Biomedical subjects

J Kertész

Publications and source records attributed to J Kertész.

At least 19 recordsLinked to original sources

PubMed2006

Morphologies of three-dimensional shear bands in granular media.

We present numerical results on spontaneous symmetry breaking strain localization in axisymmetric triaxial shear tests of granular materials. We simulated shear band formation using the three-dimensional distinct element method with spherical particles. We demonstrate that the local shear intensity, the angular velocity of the grains, the coordination number, and the local void ratio are correlated and any of them can be used to identify shear bands; however, the latter two are less sensitive. The calculated shear band morphologies are in good agreement with those found experimentally. We show that boundary conditions play an important role. We discuss the formation mechanism of shear bands in the light of our observations and compare the results with experiments. At large strains, with enforced symmetry, we found strain hardening.

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PubMed2005

Piling and avalanches of magnetized particles.

We performed computer simulations based on a two-dimensional distinct element method to study granular systems of magnetized spherical particles. We measured the angle of repose and the surface roughness of particle piles, and we studied the effect of magnetization on avalanching. We report linear dependence of both angle of repose and surface roughness on the ratio f of the magnetic dipole interaction and the gravitational force (interparticle force ratio). There is a difference in avalanche formation at small and at large interparticle force ratios. The transition is at f(c) approximately 7. For f < f(c) small vertical chains follow each other at short times (granular regime), while for f > f(c) the avalanches are typically formed by one single large particle-cluster (correlated regime). The transition is not sharp. We give plausible estimates for f(c) based on stability criteria.

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PubMed2004

Shear band formation in granular media as a variational problem.

Strain in sheared dense granular material is often localized in a narrow region called the shear band. Recent experiments in a modified Couette cell provided localized shear flow in the bulk away from the confining walls. The nontrivial shape of the shear band was measured as the function of the cell geometry. First, we present a geometric argument for narrow shear bands that connects the function of their surface position with the shape in the bulk. Assuming a simple dissipation mechanism, we show that the principle of minimum dissipation of energy provides a good description of the shape function. Furthermore, we discuss the possibility and behavior of shear bands that are detached from the free surface and are entirely covered in the bulk.

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PubMed2003

Dynamics of market correlations: taxonomy and portfolio analysis.

The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the "asset tree" has been studied in order to reflect the financial market taxonomy. The nodes of the tree are identified with stocks and the distance between them is a unique function of the corresponding element of the correlation matrix. By using the concept of a central vertex, chosen as the most strongly connected node of the tree, an important characteristic is defined by the mean occupation layer. During crashes, due to the strong global correlation in the market, the tree shrinks topologically, and this is shown by a low value of the mean occupation layer. The tree seems to have a scale-free structure where the scaling exponent of the degree distribution is different for "business as usual" and "crash" periods. The basic structure of the tree topology is very robust with respect to time. We also point out that the diversification aspect of portfolio optimization results in the fact that the assets of the classic Markowitz portfolio are always located on the outer leaves of the tree. Technical aspects such as the window size dependence of the investigated quantities are also discussed.

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PubMed2003

Two-dimensional array of magnetic particles: the role of an interaction cutoff.

Based on theoretical results and simulations, in two-dimensional arrangements of a dense dipolar particle system, there are two relevant local dipole arrangements: (1) a ferromagnetic state with dipoles organized in a triangular lattice and (2) an antiferromagnetic state with dipoles organized in a square lattice. In order to accelerate simulation algorithms, we search for the possibility of cutting off the interaction potential. Simulations on a dipolar two-line system lead to the observation that the ferromagnetic state is much more sensitive to the interaction cutoff R than the corresponding antiferromagnetic state. For R approximately > 8 (measured in particle diameters) there is no substantial change in the energetical balance of the ferromagnetic and antiferromagnetic state and the ferromagnetic state slightly dominates over the antiferromagnetic state, while the situation is changed rapidly for lower interaction cutoff values, leading to the disappearance of the ferromagnetic ground state. We studied the effect of bending ferromagnetic and antiferromagnetic two-line systems and observed that the cutoff has a major impact on the energetical balance of the ferromagnetic and the antiferromagnetic state for R approximately < 4. Based on our results we argue that R approximately 5 is a reasonable choice for dipole-dipole interaction cutoff in two-dimensional dipolar hard sphere systems, if one is interested in local ordering.

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PubMed2002

Time-dependent cross-correlations between different stock returns: a directed network of influence.

We study the time-dependent cross-correlations of stock returns, i.e., we measure the correlation as the function of the time shift between pairs of stock return time series using tick-by-tick data. We find a weak but significant effect showing that in many cases the maximum correlation appears at nonzero time shift, indicating directions of influence between the companies. Due to the weakness of this effect and the shortness of the characteristic time (of the order of a few minutes), our findings are compatible with market efficiency. The interaction of companies defines a directed network of influence.

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PubMed2002

Elastic behavior in contact dynamics of rigid particles.

The systematic errors due to the practical implementation of the contact dynamics method for simulation of dense granular media are examined. It is shown that, using the usual iterative solver to simulate a chain of rigid particles, effective elasticity and sound propagation with a finite velocity occur. The characteristics of these phenomena are investigated analytically and numerically in order to assess the limits of applicability of this simulation method and to compare it with soft particle molecular dynamics.

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PubMed2001

Scaling of random spreading in small world networks.

In this study we have carried out computer simulations of random walks on Watts-Strogatz-type small world networks and measured the mean number of visited sites and the return probabilities. These quantities were found to obey scaling behavior with intuitively reasoned exponents as long as the probability p of having a long range bond was sufficiently low.

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PubMed2001

Preferential growth: exact solution of the time-dependent distributions.

We consider a preferential growth model where particles are added one by one to the system consisting of clusters of particles. A new particle can either form a new cluster (with probability q) or join an already existing cluster with a probability proportional to the size thereof. We calculate exactly the probability Pi(k,t) that the size of the ith cluster at time t is k. We analyze the asymptotics, the scaling properties of the size distribution and of the mean size, as well as the relation of our system to recent network models.

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PubMed2000

Stochastic boundary conditions in the deterministic Nagel-Schreckenberg traffic model.

We consider open systems where cars move according to the deterministic Nagel-Schreckenberg rules [K. Nagel and M. Schreckenberg, J. Phys. I 2, 2221 (1992)] and with maximum velocity v(max)>1, which is an extension of the asymmetric exclusion process (ASEP). It turns out that the behavior of the system is dominated by two features: (a) the competition between the left and the right boundary, (b) the development of so-called "buffers" due to the hindrance that an injected car feels from the front car at the beginning of the system. As a consequence, there is a first-order phase transition between the free flow and the congested phase accompanied by the collapse of the buffers, and the phase diagram essentially differs from that for v(max)=1 (ASEP).

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PubMed2000

Nondeterministic Nagel-Schreckenberg traffic model with open boundary conditions.

We study the phases of the Nagel-Schreckenberg traffic model with open boundary conditions as a function of the randomization probabilities p>0 and the maximum velocity v(max)>1. Due to the existence of "buffer sites" which enhance the free-flow region, the behavior is much richer than that of the related, parallel updated asymmetric exclusion process [(ASEP), v(max)=1]. Such sites exist for v(max)> or =3 and p p(c) an additional maximum current phase separated by second-order transitions occurs like for the ASEP. The density profile decays in the maximum current phase algebraically with an exponent gamma approximately 2 / 3 for all v(max)> or =2 indicating that these models belong to another universality class than the ASEP where gamma=1 / 2.

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PubMed1996