64 results on '"Roman, HE"'
Search Results
2. Volatile Organic Compounds depletion by Surface Dielectric Barrier Discharge
- Author
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Piferi, C, Daghetta, M, Schiavon, M, Roman, HE, Riccardi, C, Klinger, T, Hobirk, J, Orlando, S, Lancia, L, Maric, Westerhof, E, Piferi, C, Daghetta, M, Schiavon, M, Roman, H, and Riccardi, C
- Subjects
FIS/01 - FISICA SPERIMENTALE ,Surface Dielectric Barrier Discharge ,SDBD ,Volatile Organic Compound ,VOC ,Atmospheric plasma - Published
- 2022
3. Optimization of Dynamap noise mapping predictive scheme in Milan urban area
- Author
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Benocci, R, Roman, HE, Calvo-Manzano, A, Delgado, A, Perez-Lopez, A, Santiago, JS, Benocci, R, and Roman, H
- Subjects
Noise Mapping ,Environment ,Traffic Noise - Abstract
Dynamap, a co-financed project by the European Commission through the Life+ 2013 program, aims at developing a dynamic approach to noise mapping based on a limited number of noise monitoring stations. Dynamap is based on the idea of finding a suitable set of roads that display similar traffic noise behaviour so that one can group them together into a single noise map. The applicability of Dynamap is based on an available non-acoustic information on each road segment of the area under study. According to the chosen non-acoustic parameter, each road stretch presents a noise temporal profile that could be described as a combination of the two main noise behaviour. Each group of roads can, therefore in principle, be represented by the same acoustic map. For the effective implementation of Dynamap, we, initially, decided to divide the entire range of available non-acoustic parameter into six intervals, called groups, each one described by a noise base map and described by four monitoring sensors. The noise in a given location is therefore predicted by a combination of the six acoustic base noise maps whose variation (dynamic feature) are provided by the monitoring stations. In this paper, we discuss a second procedure for updating the acoustic maps based on a two-cluster expansion scheme performed directly over the noise recorded by the 24 monitoring sensors.
- Published
- 2019
4. Comparison of different clustering techniques for traffic noise analysis in the city of Milan
- Author
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Benocci, R, Roman, HE, Calvo-Manzano, A, Delgado, A, Perez-Lopez, A, Santiago, JS, Benocci, R, and Roman, H
- Subjects
Annoyance ,Noise mapping ,Environment - Abstract
In this paper, we present the results of a comparative analysis on the traffic noise in the city of Milan within the framework of a co- financed project by the European Commission through the Life+ 2013 program called Dynamap. Dynamap is based on the idea of finding a suitable set of roads that display similar traffic noise behaviour (24 hours temporal noise profile). The dataset is made of the traffic noise recorded in 93 sites distributed over the entire city. Different unsupervised clustering algorithms have been studied: the so-called hard and soft clustering. In order to apply efficiently the Dynamap method, it is important that we have a continuity or soft passage between clusters as the non-acoustic parameter, which has been introduced to describe non-monitored roads, changes. The hard clustering coupled to a density distribution of the non-acoustic parameter in the two obtained road- cluster behaviours, revealed more efficient than the soft one though its inherent smooth approach to clustering.
- Published
- 2019
5. Anomalous fluctuations in the simple magnetized plasma devices Thorello and Blaamann
- Author
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RICCARDI, CLAUDIA, BARNI, RUGGERO, Roman, HE, Fredriksen, A., Riccardi C, Roman, HE, Riccardi, C, Barni, R, Roman, H, and Fredriksen, A
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Turbulence ,FIS/01 - FISICA SPERIMENTALE ,magnetised plasma ,coherent structures ,FIS/03 - FISICA DELLA MATERIA - Published
- 2008
6. Hierarchical structure of a one-dimensional quasiperiodic model
- Author
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Roman He and Roman, H
- Subjects
Physics ,Renormalization ,Quantum electrodynamics ,Density matrix renormalization group ,Quasiperiodic function ,Quantum mechanics ,fibonacci chain, hierarchical structure, renormalization ,Structure (category theory) - Abstract
A hierarchical structure of a Fibonacci chain is obtained exactly. This is done by transforming the original chain into another one in which the new hopping matrix elements and on-site energies are arranged hierarchically. An exact renormalization-group transformation is derived for the hierarchical chain. © 1988 The American Physical Society.
- Published
- 1988
7. Anomalous transport in turbulent magnetized plasmas through fluctuating ExB drift
- Author
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BARNI, RUGGERO, Pierre, T., RICCARDI, CLAUDIA, Riccardi, C, Roman, HE, Barni, R, and Pierre, T
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Turbulence ,FIS/01 - FISICA SPERIMENTALE ,magnetised plasma ,coherent structure ,FIS/03 - FISICA DELLA MATERIA - Published
- 2008
8. Editorial to the Special Issue "Acoustic Sensing and Monitoring in Urban and Natural Environments".
- Author
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Roman HE
- Abstract
During the last decades, the great advances achieved in sensor technology and monitoring strategies have been instrumental to accurately quantify anthropogenic noise pollution in both urban and natural environments [...].
- Published
- 2024
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9. The fractal geometry of polymeric materials surfaces: surface area and fractal length scales.
- Author
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Roman HE, Cesura F, Maryam R, Levchenko I, Alexander K, and Riccardi C
- Abstract
Using three common polymeric materials (polypropylene (PP), polytetrafluoroethylene (PTFE) and polycaprolactone (PCL)), a standard oxygen-plasma treatment and atomic force microscopy (AFM), we performed a scaling analysis of the modified surfaces yielding effective Hurst exponents ( H ≃ 0.77 ± 0.02 (PP), ≃0.75 ± 0.02 (PTFE), and ≃0.83 ± 0.02 (PCL)), for the one-dimensional profiles, corresponding to the transversal sections of the surface, by averaging over all possible profiles. The surface fractal dimensions are given by d
s = 3 - H , corresponding to ds ≃ 2.23, 2.25, and 2.17, respectively. We present a simple method to obtain the surface area from the AFM images stored in a matrix of 512 × 512 pixels. We show that the considerable increase found in the surface areas of the treated samples w.r.t. to the non-treated ones (43% for PP, 85% for PTFE, and 25% for PCL, with errors of about 2.5% on samples of 2 µm × 2 µm) is consistent with the observed increase in the length scales of the fractal regime to determine H , typically by a factor of about 2, extending from a few to hundreds of nanometres. We stipulate that the intrinsic roughness already present in the original non-treated material surfaces may serve as 'fractal' seeds undergoing significant height fluctuations during plasma treatment, suggesting a pathway for the future development of advanced material interfaces with large surface areas at the nanoscale.- Published
- 2024
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10. Toward the Definition of a Soundscape Ranking Index (SRI) in an Urban Park Using Machine Learning Techniques.
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Benocci R, Afify A, Potenza A, Roman HE, and Zambon G
- Abstract
The goal of estimating a soundscape index, aimed at evaluating the contribution of the environmental sound components, is to provide an accurate "acoustic quality" assessment of a complex habitat. Such an index can prove to be a powerful ecological tool associated with both rapid on-site and remote surveys. The soundscape ranking index (SRI), introduced by us recently, can empirically account for the contribution of different sound sources by assigning a positive weight to natural sounds (biophony) and a negative weight to anthropogenic ones. The optimization of such weights was performed by training four machine learning algorithms (decision tree, DT; random forest, RF; adaptive boosting, AdaBoost; support vector machine, SVM) over a relatively small fraction of a labeled sound recording dataset. The sound recordings were taken at 16 sites distributed over an area of approximately 22 hectares at Parco Nord (Northern Park) of the city Milan (Italy). From the audio recordings, we extracted four different spectral features: two based on ecoacoustic indices and the other two based on mel-frequency cepstral coefficients (MFCCs). The labeling was focused on the identification of sounds belonging to biophonies and anthropophonies. This preliminary approach revealed that two classification models, DT and AdaBoost, trained by using 84 extracted features from each recording, are able to provide a set of weights characterized by a rather good classification performance (F1-score = 0.70, 0.71). The present results are in quantitative agreement with a self-consistent estimation of the mean SRI values at each site that was recently obtained by us using a different statistical approach.
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- 2023
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11. Recent innovations in the technology and applications of low-dimensional CuO nanostructures for sensing, energy and catalysis.
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Baranov O, Bazaka K, Belmonte T, Riccardi C, Roman HE, Mohandas M, Xu S, Cvelbar U, and Levchenko I
- Abstract
Low-dimensional copper oxide nanostructures are very promising building blocks for various functional materials targeting high-demanded applications, including energy harvesting and transformation systems, sensing and catalysis. Featuring a very high surface-to-volume ratio and high chemical reactivity, these materials have attracted wide interest from researchers. Currently, extensive research on the fabrication and applications of copper oxide nanostructures ensures the fast progression of this technology. In this article we briefly outline some of the most recent, mostly within the past two years, innovations in well-established fabrication technologies, including oxygen plasma-based methods, self-assembly and electric-field assisted growth, electrospinning and thermal oxidation approaches. Recent progress in several key types of leading-edge applications of CuO nanostructures, mostly for energy, sensing and catalysis, is also reviewed. Besides, we briefly outline and stress novel insights into the effect of various process parameters on the growth of low-dimensional copper oxide nanostructures, such as the heating rate, oxygen flow, and roughness of the substrates. These insights play a key role in establishing links between the structure, properties and performance of the nanomaterials, as well as finding the cost-and-benefit balance for techniques that are capable of fabricating low-dimensional CuO with the desired properties and facilitating their integration into more intricate material architectures and devices without the loss of original properties and function.
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- 2023
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12. Self-Consistent Soundscape Ranking Index: The Case of an Urban Park.
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Benocci R, Afify A, Potenza A, Roman HE, and Zambon G
- Abstract
We have performed a detailed analysis of the soundscape inside an urban park (located in the city of Milan) based on simultaneous sound recordings at 16 locations within the park. The sound sensors were deployed over a regular grid covering an area of about 22 hectares, surrounded by a variety of anthropophonic sources. The recordings span 3.5 h each over a period of four consecutive days. We aimed at determining a soundscape ranking index (SRI) evaluated at each site in the grid by introducing 4 unknown parameters. To this end, a careful aural survey from a single day was performed in order to identify the presence of 19 predefined sound categories within a minute, every 3 minutes of recording. It is found that all SRI values fluctuate considerably within the 70 time intervals considered. The corresponding histograms were used to define a dissimilarity function for each pair of sites. Dissimilarity was found to increase significantly with the inter-site distance in space. Optimal values of the 4 parameters were obtained by minimizing the standard deviation of the data, consistent with a fifth parameter describing the variation of dissimilarity with distance. As a result, we classify the sites into three main categories: "poor", "medium" and "good" environmental sound quality. This study can be useful to assess the quality of a soundscape in general situations.
- Published
- 2023
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13. Mapping of the Acoustic Environment at an Urban Park in the City Area of Milan, Italy, Using Very Low-Cost Sensors.
- Author
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Benocci R, Potenza A, Bisceglie A, Roman HE, and Zambon G
- Subjects
- Cities, Italy, Sound, Acoustics, Parks, Recreational
- Abstract
The-growing influence of urbanisation on green areas can greatly benefit from passive acoustic monitoring (PAM) across spatiotemporal continua to provide biodiversity estimation and useful information for conservation planning and development decisions. The capability of eco-acoustic indices to capture different sound features has been harnessed to identify areas within the Parco Nord of Milan, Italy, characterised by different degrees of anthropic disturbance and biophonic activity. For this purpose, we used a network of very low-cost sensors distributed over an area of approximately 20 hectares to highlight areas with different acoustic properties. The audio files analysed in this study were recorded at 16 sites on four sessions during the period 25-29 May (2015), from 06:30 a.m. to 10:00 a.m. Seven eco-acoustic indices, namely Acoustic Complexity Index (ACI), Acoustic Diversity Index (ADI), Acoustic Evenness Index (AEI), Bio-Acoustic Index (BI), Acoustic Entropy Index (H), Normalized Difference Soundscape Index (NSDI), and Dynamic Spectral Centroid (DSC) were computed at 1 s integration time and the resulting time series were described by seven statistical descriptors. A dimensionality reduction of the indices carrying similar sound information was obtained by performing principal component analysis (PCA). Over the retained dimensions, describing a large (∼80%) variance of the original variables, a cluster analysis allowed discriminating among sites characterized by different combination of eco-acoustic indices (dimensions). The results show that the obtained groups are well correlated with the results of an aural survey aimed at determining the sound components at the sixteen sites (biophonies, technophonies, and geophonies). This outcome highlights the capability of this analysis of discriminating sites with different environmental sounds, thus allowing to create a map of the acoustic environment over an extended area.
- Published
- 2022
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14. Controlled Deposition of Nanostructured Hierarchical TiO 2 Thin Films by Low Pressure Supersonic Plasma Jets.
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Piferi C, Carra C, Bazaka K, Roman HE, Dell'Orto EC, Morandi V, Levchenko I, and Riccardi C
- Abstract
Plasma-assisted supersonic jet deposition (PA-SJD) is a precise technique for the fabrication of thin films with a desired nanostructured morphology. In this work, we used quadrupole mass spectrometry of the neutral species in the jet and the extensive characterization of TiO
2 films to improve our understanding of the relationship between jet chemistry and film properties. To do this, an organo-metallic precursor (titanium tetra-isopropoxide or TTIP) was first dissociated using a reactive argon-oxygen plasma in a vacuum chamber and then delivered into a second, lower pressure chamber through a nozzle. The pressure difference between the two chambers generated a supersonic jet carrying nanoparticles of TiO2 in the second chamber, and these were deposited onto the surface of a substrate located few centimeters away from the nozzle. The nucleation/aggregation of the jet nanoparticles could be accurately tuned by a suitable choice of control parameters in order to produce the required structures. We demonstrate that high-quality films of up to several µm in thickness and covering a surface area of few cm2 can be effectively produced using this PA-SJD technique.- Published
- 2022
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15. Spreading of infections on random graphs: A percolation-type model for COVID-19.
- Author
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Croccolo F and Roman HE
- Abstract
We introduce an epidemic spreading model on a network using concepts from percolation theory. The model is motivated by discussing the standard SIR model, with extensions to describe effects of lockdowns within a population. The underlying ideas and behaviour of the lattice model, implemented using the same lockdown scheme as for the SIR scheme, are discussed in detail and illustrated with extensive simulations. A comparison between both models is presented for the case of COVID-19 data from the USA. Both fits to the empirical data are very good, but some differences emerge between the two approaches which indicate the usefulness of having an alternative approach to the widespread SIR model., Competing Interests: The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper., (© 2020 Elsevier Ltd. All rights reserved.)
- Published
- 2020
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16. Accuracy of the Dynamic Acoustic Map in a Large City Generated by Fixed Monitoring Units.
- Author
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Benocci R, Confalonieri C, Roman HE, Angelini F, and Zambon G
- Abstract
DYNAMAP, a European Life project, aims at giving a real image of the noise generated by vehicular traffic in urban areas developing a dynamic acoustic map based on a limited number of low-cost permanent noise monitoring stations. The system has been implemented in two pilot areas located in the agglomeration of Milan (Italy) and along the Motorway A90 (Rome-Italy). The paper reports the final assessment of the system installed in the pilot area of Milan. Traffic noise data collected by the monitoring stations, each one representative of a number of roads (groups) sharing similar characteristics (e.g., daily traffic flow), are used to build-up a "real-time" noise map. In particular, we focused on the results of the testing campaign (21 sites distributed over the pilot area and 24 h duration of each recording). It allowed evaluating the accuracy and reliability of the system by comparing the predicted noise level of DYNAMAP with field measurements in randomly selected sites. To this end, a statistical analysis has been implemented to determine the error associated with such prediction, and to optimize the system by developing a correction procedure aimed at keeping the error below some acceptable threshold. The steps and the results of this procedure are given in detail. It is shown that it is possible to describe a complex road network on the basis of a statistical approach, complemented by empirical data, within a threshold of 3 dB provided that the traffic flow model achieves a comparable accuracy within each single groups of roads in the network., Competing Interests: The authors declare no conflicts of interest.
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- 2020
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17. Ion dynamics in a supersonic jet: Experiments and simulations.
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Caldirola S, Roman HE, and Riccardi C
- Abstract
The authors suggest a model to simulate the dynamics of ions in a supersonic plasma jet. The model relies on experimental argon ion, Ar(+), energy distribution functions measured by a quadrupole mass spectrometer at different positions along the central axis of a supersonic argon plasma jet. The latter is generated by the pressure difference between two vacuum chambers connected through a converging nozzle: a high-pressure chamber (P ≃ 3.20 Pa), where an inductively coupled argon plasma discharge is maintained, and a lower-pressure one (P ≃ 0.11 Pa), where the plasma jet expands. The model is based on the integration of the equations of motion of a single Ar(+), moving along the supersonic jet in a reference system in which neutral species are at rest. Ar(+)-Ar induced dipole interactions are treated using a 12-4 Lennard-Jones potential. The resulting collisions are considered to be purely elastic, and in addition to them, we allow for charge transfer processes. The energy and position of 1000 Ar(+) were calculated, using an integration time step of 10 ps for ion trajectories ranging from 5 mm to 20 mm from the nozzle, well inside the spatial extension of the supersonic jet. The numerically obtained ion energy distribution functions agree remarkably well with the experimental measurements. From our calculations we can draw conclusions about the energy loss and the mean free paths along the jet. In particular, we can distinguish between processes with and without charge transfer, allowing us to determine the effect of charge exchange phenomena in which the ion changes its nature. The calculated mean free paths were used to evaluate the effective cross sections for momentum transfer and charge transfer collisions, valid for ion energies in the range (0.5-10) eV, in very good agreement with those reported in the literature.
- Published
- 2016
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18. The emerging dynamic view of proteins: protein plasticity in allostery, evolution and self-assembly.
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Bastolla U, Porto M, and Roman HE
- Subjects
- Allosteric Regulation, Evolution, Chemical, Proteins chemistry
- Published
- 2013
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19. Focus on physical principles of protein behavior in the cell.
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Porto M, Roman HE, and Vendruscolo M
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- Animals, Computer Simulation, Genome, Humans, Models, Molecular, Proteins chemistry, Proteomics, Proteins physiology
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- 2010
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20. Long-time correlations in company profit fluctuations: presence of extreme events.
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Roman HE, Siliprandi RA, Dose C, and Porto M
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- Computer Simulation, Statistics as Topic, Income, Industry economics, Models, Economic, Models, Statistical, Oscillometry methods
- Abstract
The accuracy of earnings predictions is hampered by the several predominantly unpredictable effects due to the complex evolution of economy. Finding out which are the dominant market features embracing uncertainty is therefore the key to get beyond present state-of-art earnings forecasts. The analysis of annual revenues and earnings data (1954-2008) from the 500 largest-revenue U.S. companies suggests a linear relation between company expected mean profit and revenue. Annual profit fluctuations are then obtained as difference between actual annual profits and expected mean values. It is found that the temporal evolution of profit fluctuations for a single company displays a slowly decaying autocorrelation, yielding Hurst exponents in the range H=0.75+/-0.17 . The study of profits cross correlations between companies suggests a way to distinguish typical earnings years from anomalous ones by looking at minimal information structures contained within the space defined by the associated covariance metric.
- Published
- 2009
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21. Physical principles of protein behavior in the cell.
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Porto M, Roman HE, and Vendruscolo M
- Subjects
- Biochemical Phenomena, Biophysical Phenomena, Cell Physiological Phenomena, Proteins
- Published
- 2009
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22. Fractional derivatives of random walks: time series with long-time memory.
- Author
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Roman HE and Porto M
- Abstract
We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly decaying autocorrelation functions. The relation between these correlated walks and the well-known fractionally integrated autoregressive models with conditional heteroskedasticity (FIGARCH), commonly used in econometric studies, is discussed. The application of correlated random walks to simulate empirical financial times series is considered and compared with the predictions from FIGARCH and the simpler FIARCH processes. A comparison with empirical data is performed.
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- 2008
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23. Two-dimensional signal reconstruction: the correlation sampling method.
- Author
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Roman HE
- Abstract
An accurate approach for reconstructing a time-dependent two-dimensional signal from non-synchronized time series recorded at points located on a grid is discussed. The method, denoted as correlation sampling, improves the standard conditional sampling approach commonly employed in the study of turbulence in magnetoplasma devices. Its implementation is illustrated in the case of an artificial time-dependent signal constructed using a fractal algorithm that simulates a fluctuating surface. A statistical method is also discussed for distinguishing coherent (i.e., collective) from purely random (noisy) behavior for such two-dimensional fluctuating phenomena.
- Published
- 2007
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24. Temperature-dependent structural behavior of self-avoiding walks on Sierpinski carpets.
- Author
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Fritsche M, Roman HE, and Porto M
- Abstract
We study the temperature-dependent structural behavior of self-avoiding walks (SAWs) on two-dimensional Sierpinski carpets as a simple model of polymers adsorbed on a disordered surface. Thereby, the Sierpinski carpet defines two types of sites with energy 0 and >0 , respectively, yielding a deterministic fractal energy landscape. In the limiting cases of temperature T-->0 and T-->infinity , the known behaviors of SAWs on Sierpinski carpets and on regular square lattices, respectively, are recovered. For finite temperatures, the structural behavior is found to be intermediate between the two limiting cases; the characteristic exponents, however, display a nontrivial dependence on temperature.
- Published
- 2007
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25. Violation of the des Cloizeaux relation for self-avoiding walks on Sierpinski square lattices.
- Author
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Marini F, Ordemann A, Porto M, and Roman HE
- Abstract
The statistics of self-avoiding walks (SAWs) on deterministic fractal structures with infinite ramification, modeled by Sierpinski square lattices, is revisited in two and three dimensions using the reptation algorithm. The probability distribution function of the end-to-end distance of SAWs, consisting of up to 400 steps, is obtained and its scaling behavior at small distances is studied. The resulting scaling exponents are confronted with previous calculations for much shorter linear chains (20 to 30 steps) based on the exact enumeration (EE) technique. The present results coincide with the EE values in two dimensions, but differ slightly in three dimensions. A possible explanation for this discrepancy is discussed. Despite this, the violation of the so-called des Cloizeaux relation, a renormalization result that holds on regular lattices and on deterministic fractal structures with finite ramification, is confirmed numerically.
- Published
- 2006
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26. A protein evolution model with independent sites that reproduces site-specific amino acid distributions from the Protein Data Bank.
- Author
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Bastolla U, Porto M, Roman HE, and Vendruscolo M
- Subjects
- Algorithms, Amino Acid Substitution, Amino Acids chemistry, Databases, Protein, Hydrophobic and Hydrophilic Interactions, Likelihood Functions, Mutation, Protein Folding, Proteins genetics, Structure-Activity Relationship, Thermodynamics, Amino Acid Sequence, Computer Simulation, Evolution, Molecular, Models, Biological, Protein Denaturation, Proteins chemistry
- Abstract
Background: Since thermodynamic stability is a global property of proteins that has to be conserved during evolution, the selective pressure at a given site of a protein sequence depends on the amino acids present at other sites. However, models of molecular evolution that aim at reconstructing the evolutionary history of macromolecules become computationally intractable if such correlations between sites are explicitly taken into account., Results: We introduce an evolutionary model with sites evolving independently under a global constraint on the conservation of structural stability. This model consists of a selection process, which depends on two hydrophobicity parameters that can be computed from protein sequences without any fit, and a mutation process for which we consider various models. It reproduces quantitatively the results of Structurally Constrained Neutral (SCN) simulations of protein evolution in which the stability of the native state is explicitly computed and conserved. We then compare the predicted site-specific amino acid distributions with those sampled from the Protein Data Bank (PDB). The parameters of the mutation model, whose number varies between zero and five, are fitted from the data. The mean correlation coefficient between predicted and observed site-specific amino acid distributions is larger than
= 0.70 for a mutation model with no free parameters and no genetic code. In contrast, considering only the mutation process with no selection yields a mean correlation coefficient of = 0.56 with three fitted parameters. The mutation model that best fits the data takes into account increased mutation rate at CpG dinucleotides, yielding = 0.90 with five parameters., Conclusion: The effective selection process that we propose reproduces well amino acid distributions as observed in the protein sequences in the PDB. Its simplicity makes it very promising for likelihood calculations in phylogenetic studies. Interestingly, in this approach the mutation process influences the effective selection process, i.e. selection and mutation must be entangled in order to obtain effectively independent sites. This interdependence between mutation and selection reflects the deep influence that mutation has on the evolutionary process: The bias in the mutation influences the thermodynamic properties of the evolving proteins, in agreement with comparative studies of bacterial proteomes, and it also influences the rate of accepted mutations. - Published
- 2006
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27. Modeling cross correlations within a many-assets market.
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Roman HE, Albergante M, Colombo M, Croccolo F, Marini F, and Riccardi C
- Abstract
A simple model for simulating cross correlations of a many-assets market is discussed. Correlations between assets are initially considered within the context of the well-known one-factor model, in which a driving term common to all stocks is present. The results are compared to those of real market data corresponding to a set of 445 stocks taken from the Standard and Poors 500 index. The model is further extended by introducing a stochastic volatility within each time series using an autoregressive scheme. This artificial market reproduces the empirically observed fat tails in the distribution function of logarithmic price variations and, more important, leads to additional cross correlations between the time series, in better agreement with the real market behavior.
- Published
- 2006
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28. Statistical analysis of correlations and intermittency of a turbulent rotating column in a magnetoplasma device.
- Author
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Magni S, Roman HE, Barni R, Riccardi C, Pierre T, and Guyomarc'h D
- Abstract
A statistical analysis of density fluctuations in a cylindrical non-fusion device is performed. The experimental setup is implemented in order to reach a turbulent behavior of the linear plasma column. Two different turbulent regimes are obtained corresponding to two selected sets of values for the discharge parameters. The first regime displays a rotating column characterized by the presence of a shear layer separating the plasma bulk from the tenuous plasma in the shadow of the limiter, the latter showing a strong intermittent behavior and superdiffusion. The second regime corresponds to a weakly rotating column in which coherence is lost in the plasma bulk and a standard diffusive process takes place in the shadow region. These findings are supported by the calculation of the Hurst's exponent using wavelet-analysis techniques. Furthermore the intermittent behavior is characterized and related to the diffusive process. Finally the shape of the probability distribution function of density fluctuations seems to be well described by an analytical form suggested on the basis of Tsallis generalized statistics.
- Published
- 2005
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29. Looking at structure, stability, and evolution of proteins through the principal eigenvector of contact matrices and hydrophobicity profiles.
- Author
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Bastolla U, Porto M, Roman HE, and Vendruscolo M
- Subjects
- Amino Acid Motifs, Amino Acid Substitution, Base Composition, Databases, Protein, Hydrophobic and Hydrophilic Interactions, Models, Molecular, Mutation, Protein Conformation, Protein Folding, Proteins genetics, Thermodynamics, Evolution, Molecular, Proteins chemistry, Proteins physiology
- Abstract
We review and further develop an analytical model that describes how thermodynamic constraints on the stability of the native state influence protein evolution in a site-specific manner. To this end, we represent both protein sequences and protein structures as vectors: structures are represented by the principal eigenvector (PE) of the protein contact matrix, a quantity that resembles closely the effective connectivity of each site; sequences are represented through the "interactivity" of each amino acid type, using novel parameters that are correlated with hydropathy scales. These interactivity parameters are more strongly correlated than the other hydropathy scales that we examine with: (1) the change upon mutations of the unfolding free energy of proteins with two-states thermodynamics; (2) genomic properties as the genome-size and the genome-wide GC content; (3) the main eigenvectors of the substitution matrices. The evolutionary average of the interactivity vector correlates very strongly with the PE of a protein structure. Using this result, we derive an analytic expression for site-specific distributions of amino acids across protein families in the form of Boltzmann distributions whose "inverse temperature" is a function of the PE component. We show that our predictions are in agreement with site-specific amino acid distributions obtained from the Protein Data Bank, and we determine the mutational model that best fits the observed site-specific amino acid distributions. Interestingly, the optimal model almost minimizes the rate at which deleterious mutations are eliminated by natural selection.
- Published
- 2005
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30. Prediction of site-specific amino acid distributions and limits of divergent evolutionary changes in protein sequences.
- Author
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Porto M, Roman HE, Vendruscolo M, and Bastolla U
- Subjects
- Animals, Amino Acids chemistry, Evolution, Molecular, Models, Molecular, Protein Folding, Proteins chemistry
- Abstract
We derive an analytic expression for site-specific stationary distributions of amino acids from the structurally constrained neutral (SCN) model of protein evolution with conservation of folding stability. The stationary distributions that we obtain have a Boltzmann-like shape, and their effective temperature parameter, measuring the limit of divergent evolutionary changes at a given site, can be predicted from a site-specific topological property, the principal eigenvector of the contact matrix of the native conformation of the protein. These analytic results, obtained without free parameters, are compared with simulations of the SCN model and with the site-specific amino acid distributions obtained from the Protein Data Bank. These results also provide new insights into how the topology of a protein fold influences its designability, i.e., the number of sequences compatible with that fold. The dependence of the effective temperature on the principal eigenvector decreases for longer proteins, as a possible consequence of the fact that selection for thermodynamic stability becomes weaker in this case.
- Published
- 2005
- Full Text
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31. Principal eigenvector of contact matrices and hydrophobicity profiles in proteins.
- Author
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Bastolla U, Porto M, Roman HE, and Vendruscolo M
- Subjects
- Sequence Homology, Amino Acid, Hydrophobic and Hydrophilic Interactions, Protein Conformation, Protein Folding, Proteins chemistry
- Abstract
With the aim of studying the relationship between protein sequences and their native structures, we adopted vectorial representations for both sequence and structure. The structural representation was based on the principal eigenvector of the fold's contact matrix (PE). As has been recently shown, the latter encodes sufficient information for reconstructing the whole contact matrix. The sequence was represented through a hydrophobicity profile (HP), using a generalized hydrophobicity scale that we obtained from the principal eigenvector of a residue-residue interaction matrix, and denoted as interactivity scale. Using this novel scale, we defined the optimal HP of a protein fold, and, by means of stability arguments, predicted to be strongly correlated with the PE of the fold's contact matrix. This prediction was confirmed through an evolutionary analysis, which showed that the PE correlates with the HP of each individual sequence adopting the same fold and, even more strongly, with the average HP of this set of sequences. Thus, protein sequences evolve in such a way that their average HP is close to the optimal one, implying that neutral evolution can be viewed as a kind of motion in sequence space around the optimal HP. Our results indicate that the correlation coefficient between N-dimensional vectors constitutes a natural metric in the vectorial space in which we represent both protein sequences and protein structures, which we call vectorial protein space. In this way, we define a unified framework for sequence-to-sequence, sequence-to-structure and structure-to-structure alignments. We show that the interactivity scale is nearly optimal both for the comparison of sequences to sequences and sequences to structures., ((c) 2004 Wiley-Liss, Inc.)
- Published
- 2005
- Full Text
- View/download PDF
32. Reconstruction of protein structures from a vectorial representation.
- Author
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Porto M, Bastolla U, Roman HE, and Vendruscolo M
- Subjects
- Protein Folding, Serine Proteinase Inhibitors chemistry, Algorithms, Computational Biology methods, Proteins chemistry
- Abstract
We show that the contact map of the native structure of globular proteins can be reconstructed starting from the sole knowledge of the contact map's principal eigenvector, and present an exact algorithm for this purpose. Our algorithm yields a unique contact map for all 221 globular structures of PDBselect25 of length N=120. We also show that the reconstructed contact maps allow in turn for the accurate reconstruction of the three-dimensional structure. These results indicate that the reduced vectorial representation provided by the principal eigenvector of the contact map is equivalent to the protein structure itself. This representation is expected to provide a useful tool in bioinformatics algorithms for protein structure comparison and alignment, as well as a promising intermediate step towards protein structure prediction.
- Published
- 2004
- Full Text
- View/download PDF
33. Autoregressive processes with anomalous scaling behavior: applications to high-frequency variations of a stock market index.
- Author
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Dose C, Porto M, and Roman HE
- Abstract
We employ autoregressive conditional heteroskedasticity processes to model the probability distribution function (PDF) of high-frequency relative variations of the Standard & Poors 500 market index data, obtained at the time horizon of 1 min. The model reproduces quantitatively the shape of the PDF, characterized by a Lévy-type power-law decay around its center, followed by a crossover to a faster decay at the tails. Furthermore, it is able to reproduce accurately the anomalous decay of the central part of the PDF at larger time horizons and, by the introduction of a short-range memory, also the crossover behavior of the corresponding standard deviations and the time scale of the exponentially decaying autocorrelation function of returns displayed by the empirical data.
- Published
- 2003
- Full Text
- View/download PDF
34. Statistical properties of neutral evolution.
- Author
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Bastolla U, Porto M, Roman HE, and Vendruscolo M
- Subjects
- Amino Acid Substitution, Globins chemistry, Globins genetics, Mathematical Computing, Mutation, Poisson Distribution, Proteins chemistry, Time Factors, Evolution, Molecular, Models, Genetic, Proteins genetics
- Abstract
Neutral evolution is the simplest model of molecular evolution and thus it is most amenable to a comprehensive theoretical investigation. In this paper, we characterize the statistical properties of neutral evolution of proteins under the requirement that the native state remains thermodynamically stable, and compare them to the ones of Kimura's model of neutral evolution. Our study is based on the Structurally Constrained Neutral (SCN) model which we recently proposed. We show that, in the SCN model, the substitution rate decreases as longer time intervals are considered. Fluctuations from one branch of the evolutionary tree to another are strong, leading to a non-Poissonian statistics for the substitution process. Such strong fluctuations are in part due to the fact that neutral substitution rates for individual residues are strongly correlated for most residue pairs. Interestingly, structurally conserved residues, characterized by a much below average substitution rate, are also much less correlated to other residues and evolve in a much more regular way. Our results can improve methods aimed at distinguishing between neutral and adaptive substitutions as well as methods for computing the expected number of substitutions occurred since the divergence of two protein sequences. In particular, we compute the minimal sequence similarity below which no information about the evolutionary divergence of the compared sequences can be obtained.
- Published
- 2003
- Full Text
- View/download PDF
35. Lack of self-averaging in neutral evolution of proteins.
- Author
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Bastolla U, Porto M, Roman HE, and Vendruscolo M
- Subjects
- Cytochrome c Group chemistry, Cytochrome c Group genetics, Evolution, Molecular, Muramidase chemistry, Muramidase genetics, Mutation, Myoglobin chemistry, Myoglobin genetics, Protein Folding, Ribonucleases chemistry, Ribonucleases genetics, Rubredoxins chemistry, Rubredoxins genetics, Thermodynamics, Models, Genetic, Proteins chemistry, Proteins genetics
- Abstract
We simulate neutral evolution of proteins imposing conservation of the thermodynamic stability of the native state in the framework of an effective model of folding thermodynamics. This procedure generates evolutionary trajectories in sequence space which share two universal features for all of the examined proteins. First, the number of neutral mutations fluctuates broadly from one sequence to another, leading to a non-Poissonian substitution process. Second, the number of neutral mutations displays strong correlations along the trajectory, thus causing the breakdown of self-averaging of the resulting evolutionary substitution process.
- Published
- 2002
- Full Text
- View/download PDF
36. Autoregressive processes with exponentially decaying probability distribution functions: applications to daily variations of a stock market index.
- Author
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Porto M and Roman HE
- Abstract
We consider autoregressive conditional heteroskedasticity (ARCH) processes in which the variance sigma(2)(y) depends linearly on the absolute value of the random variable y as sigma(2)(y) = a+b absolute value of y. While for the standard model, where sigma(2)(y) = a + b y(2), the corresponding probability distribution function (PDF) P(y) decays as a power law for absolute value of y-->infinity, in the linear case it decays exponentially as P(y) approximately exp(-alpha absolute value of y), with alpha = 2/b. We extend these results to the more general case sigma(2)(y) = a+b absolute value of y(q), with 0 < q < 2. We find stretched exponential decay for 1 < q < 2 and stretched Gaussian behavior for 0 < q < 1. As an application, we consider the case q=1 as our starting scheme for modeling the PDF of daily (logarithmic) variations in the Dow Jones stock market index. When the history of the ARCH process is taken into account, the resulting PDF becomes a stretched exponential even for q = 1, with a stretched exponent beta = 2/3, in a much better agreement with the empirical data.
- Published
- 2002
- Full Text
- View/download PDF
37. Self-avoiding walks on Sierpinski lattices in two and three dimensions.
- Author
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Ordemann A, Porto M, and Roman HE
- Abstract
The scaling properties of linear polymers on deterministic fractal structures, modeled by self-avoiding random walks (SAW) on Sierpinski lattices in two and three dimensions, are studied. To this end, all possible SAW configurations of N steps are enumerated exactly and averages over suitable sets of starting lattice points for the walks are performed to extract the mean quantities of interest reliably. We determine the critical exponent describing the mean end-to-end chemical distance (-)l(N) after N steps and the corresponding distribution function, P(S)(l,N). A des Cloizeaux-type relation between the exponent characterizing the asymptotic shape of the distribution, for l-->0 and N--> infinity, and the one describing the total number of SAW of N steps is suggested and supported by numerical results. These results are confronted with those obtained recently on the backbone of the incipient percolation cluster, where the corresponding exponents are very well described by a generalized des Cloizeaux relation valid for statistically self-similar structures.
- Published
- 2002
- Full Text
- View/download PDF
38. Self-generated power-law tails in probability distributions.
- Author
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Roman HE and Porto M
- Abstract
We consider random processes characterized by the presence of correlations in their variance, or more generally in some of their moments. Typical examples are constituted by autoregressive conditional heteroskedasticity (ARCH) processes which are known to display power-law tails in the associated probability distributions. Here, we determine the corresponding exponents exactly and extend these results to relaxation phenomena which can be expected to play a role in natural sciences.
- Published
- 2001
- Full Text
- View/download PDF
39. Multifractal behavior of linear polymers in disordered media.
- Author
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Ordemann A, Porto M, Roman HE, Havlin S, and Bunde A
- Abstract
The scaling behavior of linear polymers in disordered media modeled by self-avoiding random walks (SAWs) on the backbone of two- and three-dimensional percolation clusters at their critical concentrations p(c) is studied. All possible SAW configurations of N steps on a single backbone configuration are enumerated exactly. We find that the moments of order q of the total number of SAWs obtained by averaging over many backbone configurations display multifractal behavior; i.e., different moments are dominated by different subsets of the backbone. This leads to generalized coordination numbers mu(q) and enhancement exponents gamma(q), which depend on q. Our numerical results suggest that the relation mu(1)=p(c)mu between the first moment mu(1) and its regular lattice counterpart mu is valid.
- Published
- 2000
- Full Text
- View/download PDF
40. Nanocrystalline versus microcrystalline Li(2)O:B(2)O3 composites: anomalous ionic conductivities and percolation theory
- Author
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Indris S, Heitjans P, Roman HE, and Bunde A
- Abstract
We study ionic transport in nano- and microcrystalline (1-x)Li(2)O:xB(2)O3 composites using standard impedance spectroscopy. In the nanocrystalline samples (average grain size of about 20 nm), the ionic conductivity sigma(dc) increases with increasing content x of B2O3 up to a maximum at x approximately 0.5. Above x approximately 0.92, sigma(dc) vanishes. By contrast, in the microcrystalline samples (grain size about 10 &mgr;m), sigma(dc) decreases monotonically with x and vanishes above x approximately 0. 55. We can explain this strikingly different behavior by a percolation model that assumes an enhanced conductivity at the interfaces between insulating and conducting phases in both materials and explicitly takes into account the different grain sizes.
- Published
- 2000
- Full Text
- View/download PDF
41. Neutral evolution of model proteins: diffusion in sequence space and overdispersion.
- Author
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Bastolla U, Roman HE, and Vendruscolo M
- Subjects
- Animals, Gene Frequency, Genetics, Population, Models, Chemical, Models, Genetic, Mutation, Evolution, Molecular, Protein Folding
- Abstract
We stimulate the evolution of model protein sequences subject to mutations. A mutation is considered neutral if it conserves (1) the structure of the ground state, (2) its thermodynamic stability and (3) its kinetic accessibility. All other mutations are considered lethal and are rejected. We adopt a lattice model, amenable to a reliable solution of the protein folding problem. We prove the existence of extended neutral networks in sequence space-sequences can evolve until their similarity with the starting point is almost the same as for random sequences. Furthermore, we find that the rate of neutral mutations has a broad distribution in sequence space. Due to this fact, the substitution process is overdispersed (the ratio between variance and mean is larger than 1). This result is in contrast with the simplest model of neutral evolution, which assumes a Poisson process for substitutions, and in qualitative agreement with the biological data., (Copyright 1999 Academic Press.)
- Published
- 1999
- Full Text
- View/download PDF
42. Folding and aggregation of designed proteins.
- Author
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Broglia RA, Tiana G, Pasquali S, Roman HE, and Vigezzi E
- Subjects
- Amino Acid Sequence, Kinetics, Models, Chemical, Models, Molecular, Molecular Sequence Data, Monte Carlo Method, Peptides metabolism, Peptides chemistry, Protein Conformation, Protein Folding, Proteins chemistry, Proteins metabolism
- Abstract
Protein aggregation is studied by following the simultaneous folding of two designed identical 20-letter amino acid chains within the framework of a lattice model and using Monte Carlo simulations. It is found that protein aggregation is determined by elementary structures (partially folded intermediates) controlled by local contacts among some of the most strongly interacting amino acids and formed at an early stage in the folding process.
- Published
- 1998
- Full Text
- View/download PDF
43. Critical dimensions for random walks on random-walk chains.
- Author
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Rabinovich S, Roman HE, Havlin S, and Bunde A
- Published
- 1996
- Full Text
- View/download PDF
44. Distributions of polymers in disordered structures.
- Author
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Roman HE, Dräger J, Bunde A, Havlin S, and Stauffer D
- Published
- 1995
- Full Text
- View/download PDF
45. Self-consistent calculations in spherical metal clusters with uniformly averaged realistic pseudopotentials.
- Author
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Alasia F, Serra L, Broglia RA, Van Giai N, Lipparini E, and Roman HE
- Published
- 1995
- Full Text
- View/download PDF
46. Structure of random fractals and the probability distribution of random walks.
- Author
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Roman HE
- Published
- 1995
- Full Text
- View/download PDF
47. Beam model for hydraulic fracturing.
- Author
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Tzschichholz F, Herrmann HJ, Roman HE, and Pfuff M
- Published
- 1994
- Full Text
- View/download PDF
48. Range of multifractality for random walks on random fractals.
- Author
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Eisenberg E, Bunde A, Havlin S, and Roman HE
- Published
- 1993
- Full Text
- View/download PDF
49. Vibrational excitations in percolation: Localization and multifractality.
- Author
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Bunde A, Roman HE, Russ S, Aharony A, and Harris AB
- Published
- 1992
- Full Text
- View/download PDF
50. Localized wave functions and multifractal measures.
- Author
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Roman HE
- Published
- 1992
- Full Text
- View/download PDF
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