arXiv subjects

A. Dupuis

Publications and source records attributed to A. Dupuis.

14 recordsLinked to original sources

arXiv2010

Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws

We have discovered 12 independent new empirical scaling laws in foreign exchange data-series that hold for close to three orders of magnitude and across 13 currency exchange rates. Our statistical analysis crucially depends on an event-based approach that measures the relationship between different types of events. The scaling laws give an accurate estimation of the length of the price-curve coastline, which turns out to be surprisingly long. The new laws substantially extend the catalogue of stylised facts and sharply constrain the space of possible theoretical explanations of the market mechanisms.

q-fin.ST↗

arXiv2010

Fabrication and spectral characterization of the porous dielectric THz waveguides using microstructured molding technique

We report two novel fabrication techniques, as well as spectral transmission and propagation loss measurements of the subwavelength plastic wires with highly porous (up to 86%) and non-porous transverse geometries. The two fabrication techniques we describe are based on the microstructured molding approach. In one technique the mold is made completely from silica by stacking and fusing silica capillaries to the bottom of a silica ampoule. The melted material is then poured into the silica mold to cast the microstructured preform. Another approach uses microstructured mold made of plastic which is co-drawn with a cast preform. Material of the mold is then dissolved after fiber drawing. We also describe a novel THz-TDS setup with an easily adjustable optical path length, designed to perform cutback measurements using THz fibers of up to 50 cm in length. We find that while both porous and non-porous subwavelength fibers of the same outside diameter have low propagation losses (α\leg 0.02cm-1), however, the porous fibers exhibit a much wider spectral transmission window and enable transmission at higher frequencies compared to the non-porous fibers. We then show that the typical bell-shaped transmission spectra of the subwavelengths fibers can be very well explained by the onset of material absorption loss at higher frequencies due to strong confinement of the modal fields in the material region of the fiber, as well as strong coupling loss at lower frequencies due to mismatch of the modal field diameter and a size of the gaussian-like beam of a THz source.

physics.optics↗

arXiv2009

The scale of market quakes

We define a methodology to quantify market activity on a 24 hour basis by defining a scale, the so-called scale of market quakes (SMQ). The SMQ is designed within a framework where we analyse the dynamics of excess price moves from one directional change of price to the next. We use the SMQ to quantify the FX market and evaluate the performance of the proposed methodology at major news announcements. The evolution of SMQ magnitudes from 2003 to 2009 is analysed across major currency pairs.

q-fin.TR↗

arXiv2008

The collapse transition on superhydrophobic surfaces

We investigate the transition between the Cassie-Baxter and Wenzel states of a slowly evaporating, micron-scale drop on a superhydrophobic surface. In two dimensions analytical results show that there are two collapse mechanisms. For long posts the drop collapses when it is able to overcome the free energy barrier presented by the hydrophobic posts. For short posts, as the drop loses volume, its curvature increases allowing it to touch the surface below the posts. We emphasise the importance of the contact line retreating across the surface as the drop becomes smaller: this often preempts the collapse. In a quasi-three dimensional simulation we find similar behaviour, with the additional feature that the drop can de-pin from all but the peripheral posts, so that its base resembles an inverted bowl.

cond-mat.soft↗

arXiv2006

Coupling Lattice Boltzmann and Molecular Dynamics models for dense fluids

We propose a hybrid model, coupling Lattice Boltzmann and Molecular Dynamics models, for the simulation of dense fluids. Time and length scales are decoupled by using an iterative Schwarz domain decomposition algorithm. The MD and LB formulations communicate via the exchange of velocities and velocity gradients at the interface. We validate the present LB-MD model in simulations of flows of liquid argon past and through a carbon nanotube. Comparisons with existing hybrid algorithms and with reference MD solutions demonstrate the validity of the present approach.

cond-mat.soft↗

arXiv2006

Rheology of cholesteric blue phases

Blue phases of cholesteric liquid crystals offer a spectacular example of naturally occurring disclination line networks. Here we numerically solve the hydrodynamic equations of motion to investigate the response of three types of blue phases to an imposed Poiseuille flow. We show that shear forces bend and twist and can unzip the disclination lines. Under gentle forcing the network opposes the flow and the apparent viscosity is significantly higher than that of an isotropic liquid. With increased forcing we find strong shear thinning corresponding to the disruption of the defect network. As the viscosity starts to drop, the imposed flow sets the network into motion. Disclinations break-up and re-form with their neighbours in the flow direction. This gives rise to oscillations in the time-dependent measurement of the average stress.

cond-mat.soft↗

arXiv2006

Dynamics of sliding drops on superhydrophobic surfaces

We use a free energy lattice Boltzmann approach to investigate numerically the dynamics of drops moving across superhydrophobic surfaces. The surfaces comprise a regular array of posts small compared to the drop size. For drops suspended on the posts the velocity increases as the number of posts decreases. We show that this is because the velocity is primarily determined by the contact angle which, in turn, depends on the area covered by posts. Collapsed drops, which fill the interstices between the posts, behave in a very different way. The posts now impede the drop behaviour and the velocity falls as their density increases.

cond-mat.soft↗

arXiv2006

Drop dynamics on chemically patterned surfaces

We compare numerical and experimental results exploring the behaviour of liquid drops moving across a surface patterned with hydrophobic and hydrophilic stripes. A lattice Boltzmann algorithm is used to solve the hydrodynamic equations of motion of the drops allowing us to investigate their behaviour as the stripe widths and the wettability contrast are altered. We explain how the motion of the drop is determined by the interplay between the driving force and the variation in surface force as the drop moves between regions of different contact angle and we find that the shape of the drops can undergo large periodic deviations from spherical. When compared, the numerical results agree well with experiments on micron--scale drops moving across substrates patterned by microcontact printing.

cond-mat.soft↗

arXiv2005

Control of drop positioning using chemical patterning

We explore how chemical patterning on surfaces can be used to control drop wetting. Both numerical and experimental results are presented to show how the dynamic pathway and equilibrium shape of the drops are altered by a hydrophobic grid. The grid proves a successful way of confining drops and we show that it can be used to alleviate {\it mottle}, a degradation in image quality which results from uneven drop coalescence due to randomness in the positions of the drops within the jetted array.

cond-mat.soft↗

arXiv2005

Modelling droplets on superhydrophobic surfaces: equilibrium states and transitions

We present a lattice Boltzmann solution of the equations of motion describing the spreading of droplets on topologically patterned substrates. We apply it to model superhydrophobic behaviour on surfaces covered by an array of micron-scale posts. We find that the patterning results in a substantial increase in contact angle, from $110^o$ to $156^o$. The dynamics of the transition from drops suspended on top of the posts to drops collapsed in the grooves is described.

cond-mat.soft↗

arXiv2005

Numerical calculations of the phase diagram of cubic blue phases in cholesteric liquid crystals

We study the static properties of cubic blue phases by numerically minimising the three-dimensional, Landau-de Gennes free energy for a cholesteric liquid crystal close to the isotropic-cholesteric phase transition. Thus we are able to refine the powerful but approximate, semi-analytic frameworks that have been used previously. We obtain the equilibrium phase diagram and discuss it in relation to previous results. We find that the value of the chirality above which blue phases appear is shifted by 20% (towards experimentally more accessible regions) with respect to previous estimates. We also find that the region of stability of the O5 structure -- which has not been observed experimentally -- shrinks, while that of BP I (O8-) increases thus giving the correct order of appearance of blue phases at small chirality. We also study the approach to equilibrium starting from the infinite chirality solutions and we find that in some cases the disclination network has to assemble during the equilibration. In these situations disclinations are formed via the merging of isolated aligned defects.

cond-mat.soft↗

arXiv2004

Mesoscopic modelling of droplets on topologically patterned substrates

We present a lattice Boltzmann model to describe the spreading of droplets on topologically patterned substrates. We apply it to model superhydrophobic behaviour on surfaces covered by an array of micron-scale posts. We find that the patterning results in a substantial increase in contact angle, from $110^o$ to $156^o$.

cond-mat.soft↗

arXiv2003

Jetting Micron-Scale Droplets onto Chemically Heterogeneous Surfaces

We report experiments investigating the behaviour of micron-scale fluid droplets jetted onto surfaces patterned with lyophobic and lyophilic stripes. The final droplet shape depends on the droplet size relative to that of the stripes. In particular when the droplet radius is of the same order as the stripe width, the final shape is determined by the dynamic evolution of the drop and shows a sensitive dependence on the initial droplet position and velocity. Numerical solutions of the dynamical equations of motion of the drop provide a close quantitative match to the experimental results. This proves helpful in interpreting the data and allows for accurate prediction of fluid droplet behaviour for a wide range of surfaces.

cond-mat.soft↗

arXiv2003

Droplet Spreading on Heterogeneous Surfaces using a Three-Dimensional Lattice Boltzmann Model

We use a three-dimensional lattice Boltzmann model to investigate the spreading of mesoscale droplets on homogeneous and heterogeneous surfaces. On a homogeneous substrate the base radius of the droplet grows with time as $t^{0.28}$ for a range of viscosities and surface tensions. The time evolutions collapse onto a single curve as a function of a dimensionless time. On a surface comprising of alternate hydrophobic and hydrophilic stripes the wetting velocity is anisotropic and the equilibrium shape of the droplet reflects the wetting properties of the underlying substrate.

cond-mat.soft↗