Quantifying time irreversibility using probabilistic differences between symmetric permutations

To simplify the quantification of time irreversibility, we employ order patterns instead of the raw multi-dimension vectors in time series, and considering the existence of forbidden permutation, we propose a subtraction-based parameter, $Y_S$, to measure the probabilistic differences between symmetric permutations for time irreversibility. Two chaotic models, the logistic and Henon systems, and reversible Gaussian process and their surrogate data are used to validate the time-irreversible measure, and time irreversibility of epileptic EEGs from Nanjing General Hospital is detected by the parameter. Test results prove that it is promising to quantify time irreversibility by measuring the subtraction-based probabilistic differences between symmetric order patterns, and our findings highlight the manifestation of nonlinearity of whether healthy or diseased EEGs and suggest that the epilepsy leads to a decline in the nonlinearity of brain electrical activities during seize-free intervals.     

多尺度策略和替代数据检验——HRV时间不可逆性分析的两个要素

本文通过应用基于多尺度思想的（Pm,Gm）平面法和替代数据检验,对来自于不同人群以及来自于健康年轻人清醒、睡眠状态下的心率变异性（heartratevariability,HRV）进行了时间不可逆性分析．结果表明：健康成人的HRV普遍存在着时间不可逆性,而随着疾病的出现,这种不可逆性减弱但并非消失,大部分（超过75％）充血性心力衰竭患者的HRV仍具有时间不可逆性：健康年轻人的HRV不可逆性存在着昼夜节律和显著的昼夜差异,夜间睡眠时不可逆性更强．我们认为：由于产生HRV的心脏动力系统具有复杂的延迟特性,在对HRV进行时间不可逆分析时,为了得到更可靠的结论,建议采用多尺度策略以及进行替代数据检验．综合考虑上述两个因素的分析方法也较好地统一了已有报道的不同结论．     

Broken asymmetry of the human heartbeat: loss of time irreversibility in aging and disease

Time irreversibility, a fundamental property of nonequilibrium systems, should be of importance in assessing the status of physiological processes that operate over a wide range of scales. However, measurement of this property in living systems has been limited. We provide a computational method derived from basic physics assumptions to quantify time asymmetry over multiple scales and apply it to the human heartbeat time series in health and disease. We find that the multiscale time asymmetry index is highest for a time series from young subjects and decreases with aging or heart disease. Loss of time irreversibility may provide a new way of assessing the functionality of living systems that operate far from equilibrium.     

Effects of experimental configuration on the detection threshold of hysteretic elastic nonlinearity

Nonlinear elastic signature of granular consolidated or damaged media is often very small and might easily fall within the noise level. Therefore, it is important to determine an excitation amplitude threshold above which nonlinear measurements start to be meaningful. In this paper, we analyze the way this threshold is influenced by some parameters of the experimental configuration, such as the receiver position, and of the data analysis, such as the considered reference amplitude. Furthermore, this contribution shows that extracting absolute values of the nonlinear parameters often requires the a priori knowledge of the resonance structure of the medium.     

Influences of tissue composition and structural features of biological media on the ultrasonic nonlinearity parameter

The Acoustic nonlinearity parameter is an important parameter innonlinear acoustics.In this article,the nonlinearity parameter B/A of normaland eight kinds of pathological porcine liver tissues were measured by finiteamplitude insert-substitution method.The mixture law for nonlinearityparameter is used to analyze and predict the volume fractions of the compo-nents in a given tissue.It was found that the nonlinearity parameter is sensitiveto the pathological forms of biological tissues and the values of B/A dependon the tissue composition and structural features.     

Impact of non-Markovian effects on the fission rate and time

The impact of non-Markovian effects on the fission rate and time is studied on the basis of a generalized one-dimensional Langevin equation. Relevant calculations were performed under the assumption of an exponentially correlated random force appearing in Langevin equations and a constant correlation time. An increase in the fission rate and a decrease in the mean fission time with increasing random-force correlation time were revealed.     

Effects of time delay on stochastic resonance of the stock prices in financial system

The effect of time delay on stochastic resonance of the stock prices in finance system was investigated. The time delay is introduced into the Heston model driven by the extrinsic and intrinsic periodic information for stock price. The signal power amplification (SPA) was calculated by numerical simulation. The results indicate that an optimal critical value of delay time maximally enhances the reverse-resonance in the behaviors of SPA as a function of long-run variance of volatility or cross correlation coefficient between noises for both cases of intrinsic and extrinsic periodic information. Moreover, in both cases, being a critical value in the delay time, when the delay time takes value below the critical value, reverse-resonance increases with the delay time increasing, however, when the delay time takes value above the critical value, the reverse-resonance decrease with the delay time increasing.     

The solutions of the generalized classical and quantum harmonic oscillators with time dependent mass, frequency, two-photon parameter and external force: The squeezing effects

The exact analytical solutions of a generalized classical harmonic oscillator with time dependent mass, frequency, two-photon parameter and external forces are obtained. By using the invariance property of the scaled Wronskian, these solutions are used to obtain the solutions of the quantum mechanical counterpart of the oscillator under Heisenberg picture. In order to discuss the applications of these solutions of the quantum mechanical oscillator, we calculate the exact analytical expressions for the second order variances of both the canonically conjugate quadratures in terms of the time dependent mass, frequency and two-photon parameter. However, these variances calculated in terms of the initial coherent state do not depend on the time dependent driven terms. We argued that the time dependent frequency is on the way of the exact analytical solutions and hence it is kept constant throughout the investigation. We, however, discuss few situations of physical interest where the mass is varying in time. The special circumstance where all the parameters are time independent is used to discuss the squeezing effect in both the quadratures. It is seen that the parameter g involving the two-photon interaction term produces squeezing effects. With the increase of interaction time, the squeezing in both the quadrature components exhibit collapse and revival phenomena for g < ω (frequency of the oscillator). The squeezing of X-quadrature is completely ruled out for g > ω. However, the squeezing for P-quadrature is possible for small interaction time. The squeezing patterns of the X and P-quadratures are also discussed for pulsating mass, and for mass increasing with time. The squeezing is also discussed when the mass is increasing exponentially in time. It is envisage that the solutions could be used in the investigation of quantum statistical properties of the radiation field coupled to the said oscillator.     

The physics of time and dimension in the economics of financial control

The provision of the goods and services of a modern economy is controlled by a multiplicity of financial instruments. The basic properties of these instruments are considered here.     

Effects of time delay and non-Gaussian noise on the dynamics of a perceptual bistability

In this paper, we investigate the effects of time delay and non-Gaussian noise on the dynamics properties of the attractor network model of perceptual bistability. Using delay Fokker–Planck equation and projection operator method, the stationary probability distribution P_st(x), the associated relaxation time T_c, and the normalized correlation function C(s) for perceptual bistability are obtained, respectively. Research results show that: (i) the time delay τ and the correlation time τ₀ from non-Gaussian noise can induce the change of the peaks in the P_st(x), i.e., the transition of the system appears; (ii) there exhibits an optimal value of the τ₀ or τ by which the T_c or C(s) is maximum, this maximum shows the τ₀ or τ first reduces the stability of the attractor network model of perceptual bistability in the steady state, and then enhances it; and (iii) the noise intensity P or departure q from the Gaussian noise only enhances the stability of the attractor network model of perceptual bistability in the steady state.     

快照的时间反转和逆时偏移法对含有固体分层介质中目标的超声检测

快照的时间反转和逆时偏移方法已实现了液-液分层介质中目标的超声检测和定位,现进一步推广到含有固体分层介质情形。由于在含有固体分层介质中,都存在多种的反射波和散射波,因此提出一种筛选方法,首先从中筛选出散射波以及所属波型,再利用快照的时间反转和逆时偏移方法进行处理。实验分别研究了固-液、液-固和固-固分层介质3种情况。利用快照的时间反转和逆时偏移法进行处理,在空间就形成了一个峰状的分布,其峰顶的位置与实际目标的位置比较吻合,误差在一个波长左右。因而,实现了含有固体分层介质中目标的超声检测和定位。     

Wasserstein distances in the analysis of time series and dynamical systems

A new approach based on Wasserstein distances, which are numerical costs of an optimal transportation problem, allows us to analyze nonlinear phenomena in a robust manner. The long-term behavior is reconstructed from time series, resulting in a probability distribution over phase space. Each pair of probability distributions is then assigned a numerical distance that quantifies the differences in their dynamical properties. From the totality of all these distances a low-dimensional representation in a Euclidean space is derived, in which the time series can be classified and statistically analyzed. This representation shows the functional relationships between the dynamical systems under study. It allows us to assess synchronization properties and also offers a new way of numerical bifurcation analysis.The statistical techniques for this distance-based analysis of dynamical systems are presented, filling a gap in the literature, and their application is discussed in a few examples of datasets arising in physiology and neuroscience, and in the well-known Hénon system.     

Experimental investigation of AC losses and effective time constant in the high current cable

The report is dedicated to the results of AC-loss measurements in the ITER (International Thermonuclear Experimental Reactor) Nb₃Sn strand and ITER design subsize cable samples. The test facility described below includes the set of superconducting magnet systems furnished with boil-off calorimetric inserts and calorimetric schemes including gas-flow meters. The calorimetric method and the magnetization loop recording method were used simultaneously for the AC-loss measurements. The coincidence between the results of both measuring techniques was confirmed. The original calorimetric scheme makes it possible to measure the released energy during one pulse of the magnet field. The results of AC loss measurements in ITER subsize conductor samples manufactured in Russia are given as an example.     

类氖离子中的能级交叉及其对辐射光谱的影响

本文利用基于相对论多组态Dirc-Fock理论方法的程序包GRASP92以及新近发展的计算辐射跃迁的程序REOSS99，通过对电子关联效应、驰豫效应的系统考虑，计算了类氖等电子系列 (Z=21-92) 离子2p6, 2p53l, 2s2p63l(l=0,1,2)的能级结构和各能级间E1跃迁的波长以及跃迁几率；基于以上计算，详细研究了由于强组态相互作用引起的具有相同宇称和总角动量的能级间的交叉现象及其强组态相互作用对辐射跃迁几率的影响。     

The local Hurst exponent of the financial time series in the vicinity of crashes on the Polish stock exchange market

We investigate the local fractal properties of the financial time series based on the whole history evolution (1991–2007) of the Warsaw Stock Exchange Index (WIG), connected with the largest developing financial market in Europe. Calculating the so-called local time-dependent Hurst exponent for the WIG time series we find the dependence between the behavior of the local fractal properties of the WIG time series and the crashes’ appearance on the financial market. We formulate the necessary conditions based on the behavior which have to be satisfied if the rupture or crash point is expected soon. As a result we show that the signal to sell or the signal to buy on the stock exchange market can be translated into evolution pattern. We also find a relation between the rate of the drop and the total correction the WIG index gains after the crash. The current situation on the market, particularly related to the recent Fed intervention in September ’07, is also discussed.     

乙醇含量拉曼光谱检测中噪声与背景同时消除方法研究

乙醇含量拉曼光谱检测中,拉曼光谱信号中的各种噪声及光谱荧光造成的基线漂移和样品池背景等,影响了校正模型的预测精度。利用总体平均经验模态分解,将光谱信号分解成若干无模态混叠的内在模式分量,根据排列熵的信号随机性检测判据判断出代表背景信息和噪声信息的内在模式分量,将其置零即可同时消除拉曼光谱中的噪声与背景。将总体平均经验模态分解与排列熵相结合的预处理方法应用于乙醇含量的拉曼光谱检测中,并与小波变换和平均平滑滤波做了对比。实验结果表明：应用总体平均经验模态分解与排列熵相结合的方法能够有效的同时消除乙醇含量拉曼光谱检测中的噪声和背景信息,提高校正模型的预测精度,且使用简便,无需参数设置,对乙醇含量拉曼光谱检测具有实用价值。     

气体滞留时间对高速沉积的微晶硅薄膜性能的影响分析

实现高速沉积对于薄膜微晶硅太阳电池产业化降低成本是一个重要手段.采用超高频等离子体增强化学气相沉积(VHF-PECVD)技术，实现了微晶硅硅薄膜的高速沉积，并通过改变气体总流量改变气体滞留时间，考察了气体滞留时间在化学气相沉积(CVD)过程中对薄膜的生长速率以及光电特性和结构特性的影响.采用沉积速率达到12?/s的高速微晶硅工艺制备微晶硅电池，电池效率达到了5.3％. 关键词： 气体滞留时间 高速沉积 微晶硅 超高频等离子体增强化学气相沉积     

电弧特性及其对熔池形貌影响的数值模拟

通过电弧模型与熔池模型耦合数值模拟,研究了氩弧和氦弧特性及其对SUS304不锈钢钨极惰性气体保护（TIG）焊熔池形貌的影响.通过比较氩弧和氦弧的温度轮廓线以及阳极表面电流密度和热流密度分布发现,氦弧的径向距离比氩弧收缩明显,导致更多热量传递给阳极.模拟了氩弧和氦弧下浮力、电磁力、表面张力和气体剪切力分别对熔池形貌的影响.结果表明：不论是在氩弧还是在氦弧下熔池中表面张力是影响熔池形貌的最主要驱动力.在氩弧下,影响熔池形貌的另一个重要的驱动力是气体剪切力,而氦弧下则是电磁力.由于电磁力引起的内对流运动增加了熔深,从而导致相同氧含量时氦弧下的熔深和焊缝深宽比要高于氩弧下的熔深和焊缝深宽比.随着氧含量的增加,氩弧和氦弧下的焊缝深宽比均先增加而后保持不变.焊缝深宽比的模拟结果与实验结果符合较好. 关键词： 氩弧 氦弧 电弧特性 熔池形貌