Showing papers in "European Physical Journal B in 1999"

Hierarchical structure in financial markets

Abstract: I find a hierarchical arrangement of stocks traded in a financial market by investigating the daily time series of the logarithm of stock price. The topological space is a subdominant ultrametric space associated with a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting from the matrix of correlation coefficient computed between all pairs of stocks of the portfolio by considering the synchronous time evolution of the difference of the logarithm of daily stock price. The hierarchical tree of the subdominant ultrametric space associated with the graph provides a meaningful economic taxonomy.

Limiting phenomena for the spreading of water on polymer films by electrowetting

Abstract: This paper is about fundamental limitations in electrowetting, used as a tool for spreading water solutions on hydrophobic surfaces, like the surface of a polymer film. Up to which point can an electric voltage decrease the contact angle? The first limitation comes when using pure water, above a threshold voltage, little droplets are emitted at the perimeter of the mother drop. We present an analysis of the drop contour line stability, involving competition between electrostatic and capillary forces, which is compatible with observations. The use of salted water solutions suppresses this instability, then one faces a second limitation: the evolution of the contact angle saturates before complete wetting. We show that this saturation is caused by ionisation of the air in the vicinity of the drop edge. We analyse the luminescence induced by gas ionization and measure the related electrical discharges. We explain how air ionization suppresses the driving force for electrowetting and how it induces the formation of an hydrophillic ring around the drop.

Multi-anticipative car-following model

Abstract: The microscopic car-following model by Bando et al. [1-4] is extended by incorporating multi-vehicle interactions. It is shown that the reaction to more than one vehicle ahead leads to a stabilization of the dynamical behavior, i.e. the stable region increases. Still the fundamental macroscopic properties of traffic, free flow and congested flow, are described. More important, due to the multi-anticipative driving behavior driving in narrow platoons is forced such that a third fundamental property of traffic flow, the so-called synchronized flow [5], is modeled as well.

A Raman and dielectric study of ferroelectric ceramics

Abstract: Dielectric and Raman scattering experiments were performed on various ceramics with composition Ba(Ti1-xZrx)O3. Such lead-free, environmental-friendly materials were shown, from dielectric measurements, to exhibit behaviours extending from conventional to relaxor ferroelectrics on increasing the zirconium concentration. The evolution of the Raman spectra was studied as a function of temperature for various compositions, and the spectroscopic signature of the corresponding phases was determined. In the relaxor state, the variation of the integrated intensity of the Raman lines with temperature showed a plateau at low temperature. This anomaly was also detected as a peak in depolarization current measurements, and attributed to ergodicity breaking which characterizes usual relaxor systems. Raman results hint at locally rhombohedral polar nanoregions resulting from the random fields associated with Zr ions.

Formation of ordered micro-porous membranes

Abstract: Regular micro-porous polymeric membranes have recently been discovered by rapidly evaporating a solution of CS2 containing poly(p-phenylene)-block-polystyrene [#!ref1!#]. 1,2-dichloroethane (a chlorated solvent in which polystyrene gel phase has never been observed) is also found to produce ordered structures, which definitively excludes eventual effect of the gelation process during the membrane formation. The observation of the solution surface during the solvent evaporation reveals the growing of micron-sized water droplets trapped at the surface and forming compact aggregates. The study of the solution/water interface shows that the water droplets profile is in agreement with the pore shape observed in the membranes. Moreover, the copolymer was found to precipitate at the interface, forming a layer encapsulating the droplets and preventing their coalescence. In that way, the final structure results from the droplets stacking under the action of large surface currents. Finally, we argue that the decisive element in the formation of ordered structures is the ability of the polymer to precipitate at the solution/water interface, which seems to be related the star-polymer microstructure.

Diffusion, localization and dispersion relations on "small-world" lattices

Abstract: The spectral properties of the Laplacian operator on “small-world” lattices, that is mixtures of unidimensional chains and random graphs structures are investigated numerically and analytically. A transfer matrix formalism including a self-consistent potential a la Edwards is introduced. In the extended region of the spectrum, an effective medium calculation provides the density of states and pseudo relations of dispersion for the eigenmodes in close agreement with the simulations. Localization effects, which are due to connectivity fluctuations of the sites are shown to be quantitatively described by the single defect approximation recently introduced for random graphs.

Adsorbed and free lipid bilayers at the solid-liquid interface

Abstract: Single and double phosphocholine (DPPC and DSPC) bilayers adsorbed at the silicon-water interface have been prepared and characterised. The second bilayer, called “free bilayer”, is a novel highly hydrated system floating at \(\)above the first one. Robust and reproducible preparation has been possible thanks to a combination of Langmuir-Blodgett and Langmuir-Schaeffer techniques. Carefully optimised neutron reflectivity measurements have allowed a precise non-destructive characterisation of the structure, hydration and roughness of the layers. This work opens new possibilities for the investigation of the interaction between membrane lipids and soluble proteins, in particular peptides too small to be visible with other techniques.

Director field configurations around a spherical particle in a nematic liquid crystal

Abstract: We study the director field around a spherical particle immersed in a uniformly aligned nematic liquid crystal and assume that the molecules prefer a homeotropic orientation at the surface of the particle. Three structures are possible: a dipole, a Saturn-ring, and a surface-ring configuration, which we investigate by numerically minimizing the Frank free energy supplemented by a magnetic-field and a surface term. In the dipole configuration, which is the absolutely stable structure for micron-size particles and sufficiently strong surface anchoring, a twist transition is found and analyzed. We show that a transition from the dipole to the Saturn ring configuration is induced by either decreasing the particle size or by applying a magnetic field. The effect of metastability and the occurrence of hysteresis in connection with a magnetic field are discussed. The surface-ring configuration appears when the surface-anchoring strength W is reduced. It is also favored by a large saddle-splay constant K24. A comparison with recent experiments [#!itapdb:Poulin1997!#,#!itapdb:Poulin1998!#] gives a lower bound for W, i.e., W >0.06erg/cm2for the interface of water and pentylcyanobiphenyl (5CB) in the presence of the surfactant sodium dodecyl sulfate.

Polyelectrolyte adsorption and charge inversion

Abstract: We discuss theoretically the adsorption of linear weakly charged polyelectrolyte solutions on an oppositely charged solid surface using the classical self-consistent mean field theory. If the solid surface has an indifferent short range interaction with the polymer (at the crossover point between attraction and repulsion), we show that its charge is always overcompensated by the adsorption of the polymer. At low ionic strength, the overcompensated charge per unit area is proportional to the inverse screening length and the thickness of the adsorbed layer is of the order of the thickness of a single adsorbed chain. At higher ionic strength, the electrostatic interaction is strongly screened and is equivalent to an effective excluded volume. The overcompensated charge is then proportional to the bare surface charge. These results provide a theoretical basis to explain the formation of the polyelectrolyte multilayers that have been made by successive adsorption of polyelectrolyte layers of opposite signs.

Fluid membranes in hydrodynamic flow fields: Formalism and an application to fluctuating quasispherical vesicles in shear flow

Abstract: The dynamics of a single fluid bilayer membrane in an external hydrodynamic flow field is considered. The deterministic equation of motion for the configuration is derived taking into account both viscous dissipation in the surrounding liquid and local incompressibility of the membrane. For quasi-spherical vesicles in shear flow, thermal fluctuations can be incorporated in a Langevin-type equation of motion for the deformation amplitudes. The solution to this equation shows an overdamped oscillatory approach to a stationary tanktreading shape. Inclination angle and ellipticity of the contour are determined as a function of excess area and shear rate. Comparisons to numerical results and experiments are discussed.

Wetting of phospholipid membranes on hydrophilic surfaces - Concepts towards self-healing membranes

Abstract: We report on the wetting behavior of phospholipid membranes on solid surfaces immersed in aqueous solution. Using fluorescence microscopy, the spreading velocity of fluid bilayers advancing from a lipid source is investigated. The kinetic spreading coefficient was measured as a function of temperature for pure DMPC membranes and as a function of charge density and cholesterol content for binary membranes. A theoretical model for the membrane flow is presented, which takes into account the liquid crystalline bilayer architecture of the lipid membrane. The spreading power results from the membrane-solid VdW interaction and is dissipated in hydrodynamic shear flow as well as by inter-monolayer friction within the bilayer. The frictional drag causes a dynamic tension gradient in the spreading membrane, which is manifested by a single exponential decay of the fluorescence intensity profile along the spreading direction. Obstacles are shown to act as pinning centers deforming the advancing line interface. However, no depinning was observed, since the centers are circumflown without abrupt relaxation.

On the validity of Hertz contact law for granular material acoustics

Abstract: We discuss the acoustical behavior of a 1D model of granular medium, which is a chain of identical spherical beads. In this geometry, we are able to test quantitatively alternative models to the Hertz theory of contact between elastic solids. We compare the predictions of the different models to experimental results that concern linear sound wave propagation in the chain submitted to a static force, and nonlinear solitary wave propagation in an unconstrained chain. We use elastic, elastic-plastic and brittle materials, the beads roughness extends on one order of magnitude, and we also use oxidized metallic beads. We demonstrate experimentally that at low static forces, for all types of beads, the linear acoustic waves propagate in the system as predicted by Hertz's theory. At larger forces, after onset of permanent plastic deformation at the contacts, the brass beads exhibit non Hertzian behavior, and hysteresis. Except in the case of brass beads, the nonlinear waves follow the predictions of Hertz theory.

A generalized spin model of financial markets

Abstract: We reformulate the Cont-Bouchaud model of financial markets in terms of classical “super-spins” where the spin value is a measure of the number of individual traders represented by a portfolio manager of an investment agency We then extend this simplified model by switching on interactions among the super-spins to model the tendency of agencies getting influenced by the opinion of other managers We also introduce a fictitious temperature (to model other random influences), and time-dependent local fields to model a slowly changing optimistic or pessimistic bias of traders We point out close similarities between the price variations in our model with N super-spins and total displacements in an N-step Levy flight We demonstrate the phenomena of natural and artificially created bubbles and subsequent crashes as well as the occurrence of “fat tails” in the distributions of stock price variations

Self-Assembled Monolayers as Interfaces for Organic Opto-electronic Devices

Abstract: Charge injection into an organic semiconductor can be improved by using a self-assembled monolayer of functionalized molecules grafted on the electrode. This new interface can be designed in order to reduce the Schottky barrier between the conductive electrode and the organic semiconductor. The polarizability of the molecules involved can also be chosen in order to increase the adhesion of the molecular semiconductor onto the electrode. We present Kelvin Probe experiments and saturated photovoltage measurements performed on a number of such derivatized electrodes. They permit a quantitative description of the potential shifts due to the self-assembled monolayers which are related to the electrical dipoles of the individual molecules constituting them. When conjugated sites contributing to the band states of the organic semiconductor are placed too close to the electrode in the negative part of the image-force potential, two new effects unfavorable to charge injection can appear. We demonstrate that it is convenient to separate the attachment group of the molecule from the conjugated core by a spacer of non-conjugated sites in order to reduce these undesirable effects.

Free energy of closed membrane with anisotropic inclusions

Abstract: Phospholipid membrane forming a closed surface and decorated with anisotropic inclusions is considered. The inclusions are free to redistribute laterally over the membrane and to orient in the plane of the membrane according to the local membrane curvature. A phenomenological expression for the energy of the interaction between an inclusion and local curvature of the surrounding membrane is proposed. Considering this single-inclusion energy, and assuming thermodynamic equilibrium, the free energy of the inclusions, and the consistently related lateral and orientational distributions of the inclusions are obtained using statistical mechanical methods. For a vesicle shape with given surface area, enclosed volume, and total amount of inclusions, the free energy is in general given in a nonlocal form (i.e. it can not be expressed as an integral of its area density over the membrane area). The limits of weak and strong orientational ordering are considered. Specifically, it is shown that in the shape sequence representing the formation of an exovesicle the effect of the membrane curvature on the orientation of the inclusions may stabilize the shape where the exovesicle and the cell are connected by a narrow neck.

Weak surface energy in nematic dispersions: Saturn ring defects and quadrupolar interactions

Abstract: The role of surface energy in the behavior of colloidal particles in liquid crystalline phases is investigated. When the surface energy dominates, a hedgehog defect is formed and, according to an electrostatic analogy, the distortions around the particles exhibit a dipolar character. By contrast, for weaker anchoring, the configuration becomes quadrupolar as evidenced by the structure of latex clusters in lyotropic systems and the observation of defects reminiscent of Saturn rings in thermotropic systems.

Lévy-flight spreading of epidemic processes leading to percolating clusters

Abstract: We consider two stochastic processes, the Gribov process and the general epidemic process, that describe the spreading of an infectious disease In contrast to the usually assumed case of short-range infections that lead, at the critical point, to directed and isotropic percolation respectively, we consider long-range infections with a probability distribution decaying in d dimensions with the distance as \(\) By means of Wilson's momentum shell renormalization-group recursion relations, the critical exponents characterizing the growing fractal clusters are calculated to first order in an \(\)-expansion It is shown that the long-range critical behavior changes continuously to its short-range counterpart for a decay exponent of the infection \(\)

N-body study of anisotropic membrane inclusions: Membrane mediated interactions and ordered aggregation

Abstract: We study the collective behavior of inclusions inducing local anisotropic curvatures in a flexible fluid membrane. The N-body interaction energy for general anisotropic inclusions is calculated explicitly, including multi-body interactions. Long-range attractive interactions between inclusions are found to be sufficiently strong to induce aggregation. Monte Carlo simulations show a transition from compact clusters to aggregation on lines or circles. These results might be relevant to proteins in biological membranes or colloidal particles bound to surfactant membranes.

Förster energy transfer from a semiconductor quantum well to an organic material overlayer

Abstract: We predict an efficient electronic energy transfer from an excited semiconductor quantum well to optically active organic molecules of the nearby medium (substrate and/or overlayer). The energy transfer mechanism is of the Forster type and, at semiconductor-organic distances of about 50 A, can easily be as fast as 10-100 ps, which is about an order of magnitude shorter than the effective exciton lifetime in an isolated quantum well. In such conditions, the Wannier-Mott exciton luminescence is quenched and the organic luminescence is efficiently turned on. We consider both free as well as localized quantum well excitons discussing the dependence of the energy transfer rate on temperature and localization length. A similar mechanism for the non-radiative energy transfer to the organic overlayer molecules from unbound electron-hole pairs excited in the 2D continuum is shown to be much less competitive with respect to other relaxation channels inside the inorganic quantum well (in particular, 2D exciton formation).

Phase transitions of fluids confined in porous silicon : A differential calorimetry investigation

Abstract: The phase transitions of non-polar organic fluids and of water, confined in the pores of porous silicon samples, were investigated by Differential Scanning Calorimetry (DSC). Two types of PS samples (p- and p+ type) with different pore size and morphology were used (with spherical pores with a radius of about 1.5 nm and cylindrical shape with a radius of about 4 nm respectively). The DSC results clearly show that the smaller the pores are, the larger is the decrease in the transition temperature. Moreover, a larger hysteresis between melting and freezing is observed for p+ type than for p- type samples. A critical review of the thermodynamical properties of small particles and confined fluids is presented and used to interpret and discuss our DSC results. The effects of the chemical dissolution as well as the influence of anodization time are presented, showing that thick p+ type porous silicon layers are non-homogeneous. The DSC technique which was used for the first time to investigate fluids confined in porous silicon, enables us to deduce original information, such as the pore size distribution, the decrease in the freezing temperature of confined water, and the thickness of non-freezing liquid layer at the pore wall surface.

Inelastic neutron scattering study of the relaxor ferroelectric PbMg1/3Nb2/3O3 at high temperatures

Abstract: Results of inelastic neutron scattering experiments between 300 K and 900 K on the relaxor ferroelectric PbMg1/3Nb2/3O3 are presented. Within a mode-coupling analysis the data are consistent with the observation of a strongly damped quasi-optic excitation. It is demonstrated that below T d ≈ 650 K a dynamical crossover takes place manifesting itself by a narrow central peak. This crossover is accompanied by the appearance of strong damping of the transverse acoustic phonons, with the damping constant proportional to q 4. Different physical models of the crossover are discussed.

Quantitative study of laterally inhomogeneous wetting films

Abstract: Based on a microscopic density functional theory we calculate the internal structure of the three-phase contact line between liquid, vapor, and a confining wall as well as the morphology of liquid wetting films on a substrate exhibiting a chemical step. We present a refined numerical analysis of the nonlocal density functional which describes the interface morphologies and the corresponding line tensions. These results are compared with those predicted by a more simple phenomenological interface displacement model. Except for the case that the interface exhibits large curvatures, we find that the interface displacement model provides a quantitatively reliable description of the interfacial structures.

Low q-moment multifractal analysis of Gold price, Dow Jones Industrial Average and BGL-USD exchange rate

Abstract: An estimate of the low q-moment values of the assumed multifractal spectrum of Gold price, Dow Jones Industrial Average (DJIA) and Bulgarian Lev - USA Dollar (BGL-USD) exchange rate over a 6 1/2 year time span has been made. The findings can be compared to the analysis made on 23 foreign currency exchange rates by Vandewalle and Ausloos but there is a clear indication of some differences. Comparison to fractional Brownian motion is made. The analysis shows that these three financial data are not likely fractal but rather multifractal indeed.

Shear banding instability in wormlike micellar solutions

Abstract: Using NMR velocimetry and mechanical measurements we study the flow dynamics, within a cone-and-plate rheometer, of the wormlike micelle system, cetylpyridinium chloride/sodium salicylate (CPyCl/NaSal) at 100 mM/60 mM concentration in distilled water. Depending on precise conditions within the system, two classes of behaviour are observed, one in which the boundary between different shear rate phases fluctuates rapidly (on the order of tens of milliseconds) and one in which it migrates slowly with a time constant of many seconds. These modes of behaviour may depend on minor solution impurities, which presumably affect the detailed constitutive properties, but also on the externally applied shear rate within a given system. We argue that the slow migrations are governed by stress relaxation effects while the rapid migrations are flow driven and arise from interfacial instability.

Diffraction by finite-size crystalline bundles of single wall nanotubes

Abstract: We calculate the diffraction spectrum of finite-size crystalline bundles of single wall carbon nanotubes (SWNT). The general profile of the spectrum as well as the width and position of the (1 0) diffraction peaks of the 2-D lattice of bundles depend on the tubes symmetry, distribution of tubes diameters and diameter of the bundles. Consequently, any attempt to derive the mean-diameter of the tubes from a diffraction spectrum requires to consider the diameters distribution of the tubes and the size of the bundles. Experimental diffraction profiles of various single wall nanotubes samples are well fitted by the calculated spectra.

Double-exchange model: phase separation versus canted spins

Abstract: We study the competition between different possible ground states of the double-exchange model with strong ferromagnetic exchange interaction between itinerant electrons and local spins. Both for classical and quantum treatment of the local spins the homogeneous canted state is shown to be unstable against a phase separation. The conditions for the phase separation into the mixture of the antiferromagnetic and ferromagnetic/canted states are given. We also discuss another possible realization of the phase-separated state: ferromagnetic polarons embedded into an antiferromagnetic surrounding. The general picture of a percolated state, which emerges from these considerations, is discussed and compared with results of recent experiments on doped manganaties.

Undulation instability of lamellar phases under shear: A mechanism for onion formation?

Abstract: We consider a lamellar phase of bilayer membranes held between two parallel plates and subject to a steady shear. Accounting for the coupling with the shear flow of the short wavelength undulation modes that are responsible for the membrane excess area, we argue that the flow generates an effective force which acts to reduce the excess area. From the viewpoint of the macroscopic lamellar whose geometric dimensions are fixed, this force translates into an effective lateral pressure. At low shear rates $\dot \gamma$ this pressure is balanced by the elastic restoring forces of the lamellar. Above a critical shear rate $\dot \gamma _c \sim d^{ - 5/2} D^{ - 1/2}$ , where d is the interlayer distance and D is the gap spacing, the lamellar buckles into a harmonic shape modulation, and we predict its wavelength λc and amplitude U o. We show that our model is isomorphic to a dilative strain, which is known to induce a similar buckling (undulation) instability. Indeed, at threshold the wavelength is $\lambda _c \sim \sqrt {Dd}$ and is identical in both cases. Using a non-linear analysis, we discuss how the wavelength and amplitude vary with shear rate away from the threshold. For $\dot \gamma \gg \dot \gamma _c$ we find $\lambda _c \sim \dot \gamma ^{ - 1/3}$ and $U_o \sim \dot \gamma ^{2/3}$ . We then focus on the coupling of the buckling modulation itself with the flow, and obtain a criterion for the limit of its stability. Motivated by experiments of D. Roux and coworkers, we assume that at this limit of stability the lamellar breakups into “onion”-like, multilamellar, vesicles. The critical shear rate $\dot \gamma *$ for the formation of onions is predicted to scale as $\dot \gamma * \sim \dot \gamma _c \sim d^{ - 5/2} D^{ - 1/2}$ . The scaling with d is consistent with available experimental data.

The Nagel-Schreckenberg model revisited

Abstract: The Nagel-Schreckenberg model is a simple cellular automaton for a realistic description of single-lane traffic on highways. For the case υmax=1 the properties of the stationary state can be obtained exactly. For the more relevant case υmax > 1, however, one has to rely on Monte Carlo simulations or approximative methods. Here we study several analytical approximations and compare with the results of computer simulations. The role of the braking parameter p is emphasized. It is shown how the local structure of the stationary state depends on the value of p. This is done by combining the results of computer simulations with those of the approximative methods.

Possible nucleation of a 2D superconducting phase on WO single crystals surface doped with Na

Abstract: WO3 crystals with a surface composition of Na0.05WO3 were grown. These crystals exhibit a sharp diamagnetic step in magnetization at 91 K, and a magnetic hysteresis below this temperature. As the temperature is lowered below 100 K in transport measurements, a sharp metal to insulator transition is observed, this is followed by a sharp decrease in the resistivity when the temperature is lowered to about 90 K. When the surface of the crystals was covered by gold the depth of the diamagnetic step had decreased considerably. These results indicate a possible nucleation of a superconducting phase on the surface of these crystals. This is a non cuprate system exhibiting a critical temperature in the HTS range.

Continuous transformations of cubic minimal surfaces

Abstract: Although the primitive (P), diamond (D) and gyroid (G) minimal surfaces form the structural basis for a multitude of self-assembling phases, such as the bicontinuous cubics, relatively little is known regarding their geometrical transformations, beyond the existence of the Bonnet isometry. Here their highest symmetry deformation modes, the rhombohedral and tetragonal distortions, are fully elucidated to provide a unified description of these simplest minimal surface families, with all quantities expressed in terms of complete elliptic integrals. The rhombohedral distortions of the gyroid are found to merge continuously with those which bridge the P and D surfaces, furnishing direct transformations between all three cubics, preserving both topology and zero mean curvature throughout. The tetragonal distortions behave analogously, offering an alternative route from the gyroid to the D surface. The cell axis ratios, surface areas and Gaussian curvature moments of all families are given, supplying the necessary geometrical input to a curvature energy description of cubic and intermediate phase stability.