References of "Vandewalle, Nicolas"
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See detailApplications of statistical physics - Proceedings of the NATO Advanced Research Workshop held at Technical University of Budapest Hungary, 19-22 May 1999 - Preface
Gadomski, A.; Kertesz, J.; Stanley, H. E. et al

in Physica A: Statistical Mechanics and its Applications (1999), 274(1-2), -

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See detailEvolution on trees: a brief review about the extinctions of species, and the case of genocide in a Darwinistic punctuated equilibrium evolution model
Ausloos, Marcel ULg; Kramer, M.; Vandewalle, Nicolas ULg

in Physica A: Statistical Mechanics and its Applications (1999), 273(1-2), 33-45

Numerical and theoretical investigations of species evolution in presence of extinction rules are recalled in the framework of punctuated equilibrium evolution models. Previous results, on the Bak-Sneppen ... [more ▼]

Numerical and theoretical investigations of species evolution in presence of extinction rules are recalled in the framework of punctuated equilibrium evolution models. Previous results, on the Bak-Sneppen model are mentioned together with extensions taking into account a variable number of species. Conditions for limited growth due to species interactions, external fields, or intrinsic population density conditions have already been considered. An original genocide model is presented as a step towards describing effects due to the extinction of species. Critical exponents for (i) the avalanche distribution. (ii) the teady-state approach, and (iii) the tree size are given. A mean-field approximation is shown to be quite accurate for describing the critical state. The screening of species from the evolution process is not numerically studied. [less ▲]

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See detailPhase segregation and avalanches in multispecies sandpiles
Vandewalle, Nicolas ULg

in Physica A: Statistical Mechanics and its Applications (1999), 272(3-4), 450-458

A stochastic lattice model for the simulation of sandpiles is presented. The model allows for the numerical investigation of the phase segregation phenomenon occurring when different granular species are ... [more ▼]

A stochastic lattice model for the simulation of sandpiles is presented. The model allows for the numerical investigation of the phase segregation phenomenon occurring when different granular species are initially mixed together before deposition. The model includes the collective motion of grains along the pile surface and produces the so-called landslides. The parameters of the model are discussed. The distribution of avalanche sizes is found to broaden when the number of grain types increases. This result raises new questions about previously reported experimental observations of avalanche size distributions. [less ▲]

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See detailRipples versus giant dunes in a saltation-avalanche model
Vandewalle, Nicolas ULg; Galam, S.

in International Journal of Modern Physics C : Computational Physics & Physical Computation (1999), 10(6), 1071-1076

A simple stochastic cellular automaton model is proposed for ripples and dunes formation. Saltation and avalanches are the unique ingredients of the model. The dynamics of ripple formation is found to be ... [more ▼]

A simple stochastic cellular automaton model is proposed for ripples and dunes formation. Saltation and avalanches are the unique ingredients of the model. The dynamics of ripple formation is found to be logarithmic in time while the ripple merging as well as the dune growth is faster and occurs by bursts. The ripple state turns out to be metastable. [less ▲]

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See detailThe moving averages demystified
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P.

in Physica A: Statistical Mechanics and its Applications (1999), 269(1), 170-176

A common method in technical analysis is the construction of moving averages along time series of stock prices. We show that they present a practical interest for physicists, and raise new questions on ... [more ▼]

A common method in technical analysis is the construction of moving averages along time series of stock prices. We show that they present a practical interest for physicists, and raise new questions on fundamental ground. Indeed, self-affine signals characterized by a defined roughness exponent H can be investigated through moving averages. The density rho of crossing points between two moving averages is shown to be a measure of long-range power-law correlations in a signal. Finally, we present a specific transform with which various structures in a signal, e.g. trends, cycles, noise, etc, can be investigated in a systematic way. [less ▲]

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See detailDyBa2Cu3O7-x growth on different polycrystalline Dy2O3 interacting layers
Auguste, F.; Vandewalle, Nicolas ULg; Ausloos, Marcel ULg et al

in Materials Letters (1999), 40(2), 71-77

We have considered two types of interacting substrates for testing the melt-textured growth of DyBa2Cu3O7-x, i.e., a sintered Dy2O3 or a compacted Dy2O3 powder. Resulting microstructures are compared ... [more ▼]

We have considered two types of interacting substrates for testing the melt-textured growth of DyBa2Cu3O7-x, i.e., a sintered Dy2O3 or a compacted Dy2O3 powder. Resulting microstructures are compared. Compacted powders are found to provide the most developed 123 grains. Physical and chemical arguments are given for such findings. [less ▲]

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See detailThe n-Zipf analysis of financial data series and biased data series
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in Physica A: Statistical Mechanics and its Applications (1999), 268(1-2), 240-249

The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots ... [more ▼]

The Zipf analysis of n-words in random sequences and financial data series like the stock prices of a company has been performed. The bias as well as the resulting staircase structure of the Zipf plots are taken into account in the subsequent analysis. It is found that correlations for the sign of the fluctuations as well as for the amplitude of the fluctuations can be found in financial time series. The relevance of the n-Zipf analysis to financial sequences is underlined to be only weakly predictive for a "binary transformation level", but could be more interesting for "higher translation levels". [less ▲]

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See detailKronig-Penney-Ising picture of colossal magnetoresistance
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Cloots, Rudi ULg

in Physical Review. B : Condensed Matter (1999), 59(18), 11909-11913

From general arguments, it is shown that a magnetic Kronig-Penney model based on the thermodynamics of an Ising model can be used for describing the colossal magnetoresistance (CMR) phenomenon. The model ... [more ▼]

From general arguments, it is shown that a magnetic Kronig-Penney model based on the thermodynamics of an Ising model can be used for describing the colossal magnetoresistance (CMR) phenomenon. The model considers a tunneling like transmission process of hopping electrons through a dynamic lattice characterized by evolving magnetic clusters. In this model, correlations between the magnetic states are considered to be more relevant than the lattice strain effects for obtaining the CMR features. Physical arguments lead to the theoretical description of the intrinsic temperature and field dependences of the CMR observed in typical manganite materials. [less ▲]

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See detailVisualizing the log-periodic pattern before crashes
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P. et al

in European Physical Journal B -- Condensed Matter (1999), 9(2), 355-359

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope ... [more ▼]

We present a method for visualizing the pattern which we believe to be a precursor signature of financial crashes (or ruptures). The log-periodicity of the pattern is investigated through the envelope function technique. Three periods of the Down Jones Industrial Average (DJIA) are investigated: 1982-1987, 1992-1997 and 1993-1998. The presence of a rupture in the end of 1998 is outlined from data taken before the end of August 1998. [less ▲]

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See detailNon-Gaussian behavior and anticorrelations in ultrathin gate oxides after soft breakdown
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Houssa, M. et al

in Applied Physics Letters (1999), 74(11), 1579-1581

The time dependence of the gate voltage V-G(t) after soft breakdown of metal-oxide-semiconductor capacitors with a 2.4 nm SiO2 layer has been measured. It is found that the V-G(t) fluctuation ... [more ▼]

The time dependence of the gate voltage V-G(t) after soft breakdown of metal-oxide-semiconductor capacitors with a 2.4 nm SiO2 layer has been measured. It is found that the V-G(t) fluctuation distributions are non-Gaussian, but can be described by a Levy stable distribution. The long-range correlations in V-G(t) are investigated within the detrended fluctuations analysis. The Hurst exponent is found to be H = 0.25 +/- 0.04 independent of the value of the stress current density J. It is argued that these are universal features of soft breakdown and are due to trapping-detrapping of electrons in and away from the primary percolation path. [less ▲]

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See detailCollective effects during crystal growth in the presence of mobile nonreactive impurities: experiments and simulations
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Cloots, Rudi ULg

in Journal of Crystal Growth (1999), 197(1-2), 317-324

The growth of a solid phase in a liquid medium containing randomly dispersed mesoscopic impurities is discussed. Particles represent hindrances for the growth front. They can remain static or can be ... [more ▼]

The growth of a solid phase in a liquid medium containing randomly dispersed mesoscopic impurities is discussed. Particles represent hindrances for the growth front. They can remain static or can be pushed by the advancing interface. The physics of the collective particle motion is outlined. Experiments with A12O3-SiO2 impurities in KC1 crystal serve as illustrative examples. The collective effects due to the particle concentration are investigated through a kinetic growth model. [less ▲]

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See detailWater invasion, freezing and thawing in cementitious materials
Ausloos, Marcel ULg; Salmon, E.; Vandewalle, Nicolas ULg

in Cement & Concrete Research (1999), 29(2), 209-213

A simple model of fluid invasion, freezing, and thawing in a porous medium was developed using an "invasion percolation-like" approach. The fluid freezing process is considered as destroying the internal ... [more ▼]

A simple model of fluid invasion, freezing, and thawing in a porous medium was developed using an "invasion percolation-like" approach. The fluid freezing process is considered as destroying the internal structure of the porous medium. The evolution of the pore size distribution after several invasionfrostthaw events is investigated numerically. Those results and qualitatively consistent with experimental measurements on fiberreinforced cements. [less ▲]

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See detailPhase segregation in binary sandpiles on fractal bases
Vandewalle, Nicolas ULg; D'hulst, R.; Ausloos, Marcel ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1999), 59(1), 631-635

We have built experimentally and have numerically studied sandpiles on a base having a prefractal perimeter. This type of perimeter induces the formation of quite complex pile shapes characterized by both ... [more ▼]

We have built experimentally and have numerically studied sandpiles on a base having a prefractal perimeter. This type of perimeter induces the formation of quite complex pile shapes characterized by both ridges and valleys. The effects of a fractal base on the phase segregation of a binary granular system have been investigated. Both demixing and self-stratification phenomena have been investigated. It is found that the demixing of binary granular piles is enhanced by the prefractal perimeter character. The concentration profiles are given. This is briefly discussed in terms of length scale selection. [less ▲]

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See detailCrossing of two mobile averages: A method for measuring the roughness exponent
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1998), 58(5), 6832-6834

Self-affine signals characterized by a defined Hurst (roughness) exponent H can be investigated through mobile averages. The density rho of crossing points between any two moving averages is a measure of ... [more ▼]

Self-affine signals characterized by a defined Hurst (roughness) exponent H can be investigated through mobile averages. The density rho of crossing points between any two moving averages is a measure of long-range power-law correlations in the signal. The method is compared to the detrended fluctuation analysis. We rake advantage of our findings in order to propose a practically powerful and accurate technique for determining H and apply it right away to cases with persistent or antipersistent correlations. [less ▲]

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See detailFoam-like evolution in polycrystalline systems following successive 'melt and growth' cycles
Vandewalle, Nicolas ULg; Delisse, B.; Ausloos, Marcel ULg et al

in Philosophical Magazine B-Physics of condensed matter statistical mechanics electronic optical and magnetic properties (1998), 78(4), 397-408

A stochastic model of multigrain growth which allows for successive melting-growth cycles is investigated on a square lattice. Two fundamental constraints are introduced: (i) the melted mass amplitude and ... [more ▼]

A stochastic model of multigrain growth which allows for successive melting-growth cycles is investigated on a square lattice. Two fundamental constraints are introduced: (i) the melted mass amplitude and (ii) the number of cycles guide the process. The evolution of the microstructure is found to be quite similar to foam systems, i.e. topological rearrangements are observed together with the increase of the-mean grain area. A drastic crossover between two types of growth regimes is found as a function of the amplitude of the melting-growth cycles. This allows one to envisage the existence of optimal conditions for polycrystal processing. [less ▲]

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See detailBranched Eden clusters in the dynamic epidemic model
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Cloots, Rudi ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (1998), 58(1), 1152-1154

The dynamic epidemic model [J. Phys. A 29, 309 (1996)] considers a simple Eden growth history in a medium containing a fraction x of mobile hindrances ("particles"). These particles an supposed to be ... [more ▼]

The dynamic epidemic model [J. Phys. A 29, 309 (1996)] considers a simple Eden growth history in a medium containing a fraction x of mobile hindrances ("particles"). These particles an supposed to be pushed by the front of the growing cluster. We have investigated how the medium becomes organized after n successive Eden growth cycles. Applications to various fields are underlined. Unexpectedly, the mobile hindrances aggregate such that the Eden cluster becomes branched after a finite number of growth cycles. [less ▲]

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See detailHow the financial crash of October 1997 could have been predicted
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg; Boveroux, P. et al

in European Physical Journal B -- Condensed Matter (1998), 4(2), 139-141

From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S&P500 it is possible to observe the precursor of a so-called crash. This is shown on the Oct. 1987 ... [more ▼]

From the analysis of (closing value) stock market index like the Dow Jones Industrial average and the S&P500 it is possible to observe the precursor of a so-called crash. This is shown on the Oct. 1987 and Oct. 1997 cases. The data analysis indicates that the index divergence has followed twice a "universal"; behavior, i.e. a logarithmic dependence, superposed on a well defined oscillation pattern. The prediction of the crash date is remarkable and can be done two months in advance. In the spirit of phase transition phenomena, the economic index is said to be analogous to a signal signature found in a two dimensional fluid of vortices. [less ▲]

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See detailSparseness and roughness of foreign exchange rates
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in International Journal of Modern Physics C : Computational Physics & Physical Computation (1998), 9(5), 711-719

An accurate multiaffine analysis of 23 foreign currency exchange rates has been performed. The roughness exponent H-1 which characterizes the excursion of the exchange rate has been numerically measured ... [more ▼]

An accurate multiaffine analysis of 23 foreign currency exchange rates has been performed. The roughness exponent H-1 which characterizes the excursion of the exchange rate has been numerically measured. The degree of intermittency C-1 has been also estimated. In the (H-1, C-1) phase diagram, the currency exchange rates are dispersed in a wide region around the Brownian motion value (H-1 = 0.5, C-1 = 0) and have a significantly intermittent component (C1 not equal 0). [less ▲]

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See detailMulti-affine analysis of typical currency exchange rates
Vandewalle, Nicolas ULg; Ausloos, Marcel ULg

in European Physical Journal B -- Condensed Matter (1998), 4(2), 257-261

For foreign currency exchange rates; multi-affine analysis can put quantitatively into evidence the differences between correlated (daily closing market) values and random walks in time dependent data ... [more ▼]

For foreign currency exchange rates; multi-affine analysis can put quantitatively into evidence the differences between correlated (daily closing market) values and random walks in time dependent data. The H(q) spectrum is presented and discussed here for the USD/DEM and JPY/USD exchange rates. The time-evolution of these ratios is found to be multi-affine. The h(gamma)-curve describing the hierarchy of exponents is numerically obtained. Our findings suggest that the modelling of exchange rate time-evolution from day to day is possible within the framework of modern statistical physics and related to models of turbulence in the physics of fluids. Finally, we argue that there is a multiplicity of information levels in the foreign exchange market such that the "efficient market theory" is a crude oversimplification indeed. [less ▲]

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See detailThe crash of October 1987 seen as a phase transition: amplitude and universality
Vandewalle, Nicolas ULg; Boveroux, P.; Minguet, A. et al

in Physica A: Statistical Mechanics and its Applications (1998), 255(1-2), 201-210

We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase ... [more ▼]

We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase transition and particularly to a specific heat jump, we find that the crash amplitude can be well estimated by assuming a simple background which differs from market to market. We show that the divergence near the crash event is logarithmic and extends between 2 weeks and 4 years before the october 1987 crash on both S&P500 and Dow Jones indices. The behavior is like that found for the d = 2 Ising model specific heat. The latter result is in contrast to previous works which have considered a power law behavior of the index near the crash. Finally, we confirm the presence of log-periodic oscillations and discuss briefly their origin. [less ▲]

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