Related papers: Dynamic scaling approach to study time series fluc…
Self-affine rough interfaces are ubiquitous in experimental systems, and display characteristic scaling properties as a signature of the nature of disorder in their supporting medium, i.e. of the statistical features of its heterogeneities.…
Rare trajectories of stochastic systems are important to understand -- because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their…
Dynamic factor models have been developed out of the need of analyzing and forecasting time series in increasingly high dimensions. While mathematical statisticians faced with inference problems in high-dimensional observation spaces were…
The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…
We present a holistic, topology-based visualization technique for spatial time series data based on an adaptation of Fuzzy Contour Trees. Common analysis approaches for time dependent scalar fields identify and track specific features. To…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. (Phys. Rev. Lett. 109 024101, 2012) introduced a method based on…
We propose here a new symplectic quantization scheme, where quantum fluctuations of a scalar field theory stem from two main assumptions: relativistic invariance and equiprobability of the field configurations with identical value of the…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business. Novel state-space models characterizing sparse…
Many studies record replicated time series epochs from different groups with the goal of using frequency domain properties to discriminate between the groups. In many applications, there exists variation in cyclical patterns from time…
Time-varying networks describe a wide array of systems whose constituents and interactions evolve over time. They are defined by an ordered stream of interactions between nodes, yet they are often represented in terms of a sequence of…
This paper introduces coordinate-independent methods for analysing multiscale dynamical systems using numerical techniques based on the transfer operator and its adjoint. In particular, we present a method for testing whether an arbitrary…
Scaling has been proposed as a powerful tool to analyze the properties of complex systems, and in particular for cities where it describes how various properties change with population. The empirical study of scaling on a wide range of…
We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…
Motivated by previous work on kinetic energy cascades in the ocean and atmosphere, we develop a spatio-temporal spectral transfer tool that can be used to study scales of variability in generalized dynamical systems. In particular, we use…
Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…
Changing climate signals and the continuous world population growth requires proper hydrologic risk analysis to build and operate water resource infrastructures in a sustainable way. Although modernized computational facilities are becoming…
Many materials quenched into their ordered phase undergo ageing and there show dynamical scaling. For any given dynamical exponent z, this can be extended to a new form of local scale-invariance which acts as a dynamical symmetry. The…
Nonequilibrium statistical mechanics exhibit a variety of complex phenomena far from equilibrium. It inherits challenges of equilibrium, including accurately describing the joint distribution of a large number of configurations, and also…