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We analyze the multifractal spectra of daily foreign exchange rates for Japan, Hong-Kong, Korea, and Thailand with respect to the United States Dollar from 1991 to 2005. We find that the return time series show multifractal spectrum features for all four cases. To observe the effect of the Asian currency crisis, we also estimate the multifractal spectra of limited series before and after the crisis. We find that the Korean and Thai foreign exchange markets experienced a significant increase in multifractality compared to Hong-Kong and Japan. We also show that the multifractality is stronge related to the presence of high values of returns in the series.
58 - Sang Hoon Oh 2015
Using self-consistent three-dimensional (3D) N-body simulations, we investigate the physical properties of non-axisymmetric features in a disk galaxy created by a tidal interaction with its companion. The primary galaxy consists of a stellar disk, a bugle, and a live halo, corresponding to Milky-Way type galaxies, while the companion is represented by a halo alone. We vary the companion mass and the pericenter distance to explore situations with differing tidal strength parameterized by either the relative tidal force P or the relative imparted momentum S. We find that the formation of a tidal tail in the outer parts requires P > 0.05 or S > 0.07. A stronger interaction results in a stronger, less wound tail that forms earlier. Similarly, a stronger tidal forcing produces stronger, more loosely wound spiral arms in the inner parts. The arms are approximately logarithmic in shape, with both amplitude and pitch angle decaying with time. The derived pattern speed decreases with radius and is close to the Omega-kappa/2 curve at late time, with Omega and kappa denoting the angular and epicycle frequencies, respectively. This suggests that the tidally-induced spiral arms are most likely kinematic density waves weakly modified by self-gravity. Compared to the razor-thin counterparts, arms in the 3D models are weaker, have a smaller pitch angle, and wind and decay more rapidly. The 3D density structure of the arms is well described by the concentrated and sinusoidal models when the arms are in the nonlinear and linear regimes, respectively. We demonstrate that dynamical friction between interacting galaxies transfers the orbital angular momentum of one galaxy to the spin angular momentum of the companion halo.
We have newly identified a substantial number of type 1 active galactic nuclei (AGN) featuring weak broad-line regions (BLRs) at z < 0.2 from detailed analysis of galaxy spectra in the Sloan Digital Sky Survey Data Release 7. These objects predominan tly show a stellar continuum but also a broad H-alpha emission line, indicating the presence of a low-luminosity AGN oriented so that we are viewing the central engine directly without significant obscuration. These accreting black holes have previously eluded detection due to their weak nature. The new BLR AGNs we found increased the number of known type 1 AGNs by 49%. Some of these new BLR AGNs were detected at the Chandra X-ray Observatory, and their X-ray properties confirm that they are indeed type 1 AGN. Based on our new and more complete catalogue of type 1 AGNs, we derived the type 1 fraction of AGNs as a function of [OIII] 5007 emission luminosity and explored the possible dilution effect on the obscured AGN due to star-formation. The new type 1 AGN fraction shows much more complex behavior with respect to black hole mass and bolometric luminosity than suggested by the existing receding torus model. The type 1 AGN fraction is sensitive to both of these factors, and there seems to be a sweet spot (ridge) in the diagram of black hole mass and bolometric luminosity. Furthermore, we present a hint that the Eddington ratio plays a role in determining the opening angles.
57 - Sang-Sung Lee 2015
We report results of the performance evaluation of a new hardware correlator in Korea, the Daejeon correlator, developed by the Korea Astronomy and Space Science Institute (KASI) and the National Astronomical Observatory of Japan (NAOJ). We conducted Very Long Baseline Interferometry (VLBI) observations at 22~GHz with the Korean VLBI Network (KVN) in Korea and the VLBI Exploration of Radio Astrometry (VERA) in Japan, and correlated the aquired data with the Daejeon correlator. For evaluating the performance of the new hardware correlator, we compared the correlation outputs from the Daejeon correlator for KVN observations with those from a software correlator, the Distributed FX (DiFX). We investigated the correlated flux densities and brightness distributions of extragalactic compact radio sources. The comparison of the two correlator outputs show that they are consistent with each other within $<8%$, which is comparable with the amplitude calibration uncertainties of KVN observations at 22~GHz. We also found that the 8% difference in flux density is caused mainly by (a) the difference in the way of fringe phase tracking between the DiFX software correlator and the Daejeon hardware correlator, and (b) an unusual pattern (a double-layer pattern) of the amplitude correlation output from the Daejeon correlator. The visibility amplitude loss by the double-layer pattern is as small as 3%. We conclude that the new hardware correlator produces reasonable correlation outputs for continuum observations, which are consistent with the outputs from the DiFX software correlator.
The ultimate value of theories of the fundamental mechanisms comprising the asset price in financial systems will be reflected in the capacity of such theories to understand these systems. Although the models that explain the various states of financ ial markets offer substantial evidences from the fields of finance, mathematics, and even physics to explain states observed in the real financial markets, previous theories that attempt to fully explain the complexities of financial markets have been inadequate. In this study, we propose an artificial double auction market as an agent-based model approach to study the origin of complex states in the financial markets, characterizing important parameters with an investment strategy that can cover the dynamics of the financial market. The investment strategy of chartist traders after market information arrives should reduce market stability originating in the price fluctuations of risky assets. However, fundamentalist traders strategically submit orders with a fundamental value and, thereby stabilize the market. We construct a continuous double auction market and find that the market is controlled by a fraction of chartists, P_{c}. We show that mimicking real financial markets state, which emerges in real financial systems, is given between approximately P_{c} = 0.40 and P_{c} = 0.85, but that mimicking the efficient market hypothesis state can be generated in a range of less than P_{c} = 0.40. In particular, we observe that the mimicking market collapse state created in a value greater than P_{c} = 0.85, in which a liquidity shortage occurs, and the phase transition behavior is P_{c} = 0.85.
The $bar{K} + N to K + Xi$ reaction is studied for center-of-momentum energies ranging from threshold to 3 GeV in an effective Lagrangian approach that includes the hyperon $s$- and $u$-channel contributions as well as a phenomenological contact ampl itude. The latter accounts for the rescattering term in the scattering equation and possible short-range dynamics not included explicitly in the model. Existing data are well reproduced and three above-the-threshold resonances were found to be required to describe the data, namely, the $Lambda(1890)$, $Sigma(2030)$, and $Sigma(2250)$. For the latter resonance we have assumed the spin-parity of $J^P=5/2^-$ and a mass of 2265 MeV. The $Sigma(2030)$ resonance is crucial in achieving a good reproduction of not only the measured total and differential cross sections, but also the recoil polarization asymmetry. More precise data are required before a more definitive statement can be made about the other two resonances, in particular, about the $Sigma(2250)$ resonance that is introduced to describe a small bump structure observed in the total cross section of $K^- + p to K^+ + Xi^-$. The present analysis also reveals a peculiar behavior of the total cross section data in the threshold energy region in $K^- + p to K^+ + Xi^-$, where the $P$- and $D$-waves dominate instead of the usual $S$-wave. Predictions for the target-recoil asymmetries of the $bar{K} + N to K + Xi$ reaction are also presented.
We present high-resolution rotation curves and mass models of 26 dwarf galaxies from LITTLE THINGS. LITTLE THINGS is a high-resolution Very Large Array HI survey for nearby dwarf galaxies in the local volume within 11 Mpc. The rotation curves of the sample galaxies derived in a homogeneous and consistent manner are combined with Spitzer archival 3.6 micron and ancillary optical U, B, and V images to construct mass models of the galaxies. We decompose the rotation curves in terms of the dynamical contributions by baryons and dark matter halos, and compare the latter with those of dwarf galaxies from THINGS as well as Lambda CDM SPH simulations in which the effect of baryonic feedback processes is included. Being generally consistent with THINGS and simulated dwarf galaxies, most of the LITTLE THINGS sample galaxies show a linear increase of the rotation curve in their inner regions, which gives shallower logarithmic inner slopes alpha of their dark matter density profiles. The mean value of the slopes of the 26 LITTLE THINGS dwarf galaxies is alpha =-0.32 +/- 0.24 which is in accordance with the previous results found for low surface brightness galaxies (alpha = -0.2 +/- 0.2) as well as the seven THINGS dwarf galaxies (alpha =-0.29 +/- 0.07). However, this significantly deviates from the cusp-like dark matter distribution predicted by dark-matter-only Lambda CDM simulations. Instead our results are more in line with the shallower slopes found in the Lambda CDM SPH simulations of dwarf galaxies in which the effect of baryonic feedback processes is included. In addition, we discuss the central dark matter distribution of DDO 210 whose stellar mass is relatively low in our sample to examine the scenario of inefficient supernova feedback in low mass dwarf galaxies predicted from recent Lambda SPH simulations of dwarf galaxies where central cusps still remain.
228 - Sixia Yu , C.H. Oh 2015
By incorporating the asymmetry of local protocols, i.e., some party has to start with a nontrivial measurement, into an operational method of detecting the local indistinguishability proposed by Horodecki {it et al.} [Phys.Rev.Lett. 90 047902 (2003)] , we derive a computable criterion to efficiently detect the local indistinguishability of maximally entangled states. Locally indistinguishable sets of $d$ maximally entangled states in a $dotimes d$ system are systematically constructed for all $dge 4$ as an application. Furthermore, by exploiting the fact that local protocols are necessarily separable, we explicitly construct small sets of $k$ locally indistinguishable maximally entangled states with the ratio $k/d$ approaching 3/4. In particular, in a $dotimes d$ system with even $dge 6$, there always exist $d-1$ maximally entangled states that are locally indistinguishable by separable measurements.
Cutting-edge research in the band engineering of nanowires at the ultimate fine scale is related to the minimum scale of a nanowire-based device. The fundamental issue at the subnanometre scale is whether angle-resolved photoemission spectroscopy (AR PES) can be used to directly measure the momentum-resolved electronic structure of a single wire because of the difficulty associated with assembling single wire into an ordered array for such measurements. Here, we demonstrated that the one-dimensional (1D) confinement of electrons, which are transferred from external dopants, within a single subnanometre-scale wire (subnanowire) could be directly measured using ARPES. Convincing evidence of 1D electron confinement was obtained using two different gold subnanowires with characteristic single metallic bands that were alternately and spontaneously ordered on a stepped silicon template, Si(553). Noble metal atoms were adsorbed at room temperature onto the gold subnanowires while maintaining the overall structure of the wires. Only one type of gold subnanowires could be controlled using external noble metal dopants without transforming the metallic band of the other type of gold subnanowires. This result was confirmed by scanning tunnelling microscopy experiments and first-principles calculations. The selective control clearly showed that externally doped electrons could be confined within a single gold subnanowire. This experimental evidence was used to further investigate the effects of the disorder induced by external dopants on a single subnanowire using ARPES.
We construct Holstein-Primakoff Hamiltonian for magnons in arbitrary slowly varying spin background, for a microscopic spin Hamiltonian consisting of ferromagnetic spin exchange,Dzyaloshinskii-Moriya exchange, and the Zeeman term. The Gross-Pitaevski i-type equation for magnon dynamics contains several background gauge fields pertaining to local spin chirality, inhomogeneous potential, and anomalous scattering that violates the boson number conservation. Non-trivial corrections to previous formulas derived in the literature are given. Subsequent mapping to hydrodynamic fields yields the continuity equation and the Euler equation of the magnon fluid dynamics. Magnon wave scattering off a localized Skyrmion is examined numerically based on our Gross-Pitaevskii formulation. Dependence of the effective flux experienced by the impinging magnon on the Skyrmion radius is pointed out, and compared with analysis of the same problem using the Landau-Lifshitz-Gilbert equation.
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