References of "Vandewalle, Nicolas"
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See detailGiant electrical fluctuations in metallic disordered packings
Vandewalle, Nicolas ULg; Dorbolo, Stéphane ULg

in European Physical Journal E -- Soft Matter (2001), 5(2), 129-131

We have experimentally studied granular arches through electrical measurements. The packing is composed of 2d metallic pentagons and is submitted to small taps. Large electrical fluctuations are observed ... [more ▼]

We have experimentally studied granular arches through electrical measurements. The packing is composed of 2d metallic pentagons and is submitted to small taps. Large electrical fluctuations are observed and they are distributed along power laws. The indicates the presence of long-time memory effects event the packing density remains constant around a value rho = 0.72 +/- 0.02. Large electrical fluctuations should be associated with the breaking/creation of granular arches. [less ▲]

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See detailAvalanches of Popping Bubbles in Collapsing Foams
Vandewalle, Nicolas ULg; Lentz, J. F.; Dorbolo, Stéphane ULg et al

in Physical Review Letters (2001), 86(1), 179-82

We report acoustic measurements of popping bubbles during the collapsing of aqueous foams. The sound pattern is analyzed using classical methods of statistical physics. It is found that membrane rupture ... [more ▼]

We report acoustic measurements of popping bubbles during the collapsing of aqueous foams. The sound pattern is analyzed using classical methods of statistical physics. It is found that membrane rupture concerns a wide variety of situations: small and large membranes at the air/foam interface. Avalanches of popping bubbles are put into evidence. Time durations in between successive pops seem to be distributed on a universal power law. [less ▲]

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See detailNon-Gaussian electrical fluctuations in a quasi-2d packing of metallic beads
Vandewalle, Nicolas ULg; Lenaerts, Cedric ULg; Dorbolo, Stéphane ULg

in Europhysics Letters [=EPL] (2001), 53(2), 197-201

The electrical properties of a two-dimensional packing of metallic beads are studied. Small mechanical perturbations of the packing lead to giant voltage fluctuations. Fluctuations are found to be non ... [more ▼]

The electrical properties of a two-dimensional packing of metallic beads are studied. Small mechanical perturbations of the packing lead to giant voltage fluctuations. Fluctuations are found to be non-Gaussian and seem to belong to Levy stable distributions. Anticorrelations have been also found for the sign of these fluctuations. [less ▲]

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See detailTaxonomy of stock market indices
Bonanno, G.; Vandewalle, Nicolas ULg; Mantegna, R. N.

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (2000), 62(6),

We investigate sets of financial nonredundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By ... [more ▼]

We investigate sets of financial nonredundant and nonsynchronously recorded time series. The sets are composed by a number of stock market indices located all over the world in five continents. By properly selecting the time horizon of returns and by using a reference currency we find a meaningful taxonomy. The detection of such a taxonomy proves that interpretable information can be stored in a set of nonsynchronously recorded time series. [less ▲]

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See detailStripes Ordering in Self-Stratification Experiments of Binary and Ternary Granular Mixtures
Lecocq, N.; Vandewalle, Nicolas ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (2000), 62(6, Pt B), 8241-4

The self-stratification of binary and ternary granular mixtures has been experimentally investigated. Ternary mixtures lead to a particular ordering of the strata which was not accounted for in former ... [more ▼]

The self-stratification of binary and ternary granular mixtures has been experimentally investigated. Ternary mixtures lead to a particular ordering of the strata which was not accounted for in former explanations. Bouncing grains are found to have an important effect on stratum formation. A complementary mechanism for self-stratification of binary and ternary granular mixtures is proposed. [less ▲]

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See detail1D Ising model for ripple formation
Vandewalle, Nicolas ULg; Galam, S.

in Journal of Physics : A Mathematical & General (2000), 33(28), 4955-4962

A 1D Ising model is shown to reproduce qualitatively the dynamics of ripple formation. The saltation effect is imposed using a Kawasaki dynamics and a pair interaction over some distance E. Within this ... [more ▼]

A 1D Ising model is shown to reproduce qualitatively the dynamics of ripple formation. The saltation effect is imposed using a Kawasaki dynamics and a pair interaction over some distance E. Within this model, the ripple state turns out to be metastable, in agreement with cellular automata simulations as well as recent underwater experiments. A dynamical phase diagram is obtained. A mean-field solution of the problem is given in terms of the ripple size. A mapping is then performed onto a 2D E x infinity static problem. [less ▲]

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See detailDomino effect for world market fluctuations
Vandewalle, Nicolas ULg; Boveroux, P.; Brisbois, F.

in European Physical Journal B -- Condensed Matter (2000), 15(3), 547-549

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests ... [more ▼]

In order to emphasize cross-correlations for fluctuations in major market places, series of up and down spins are built from financial data. Patterns frequencies are measured, and statistical tests performed. Strong cross-correlations are emhasized, proving that market moves are collective behaviors. [less ▲]

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See detailAging of porous media following fluid invasion, freezing, and thawing
Salmon, E.; Ausloos, Marcel ULg; Vandewalle, Nicolas ULg

in Physical Review. E : Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics (2000), 61(6), 7259-7259

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See detailA new universality for random sequential deposition of needles
Vandewalle, Nicolas ULg; Galam, S.; Kramer, M.

in European Physical Journal B -- Condensed Matter (2000), 14(3), 407-410

Percolation and jamming phenomena are investigated for random sequential deposition of rectangular needles on d = 2 square lattices. Associated thresholds p(c)(perc) and p(c)(jam) are determined for ... [more ▼]

Percolation and jamming phenomena are investigated for random sequential deposition of rectangular needles on d = 2 square lattices. Associated thresholds p(c)(perc) and p(c)(jam) are determined for Various needle sizes. Their ratios p(c)(perc)/p(c)(jam) are found to be a constant 0.62 +/- 0.01 for all sizes. In addition the ratio of jamming thresholds for respectively square blocks and needles is also found to be a constant 0.79 +/- 0.01. These constants exhibit some universal connexion in the geometry of jamming and percolation for both anisotropic shapes (needles versus square lattices) and isotropic shapes (square blocks on square lattices). A universal empirical law is proposed for all three thresholds as a function of alpha. [less ▲]

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See detailApplications of statistical physics to economic and financial topics
Ausloos, Marcel ULg; Vandewalle, Nicolas ULg; Boveroux, P. et al

in Physica A: Statistical Mechanics and its Applications (1999), 274(1-2), 229-240

Problems in economy and finance have started to attract the interest of statistical physicists. Fundamental problems pertain to the existence or not of long-, medium-, short-range power-law correlations ... [more ▼]

Problems in economy and finance have started to attract the interest of statistical physicists. Fundamental problems pertain to the existence or not of long-, medium-, short-range power-law correlations in economic systems as well as to the presence of financial cycles. Methods like the extended detrented fluctuation analysis, and the multi-affine analysis are recalled emphasizing their value in sorting out correlation ranges and predictability. Among spectacular results, the possibility of crash predictions is indicated. The well known financial analyst technique, the so-called moving average, is shown to raise questions about fractional Brownian motion properties. Finally, the (m,k)-Zipf method and the i-variability diagram technique are presented for sorting out short range correlations. Analogies with other fields of modem applied statistical physics are also presented in view of some universal openess. [less ▲]

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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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