Pub Date : 2023-02-24DOI: 10.1088/2399-6528/acbf05
T. Wilson, Z. Sheng, P. McKenna, B. Hidding
Simultaneous self-focusing and compression of ultrashort weakly-relativistic Laguerre–Gaussian laser pulses in dense plasma is investigated theoretically and numerically. A simple theoretical model is developed and used to identify parameter regimes of interest, and then three-dimensional particle-in-cell simulations are carried out to examine the physics in detail. Rapid self-focusing and compression are observed, leading to pulse collapse even for laser pulse energy at the ten millijoule level. Long-lived ring-shaped post-soliton structures are left at the location of the first collapse, and the residual laser energy is scattered into the plasma. Filamentation and re-focusing occur beyond this point, the structure of which depends on the beam parameters but is observed to be only weakly dependent upon the mode of the laser. Circularly-polarised light is found to produce particulary symmetric plasma density structures. In all cases, bursts of MeV electrons with thermal-like spectra are observed at points of collapse.
{"title":"Self-focusing, compression and collapse of ultrashort weakly-relativistic Laguerre–Gaussian lasers in near-critical plasma","authors":"T. Wilson, Z. Sheng, P. McKenna, B. Hidding","doi":"10.1088/2399-6528/acbf05","DOIUrl":"https://doi.org/10.1088/2399-6528/acbf05","url":null,"abstract":"Simultaneous self-focusing and compression of ultrashort weakly-relativistic Laguerre–Gaussian laser pulses in dense plasma is investigated theoretically and numerically. A simple theoretical model is developed and used to identify parameter regimes of interest, and then three-dimensional particle-in-cell simulations are carried out to examine the physics in detail. Rapid self-focusing and compression are observed, leading to pulse collapse even for laser pulse energy at the ten millijoule level. Long-lived ring-shaped post-soliton structures are left at the location of the first collapse, and the residual laser energy is scattered into the plasma. Filamentation and re-focusing occur beyond this point, the structure of which depends on the beam parameters but is observed to be only weakly dependent upon the mode of the laser. Circularly-polarised light is found to produce particulary symmetric plasma density structures. In all cases, bursts of MeV electrons with thermal-like spectra are observed at points of collapse.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41657795","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-15DOI: 10.1088/2399-6528/acbc65
H. Starnberg
The interaction of evaporated Ca with TiSe2 and TiTe2 surfaces was studied using photoelectron spectroscopy. The surfaces were held at room temperature, and the measured spectra clearly show that the deposited Ca reacted with the substrates, without formation of any Ca overlayers. For depositions on TiSe2 corresponding to less than 2 nm of Ca there were indications of an intercalation reaction taking place, with charge transfer to the TiSe2 layers, but as more Ca was added a layer-breaking reaction dominated. For the case of TiTe2 only a large Ca deposition was studied, resulting in a layer-breaking reaction very similar to that found on the TiSe2 surface for similar amounts of deposited Ca.
{"title":"Interactions of deposited Ca with TiSe2 and TiTe2 surfaces","authors":"H. Starnberg","doi":"10.1088/2399-6528/acbc65","DOIUrl":"https://doi.org/10.1088/2399-6528/acbc65","url":null,"abstract":"The interaction of evaporated Ca with TiSe2 and TiTe2 surfaces was studied using photoelectron spectroscopy. The surfaces were held at room temperature, and the measured spectra clearly show that the deposited Ca reacted with the substrates, without formation of any Ca overlayers. For depositions on TiSe2 corresponding to less than 2 nm of Ca there were indications of an intercalation reaction taking place, with charge transfer to the TiSe2 layers, but as more Ca was added a layer-breaking reaction dominated. For the case of TiTe2 only a large Ca deposition was studied, resulting in a layer-breaking reaction very similar to that found on the TiSe2 surface for similar amounts of deposited Ca.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-02-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42763490","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-14DOI: 10.1088/2399-6528/acd2a3
Matej Vedak, G. Ackland
We investigate how to measure and define the entropy of a simple chaotic system, three hard spheres on a ring. A novel approach is presented, which does not assume the ergodic hypothesis. It consists of transforming the particles’ collision history into a sequence of binary digits. We then investigate three approaches which should demonstrate the non-randomness of these collision-generated strings compared with random number generator created strings: Shannon entropy, diehard randomness tests and compression percentage. We show that the Shannon information entropy is unable to distinguish random from deterministic strings. The Diehard test performs better, but for certain mass-ratios the collision-generated strings are misidentified as random with high confidence. The zlib and bz2 compression algorithms are efficient at detecting non-randomness and low information content, with compression efficiencies that tend to 100% in the limit of infinite strings. Thus ‘compression algorithm entropy’ is non-extensive for this chaotic system, in marked contrast to the extensive entropy determined from phase-space integrals by assuming ergodicity.
{"title":"Compression and information entropy of binary strings from the collision history of three hard balls","authors":"Matej Vedak, G. Ackland","doi":"10.1088/2399-6528/acd2a3","DOIUrl":"https://doi.org/10.1088/2399-6528/acd2a3","url":null,"abstract":"We investigate how to measure and define the entropy of a simple chaotic system, three hard spheres on a ring. A novel approach is presented, which does not assume the ergodic hypothesis. It consists of transforming the particles’ collision history into a sequence of binary digits. We then investigate three approaches which should demonstrate the non-randomness of these collision-generated strings compared with random number generator created strings: Shannon entropy, diehard randomness tests and compression percentage. We show that the Shannon information entropy is unable to distinguish random from deterministic strings. The Diehard test performs better, but for certain mass-ratios the collision-generated strings are misidentified as random with high confidence. The zlib and bz2 compression algorithms are efficient at detecting non-randomness and low information content, with compression efficiencies that tend to 100% in the limit of infinite strings. Thus ‘compression algorithm entropy’ is non-extensive for this chaotic system, in marked contrast to the extensive entropy determined from phase-space integrals by assuming ergodicity.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-02-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48712194","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Richard J Chung, Camryn Harvie, John O'Donnell, Sarah Jenkins, Arthur L Jenkins
Background: Bertolotti's syndrome is a condition of the lower back and/or L5 distribution leg pain caused by a lumbosacral transitional vertebra (LSTV). Diagnosing the LSTV as the cause of the symptoms and condition is essential for accurate management of this syndrome. Castellvi's classification system is widely accepted for LSTV anatomy, but it measures only one aspect of transitional anatomy and was intended primarily to identify target-level disk herniations.
Observations: In this case, the Castellvi classification system failed to identify the patient (with 2 years of back and L5 pain) as having an LSTV, even though he displayed LSTV-like anatomy because both L5 transverse process heights measured less than 19 mm. He attained brief but significant relief from bilateral injections into the L5-S1 transverse/ala region and underwent a minimally invasive bilateral decompression of L5-S1 with almost complete relief of his symptoms maintained more than 6 months postoperatively.
Lessons: Given that the patient gained significant relief from treatment of transitional anatomy that failed to be identified using Castellvi's classification system, this case suggests that transverse process height may not be adequate or even the most clinically relevant indicator in identifying LSTV anatomy, which is a precursor to the diagnosis of Bertolotti's syndrome.
{"title":"Surgical outcome of a patient with Bertolotti's syndrome in whom the established Castellvi classification system failed: illustrative case.","authors":"Richard J Chung, Camryn Harvie, John O'Donnell, Sarah Jenkins, Arthur L Jenkins","doi":"10.3171/CASE22450","DOIUrl":"10.3171/CASE22450","url":null,"abstract":"<p><strong>Background: </strong>Bertolotti's syndrome is a condition of the lower back and/or L5 distribution leg pain caused by a lumbosacral transitional vertebra (LSTV). Diagnosing the LSTV as the cause of the symptoms and condition is essential for accurate management of this syndrome. Castellvi's classification system is widely accepted for LSTV anatomy, but it measures only one aspect of transitional anatomy and was intended primarily to identify target-level disk herniations.</p><p><strong>Observations: </strong>In this case, the Castellvi classification system failed to identify the patient (with 2 years of back and L5 pain) as having an LSTV, even though he displayed LSTV-like anatomy because both L5 transverse process heights measured less than 19 mm. He attained brief but significant relief from bilateral injections into the L5-S1 transverse/ala region and underwent a minimally invasive bilateral decompression of L5-S1 with almost complete relief of his symptoms maintained more than 6 months postoperatively.</p><p><strong>Lessons: </strong>Given that the patient gained significant relief from treatment of transitional anatomy that failed to be identified using Castellvi's classification system, this case suggests that transverse process height may not be adequate or even the most clinically relevant indicator in identifying LSTV anatomy, which is a precursor to the diagnosis of Bertolotti's syndrome.</p>","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":"1 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-02-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10550603/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"83210511","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-09DOI: 10.1088/2399-6528/acbae3
S. Soulié, N. Bonifaci, O. Lesaint, F. Gentils
Pre-breakdown phenomena in HFO1234ze-(E) gas, considered as a potential replacement of SF6 for medium voltage insulation, are studied in needle-plane electrode systems versus pressure (0.01 to 0.3 MPa) under positive impulse voltage. Measurements are also carried out in air and SF6 in the same conditions for comparison. At the lowest pressure in HFO, the propagation of fast streamers is observed. Above 0.03 MPa, breakdown is the consequence of the propagation of stepped leaders, with shapes and velocities nearly identical to those observed in SF6. Several leader features (minimum inception voltage, propagation length) show that leader formation and propagation is easier in HFO compared to SF6. In turn, this allow explaining why breakdown voltages in HFO are slightly lower than in SF6.
{"title":"Streamer and leader characterization in HFO1234ze(E) gas, in a divergent electric field","authors":"S. Soulié, N. Bonifaci, O. Lesaint, F. Gentils","doi":"10.1088/2399-6528/acbae3","DOIUrl":"https://doi.org/10.1088/2399-6528/acbae3","url":null,"abstract":"Pre-breakdown phenomena in HFO1234ze-(E) gas, considered as a potential replacement of SF6 for medium voltage insulation, are studied in needle-plane electrode systems versus pressure (0.01 to 0.3 MPa) under positive impulse voltage. Measurements are also carried out in air and SF6 in the same conditions for comparison. At the lowest pressure in HFO, the propagation of fast streamers is observed. Above 0.03 MPa, breakdown is the consequence of the propagation of stepped leaders, with shapes and velocities nearly identical to those observed in SF6. Several leader features (minimum inception voltage, propagation length) show that leader formation and propagation is easier in HFO compared to SF6. In turn, this allow explaining why breakdown voltages in HFO are slightly lower than in SF6.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48260701","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-02-03DOI: 10.1088/2399-6528/acb8ff
S. De Vincenzo
We reanalyze the problem of a 1D Dirac single particle colliding with the electrostatic potential step of height V 0 with a positive incoming energy that tends to the limit point of the so-called Klein energy zone, i.e. E → V 0 − mc 2, for a given V 0. In such a case, the particle is actually colliding with an impenetrable barrier. In fact, V 0 → E + mc 2, for a given relativistic energy E( < V 0), is the maximum value that the height of the step can reach and that ensures the perfect impenetrability of the barrier. Nevertheless, we note that, unlike the nonrelativistic case, the entire eigensolution does not completely vanish, either at the barrier or in the region under the step, but its upper component does satisfy the Dirichlet boundary condition at the barrier. More importantly, by calculating the mean value of the force exerted by the impenetrable wall on the particle in this eigenstate and taking its nonrelativistic limit, we recover the required result. We use two different approaches to obtain the latter two results. In one of these approaches, the corresponding force on the particle is a type of boundary quantum force. Throughout the article, various issues related to the Klein energy zone, the transmitted solutions to this problem, and impenetrable barriers related to boundary conditions are also discussed. In particular, if the negative-energy transmitted solution is used, the lower component of the scattering solution satisfies the Dirichlet boundary condition at the barrier, but the mean value of the external force when V 0 → E + mc 2 does not seem to be compatible with the existence of the impenetrable barrier.
我们重新分析了一维狄拉克单粒子与高度为v0的静电势阶跃的碰撞问题，对于给定的v0，入射能量趋向于所谓的克莱因能区的极限点，即E→v0−mc2。在这种情况下，粒子实际上是在与一个不可穿透的屏障碰撞。事实上，对于给定的相对论能量E(< v0)， V 0→E + mc 2是台阶高度所能达到的最大值，并且保证了障壁的完全不可穿透性。然而，我们注意到，与非相对论情况不同，整个特征解在势垒处或阶跃下的区域内并不完全消失，但其上分量在势垒处确实满足狄利克雷边界条件。更重要的是，通过计算在本征态下不可穿透壁对粒子施加的力的平均值，并取其非相对论性极限，我们恢复了所需的结果。我们使用两种不同的方法来获得后两种结果。在其中一种方法中，作用在粒子上的相应力是一种边界量子力。在整篇文章中，还讨论了与克莱因能区有关的各种问题，该问题的传输解，以及与边界条件有关的不可穿透障碍。特别是，当采用负能量透射解时，散射解的下分量在势垒处满足Dirichlet边界条件，但当V 0→E + mc 2时的外力平均值似乎与不可穿透势垒的存在不相容。
{"title":"The Dirac impenetrable barrier in the limit point of the Klein energy zone","authors":"S. De Vincenzo","doi":"10.1088/2399-6528/acb8ff","DOIUrl":"https://doi.org/10.1088/2399-6528/acb8ff","url":null,"abstract":"We reanalyze the problem of a 1D Dirac single particle colliding with the electrostatic potential step of height V 0 with a positive incoming energy that tends to the limit point of the so-called Klein energy zone, i.e. E → V 0 − mc 2, for a given V 0. In such a case, the particle is actually colliding with an impenetrable barrier. In fact, V 0 → E + mc 2, for a given relativistic energy E( < V 0), is the maximum value that the height of the step can reach and that ensures the perfect impenetrability of the barrier. Nevertheless, we note that, unlike the nonrelativistic case, the entire eigensolution does not completely vanish, either at the barrier or in the region under the step, but its upper component does satisfy the Dirichlet boundary condition at the barrier. More importantly, by calculating the mean value of the force exerted by the impenetrable wall on the particle in this eigenstate and taking its nonrelativistic limit, we recover the required result. We use two different approaches to obtain the latter two results. In one of these approaches, the corresponding force on the particle is a type of boundary quantum force. Throughout the article, various issues related to the Klein energy zone, the transmitted solutions to this problem, and impenetrable barriers related to boundary conditions are also discussed. In particular, if the negative-energy transmitted solution is used, the lower component of the scattering solution satisfies the Dirichlet boundary condition at the barrier, but the mean value of the external force when V 0 → E + mc 2 does not seem to be compatible with the existence of the impenetrable barrier.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":"7 1","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-02-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"61174272","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-31DOI: 10.1088/2399-6528/acb7c9
Takahiro Ezaki, Naoto Imura, K. Nishinari
Logistics networks are becoming more complex and interconnected. Guaranteeing the performance of the entire system when a part of the network is disrupted (e.g. due to excessive demands and extreme weather conditions) is one of the important issues. However, how much transportation resources should be allocated to which part of the network while maintaining efficiency is an open question. In this paper, we propose a novel metric, the substitutability centrality, which quantifies how much each transport link in the network contributes to the robustness of the system against disruptions. This metric is compelling in the following aspects: (1) it is intuitively interpretable; (2) it does not require simulation or optimization calculations; and (3) it takes into account changes in transportation routes of delivery due to disruptions. Furthermore, as a proof of concept, we demonstrate a simple case study, in which capacity allocation based on the proposed metric can maintain high performance of the system against various types of disruptions. We also found that this approach might not be effective for further increasing the robustness of networks that have many bypass routes.
{"title":"Reinforcing critical links for robust network logistics: A centrality measure for substitutability","authors":"Takahiro Ezaki, Naoto Imura, K. Nishinari","doi":"10.1088/2399-6528/acb7c9","DOIUrl":"https://doi.org/10.1088/2399-6528/acb7c9","url":null,"abstract":"Logistics networks are becoming more complex and interconnected. Guaranteeing the performance of the entire system when a part of the network is disrupted (e.g. due to excessive demands and extreme weather conditions) is one of the important issues. However, how much transportation resources should be allocated to which part of the network while maintaining efficiency is an open question. In this paper, we propose a novel metric, the substitutability centrality, which quantifies how much each transport link in the network contributes to the robustness of the system against disruptions. This metric is compelling in the following aspects: (1) it is intuitively interpretable; (2) it does not require simulation or optimization calculations; and (3) it takes into account changes in transportation routes of delivery due to disruptions. Furthermore, as a proof of concept, we demonstrate a simple case study, in which capacity allocation based on the proposed metric can maintain high performance of the system against various types of disruptions. We also found that this approach might not be effective for further increasing the robustness of networks that have many bypass routes.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48887178","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-17DOI: 10.1088/2399-6528/acb415
H. Purwar, E. Goutierre, H. Guler, M. Rossetti Conti, S. Chancé, A. Gonnin, H. Monard, A. Bacci, M. Sebag, J. Cohen, C. Bruni
The stability and the quality of particle beams are of utmost importance for many emerging linac installations. The impact on beam properties damage of beam electromagnetic element misalignments and jitter/fluctuations in various accelerator sub-systems should be properly known, as usually such shot-to-shot fluctuations cannot be avoided. On top of that, knowing which parameters the machine is most sensitive to is of utmost to take precautionary measures to reduce the beam degradation and thus improve beam stability and quality. This simulation work focuses on a 50 MeV S-band linear accelerator based on RF photoinjector electron source. The sensitivity of the beam parameters towards several errors has been studied collectively as well as individually for each accelerator element. While the emittance at the end of the linac is dominated by the laminar behavior in the accelerating section, the main emittance degradation comes mainly from orbit errors located at the linac entrance.
{"title":"Random error propagation on electron beam dynamics for a 50 MeV S-band linac","authors":"H. Purwar, E. Goutierre, H. Guler, M. Rossetti Conti, S. Chancé, A. Gonnin, H. Monard, A. Bacci, M. Sebag, J. Cohen, C. Bruni","doi":"10.1088/2399-6528/acb415","DOIUrl":"https://doi.org/10.1088/2399-6528/acb415","url":null,"abstract":"The stability and the quality of particle beams are of utmost importance for many emerging linac installations. The impact on beam properties damage of beam electromagnetic element misalignments and jitter/fluctuations in various accelerator sub-systems should be properly known, as usually such shot-to-shot fluctuations cannot be avoided. On top of that, knowing which parameters the machine is most sensitive to is of utmost to take precautionary measures to reduce the beam degradation and thus improve beam stability and quality. This simulation work focuses on a 50 MeV S-band linear accelerator based on RF photoinjector electron source. The sensitivity of the beam parameters towards several errors has been studied collectively as well as individually for each accelerator element. While the emittance at the end of the linac is dominated by the laminar behavior in the accelerating section, the main emittance degradation comes mainly from orbit errors located at the linac entrance.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43519391","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-12DOI: 10.1088/2399-6528/acd618
J. E. Salgado-Hern'andez, Manan Vyas
Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets of variables that provide equivalent information, is zero only when variables are independent, and is capable of detecting nonlinear associations that are undetectable by the classical Pearson correlation coefficient (PCC). Hence, DCC provides more information than the PCC. We analyze numerous pairs of stocks in S&P500 database with the distance correlation coefficient and provide an overview of stochastic evolution of financial market states based on these correlation measures obtained using agglomerative clustering.
{"title":"Non-linear correlation analysis in financial markets using hierarchical clustering","authors":"J. E. Salgado-Hern'andez, Manan Vyas","doi":"10.1088/2399-6528/acd618","DOIUrl":"https://doi.org/10.1088/2399-6528/acd618","url":null,"abstract":"Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables. The distance correlation coefficient applies to variables of any dimension, can be used to determine smaller sets of variables that provide equivalent information, is zero only when variables are independent, and is capable of detecting nonlinear associations that are undetectable by the classical Pearson correlation coefficient (PCC). Hence, DCC provides more information than the PCC. We analyze numerous pairs of stocks in S&P500 database with the distance correlation coefficient and provide an overview of stochastic evolution of financial market states based on these correlation measures obtained using agglomerative clustering.","PeriodicalId":47089,"journal":{"name":"Journal of Physics Communications","volume":" ","pages":""},"PeriodicalIF":1.2,"publicationDate":"2023-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44632434","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-10DOI: 10.1088/2399-6528/acb1ef
A. Khan, M. Zubair, U. Younis
Free space optical (FSO) wireless communication has emerged as a viable alternative to the existing fiber optics and radio frequency (RF) communications due to its ability to operate in unlicensed spectrum, offering huge data handling capacities and being cost effective with easy deployment. The underlying communication mechanism in the FSO link is based upon the laser beam propagation model. The propagating free space optical beam undergoes signal degradation due to refraction and diffraction caused by atmospheric turbulence measured by refractive index structure parameter (C n 2). In this work, a novel, robust analytical model for propagating Gaussian-beam through atmospheric turbulence is presented, by solving the space-fractional paraxial wave equation. We report analytical expressions for the intensity and long-term beam spreading of a Gaussian beam in terms of space-fractional parameter D, for the range 2 < D ≤ 3. This range of parameter D, defines the effective number of euclidean space corresponding to atmospheric turbulence levels faced by the propagating Gaussian beam in the FSO link. The results of the proposed fractional model and the existing models agreed well, therefore the D-dimensional parameter can be used to effectively express the value of refractive index structure parameter (C n 2). The classical values of C n 2 ranges form 10−13 to 10−16 for strong to weak fluctuations respectively. However, in fractional-dimension scale, these fluctuations can be express as D = 2.668 (strong fluctuations) to D = 2.999 (weak fluctuations). The ideal case of free space beam propagation can be expressed as D = 3, with no turbulence. Moreover, we have studied the fractional-dimension model performance for varying wavelengths. Further, based upon a practical example, we proposed a self-sustainable FSO link architecture to efficiently minimize the effect of weak and strong fluctuations on the propagating optical beam, based upon the D-dimension fractional parameter, hence ensuring reliability of FSO link.
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