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Motivated by empirical observations on the interplay of trends and reversion, a lattice gas model of financial markets is presented. The shares of an asset are modeled by gas molecules that are distributed across a hidden social network of…

Statistical Finance · Quantitative Finance 2022-03-02 Christof Schmidhuber

We study the asymptotic behavior of the motion of an ideal incompressible fluid in a perforated domain. The porous medium is composed of inclusions of size $\varepsilon$ separated by distances $d_\varepsilon$ and the fluid fills the…

Analysis of PDEs · Mathematics 2015-10-16 Christophe Lacave , Nader Masmoudi

This paper describes serial and parallel compositional models of multiple objects with part sharing. Objects are built by part-subpart compositions and expressed in terms of a hierarchical dictionary of object parts. These parts are…

Computer Vision and Pattern Recognition · Computer Science 2013-01-17 Alan L. Yuille , Roozbeh Mottaghi

Faults and geological barriers can drastically affect the flow patterns in porous media. Such fractures can be modeled as interfaces that interact with the surrounding matrix. We propose a new technique for the estimation of the location…

Numerical Analysis · Mathematics 2016-10-24 Hend Ben Ameur , Guy Chavent , Cheikh Fatma , François Clément , Vincent Martin , Jean E. Roberts

The width of the distribution of species in a polydisperse system is employed in a small-variable expansion, to obtain a well-controlled and compact scheme by which to calculate phase equilibria in multi-phase systems. General and universal…

Statistical Mechanics · Physics 2009-10-31 R. M. L. Evans

Imbibition plays a central role in diverse energy, environmental, and industrial processes. In many cases, the medium has multiple parallel strata of different permeabilities; however, how this stratification impacts imbibition is poorly…

Integral geometry uses four geometric invariants -- the Minkowski functionals -- to characterize certain subsets of 3-dimensional space. The question was, how is the fluid flow in a 3-dimensional porous system related to these invariants?…

Soft Condensed Matter · Physics 2024-10-10 R. A. I. Haque , A. J. Mitra , T. Dutta

Clustering analysis identifies samples as groups based on either their mutual closeness or homogeneity. In order to detect clusters in arbitrary shapes, a novel and generic solution based on boundary erosion is proposed. The clusters are…

Computer Vision and Pattern Recognition · Computer Science 2018-04-16 Cheng-Hao Deng , Wan-Lei Zhao

We analyze the fragmentation behavior of random clusters on the lattice under a process where bonds between neighboring sites are successively broken. Modeling such structures by configurations of a generalized Potts or random-cluster model…

Statistical Mechanics · Physics 2016-08-08 Eren Metin Elçi , Martin Weigel , Nikolaos G. Fytas

This paper presents a recursive secret sharing technique that distributes k-1 secrets of length b each into n shares such that each share is effectively of length (n/(k-1))*b and any k pieces suffice for reconstructing all the k-1 secrets.…

Cryptography and Security · Computer Science 2010-01-11 Abhishek Parakh , Subhash Kak

In this paper we develop a model to describe the diffusion process in a porous medium. For the observed decrease in current yield, we propose other causes than difference in diffusivity, which we consider unaltered by the porous medium. The…

Chemical Physics · Physics 2012-05-10 P. C. T. DÁjello , G. L. Nunes , J. J. Piacentini , L. Lauck

Zipf's law can be used to describe the rank-size distribution of cities in a region. It was seldom employed to research urban internal structure. In this paper, we demonstrate that the space-filling process within a city follows Zipf's law…

Physics and Society · Physics 2018-12-19 Yanguang Chen , Jiejing Wang

Tomography is a widely used tool for analyzing microstructures in three dimensions (3D). The analysis, however, faces difficulty because the constituent materials produce similar grey-scale values. Sometimes, this prompts the image…

Materials Science · Physics 2021-09-28 Anand V. Patel , Tao Hou , Juan D. Beltran Rodriguez , Tamal K. Dey , Dunbar P. Birnie

Immiscible fluid displacement in porous media is fundamental for many environmental processes, including infiltration of water in soils, groundwater remediation, enhanced recovery of hydrocarbons and carbon geosequestration. Microstructural…

Fluid Dynamics · Physics 2019-05-22 Oshri Borgman , Thomas Darwent , Enrico Segre , Lucas Goehring , Ran Holtzman

We consider the number of configurations of a surface in two dimensions that has a prescribed length and encloses a prescribed perimeter with respect to a baseline. An approximate analytical treatment in a semi--continuum compares…

Condensed Matter · Physics 2008-02-03 E. D. Moore

The convergence between effective medium theory and pore-network modelling is examined. Electrical conductance on two and three-dimensional cubic resistor networks is used as an example of transport through composite materials or porous…

Materials Science · Physics 2021-09-17 Jack Edwards , Peter Berg

Sharing a secret efficiently amongst a group of participants is not easy since there is always an adversary / eavesdropper trying to retrieve the secret. In secret sharing schemes, every participant is given a unique share. When the desired…

Cryptography and Security · Computer Science 2022-11-04 James Smith

Droplet breakup is an important phenomenon in the field of microfluidics to generate daughter droplets. In this work, a novel breakup regime in the widely studied T-junction geometry is reported, where the pinch-off occurs laterally in the…

Prediction of flow to boreholes or excavations in fractured low-permeability rocks is important for resource extraction and disposal or sequestration activities. Analytical solutions for fluid pressure and flowrate, when available, are…

Fluid Dynamics · Physics 2024-05-07 Kristopher L. Kuhlman

A new technique for the separation of macromolecules is proposed and investigated. A thin mesh with pores comparable to the radius of gyration of a free chain is used to filter chains according to their length. Without a field it has…

Soft Condensed Matter · Physics 2009-10-28 J. M. Deutsch , Hyoungsoo Yoon