Hiroaki Katsuragi

Evidence of multi-affinity in the Japanese stock market

Fluctuations of the Japanese stock market (Tokyo Stock Price Index: TOPIX) are analyzed using a multi-affine analysis method. In the research to date, only some simulated self-affine models have shown multi-affinity. In most experiments using observations of self-affine fractal profiles, multi-affinity has not been found. However, we find evidence of multi-affinity in fluctuations of the Japanese stock market (TOPIX). The qth-order Hurst exponent Hq varies with changes in q. This multi-affinity indicates that there are plural mechanisms that affect the same time scale as stock market price fluctuation dynamics.

Morphology scaling of drop impact onto a granular layer.

We investigate the impact of a free-falling water drop onto a granular layer. First, we constructed a phase diagram of crater shapes with two control parameters, impact speed and grain size. A low-speed impact makes a deeper cylindrical crater in a fluffy granular target. After high-speed impacts, we observed a convex bump higher than the initial surface level instead of a crater. The inner ring can be also observed in a medium impact speed regime. Quantitatively, we found a scaling law for a crater radius with a dimensionless number consisting of impact speed and density ratio between the bulk granular layer and water drop. This scaling demonstrates that the water drop deformation is crucial to understanding the crater morphology.

Projectile interactions in granular impact cratering.

We present evidence for the interactions between a ball and the container boundaries, as well as between two balls, that are mediated by the granular medium during impact cratering. The presence of the bottom boundary affects the final penetration depth only for low drop heights with shallow filling, in which case, surprisingly, the penetration becomes deeper. By contrast the presence of the sidewall causes less penetration and also an effective repulsion. Repulsion is also found for two balls dropped side by side.

Drag force scaling for penetration into granular media

Impact dynamics is measured for spherical and cylindrical projectiles of many different densities dropped onto a variety non-cohesive granular media. The results are analyzed in terms of the material-dependent scaling of the inertial and frictional drag contributions to the total stopping force. The inertial drag force scales similar to that in fluids, except that it depends on the internal friction coefficient. The frictional drag force scales as the square-root of the density of granular medium and projectile, and hence cannot be explained by the combination of granular hydrostatic pressure and Coulomb friction law. The combined results provide an explanation for the previously observed penetration depth scaling.

Scaling of impact fragmentation near the critical point

We investigated two-dimensional brittle fragmentation with a flat impact experimentally, focusing on the low-impact-energy region near the fragmentation-critical point. We found that the universality class of fragmentation transition disagreed with that of percolation. However, the weighted mean mass of the fragments could be scaled using the pseudo-control-parameter multiplicity. The data for highly fragmented samples included a cumulative fragment mass distribution that clearly obeyed a power law. The exponent of this power law was 0.5 and it was independent of sample size. The fragment mass distributions in this regime seemed to collapse into a unified scaling function using weighted mean fragment mass scaling. We also examined the behavior of higher-order moments of the fragment mass distributions, and obtained multiscaling exponents that agreed with those of the simple biased cascade model.

Crossover of weighted mean fragment mass scaling in two-dimensional brittle fragmentation

We performed vertical and horizontal sandwich two-dimensional brittle fragmentation experiments. The weighted mean fragment mass was scaled using the multiplicity mu. The scaling exponent crossed over at log(10) mu(c) approximately equal to -1.4 . In the small mu (<< mu(c) ) regime, the binomial multiplicative (BM) model was suitable and the fragment mass distribution obeyed log-normal form. However, in the large mu (>> mu(c) ) regime, in which a clear power-law cumulative fragment mass distribution was observed, it was impossible to describe the scaling exponent using the BM model. We also found that the scaling exponent of the cumulative fragment mass distribution depended on the manner of impact (loading conditions): it was 0.5 in the vertical sandwich experiment and approximately 1.0 in the horizontal sandwich experiment.

Physics of soft impact and cratering

Introduction.- Scaling and dimensional analysis.- Constitutive laws.- Soft drag force.- Morphology of planetary impact craters.- Soft impact cratering.- Grains and dust dynamics.- Perspectives.

Length and time scales of a liquid drop impact and penetration into a granular layer

Liquid drop impact and penetration into a granular layer are investigated with diverse liquids and granular materials. We use various sizes of SiC abrasives and glass beads as a target granular material. We also employ ethanol and glycerol aqueous solutions as well as distilled water to make a liquid drop. The liquid drop impacts the granular layer with a low speed (~ms −1 ). The drop deformation and penetration are captured by a high-speed camera. From the video data, characteristic time scales are measured. Using a laser profilometry system, resultant crater morphology and its characteristic length scales are measured. Static strength of the granular layer is also measured by the slow pillar penetration experiment to quantify the cohesive force effect. We find that the time scales are almost independent of impact speed, but they depend on liquid drop viscosity. In particular, the penetration time is proportional to the square root of the liquid drop viscosity. In contrast, the crater radius is independent of the liquid drop viscosity. The crater radius is scaled by the same form as the previous paper, Katsuragi ( Phys. Rev. Lett ., vol. 104, 2010, art. 218001).

Explosive Fragmentation of a Thin Ceramic Tube Using Pulsed Power

This study experimentally examined the explosive fragmentation of thin ceramic tubes using pulsed power. A thin ceramic tube was threaded on a thin copper wire, and high voltage was applied to the wire using a pulsed power generator. This melted the wire and the resulting vapor put pressure on the ceramic tube, causing it to fragment. We examined the statistical properties of the fragment mass distribution. The cumulative fragment mass distribution obeyed the double exponential or power law with exponential decay. Both distributions agreed well with the experimental data. Finally, we obtained universal scaling for fragmentation, which is applicable to both impact and explosive fragmentation.

Diffusion-induced spontaneous pattern formation on gelation surfaces

Although the pattern formation on polymer gels has been considered as a result of the mechanical instability due to the volume phase transition, we found a macroscopic surface pattern formation not caused by the mechanical instability. It develops on gelation surfaces, and we consider the reaction-diffusion dynamics mainly induces a surface instability during polymerization. Random and straight stripe patterns were observed, depending on gelation conditions. We found the scaling relation between the characteristic wavelength and the gelation time. This scaling is consistent with the reaction-diffusion dynamics and would be a first step to reveal the gelation pattern formation dynamics.