Search results for: Bianchi type-I cosmological model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 16253

Search results for: Bianchi type-I cosmological model

16253 On Bianchi Type Cosmological Models in Lyra’s Geometry

Authors: R. K. Dubey

Abstract:

Bianchi type cosmological models have been studied on the basis of Lyra’s geometry. Exact solution has been obtained by considering a time dependent displacement field for constant deceleration parameter and varying cosmological term of the universe. The physical behavior of the different models has been examined for different cases.

Keywords: Bianchi type-I cosmological model, variable gravitational coupling, cosmological constant term, Lyra's model

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16252 Bianchi Type- I Viscous Fluid Cosmological Models with Stiff Matter and Time Dependent Λ- Term

Authors: Rajendra Kumar Dubey

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Einstein’s field equations with variable cosmological term Λ are considered in the presence of viscous fluid for Bianchi type I space time. Exact solutions of Einstein’s field equations are obtained by assuming cosmological term Λ Proportional to (R is a scale factor and m is constant). We observed that the shear viscosity is found to be responsible for faster removal of initial anisotropy in the universe. The physical significance of the cosmological models has also been discussed.

Keywords: bianchi type, I cosmological model, viscous fluid, cosmological constant Λ

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16251 Bulk Viscous Bianchi Type V Cosmological Model with Time Dependent Gravitational Constant and Cosmological Constant in General Relativity

Authors: Reena Behal, D. P. Shukla

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In this paper, we investigate Bulk Viscous Bianchi Type V Cosmological Model with Time dependent gravitational constant and cosmological constant in general Relativity by assuming ξ(t)=ξ_(0 ) p^m where ξ_(0 ) and m are constants. We also assume a variation law for Hubble parameter as H(R) = a (R^(-n)+1), where a>0, n>1 being constant. Two universe models were obtained, and their physical behavior has been discussed. When n=1 the Universe starts from singular state whereas when n=0 the cosmology follows a no singular state. The presence of bulk viscosity increase matter density’s value.

Keywords: Bulk Viscous Bianchi Type V Cosmological Model, hubble constants, gravitational constant, cosmological constants

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16250 Particle and Photon Trajectories near the Black Hole Immersed in the Nonstatic Cosmological Background

Authors: Elena M. Kopteva, Pavlina Jaluvkova, Zdenek Stuchlik

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The question of constructing a consistent model of the cosmological black hole remains to be unsolved and still attracts the interest of cosmologists as far as it is important in a wide set of research problems including the problem of the black hole horizon dynamics, the problem of interplay between cosmological expansion and local gravity, the problem of structure formation in the early universe etc. In this work, the model of the cosmological black hole is built on the basis of the exact solution of the Einstein equations for the spherically symmetric inhomogeneous dust distribution in the approach of the mass function use. Possible trajectories for massive particles and photons near the black hole immersed in the nonstatic dust cosmological background are investigated in frame of the obtained model. The reference system of distant galaxy comoving to cosmological expansion combined with curvature coordinates is used, so that the resulting metric becomes nondiagonal and involves both proper ‘cosmological’ time and curvature spatial coordinates. For this metric the geodesic equations are analyzed for the test particles and photons, and the respective trajectories are built.

Keywords: exact solutions for Einstein equations, Lemaitre-Tolman-Bondi solution, cosmological black holes, particle and photon trajectories

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16249 The Generalized Lemaitre-Tolman-Bondi Solutions in Modeling the Cosmological Black Holes

Authors: Elena M. Kopteva, Pavlina Jaluvkova, Zdenek Stuchlik

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In spite of the numerous attempts to close the discussion about the influence of cosmological expansion on local gravitationally bounded systems, this question arises in literature again and again and remains still far from its final resolution. Here one of the main problems is the problem of obtaining a physically adequate model of strongly gravitating object immersed in non-static cosmological background. Such objects are usually called ‘cosmological’ black holes and are of great interest in wide set of cosmological and astrophysical areas. In this work the set of new exact solutions of the Einstein equations is derived for the flat space that generalizes the known Lemaitre-Tolman-Bondi solution for the case of nonzero pressure. The solutions obtained are pretending to describe the black hole immersed in nonstatic cosmological background and give a possibility to investigate the hot problems concerning the effects of the cosmological expansion in gravitationally bounded systems, the structure formation in the early universe, black hole thermodynamics and other related problems. It is shown that each of the solutions obtained contains either the Reissner-Nordstrom or the Schwarzschild black hole in the central region of the space. It is demonstrated that the approach of the mass function use in solving of the Einstein equations allows clear physical interpretation of the resulting solutions, that is of much benefit to any their concrete application.

Keywords: exact solutions of the Einstein equations, cosmological black holes, generalized Lemaitre-Tolman-Bondi solutions, nonzero pressure

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16248 Classification of Cosmological Wormhole Solutions in the Framework of General Relativity

Authors: Usamah Al-Ali

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We explore the effect of expanding space on the exoticity of the matter supporting a traversable Lorentzian wormhole of zero radial tide whose line element is given by ds2 = dt^2 − a^2(t)[ dr^2/(1 − kr2 −b(r)/r)+ r2dΩ^2 in the context of General Relativity. This task is achieved by deriving the Einstein field equations for anisotropic matter field corresponding to the considered cosmological wormhole metric and performing a classification of their solutions on the basis of a variable equations of state (EoS) of the form p = ω(r)ρ. Explicit forms of the shape function b(r) and the scale factor a(t) arising in the classification are utilized to construct the corresponding energy-momentum tensor where the energy conditions for each case is investigated. While the violation of energy conditions is inevitable in case of static wormholes, the classification we performed leads to interesting solutions in which this violation is either reduced or eliminated.

Keywords: general relativity, Einstein field equations, energy conditions, cosmological wormhole

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16247 Covariance and Quantum Cosmology: A Comparison of Two Matter Clocks

Authors: Theodore Halnon, Martin Bojowald

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In relativity, time is relative between reference frames. However, quantum mechanics requires a specific time coordinate in order to write an evolution equation for wave functions. This difference between the two theories leads to the problem of time in quantum gravity. One method to study quantum relativity is to interpret the dynamics of a matter field as a clock. In order to test the relationship between different reference frames, an isotropic cosmological model with two matter ingredients is introduced. One is given by a scalar field and one by vacuum energy or a cosmological constant. There are two matter fields, and thus two different Hamiltonians are derived from the respective clock rates. Semi-classical solutions are found for these equations and a comparison is made of the physical predictions that they imply.

Keywords: cosmology, deparameterization, general relativity, quantum mechanics

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16246 On the Dwindling Supply of the Observable Cosmic Microwave Background Radiation

Authors: Jia-Chao Wang

Abstract:

The cosmic microwave background radiation (CMB) freed during the recombination era can be considered as a photon source of small duration; a one-time event happened everywhere in the universe simultaneously. If space is divided into concentric shells centered at an observer’s location, one can imagine that the CMB photons originated from the nearby shells would reach and pass the observer first, and those in shells farther away would follow as time goes forward. In the Big Bang model, space expands rapidly in a time-dependent manner as described by the scale factor. This expansion results in an event horizon coincident with one of the shells, and its radius can be calculated using cosmological calculators available online. Using Planck 2015 results, its value during the recombination era at cosmological time t = 0.379 million years (My) is calculated to be Revent = 56.95 million light-years (Mly). The event horizon sets a boundary beyond which the freed CMB photons will never reach the observer. The photons within the event horizon also exhibit a peculiar behavior. Calculated results show that the CMB observed today was freed in a shell located at 41.8 Mly away (inside the boundary set by Revent) at t = 0.379 My. These photons traveled 13.8 billion years (Gy) to reach here. Similarly, the CMB reaching the observer at t = 1, 5, 10, 20, 40, 60, 80, 100 and 120 Gy are calculated to be originated at shells of R = 16.98, 29.96, 37.79, 46.47, 53.66, 55.91, 56.62, 56.85 and 56.92 Mly, respectively. The results show that as time goes by, the R value approaches Revent = 56.95 Mly but never exceeds it, consistent with the earlier statement that beyond Revent the freed CMB photons will never reach the observer. The difference Revert - R can be used as a measure of the remaining observable CMB photons. Its value becomes smaller and smaller as R approaching Revent, indicating a dwindling supply of the observable CMB radiation. In this paper, detailed dwindling effects near the event horizon are analyzed with the help of online cosmological calculators based on the lambda cold dark matter (ΛCDM) model. It is demonstrated in the literature that assuming the CMB to be a blackbody at recombination (about 3000 K), then it will remain so over time under cosmological redshift and homogeneous expansion of space, but with the temperature lowered (2.725 K now). The present result suggests that the observable CMB photon density, besides changing with space expansion, can also be affected by the dwindling supply associated with the event horizon. This raises the question of whether the blackbody of CMB at recombination can remain so over time. Being able to explain the blackbody nature of the observed CMB is an import part of the success of the Big Bang model. The present results cast some doubts on that and suggest that the model may have an additional challenge to deal with.

Keywords: blackbody of CMB, CMB radiation, dwindling supply of CMB, event horizon

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16245 The Evolution of the Simulated and Observed Star Formation Rates of Galaxies for the Past 13 Billion Years

Authors: Antonios Katsianis

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I present the evolution of the galaxy Star Formation Rate Function (SFRF), star formation rate-stellar mass relation (SFR-M*) and Cosmic Star Formation Rate Density (CSFRD) of z = 0-8 galaxies employing both the Evolution and Assembly of GaLaxies and their Environments (EAGLE) simulations and a compilation of UV, Ha, radio and IR data. While I present comparisons between the above, I evaluate the effect and importance of supernovae/active galactic nuclei feedback. The relation between the star formation rate and stellar mass of galaxies represents a fundamental constraint on galaxy formation, and has been studied extensively both in observations and cosmological hydrodynamic simulations. However, a tension between the above is reported in the literature. I present the evolution of the SFR-M* relation and demonstrate the inconsistencies between observations that are retrieved using different methods. I employ cosmological hydrodynamic simulations combined with radiative transfer methods and compare these with a range of observed data in order to investigate further the root of this tension. Last, I present insights about the scatter of the SFR-M* relation and investigate which mechanisms (e.g. feedback) drive its shape and evolution.

Keywords: cosmological simulations, galaxy formation and evolution, star formation rate, stellar masses

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16244 Isolated Iterating Fractal Independently Corresponds with Light and Foundational Quantum Problems

Authors: Blair D. Macdonald

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After nearly one hundred years of its origin, foundational quantum mechanics remains one of the greatest unexplained mysteries in physicists today. Within this time, chaos theory and its geometry, the fractal, has developed. In this paper, the propagation behaviour with an iteration of a simple fractal, the Koch Snowflake, was described and analysed. From an arbitrary observation point within the fractal set, the fractal propagates forward by oscillation—the focus of this study and retrospectively behind by exponential growth from a point beginning. It propagates a potentially infinite exponential oscillating sinusoidal wave of discrete triangle bits sharing many characteristics of light and quantum entities. The model's wave speed is potentially constant, offering insights into the perception and a direction of time where, to an observer, when travelling at the frontier of propagation, time may slow to a stop. In isolation, the fractal is a superposition of component bits where position and scale present a problem of location. In reality, this problem is experienced within fractal landscapes or fields where 'position' is only 'known' by the addition of information or markers. The quantum' measurement problem', 'uncertainty principle,' 'entanglement,' and the classical-quantum interface are addressed; these are a problem of scale invariance associated with isolated fractality. Dual forward and retrospective perspectives of the fractal model offer the opportunity for unification between quantum mechanics and cosmological mathematics, observations, and conjectures. Quantum and cosmological problems may be different aspects of the one fractal geometry.

Keywords: measurement problem, observer, entanglement, unification

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16243 A Cosmic Time Dilation Model for the Week of Creation

Authors: Kwok W. Cheung

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A scientific interpretation of creation reconciling the beliefs of six literal days of creation and a 13.7-billion-year-old universe currently perceived by most modern cosmologists is proposed. We hypothesize that the reference timeframe of God’s creation is associated with some cosmic time different from the earth's time. We show that the scale factor of earth time to cosmic time can be determined by the solution of the Friedmann equations. Based on this scale factor and some basic assumptions, we derive a Cosmic Time Dilation model that harmonizes the literal meaning of creation days and scientific discoveries with remarkable accuracy.

Keywords: cosmological expansion, time dilation, creation, genesis, relativity, Big Bang, biblical hermeneutics

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16242 Effect of the Tidal Charge Parameter on CMBR Temperature Anisotropies

Authors: Evariste Boj, Jan Schee

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We present the temperature anisotropy of the cosmic microwave background radiation due to the inhomogeneity region constructed on a 3-brane in the framework of a Randall-Sundrum one brane immersed into a 5D bulk $AdS_5$ spacetime. We employ the Brane-World Friedmann-Lemaitre-Robertson-Walker (FLRW) cosmological model to describe the cosmic expansion on the brane. The inhomogeneity is modeled by the static, spherically symmetric spacetime that replaces the spherically symmetric part of a dust-filled universe and is connected to the FLRW spacetime through the junction conditions. As the vacuum region expands it induces an additional frequency shift to a CMBR photon passing through this inhomogeneity in comparison to the case of a photon propagating through a pure FLRW spacetime. This frequency shift is associated with the effective temperature change of the CMBR in the corresponding direction. We give an estimate of the CMBR effective temperature changes with the change of the value of the tidal charge parameter.

Keywords: CMBR, Randall-Sundrum model, Rees-Sciama effect, Braneworld

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16241 Quantum Mechanics as a Branch of Black Hole Cosmology

Authors: U. V. S. Seshavatharam, S. Lakshminarayana

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In a unified approach observed cosmic red shift can be re-interpreted as an index of cosmological galactic atomic light emission phenomenon. By increasing the applications of Hubble volume in cosmology as well as in quantum physics, concepts of ‘Black Hole Cosmology’ can be well-confirmed. Clearly speaking ‘quantum mechanics’ can be shown to be a branch of ‘black hole cosmology’. In Big Bang Model, confirmation of all the observations directly depend on the large scale galactic distances that are beyond human reach and raise ambiguity in all respects. The subject of modern black hole physics is absolutely theoretical. Advantage of Black hole cosmology lies in confirming its validity through the ground based atomic and nuclear experimental results.

Keywords: Hubble volume, black hole cosmology, CMBR energy density, Planck’s constant, fine structure ratio, cosmic time, nuclear charge radius, unification

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16240 Solitons and Universes with Acceleration Driven by Bulk Particles

Authors: A. C. Amaro de Faria Jr, A. M. Canone

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Considering a scenario where our universe is taken as a 3d domain wall embedded in a 5d dimensional Minkowski space-time, we explore the existence of a richer class of solitonic solutions and their consequences for accelerating universes driven by collisions of bulk particle excitations with the walls. In particular it is shown that some of these solutions should play a fundamental role at the beginning of the expansion process. We present some of these solutions in cosmological scenarios that can be applied to models that describe the inflationary period of the Universe.

Keywords: solitons, topological defects, branes, kinks, accelerating universes in brane scenarios

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16239 A Model of the Universe without Expansion of Space

Authors: Jia-Chao Wang

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A model of the universe without invoking space expansion is proposed to explain the observed redshift-distance relation and the cosmic microwave background radiation (CMB). The main hypothesized feature of the model is that photons traveling in space interact with the CMB photon gas. This interaction causes the photons to gradually lose energy through dissipation and, therefore, experience redshift. The interaction also causes some of the photons to be scattered off their track toward an observer and, therefore, results in beam intensity attenuation. As observed, the CMB exists everywhere in space and its photon density is relatively high (about 410 per cm³). The small average energy of the CMB photons (about 6.3×10⁻⁴ eV) can reduce the energies of traveling photons gradually and will not alter their momenta drastically as in, for example, Compton scattering, to totally blur the images of distant objects. An object moving through a thermalized photon gas, such as the CMB, experiences a drag. The cause is that the object sees a blue shifted photon gas along the direction of motion and a redshifted one in the opposite direction. An example of this effect can be the observed CMB dipole: The earth travels at about 368 km/s (600 km/s) relative to the CMB. In the all-sky map from the COBE satellite, radiation in the Earth's direction of motion appears 0.35 mK hotter than the average temperature, 2.725 K, while radiation on the opposite side of the sky is 0.35 mK colder. The pressure of a thermalized photon gas is given by Pγ = Eγ/3 = αT⁴/3, where Eγ is the energy density of the photon gas and α is the Stefan-Boltzmann constant. The observed CMB dipole, therefore, implies a pressure difference between the two sides of the earth and results in a CMB drag on the earth. By plugging in suitable estimates of quantities involved, such as the cross section of the earth and the temperatures on the two sides, this drag can be estimated to be tiny. But for a photon traveling at the speed of light, 300,000 km/s, the drag can be significant. In the present model, for the dissipation part, it is assumed that a photon traveling from a distant object toward an observer has an effective interaction cross section pushing against the pressure of the CMB photon gas. For the attenuation part, the coefficient of the typical attenuation equation is used as a parameter. The values of these two parameters are determined by fitting the 748 µ vs. z data points compiled from 643 supernova and 105 γ-ray burst observations with z values up to 8.1. The fit is as good as that obtained from the lambda cold dark matter (ΛCDM) model using online cosmological calculators and Planck 2015 results. The model can be used to interpret Hubble's constant, Olbers' paradox, the origin and blackbody nature of the CMB radiation, the broadening of supernova light curves, and the size of the observable universe.

Keywords: CMB as the lowest energy state, model of the universe, origin of CMB in a static universe, photon-CMB photon gas interaction

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16238 Spectroscopic Relation between Open Cluster and Globular Cluster

Authors: Robin Singh, Mayank Nautiyal, Priyank Jain, Vatasta Koul, Vaibhav Sharma

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The curiosity to investigate the space and its mysteries was dependably the main impetus of human interest, as the particle of livings exists from the "debut de l'Univers" (beginning of the Universe) typified with its few other living things. The sharp drive to uncover the secrets of stars and their unusual deportment was dependably an ignitor of stars investigation. As humankind lives in civilizations and states, stars likewise live in provinces named ‘clusters’. Clusters are separates into 2 composes i.e. open clusters and globular clusters. An open cluster is a gathering of thousand stars that were moulded from a comparable goliath sub-nuclear cloud and for the most part; contain Propulsion I (extremely metal-rich) and Propulsion II (mild metal-rich), where globular clusters are around gathering of more than thirty thousand stars that circles a galactic focus and basically contain Propulsion III (to a great degree metal-poor) stars. Futurology of this paper lies in the spectroscopic investigation of globular clusters like M92 and NGC419 and open clusters like M34 and IC2391 in different color bands by using software like VIREO virtual observatory, Aladin, CMUNIWIN, and MS-Excel. Assessing the outcome Hertzsprung-Russel (HR) diagram with exemplary cosmological models like Einstein model, De Sitter and Planck survey demonstrate for a superior age estimation of respective clusters. Colour-Magnitude Diagram of these clusters was obtained by photometric analysis in g and r bands which further transformed into BV bands which will unravel the idea of stars exhibit in the individual clusters.

Keywords: color magnitude diagram, globular clusters, open clusters, Einstein model

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16237 A New Nonlinear State-Space Model and Its Application

Authors: Abdullah Eqal Al Mazrooei

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In this work, a new nonlinear model will be introduced. The model is in the state-space form. The nonlinearity of this model is in the state equation where the state vector is multiplied by its self. This technique makes our model generalizes many famous models as Lotka-Volterra model and Lorenz model which have many applications in the real life. We will apply our new model to estimate the wind speed by using a new nonlinear estimator which suitable to work with our model.

Keywords: nonlinear systems, state-space model, Kronecker product, nonlinear estimator

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16236 Effect of Threshold Corrections on Proton Lifetime and Emergence of Topological Defects in Grand Unified Theories

Authors: Rinku Maji, Joydeep Chakrabortty, Stephen F. King

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The grand unified theory (GUT) rationales the arbitrariness of the standard model (SM) and explains many enigmas of nature at the outset of a single gauge group. The GUTs predict the proton decay and, the spontaneous symmetry breaking (SSB) of the higher symmetry group may lead to the formation of topological defects, which are indispensable in the context of the cosmological observations. The Super-Kamiokande (Super-K) experiment sets sacrosanct bounds on the partial lifetime (τ) of the proton decay for different channels, e.g., τ(p → e+ π0) > 1.6×10³⁴ years which is the most relevant channel to test the viability of the nonsupersymmetric GUTs. The GUTs based on the gauge groups SO(10) and E(6) are broken to the SM spontaneously through one and two intermediate gauge symmetries with the manifestation of the left-right symmetry at least at a single intermediate stage and the proton lifetime for these breaking chains has been computed. The impact of the threshold corrections, as a consequence of integrating out the heavy fields at the breaking scale alter the running of the gauge couplings, which eventually, are found to keep many GUTs off the Super-K bound. The possible topological defects arising in the course of SSB at different breaking scales for all breaking chains have been studied.

Keywords: grand unified theories, proton decay, threshold correction, topological defects

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16235 Reconstruction of Holographic Dark Energy in Chameleon Brans-Dicke Cosmology

Authors: Surajit Chattopadhyay

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Accelerated expansion of the current universe is well-established in the literature. Dark energy and modified gravity are two approaches to account for this accelerated expansion. In the present work, we consider scalar field models of dark energy, namely, tachyon and DBI essence in the framework of chameleon Brans-Dicke cosmology. The equation of state parameter is reconstructed and the subsequent cosmological implications are studied. We examined the stability for the obtained solutions of the crossing of the phantom divide under a quantum correction of massless conformally invariant fields and we have seen that quantum correction could be small when the phantom crossing occurs and the obtained solutions of the phantom crossing could be stable under the quantum correction. In the subsequent phase, we have established a correspondence between the NHDE model and the quintessence, the DBI-essence and the tachyon scalar field models in the framework of chameleon Brans–Dicke cosmology. We reconstruct the potentials and the dynamics for these three scalar field models we have considered. The reconstructed potentials are found to increase with the evolution of the universe and in a very late stage they are observed to decay.

Keywords: dark energy, holographic principle, modified gravity, reconstruction

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16234 Body Image Impact on Quality of Life and Adolescents’ Binge Eating: The Indirect Role of Body Image Coping Strategies

Authors: Dora Bianchi, Anthony Schinelli, Laura Maria Fatta, Antonia Lonigro, Fabio Lucidi, Fiorenzo Laghi

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Purpose: The role of body image in adolescent binge eating is widely confirmed, albeit the various facets of this relationship are still mostly unexplored. Within the multidimensional body image framework, this study hypothesized the indirect effects of three body image coping strategies (positive rational acceptance, appearance fixing, avoidance) in the expected relationship between the perceived impact of body image on individuals’ quality of life and binge eating symptoms. Methods: Participants were 715 adolescents aged 15-21 years (49.1% girls) recruited in Italian schools. An anonymous self-report online survey was administered. A multiple mediation model was tested. Results: A more positive perceived impact of body image on quality of life was a negative predictor of adolescents’ binge eating, controlling for individual levels of body satisfaction. Three indirect effects were found in this relationship: on one hand, the positive body image impact reduced binge eating via increasing positive rational acceptance (M1), and via reducing avoidance (M2); on the contrary, the positive body image impact also enhanced binge eating via increasing appearance fixing (M3). Conclusions: The body image impact on quality of life can be alternatively protective—when adaptive coping is solicited, and maladaptive strategies are reduced—or a risk factor, which may increase binge eating by soliciting appearance fixing.

Keywords: binge eating, body image satisfaction, quality of life, coping strategies, adolescents

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16233 AI Peer Review Challenge: Standard Model of Physics vs 4D GEM EOS

Authors: David A. Harness

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Natural evolution of ATP cognitive systems is to meet AI peer review standards. ATP process of axiom selection from Mizar to prove a conjecture would be further refined, as in all human and machine learning, by solving the real world problem of the proposed AI peer review challenge: Determine which conjecture forms the higher confidence level constructive proof between Standard Model of Physics SU(n) lattice gauge group operation vs. present non-standard 4D GEM EOS SU(n) lattice gauge group spatially extended operation in which the photon and electron are the first two trace angular momentum invariants of a gravitoelectromagnetic (GEM) energy momentum density tensor wavetrain integration spin-stress pressure-volume equation of state (EOS), initiated via 32 lines of Mathematica code. Resulting gravitoelectromagnetic spectrum ranges from compressive through rarefactive of the central cosmological constant vacuum energy density in units of pascals. Said self-adjoint group operation exclusively operates on the stress energy momentum tensor of the Einstein field equations, introducing quantization directly on the 4D spacetime level, essentially reformulating the Yang-Mills virtual superpositioned particle compounded lattice gauge groups quantization of the vacuum—into a single hyper-complex multi-valued GEM U(1) × SU(1,3) lattice gauge group Planck spacetime mesh quantization of the vacuum. Thus the Mizar corpus already contains all of the axioms required for relevant DeepMath premise selection and unambiguous formal natural language parsing in context deep learning.

Keywords: automated theorem proving, constructive quantum field theory, information theory, neural networks

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16232 The Volume–Volatility Relationship Conditional to Market Efficiency

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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The relation between stock price volatility and trading volume represents a controversial issue which has received a remarkable attention over the past decades. In fact, an extensive literature shows a positive relation between price volatility and trading volume in the financial markets, but the causal relationship which originates such association is an open question, from both a theoretical and empirical point of view. In this regard, various models, which can be considered as complementary rather than competitive, have been introduced to explain this relationship. They include the long debated Mixture of Distributions Hypothesis (MDH); the Sequential Arrival of Information Hypothesis (SAIH); the Dispersion of Beliefs Hypothesis (DBH); the Noise Trader Hypothesis (NTH). In this work, we analyze whether stock market efficiency can explain the diversity of results achieved during the years. For this purpose, we propose an alternative measure of market efficiency, based on the pointwise regularity of a stochastic process, which is the Hurst–H¨older dynamic exponent. In particular, we model the stock market by means of the multifractional Brownian motion (mBm) that displays the property of a time-changing regularity. Mostly, such models have in common the fact that they locally behave as a fractional Brownian motion, in the sense that their local regularity at time t0 (measured by the local Hurst–H¨older exponent in a neighborhood of t0 equals the exponent of a fractional Brownian motion of parameter H(t0)). Assuming that the stock price follows an mBm, we introduce and theoretically justify the Hurst–H¨older dynamical exponent as a measure of market efficiency. This allows to measure, at any time t, markets’ departures from the martingale property, i.e. from efficiency as stated by the Efficient Market Hypothesis. This approach is applied to financial markets; using data for the SP500 index from 1978 to 2017, on the one hand we find that when efficiency is not accounted for, a positive contemporaneous relationship emerges and is stable over time. Conversely, it disappears as soon as efficiency is taken into account. In particular, this association is more pronounced during time frames of high volatility and tends to disappear when market becomes fully efficient.

Keywords: volume–volatility relationship, efficient market hypothesis, martingale model, Hurst–Hölder exponent

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16231 The Shannon Entropy and Multifractional Markets

Authors: Massimiliano Frezza, Sergio Bianchi, Augusto Pianese

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Introduced by Shannon in 1948 in the field of information theory as the average rate at which information is produced by a stochastic set of data, the concept of entropy has gained much attention as a measure of uncertainty and unpredictability associated with a dynamical system, eventually depicted by a stochastic process. In particular, the Shannon entropy measures the degree of order/disorder of a given signal and provides useful information about the underlying dynamical process. It has found widespread application in a variety of fields, such as, for example, cryptography, statistical physics and finance. In this regard, many contributions have employed different measures of entropy in an attempt to characterize the financial time series in terms of market efficiency, market crashes and/or financial crises. The Shannon entropy has also been considered as a measure of the risk of a portfolio or as a tool in asset pricing. This work investigates the theoretical link between the Shannon entropy and the multifractional Brownian motion (mBm), stochastic process which recently is the focus of a renewed interest in finance as a driving model of stochastic volatility. In particular, after exploring the current state of research in this area and highlighting some of the key results and open questions that remain, we show a well-defined relationship between the Shannon (log)entropy and the memory function H(t) of the mBm. In details, we allow both the length of time series and time scale to change over analysis to study how the relation modify itself. On the one hand, applications are developed after generating surrogates of mBm trajectories based on different memory functions; on the other hand, an empirical analysis of several international stock indexes, which confirms the previous results, concludes the work.

Keywords: Shannon entropy, multifractional Brownian motion, Hurst–Holder exponent, stock indexes

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16230 Logistic Regression Model versus Additive Model for Recurrent Event Data

Authors: Entisar A. Elgmati

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Recurrent infant diarrhea is studied using daily data collected in Salvador, Brazil over one year and three months. A logistic regression model is fitted instead of Aalen's additive model using the same covariates that were used in the analysis with the additive model. The model gives reasonably similar results to that using additive regression model. In addition, the problem with the estimated conditional probabilities not being constrained between zero and one in additive model is solved here. Also martingale residuals that have been used to judge the goodness of fit for the additive model are shown to be useful for judging the goodness of fit of the logistic model.

Keywords: additive model, cumulative probabilities, infant diarrhoea, recurrent event

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16229 Examining the Current Divisive State of American Political Discourse through the Lens of Peirce's Triadic Logical Structure and Pragmatist Metaphysics

Authors: Nathan Garcia

Abstract:

The polarizing dialogue of contemporary political America results from core philosophical differences. But these differences are beyond ideological and reach metaphysical distinction. Good intellectual historians have theorized that fundamental concepts such as freedom, God, and nature have been sterilized of their intellectual vigor. They are partially correct. 19th-century pragmatist Charles Sanders Peirce offers a penetrating philosophy which can yield greater insight into the contemporary political divide. Peirce argues that metaphysical and ethical issues are derivative of operational logic. His triadic logical structure and ensuing metaphysical principles constructed therefrom is contemporaneously applicable for three reasons. First, Peirce’s logic aptly scrutinizes the logical processes of liberal and conservative mindsets. Each group arrives at a cosmological root metaphor (abduction), resulting in a contemporary assessment (deduction), ultimately prompting attempts to verify the original abduction (induction). Peirce’s system demonstrates that liberal citizens develop a cosmological root metaphor in the concept of fairness (abduction), resulting in a contemporary assessment of, for example, underrepresented communities being unfairly preyed upon (deduction), thereby inciting anger toward traditional socio-political structures suspected of purposefully destabilizing minority communities (induction). Similarly, conservative citizens develop a cosmological root metaphor in the concept of freedom (abduction), resulting in a contemporary assessment of, for example, liberal citizens advocating an expansion of governmental powers (deduction), thereby inciting anger towards liberal communities suspected of attacking freedoms of ordinary Americans in a bid to empower their interests through the government (induction). The value of this triadic assessment is the categorization of distinct types of inferential logic by their purpose and boundaries. Only deductive claims can be concretely proven, while abductive claims are merely preliminary hypotheses, and inductive claims are accountable to interdisciplinary oversight. Liberals and conservative logical processes preclude constructive dialogue because of (a) an unshared abductive framework, and (b) misunderstanding the rules and responsibilities of their types of claims. Second, Peircean metaphysical principles offer a greater summary of the contemporaneously divisive political climate. His insights can weed through the partisan theorizing to unravel the underlying philosophical problems. Corrosive nominalistic and essentialistic presuppositions weaken the ability to share experiences and communicate effectively, both requisite for any promising constructive dialogue. Peirce’s pragmatist system can expose and evade fallacious thinking in pursuit of a refreshing alternative framework. Finally, Peirce’s metaphysical foundation enables a logically coherent, scientifically informed orthopraxis well-suited for American dialogue. His logical structure necessitates radically different anthropology conducive to shared experiences and dialogue within a dynamic, cultural continuum. Pierce’s fallibilism and sensitivity to religious sentiment successfully navigate between liberal and conservative values. In sum, he provides a normative paradigm for intranational dialogue that privileges individual experience and values morally defensible notions of freedom, God, and nature. Utilizing Peirce’s thought will yield fruitful analysis and offers a promising philosophical alternative for framing and engaging in contemporary American political discourse.

Keywords: Charles s. Peirce, american politics, logic, pragmatism

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16228 How Holton’s Thematic Analysis Can Help to Understand Why Fred Hoyle Never Accepted Big Bang Cosmology

Authors: Joao Barbosa

Abstract:

After an intense dispute between the big bang cosmology and its big rival, the steady-state cosmology, some important experimental observations, such as the determination of helium abundance in the universe and the discovery of the cosmic background radiation in the 1960s were decisive for the progressive and wide acceptance of big bang cosmology and the inevitable abandonment of steady-state cosmology. But, despite solid theoretical support and those solid experimental observations favorable to big bang cosmology, Fred Hoyle, one of the proponents of the steady-state and the main opponent of the idea of the big bang (which, paradoxically, himself he baptized), never gave up and continued to fight for the idea of a stationary (or quasi-stationary) universe until the end of his life, even after decades of widespread consensus around the big bang cosmology. We can try to understand this persistent attitude of Hoyle by applying Holton’s thematic analysis to cosmology. Holton recognizes in the scientific activity a dimension that, even unconscious or not assumed, is nevertheless very important in the work of scientists, in implicit articulation with the experimental and the theoretical dimensions of science. This is the thematic dimension, constituted by themata – concepts, methodologies, and hypotheses with a metaphysical, aesthetic, logical, or epistemological nature, associated both with the cultural context and the individual psychology of scientists. In practice, themata can be expressed through personal preferences and choices that guide the individual and collective work of scientists. Thematic analysis shows that big bang cosmology is mainly based on a set of themata consisting of evolution, finitude, life cycle, and change; the cosmology of the steady-state is based on opposite themata: steady-state, infinity, continuous existence, and constancy. The passionate controversy that these cosmological views carried out is part of an old cosmological opposition: the thematic opposition between an evolutionary view of the world (associated with Heraclitus) and a stationary view (associated with Parmenides). Personal preferences seem to have been important in this (thematic) controversy, and the thematic analysis that was developed shows that Hoyle is a very illustrative example of a life-long personal commitment to some themata, in this case to the opposite themata of the big bang cosmology. His struggle against the big bang idea was strongly based on philosophical and even religious reasons – which, in a certain sense and in a Holtonian perspective, is related to thematic preferences. In this personal and persistent struggle, Hoyle always refused the way how some experimental observations were considered decisive in favor of the big bang idea, arguing that the success of this idea is based on sociological and cultural prejudices. This Hoyle’s attitude is a personal thematic attitude, in which the acceptance or rejection of what is presented as proof or scientific fact is conditioned by themata: what is a proof or a scientific fact for one scientist is something yet to be established for another scientist who defends different or even opposites themata.

Keywords: cosmology, experimental observations, fred hoyle, interpretation, life-long personal commitment, Themata

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16227 Mathematical Model to Quantify the Phenomenon of Democracy

Authors: Mechlouch Ridha Fethi

Abstract:

This paper presents a recent mathematical model in political sciences concerning democracy. The model is represented by a logarithmic equation linking the Relative Index of Democracy (RID) to Participation Ratio (PR). Firstly the meanings of the different parameters of the model were presented; and the variation curve of the RID according to PR with different critical areas was discussed. Secondly, the model was applied to a virtual group where we show that the model can be applied depending on the gender. Thirdly, it was observed that the model can be extended to different language models of democracy and that little use to assess the state of democracy for some International organizations like UNO.

Keywords: democracy, mathematic, modelization, quantification

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16226 The Achievement Model of University Social Responsibility

Authors: Le Kang

Abstract:

On the research question of 'how to achieve USR', this contribution reflects the concept of university social responsibility, identify three achievement models of USR as the society - diversified model, the university-cooperation model, the government - compound model, also conduct a case study to explore characteristics of Chinese achievement model of USR. The contribution concludes with discussion of how the university, government and society balance demands and roles, make necessarily strategic adjustment and innovative approach to repair the shortcomings of each achievement model.

Keywords: modern university, USR, achievement model, compound model

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16225 Dao Embodied – Embodying Dao: The Body as Locus of Personal Cultivation in Ancient Daoist and Confucian Philosophy

Authors: Geir Sigurðsson

Abstract:

This paper compares ancient Daoist and Confucian approaches to the human body as a locus for learning, edification or personal cultivation. While pointing out some major differences between ancient Chinese and mainstream Western visions of the body, it seeks at the same time inspiration in some seminal Western phenomenological and post-structuralist writings, in particular from Maurice Merleau-Ponty and Pierre Bourdieu. By clarifying the somewhat dissimilar scopes of foci found in Daoist and Confucian philosophies with regard to the role of and attitude to the body, the conclusion is nevertheless that their approaches are comparable, and that both traditions take the physical body to play a vital role in the cultivation of excellence. Lastly, it will be argued that cosmological underpinnings prevent the Confucian li from being rigid and invariable and that it rather emerges as a flexible learning device to train through active embodiment a refined sensibility for one’s cultural environment.

Keywords: body, Confucianism, Daoism, li (ritual), phenomenology

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16224 Model Averaging for Poisson Regression

Authors: Zhou Jianhong

Abstract:

Model averaging is a desirable approach to deal with model uncertainty, which, however, has rarely been explored for Poisson regression. In this paper, we propose a model averaging procedure based on an unbiased estimator of the expected Kullback-Leibler distance for the Poisson regression. Simulation study shows that the proposed model average estimator outperforms some other commonly used model selection and model average estimators in some situations. Our proposed methods are further applied to a real data example and the advantage of this method is demonstrated again.

Keywords: model averaging, poission regression, Kullback-Leibler distance, statistics

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