Search results for "Plasmas"
showing 10 items of 1475 documents
Community detection algorithm evaluation with ground-truth data
2018
International audience; Community structure is of paramount importance for the understanding of complex networks. Consequently, there is a tremendous effort in order to develop efficient community detection algorithms. Unfortunately, the issue of a fair assessment of these algorithms is a thriving open question. If the ground-truth community structure is available, various clustering-based metrics are used in order to compare it versus the one discovered by these algorithms. However, these metrics defined at the node level are fairly insensitive to the variation of the overall community structure. To overcome these limitations, we propose to exploit the topological features of the ‘communit…
Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach
2019
Abstract This paper develops a novel approach to assess liquidity-adjusted Value-at-Risk (LVaR) optimization of multi-asset portfolios based on vine copulas and LVaR models. This framework is applied to stock markets of the G-7 countries, gold, commodities and Bitcoin. The results show that our approach is superior to the classical mean–variance Markowitz portfolio technique in terms of the optimal portfolio selection under a number of realistic operational and budget constraints. We find that both Bitcoin and gold improves the risk-return performance of the G-7 stock portfolio. However, Bitcoin (gold) performs better under a scenario of only long-positions (when short-selling is allowed).
Comparative Evaluation of Community Detection Algorithms: A Topological Approach
2012
International audience; Community detection is one of the most active fields in complex networks analysis, due to its potential value in practical applications. Many works inspired by different paradigms are devoted to the development of algorithmic solutions allowing to reveal the network structure in such cohesive subgroups. Comparative studies reported in the literature usually rely on a performance measure considering the community structure as a partition (Rand Index, Normalized Mutual information, etc.). However, this type of comparison neglects the topological properties of the communities. In this article, we present a comprehensive comparative study of a representative set of commu…
Weak pseudo-bosons
2020
We show how the notion of {\em pseudo-bosons}, originally introduced as operators acting on some Hilbert space, can be extended to a distributional settings. In doing so, we are able to construct a rather general framework to deal with generalized eigenvectors of the multiplication and of the derivation operators. Connections with the quantum damped harmonic oscillator are also briefly considered.
Cross-diffusion-induced subharmonic spatial resonances in a predator-prey system.
2018
In this paper we investigate the complex dynamics originated by a cross-diffusion-induced subharmonic destabilization of the fundamental subcritical Turing mode in a predator-prey reaction-diffusion system. The model we consider consists of a two-species Lotka-Volterra system with linear diffusion and a nonlinear cross-diffusion term in the predator equation. The taxis term in the search strategy of the predator is responsible for the onset of complex dynamics. In fact, our model does not exhibit any Hopf or wave instability, and on the basis of the linear analysis one should only expect stationary patterns; nevertheless, the presence of the nonlinear cross-diffusion term is able to induce …
From deterministic cellular automata to coupled map lattices
2016
A general mathematical method is presented for the systematic construction of coupled map lattices (CMLs) out of deterministic cellular automata (CAs). The entire CA rule space is addressed by means of a universal map for CAs that we have recently derived and that is not dependent on any freely adjustable parameters. The CMLs thus constructed are termed real-valued deterministic cellular automata (RDCA) and encompass all deterministic CAs in rule space in the asymptotic limit $\kappa \to 0$ of a continuous parameter $\kappa$. Thus, RDCAs generalize CAs in such a way that they constitute CMLs when $\kappa$ is finite and nonvanishing. In the limit $\kappa \to \infty$ all RDCAs are shown to ex…
Asymptotics of correlation functions of the Heisenberg-Ising chain in the easy-axis regime
2016
We analyze the long-time large-distance asymptotics of the longitudinal correlation functions of the Heisenberg-Ising chain in the easy-axis regime. We show that in this regime the leading asymptotics of the dynamical two-point functions is entirely determined by the two-spinon contribution to their form factor expansion. Its explicit form is obtained from a saddle-point analysis of the corresponding double integral. It describes the propagation of a wave front with velocity $v_{c_1}$ which is found to be the maximal possible group velocity. Like in wave propagation in dispersive media the wave front is preceded by a precursor running ahead with velocity $v_{c_2}$. As a special case we obta…
Effective electrical conductivity of microstructural patterns of binary mixtures on a square lattice in the presence of nearest-neighbour interactions
2018
Abstract The effective conductivity and percolative behaviour of microstructural patterns of binary mixtures are studied. Microstructure patterns are not entirely random, but result from the presence of attractive or repulsive interactions and thermal fluctuations. The interactions of the particles with one another lead to the formation of correlations between particle positions, while thermal fluctuations weaken these correlations. A simple lattice model is used, where each site is occupied by a single particle, and interactions can occur only between the nearest neighbours. The Kawasaki algorithm is adopted to create 2D microstructure samples. The microstructure is treated as a continuous…
Bi-squeezed states arising from pseudo-bosons
2018
Extending our previous analysis on bi-coherent states, we introduce here a new class of quantum mechanical vectors, the \emph{bi-squeezed states}, and we deduce their main mathematical properties. We relate bi-squeezed states to the so-called regular and non regular pseudo-bosons. We show that these two cases are different, from a mathematical point of view. Some physical examples are considered.
Dynamics of the Selkov oscillator.
2018
A classical example of a mathematical model for oscillations in a biological system is the Selkov oscillator, which is a simple description of glycolysis. It is a system of two ordinary differential equations which, when expressed in dimensionless variables, depends on two parameters. Surprisingly it appears that no complete rigorous analysis of the dynamics of this model has ever been given. In this paper several properties of the dynamics of solutions of the model are established. With a view to studying unbounded solutions a thorough analysis of the Poincar\'e compactification of the system is given. It is proved that for any values of the parameters there are solutions which tend to inf…