Search results for "Fluids"
showing 10 items of 1936 documents
M-Centrality: identifying key nodes based on global position and local degree variation
2023
Identifying influential nodes in a network is a major issue due to the great deal of applications concerned, such as disease spreading and rumor dynamics. That is why, a plethora of centrality measures has emerged over the years in order to rank nodes according to their topological importance in the network. Local metrics such as degree centrality make use of a very limited information and are easy to compute. Global metrics such as betweenness centrality exploit the information of the whole network structure at the cost of a very high computational complexity. Recent works have shown that combining multiple metrics is a promising strategy to quantify the node's influential ability. Our wor…
The stabilizing effect of volatility in financial markets
2017
In financial markets, greater volatility is usually considered synonym of greater risk and instability. However, large market downturns and upturns are often preceded by long periods where price returns exhibit only small fluctuations. To investigate this surprising feature, here we propose using the mean first hitting time, i.e. the average time a stock return takes to undergo for the first time a large negative or positive variation, as an indicator of price stability, and relate this to a standard measure of volatility. In an empirical analysis of daily returns for $1071$ stocks traded in the New York Stock Exchange, we find that this measure of stability displays nonmonotonic behavior, …
Understanding the determinants of volatility clustering in terms of stationary Markovian processes
2016
Abstract Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ − β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock’s volatility is a linear function of the average correlation of such stock’s volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still kee…
Domains of time-dependent density-potential mappings
2011
The key element in time-dependent density functional theory is the one-to-one correspondence between the one-particle density and the external potential. In most approaches this mapping is transformed into a certain type of Sturm-Liouville problem. Here we give conditions for existence and uniqueness of solutions and construct the weighted Sobolev space they lie in. As a result the class of v-representable densities is considerably widened with respect to previous work.
Infant mortality across species. A global probe of congenital abnormalities
2019
Infant mortality, by which we understand the postnatal stage during which mortality is declining, is a manifestation and embodiment of congenital abnormalities. Severe defects will translate into death occurring shortly after birth whereas slighter anomalies may contribute to death much later, possibly only in adult age. While for many species birth defects would be nearly impossible to identify, infant mortality provides a convenient global assessment. In the present paper we examine a broad range of species from mammals to fish to gastropods to insects. One of the objectives of our comparative analysis is to test a conjecture suggested by reliability engineering according to which the fre…
Rise and fall of historic tram networks: Logistic approximation and discontinuous events
2019
Abstract A logistic approximation was used to describe, in terms of total length (L) and population (H) variables, the growth and decay of historic transportation systems. Three successive stages, separated for sharp discontinuities were detected for several European tramway and metro systems, corresponding to a fast initial growth followed by an intermediate step of slow growth and a final stage of rapid decay. A common, generalized behaviour was obtained in the L/H vs. H variations relative to critical values of L and H parameters defined from the maximum in the L/H ratio.
Spectral characteristics of steady-state Lévy flights in confinement potential profiles
2016
The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.
On the optimization of the first wall of the DEMO water-cooled lithium lead outboard breeding blanket equatorial module
2016
Abstract Within the framework of EUROfusion R&D activities a research campaign has been carried out at the University of Palermo in order to investigate the thermo-mechanical performances of the DEMO water-cooled lithium lead (WCLL) breeding blanket first wall (FW). The research campaign has been mainly focused on the optimization of the FW geometric configuration in order to maximize the heat flux it may safely withstand fulfilling all the thermal, hydraulic and mechanical requirements foreseen by safety codes. Attention has been focused on the FW flat concept endowed with square cooling channels and the potential influence of its four main geometrical parameters on its thermo-mechanical p…
Optimization of the breeder zone cooling tubes of the DEMO Water-Cooled Lithium Lead breeding blanket
2016
Abstract The determination of an optimal configuration for the breeder zone (BZ) cooling tubes is one of the most important issues in the DEMO Water-Cooled Lithium Lead (WCLL) breeding blanket R&D activities, since BZ cooling tubes spatial distribution should ensure an efficient heat power removal from the breeder, avoiding hotspots occurrence in the thermal field. Within the framework of R&D activities supported by the HORIZON 2020 EUROfusion Consortium action on the DEMO WCLL breeding blanket design, a campaign of parametric analyses has been launched at the Department of Energy, Information Engineering and Mathematical Models of the University of Palermo (DEIM), in close cooperation with…
Statistics of residence time for Lévy flights in unstable parabolic potentials
2020
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.