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Nonlinear Properties Found in Actual Markets
Y.Nakajima 한국물리학회 2002 THE JOURNAL OF THE KOREAN PHYSICAL SOCIETY Vol.40 No.6
Using the distributions of the volatility and the correlation dimension, I analyze uctuations found in real markets. Data from 46 kinds of markets|stock markets, exchange markets, commodity exchange markets|generally dier from both random walks and deterministic chaos, with very few exceptions. I dene the distance by which data from actual markets dier from the theoretical value of a random walk. I compare spot and futures markets; then, the results of the distributions of both the volatility and the correlation dimensions, as well as uctuations in spot markets, are shown to correlate with those of their futures, and vise versa. Finally, I evaluate these analyses by comparing them with the time series obtained by adding white noise to deterministic chaos.
HYDROPLANING ANALYSIS BY FEM AND FVM - EFFECT OF TIRE ROLLING AND TIRE PATTERN ON HYDROPLANING
Nakajima, Y.,Seta, E.,Kamegawa, T.,Ogawa, H. The Korean Society of Automotive Engineers 2000 International journal of automotive technology Vol.1 No.1
The new numerical procedure for hydroplaning has been developed by considering the following three important factors; fluid/structure interaction, tire rolling, and practical tread pattern. The tire was analyzed by FEM with Lagrangian formulation and the fluid is analyzed by FVM with Eulerian formulation. Since the tire and the fluid are modeled separately and their coupling is automatically computed by the coupling element, the fluid/structure interaction of the complex geometry such as the tire with the tread pattern can be analyzed practically. We verified the predictability of the hydroplaning simulation in the different parameters such as the water flow, the velocity dependence of hydroplaning, and the effect of the tread pattern on hydroplaning. In order to predict the streamline in the contact patch, the procedure of the global-local analysis was developed. Since the streamline could be predicted by this technology, we could develop the new pattern in a short period based on the principle; "make the stream line smooth".
HYDROPLANING ANALYSIS BY FEN AND FVM:EFFECT OF TIRE ROLLING AND TIRE PATTERN ON HYDROPLANING
Y. NAKAJIMA,E. SETA,T. KAMEGAWA,H. OGAWA 한국자동차공학회 2000 International journal of automotive technology Vol.1 No.1
The new numerical procedure for hydroplaning has been developed by considering the following three important factors; fluid/structure interaction, tire rolling, and practical tread pattern. The tire was analyzed by FEM with Lagrangian formulation and the fluid is analyzed by FVM with Eulerian formulation. Since the tire and the fluid arc modeled separately and their coupling is automatically computed by the coupling element. the fluid/structure interaction of the complex geometry such as the tire with the tread pattern can be analyzed praetically. We verified the predictability of the hydroplaning simulation in the different parameters such as the water flow, the velocity dependence of hydroplaning. and the effect of the tread pattern on hydroplaning. In order to predict the streamline in the contact patch. the procedure of the global-local analysis was developed. Since the streamline could be predicted by this technology, we could develop the new pattern in a short period based on the principle; "make the stream line smooth",<br/>
Nakajima, M.,Choi, I.K.,Ohtori, Y.,Choun, Y.S. North-Holland Pub. Co 2007 Nuclear engineering and design Vol.237 No.3
Seismic hazard curves and scenario earthquakes based on probabilistic seismic hazard analysis (PSHA) are evaluated for a site in Korea. Moreover, dominant seismic sources for the site are identified from the contribution factors of the seismic sources. Furthermore, the seismic hazard curves for eight sites in Korea are evaluated to grasp the regional difference of the seismic hazard, and the more detailed information on seismic hazard for Korean sites is obtained.
Abe, K.,Haga, Y.,Hayato, Y.,Ikeda, M.,Iyogi, K.,Kameda, J.,Kishimoto, Y.,Miura, M.,Moriyama, S.,Nakahata, M.,Nakajima, T.,Nakano, Y.,Nakayama, S.,Orii, A.,Sekiya, H.,Shiozawa, M.,Takeda, A.,Tanaka, H. American Physical Society 2017 Physical Review D Vol.95 No.1
<P>We have searched for proton decay via p -> e(+) pi(0) and p -> mu(+) pi(0) using Super-Kamiokande data from April 1996 to March 2015, 0.306 megaton center dot years exposure in total. The atmospheric neutrino background rate in Super-Kamiokande IV is reduced to almost half that of phase I-III by tagging neutrons associated with neutrino interactions. The reach of the proton lifetime is further enhanced by introducing new signal criteria that select the decay of a proton in a hydrogen atom. No candidates were seen in the p -> e(+) pi(0) search. Two candidates that passed all of the selection criteria for p -> mu(+) pi(0) have been observed, but these are consistent with the expected number of background events of 0.87. Lower limits on the proton lifetime are set at tau/B(p -> mu(+) pi(0)) > 1.6 x 10(34) years and tau/B(p -> mu(+) pi(0) ) > 7.7 x 10(33) years at 90% confidence level.</P>
Solar neutrino measurements in Super-Kamiokande-IV
Abe, K.,Haga, Y.,Hayato, Y.,Ikeda, M.,Iyogi, K.,Kameda, J.,Kishimoto, Y.,Marti, Ll.,Miura, M.,Moriyama, S.,Nakahata, M.,Nakajima, T.,Nakayama, S.,Orii, A.,Sekiya, H.,Shiozawa, M.,Sonoda, Y.,Takeda, A. American Physical Society 2016 Physical Review D Vol.94 No.5
<P>Upgraded electronics, improved water system dynamics, better calibration and analysis techniques allowed Super-Kamiokande-IV to clearly observe very low-energy B-8 solar neutrino interactions, with recoil electron kinetic energies as low as similar to 3.5 MeV. Super-Kamiokande-IV data-taking began in September of 2008; this paper includes data until February 2014, a total livetime of 1664 days. The measured solar neutrino flux is (2.308 +/- 0.020)(stat)(-0.040)(+0.039) (syst)) x 10(6)/(cm(2) sec) assuming no oscillations. The observed recoil electron energy spectrum is consistent with no distortions due to neutrino oscillations. An extended maximum likelihood fit to the amplitude of the expected solar zenith angle variation of the neutrino-electron elastic scattering rate in SK-IV results in a day/night asymmetry of (-3.6 +/- 1.6(stat) +/- 0.6(syst)%. The SK-IV solar neutrino data determine the solar mixing angle as sin(2)theta(12) = 0.327(-0.031)(+0.026), all SK solar data (SK-I, SK-II, SK III and SK-IV) measures this angle to be sin(2)theta(12) = 0.334(-0.023)(+0.027), the determined mass-squared splitting is Delta m(21)(2) = 4.8(-0.8)(+1.5) x 10(-5) eV(2).</P>