Related papers: Fluctuation scaling in complex systems: Taylor's l…
Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting…
Power law is one of the the simplest forms of the relationship between different variables of a system. It leads naturally to the introduction of compound parameters describing physical properties of the system. Often one of the variables…
Recently, Portelli et al (2003) have semi-numerically obtained a functional form of the probability distribution of fluctuations in the total energy flow in a model for fluid turbulence. This follows earlier work suggesting that…
We study the effect of parameter fluctuations on synchronization of a coupled chaotic system. The fluctuations to the parameter can be random or it can be a periodic modulation. For random fluctuations we introduce a new quantity, the…
The strength of fluctuations, as measured by their variance, is paramount in the quantitative description of a large class of physical systems, ranging from simple and complex liquids to active fluids and solids. Fluctuations originate from…
Theoretical ecology has traditionally equated persistence with the stability of a fixed equilibrium point. Here we argue that the primary threat to ecosystem persistence need not be the loss of stability, but instead the escape of the…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
Fluctuating hydrodynamics is used to describe the total energy fluctuations of a freely evolving gas of inelastic hard spheres near the threshold of the clustering instability. They are shown to be governed by vorticity fluctuations only,…
We propose a mechanism to produce fluctuations in the viscosity parameter ($\alpha$) in differetially rotating discs. We carried out a nonlinear analysis of a general accretion flow, where any perturbation on the background $\alpha$ was…
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…
We derive the fluctuation theorem for quantum-state statistics that can be obtained when we initially measure the total energy of a quantum system at thermal equilibrium, let the system evolve unitarily, and record the quantum-state data…
We study how Thomson's formulation of the second law: no work is extracted from an equilibrium ensemble by a cyclic process, emerges in the quantum situation through the averaging over fluctuations of work. The latter concept is carefully…
Taylor's Law (TL) relates the variance to the mean of a random variable via power law. In ecology it applies to populationsand it is a common empirical pattern shared among different ecosystems. Measurements give power law exponent to be…
A variety of physical, social and biological systems generate complex fluctuations with correlations across multiple time scales. In physiologic systems, these long-range correlations are altered with disease and aging. Such correlated…
We numerically exhibit strange scaling and temporal evolution of finite-size fluctuation in thermal equilibrium of a simple long-range interacting system. These phenomena are explained from the view point of existence of the Casimirs and…
The statistical properties of species undergoing chemical reactions in a turbulent environment are studied. We focus on the case of reversible multi-component reactions of second and higher orders, in a condition close to chemical…
Scalar mixing fronts develop at the interface of agitated fluids of different solute concentrations. In such fronts, scalar fluctuations form at both microscopic and macroscopic scales, due to stretching-enhanced molecular diffusion and…
Scaling laws in ecology, intended both as functional relationships among ecologically-relevant quantities and the probability distributions that characterize their occurrence, have long attracted the interest of empiricists and…
We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…
In a recent paper [Ferrari et al., Phys. Rev. E 69, 035102(R) (2004)], the scaling law of the fluctuations of the step limiting a crystal facet has been computed as a function of the facet size. Ferrari et al. use rigorous, but physically…