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Ingve Simonsen

Publications and source records attributed to Ingve Simonsen.

At least 37 records · Page 2Linked to original sources

Neutral Helium Atom Diffraction from a Micron Scale Periodic Structure: Photonic Crystal Membrane Characterization

Surface scattering of neutral helium beams created by supersonic expansion is an established technique for measuring structural and dynamical properties of surfaces on the atomic scale. Helium beams have also been used in Fraunhofer and Fresnel diffraction experiments. Due to the short wavelength of the atom beams of typically 0.1nm or less, Fraunhofer diffraction experiments in transmission have so far been limited to grating structures with a period (pitch) of up to 200nm. However, larger periods are of interest for several applications, for example for the characterization of photonic crystal membrane structures, where the period is typically in the micron/high sub-micron range. Here we present helium atom diffraction measurements of a photonic crystal membrane structure with a two dimensional square lattice of 100x100 circular holes. The nominal period and hole radius were 490nm and 100nm respectively. To our knowledge this is the largest period that has ever been measured with helium diffraction. The helium diffraction measurements are interpreted using a model based on the helium beam characteristics. It is demonstrated how to successfully extract values from the experimental data for the average period of the grating, the hole diameter and the width of the virtual source used to model the helium beam.

physics.class-ph

Time-scale effects on the gain-loss asymmetry in stock indices

The gain-loss asymmetry, observed in the inverse statistics of stock indices is present for logarithmic return levels that are over $2\%$, and it is the result of the non-Pearson type auto-correlations in the index. These non-Pearson type correlations can be viewed also as functionally dependent daily volatilities, extending for a finite time interval. A generalized time-window shuffling method is used to show the existence of such auto-correlations. Their characteristic time-scale proves to be smaller (less than $25$ trading days) than what was previously believed. It is also found that this characteristic time-scale has decreased with the appearance of program trading in the stock market transactions. Connections with the leverage effect are also established.

q-fin.ST

Numerical studies of the scattering of light from a two-dimensional randomly rough interface between two dielectric media

The scattering of polarized light incident from one dielectric medium on its two-dimensional randomly rough interface with a second dielectric medium is studied. A reduced Rayleigh equation for the scattering amplitudes is derived for the case where p- or s-polarized light is incident on this interface, with no assumptions being made regarding the dielectric functions of the media. Rigorous, purely numerical, nonperturbative solutions of this equation are obtained. They are used to calculate the reflectivity and reflectance of the interface, the mean differential reflection coefficient, and the full angular distribution of the intensity of the scattered light. These results are obtained for both the case where the medium of incidence is the optically less dense medium, and in the case where it is the optically more dense medium. Optical analogues of the Yoneda peaks observed in the scattering of x-rays from metal surfaces are present in the results obtained in the latter case. Brewster scattering angles for diffuse scattering are investigated, reminiscent of the Brewster angle for flat-interface reflection, but strongly dependent on the angle of incidence. When the contribution from the transmitted field is added to that from the scattered field it is found that the results of these calculations satisfy unitarity with an error smaller than $10^{-4}$.

physics.optics

Determination of the normalized surface height autocorrelation function of a two-dimensional randomly rough dielectric surface by the inversion of light scattering data

An expression is obtained on the basis of phase perturbation theory for the contribution to the mean differential reflection coefficient from the in-plane co-polarized component of the light scattered diffusely from a two-dimensional randomly rough dielectric surface when the latter is illuminated by s-polarized light. This result forms the basis for an approach to inverting experimental light scattering data to obtain the normalized surface height autocorrelation function of the surface. Several parametrized forms of this correlation function, and the minimization of a cost function with respect to the parameters defining these representations, are used in the inversion scheme. This approach also yields the rms height of the surface roughness, and the dielectric constant of the dielectric substrate if it is not known in advance. The input data used in validating this inversion consists of computer simulation results for surfaces defined by exponential and Gaussian surface height correlation functions, without and with the addition of multiplicative noise, for a single or multiple angles of incidence. The reconstructions obtained by this approach are quite accurate for weakly rough surfaces, and the proposed inversion scheme is computationally efficient.

physics.optics

Effects of city-size heterogeneity on epidemic spreading in a metapopulation: A reaction-diffusion approach

We review and introduce a generalized reaction-diffusion approach to epidemic spreading in a metapopulation modeled as a complex network. The metapopulation consists of susceptible and infected individuals that are grouped in subpopulations symbolising cities and villages that are coupled by human travel in a transportation network. By analytic methods and numerical simulations we calculate the fraction of infected people in the metaopoluation in the long time limit, as well as the relevant parameters characterising the epidemic threshold that separates an epidemic from a non-epidemic phase. Within this model, we investigate the effect of a heterogeneous network topology and a heterogeneous subpopulation size distribution. Such a system is suited for epidemic modeling where small villages and big cities exist simultaneously in the metapopulation. We find that the heterogeneous conditions cause the epidemic threshold to be a non-trivial function of the reaction rates (local parameters), the network's topology (global parameters) and the cross-over population size that separates "village dynamics" from "city dynamics".

physics.soc-ph

Numerical simulations of scattering of light from two-dimensional surfaces using the Reduced Rayleigh Equation

A formalism is introduced for the non-perturbative, purely numerical, solution of the reduced Rayleigh equation for the scattering of light from two-dimensional penetrable rough surfaces. As an example, we apply this formalism to study the scattering of p- or s-polarized light from two- dimensional dielectric or metallic randomly rough surfaces by calculating the full angular distribution of the co- and cross-polarized intensity of the scattered light. In particular, we present calculations of the mean differential reflection coefficient for glass and silver surfaces characterized by (isotropic or anisotropic) Gaussian and cylindrical power spectra. The proposed method is found, within the validity of the Rayleigh hypothesis, to give reliable results. For a non-absorbing metal surface the conservation of energy was explicitly checked, and found to be satisfied to within 0.03%, or better, for the parameters assumed. This testifies to the accuracy of the approach and a satisfactory discretization.

physics.optics

Satellite peaks in the scattering of light from the two-dimensional randomly rough surface of a dielectric film on a planar metal surface

A nonperturbative, purely numerical, solution of the reduced Rayleigh equation for the scattering of p- and s-polarized light from a dielectric film with a two-dimensional randomly rough surface deposited on a planar metallic substrate, has been carried out. It is found that satellite peaks are present in the angular dependence of the elements of the mean differential reflection coefficient in addition to an enhanced backscattering peak. This result resolves a conflict between the results of earlier approximate theoretical studies of scattering from this system.

physics.optics

Calculation of all elements of the Mueller matrix for scattering of light from a two-dimensional randomly rough metal surface

We calculate all the elements of the Mueller matrix, which contains all the polarization properties of light scattered from a two-dimensional randomly rough lossy metal surface. The calculations are carried out for arbitrary angles of incidence by the use of nonperturbative numerical solutions of the reduced Rayleigh equations for the scattering of p- and s-polarized light from a two-dimensional rough penetrable surface. The ability to model polarization effects in light scattering from surfaces enables better interpretation of experimental data and allows for the design of surfaces which possess useful polarization effects.

physics.optics

Substrate influence on the plasmonic response of clusters of spherical nanoparticles

The plasmonic response of nanoparticles is exploited in many subfields of science and engineering to enhance optical signals associated with probes of nanoscale and subnanoscale entities. We develop a numerical algorithm based on previous theoretical work that addresses the influence of a substrate on the plasmonic response of collections of nanoparticles of spherical shape. Our method is a real space approach within the quasi-static limit that can be applied to a wide range of structures. We illustrate the role of the substrate through numerical calculations that explore single nanospheres and nanosphere dimers fabricated from either a Drude model metal or from silver on dielectric substrates, and from dielectric spheres on silver substrates.

physics.optics

Persistent collective trend in stock markets

Empirical evidence is given for a significant difference in the collective trend of the share prices during the stock index rising and falling periods. Data on the Dow Jones Industrial Average and its stock components are studied between 1991 and 2008. Pearson-type correlations are computed between the stocks and averaged over stock-pairs and time. The results indicate a general trend: whenever the stock index is falling the stock prices are changing in a more correlated manner than in case the stock index is ascending. A thorough statistical analysis of the data shows that the observed difference is significant, suggesting a constant-fear factor among stockholders.

q-fin.ST

The Scattering of Electromagnetic Waves from Two-Dimensional Randomly Rough Penetrable Surfaces

An accurate and efficient numerical simulation approach to electromagnetic wave scattering from two-dimensional, randomly rough, penetrable surfaces is presented. The use of the Müller equations and an impedance boundary condition for a two-dimensional rough surface yields a pair of coupled two-dimensional integral equations for the sources on the surface in terms of which the scattered field is expressed through the Franz formulas. By this approach, we calculate the full angular intensity distribution of the scattered field that is due to a finite incident beam of $p$-polarized light. We specifically check the energy conservation (unitarity) of our simulations (for the non-absorbing case). Only after a detailed numerical treatment of {\em both} diagonal and close-to-diagonal matrix elements is the unitarity condition found to be well-satisfied for the non-absorbing case (${\mathcal U}>0.995$), a result that testifies to the accuracy of our approach.

physics.optics

The Scattering of Electromagnetic Waves from Two-Dimensional Randomly Rough Perfectly Conducting Surfaces: The Full Angular Intensity Distribution

By a computer simulation approach we study the scattering of $p$- or $s$-polarized light from a two-dimensional, randomly rough, perfectly conducting surface. The pair of coupled inhomogeneous integral equations for two independent tangential components of the magnetic field on the surface are converted into matrix equations by the method of moments, which are then solved by the biconjugate gradient stabilized method. The solutions are used to calculate the mean differential reflection coefficient for given angles of incidence and specified polarizations of the incident and scattered fields. The full angular distribution of the intensity of the scattered light is obtained for strongly randomly rough surfaces by a rigorous computer simulation approach.

physics.optics

Haze of surface random systems: An approximate analytic approach

Approximate analytic expressions for haze (and gloss) of Gaussian randomly rough surfaces for various types of correlation functions are derived within phase-perturbation theory. The approximations depend on the angle of incidence, polarization of the incident light, the surface roughness, $σ$, and the average of the power spectrum taken over a small angular interval about the specular direction. In particular it is demonstrated that haze(gloss) increase(decrease) with $σ/λ$ as $\exp(-A(σ/λ)^2)$ and decreases(increase) with $a/λ$, where $a$ is the correlation length of the surface roughness, in a way that depends on the specific form of the correlation function being considered. These approximations are compared to what can be obtained from a rigorous Monte Carlo simulation approach, and good agreement is found over large regions of parameter space. Some experimental results for the angular distribution of the transmitted light through polymer films, and their haze, are presented and compared to the analytic approximations derived in this paper. A satisfactory agreement is found. In the literature haze of blown polyethylene films has been related to surface roughness. Few authors have quantified the roughness and other have pointed to the difficulty in finding the correct roughness measure.

physics.optics

Dynamic Effects Increasing Network Vulnerability to Cascading Failures

We study cascading failures in networks using a dynamical flow model based on simple conservation and distribution laws to investigate the impact of transient dynamics caused by the rebalancing of loads after an initial network failure (triggering event). It is found that considering the flow dynamics may imply reduced network robustness compared to previous static overload failure models. This is due to the transient oscillations or overshooting in the loads, when the flow dynamics adjusts to the new (remaining) network structure. We obtain {\em upper} and {\em lower} limits to network robustness, and it is shown that {\it two} time scales $τ$ and $τ_0$, defined by the network dynamics, are important to consider prior to accurately addressing network robustness or vulnerability. The robustness of networks showing cascading failures is generally determined by a complex interplay between the network topology and flow dynamics, where the ratio $χ=τ/τ_0$ determines the relative role of the two of them.

physics.soc-ph

Fear and its implications for stock markets

The value of stocks, indices and other assets, are examples of stochastic processes with unpredictable dynamics. In this paper, we discuss asymmetries in short term price movements that can not be associated with a long term positive trend. These empirical asymmetries predict that stock index drops are more common on a relatively short time scale than the corresponding raises. We present several empirical examples of such asymmetries. Furthermore, a simple model featuring occasional short periods of synchronized dropping prices for all stocks constituting the index is introduced with the aim of explaining these facts. The collective negative price movements are imagined triggered by external factors in our society, as well as internal to the economy, that create fear of the future among investors. This is parameterized by a ``fear factor'' defining the frequency of synchronized events. It is demonstrated that such a simple fear factor model can reproduce several empirical facts concerning index asymmetries. It is also pointed out that in its simplest form, the model has certain shortcomings.

physics.data-an

Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion

The electricity market is a very peculiar market due to the large variety of phenomena that can affect the spot price. However, this market still shows many typical features of other speculative (commodity) markets like, for instance, data clustering and mean reversion. We apply the diffusion entropy analysis (DEA) to the Nordic spot electricity market (Nord Pool). We study the waiting time statistics between consecutive spot price spikes and find it to show anomalous scaling characterized by a decaying power-law. The exponent observed in data follows a quite robust relationship with the one implied by the DEA analysis. We also in terms of the DEA revisit topics like clustering, mean-reversion and periodicities. We finally propose a GARCH inspired model but for the price itself. Models in the context of stochastic volatility processes appear under this scope to have a feasible description.

physics.soc-ph

Synchronization Model for Stock Market Asymmetry

The waiting time needed for a stock market index to undergo a given percentage change in its value is found to have an up-down asymmetry, which, surprisingly, is not observed for the individual stocks composing that index. To explain this, we introduce a market model consisting of randomly fluctuating stocks that occasionally synchronize their short term draw-downs. These synchronous events are parameterized by a ``fear factor'', that reflects the occurrence of dramatic external events which affect the financial market.

physics.soc-ph

Blackouts, risk, and fat-tailed distributions

We analyze a 19-year time series of North American electric power transmission system blackouts. Contrary to previously reported results we find a fatter than exponential decay in the distribution of inter-occurrence times and evidence of seasonal dependence in the number of events. Our findings question the use of self-organized criticality, and in particular the sandpile model, as a paradigm of blackout dynamics in power transmission systems. Hopefully, though, they will provide guidelines to more accurate models for evaluation of blackout risk.

physics.soc-ph