force leading it to a parametric amplification regime. The developed
theory is used to calculate the dynamic radiation force on three different
solid spheres (aluminium, silver, and tungsten). Resonances are observed in the
spectrum of the force on the spheres. They have larger amplitude and better
shape than resonances present in static radiation force.


title: Correlation of worldwide markets' entropies: time-scale approach

abstract:
  We use a new method of studying the Hurst exponent with time and scale
dependency. This new approach allow us to recover the major events affecting
worldwide markets (such as the September 11th terrorist attack) and analyze the
way those effects propagate through the different scales. The time-scale
dependence of the referred measures demonstrates the relevance of entropy
measures in distinguishing the several characteristics of market indices:
"effects" include early awareness, patterns of evolution as well as comparative
behaviour distinctions in emergent/established markets.


title: Mitigating radiation loads in Nb3Sn quadrupoles for LHC upgrades

abstract:
  This paper has been withdrawn by the authors because it has been submitted to
a journal.


title: Precision Calibration of the D0 HCAL in Run II

abstract:
  Most of the physics analyses at a hadron collider rely on a precise
measurement of the energy of jets in the final state. This requires a precise
in situ calibration of the calorimeter with the final detector setup. We
present the basic procedure and results of the in situ gain calibration of the
D0 HCAL in Run II. The gain calibration works on top of the pulser-based
calibration of the readout electronics and is based entirely on collision data.


title:
Subwavelength fractional Talbot effect in layered heterostructures of
  composite metamaterials

abstract:
  We demonstrate that under certain conditions, fractional Talbot revivals can
occur in heterostructures of composite metamaterials, such as multilayer
positive and negative index media, metallodielectric stacks, and
one-dimensional dielectric photonic crystals. Most importantly, without using
the paraxial approximation we obtain Talbot images for the feature sizes of
transverse patterns smaller than the illumination wavelength. A general
expression for the Talbot distance in such structures is derived, and the
conditions favorable for observing Talbot effects in layered heterostructures
is discussed.


title:
Critical dynamics and global persistence exponent on Taiwan financial
  market

abstract:
  We investigated the critical dynamics on the daily Taiwan stock exchange
index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A
global persistence exponent $\theta_{p}$ was defined for non-equilibrium
critical phenomena \cite{Janssen,Majumdar}, and describing dynamic behavior in
an economic index \cite{Zheng}.
  In recent numerical analysis studies of literatures, it is illustrated that
the persistence probability has a universal scaling form $P(t) \sim
t^{-\theta_{p}}$ \cite{Zheng1}. In this work, we analyzed persistence
properties of universal scaling behavior on Taiwan financial market, and also
calculated the global persistence exponent $\theta_{p}$. We found our
analytical results in good agreement with the same universality.


title:
On the significance of the Braxmaier et al. Laser Interferometry
  Experiment of 2002 for a Theory of Relativity

abstract:
  A recent laser interferometry experiment [Phys. Rev. Lett., Vol. 88, 10401
(2002)] registered a non-detection of a frequency shift that amounts to a
fractional change in the speed of light $\delta c/c \approx
(4.8\pm5.3)\times10^{-12}$. We comment here on the theoretical significance of
this experimental result.


title: A Rational Indicator of Scientific Creativity

abstract:
  A model is proposed for the creation and transmission of scientific
knowledge, based on the network of citations among research articles. The model
allows to assign to each article a nonnegative value for its creativity, i. e.
its creation of new knowledge. If the entire publication network is truncated
to the first neighbors of an article (the n references that it makes and the m
citations that it receives), its creativity value becomes a simple function of
n and m. After splitting the creativity of each article among its authors, the
cumulative creativity of an author is then proposed as an indicator of her or
his merit of research. In contrast with other merit indicators, this creativity
index yields similar values for the top scientists in two very different areas
(life sciences and physics), thus offering good promise for interdisciplinary
analyses.


title: Parity and Predictability of Competitions

abstract:
  We present an extensive statistical analysis of the results of all sports
competitions in five major sports leagues in England and the United States. We
characterize the parity among teams by the variance in the winning fraction
from season-end standings data and quantify the predictability of games by the
frequency of upsets from game results data. We introduce a novel mathematical
model in which the underdog team wins with a fixed upset probability. This
model quantitatively relates the parity among teams with the predictability of
the games, and it can be used to estimate the upset frequency from standings
data.


title: Extracting the exponential behaviors in the market data

abstract:
  We introduce a mathematical criterion defining the bubbles or the crashes in
financial market price fluctuations by considering exponential fitting of the
given data. By applying this criterion we can automatically extract the periods
in which bubbles and crashes are identified. From stock market data of
so-called the Internet bubbles it is found that the characteristic length of
bubble period is about 100 days.


title: Multifractal Properties of the Ukraine Stock Market

abstract:
  Recently the statistical characterizations of financial markets based on
physics concepts and methods attract considerable attentions. We used two
possible procedures of analyzing multifractal properties of a time series. The
first one uses the continuous wavelet transform and extracts scaling exponents
from the wavelet transform amplitudes over all scales. The second method is the
multifractal version of the detrended fluctuation analysis method (MF-DFA). The
multifractality of a time series we analysed by means of the difference of
values singularity stregth as a suitable way to characterise multifractality.
Singularity spectrum calculated from daily returns using a sliding 1000 day
time window in discrete steps of 1-10 days. We discovered that changes in the
multifractal spectrum display distinctive pattern around significant
"drawdowns". Finally, we discuss applications to the construction of crushes
precursors at the financial markets.


title:
Accelerating observers measure the period of the oscillations taking
  place in an acoustic wave (non-longitudinal case)

abstract:
  We consider a scenario that involves a stationary source of acoustic waves
located at the origin of the K(XOY) inertial reference frame and a receiver
that performs the hyperbolic motion at a constant altitude. The observer
measures the proper reception time of successive wave crests. We investigate
its dependence on the propagation speed of the wave and on the altitude at
which the motion takes place.


title:
Design of the EURISOL multi-MW target assembly: radiation and safety
  issues

abstract:
  The multi-MW target proposed for the EURISOL facility will be based on
fission of uranium (or thorium) compounds to produce rare isotopes far from
stability. A two-step process is used for the isotope production. First,
neutrons are generated in a liquid mercury target, irradiated by the 1 GeV
proton or deuteron beam, provided by the EURISOL linac driver. Then, the
neutrons induce fission in a surrounding assembly of uranium carbide. R&D
projects on several aspects of the target assembly are ongoing. Key criteria
for the target design are a maximum beam power capability of 4 MW, a remote
handling system with minimum downtime and maximum reliability, as well as
radiation safety, minimization of hazards and the classification of the
facility. In the framework of the ongoing radiation characterization and safety
studies, radiation transport simulations have been performed to calculate the
prompt radiation dose in the target and surrounding materials, as well as to
determine shielding material and angle-dependent parameters. In this paper, we
report the results of these studies and the proposed radiation shield design
for the multi-MW target area. Furthermore, accurate estimates have been
performed of the amount of fissile elements being produced in the uranium
target assembly, for typical running conditions, in order to understand the
implications for the classification of the facility. The results are reported
and briefly discussed.


title:
Energy Linearity and Resolution of the ATLAS Electromagnetic Barrel
  Calorimeter in an Electron Test-Beam

abstract:
  A module of the ATLAS electromagnetic barrel liquid argon calorimeter was
exposed to the CERN electron test-beam at the H8 beam line upgraded for
precision momentum measurement. The available energies of the electron beam
ranged from 10 to 245 GeV. The electron beam impinged at one point
corresponding to a pseudo-rapidity of eta=0.687 and an azimuthal angle of
phi=0.28 in the ATLAS coordinate system. A detailed study of several effects
biasing the electron energy measurement allowed an energy reconstruction
procedure to be developed that ensures a good linearity and a good resolution.
Use is made of detailed Monte Carlo simulations based on Geant which describe
the longitudinal and transverse shower profiles as well as the energy
distributions. For electron energies between 15 GeV and 180 GeV the deviation
of the measured incident electron energy over the beam energy is within 0.1%.
The systematic uncertainty of the measurement is about 0.1% at low energies and
negligible at high energies. The energy resolution is found to be about 10%
sqrt(E) for the sampling term and about 0.2% for the local constant term.


title:
The demise of constant price impact functions and single-time step
  models of speculation

abstract:
  Constant and symmetric price impact functions, most commonly used in
agent-based market modelling, are shown to give rise to paradoxical and
inconsistent outcomes in the simplest case of arbitrage exploitation when
open-hold-close actions are considered. The solution of the paradox lies in the
non-constant nature of real-life price impact functions. A simple model that
includes explicit position opening, holding, and closing is briefly introduced
and its information ecology discussed, shedding new light on the relevance of
the Minority Game to the study of financial markets.


title:
Infrared Absorption Investigations Confirm the Extraterrestrial Origin
  of Carbonado-Diamonds

abstract:
  The first complete infrared FTIR absorption spectra for carbonado-diamond
confirm the interstellar origin for the most enigmatic diamonds known as
carbonado. All previous attempts failed to measure the absorption of
carbonado-diamond in the most important IR-range of 1000-1300 cm-1 (10.00-7.69
micro-m.) because of silica inclusions. In our investigation, KBr pellets were
made from crushed silica-free carbonado-diamond and thin sections were also
prepared. The 100 to 1000 times brighter synchrotron infrared radiation permits
a greater spatial resolution. Inclusions and pore spaces were avoided and/or
sources of chemical contamination were removed. The FTIR spectra of
carbonado-diamond mostly depict the presence of single nitrogen impurities, and
hydrogen. The lack of identifiable nitrogen aggregates in the infrared spectra,
the presence of features related to hydrocarbon stretch bonds, and the
resemblance of the spectra to CVD and presolar diamonds indicate that
carbonado-diamonds formed in a hydrogen-rich interstellar environment. This is
consistent with carbonado-diamond being sintered and porous, with extremely
reduced metals, metal alloys, carbides and nitrides, light carbon isotopes,
surfaces with glassy melt-like patinas, deformation lamellae, and a complete
absence of primary, terrestrial mineral inclusions. The 2.6-3.8 billion year
old fragmented body was of asteroidal proportions.