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Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…

Materials Science · Physics 2025-07-08 Oğuz Umut Salman , Alphonse Finel , Lev Truskinovsky

The family of q-Gaussian and q-exponential probability densities fit the statistical behavior of diverse complex self-similar non-equilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained…

Statistical Mechanics · Physics 2015-05-19 Adrian A. Budini

The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [see U. Tirnakli, C. Beck and C. Tsallis, Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q-Gaussian,…

Statistical Mechanics · Physics 2015-05-13 Ugur Tirnakli , Constantino Tsallis , Christian Beck

We study mesoscopic linear statistics for a class of determinantal point processes which interpolates between Poisson and Gaussian Unitary Ensemble statistics. These processes are obtained by modifying the spectrum of the correlation kernel…

Probability · Mathematics 2019-07-23 Kurt Johansson , Gaultier Lambert

A fluctuation relation is derived to extract the order parameter function $q(x)$ in weakly ergodic systems. The relation is based on measuring and classifying entropy production fluctuations according to the value of the overlap $q$ between…

Statistical Mechanics · Physics 2018-05-11 A. Crisanti , M. Picco , F. Ritort

Large entropy fluctuations in an equilibrium steady state of classical mechanics were studied in extensive numerical experiments on a simple 2--freedom strongly chaotic Hamiltonian model described by the modified Arnold cat map. The rise…

Chaotic Dynamics · Physics 2009-10-31 B. V. Chirikov , O. V. Zhirov

The Abelian sandpile model serves as a canonical example of self-organized criticality. This critical behavior manifests itself through large cascading events triggered by small perturbations. Such large-scale events, known as avalanches,…

Optimization and Control · Mathematics 2026-03-26 Maike C. de Jongh , Richard J. Boucherie , M. N. M. van Lieshout

We introduce and study numerically a directed two-dimensional sandpile automaton with probabilistic toppling (probability parameter p) which provides a good laboratory to study both self-organized criticality and the far-from-equilibrium…

Condensed Matter · Physics 2009-10-28 S. Luebeck , B. Tadic , K. D. Usadel

We present the qGaussian generalization of the Merton framework, which takes into account slow fluctuations of the volatility of the firms market value of financial assets. The minimal version of the model depends on the Tsallis entropic…

Risk Management · Quantitative Finance 2014-10-28 Yuri A. Katz

Recent experiments on cortical neural networks have revealed the existence of well-defined avalanches of electrical activity. Such avalanches have been claimed to be generically scale-invariant -- i.e. power-law distributed -- with many…

Disordered Systems and Neural Networks · Physics 2015-05-18 Juan A. Bonachela , Sebastiano de Franciscis , Joaquin J. Torres , Miguel A. Munoz

We present an experimental study of the influence of quenched disorder on the distribution of flux avalanches in type-II superconductors. In the presence of much quenched disorder, the avalanche sizes are power-law distributed and show…

Statistical Mechanics · Physics 2009-11-10 M. S. Welling , C. M. Aegerter , R. J. Wijngaarden

Recent progress of a general deterministic approach to the non-Gaussian fluctuation dynamics is reviewed, with an emphasis on the derivation of the fluctuation evolution equations and their phenomenological implication in heavy-ion…

High Energy Physics - Theory · Physics 2022-09-30 Xin An

A dynamical four-vertex model of rearranging hydrogen-bonded network in ice, with a dynamics similar to the Grotthuss mechanism, is proposed. The model qualitatively explains the unusually high proton-conductivity in ice. It also serves as…

Statistical Mechanics · Physics 2010-10-01 Tridib Sadhu

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

Macroscopic fluctuation theory has shown that a wide class of non-equilibrium stochastic dynamical systems obey a large deviation principle, but except for a few one-dimensional examples these large deviation principles are in general not…

Statistical Mechanics · Physics 2014-10-02 Gino Del Ferraro , Erik Aurell

It is well known that the probability distribution of high-frequency financial returns is characterized by a leptokurtic, heavy-tailed shape. This behavior undermines the typical assumption of Gaussian log-returns behind the standard…

Statistical Finance · Quantitative Finance 2023-06-14 Federica De Domenico , Giacomo Livan , Guido Montagna , Oreste Nicrosini

A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…

Probability · Mathematics 2024-09-04 Michele Aleandri , Paolo Dai Pra

A model of particle production is developed based on a parallel with a theory of Bose-Einstein condensation and similarities with other critical phenomena such as critical opalescence. The role of a power law critical exponent tau and Levy…

Nuclear Theory · Physics 2008-11-26 A. Z. Mekjian , T. Csorgo , S. Hegyi

We employ the eigen microstate approach to explore the self-organized criticality (SOC) in two celebrated sandpile models, namely, the BTW model and the Manna model. In both models, phase transitions from the absorbing-state to the critical…

Physics and Society · Physics 2024-01-02 Yongwen Zhang , Maoxin Liu , Gaoke Hu , Teng Liu , Xiaosong Chen

Two-dimensional turbulence in a rectangular domain self-organises into large-scale unidirectional jets. While several results are present to characterize the mean jets velocity profile, much less is known about the fluctuations. We study…

Fluid Dynamics · Physics 2016-02-23 Cesare Nardini , Tomás Tangarife
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