Comparison of gain-loss asymmetry behavior for stocks and indexes

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and for most of individual companies stocks. The gain-loss asymmetry for these data, measured by the coefficient, that we postulated before \cite{karpio}, has opposite sign to this for WIG index.Comment: To be published in Acta Phys. Pol.

The INGRID project: Development of Solutions for Sustainable and Highly Interconnected Grids

One of the current main challenges in green-power storage and smart grids is the lack of effective solutions for accommodating the unbalance between renewable energy sources - offering intermittent electricity supply - and a variable electricity demand. Integrating intermittent renewable energy sources by safe and cost-effective energy storage systems is today achievable. Coupled with electrolizers, high-capacity solid-state storage of green-hydrogen is practicable to sustain integration, monitoring and control of large quantity of GWh from renewable generation. The 23.9 MLN Euros INGRID European large demonstrative project started in July 2012 combines magnesium-based material solid-state hydrogen storage systems with advanced ICT technologies to intelligently interconnect miscellaneous energy networks (i.e. electricity and gas) and safely delivering green-hydrogen to various existing or forthcoming markets. One solution INGRID project addresses is an off-grid utility to store renewable electricity captured from wind sources to refill full-battery electric cars

Dynamic correlations in an ordered c(2×\times2) lattice gas

We obtain the dynamic correlation function of two-dimensional lattice gas with nearest-neighbor repulsion in ordered c(2$\times$2) phase (antiferromagnetic ordering) under the condition of low concentration of structural defects. It is shown that displacements of defects of the ordered state are responsible for the particle number fluctuations in the probe area. The corresponding set of kinetic equations is derived and solved in linear approximation on the defect concentration. Three types of strongly correlated complex jumps are considered and their contribution to fluctuations is analysed. These are jumps of excess particles, vacancies and flip-flop jumps. The kinetic approach is more general than the one based on diffusion-like equations used in our previous papers. Thus, it becomes possible to adequately describe correlations of fluctuations at small times, where our previous theory fails to give correct results. Our new analytical results for fluctuations of particle number in the probe area agree well with those obtained by Monte Carlo simulations.Comment: 10 pages, 7 figure

Orientational Ordering in Spatially Disordered Dipolar Systems

This letter addresses basic questions concerning ferroelectric order in positionally disordered dipolar materials. Three models distinguished by dipole vectors which have one, two or three components are studied by computer simulation. Randomly frozen and dynamically disordered media are considered. It is shown that ferroelectric order is possible in spatially random systems, but that its existence is very sensitive to the dipole vector dimensionality and the motion of the medium. A physical analysis of our results provides significant insight into the nature of ferroelectric transitions.Comment: 4 pages twocolumn LATEX style. 4 POSTSCRIPT figures available from [email protected]

Force-velocity relation and density profiles for biased diffusion in an adsorbed monolayer

In this paper, which completes our earlier short publication [Phys. Rev. Lett. 84, 511 (2000)], we study dynamics of a hard-core tracer particle (TP) performing a biased random walk in an adsorbed monolayer, composed of mobile hard-core particles undergoing continuous exchanges with a vapor phase. In terms of an approximate approach, based on the decoupling of the third-order correlation functions, we obtain the density profiles of the monolayer particles around the TP and derive the force-velocity relation, determining the TP terminal velocity, V_{tr}, as the function of the magnitude of external bias and other system's parameters. Asymptotic forms of the monolayer particles density profiles at large separations from the TP, and behavior of V_{tr} in the limit of small external bias are found explicitly.Comment: Latex, 31 pages, 3 figure

Luttinger model approach to interacting one-dimensional fermions in a harmonic trap

A model of interacting one--dimensional fermions confined to a harmonic trap is proposed. The model is treated analytically to all orders of the coupling constant by a method analogous to that used for the Luttinger model. As a first application, the particle density is evaluated and the behavior of Friedel oscillations under the influence of interactions is studied. It is found that attractive interactions tend to suppress the Friedel oscillations while strong repulsive interactions enhance the Friedel oscillations significantly. The momentum distribution function and the relation of the model interaction to realistic pair interactions are also discussed.Comment: 12 pages latex, 1 eps-figure in 1 tar file, extended Appendix, added and corrected references, new eq. (53), corrected typos, accepted for PR