arXiv subjects

D. B. Leinweber

Publications and source records attributed to D. B. Leinweber.

At least 55 records · Page 3Linked to original sources

arXiv2006

Scale-free avalanche dynamics in the stock market

Self-organized criticality has been claimed to play an important role in many natural and social systems. In the present work we empirically investigate the relevance of this theory to stock-market dynamics. Avalanches in stock-market indices are identified using a multi-scale wavelet-filtering analysis designed to remove Gaussian noise from the index. Here new methods are developed to identify the optimal filtering parameters which maximize the noise removal. The filtered time series is reconstructed and compared with the original time series. A statistical analysis of both high-frequency Nasdaq E-mini Futures and daily Dow Jones data is performed. The results of this new analysis confirm earlier results revealing a robust power law behaviour in the probability distribution function of the sizes, duration and laminar times between avalanches. This power law behavior holds the potential to be established as a stylized fact of stock market indices in general. While the memory process, implied by the power law distribution of the laminar times, is not consistent with classical models for self-organized criticality, we note that a power-law distribution of the laminar times cannot be used to rule out self-organized critical behaviour.

physics.soc-ph↗

arXiv2006

Precision Electromagnetic Structure of Octet Baryons in the Chiral Regime

The electromagnetic properties of the baryon octet are calculated in quenched QCD on a 20^3 x 40 lattice with a lattice spacing of 0.128 fm using the fat-link irrelevant clover (FLIC) fermion action. FLIC fermions enable simulations to be performed efficiently at quark masses as low as 300 MeV. By combining FLIC fermions with an improved-conserved vector current, we ensure that discretisation errors occur only at O(a^2) while maintaining current conservation. Magnetic moments and electric and magnetic radii are extracted from the electric and magnetic form factors for each individual quark sector. From these, the corresponding baryon properties are constructed. Our results are compared extensively with the predictions of quenched chiral perturbation theory. We detect substantial curvature and environment sensitivity of the quark contributions to electric charge radii and magnetic moments in the low quark mass region. Furthermore, our quenched QCD simulation results are in accord with the leading non-analytic behaviour of quenched chiral perturbation theory, suggesting that the sum of higher-order terms makes only a small contribution to chiral curvature.

hep-lat↗

arXiv2006

$1^{-+}$ exotic meson at light quark masses

The mass of the $1^{-+}$ exotic meson, created with hybrid interpolating fields, is explored at light quark masses approaching 25 MeV ($m_π/ m_ρ\simeq 1/3$). Access to such light quark masses is facilitated by the use of the Fat-Link Irrelevant Clover (FLIC) fermion action. Additionally, we make use of large ($20^3 \times 40$) lattices to obtain good control of statistical and finite volume errors. Our results indicate that the $1^{-+}$ exotic exhibits significant curvature close the chiral limit, indicating previous linear extrapolations, far from the chiral regime, have overestimated the mass of the $1^{-+}$. We find for the first time in lattice studies a $1^{-+}$ mass in agreement with the $π_1 (1600)$ candidate. We also find a strangeness $\pm$1 $J^P = 1^-$ state with a mass close to 2 GeV.

hep-lat↗

arXiv2005

Nonperturbative renormalization of composite operators with overlap fermions

We compute non-perturbatively the renormalization constants of composite operators on a quenched $16^3 \times 28 $ lattice with lattice spacing $a$ = 0.20 fm for the overlap fermion by using the regularization independent (RI) scheme. The quenched gauge configurations were generated with the Iwasaki action. We test the relations $Z_A = Z_V$ and $ Z_S=Z_P$ and find that they agree well {(less than 1%)} above $μ$ = 1.6 GeV. %even for our lattice with a coarse lattice spacing. We also perform a Renormalization Group (RG) analysis at the next-to-next-to-leading order and match the renormalization constants to the $\bar{\rm MS}$ scheme. The wave-function renormalization $Z_ψ$ is determined from the vertex function of the axial current and $Z_A$ from the chiral Ward identity. Finally, we examine the finite quark mass behavior for the renormalization factors of the quark bilinear operators. We find that the $(pa)^2$ errors of the vertex functions are small and the quark mass dependence of the renormalization factors to be quite weak.

hep-lat↗

arXiv2005

Scale-free networks in complex systems

In the past few years, several studies have explored the topology of interactions in different complex systems. Areas of investigation span from biology to engineering, physics and the social sciences. Although having different microscopic dynamics, the results demonstrate that most systems under consideration tend to self-organize into structures that share common features. In particular, the networks of interaction are characterized by a power law distribution, $P(k)\sim k^{-α}$, in the number of connections per node, $k$, over several orders of magnitude. Networks that fulfill this propriety of scale-invariance are referred to as ``scale-free''. In the present work we explore the implication of scale-free topologies in the antiferromagnetic (AF) Ising model and in a stochastic model of opinion formation. In the first case we show that the implicit disorder and frustration lead to a spin-glass phase transition not observed for the AF Ising model on standard lattices. We further illustrate that the opinion formation model produces a coherent, turbulent-like dynamics for a certain range of parameters. The influence, of random or targeted exclusion of nodes is studied.

cond-mat.dis-nn↗

arXiv2005

Chiral and Continuum Extrapolation of Partially-Quenched Hadron Masses

Using the finite-range regularisation (FRR) of chiral effective field theory, the chiral extrapolation formula for the vector meson mass is derived for the case of partially-quenched QCD. We re-analyse the dynamical fermion QCD data for the vector meson mass from the CP-PACS collaboration. A global fit, including finite lattice spacing effects, of all 16 of their ensembles is performed. We study the FRR method together with a naive polynomial approach and find excellent agreement ~1% with the experimental value of M_rho from the former approach. These results are extended to the case of the nucleon mass.

hep-lat↗

arXiv2005

Light-Quark FLIC Fermion Simulations of the $1^{-+}$ Exotic Meson

We investigate the mass of the $1^{-+}$ exotic meson, created with hybrid interpolating fields. Access to light quark masses approaching 25 MeV is facilitated by the use of the Fat-Link Irrelevant Clover (FLIC) fermion action, and large ($20^3 \times 40$) lattices. Our results indicate that the $1^{-+}$ exotic exhibits significant curvature close to the chiral limit, and yield a $1^{-+}$ mass in agreement with the $π_1 (1600)$ candidate and exclusive of the $π_1 (1400)$.

hep-lat↗

arXiv2005

Unified chiral analysis of the vector meson spectrum from lattice QCD

The chiral extrapolation of the vector meson mass calculated in partially-quenched lattice simulations is investigated. The leading one-loop corrections to the vector meson mass are derived for partially-quenched QCD. A large sample of lattice results from the CP-PACS Collaboration is analysed, with explicit corrections for finite lattice spacing artifacts. To incorporate the effect of the opening decay channel as the chiral limit is approached, the extrapolation is studied using a necessary phenomenological extension of chiral effective field theory. This chiral analysis also provides a quantitative estimate of the leading finite volume corrections. It is found that the discretisation, finite-volume and partial quenching effects can all be very well described in this framework, producing an extrapolated value of M_ρin excellent agreement with experiment. This procedure is also compared with extrapolations based on polynomial forms, where the results are much less enlightening.

hep-lat↗

arXiv2005

Chiral and Continuum Extrapolation of Partially-Quenched Lattice Results

The vector meson mass is extracted from a large sample of partially quenched, two-flavor lattice QCD simulations. For the first time, discretisation, finite-volume and partial quenching artefacts are treated in a unified framework which is consistent with the low-energy behaviour of QCD. This analysis incorporates the leading infrared behaviour dictated by chiral effective field theory. As the two-pion decay channel cannot be described by a low-energy expansion alone, a highly-constrained model for the decay channel of the rho-meson is introduced. The latter is essential for extrapolating lattice results from the quark-mass regime where the rho is observed to be a physical bound state.

hep-lat↗

arXiv2005

Spin 3/2 Pentaquark Resonance Signature in Lattice QCD

The possible discovery of the Theta+ pentaquark has motivated a number of studies of its nature using lattice QCD. While all the analyses thus far have focussed on spin-1/2 states, here we report the results of the first exploratory study in quenched lattice QCD of pentaquarks with spin 3/2. For the spin-3/2 interpolating field we use a product of the standard N and K* operators. We do not find any evidence for the standard lattice resonance signature of attraction (i.e., binding at quark masses near the physical regime) in the J^P = 3/2- channel. Some evidence of binding is inferred in the isoscalar 3/2+ channel at several quark masses, in accord with the standard lattice resonance signature. This suggests that this is a good candidate for the further study of pentaquarks on the lattice.

hep-lat↗

arXiv2005

Hadron structure on the back of an envelope

In order to remove a little of the mysticism surrounding the issue of strangeness in the nucleon, we present simple, physically transparent estimates of both the strange magnetic moment and charge radius of the proton. Although simple, the estimates are in quite good agreement with sophisticated calculations using the latest input from lattice QCD. We further explore the possible size of systematic uncertainties associated with charge symmetry violation (CSV) in the recent precise determination of the strange magnetic moment of the proton. We find that CSV acts to increase the error estimate by 0.003 μ_N such that G_M^s = -0.046 +/- 0.022 μ_N.

nucl-th↗

arXiv2005

Influence of Local Interactions in the Bak-Sneppen Model and Economic Applications

In the present work we extend the Bak-Sneppen model for biological evolution by introducing local interactions between species. This ``environmental'' perturbation can modify the intrinsic fitness of each element of the ecology, leading to higher survival probability, even for the less fit. While the system still self-organizes toward a critical state, the distribution of fitness broadens, losing the classical step-function shape. A possible application in economics is discussed, where firms are represented like evolving species linked by mutual interests.

cond-mat.other↗

arXiv2005

Scaling of Nonperturbative Renormalization of Composite Operators with Overlap Fermions

We compute non-perturbatively the renormalization constants of composite operators for overlap fermions by using the regularization independent scheme. The scaling behavior of the renormalization constants is investigated using the data from three lattices with similar physical volumes and different lattice spacings. The approach of the renormalization constants to the continuum limit is explored.

hep-lat↗

arXiv2005

Neutron stars and strange stars in the chiral SU(3) quark mean field model

We investigate the equations of state for pure neutron matter and strange hadronic matter in $β$-equilibrium, including $Λ$, $Σ$ and $Ξ$ hyperons. The masses and radii of pure neutron stars and strange hadronic stars are obtained. For a pure neutron star, the maximum mass is about $1.8 M_{\mathrm{sun}}$, while for a strange hadronic star, the maximum mass is around $1.45 M_{\mathrm{sun}}$. The typical radii of pure neutron stars and strange hadronic stars are about 11.0-12.3 km and 10.7-11.7 km, respectively.

nucl-th↗

arXiv2005

Self-Similar Log-Periodic Structures in Western Stock Markets from 2000

The presence of log-periodic structures before and after stock market crashes is considered to be an imprint of an intrinsic discrete scale invariance (DSI) in this complex system. The fractal framework of the theory leaves open the possibility of observing self-similar log-periodic structures at different time scales. In the present work we analyze the daily closures of three of the most important indices worldwide since 2000: the DAX for Germany and the Nasdaq100 and the S&P500 for the United States. The qualitative behaviour of these different markets is similar during the temporal frame studied. Evidence is found for decelerating log-periodic oscillations of duration about two years and starting in September 2000. Moreover, a nested sub-structure starting in May 2002 is revealed, bringing more evidence to support the hypothesis of self-similar, log-periodic behavior. Ongoing log-periodic oscillations are also revealed. A Lomb analysis over the aforementioned periods indicates a preferential scaling factor $λ\sim 2$. Higher order harmonics are also present. The spectral pattern of the data has been found to be similar to that of a Weierstrass-type function, used as a prototype of a log-periodic fractal function.

cond-mat.other↗

arXiv2005

Search for the pentaquark resonance signature in lattice QCD

Claims concerning the possible discovery of the Θ^+ pentaquark, with minimal quark content uudd\bar{s}, have motivated our comprehensive study into possible pentaquark states using lattice QCD. We review various pentaquark interpolating fields in the literature and create a new candidate ideal for lattice QCD simulations. Using these interpolating fields we attempt to isolate a signal for a five-quark resonance. Calculations are performed using improved actions on a large 20^3 x 40 lattice in the quenched approximation. The standard lattice resonance signal of increasing attraction between baryon constituents for increasing quark mass is not observed for spin-1/2 pentaquark states. We conclude that evidence supporting the existence of a spin-1/2 pentaquark resonance does not exist in quenched QCD.

hep-lat↗

arXiv2005

Scaling of FLIC Fermions

Hadron masses are calculated in quenched lattice QCD on a variety of lattices in order to probe the scaling behavior of the Fat-Link Irrelevant Clover (FLIC) fermion action, a fat-link clover fermion action in which the purely irrelevant operators of the fermion action are constructed using APE-smeared links. The scaling analysis indicates FLIC fermions provide a new form of nonperturbative O(a) improvement where near-continuum results are obtained at finite lattice spacing.

hep-lat↗

arXiv2005

Precise determination of the strangeness magnetic moment of the nucleon

By combining the constraints of charge symmetry with new chiral extrapolation techniques and recent low mass lattice QCD simulations of the individual quark contributions to the magnetic moments of the nucleon octet, we obtain a precise determination of the strange magnetic moment of the proton. The result, namely G_M^s = -0.046 +/- 0.019 mu_N, is consistent with the latest experimental measurements but an order of magnitude more precise. This poses a tremendous challenge for future experiments.

hep-lat↗