arXiv subjects

G. R. Jafari

Publications and source records attributed to G. R. Jafari.

57 records · Page 4Linked to original sources

arXiv2004

Application of Multifractal Measures to Tehran Price Index

We report an empirical study of Tehran Price Index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis ($R/S$), modified rescaled range analysis (Lo's method), Detrended Fluctuation Analysis (DFA) and generalized Hurst exponents analysis. Based on numerical results, the scaling range of TEPIX returns is specified, long memory effect or long range correlation property in this market is investigated, characteristic exponent for probability distribution function of TEPIX returns is derived and finally the stage of development in Tehran Stock Exchange is determined.

physics.data-an↗

arXiv2004

Effect of backing thickness on determination of the phase in neutron reflectometry by variation of backing

The determination of density profiles with knowing the phase information of complex reflection coefficient for neutron specularly reflected from a film, yields unique results. Recently it has been shown that the phase can be determined by using controlled variation of the scattering length density of the fronting (incident) and/or backing (substrate) medium instead of reference layers of finite thickness. This method is applicable under the simplifying assumption that the backing is infinitely thick (semi-infinite substrate). By this assumption the reflected beams from the end side of the backing is neglected, which appears reasonable since in most cases absorption will damp out the neutron current before it has reached the end side. But for weakly absorbing backing, the reflection from the end side may be considerable. So backing must be considered as a thick matter. We show that for this kind of backing, using method of variation of the backing, as an example of variation of the surroundings, leads to completely wrong answer in determination of the phase.

cond-mat.mtrl-sci↗

arXiv2003

Stochastic Analysis and Regeneration of Rough Surfaces

We investigate Markov property of rough surfaces. Using stochastic analysis we characterize the complexity of the surface roughness by means of a Fokker-Planck or Langevin equation. The obtained Langevin equation enables us to regenerate surfaces with similar statistical properties compared with the observed morphology by atomic force microscopy.

cond-mat.stat-mech↗