We estimated Hurst exponent of twelve stock index series from across the glove using daily values of for past ten years and found that the Hurst exponent value of the full series is around 0.50 confirming market efficiency. But the Hurst exponent value is found to vary widely when the full series is split into smaller series of 60 trading days. Later, we tried to find relationship between Hurst...

2014 We compute numerically the attractor dimension of a model of fully developed MHD turbulence both using Lyapounov exponents, and via a counting algorithm. The Lyapounov dimension is found to be essentially given by the total number of modes which lie in the inertial range; the maximal exponent, i.e. the divergence rate of nearby trajectories, is given by the inverse of the shortest time sca...

We study the dynamics of a local load-sharing fiber bundle model in two dimensions under an external load (which increases with time at a fixed slow rate) applied at a single point. Due to the local load-sharing nature, the redistributed load remains localized along the boundary of the broken patch. The system then goes to a self-organized state with a stationary average value of load per fiber...

a watershed management program is usually based on the results of watershed modeling. accurate modeling results are decided by the appropriate parameters and input data. precipitation is the most important input for watershed modeling. precipitation characteristics usually exhibit significant spatial variation, even within small watersheds. therefore, properly describing the spatial variation o...

This experimental and phenomenological study investigated fluctuations characteristic frequencies of pressure drop flow pattern during boiling isobutane in a horizontal mini-channel 1.0 mm diameter. The fluid was at saturation condition 27°C, heat flux ranging between 1 80 kW/m² mass from 380 to 890 kg/(m²s). Six different patterns were identified based on the analysis images captured high-spee...

Advanced and Integrated Petrophysical Characterization for CO2 Storage: Application to the Ketzin Site — Reservoir simulations and monitoring of CO2 storage require specific petrophysical data. We show a workflow that can be applied to saline aquifers and caprocks in order to provide the minimum data set for realistic estimations of storage potential and perform pertinent simulations of CO2 inj...

Recent results suggest that the bias temperature instability can in good approximation be understood as the collective response of an ensemble of independent defects. Although the kinetics of charge capture and defect creation clearly require the presence of charge carriers in the channel, they appear reaction rather than diffusion limited. While a number of peculiar features in these kinetics ...

An increasing number of promising applications for future technology is arising from size constraints in nanoparticles (NPs) and from the chemical manipulation of their surfaces. In this work, we analyse the finite-size and surface effects on polyacrylic acid-coated Fe(3)O(4) NPs and oleic acid-coated gamma-Fe(2)O(3) NPs by studying their magnetization curves at different temperatures. The meas...

From the viewpoint of engineering applications, time delay is useful for constructing a chaotic signal generator, which is the major part of diverse potential applications. Although different mathematical models of time-delay systems have been known, few models can exhibit chaotic behaviors. Motivated by attractive features and potential applications of time-delay models, a new chaotic system w...

This paper investigates the approximation behaviour of the K1 oczy–Hirota (KH) interpolative fuzzy controllers. First, in accordance with the remarks in (Fuzzy Sets and Systems 125(1) (2002) 105), it is pointed out that it is a fuzzy generalization of the Shepard operator. Shepard operator has thoroughly studied by approximation theorist since the mid-1970s. Exploiting the aforementioned relati...