Depinning exponents of the driven long-range elastic string

We perform a high-precision calculation of the critical exponents for the long-range elastic string driven through quenched disorder at the depinning transition, at zero temperature. Large-scale simulations are used to avoid finite-size effects and to enable high precision. The roughness, growth, and velocity exponents are calculated independently, and the dynamic and correlation length exponents are derived. The critical exponents satisfy known scaling relations and agree well with analytical predictions.Comment: 6 pages, 5 figure

Noise versus chaos in a causal Fisher-Shannon plane

We revisit the Fisher-Shannon representation plane ${\mathcal H} \times {\mathcal F}$, evaluated using the Bandt and Pompe recipe to assign a probability distribution to a time series. Several stochastic dynamical (noises with $f^{-k}$, $k \geq 0$, power spectrum) and chaotic processes (27 chaotic maps) are analyzed so as to illustrate the approach. Our main achievement is uncovering the informational properties of the planar location.Comment: 6 pages, 1 figure. arXiv admin note: text overlap with arXiv:1401.213

Non-equilibrium relaxation of an elastic string in random media

We study the relaxation of an elastic string in a two dimensional pinning landscape using Langevin dynamics simulations. The relaxation of a line, initially flat, is characterized by a growing length, $L(t)$, separating the equilibrated short length scales from the flat long distance geometry that keep memory of the initial condition. We find that, in the long time limit, $L(t)$ has a non--algebraic growth, consistent with thermally activated jumps over barriers with power law scaling, $U(L) \sim L^\theta$.Comment: 2 pages, 1 figure, Proceedings of ECRYS-2005 International Workshop on Electronic Crysta

Classification and Verification of Online Handwritten Signatures with Time Causal Information Theory Quantifiers

We present a new approach for online handwritten signature classification and verification based on descriptors stemming from Information Theory. The proposal uses the Shannon Entropy, the Statistical Complexity, and the Fisher Information evaluated over the Bandt and Pompe symbolization of the horizontal and vertical coordinates of signatures. These six features are easy and fast to compute, and they are the input to an One-Class Support Vector Machine classifier. The results produced surpass state-of-the-art techniques that employ higher-dimensional feature spaces which often require specialized software and hardware. We assess the consistency of our proposal with respect to the size of the training sample, and we also use it to classify the signatures into meaningful groups.Comment: Submitted to PLOS On

Uniqueness of the thermodynamic limit for driven disordered elastic interfaces

We study the finite size fluctuations at the depinning transition for a one-dimensional elastic interface of size $L$ displacing in a disordered medium of transverse size $M=k L^\zeta$ with periodic boundary conditions, where $\zeta$ is the depinning roughness exponent and $k$ is a finite aspect ratio parameter. We focus on the crossover from the infinitely narrow ($k\to 0$) to the infinitely wide ($k\to \infty$) medium. We find that at the thermodynamic limit both the value of the critical force and the precise behavior of the velocity-force characteristics are {\it unique} and $k$-independent. We also show that the finite size fluctuations of the critical force (bias and variance) as well as the global width of the interface cross over from a power-law to a logarithm as a function of $k$. Our results are relevant for understanding anisotropic size-effects in force-driven and velocity-driven interfaces.Comment: 10 pages, 12 figure

Seismic cycles, size of the largest events, and the avalanche size distribution in a model of seismicity

We address several questions on the behavior of a numerical model recently introduced to study seismic phenomena, that includes relaxation in the plates as a key ingredient. We make an analysis of the scaling of the largest events with system size, and show that when parameters are appropriately interpreted, the typical size of the largest events scale as the system size, without the necessity to tune any parameter. Secondly, we show that the temporal activity in the model is inherently non-stationary, and obtain from here justification and support for the concept of a "seismic cycle" in the temporal evolution of seismic activity. Finally, we ask for the reasons that make the model display a realistic value of the decaying exponent $b$ in the Gutenberg-Richter law for the avalanche size distribution. We explain why relaxation induces a systematic increase of $b$ from its value $b\simeq 0.4$ observed in the absence of relaxation. However, we have not been able to justify the actual robustness of the model in displaying a consistent $b$ value around the experimentally observed value $b\simeq 1$.Comment: 11 pages, 10 figure

Superconducting fluctuations and anomalous diamagnetism in underdoped YBa2Cu3O6+x from magnetization and 63Cu NMR-NQR relaxation measurements

Magnetization and 63Cu NMR-NQR relaxation measurements are used to study the superconducting fluctuations in YBa2Cu3O6+x (YBCO) oriented powders. In optimally doped YBCO the fluctuating negative magnetization M_{fl}(H,T) is rather well described by an anisotropic Ginzburg-Landau (GL) functional and the curves M_{fl}/sqrt{H} cross at Tc. In underdoped YBCO, instead, over a wide temperature range an anomalous diamagnetism is observed, stronger than in the optimally doped compound by about an order of magnitude. The field and temperature dependences of M_{fl} cannot be described either by an anisotropic GL functional or on the basis of scaling arguments. The anomalous diamagnetism is more pronounced in samples with a defined order in the Cu(1)O chains. The 63Cu(2) relaxation rate shows little, if any, field dependence in the vicinity of the transition temperature Tc(H=0). It is argued how the results in the underdoped compounds can be accounted for by the presence of charge inhomogeneities, favoured by chains ordering

The (in)visible hand in the Libor market: an Information Theory approach

This paper analyzes several interest rates time series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering statistical tool in the financial literature: the complexity-entropy causality plane. This representation is able to classify different stochastic and chaotic regimes in time series. We use sliding temporal windows to assess changes in the intrinsic stochastic dynamics of the time series. Anomalous behavior in the Libor is detected, especially around the time of the last financial crisis, that could be consistent with data manipulation.Comment: PACS 89.65.Gh Econophysics; 74.40.De noise and chao

Multiscale permutation entropy analysis of laser beam wandering in isotropic turbulence

We have experimentally quantified the temporal structural diversity from the coordinate fluctuations of a laser beam propagating through isotropic optical turbulence. The main focus here is on the characterization of the long-range correlations in the wandering of a thin Gaussian laser beam over a screen after propagating through a turbulent medium. To fulfill this goal, a laboratory-controlled experiment was conducted in which coordinate fluctuations of the laser beam were recorded at a sufficiently high sampling rate for a wide range of turbulent conditions. Horizontal and vertical displacements of the laser beam centroid were subsequently analyzed by implementing the symbolic technique based on ordinal patterns to estimate the well-known permutation entropy. We show that the permutation entropy estimations at multiple time scales evidence an interplay between different dynamical behaviors. More specifically, a crossover between two different scaling regimes is observed. We confirm a transition from an integrated stochastic process contaminated with electronic noise to a fractional Brownian motion with a Hurst exponent H = 5/6 as the sampling time increases. Besides, we are able to quantify, from the estimated entropy, the amount of electronic noise as a function of the turbulence strength. We have also demonstrated that these experimental observations are in very good agreement with numerical simulations of noisy fractional Brownian motions with a well-defined crossover between two different scaling regimes.Comment: 8 pages, 6 figure