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In this article, we present a novel box-covering algorithm for analyzing the fractal properties of complex networks. Unlike traditional algorithms that impose a predetermined box size, our approach assigns nodes to boxes identified by their…

Disordered Systems and Neural Networks · Physics 2025-09-23 Michal Lepek , Kordian Makulski , Agata Fronczak , Piotr Fronczak

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

An analytical realization is suggested for the finite-size scaling algorithm based on the consideration of auxiliary quasi-1D systems. Comparison of the obtained analytical results with the results of numerical calculations indicates that…

Disordered Systems and Neural Networks · Physics 2009-11-11 I. M. Suslov

Optical scattering strength of fractal optical disordered media with varying fractal dimension is reported. The diffusion limited aggregation (DLA) technique is used to generate fractal samples in 2D and 3D, and fractal dimensions are…

Traffic networks have been proved to be fractal systems. However, previous studies mainly focused on monofractal networks, while complex systems are of multifractal structure. This paper is devoted to exploring the general regularities of…

Physics and Society · Physics 2022-11-09 Yuqing Long , Yanguang Chen

We have performed detailed multifractal analysis on the minutely volatility of two indexes and 1139 stocks in the Chinese stock markets based on the partition function approach. The partition function $\chi_q(s)$ scales as a power law with…

Statistical Finance · Quantitative Finance 2008-12-02 Zhi-Qiang Jiang , Wei-Xing Zhou

The scaling of correlations as a function of system size provides important hints to understand critical phenomena on a variety of systems. Its study in biological systems offers two challenges: usually they are not of infinite size, and in…

Disordered Systems and Neural Networks · Physics 2020-07-17 Daniel A. Martin , Tiago L. Ribeiro , Sergio A. Cannas , Tomas S. Grigera , Dietmar Plenz , Dante R. Chialvo

We describe a new multifractal finite size scaling (MFSS) procedure and its application to the Anderson localization-delocalization transition. MFSS permits the simultaneous estimation of the critical parameters and the multifractal…

Disordered Systems and Neural Networks · Physics 2011-11-02 Alberto Rodriguez , Louella J. Vasquez , Keith Slevin , Rudolf A. Roemer

Efficient and accurate estimation of multivariate empirical probability distributions is fundamental to the calculation of information-theoretic measures such as mutual information and transfer entropy. Common techniques include variations…

Information Theory · Computer Science 2023-03-23 Z. Keskin

Order parameter fluctuations (the largest cluster size distribution) are studied within a three-dimensional bond percolation model on small lattices. Cumulant ratios measuring the fluctuations exhibit distinct features near the percolation…

Nuclear Theory · Physics 2007-05-23 Janusz Brzychczyk

We propose to use the method introduced by Volchkov et al., based on state dependent disordered ultracold bosons, to address the critical state at the mobility edge of the Anderson localization transition, and to observe its intriguing…

Disordered Systems and Neural Networks · Physics 2018-07-19 Miklós Antal Werner , Eugene Demler , Alain Aspect , Gergely Zaránd

We consider high-order splitting schemes for large-scale differential Riccati equations. Such equations arise in many different areas and are especially important within the field of optimal control. In the large-scale case, it is critical…

Optimization and Control · Mathematics 2018-08-14 Tony Stillfjord

A multifractal analysis is performed on a three-dimensional grayscale image associated with a complex system. First, a procedure for generating 3D synthetic images (2D image stacks) of a complex structure exhibiting multifractal behaviour…

Statistical Mechanics · Physics 2013-10-11 Lorenzo Milazzo

This work provides simple algorithms for multi-class (and multi-label) prediction in settings where both the number of examples n and the data dimension d are relatively large. These robust and parameter free algorithms are essentially…

Machine Learning · Computer Science 2013-10-22 Alekh Agarwal , Sham M. Kakade , Nikos Karampatziakis , Le Song , Gregory Valiant

An efficient and robust linear scaling method is presented for large scale {\it ab initio} electronic structure calculations of a wide variety of materials including metals. The detailed short range and the effective long range…

Other Condensed Matter · Physics 2016-08-31 Taisuke Ozaki

Multiple resolution analysis of two dimensional structures composed of randomly adsorbed penetrable rods, for densities below the percolation threshold, has been carried out using box-counting functions. It is found that at relevant…

Condensed Matter · Physics 2016-08-31 Daniel A. Lidar , Ofer Biham , David Avnir

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

We present a technique for optimizing hundreds of thousands of variational parameters in variational quantum Monte Carlo. By introducing iterative Krylov subspace solvers and by multiplying by the Hamiltonian and overlap matrices as they…

Strongly Correlated Electrons · Physics 2013-05-30 Eric Neuscamman , C. J. Umrigar , Garnet Kin-Lic Chan

Nonparametric partitioning-based least squares regression is an important tool in empirical work. Common examples include regressions based on splines, wavelets, and piecewise polynomials. This article discusses the main methodological and…

Computation · Statistics 2020-10-29 Matias D. Cattaneo , Max H. Farrell , Yingjie Feng

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of…

Statistical Finance · Quantitative Finance 2014-07-25 Petr Jizba , Jan Korbel