Search results for "microstructure"

showing 10 items of 707 documents

Market reaction to a bid-ask spread change: a power-law relaxation dynamics.

2009

We study the relaxation dynamics of the bid-ask spread and of the midprice after a sudden variation of the spread in a double auction financial market. We find that the spread decays as a power law to its normal value. We measure the price reversion dynamics and the permanent impact, i.e., the long-time effect on price, of a generic event altering the spread and we find an approximately linear relation between immediate and permanent impact. We hypothesize that the power-law decay of the spread is a consequence of the strategic limit order placement of liquidity providers. We support this hypothesis by investigating several quantities, such as order placement rates and distribution of price…

Computer Science::Computer Science and Game TheoryActuarial scienceStochastic processFinancial marketmicrostructureFinancial markets microstructure stochastic processes relaxation phenomenarelaxation phenomenaFinancial marketPower lawMarket liquiditystochastic processeBid–ask spreadOrder (exchange)EconometricsEconomicsDouble auctionRelaxation (approximation)Physical review. E, Statistical, nonlinear, and soft matter physics
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Diffusional Kurtosis Imaging in the Diffusion Imaging in Python Project

2021

ABSTRACTDiffusion-weighted magnetic resonance imaging (dMRI) measurements and models provide information about brain connectivity and are sensitive to the physical properties of tissue microstructure. Diffusional Kurtosis Imaging (DKI) quantifies the degree of non-Gaussian diffusion in biological tissue from dMRI. These estimates are of interest because they were shown to be more sensitive to microstructural alterations in health and diseases than measures based on the total anisotropy of diffusion which are highly confounded by tissue dispersion and fiber crossings. In this work, we implemented DKI in the Diffusion in Python (DIPY) project - a large collaborative open-source project which …

Computer scienceopen-source softwaremicrostructureNeurosciences. Biological psychiatry. NeuropsychiatryGrey matter030218 nuclear medicine & medical imagingWhite matterdiffusion MRI03 medical and health sciencesBehavioral Neuroscience0302 clinical medicinebiophysicsmedicineTechnology and CodeReference implementationDiffusion (business)DKIBiological Psychiatrycomputer.programming_languageGround truthmedicine.diagnostic_testMagnetic resonance imagingHuman NeuroscienceBiological tissueInvariant (physics)Python (programming language)Characterization (materials science)pythonDiffusion imagingPsychiatry and Mental healthmedicine.anatomical_structureNeuropsychology and Physiological PsychologyNeurologyDTIKurtosisAlgorithmcomputer030217 neurology & neurosurgeryRC321-571MRITractographyDiffusion MRIFrontiers in Human Neuroscience
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The numerical simulation of microstructure

2002

Computer simulationGeologyOcean EngineeringMechanicsMicrostructureGeologyWater Science and TechnologyGeological Society, London, Special Publications
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Speeding up of microstructure reconstruction: II. Application to patterns of poly-dispersed islands

2015

We report a fast, efficient and credible statistical reconstruction of any two-phase patterns of islands of miscellaneous shapes and poly-dispersed in sizes. In the proposed multi-scale approach called a weighted doubly-hybrid, two different pairs of hybrid descriptors are used. As the first pair, we employ entropic quantifiers, while correlation functions are the second pair. Their competition allows considering a wider spectrum of morphological features. Instead of a standard random initial configuration, a synthetic one with the same number of islands as that of the target is created by a cellular automaton. This is the key point for speeding-up of microstructure reconstruction, making u…

Condensed Matter - Materials ScienceGeneral Computer ScienceStatistical Mechanics (cond-mat.stat-mech)Interface (Java)Computer scienceMonte Carlo methodGeneral Physics and AstronomyMaterials Science (cond-mat.mtrl-sci)FOS: Physical sciencesGeneral ChemistryMicrostructureSample (graphics)Cellular automatonOutcome (probability)Computational MathematicsKey pointMechanics of MaterialsSimulated annealingGeneral Materials ScienceAlgorithmCondensed Matter - Statistical Mechanics
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Effective conductivity in a lattice model for binary disordered media with complex distributions of grain sizes

2003

Using numerical simulations and analytical approximations we study a modified version of the two-dimensional lattice model [R. Piasecki,phys. stat. sol. (b) 209, 403 (1998)] for random pH:(1-p)L systems consisting of grains of high (low) conductivity for H-(L-)phase, respectively. The modification reduces a spectrum of model bond conductivities to the two pure ones and the mixed one. The latter value explicitly depends on the average concentration gamma(p) of the H-component per model cell. The effective conductivity as a function of content p of the H-phase in such systems can be modelled making use of three model parameters that are sensitive to both grain size distributions, GSD(H) and G…

Condensed Matter - Materials ScienceMaterials scienceDispersityMaterials Science (cond-mat.mtrl-sci)FOS: Physical sciencesThermodynamicsDisordered Systems and Neural Networks (cond-mat.dis-nn)Function (mathematics)Condensed Matter - Disordered Systems and Neural NetworksConductivityCondensed Matter PhysicsMicrostructureMeasure (mathematics)Grain sizeElectronic Optical and Magnetic MaterialsPhase (matter)Lattice model (physics)physica status solidi (b)
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Statistical Reconstruction of Microstructures Using Entropic Descriptors

2018

We report a multiscale approach of broad applicability to stochastic reconstruction of multiphase materials, including porous ones. The approach devised uses an optimization method, such as the simulated annealing (SA) and the so-called entropic descriptors (EDs). For a binary pattern, they quantify spatial inhomogeneity or statistical complexity at discrete length-scales. The EDs extract dissimilar structural information to that given by two-point correlation functions (CFs). Within the SA, we use an appropriate cost function consisting of EDs or comprised of EDs and CFs. It was found that the stochastic reconstruction is computationally efficient when we begin with a preliminary synthetic…

Condensed Matter - Materials ScienceMicrostructure reconstructionDeformation (mechanics)Computer scienceGeneral Chemical EngineeringMaterials Science (cond-mat.mtrl-sci)FOS: Physical sciencesFunction (mathematics)Binary pattern01 natural sciencesCatalysis010305 fluids & plasmasMultiscale modellingEntropic descriptors0103 physical sciencesVolume fractionSimulated annealingSPHERESPorous materialsStatistical physics010306 general physicsPorous mediumPorosityTransport in Porous Media
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Direct chill casting of aluminium alloys under electromagnetic interaction by permanent magnet assembly

2018

Direct chill casting is one of the methods used in industry to obtain good microstructure and properties of aluminium alloys. Nevertheless, for some alloys grain structure is not optimal. In this study, we offer the use of electromagnetic interaction to modify melt convection near the solidification interface. Solidification under various electromagnetic interactions has been widely studied, but usually at low solidification velocity and high thermal gradient. This type of interaction may succeed fragmentation of dendrite arms and transport of solidification nuclei thus leading to improved material structure and properties. Realization of experimental small-scale crystallizer and electromag…

Condensed Matter::Materials ScienceDirect chill castingTemperature gradientDendrite (crystal)Electromagnetic interactionMaterials sciencechemistryMaterial structureAluminiumMagnetchemistry.chemical_elementComposite materialMicrostructureIOP Conference Series: Materials Science and Engineering
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Correlation between ball milling conditions and planar effects on Cu-nanostructured powders

2002

It is most often proposed that the process of ball milling introduces a variety of defects (vacancies, dislocations, grain boundaries, stacking faults,...) which raise the free energy of the system making it possible to produce metastable phases. But there are very few investigations that deal with the characterization and quantification of the defects produced in milled powders. XRD is really a valuable technique for a characterization in terms of size and morphology of crystallites and imperfections. In this paper, a new line profile analysis method is proposed in order to take into account the dependence of the crystallite size, of the residual strains as well as of the planar defects, o…

Condensed Matter::Materials ScienceMaterials scienceNanostructureStackingGeneral Physics and AstronomyNanoparticleMineralogyGrain boundaryCrystalliteComposite materialMicrostructureBall millCharacterization (materials science)Journal de Physique IV (Proceedings)
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The study of correlation between microstructure of ferrites and their complex permeability spectra

2013

Theoretical model for complex permeability of polycrystalline ferrite (based on effects arising from realities of typical microstructure of sample) is correlated with experimental data. In the case of NiZn-ferrites there is observed a close agreement with the model and the data; for samples of MnZn-ferrites this agreement is only for small-sized cores; for bigger ones the dimensional effects (dimensional resonance) appear and the model cease to be valid.

Condensed Matter::Materials ScienceMaterials scienceNuclear magnetic resonanceCondensed matter physicsPermeability (electromagnetism)Ferrite (magnet)CrystallitePhysics::Chemical PhysicsMicrostructureSpectral lineIOP Conference Series: Materials Science and Engineering
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Trapping of ultracold atoms in a hollow-core photonic crystal fiber

2008

Ultracold sodium atoms have been trapped inside a hollow-core optical fiber. The atoms are transferred from a free space optical dipole trap into a trap formed by a red-detuned gaussian light mode confined to the core of the fiber. We show that at least 5% of the atoms held initially in the free space trap can be loaded into the core of the fiber and retrieved outside.

Condensed Matter::Quantum GasesPhysicsOptical fiberFOS: Physical sciencesPhysics::OpticsMicrostructured optical fiberAtomic and Molecular Physics and Opticslaw.inventionCondensed Matter - Other Condensed MatterCore (optical fiber)DipolelawUltracold atomPhysics::Atomic and Molecular ClustersPhysics::Atomic PhysicsFiberAtomic physicsOther Condensed Matter (cond-mat.other)Photonic crystalPhotonic-crystal fiberPhysical Review A
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