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Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan

The universal theory of order parameter fluctuations (delta scaling laws) is applied to a wide range of intermediate energy heavy-ion collision data obtained with INDRA. This systematic study confirms that the observed fragment production…

Nuclear Experiment · Physics 2019-08-15 J. D. Frankland , R. Bougault , A. Chbihi , S. Hudan , A. Mignon

We investigate how a weak constant force becomes detectable through fluctuations in anomalous transport in strongly heterogeneous media. Rather than focusing on the mean drift, we show that the key signature of the force appears in the…

Statistical Mechanics · Physics 2026-03-17 Masahiro Shirataki , Takuma Akimoto

Recent analyses of wetting in the semi-infinite two dimensional Ising model, extended to include both a surface coupling enhancement and a surface field, have shown that the wetting transition may be effectively first-order and that…

Statistical Mechanics · Physics 2016-07-20 Andrew O. Parry , Alexandr Malijevský

A previous analysis of fluctuations in a virtuoso (Jeff Porcaro) drum performance [R\"as\"anen et al., PLoS ONE 10(6): e0127902 (2015)] demonstrated that the rhythmic signal comprised both long range correlations and short range…

One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…

General Physics · Physics 2007-05-23 J. S. Pethkar , A. M. Selvam

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

We study the link between relaxation to the equilibrium and anomalous superdiffusive motion in a classical N-body hamiltonian system with long-range interaction showing a second-order phase-transition in the canonical ensemble. Anomalous…

Statistical Mechanics · Physics 2009-10-31 V. Latora , A. Rapisarda , S. Ruffo

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…

Statistical Mechanics · Physics 2014-07-31 Marco Zannetti , Federico Corberi , Giuseppe Gonnella

Using detrended fluctuation analysis (DFA), we study the scaling properties of the volatility time series $V_i=| T_{i+1}-T_i|$ of daily temperatures $T_i$ for ten chosen sites around the globe. We find that the volatility is long range…

Statistical Mechanics · Physics 2009-11-07 R. B. Govindan , A. Bunde , S. Havlin

We demonstrate a variety of nonlinear phenomena at extremely low powers in cryogenic acoustic cavities fabricated from quartz material, which have not undergone any electrodiffusion processes. Nonlinear phenomena observed include lineshape…

Disordered Systems and Neural Networks · Physics 2013-09-23 M. Goryachev , Warrick G. Farr , Eugene N. Ivanov , Michael E. Tobar

When a macroscopic concentration gradient is present across a binary mixture, long-ranged non-equilibrium concentration fluctuations (NCF) appear as a consequence of the coupling between the gradient and spontaneous equilibrium velocity…

Soft Condensed Matter · Physics 2016-11-01 Fabio Giavazzi , Alessandro Fornasieri , Alberto Vailati , Roberto Cerbino

We make the comparative study of scaling range properties for detrended fluctuation analysis (DFA), detrended moving average analysis (DMA) and recently proposed new technique called modified detrended moving average analysis (MDMA). Basic…

Data Analysis, Statistics and Probability · Physics 2013-11-05 Dariusz Grech , Zygmunt Mazur

Ubiquity of unconventional phenomena observed in a series of heavy fermion metals is discussed on the basis of an idea of critical valence fluctuations. After surveying experimental aspects of these unconventional behaviors in prototypical…

Strongly Correlated Electrons · Physics 2017-04-04 K. Miyake , S. Watanabe

We address the equilibrium and out-of-equilibrium behavior of the particle density in many-body systems undergoing quantum transitions driven by the chemical potential $\mu$. They originate from a nontrivial interplay between noncritical…

Statistical Mechanics · Physics 2024-07-22 Davide Rossini , Ettore Vicari

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

We have developed a theory of the anomalous Hall effect in two-dimensional electron gas in the case where the time of electron-electron collisions is much smaller than the transport relaxation time. The transition between the diffusion…

Mesoscale and Nanoscale Physics · Physics 2023-10-30 D. S. Zohrabyan , M. M. Glazov

Recent surveys of multiplicity fluctuations, transverse momentum fluctuations, and two-particle azimuthal correlations are presented for several collision systems as a function of centrality and transverse momentum. Both multiplicity and…

Nuclear Experiment · Physics 2008-11-26 J. T. Mitchell