Search results for "Fluids"

showing 10 items of 1936 documents

The non-random walk of stock prices: The long-term correlation between signs and sizes

2007

We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this benchmark model is unable to reproduce the diffusion properties of real prices. Specifically, we find that for one hour intervals this model consistently over-predicts the volatility of real price series by about 70%, and that this effect becomes stronger as the length of the intervals increases. By selectively shuffling some components of the data while preserving others we are able to show that this discrepancy is caused by a subtle but long-range non-…

Physics - Physics and Societybusiness and managementFOS: Physical sciencesEconomicPhysics and Society (physics.soc-ph)01 natural sciences010305 fluids & plasmasCorrelationFOS: Economics and businessStochastic processes0103 physical sciencesEconometricsfinancial market010306 general physicsStock (geology)MathematicsStatistical Finance (q-fin.ST)ShufflingMarket efficiencyQuantitative Finance - Statistical FinanceCondensed Matter PhysicsRandom walkElectronic Optical and Magnetic MaterialsVolatility (finance)Brownian motioneconophysicLong term correlation
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Lorentzian-geometry-based analysis of airplane boarding policies highlights "slow passengers first" as better.

2019

We study airplane boarding in the limit of large number of passengers using geometric optics in a Lorentzian metric. The airplane boarding problem is naturally embedded in a 1+1 dimensional space-time with a flat Lorentzian metric. The duration of the boarding process can be calculated based on a representation of the one-dimensional queue of passengers attempting to reach their seats, into a two-dimensional space-time diagram. The ability of a passenger to delay other passengers depends on their queue positions and row designations. This is equivalent to the causal relationship between two events in space-time, whereas two passengers are time-like separated if one is blocking the other, an…

Physics - Physics and Societygravitation cosmology & astrophysicsbusiness.product_categoryGeodesicComputer scienceinterdisciplinary physicsProcess (computing)FOS: Physical sciencesstatistical physicsGeometryPhysics and Society (physics.soc-ph)Aisleatomic molecular & optical01 natural sciences010305 fluids & plasmasAirplane0103 physical sciencesMetric (mathematics)general physicsLimit (mathematics)010306 general physicsRepresentation (mathematics)businessQueuePhysical review. E
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Non-Markovian dynamics from band edge effects and static disorder

2017

It was recently shown [S. Lorenzo et al., Sci. Rep. 7, 42729 (2017)] that the presence of static disorder in a bosonic bath - whose normal modes thus become all Anderson-localised - leads to non-Markovianity in the emission of an atom weakly coupled to it (a process which in absence of disorder is fully Markovian). Here, we extend the above analysis beyond the weak-coupling regime for a finite-band bath so as to account for band edge effects. We study the interplay of these with static disorder in the emergence of non-Markovian behaviour in terms of a suitable non-Markovianity measure.

Physics and Astronomy (miscellaneous)Anderson localizactionMarkov processNon-MarkovianityFOS: Physical sciencesEdge (geometry)01 natural sciencesMeasure (mathematics)Static disorderCondensed Matter::Disordered Systems and Neural NetworksSettore FIS/03 - Fisica Della Materia010305 fluids & plasmassymbols.namesakeNormal modeQuantum mechanicsAtom (measure theory)0103 physical sciencesband edge mode010306 general physicsband edge modesPhysicsQuantum PhysicsDynamics (mechanics)disordersymbolsQuantum Physics (quant-ph)Anderson localizaction; band edge modes; disorder; Non-Markovianity; Physics and Astronomy (miscellaneous)
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Multi-domain spectral approach with Sommerfeld condition for the Maxwell equations

2021

We present a multidomain spectral approach with an exterior compactified domain for the Maxwell equations for monochromatic fields. The Sommerfeld radiation condition is imposed exactly at infinity being a finite point on the numerical grid. As an example, axisymmetric situations in spherical and prolate spheroidal coordinates are discussed.

Physics and Astronomy (miscellaneous)Helmholtz equationRotational symmetryMaxwell equationsHelmholtz equationsSommerfeld conditionMulti domain spectral methodsSpheroidal coordinates010103 numerical & computational mathematicsSommerfeld radiation condition01 natural sciencesDomain (mathematical analysis)010305 fluids & plasmassymbols.namesake0103 physical sciencesFOS: Mathematics[INFO]Computer Science [cs]Mathematics - Numerical Analysis0101 mathematics[MATH]Mathematics [math]Physics[PHYS]Physics [physics]Numerical AnalysisApplied MathematicsMathematical analysisNumerical Analysis (math.NA)Prolate spheroidal coordinatesComputer Science ApplicationsComputational MathematicsDipoleMaxwell's equationsModeling and SimulationsymbolsMonochromatic color
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Experimental observations of topologically guided water waves within non-hexagonal structures

2020

International audience; We investigate symmetry-protected topological water waves within a strategically engineered square lattice system. Thus far, symmetry protected topological modes in hexagonal systems have primarily been studied in electromagnetism and acoustics, i.e., dispersionless media. Herein, we show experimentally how crucial geometrical properties of square structures allow for topological transport that is ordinarily forbidden within conventional hexagonal structures. We perform numerical simulations that take into account the inherent dispersion within water waves and devise a topological insulator that supports symmetry-protected transport along the domain walls. Our measur…

Physics and Astronomy (miscellaneous)Structure (category theory)FOS: Physical sciences02 engineering and technology01 natural sciences09 EngineeringSquare (algebra)[SPI.MECA.MEFL]Engineering Sciences [physics]/Mechanics [physics.med-ph]/Fluids mechanics [physics.class-ph][SPI.MAT]Engineering Sciences [physics]/MaterialsElectromagnetism10 Technologycond-mat.mes-hallMesoscale and Nanoscale Physics (cond-mat.mes-hall)0103 physical sciences[SPI.NANO]Engineering Sciences [physics]/Micro and nanotechnologies/MicroelectronicsDispersion (water waves)ComputingMilieux_MISCELLANEOUSApplied Physics010302 applied physicsPhysics[SPI.ACOU]Engineering Sciences [physics]/Acoustics [physics.class-ph]02 Physical SciencesCondensed Matter - Mesoscale and Nanoscale PhysicsFluid Dynamics (physics.flu-dyn)Physics - Fluid Dynamics021001 nanoscience & nanotechnologySquare latticeComputational physicsphysics.flu-dynTopological insulatorDomain (ring theory)0210 nano-technologyEnergy (signal processing)
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Measurement of matter-antimatter differences in beauty baryon decays

2017

Differences in the behaviour of matter and antimatter have been observed in $K$ and $B$ meson decays, but not yet in any baryon decay. Such differences are associated with the non-invariance of fundamental interactions under the combined charge-conjugation and parity transformations, known as $C\!P$ violation. Using data from the LHCb experiment at the Large Hadron Collider, a search is made for $C\!P$-violating asymmetries in the decay angle distributions of $\Lambda^0_b$ baryons decaying to $p\pi^-\pi^+\pi^-$ and $p\pi^-K^+K^-$ final states. These four-body hadronic decays are a promising place to search for sources of $C\!P$ violation both within and beyond the Standard Model of particle…

Physics beyond the Standard ModelHadrontransformation [parity]General Physics and Astronomy7000 GeV-cms8000 GeV-cmsviolation [CP]decay [meson]01 natural sciencesHigh Energy Physics - ExperimentSettore FIS/04 - Fisica Nucleare e SubnucleareHigh Energy Physics - Experiment (hep-ex)antimatterscattering [p p][PHYS.HEXP]Physics [physics]/High Energy Physics - Experiment [hep-ex]AntimatèriaDecays of bottom mesons Flavor symmetriesB mesonLHCb - Abteilung HintonPhysicsLarge Hadron Collider02 Physical Sciencesnew physicsCabibbo–Kobayashi–Maskawa matrixPhysicsparity: transformationParticle physicsFlavor symmetriesCharge conjugation parity time reversal and other discrete symmetrieDecays of bottom mesonsasymmetry: CPCERN LHC CollCP-VIOLATION; LAMBDA(B)meson: decayangular distribution [decay]AntimatterPhysical SciencesCP violationLHCcolliding beams [p p]Lambda/b0: hadronic decayParticle Physics - Experimentp p: scatteringParticle physicsAntimatterFluids & PlasmasPhysics MultidisciplinaryLambda/b0 --> p pi- K+ K-FOS: Physical scienceshadronic decay [Lambda/b0]Lambda/b0 --> p pi+ 2pi-CP [asymmetry]530Lambda/b0 --> p pi+ 2pi-Determination of Cabibbo-Kobayashi & Maskawa (CKM) matrix elementNONuclear physicsPhysics and Astronomy (all)LAMBDA(B)TheoryofComputation_ANALYSISOFALGORITHMSANDPROBLEMCOMPLEXITY0103 physical sciencesCP: violationdecay: angular distributionddc:530010306 general physicsLarge Hadron Collider (France and Switzerland)01 Mathematical SciencesScience & Technologycharge conjugation010308 nuclear & particles physicshep-exLambda/b0 --> p pi- K+ K-High Energy Physics::PhenomenologyGran Col·lisionador d'HadronsLHC-BHEPBaryonLHCbCP-VIOLATIONCKM matrixHadronic decays of baryonBottom baryons (|B|>0)High Energy Physics::ExperimentFísica de partículesExperimentsp p: colliding beamsstatisticalexperimental results
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Quantum non-Markovianity induced by Anderson localization

2017

As discovered by P. W. Anderson, excitations do not propagate freely in a disordered lattice, but, due to destructive interference, they localise. As a consequence when an atom interacts with a disordered lattice one indeed observes, a non-trivial excitation exchange between atom and lattice. Such non-trivial atomic dynamics will in general be characterised also by a non-trivial quantum information backflow, a clear signature of non-Markovian dynamics. To investigate the above scenario we consider a quantum emitter, or atom, weakly coupled to a uniform coupled-cavity array (CCA). If initially excited, in the absence of disorder, the emitter undergoes a Markovian spontaneous emission by rele…

Physics---Anderson localizationQuantum PhysicsMultidisciplinaryFOS: Physical sciences01 natural sciencesArticleSettore FIS/03 - Fisica Della Materia010305 fluids & plasmasNormal modeExcited stateQuantum mechanics0103 physical sciencesPhenomenological modelAtomSpontaneous emissionQuantum information010306 general physicsQuantum Physics (quant-ph)QuantumScientific Reports
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Local Quench, Majorana Zero Modes, and Disturbance Propagation in the Ising chain

2016

We study the generation and propagation of local perturbations in a quantum many-body spin system. In particular, we study the Ising model in transverse field in the presence of a local field defect at one edge. This system possesses a rich phase diagram with different regions characterized by the presence of one or two Majorana zero modes. We show that their localized character {\it i}) enables a characterization of the Ising phase transition through a local-only measurement performed on the edge spin, and {\it ii}) strongly affects the propagation of quasiparticles emitted after the sudden removal of the defect, so that the dynamics of the local magnetization show clear deviations from a …

Physics---Phase transitionQuantum PhysicsCondensed matter physicsFOS: Physical sciencesFermion01 natural sciences010305 fluids & plasmasMAJORANAQuantum Gases (cond-mat.quant-gas)Quantum mechanics0103 physical sciencesQuasiparticleIsing model010306 general physicsQuantum Physics (quant-ph)Condensed Matter - Quantum GasesLocal fieldPhase diagramSpin-½
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System-environment correlations and Markovian embedding of quantum non-Markovian dynamics

2018

We study the dynamics of a quantum system whose interaction with an environment is described by a collision model, i.e. the open dynamics is modelled through sequences of unitary interactions between the system and the individual constituents of the environment, termed "ancillas", which are subsequently traced out. In this setting non-Markovianity is introduced by allowing for additional unitary interactions between the ancillas. For this model, we identify the relevant system-environment correlations that lead to a non-Markovian evolution. Through an equivalent picture of the open dynamics, we introduce the notion of "memory depth" where these correlations are established between the syste…

Physics---Quantum PhysicsProcess (computing)Markov processFOS: Physical sciences01 natural sciencesUnitary stateSettore FIS/03 - Fisica Della Materia010305 fluids & plasmasRendering (computer graphics)open quantum systems non markovianitysymbols.namesakeHeat flux0103 physical sciencessymbolsQuantum systemEmbeddingStatistical physics010306 general physicsQuantum Physics (quant-ph)Quantum
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Composite quantum collision models

2017

A collision model (CM) is a framework to describe open quantum dynamics. In its {\it memoryless} version, it models the reservoir $\mathcal R$ as consisting of a large collection of elementary ancillas: the dynamics of the open system $\mathcal{S}$ results from successive "collisions" of $\mathcal{S}$ with the ancillas of $\mathcal R$. Here, we present a general formulation of memoryless {\it composite} CMs, where $\mathcal S$ is partitioned into the very open system under study $S$ coupled to one or more auxiliary systems $\{S_i\}$. Their composite dynamics occurs through internal $S$-$\{S_i\}$ collisions interspersed with external ones involving $\{S_i\}$ and the reservoir $\mathcal R$. W…

Physics---Quantum geometryQuantum PhysicsQuantum dynamicsFOS: Physical sciencesQuantum simulatorSpectral density01 natural sciencesSettore FIS/03 - Fisica Della Materia010305 fluids & plasmasQuantization (physics)Open quantum systemQuantum mechanicsQubit0103 physical sciencesAtomic and Molecular Physics and Optics open quantum system dynamicsQuantum Physics (quant-ph)010306 general physicsQuantum dissipationPhysical Review A
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