Search results for: Hurst exponent

Authors: K. Kamalanand, P. Mannar Jawahar

Abstract:

Methods of contemporary mathematical physics such as chaos theory are useful for analyzing and understanding the behavior of complex biological and physiological systems. The three dimensional model of HIV/AIDS is the basis of active research since it provides a complete characterization of disease dynamics and the interaction of HIV-1 with the immune system. In this work, the behavior of the HIV system is analyzed using the three dimensional HIV model and a chaotic measure known as the Hurst exponent. Results demonstrate that Hurst exponents of CD4, CD8 cells and viral load vary nonlinearly with respect to variations in system parameters. Further, it was observed that the three dimensional HIV model can accommodate both persistent (H>0.5) and anti-persistent (H<0.5) dynamics of HIV states. In this paper, the objectives of the study, methodology and significant observations are presented in detail.

Keywords: HIV/AIDS, mathematical model, chaos theory, Hurst exponent

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Authors: Tushnik Sarkar, Mofazzal H. Khondekar, Subrata Banerjee

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This paper investigates the nature of the fluctuation of the daily average Solar wind speed time series collected over a period of 2492 days, from 1^st January, 1997 to 28^th October, 2003. The degree of self-similarity and scalability of the Solar Wind Speed signal has been explored to characterise the signal fluctuation. Multi-fractal Detrended Fluctuation Analysis (MFDFA) method has been implemented on the signal which is under investigation to perform this task. Furthermore, the singularity spectra of the signals have been also obtained to gauge the extent of the multifractality of the time series signal.

Keywords: Detrended fluctuation analysis, generalized Hurst exponent, holder exponents, multifractal exponent, multifractal spectrum, singularity spectrum, time series analysis.

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Authors: Chatchai Pesee

Abstract:

This paper examines long-range dependence or longmemory of financial time series on the exchange rate data by the fractional Brownian motion (fBm). The principle of spectral density function in Section 2 is used to find the range of Hurst parameter (H) of the fBm. If 0< H <1/2, then it has a short-range dependence (SRD). It simulates long-memory or long-range dependence (LRD) if 1/2< H <1. The curve of exchange rate data is fBm because of the specific appearance of the Hurst parameter (H). Furthermore, some of the definitions of the fBm, long-range dependence and selfsimilarity are reviewed in Section II as well. Our results indicate that there exists a long-memory or a long-range dependence (LRD) for the exchange rate data in section III. Long-range dependence of the exchange rate data and estimation of the Hurst parameter (H) are discussed in Section IV, while a conclusion is discussed in Section V.

Keywords: Fractional Brownian motion, long-rangedependence, memory, short-range dependence.

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Authors: I. Yakubu, Y. Y. Ziggah, C. Yeboah

Abstract:

In the mining environment, tailings dam embankment is among the hazards and risk areas. The tailings dam embankment could fail and result to damages to facilities, human injuries or even fatalities. Periodic monitoring of the dam embankment is needed to help assess the safety of the tailings dam embankment. Artificial intelligence techniques such as fractals can be used to analyse the stability of the monitored dataset from survey measurement techniques. In this paper, the fractal dimension (D) was determined using D = 2-H. The Hurst parameters (H) of each monitored prism were determined by using a time domain of rescaled range programming in MATLAB software. The fractal dimensions of each monitored prism were determined based on the values of H. The results reveal that the values of the determined H were all within the threshold of 0 ≤ H ≤ 1 m. The smaller the H, the bigger the fractal dimension is. Fractal dimension values ranging from 1.359 x 10^-4 m to 1.8843 x 10^-3 m were obtained from the monitored prisms on the based on the tailing dam embankment dataset used. The ranges of values obtained indicate that the tailings dam embankment is stable.

Keywords: Hurst parameter, fractal dimension, tailings dam embankment, surveyed dataset.

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Authors: Pei. P. Tan, Don. U.A. Galagedera, Elizabeth A.Maharaj

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This paper examines predictability in stock return in developed and emergingmarkets by testing long memory in stock returns using wavelet approach. Wavelet-based maximum likelihood estimator of the fractional integration estimator is superior to the conventional Hurst exponent and Geweke and Porter-Hudak estimator in terms of asymptotic properties and mean squared error. We use 4-year moving windows to estimate the fractional integration parameter. Evidence suggests that stock return may not be predictable indeveloped countries of the Asia-Pacificregion. However, predictability of stock return insome developing countries in this region such as Indonesia, Malaysia and Philippines may not be ruled out. Stock return in the Thailand stock market appears to be not predictable after the political crisis in 2008.

Keywords: Asia-Pacific stock market, long-memory, return predictability, wavelet

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Authors: G. Stillo, L. Bonzano, M. Chiappalone, A. Vato, F. Davide, S. Martinoia

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Electrophysiological signals were recorded from primary cultures of dissociated rat cortical neurons coupled to Micro-Electrode Arrays (MEAs). The neuronal discharge patterns may change under varying physiological and pathological conditions. For this reason, we developed a new burst detection method able to identify bursts with peculiar features in different experimental conditions (i.e. spontaneous activity and under the effect of specific drugs). The main feature of our algorithm (i.e. Burst On Hurst), based on the auto-similarity or fractal property of the recorded signal, is the independence from the chosen spike detection method since it works directly on the raw data.

Keywords: Burst detection, cortical neuronal networks, Micro-Electrode Array (MEA), wavelets.

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Authors: Sukir Maryanto, Iyan Mulyana

Abstract:

Fractal analyses of successive event of explosion earthquake and harmonic tremor recorded at Semeru volcano were carried out to investigate the dynamical system regarding to their generating mechanism. The explosive eruptions accompanied by explosion earthquakes and following volcanic tremor which are generated by continuous emission of volcanic ash. The fractal dimension of successive event of explosion and harmonic tremor was estimated by Critical Exponent Method (CEM). It was found that the method yield a higher fractal dimension of explosion earthquakes and gradually decrease during the occurrence of harmonic tremor, and can be considerably as correlated complexity of the source mechanism from the variance of fractal dimension.

Keywords: Fractal dimension, Semeru volcano, explosionearthquake, harmonic tremor, Critical Exponent Method

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Authors: A.S.A. Khiar, A.K. Arof

Abstract:

Starch/chitosan blend have been prepared via the solution casting technique. Ionic conductivity for the system was conducted over a wide range of frequency between 50 Hz-1 MHz and at temperatures between 303 K and 373 K. Sample with 35 wt% of NH4NO3 shows the highest conductivity of 3.89 ± 0.79 x 10-5 Scm-1 at room temperature. Conductivity-temperature relationship suggests that samples are Arrhenian. Power law exponent was obtained through dielectric loss variation and the trend suggests that the conduction mechanism of the ions can be represented by the correlated barrier hopping (CBH) model.

Keywords: starch, chitosan, permittivity, power exponent law

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Authors: Sukir Maryanto, Didik R. Santosa, Iyan Mulyana, Muhammad Hendrasto

Abstract:

Successive event of explosion earthquake and harmonic tremor recorded at Semeru volcano were analyzed to investigate the dynamical system regarding to their eruptive mechanism. The eruptive activity at Semeru volcano East Java, Indonesia is intermittent emission of ash and bombs with Strombolian style which occurred at interval of 15 to 45 minutes. The explosive eruptions accompanied by explosion earthquakes and followed by volcanic tremor which generated by continuous emission of volcanic ash. The spectral and Lyapunov exponent of successive event of explosion and harmonic tremor were analyzed. Peak frequencies of explosion earthquakes range 1.2 to 1.9 Hz and those of the harmonic tremor have peak frequency range 1.5 — 2.2 Hz. The phase space is reconstructed and evaluated based on the Lyapunov exponents. Harmonic tremors have smaller Lyapunov exponent than explosion earthquakes. It can be considerably as correlated complexity of the mechanism from the variance of spectral and fractal dimension and can be concluded that the successive event of harmonic tremor and explosions are chaotic.

Keywords: Semeru volcano, explosion earthquakes, harmonic tremor, lyapunov exponent, chaotic.

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Authors: Montri Phothisonothai, Masahiro Nakagawa

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The objective of this paper is to characterize the spontaneous Electroencephalogram (EEG) signals of four different motor imagery tasks and to show hereby a possible solution for the present binary communication between the brain and a machine ora Brain-Computer Interface (BCI). The processing technique used in this paper was the fractal analysis evaluated by the Critical Exponent Method (CEM). The EEG signal was registered in 5 healthy subjects,sampling 15 measuring channels at 1024 Hz.Each channel was preprocessed by the Laplacian space ltering so as to reduce the space blur and therefore increase the spaceresolution. The EEG of each channel was segmented and its Fractaldimension (FD) calculated. The FD was evaluated in the time interval corresponding to the motor imagery and averaged out for all the subjects (each channel). In order to characterize the FD distribution,the linear regression curves of FD over the electrodes position were applied. The differences FD between the proposed mental tasks are quantied and evaluated for each experimental subject. The obtained results of the proposed method are a substantial fractal dimension in the EEG signal of motor imagery tasks and can be considerably utilized as the multiple-states BCI applications.

Keywords: electroencephalogram (EEG), motor imagery tasks, mental tasks, biomedical signals processing, human-machine interface, fractal analysis, critical exponent method (CEM).

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Authors: Kittiwann Nimkerdphol, Masahiro Nakagawa

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Biological reactions of individuals of a testing animal to toxic substance are unique and can be used as an indication of the existing of toxic substance. However, to distinguish such phenomenon need a very complicate system and even more complicate to analyze data in 3 dimensional. In this paper, a system to evaluate in vitro biological activities to acute toxicity of stochastic self-affine non-stationary signal of 3D goldfish swimming by using fractal analysis is introduced. Regular digital camcorders are utilized by proposed algorithm 3DCCPC to effectively capture and construct 3D movements of the fish. A Critical Exponent Method (CEM) has been adopted as a fractal estimator. The hypothesis was that the swimming of goldfish to acute toxic would show the fractal property which related to the toxic concentration. The experimental results supported the hypothesis by showing that the swimming of goldfish under the different toxic concentration has fractal properties. It also shows that the fractal dimension of the swimming related to the pH value of FD Ôëê 0.26pH + 0.05. With the proposed system, the fish is allowed to swim freely in all direction to react to the toxic. In addition, the trajectories are precisely evaluated by fractal analysis with critical exponent method and hence the results exhibit with much higher degree of confidence.

Keywords: 3D locomotion, bioassay, critical exponent method, CEM, fractal analysis, goldfish.

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Authors: Mohanad Alata, Mohammad Molhim, Abdullah Ramini

Abstract:

Fuzzy C-means Clustering algorithm (FCM) is a method that is frequently used in pattern recognition. It has the advantage of giving good modeling results in many cases, although, it is not capable of specifying the number of clusters by itself. In FCM algorithm most researchers fix weighting exponent (m) to a conventional value of 2 which might not be the appropriate for all applications. Consequently, the main objective of this paper is to use the subtractive clustering algorithm to provide the optimal number of clusters needed by FCM algorithm by optimizing the parameters of the subtractive clustering algorithm by an iterative search approach and then to find an optimal weighting exponent (m) for the FCM algorithm. In order to get an optimal number of clusters, the iterative search approach is used to find the optimal single-output Sugenotype Fuzzy Inference System (FIS) model by optimizing the parameters of the subtractive clustering algorithm that give minimum least square error between the actual data and the Sugeno fuzzy model. Once the number of clusters is optimized, then two approaches are proposed to optimize the weighting exponent (m) in the FCM algorithm, namely, the iterative search approach and the genetic algorithms. The above mentioned approach is tested on the generated data from the original function and optimal fuzzy models are obtained with minimum error between the real data and the obtained fuzzy models.

Keywords: Fuzzy clustering, Fuzzy C-Means, Genetic Algorithm, Sugeno fuzzy systems.

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Authors: Abhijit Mitra

Abstract:

A special case of floating point data representation is block floating point format where a block of operands are forced to have a joint exponent term. This paper deals with the finite wordlength properties of this data format. The theoretical errors associated with the error model for block floating point quantization process is investigated with the help of error distribution functions. A fast and easy approximation formula for calculating signal-to-noise ratio in quantization to block floating point format is derived. This representation is found to be a useful compromise between fixed point and floating point format due to its acceptable numerical error properties over a wide dynamic range.

Keywords: Block floating point, Roundoff error, Block exponent dis-tribution fuction, Signal factor.

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Authors: Mohammad Reza Tabatabaei, Ali Vaseghi Ardekani

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In this paper, Zinc Oxide (ZnO) thin films are deposited on glass substrate by sol-gel method. The ZnO thin films with well defined orientation were acquired by spin coating of zinc acetate dehydrate monoethanolamine (MEA), de-ionized water and isopropanol alcohol. These films were pre-heated at 275°C for 10 min and then annealed at 350°C, 450°C and 550°C for 80 min. The effect of annealing temperature and different thickness on structure and surface morphology of the thin films were verified by Atomic Force Microscopy (AFM). It was found that there was a significant effect of annealing temperature on the structural parameters of the films such as roughness exponent, fractal dimension and interface width. Thin films also were characterizied by X-ray Diffractometery (XRD) method. XRD analysis revealed that the annealed ZnO thin films consist of single phase ZnO with wurtzite structure and show the c-axis grain orientation. Increasing annealing temperature increased the crystallite size and the c-axis orientation of the film after 450°C. Also In this study, ZnO thin films in different thickness have been prepared by sol-gel method on the glass substrate at room temperature. The thicknesses of films are 100, 150 and 250 nm. Using fractal analysis, morphological characteristics of surface films thickness in amorphous state were investigated. The results show that with increasing thickness, surface roughness (RMS) and lateral correlation length (ξ) are decreased. Also, the roughness exponent (α) and growth exponent (β) were determined to be 0.74±0.02 and 0.11±0.02, respectively.

Keywords: ZnO, Thin film, Fractal analysis, Morphology, AFM, annealing temperature, different thickness, XRD.

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Authors: N.E.Galich

Abstract:

We develop new nonlinear methods of immunofluorescence analysis for a sensitive technology of respiratory burst reaction of DNA fluorescence due to oxidative activity in the peripheral blood neutrophils. Histograms in flow cytometry experiments represent a fluorescence flashes frequency as functions of fluorescence intensity. We used the Shannon-Weaver index for definition of neutrophils- biodiversity and Hurst index for definition of fractal-s correlations in immunofluorescence for different donors, as the basic quantitative criteria for medical diagnostics of health status. We analyze frequencies of flashes, information, Shannon entropies and their fractals in immunofluorescence networks due to reduction of histogram range. We found the number of simplest universal correlations for biodiversity, information and Hurst index in diagnostics and classification of pathologies for wide spectra of diseases. In addition is determined the clear criterion of a common immunity and human health status in a form of yes/no answers type. These answers based on peculiarities of information in immunofluorescence networks and biodiversity of neutrophils. Experimental data analysis has shown the existence of homeostasis for information entropy in oxidative activity of DNA in neutrophil nuclei for all donors.

Keywords: blood and cells fluorescence in diagnostics ofdiseases, cytometric histograms, entropy and information in fractalnetworks of oxidative activity of DNA, long-range chromosomalcorrelations in living cells.

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Authors: Mai S. Mabrouk, Nahed H. Solouma, Abou-Bakr M. Youssef, Yasser M. Kadah

Abstract:

Many digital signal processing, techniques have been used to automatically distinguish protein coding regions (exons) from non-coding regions (introns) in DNA sequences. In this work, we have characterized these sequences according to their nonlinear dynamical features such as moment invariants, correlation dimension, and largest Lyapunov exponent estimates. We have applied our model to a number of real sequences encoded into a time series using EIIP sequence indicators. In order to discriminate between coding and non coding DNA regions, the phase space trajectory was first reconstructed for coding and non-coding regions. Nonlinear dynamical features are extracted from those regions and used to investigate a difference between them. Our results indicate that the nonlinear dynamical characteristics have yielded significant differences between coding (CR) and non-coding regions (NCR) in DNA sequences. Finally, the classifier is tested on real genes where coding and non-coding regions are well known.

Keywords: Gene prediction, nonlinear dynamics, correlation dimension, Lyapunov exponent.

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Authors: N. P. Singh, Brahmjit Singh

Abstract:

CDMA cellular networks support soft handover, which guarantees the continuity of wireless services and enhanced communication quality. Cellular networks support multimedia services under varied propagation environmental conditions. In this paper, we have shown the effect of characteristic parameters of the cellular environments on the soft handover performance. We consider path loss exponent, standard deviation of shadow fading and correlation coefficient of shadow fading as the characteristic parameters of the radio propagation environment. A very useful statistical measure for characterizing the performance of mobile radio system is the probability of outage. It is shown through numerical results that above parameters have decisive effect on the probability of outage and hence the overall performance of the soft handover algorithm.

Keywords: CDMA, Correlation coefficient, Path loss exponent, Probability of outage, Soft handover.

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Authors: B. S. Raghavendra, D. Narayana Dutt

Abstract:

Many recent electrophysiological studies have revealed the importance of investigating meditation state in order to achieve an increased understanding of autonomous control of cardiovascular functions. In this paper, we characterize heart rate variability (HRV) time series acquired during meditation using nonlinear dynamical parameters. We have computed minimum embedding dimension (MED), correlation dimension (CD), largest Lyapunov exponent (LLE), and nonlinearity scores (NLS) from HRV time series of eight Chi and four Kundalini meditation practitioners. The pre-meditation state has been used as a baseline (control) state to compare the estimated parameters. The chaotic nature of HRV during both pre-meditation and meditation is confirmed by MED. The meditation state showed a significant decrease in the value of CD and increase in the value of LLE of HRV, in comparison with premeditation state, indicating a less complex and less predictable nature of HRV. In addition, it was shown that the HRV of meditation state is having highest NLS than pre-meditation state. The study indicated highly nonlinear dynamic nature of cardiac states as revealed by HRV during meditation state, rather considering it as a quiescent state.

Keywords: Correlation dimension, Embedding dimension, Heartrate variability, Largest Lyapunov exponent, Meditation, Nonlinearity score.

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Authors: Tejeet Singh, Ishavneet Singh

Abstract:

The present study focused on carrying out the creep analysis in an isotropic thick-walled composite cylindrical pressure vessel composed of aluminum matrix reinforced with silicon-carbide in particulate form. The creep behavior of the composite material has been described by the threshold stress based creep law. The values of stress exponent appearing in the creep law were selected as 3, 5 and 8. The constitutive equations were developed using well known von-Mises yield criteria. Models were developed to find out the distributions of creep stress and strain rate in thick-walled composite cylindrical pressure vessels under internal pressure. In order to obtain the stress distributions in the cylinder, the equilibrium equation of the continuum mechanics and the constitutive equations are solved together. It was observed that the radial stress, tangential stress and axial stress increases along with the radial distance. The cross-over was also obtained almost at the middle region of cylindrical vessel for tangential and axial stress for different values of stress exponent. The strain rates were also decreasing in nature along the entire radius.

Keywords: Steady state creep, composite, cylinder, pressure.

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Authors: R. Boondao, A. J. Hurst, J. I. Sheard

Abstract:

In the globalized e-learning environment, students coming from different cultures and countries have different characteristics and require different support designed for their approaches to study and learning styles. This paper explores the ways in which cultural background influences students- approaches to study and learning styles. Participants in the study consisted of 131 eastern students and 54 western students from an Australian university. The students were tested using the Study Process Questionnaire (SPQ) for assessing their approaches to study and the Index of Learning Styles Questionnaire (ILS) for assessing their learning styles. The results of the study led to a set of principles being proposed to guide personalization of e-learning system design on the basis of cultural differences.

Keywords: Approaches to study, Cultural influences, Learningstyles, Personalization, e-learning system.

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Authors: Kuo-Lung Wu

Abstract:

The weighting exponent m is called the fuzzifier that can have influence on the clustering performance of fuzzy c-means (FCM) and mÎ[1.5,2.5] is suggested by Pal and Bezdek [13]. In this paper, we will discuss the robust properties of FCM and show that the parameter m will have influence on the robustness of FCM. According to our analysis, we find that a large m value will make FCM more robust to noise and outliers. However, if m is larger than the theoretical upper bound proposed by Yu et al. [14], the sample mean will become the unique optimizer. Here, we suggest to implement the FCM algorithm with mÎ[1.5,4] under the restriction when m is smaller than the theoretical upper bound.

Keywords: Fuzzy c-means, robust, fuzzifier.

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Authors: Anuraj Singh, Sunita Gakkhar

Abstract:

The three-species food web model proposed and investigated by Gakkhar and Naji is known to have chaotic behaviour for a choice of parameters. An attempt has been made to synchronize the chaos in the model using bidirectional coupling. Numerical simulations are presented to demonstrate the effectiveness and feasibility of the analytical results. Numerical results show that for higher value of coupling strength, chaotic synchronization is achieved. Chaos can be controlled to achieve stable synchronization in natural systems.

Keywords: Lyapunov Exponent, Bidirectional Coupling, ChaosSynchronization, Synchronization Manifold

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Authors: Reza Moosavi Mohseni, Wenjun Zhang, Jiling Cao

Abstract:

The aim of the present study is to detect the chaotic behavior in monetary economic relevant dynamical system. The study employs three different forms of Taylor rules: current, forward, and backward looking. The result suggests the existence of the chaotic behavior in all three systems. In addition, the results strongly represent that using expectations in policy rule especially rational expectation hypothesis can increase complexity of the system and leads to more chaotic behavior.

Keywords: Chaos theory, GMM estimator, Lyapunov Exponent, Monetary System, Taylor Rule.

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Authors: Daiki Yoshida, Ariyoshi Nakayama, Hirotaka Watanabe, Taichi Sato, Syuhei Kuriyama, Hiroyuki Kamata

Abstract:

In this study, we propose the chaotic cipher combined with Mersenne Twister that is an extremely good pseudo-random number generator for the secure communications. We investigate the Lyapunov exponent of the proposed system, and evaluate the randomness performance by comparing RC4 and the chaotic cipher. In these results, our proposed system gets high chaotic property and more randomness than the conventional ciphers.

Keywords: Chaos, chaotic property, cipher, Mersenne Twister, Randomness.

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Authors: Shun-Chang Chang

Abstract:

In this paper, different nonlinear dynamics analysis techniques are employed to unveil the rich nonlinear phenomena of the electromagnetic system. In particular, bifurcation diagrams, time responses, phase portraits, Poincare maps, power spectrum analysis, and the construction of basins of attraction are all powerful and effective tools for nonlinear dynamics problems. We also employ the method of Lyapunov exponents to show the occurrence of chaotic motion and to verify those numerical simulation results. Finally, two cases of a chaotic electromagnetic system being effectively controlled by a reference signal or being synchronized to another nonlinear electromagnetic system are presented.

Keywords: bifurcation, Poincare map, Lyapunov exponent, chaotic motion.

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Authors: Wang Zhulin, Min Fuhong, Peng Guangya, Wang Yaoda, Cao Yi

Abstract:

In this paper, a magnetron memristor model based on hyperbolic sine function is presented and the correctness proved by studying the trajectory of its voltage and current phase, and then a memristor chaotic system with the memristor model is presented. The phase trajectories and the bifurcation diagrams and Lyapunov exponent spectrum of the magnetron memristor system are plotted by numerical simulation, and the chaotic evolution with changing the parameters of the system is also given. The paper includes numerical simulations and mathematical model, which confirming that the system, has a wealth of dynamic behavior.

Keywords: Memristor, chaotic circuit, dynamical behavior, chaotic system.

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Authors: H.Seidi, M.Jalali Azizpour, S.A.Zahedi

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Today, Hydroforming technology provides an attractive alternative to conventional matched die forming, especially for cost-sensitive, lower volume production, and for parts with irregular contours. In this study the critical fluid pressures which lead to rupture in the workpiece has been investigated by theoretical and finite element methods. The axisymmetric analysis was developed to investigate the tearing phenomenon in cylindrical Hydroforming Deep Drawing (HDD). By use of obtained equations the effect of anisotropy, drawing ratio, sheet thickness and strain hardening exponent on tearing diagram were investigated.

Keywords: Hydroforming deep drawing, Pressure path, Axisymmetric analysis, Finite element simulation.

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Authors: R. Sadeghzadegan, S. A. Naeini, A. Mirzaii

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In this article, the results of a series of carefully conducted laboratory test program were represented to determine the small strain shear modulus of sand mixed with a range of kaolinite including zero to 30%. This was experimentally achieved using a triaxial cell equipped with bender element. Results indicate that small shear modulus tends to increase, while clay content decreases and effective confining pressure increases. The exponent of stress in the power model regression analysis was not sensitive to the amount of clay content for all sand clay mixtures, while coefficient A was directly affected by change in clay content.

Keywords: Small shear modulus, bender element test, plastic fines, sand.

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Authors: Kotbi Lakhdar, Hachi Mostefa

Abstract:

We show that a simple transformation between the regular lattices (the square, the triangular, and the honeycomb) belonging to the same dimensionality can explain in a natural way the universality of the critical exponents found in phase transitions and critical phenomena. It suffices that the Hamiltonian and the lattice present similar writing forms. In addition, it appears that if a property can be calculated for a given lattice then it can be extrapolated simply to any other lattice belonging to the same dimensionality. In this study, we have restricted ourselves on the spectral power amplification (SPA), we note that the SPA does not have an effect on the critical exponents but does have an effect by the criticality temperature of the lattice; the generalisation to other lattice could be shown according to the containment principle.

Keywords: Ising model, phase transitions, critical temperature, critical exponent, spectral power amplification.

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Authors: Ashvin Gopaul, Jayrani Cheeneebash, Kamleshsing Baurhoo

Abstract:

In this paper we study some numerical methods to solve a model one-dimensional convection–diffusion equation. The semi-discretisation of the space variable results into a system of ordinary differential equations and the solution of the latter involves the evaluation of a matrix exponent. Since the calculation of this term is computationally expensive, we study some methods based on Krylov subspace and on Restrictive Taylor series approximation respectively. We also consider the Chebyshev Pseudospectral collocation method to do the spatial discretisation and we present the numerical solution obtained by these methods.

Keywords: Chebyshev Pseudospectral collocation method, convection-diffusion equation, restrictive Taylor approximation.

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