No Arabic abstract
Using numerical simulations of a simple sea-coast mechanical erosion model, we investigate the effect of spatial long-range correlations in the lithology of coastal landscapes on the fractal behavior of the corresponding coastlines. In the model, the resistance of a coast section to erosion depends on the local lithology configuration as well as on the number of neighboring sea sides. For weak sea forces, the sea is trapped by the coastline and the eroding process stops after some time. For strong sea forces erosion is perpetual. The transition between these two regimes takes place at a critical sea force, characterized by a fractal coastline front. For uncorrelated landscapes, we obtain, at the critical value, a fractal dimension D=1.33, which is consistent with the dimension of the accessible external perimeter of the spanning cluster in two-dimensional percolation. For sea forces above the critical value, our results indicate that the coastline is self-affine and belongs to the Kardar-Parisi-Zhang universality class. In the case of landscapes generated with power-law spatial long-range correlations, the coastline fractal dimension changes continuously with the Hurst exponent H, decreasing from D=1.34 to 1.04, for H=0 and 1, respectively. This nonuniversal behavior is compatible with the multitude of fractal dimensions found for real coastlines.
In this paper we first analyzed the inductive bias underlying the data scattered across complex free energy landscapes (FEL), and exploited it to train deep neural networks which yield reduced and clustered representation for the FEL. Our parametric method, called Information Distilling of Metastability (IDM), is end-to-end differentiable thus scalable to ultra-large dataset. IDM is also a clustering algorithm and is able to cluster the samples in the meantime of reducing the dimensions. Besides, as an unsupervised learning method, IDM differs from many existing dimensionality reduction and clustering methods in that it neither requires a cherry-picked distance metric nor the ground-true number of clusters, and that it can be used to unroll and zoom-in the hierarchical FEL with respect to different timescales. Through multiple experiments, we show that IDM can achieve physically meaningful representations which partition the FEL into well-defined metastable states hence are amenable for downstream tasks such as mechanism analysis and kinetic modeling.
We apply a simple trading strategy for various time series of real and artificial stock prices to understand the origin of fractality observed in the resulting profit landscapes. The strategy contains only two parameters $p$ and $q$, and the sell (buy) decision is made when the log return is larger (smaller) than $p$ ($-q$). We discretize the unit square $(p, q) in [0, 1] times [0, 1]$ into the $N times N$ square grid and the profit $Pi (p, q)$ is calculated at the center of each cell. We confirm the previous finding that local maxima in profit landscapes are scattered in a fractal-like fashion: The number M of local maxima follows the power-law form $M sim N^{a}$, but the scaling exponent $a$ is found to differ for different time series. From comparisons of real and artificial stock prices, we find that the fat-tailed return distribution is closely related to the exponent $a approx 1.6$ observed for real stock markets. We suggest that the fractality of profit landscape characterized by $a approx 1.6$ can be a useful measure to validate time series model for stock prices.
For a family of logistic-like maps, we investigate the rate of convergence to the critical attractor when an ensemble of initial conditions is uniformly spread over the entire phase space. We found that the phase space volume occupied by the ensemble W(t) depicts a power-law decay with log-periodic oscillations reflecting the multifractal character of the critical attractor. We explore the parametric dependence of the power-law exponent and the amplitude of the log-periodic oscillations with the attractors fractal dimension governed by the inflexion of the map near its extremal point. Further, we investigate the temporal evolution of W(t) for the circle map whose critical attractor is dense. In this case, we found W(t) to exhibit a rich pattern with a slow logarithmic decay of the lower bounds. These results are discussed in the context of nonextensive Tsallis entropies.
For a family of logistic-like maps, we investigate the rate of convergence to the critical attractor when an ensemble of initial conditions is uniformly spread over the entire phase space. We found that the phase space volume occupied by the ensemble $W(t)$ depicts a power-law decay with log-periodic oscillations reflecting the multifractal character of the critical attractor. We explore the parametric dependence of the power-law exponent and the amplitude of the log-periodic oscillations with the attractors fractal dimension governed by the inflexion of the map near its extremal point. Further, we investigate the temporal evolution of $W(t)$ for the circle map whose critical attractor is dense. In this case, we found $W(t)$ to exhibit a rich pattern with a slow logarithmic decay of the lower bounds. These results are discussed in the context of non-extensive Tsallis entropies.
One of the most challenging and frequently arising problems in many areas of science is to find solutions of a system of multivariate nonlinear equations. There are several numerical methods that can find many (or all if the system is small enough) solutions but they each exhibit characteristic problems. Moreover, traditional methods can break down if the system contains singular solutions. Here, we propose an efficient implementation of Newton homotopies, which can sample a large number of the stationary points of complicated many-body potentials. We demonstrate how the procedure works by applying it to the nearest-neighbor $phi^4$ model and atomic clusters.