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Periodic orbits contribution to the 2-point correlation form factor for pseudo-integrable systems

Eugene Bogomolny 1, Olivier Giraud 1, Charles Schmit 1 Communications in Mathematical Physics 222 (2001) 327-369 The 2-point correlation form factor, $K_2(\tau)$, for small values of $\tau$ is computed analytically for typical examples of pseudo-integrable systems. This is done by explicit calculation of periodic orbit contributions in the diagonal approximation. The following cases are considered: (i) plane billiards in the form […]

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Percolation line of stable clusters in supercritical fluids

Xavier Campi 1, Hubert Krivine 1, Nicolas Sator 1 Physica A 296 (2001) 24-30 We predict that self-bound clusters of particles exist in the supercritical phase of simple fluids. These clusters, whose internal temperature is lower than the global temperature of the system, define a percolation line that starts at the critical point. This line should be physically observable. Possible experiments

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On the Plants Leaves Boundary, ‘Jupe à Godets’ and Conformal Embeddings

Sergei K. Nechaev 1, 2, Raphael Voituriez 1 Journal of Physics A 34 (2001) 11069-11082 he stable profile of the boundary of a plant’s leaf fluctuating in the direction transversal to the leaf’s surface is described in the framework of a model called a ‘surface à godets’. It is shown that the information on the profile is encoded in the Jacobian

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On a universal mechanism for long ranged volatility correlations

Jean-Philippe Bouchaud 1, 2, Irene Giardina 3, Marc Mézard 4 Quantitative Finance 1 (2001) 212-216 We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active’ and `inactive’ strategies is subordinated to random-walk like processes. We numerically demonstrate our scenario in the framework of

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Multifractality in uniform hyperbolic lattices and in quasi-classical Liouville field theory

Alain Comtet 1, Sergei K. Nechaev 1, Raphael Voituriez 1 Journal of Statistical Physics 102 (2001) 203-230 We introduce a deterministic model defined on a two dimensional hyperbolic lattice. This model provides an example of a non random system whose multifractal behaviour has a number theoretic origin. We determine the multifractal exponents, discuss the termination of multifractality and conjecture the geometric origin

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Microscopic Models for Long Ranged Volatility Correlations

Irene Giardina 1, Jean-Philippe Bouchaud 2, 3, Marc Mézard 4 Physica A 299 (2001) 28-39 We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active’ and `inactive’ strategies is subordinated to random-walk like processes. We numerically demonstrate our scenario in the framework of

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Marginal pinning of vortices at high temperature

Markus Muller 1, 2, Denis A. Gorokhov 1, 3, Gianni Blatter 1 Physical Review B 64 (2001) 134523 We analyze the competition between thermal fluctuations and pinning of vortices in bulk type II superconductors subject to point-like disorder and derive an expression for the temperature dependence of the pinning length L_c(T) which separates different types of single vortex wandering. Given a disorder potential with

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Interactions in Chaotic Nanoparticles: Fluctuations in Coulomb Blockade Peak Spacings

Denis Ullmo 1, Harold U. Baranger 2 Physical Review B 64 (2001) 245324 We use random matrix models to investigate the ground state energy of electrons confined to a nanoparticle. Our expression for the energy includes the charging effect, the single-particle energies, and the residual screened interactions treated in Hartree-Fock. This model is applicable to chaotic quantum dots or nanoparticles–in

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