arXiv subjects

Tayeb Jamali

Publications and source records attributed to Tayeb Jamali.

9 recordsLinked to original sources

arXiv2026

Boundary-Induced Biases in Climate Networks of Extreme Precipitation and Temperature

To address spatial boundary effects in climate networks, two surrogate-based correction methods, (1) subtraction and (2) division, have been widely applied in the literature. In the subtraction method, an original network measure is adjusted by subtracting the expected value obtained from a surrogate ensemble, whereas in the division method, it is normalized by dividing by this expected value. However, to the best of our knowledge, no prior study has assessed whether these two correction approaches yield statistically different results. In this study, we constructed complex networks of extreme precipitation and temperature events (EPEs and ETEs) across the CONUS for both summer (June-August, JJA) and winter (December-February, DJF) seasons. We computed key network metrics degree centrality (DC), clustering coefficient (CC), mean geographic distance (MGD), and betweenness centrality (BC) and applied both correction methods. Although the corrected spatial patterns generally appeared visually similar, statistical analyses revealed that the network measures derived from the subtraction and division methods were significantly different at the 95 percent confidence level. Across the CONUS, network hubs of EPEs were primarily concentrated in the northwestern United States during summer and shifted toward the east during winter, reflecting seasonal differences in the dominant atmospheric drivers. In contrast, the ETE networks showed strong spatial coherence and pronounced regional teleconnections in both seasons, with higher connectivity and longer synchronization distances in winter, consistent with large-scale circulation patterns such as the Pacific-North American and North Atlantic Oscillation modes. Our results indicated that the network metrics CC and MGD were more sensitive to the correction methods than the DC and BC, particularly in the EPE networks.

stat.AP↗

arXiv2022

Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets

We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to normal densities, our target time series seem to be associated with a higher number of rare events, and Gaussian statistics tend to underestimate these events' frequency drastically. To this end, we suggest that by imposing Gaussian densities to the natural processes, one will seriously neglect the existence of extreme events in many circumstances. The central question of our study concerns the consideration of the effects of these rare events in the corresponding probability densities and studying their role from the point of view of quantum measurements. To model the non-Gaussian behavior of these time-series, we utilize the multifractal random walk (MRW) approach and control the non-Gaussianity parameter $λ$ accordingly. Using the framework of quantum mechanics, we then examine the role of $λ$ in quantum potentials derived for these time series. Our Bohmian quantum analysis shows that the derived potential takes some negative values in high frequencies (its mean values), then substantially increases, and the value drops again for the rare events. We thus conclude that these events could generate a potential barrier that the system, lingering in a non-Gaussian high-frequency region, encounters, and their role becomes more prominent when it comes to transversing this barrier. In this study, as an example of the application of quantum potential outside of the micro-world, we compute the quantum potentials for the S\&P financial market time series to verify the presence of rare events in the non-Gaussian densities for this real data and remark the deviation from the Gaussian case.

q-fin.MF↗

arXiv2020

Active-Passive Brownian Particle in Two Dimensions

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active Brownian motion, the self-propulsion speed is taken to be constant - an assumption convenient for analysis but poorly matched to many real systems. Here we relax that assumption, allowing the speed $v(t)$ to fluctuate stochastically between two values: $v=0$ (a passive state) and $v=s$ (an active state). Transitions between these states are taken to follow a random telegraph process. This ``active-passive Brownian particle'' inherits limiting behaviors from both the purely active and purely passive Brownian cases. Analytical expressions for the first two displacement moments, and for the resulting effective diffusion coefficient, make this dual character explicit. Moreover, by an appropriate identification of parameters, a run-and-tumble particle - such as a motile bacterium - can be mapped onto this model in such a way that their large-scale diffusivities coincide.

cond-mat.soft↗

arXiv2018

Active fluids at circular boundaries: Swim pressure and anomalous droplet ripening

We investigate the swim pressure exerted by non-chiral and chiral active particles on convex or concave circular boundaries. Active particles are modeled as non-interacting and non-aligning self-propelled Brownian particles. The convex and concave circular boundaries are used as models representing a fixed inclusion immersed in an active bath and a cavity (or container) enclosing the active particles, respectively. We first present a detailed analysis of the role of convex versus concave boundary curvature and of the chirality of active particles on their spatial distribution, chirality-induced currents, and the swim pressure they exert on the bounding surfaces. The results will then be used to predict the mechanical equilibria of suspended fluid enclosures (generically referred to as 'droplets') in a bulk with active particles being present either inside the bulk fluid or within the suspended droplets. We show that, while droplets containing active particles and suspended in a normal bulk behave in accordance with standard capillary paradigms, those containing a normal fluid exhibit anomalous behaviors when suspended in an active bulk. In the latter case, the excess swim pressure results in non-monotonic dependence of the inside droplet pressure on the droplet radius. As a result, we find a regime of anomalous capillarity for a single droplet, where the inside droplet pressure increases upon increasing the droplet size. In the case of two interconnected droplets, we show that mechanical equilibrium can occur also when they have different sizes. We further identify a regime of anomalous ripening, where two unequal-sized droplets can reach a final state of equal sizes upon interconnection, in stark contrast with the standard Ostwald ripening phenomenon, implying shrinkage of the smaller droplet in favor of the larger one.

cond-mat.soft↗

arXiv2016

Patterns for the waiting time in the context of discrete-time stochastic processes

The aim of this study is to extend the scope and applicability of the level-crossing method to discrete-time stochastic processes and generalize it to enable us to study multiple discrete-time stochastic processes. In previous versions of the level-crossing method, problems with it correspond to the fact that this method had been developed for analyzing a continuous-time process or at most a multiple continuous-time process in an individual manner. However, since all empirical processes are discrete in time, the already-established level-crossing method may not prove adequate for studying empirical processes. Beyond this, due to the fact that most empirical processes are coupled; their individual study could lead to vague results. To achieve the objectives of this study, we first find an analytical expression for the average frequency of crossing a level in a discrete-time process, giving the measure of the time experienced for two consecutive crossings named as the "waiting time". We then introduce the generalized level-crossing method by which the consideration of coupling between the components of a multiple process becomes possible. Finally, we provide an analytic solution when the components of a multiple stochastic process are independent Gaussian white noises. The comparison of the results obtained for coupled and uncoupled processes measures the strength and efficiency of the coupling, justifying our model and analysis. The advantage of the proposed method is its sensitivity to the slightest coupling and shortest correlation length.

physics.data-an↗

arXiv2016

Method for generating two coupled Gaussian stochastic processes

Most processes in nature are coupled; however, extensive null models for generating such processes still lacks. We present a new method to generate two coupled Gaussian stochastic processes with arbitrary correlation functions. This method is developed by modifying the Fourier filtering method. The robustness of this method is proved by generating two coupled fractional Brownian motions and extending its range of application to Gaussian random fields.

math.PR↗

arXiv2016

How visas shape and make visible the geopolitical architecture of the planet

The aim of the present study is to provide a picture for geopolitical globalization: the role of all world countries together with their contribution towards globalization is highlighted. In the context of the present study, every country owes its efficiency and therefore its contribution towards structuring the world by the position it holds in a complex global network. The location in which a country is positioned on the network is shown to provide a measure of its "contribution" and "importance". As a matter of fact, the visa status conditions between countries reflect their contribution towards geopolitical globalization. Based on the visa status of all countries, community detection reveals the existence of 4+1 main communities. The community constituted by the developed countries has the highest clustering coefficient equal to 0.9. In contrast, the community constituted by the old eastern European blocks, the middle eastern countries, and the old Soviet Union has the lowest clustering coefficient approximately equal to 0.65. PR China is the exceptional case. Thus, the picture of the globe issued in this study contributes towards understanding "how the world works".

physics.soc-ph↗

arXiv2015

Surface coupling effects on the capacitance of thin insulating films

A general form for the surface roughness effects on the capacitance of a capacitor is proposed. We state that a capacitor with two uncoupled rough surfaces could be treated as two capacitors in series which have been divided from the mother capacitor by a slit. This is in contrast to the case where the two rough surfaces are coupled. When the rough surfaces are coupled, the type of coupling decides the modification of the capacitance in comparison to the uncoupled case. It is shown that if the coupling between the two surfaces of the capacitor is positive (negative), the capacitance is less (higher) than the case of two uncoupled rough plates. Also, we state that when the correlation length and the roughness exponent are small, the coupling effect is not negligible.

cond-mat.stat-mech↗

arXiv2013

Fractional Gaussian noise criterion for correlations characterization: a random-matrix-theory inspired perspective

We introduce a particular construction of an autocorrelation matrix of a time series and its analysis based on the random-matrix theory ideas that is capable of unveiling the type of correlations information which is inaccessible to the straight analysis of the autocorrelation function. Exploiting the well-studied hierarchy of the fractional Gaussian noise (fGn), an \emph{in situ} criterion for the sake of a quantitative comparison with the autocorrelation data is offered. We illustrate the applicability of our method by two paradigmatic examples from the orthodox context of the stock markets and the turbulence. Quite strikingly, a remarkable agreement with the fGn is achieved notwithstanding the non-Gaussianity in returns of the stock market. In the latter context, on the contrary, a significant deviation from an fGn is observed despite a Gaussian distribution of the velocity profile of the turbulence.

physics.data-an↗