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At least 1,423 records · Page 79

Opinion dynamics in financial markets via random networks

We investigate financial market dynamics by introducing a heterogeneous agent-based opinion formation model. In this work, we organize individuals in a financial market according to their trading strategy, namely, whether they are noise traders or fundamentalists. The opinion of a local majority compels the market exchanging behavior of noise traders, whereas the global behavior of the market influences the decisions of fundamentalist agents. We introduce a noise parameter, q , to represent the level of anxiety and perceived uncertainty regarding market behavior, enabling the possibility of adrift financial action. We place individuals as nodes in an Erdös-Rényi random graph, where the links represent their social interactions. At any given time, individuals assume one of two possible opinion states ±1 regarding buying or selling an asset. The model exhibits fundamental qualitative and quantitative real-world market features such as the distribution of logarithmic returns with fat tails, clustered volatility, and the long-term correlation of returns. We use Student’s t distributions to fit the histograms of logarithmic returns, showing a gradual shift from a leptokurtic to a mesokurtic regime depending on the fraction of fundamentalist agents. Furthermore, we compare our results with those concerning the distribution of the logarithmic returns of several real-world financial indices.

97 MATHEMATICS AND COMPUTING↗

Molybdenum-99 from Molten Salt Reactor as a Source of Technetium-99m for Nuclear Medicine: Past, Current, and Future of Molybdenum-99

Technitium-99m ( 99m Tc), a widely used radioisotope, is used in tens of millions of medical diagnostic procedures annually. However, it is hard to store and must be immediately used upon production due to its short half-life (i.e., 6 h); thus, it is currently produced from 99 Mo, which itself is a result of 235 U fission. The majority of 99 Mo supplies to U.S. patients are currently provided by foreign producers and produced using highly enriched uranium (HEU). In order to minimize the proliferation risks of HEU-based medical isotope production, the U.S. Department of Energy’s National Nuclear Security Administration has funded a program to accelerate the development of technologies to produce 99 Mo without the use of HEU. Today, the global supply of 99 Mo depends on a limited number of nuclear reactors, and production has been interrupted unexpectedly since 2009 due to the fleet’s advanced age. Herein, alternative options for 99 Mo production are discussed, and one potential option is to obtain 99m Tc from molten salt reactors (MSRs). A MSR is a nuclear fission reactor that can operate at or close to atmospheric pressure with liquid fuel, which allows for producing isotopes in a timely manner. In this paper, the past and current production of 99 Mo via nuclear reactors is described, and the future of 99 Mo production by MSRs is discussed. The behavior and chemical properties of molybdenum in fluoride salts in MSRs and the possible extraction methods are also examined in addition to the limitation of current studies.

21 SPECIFIC NUCLEAR REACTORS AND ASSOCIATED PLANTS↗

Zonal contributions to global momentum variations on intraseasonal through interannual time scales

The variability in a 13-year time series of daily values of the relative angular momentum of the atmosphere (M) is separated into three frequency bands: intraseasonal, seasonal, and interannual. Two methods are used to achieve this separation, and the amount of variance attributable to intraseasonal fluctuations, in particular, is sensitive to the choice made. Seasonal time scales clearly dominate the global momentum series; included in this frequency band is a notable dip in the series early in almost every calendar year. To localize the sources of the frequency band-dependent fluctuations in M, the data were decomposed into series of angular momentum values within each of 46 equal-area zonal belts over the globe and covariances were formed between these belt series and M. Seasonal variations in M represent the residual of opposing contributions from the subtropical jets of the Northern and the Southern Hemispheres. Both intraseasonal and interannual variations in M result mostly from behavior in the tropics.

Rosen, Richard D.↗

Dominance of ENSO-Like Variability in Controlling Tropical Ocean Surface Energy Fluxes in the Satellite Era

Ocean surface turbulent and radiative fluxes are critical links in the climate system since they mediate energy exchange between the two fluid systems (ocean and atmosphere) whose combined heat transport determines the basic character of Earth's climate. Moreover, interannual to decadal climate variability depends crucially on the nature of these exchange processes. For example, addressing the question of the degree to which the global hydrologic cycle is changing depends on our ability to observe and model these fluxes accurately. In this work we investigate the interannual to decadal variation of fluxes over the global tropics, especially the tropical oceans. Recent versions of satellite-derived fresh water flux estimates as well as some reanalyses (e.g. products from Remote Sensing Systems, the Woods Hole Oceanographic Institute, and Global Precipitation Climatology Project) suggest that increases in evaporation and precipitation over the past 20 years exceed those expected on the basis of climate model projected responses to greenhouse gas forcing. At the same time, it is well known that E1 Nino / Southern Oscillation behavior in the Pacific exhibits significant variability at scales longer than interannual. We examine here the degree to which surface fluxes attending these interannual to decadal fluctuations are related to ENSO. We examine consistency between these data sets and explore relationships between SST variations, flux changes and modulation of tropical Walker and Hadley circulations.

Robertson, F. R.↗

Water Detection Based on Sky Reflections

This software has been designed to detect water bodies that are out in the open on cross-country terrain at mid- to far-range (approximately 20 100 meters), using imagery acquired from a stereo pair of color cameras mounted on a terrestrial, unmanned ground vehicle (UGV). Non-traversable water bodies, such as large puddles, ponds, and lakes, are indirectly detected by detecting reflections of the sky below the horizon in color imagery. The appearance of water bodies in color imagery largely depends on the ratio of light reflected off the water surface to the light coming out of the water body. When a water body is far away, the angle of incidence is large, and the light reflected off the water surface dominates. We have exploited this behavior to detect water bodies out in the open at mid- to far-range. When a water body is detected at far range, a UGV s path planner can begin to look for alternate routes to the goal position sooner, rather than later. As a result, detecting water hazards at far range generally reduces the time required to reach a goal position during autonomous navigation. This software implements a new water detector based on sky reflections that geometrically locates the exact pixel in the sky that is reflecting on a candidate water pixel on the ground, and predicts if the ground pixel is water based on color similarity and local terrain features

Rankin, Arturo L.↗

Search for resonant production of strongly coupled dark matter in proton-proton collisions at 13 TeV

The first collider search for dark matter arising from a strongly coupled hidden sector is presented and uses a data sample corresponding to 138 fb$^{-1}$, collected with the CMS detector at the CERN LHC, at $ \sqrt{s} $ = 13 TeV. The hidden sector is hypothesized to couple to the standard model (SM) via a heavy leptophobic Z' mediator produced as a resonance in proton-proton collisions. The mediator decay results in two “semivisible” jets, containing both visible matter and invisible dark matter. The final state therefore includes moderate missing energy aligned with one of the jets, a signature ignored by most dark matter searches. No structure in the dijet transverse mass spectra compatible with the signal is observed. Assuming the Z' boson has a universal coupling of 0.25 to the SM quarks, an inclusive search, relevant to any model that exhibits this kinematic behavior, excludes mediator masses of 1.5–4.0 TeV at 95% confidence level, depending on the other signal model parameters. To enhance the sensitivity of the search for this particular class of hidden sector models, a boosted decision tree (BDT) is trained using jet substructure variables to distinguish between semivisible jets and SM jets from background processes. When the BDT is employed to identify each jet in the dijet system as semivisible, the mediator mass exclusion increases to 5.1 TeV, for wider ranges of the other signal model parameters. These limits exclude a wide range of strongly coupled hidden sector models for the first time.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Directional locking effects for active matter particles coupled to a periodic substate

Directional locking occurs when a particle moving over a periodic substrate becomes constrained to travel along certain substrate symmetry directions. Such locking effects arise for colloids and superconducting vortices moving over ordered substrates when the direction of the external drive is varied. Here we study the directional locking of run-and-tumble active matter particles interacting with a periodic array of obstacles. In the absence of an external biasing force, we find that the active particle motion locks to various symmetry directions of the substrate when the run time between tumbles is large. The number of possible locking directions depends on the array density and on the relative sizes of the particles and the obstacles. For a square array of large obstacles, the active particle only locks to the x, y, and 45° directions, while for smaller obstacles, the number of locking angles increases. Each locking angle satisfies θ = arctan (p/q) , where p and q are integers, and the angle of motion can be measured using the ratio of the velocities or the velocity distributions in the x and y directions. When a biasing driving force is applied, the directional locking behavior is affected by the ratio of the self-propulsion force to the biasing force. For large biasing, the behavior resembles that found for directional locking in passive systems. For large obstacles under biased driving, a trapping behavior occurs that is nonmonotonic as a function of increasing run length or increasing self-propulsion force, and the trapping diminishes when the run length is sufficiently large.

36 MATERIALS SCIENCE↗

Star Formation In the Galaxy and the Fluctuating UV Radiation Field

We examine the formation of massive stars in the Galaxy, the resultant fluctuating UV (ultraviolet) radiation field, and the effect of this field on the star-forming interstellar medium. There are substantial fluctuations of the UV radiation field in space (scales of 100's of parsecs) and time (time-scales of order 100 million years). The FUV (far ultraviolet) (6 eV less than hv less than 13.6 eV) field and the pressure determines whether the thermal balance of the neutral gas results in cold clouds or warm (T approx. 10(exp 4) K) neutral medium. We show how to calculate the average fractions of the gas in the cold and warm phases when the interstellar gas is subject to this fluctuating FUV field. The knowledge of how these fractions depend on the gas properties and on the FUV sources is a basic step in building a model of the large scale behavior of the ISM (interstellar medium) and the mutual relation between the ISM and the star formation rate.

Hollenbach, David↗

Gravitational waves from global cosmic strings and cosmic archaeology

Global cosmic strings are predicted in many motivated extensions to the Standard Model of particle physics, with close connections to axion dark matter physics. Recent studies suggest that, although subdominant relative to Goldstone emission, gravitational wave (GW) signals from global strings can be detectable with current and planned GW detectors such as LIGO, LISA, DECIGO/BBO, ET/CE and AEDGE/AION, as well as pulsar timing arrays such as PPTA, NANOGrav and SKA. This work is an extensive, updated study on GWs from a global cosmic string network, taking into account of the most recent developments related to the subject. The main analysis is based on the analytical Velocity-dependent One-Scale (VOS) model calibrated with recent simulation results, which provides a generic protocol for such calculations with details given. We also demonstrate how the GW signal can be influenced with variations to the baseline model: this includes considering the uncertainties of model parameters and the potential deviation from the conventional VOS model prediction (i.e. the scaling behavior) as suggested by some of the recent simulation results. Furthermore, we investigated in detail the effect of a non-standard cosmology (e.g. early matter domination or kination) or new particle species on the GW signals from global strings. We demonstrate that the frequency spectrum of GW background from global cosmic strings can be used to probe the cosmic history prior to the Big Bang nucleosynthesis (BBN) (i.e. the primordial dark age) up to a temperature of T ~ 10 8 GeV.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Kinetics of Failure in an Elastic Peridynamic Material

The dynamic behavior of an elastic peridynamic material with a nonconvex bond potential is studied. In spite of the material’s inherently unstable nature, initial value problems can be solved using essentially the same techniques as with conventional materials, both analytically and numerically. In a suitably constructed material model, small perturbations grow exponentially over time until the material fails. Additionally, the time for this growth is computed explicitly for a stretching bar that passes from the stable to the unstable phase of the material model. This time to failure represents an incubation time for the nucleation of a crack. The finiteness of the failure time in effect creates a rate dependence in the failure properties of the material. Thus, the unstable nature of the elastic material leads to a rate effect even though it does not contain any terms that explicitly include a strain rate dependence.

36 MATERIALS SCIENCE↗

Local step-flow dynamics in thin film growth with desorption

Desorption of deposited species plays a role in determining the evolution of surface morphology during crystal growth when the desorption time constant is short compared with the time to diffuse to a defect site, step edge, or kink. However, experiments to directly test the predictions of these effects are lacking. Novel techniques such as in situ coherent x-ray scattering can provide significant new information. Herein we present x-ray photon correlation spectroscopy (XPCS) measurements during diindenoperylene (DIP) vapor deposition on thermally oxidized silicon surfaces. DIP forms a nearly complete two-dimensional first layer over the range of temperatures studied (40–120 ⁢°C), followed by mounded growth during subsequent deposition. Local step flow within mounds was observed, and we find that there was a terrace-length-dependent behavior of the step edge dynamics. This led to unstable growth with rapid roughening (β>0.5) and deviation from a symmetric error-function-like height profile. At high temperatures, the grooves between the mounds tend to close up leading to nearly flat polycrystalline films. In conclusion, numerical analysis based on a (1+1)-dimensional model suggests that terrace-length dependent desorption of deposited ad-molecules is an essential cause of the step dynamics, and it influences the morphology evolution.

36 MATERIALS SCIENCE↗

Para hydrogen equilibration in the atmospheres of the outer planets

The thermodynamic behavior of the atmospheres of the Jovian planets is strongly dependent on the extent to which local thermal equilibration of the ortho and para states of molecular hydrogen is achieved. Voyager IRIS data from Jupiter imply substantial departures of the para hydrogen fraction from equilibrium in the upper troposphere at low latitudes, but with values approaching equilibrium at higher latitudes. Data from Saturn are less sensitive to the orth-para ratio, but suggest para hydrogen fractions near the equilibrium value. Above approximately the 200 K temperature level, para hydrogen conversion can enhance the efficiency of convection, resulting in a substantial increase in overturning times on all of the outer planets. Currently available data cannot definitively establish the ortho-para ratios in the atmospheres of Uranus and Neptune, but suggest values closer to local equilibrium than to the 3.1 normal ratio. Modeling of sub-millimeter wavelength measurements of these planets suggest thermal structures with frozen equilibrium lapse rates in their convective regions.

Conrath, Barney J.↗

Reactions and Surface Transformations of a Bone-Bioactive Material in a Simulated Microgravity Environment

A comprehensive program to investigate the expeditious in vitro formation of three-dimensional bone-like tissue is currently underway at the University of Pennsylvania. The study reported here forms a part of that program. Three-dimensional bone-like tissue structures may be grown under the simulated microgravity conditions of NASA designed Rotating Wall Bioreactor Vessels (RWV's). Such tissue growth will have wide clinical applications. In addition, an understanding of the fundamental changes that occur to bone cells under simulated microgravity would yield important information that will help in preventing or minimizing astronaut bone loss, a major health issue with travel or stay in space over long periods of time. The growth of three-dimensional bone-like tissue structures in RWV's is facilitated by the use of microcarriers which provide structural support. If the microcarrier material additionally promotes bone cell growth, then it is particularly advantageous to employ such microcarriers. We have found that reactive, bone-bioactive glass (BBG) is an attractive candidate for use as microcarrier material. Specifically, it has been found that BBG containing Ca- and P- oxides upregulates osteoprogenitor cells to osteoblasts. This effect on cells is preceded by BBG reactions in solution which result in the formation of a Ca-P surface layer. This surface further transforms to a bone-like mineral (i.e., carbonated crystalline hydroxyapatite (c-HA)). At normal gravity, time-dependent, immersion-induced BBG reactions and transformations are greatly affected both by variations in the composition of the milieu in which the glass is immersed and on the immersion conditions. However, the nature of BBG reactions and phase transformations under the simulated microgravity conditions of RWV's are unknown, and must be understood in order to successfully use BBG as microcarrier material in RWV'S. In this paper, we report some of our recent findings in this regard using experimental and numerical methods. BBG composition 45S5, the most reactive among known bone-bioactive glasses, was chosen for the study. BBG 45S5 behavior in physiological solutions was tested in simulated microgravity and compared with that at normal gravity. On the basis of our numerical study, we have chosen the BBG granule size to be in the range 40-70 microns, and a RWV rotational speed of 10 rpm. Our numerical study has shown that these parameters enable the microcarrier to remain suspended in the medium without experiencing collisions with the wall of the vessel. Immersion-induced changes in the solution composition and the material surface were analyzed after immersion.

Radin, S.↗

Solid Inflammability Boundary at Low-Speed (SIBAL)

This research program is concerned with the effect of low-speed, concurrent flow on the spreading and extinction processes of flames over solid fuels. The primary objective is to verify the theoretically predicted extinction boundary, using oxygen percentage and flow velocity as coordinates. Of particular interest are the low-speed quenching limits and the existence of the critical oxygen flammability limit. Detailed flame spread characteristics, including flame spread rate, flame size, and flame structure are sought. Since the predicted flame behavior depends on the inclusion of flame and surface radiation, the measured results will also be used to assess the importance of radiative heat transfer by direct comparison to a comprehensive numerical model. The solid fuel used in this experiment is a custom-made fabric consisting of a 1:1 blend of cotton and fiberglass. This choice was made following an extensive search to yield a material with favorable properties, namely, rollability, non-cracking behavior during combustion, strength after combustion, and flammability in a range of oxygen limits permissible within the Combustion Integrated Rack (CIR) on the International Space Station. At the present time, an effort is being made to characterize both the radiative properties of the fuel and the flame spreading behavior in normal gravity at reduced pressure. These will provide a basis for comparison with the microgravity results as well as aid in bracketing the anticipated flammability boundary for the flight experiment. An overview of recent work, with emphasis on theoretical results, is presented.

T'ien, James↗

Coherent-phase or random-phase acceleration of electron beams in solar flares

Time structures of electron beam signatures at radio wavelengths are investigated to probe correlated versus random behavior in solar flares. In particular we address the issue whether acceleration and injection of electron beams is coherently modulated by a single source, or whether the injection is driven by a stochastic (possibly spatially fragmented) process. We analyze a total of approximately = 6000 type III bursts observed by Ikarus (Zurich) in the frequency range of 100-500 MHz, during 359 solar flares with simultaneous greater than or = 25 keV hard X-ray emission, in the years 1890-1983. In 155 flares we find a total of 260 continuous type III groups, with an average number of 13 +/- 9 bursts per group, a mean duration of D = 12 +/- 14 s, a mean period of P = 2.0 +/- 1.2 s, with the highest burst rate at a frequency of nu = 310 +/- 120 MHz. Pulse periods have been measured between 0.5 and 10 s, and can be described by an exponential distribution, i.e., N(P) varies as e (exp -P/1.0s). The period shows a frequency dependence of P(nu)=46(exp-0.6)(sub MHz)s for different flares, but is invariant during a particular flare. We measure the mean period P and its standard deviation sigma (sub p) in each type III group, and quantify the degree of periodicity (or phase-coherence) by the dimensionless parameter sigma (sub p)P. The representative sample of 260 type III burst groups shows a mean periodicity of sigma (sub p/P) = 0.37 +/- 0.12, while Monte Carlo simulations of an equivalent set of truly random time series show a distinctly different value of sigma (sub p)P = 0.93 +/- 0.26. This result indicates that the injection of electron beams is coherently modulated by a particle acceleration source which is either compact or has a global organization on a timescale of seconds, in contrast to an incoherent acceleration source, which is stochastic either in time or space. We discuss the constraints on the size of the acceleration region resulting from electron beam propagation delays and from Alfvenic synchronization during a pulse period. We discuss two periodic preocesses in flares, which potentially control quasi-periodic particle acceleration: (1) MHD oscillations, and (2) current sheets with oscillatory dynamics.

Aschwanden, Markus J.↗

Analysis of scintillation light dependence on Liquid Argon purity in the ICARUS detector

Previous studies have investigated the correlation between impurities concentration in Liquid Argon (LAr) and the temporal evolution of either the slow scintillation decay time or the light yield.These impurities typically consist of various molecular species. Electronegative contaminants directly affect electron drift and photon production, while other molecules, such as nitrogen (N$_{2}$), can influence LAr scintillation properties without necessarily affecting electron lifetime.Many current and future neutrino and dark-matter experiments use LAr detectors. This study aims to evaluate the measured electron lifetime in relation to the timing characteristics of the scintillation light signal in the SBN ICARUS detector at Fermi National Accelerator Laboratory. The ICARUS detector consists of two cryostats that have shown different behaviors in the measured electron lifetime over the years. In particular, this study addresses the use of data collected under varying purity conditions in the two cryostats and presents the methodology used to extract scintillation timing characteristics and their correlation with LAr purity.

Saia, C. [Catania Astrophys. Observ.] (ORCID:00090↗

Geometric learning for computational mechanics Part II: Graph embedding for interpretable multiscale plasticity

The history-dependent behaviors of classical plasticity models are often driven by internal variables evolved according to phenomenological laws. The difficulty to interpret how these internal variables represent a history of deformation, the lack of direct measurement of these internal variables for calibration and validation, and the weak physical underpinning of those phenomenological laws have long been criticized as barriers to creating realistic models. In this work, geometric machine learning on graph data (e.g. finite element solutions) is used as a means to establish a connection between nonlinear dimensional reduction techniques and plasticity models. Geometric learning-based encoding on graphs allows the embedding of rich time-history data onto a low-dimensional Euclidean space such that the evolution of plastic deformation can be predicted in the embedded feature space. Finally, a corresponding decoder can then convert these low-dimensional internal variables back into a weighted graph such that the dominating topological features of plastic deformation can be observed and analyzed.

42 ENGINEERING↗