Related papers: Fluctuation scaling in complex systems: Taylor's l…
The Fluctuation Theorems are a group of exact relations that remain valid irrespective of how far the system has been driven away from equilibrium. Other than having practical applications, like determination of equilibrium free energy…
Understanding fluctuation phenomena plays a dominant role in the development of many-body physics. The time evolution of entanglement is essential to a broad range of subjects in many-body physics, ranging from exotic quantum matter to…
It has long been conjectured that, in three dimensional turbulence, velocity modes at scales larger than the forcing scale follow equilibrium dynamics. Recent numerical and experimental evidence show that such modes share the same mean…
We discuss a series of 8 energy scales, some of which just speculated by ourselves, and fit the logarithms of these energies as a straight line versus a quantity related to the dimensionalities of action terms in a way to be defined in the…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
Chemically active systems such as living cells are maintained out of thermal equilibrium due to chemical events which generate heat and lead to active fluctuations. A key question is to understand on which time and length scales active…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
The large scale fluctuations of the ordered state in active matter systems are usually characterised by studying the "giant number fluctuations" of particles in any finite volume, as compared to the expectations from the central limit…
The power law is ubiquitous in natural and social phenomena, and is considered as a universal relationship between the frequency and its rank for diverse social systems. However, a general model is still lacking to interpret why these…
Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…
A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…
We respond to the issues discussed by Farmer and Lillo (FL) related to our proposed approach to understanding the origin of power-law distributions in stock price fluctuations. First, we extend our previous analysis to 1000 US stocks and…
Within wall turbulence, there is a sublayer where the mean velocity and the variance of velocity fluctuations vary logarithmically with the height from the wall. This logarithmic scaling is also known for the mean concentration of a passive…
A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time thermal bath dynamics, similar to random Ising systems. The interactions between agents change…
We investigate the dependence of solar wind fluctuations measured by the Wind spacecraft on scale and on the degree of alignment between oppositely directed Elsasser fields. This alignment controls the strength of the non-linear…
Volume fluctuations are introduced in a statistical modelling of relativistic particle collisions. The micro-canonical ensemble is used, and the volume fluctuations are assumed to have the specific scaling properties. This leads to the KNO…
We consider a model of N two-colors urns in which the reinforcement of each urn depends also on the content of all the other urns. This interaction is of mean-field type and it is tuned by a parameter $\alpha$ in [0,1]; in particular, for…
Scale invariance and the resulting power law behaviours are seen in diverse systems. In this work we consider translation, rotational and scale invariant systems defined on a lattice, such that the variables defining the state at every…
The flow of frictionless granular particles is studied with stress-controlled discrete element modeling simulations for systems varying in size from 300 to 100,000 particles. The volume fraction and shear stress ratio $\mu$ are relatively…
We study a system of hard-core particles sliding downwards on a fluctuating one-dimensional surface which is characterized by a dynamical exponent $z$. In numerical simulations, an initially random particle density is found to coarsen and…