arXiv subjects

H. E. Stanley

Publications and source records attributed to H. E. Stanley.

At least 73 records · Page 4Linked to original sources

arXiv2001

Average Time Spent by Levy Flights and Walks on an Interval with Absorbing Boundaries

We consider a Levy flyer of order alpha that starts from a point x0 on an interval [O,L] with absorbing boundaries. We find a closed-form expression for the average number of flights the flyer takes and the total length of the flights it travels before it is absorbed. These two quantities are equivalent to the mean first passage times for Levy flights and Levy walks, respectively. Using fractional differential equations with a Riesz kernel, we find exact analytical expressions for both quantities in the continuous limit. We show that numerical solutions for the discrete Levy processes converge to the continuous approximations in all cases except the case of alpha approaching 2 and the cases of x0 near absorbing boundaries. For alpha larger than 2 when the second moment of the flight length distribution exists, our result is replaced by known results of classical diffusion. We show that if x0 is placed in the vicinity of absorbing boundaries, the average total length has a minimum at alpha=1, corresponding to the Cauchy distribution. We discuss the relevance of this result to the problem of foraging, which has received recent attention in the statistical physics literature.

cond-mat.soft↗

arXiv2001

Decomposition of Heartbeat Time Series: Scaling Analysis of the Sign Sequence

The cardiac interbeat (RR) increment time series can be decomposed into two sub-sequences: a magnitude series and a sign series. We show that the sign sequence, a simple binary representation of the original RR series, retains fundamental scaling properties of the original series, is robust with respect to outliers, and may provide useful information about neuroautonomic control mechanisms.

cond-mat.stat-mech↗

arXiv2000

Water-Like Anomalies for Core-Softened Models of Fluids: Two-Dimensional Systems

We use molecular dynamics simulations in two dimensions to investigate the possibility that a core-softened potential can reproduce static and dynamic anomalies found experimentally in liquid water: (i) the increase in specific volume upon cooling, (ii) the increase in isothermal compressibility upon cooling, and (iii) the increase in the diffusion coefficient with pressure. We relate these anomalies to the shape of the potential. We obtain the phase diagram of the system and identify two solid phases: a square crystal (high density phase), and a triangular crystal (low density phase). We also discuss the relation between the anomalies observed and the polymorphism of the solid. Finally, we compare the phase diagram of our model system with experimental data, noting especially the line of temperatures of maximum density, line of pressures of maximum diffusion constant, and line of temperatures of minimum isothermal compressibility.

cond-mat.soft↗

arXiv2000

Hydrogen-Bonded Liquids: Effects of Correlations of Orientational Degrees of Freedom

We improve a lattice model of water introduced by Sastry, Debenedetti, Sciortino, and Stanley to give insight on experimental thermodynamic anomalies in supercooled phase, taking into account the correlations between intra-molecular orientational degrees of freedom. The original Sastry et al. model including energetic, entropic and volumic effect of the orientation-dependent hydrogen bonds (HBs), captures qualitatively the experimental water behavior, but it ignores the geometrical correlation between HBs. Our mean-field calculation shows that adding these correlations gives a more water-like phase diagram than previously shown, with the appearance of a solid phase and first-order liquid-solid and gas-solid phase transitions. Further investigation is necessary to be able to use this model to characterize the thermodynamic properties of the supercooled region.

cond-mat.stat-mech↗

arXiv2000

The Free Energy Surface of Supercooled Water

We present a detailed analysis of the free energy surface of a well characterized rigid model for water in supercooled states. We propose a functional form for the liquid free energy, supported by recent theoretical predictions [Y. Rosenfeld and P. Tarazona, Mol. Phys. {\bf 95}, 141 (1998)], and use it to locate the position of a liquid-liquid critical point at $T_{C'} = 130 \pm 5$~K, $P_{C'}=290\pm 30$MPa, and $ρ_{C'} = 1.10 \pm 0.03$~g/cm$^3$. The observation of the critical point strengthens the possibility that SPC/E water may undergo a liquid-liquid phase transition. Finally, we discuss the possibility that the approach to the liquid-liquid critical point could be pre-empted by the glass transition.

cond-mat.stat-mech↗

arXiv2000

Quantifying Nonstationary Radioactivity Concentration Fluctuations Near Chernobyl: A Complete Statistical Description

We analyze nonstationary $^{137}$Cs atmospheric activity concentration fluctuations measured near Chernobyl after the 1986 disaster and find three new results: (i) the histogram of fluctuations is well described by a log-normal distribution, (ii) there is a pronounced spectral component with period T=1 y, and (iii) the fluctuations are long-range correlated. These findings allow us to quantify two fundamental statistical properties of the data - the probability distribution and the correlation properties of the time series. We interpret our findings as evidence that the atmospheric radionuclide resuspension processes are tightly coupled to the surrounding ecosystems and to large time scale weather patterns.

cond-mat.stat-mech↗

arXiv2000

Supercooled fluid-fluid phase transition in three dimensions from a soft-core potential

To study the possibility of a fluid-fluid phase transition, we analyze a three-dimensional soft-core isotropic potential for a one-component system. We utilize two independent numerical approaches, (i) integral equation in the hypernetted-chain approximation and (ii) molecular dynamics simulations, and find for both approaches a fluid-fluid phase transition as well as the conventional gas-liquid critical point. We also study the possible existence of a triple point in the supercooled fluid phase at which three phases---gas, high-density fluid, and low-density fluid---coexist.

cond-mat.soft↗

arXiv2000

Topological Defects in Size-Dispersed Solids

We study the behavior of the topological defects in the inherent structures of a two-dimensional binary Lennard-Jones system as the size dispersity varies. We find that topological defects arising from the particle size dispersity are responsible for destabilizing the solid as follows: (i) for particle density $ρ\leq 0.9$, the solid melts through intermediate states of decreasing hexatic order arising from the proliferation of unbounded dislocations, (ii) for $ρ> 0.9$, the dislocations form grain boundaries, dividing the system into micro-crystallites and destroying the translational and orientational order.

cond-mat.soft↗

arXiv2000

Multifractal Properties of the Random Resistor Network

We study the multifractal spectrum of the current in the two-dimensional random resistor network at the percolation threshold. We consider two ways of applying the voltage difference: (i) two parallel bars, and (ii) two points. Our numerical results suggest that in the infinite system limit, the probability distribution behaves for small current i as P(i) ~ 1/i. As a consequence, the moments of i of order q less than q_c=0 do not exist and all current of value below the most probable one have the fractal dimension of the backbone. The backbone can thus be described in terms of only (i) blobs of fractal dimension d_B and (ii) high current carrying bonds of fractal dimension going from $1/ν$ to d_B.

cond-mat.stat-mech↗

arXiv2000

Supercooled Water: Dynamics, Structure and Thermodynamics

The anomalous properties of water in the supercooled state are numerous and well-known. Particularly striking are the strong changes in dynamic properties that appear to display divergences at temperatures close to -- but beyond -- the lowest temperatures attainable either experimentally or in computer simulations. Recent work on slow or glassy dynamics in water suggests analogies with simple liquids not previously appreciated, and at the same time highlights some aspects that remain peculiar to water. A comparison of the behavior of water with normal liquids, with respect to its dynamic, thermodynamic and structural changes in the supercooled regime is made by analyzing, via computer simulations, the properties of local potential energy minima sampled by water in supercooled temperatures and pressures.

cond-mat.stat-mech↗

arXiv1999

Applications of the Stell-Hemmer Potential to Understanding Second Critical Points in Real Systems

We consider the novel properties of the Stell-Hemmer core-softened potentials. First we explore how the theoretically predicted second critical point for these potentials is related to the occurrence of the experimentally observed solid-solid isostructural critical point. We then discuss how this class of potentials can generate anomalies analogous to those found experimentally in liquid water.

cond-mat.soft↗

arXiv1999

Inertial Effects on Fluid Flow through Disordered Media

We investigate the origin of the deviations from the classical Darcy law by numerical simulation of the Navier-Stokes equations in two-dimensional disordered porous media. We apply the Forchheimer equation as a phenomenological model to correlate the variations of the friction factor for different porosities and flow conditions. At sufficiently high Reynolds numbers, when inertia becomes relevant, we observe a transition from linear to non-linear behavior which is typical of experiments. We find that such a transition can be understood and statistically characterized in terms of the spatial distribution of kinetic energy in the system.

cond-mat.soft↗

arXiv1999

Scaling of the distribution of price fluctuations of individual companies

We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major US stock markets: (a) the New York Stock Exchange, (b) the American Stock Exchange, and (c) the National Association of Securities Dealers Automated Quotation stock market. Specifically, we consider (i) the trades and quotes database, for which we analyze 40 million records for 1000 US companies for the 2-year period 1994--95, and (ii) the Center for Research and Security Prices database, for which we analyze 35 million daily records for approximately 16,000 companies in the 35-year period 1962--96. We study the probability distribution of returns over varying time scales $Δt$, where $Δt$ varies by a factor of $\approx 10^5$---from 5 min up to $\approx$ 4 years. For time scales from 5~min up to approximately 16~days, we find that the tails of the distributions can be well described by a power-law decay, characterized by an exponent $α\approx 3$ ---well outside the stable Lévy regime $0 < α< 2$. For time scales $Δt \gg (Δt)_{\times} \approx 16 $days, we observe results consistent with a slow convergence to Gaussian behavior. We also analyze the role of cross correlations between the returns of different companies and relate these correlations to the distribution of returns for market indices.

cond-mat.stat-mech↗

arXiv1999

Quasicrystals in a Monodisperse System

We investigate the formation of a two-dimensional quasicrystal in a monodisperse system, using molecular dynamics simulations of hard sphere particles interacting via a two-dimensional square-well potential. We find that more than one stable crystalline phase can form for certain values of the square-well parameters. Quenching the liquid phase at a very low temperature, we obtain an amorphous phase. By heating this amorphous phase, we obtain a quasicrystalline structure with five-fold symmetry. From estimations of the Helmholtz potentials of the stable crystalline phases and of the quasicrystal, we conclude that the observed quasicrystal phase can be the stable phase in a specific range of temperatures.

cond-mat.soft↗

arXiv1999

Scaling for the Percolation Backbone

We study the backbone connecting two given sites of a two-dimensional lattice separated by an arbitrary distance $r$ in a system of size $L$. We find a scaling form for the average backbone mass: $ \sim L^{d_B}G(r/L)$, where $G$ can be well approximated by a power law for $0\le x\le 1$: $G(x)\sim x^ψ$ with $ψ=0.37\pm 0.02$. This result implies that $ \sim L^{d_B-ψ}r^ψ$ for the entire range $0<r<L$. We also propose a scaling form for the probability distribution $P(M_B)$ of backbone mass for a given $r$. For $r\approx L, P(M_B)$ is peaked around $L^{d_B}$, whereas for $r\ll L, P(M_B)$ decreases as a power law, $M_B^{-τ_B}$, with $τ_B\simeq 1.20\pm 0.03$. The exponents $ψ$ and $τ_B$ satisfy the relation $ψ=d_B(τ_B-1)$, and $ψ$ is the codimension of the backbone, $ψ=d-d_B$.

cond-mat.stat-mech↗

arXiv1998

Inertial Effects on Fluid Flow through Disordered Porous Media

We study the fluid flow through disordered porous media by numerically solving the complete set of the Navier-Stokes equations in a two dimensional lattice with a spatially random distribution of solid obstacles (plaquettes). We simulate viscous and non-viscous flow through these idealized pore spaces to determine the origin of the deviations from the classical Darcy's law behavior. Due to the non-linear contribution of inertia to the transport of momentum at the pore scale, we observe a typical departure from Darcy's law at sufficiently high Reynolds numbers. Moreover, we show that the classical Forchheimer equation provides a valid phenomenological model to correlate the variations of the friction factor of the porous media over a wide range of Reynolds conditions.

cond-mat.dis-nn↗

arXiv1997

Power Law Scaling for a System of Interacting Units with Complex Internal Structure

We study the dynamics of a system composed of interacting units each with a complex internal structure comprising many subunits. We consider the case in which each subunit grows in a multiplicative manner. We propose a model for such systems in which the interaction among the units is treated in a mean field approximation and the interaction among subunits is nonlinear. To test the model, we identify a large data base spanning 20 years, and find that the model correctly predicts a variety of empirical results.

cond-mat.stat-mech↗

arXiv1997

Scaling behavior in economics: I. Empirical results for company growth

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean value and standard deviation remain approximately constant. We study the distribution of sizes of the ``new'' companies in each year and find it to be well approximated by a log-normal. We find (i) the distribution of the logarithm of the growth rates, for a fixed growth period of one year, and for companies with approximately the same size $S$ displays an exponential form, and (ii) the fluctuations in the growth rates -- measured by the width of this distribution $σ_1$ -- scale as a power law with $S$, $σ_1\sim S^{-β}$. We find that the exponent $β$ takes the same value, within the error bars, for several measures of the size of a company. In particular, we obtain: $β=0.20\pm0.03$ for sales, $β=0.18\pm0.03$ for number of employees, $β=0.18\pm0.03$ for assets, $β=0.18\pm0.03$ for cost of goods sold, and $β=0.20\pm0.03$ for property, plant, & equipment.

cond-mat.stat-mech↗