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Externally driven one-dimensional Ising model
, Article Journal of Statistical Mechanics: Theory and Experiment ; Volume 2012, Issue 2 , Feb , 2012 ; 17425468 (ISSN) ; Aghamohammadi, C ; Khorrami, M ; Sharif University of Technology
Abstract
A one-dimensional kinetic Ising model at a finite temperature on a semi-infinite lattice with time varying boundary spins is considered. Exact expressions for the expectation values of the spin at each site are obtained, in terms of the time dependent boundary condition and the initial conditions. The solution consists of a transient part which is due to the initial conditions, and a part driven by the boundary. The latter is an evanescent wave when the boundary spin is oscillating harmonically. Low-and high-frequency limits are investigated in greater detail. The total magnetization of the lattice is also obtained. It is seen that for any arbitrary rapidly varying boundary conditions, this...
Scale dependence of the directional relationships between coupled time series
, Article Journal of Statistical Mechanics: Theory and Experiment ; Volume 2013, Issue 2 , 2013 ; 17425468 (ISSN) ; Aghamohammadi, C ; Anvari, M ; Bahraminasab, A ; Rahimi Tabar, M. R ; Peinke, J ; Sahimi, M ; Marsili, M ; Sharif University of Technology
2013
Abstract
Using the cross-correlation of the wavelet transformation, we propose a general method of studying the scale dependence of the direction of coupling for coupled time series. The method is first demonstrated by applying it to coupled van der Pol forced oscillators and coupled nonlinear stochastic equations. We then apply the method to the analysis of the log-return time series of the stock values of the IBM and General Electric (GE) companies. Our analysis indicates that, on average, IBM stocks react earlier to possible common sector price movements than those of GE
Stochastic nature of series of waiting times
, Article Physical Review E - Statistical, Nonlinear, and Soft Matter Physics ; Volume 87, Issue 6 , 2013 ; 15393755 (ISSN) ; Aghamohammadi, C ; Dashti Naserabadi, H ; Salehi, E ; Behjat, E ; Qorbani, M ; Khazaei Nezhad, M ; Zirak, M ; Hadjihosseini, A ; Peinke, J ; Tabar, M. R. R ; Sharif University of Technology
2013
Abstract
Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the "waiting times" series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2