arXiv subjects

M. H. Jensen

Publications and source records attributed to M. H. Jensen.

12 recordsLinked to original sources

arXiv2015

A systematic study of the isothermal crystallization of the mono-alcohol n-butanol monitored by dielectric spectroscopy

Isothermal crystallization of the mono-hydroxyl alcohol n-butanol was studied with dielectric spectroscopy in real time. The crystallization was carried out using two different sample cells at 15 temperatures between 120 K and 134 K. For all temperatures, a shift in relaxation times to shorter times was observed during the crystallization process, which is characterized by a drop in relaxation strength. The two different sample environments induced quite different crystallization behaviors, consistent and reproducible over all studied temperatures. An explanation for the difference was proposed on the background of an Avrami and a Maxwell-Wagner analysis. Both types analysis suggest that the morphology of the crystal growth changes at a point during the crystallization. The differences between the cells can be explained by this transition taking place at different times for the two cells.

cond-mat.soft↗

arXiv2007

Oscillations and temporal signalling in cells

The development of new techniques to quantitatively measure gene expression in cells has shed light on a number of systems that display oscillations in protein concentration. Here we review the different mechanisms which can produce oscillations in gene expression or protein concentration, using a framework of simple mathematical models. We focus on three eukaryotic genetic regulatory networks which show "ultradian" oscillations, with time period of the order of hours, and involve, respectively, proteins important for development (Hes1), apoptosis (p53) and immune response (NFkB). We argue that underlying all three is a common design consisting of a negative feedback loop with time delay which is responsible for the oscillatory behaviour.

q-bio.MN↗

arXiv2006

Optimal Investment Horizons for Stocks and Markets

The inverse statistics is the distribution of waiting times needed to achieve a predefined level of return obtained from (detrended) historic asset prices \cite{optihori,gainloss}. Such a distribution typically goes through a maximum at a time coined the {\em optimal investment horizon}, $τ^*_ρ$, which defines the most likely waiting time for obtaining a given return $ρ$. By considering equal positive and negative levels of return, we reported in \cite{gainloss} on a quantitative gain/loss asymmetry most pronounced for short horizons. In the present paper, the inverse statistics for 2/3 of the individual stocks presently in the DJIA is investigated. We show that this gain/loss asymmetry established for the DJIA surprisingly is {\em not} present in the time series of the individual stocks nor their average. This observation points towards some kind of collective movement of the stocks of the index (synchronization).

physics.soc-ph↗

arXiv2005

Inverse Statistics for Stocks and Markets

In recent publications, the authors have considered inverse statistics of the Dow Jones Industrial Averaged (DJIA) [1-3]. Specifically, we argued that the natural candidate for such statistics is the investment horizons distribution. This is the distribution of waiting times needed to achieve a predefined level of return obtained from detrended historic asset prices. Such a distribution typically goes through a maximum at a time coined the {\em optimal investment horizon}, $τ^*_ρ$, which defines the most likely waiting time for obtaining a given return $ρ$. By considering equal positive and negative levels of return, we reported in [2,3] on a quantitative gain/loss asymmetry most pronounced for short horizons. In the present paper, this gain/loss asymmetry is re-visited for 2/3 of the individual stocks presently in the DJIA. We show that this gain/loss asymmetry established for the DJIA surprisingly is {\em not} present in the time series of the individual stocks. The most reasonable explanation for this fact is that the gain/loss asymmetry observed in the DJIA as well as in the SP500 and Nasdaq are due to movements in the market as a whole, {\it i.e.}, cooperative cascade processes (or ``synchronization'') which disappear in the inverse statistics of the individual stocks.

physics.soc-ph↗

arXiv2004

Inverse Statistics in the Foreign Exchange Market

We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease) $ρ$ in the price of an investment. The analysis is performed for the Deutsch mark (DM) against the $US for the full year of 1998, but similar results are obtained for the Japanese Yen against the $US. With high statistical significance, the presence of "resonance peaks" in the waiting time distributions is established. Such peaks are a consequence of the trading habits of the markets participants as they are not present in the corresponding tick (business) waiting time distributions. Furthermore, a new {\em stylized fact}, is observed for the waiting time distribution in the form of a power law Pdf. This result is achieved by rescaling of the physical waiting time by the corresponding tick time thereby partially removing scale dependent features of the market activity.

cond-mat.other↗

arXiv2002

Scaling and the prediction of energy spectra in decaying hydrodynamic turbulence

Few rigorous results are derived for fully developed turbulence. By applying the scaling properties of the Navier-Stokes equation we have derived a relation for the energy spectrum valid for unforced or decaying isotropic turbulence. We find the existence of a scaling function $ψ$. The energy spectrum can at any time by a suitable rescaling be mapped onto this function. This indicates that the initial (primordial) energy spectrum is in principle retained in the energy spectrum observed at any later time, and the principle of permanence of large eddies is derived. The result can be seen as a restoration of the determinism of the Navier-Stokes equation in the mean. We compare our results with a windtunnel experiment and find good agreement.

nlin.CD↗

arXiv2002

Time delay as a key to Apoptosis Induction in the p53 Network

A feedback mechanism that involves the proteins p53 and mdm2, induces cell death as a controled response to severe DNA damage. A minimal model for this mechanism demonstrates that the respone may be dynamic and connected with the time needed to translate the mdm2 protein. The response takes place if the dissociation constant k between p53 and mdm2 varies from its normal value. Although it is widely believed that it is an increase in k that triggers the response, we show that the experimental behaviour is better described by a decrease in the dissociation constant. The response is quite robust upon changes in the parameters of the system, as required by any control mechanism, except for few weak points, which could be connected with the onset of cancer.

cond-mat.dis-nn↗

arXiv2000

Hydrogen Bonds in Polymer Folding

The thermodynamics of a homopolymeric chain with both Van der Waals and highly-directional hydrogen bond interaction is studied. The effect of hydrogen bonds is to reduce dramatically the entropy of low-lying states and to give raise to long-range order and to conformations displaying secondary structures. For compact polymers a transition is found between helix-rich states and low-entropy sheet-dominated states. The consequences of this transition for protein folding and, in particular, for the problem of prions are discussed.

cond-mat↗

arXiv1999

Pulses in the Zero-Spacing Limit of the GOY Model

We study the propagation of localised disturbances in a turbulent, but momentarily quiescent and unforced shell model (an approximation of the Navier-Stokes equations on a set of exponentially spaced momentum shells). These disturbances represent bursts of turbulence travelling down the inertial range, which is thought to be responsible for the intermittency observed in turbulence. Starting from the GOY shell model, we go to the limit where the distance between succeeding shells approaches zero (``the zero spacing limit'') and helicity conservation is retained. We obtain a discrete field theory which is numerically shown to have pulse solutions travelling with constant speed and with unchanged form. We give numerical evidence that the model might even be exactly integrable, although the continuum limit seems to be singular and the pulses show an unusual super exponential decay to zero as $\exp(- \mathrm{const} σ^n)$ when $n \to \infty$, where $σ$ is the {\em golden mean}. For finite momentum shell spacing, we argue that the pulses should accelerate, moving to infinity in a finite time. Finally we show that the maximal Lyapunov exponent of the GOY model approaches zero in this limit.

chao-dyn↗

arXiv1998

Bursts and Shocks in a Continuum Shell Model

We study a "burst" event, i. e. the evolution of an initial condition having support only in a finite interval of k-space, in the continuum shell model due to Parisi. We show that the continuum equation without forcing or dissipation can be explicitly written in characteristic form and that the right and left moving parts can be solved exactly. When this is supplemented by the appropriate shock condition it is possible to find the asymptotic form of the burst.

chao-dyn↗

arXiv1997

Directed percolation with an absorbing boundary

We consider directed percolation with an absorbing boundary in 1+1 and 2+1 dimensions. The distribution of cluster lifetimes and sizes depend on the boundary. The new scaling exponents can be related to the exponents characterizing standard directed percolation in 1+1 dimension. In addition, we investigate the backbone cluster and red bonds, and calculate the distribution of living sites along the absorbing boundary.

cond-mat.stat-mech↗

arXiv1997

Onset of criticality and transport in a driven diffusive system

We study transport properties in a slowly driven diffusive system where the transport is externally controlled by a parameter $p$. Three types of behavior are found: For $p p_c$ the system becomes completely conducting. For all $p>p'$ the system exhibits self-organized critical behavior. In the middle of this regime, at $p_c$, the system undergoes a continuous phase transition described by critical exponents.

cond-mat.stat-mech↗