We apply the Hurst exponent idea for investigation of DJIA index time-series data. The behavior of the local Hurst exponent prior to drastic changes in financial series signal is analyzed. The optimal length of the time-window over which this exponent can be calculated in order to make some meaningful predictions is discussed. Our prediction hypothesis is verified with examples of '29 and '87 c...

We study the optimized perturbation theory (OPT) at finite temperature, which is a selfconsistent resummation method. Firstly, we generalize the idea of the OPT to optimize the coupling constant in λφ theory, and give a proof of the renormalizability of this generalized OPT. Secondly, the principle of minimal sensitivity and the criterion of the fastest apparent convergence, which are condition...

Asymptotic energy-distortion performance of zerodelay communication scenarios under additive white Gaussian noise is investigated. Using high-resolution analysis for quantizer design, the higher-order term in the logarithm of the distortion (termed the energy-distortion dispersion) is optimized while keeping the leading term (i.e., energy-distortion exponent) at its optimal value. For uniform a...

‎by considering a degenerate $p(x)-$laplacian equation‎, ‎a generalized compact embedding in weighted variable‎ ‎exponent sobolev space is presented‎. ‎multiplicity of positive solutions are discussed by applying fibering map approach for the‎ ‎corresponding nehari manifold‎.

A closed-form solution for deflections and stresses in an annular thin plate of radially functionally graded material under transverse uniform pressure loading is presented. The small displacement theory of elasticity is assumed in the present work. Young’s modulus of the material is taken in the form of a simple power law to vary in the radial direction with an arbitrary exponent showing heter...

The neutron density is one of the most important dynamical parameters in a reactor. It is directly related to the control and stability of the reactor power. Any change in applied reactivity and some of dynamical parameters in the reactor causes a change in the neutron density. Lyapunov exponent method is a powerful tool for investigating the range of stability and the transient behavior of the...

We carry out a finite-size scaling analysis of the jamming transition in frictionless bidisperse soft core disks in two dimensions. We consider two different jamming protocols: (i) quench from random initial positions and (ii) quasistatic shearing. By considering the fraction of jammed states as a function of packing fraction for systems with different numbers of particles, we determine the spa...

The behavior of a single impurity in a one-dimensional Luttinger liquid is numerically investigated by means of the density matrix renormalization group. By analyzing the finite size scaling behavior of the low energy spectrum, we confirm the theoretical prediction of Kane and Fisher [Phys. Rev. Lett. 68, 1220 (1992)] both for attractive and repulsive interactions. Moreover, we calculate the ex...