Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Denys, Mateusz"'
Autor:
Arbabi, Soheil, Deuar, Piotr, Denys, Mateusz, Bennacer, Rachid, Che, Zhizhao, Theodorakis, Panagiotis E.
Publikováno v:
Soft Matter 19, 8070-8080 (2023)
We investigate the coalescence of surfactant-laden water droplets by using several different surfactant types and a wide range of concentrations by means of a coarse-grained model obtained by the statistical associating fluid theory. Our results demo
Externí odkaz:
http://arxiv.org/abs/2311.02417
Autor:
Arbabi, Soheil, Deuar, Piotr, Denys, Mateusz, Bennacer, Rachid, Che, Zhizhao, Theodorakis, Panagiotis E.
Publikováno v:
Phys. Fluids 35, 063329 (2023)
Droplet coalescence is an important process in nature and various technologies (e.g. inkjet printing). Here, we unveil the surfactant mass-transport mechanism and report on several major differences in the coalescence of surfactant-laden droplets as
Externí odkaz:
http://arxiv.org/abs/2306.13267
Publikováno v:
Phys. Fluids 34, 095126 (2022)
Atmospheric aerosols can consist of inorganic and organic substances, including surfactants at a significant concentration. Importantly, the latter can reduce the surface tension at the liquid-vapor surfaces, where they preferentially adsorb due to t
Externí odkaz:
http://arxiv.org/abs/2203.12448
Autor:
Szymko, Robert, Denys, Mateusz, Bulik, Tomasz, Idźkowski, Bartosz, Kutynia, Adam, Nikliborc, Krzysztof, Suchiński, Maciej
Mixed space-time spectral analysis was applied for the detection of seismic waves passing through the west-end building of the Virgo interferometer. The method enables detection of every single passing wave, including its frequency, length, direction
Externí odkaz:
http://arxiv.org/abs/2102.04244
Autor:
Denys, Mateusz
A numerical agent-based spin model of financial markets, based on the Potts model from statistical mechanics, with a novel interpretation of the spin variable (as regards financial-market models) is presented. In this model, a value of the spin varia
Externí odkaz:
http://arxiv.org/abs/2012.08517
Autor:
Denys, Mateusz
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 July 2021 574
Publikováno v:
Phys. Rev. E 94, 042305 (2016)
We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity data (supp
Externí odkaz:
http://arxiv.org/abs/1509.06315
We proposed the agent-based model of financial markets where agents (or traders) are represented by three-state spins located on the plane lattice or social network. The spin variable represents only the individual opinion (advice) that each trader g
Externí odkaz:
http://arxiv.org/abs/1411.1689
In this work we essentially reinterpreted the Sieczka-Ho{\l}yst (SH) model to make it more suited for description of real markets. For instance, this reinterpretation made it possible to consider agents as crafty. These agents encourage their neighbo
Externí odkaz:
http://arxiv.org/abs/1301.2535
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