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We consider a class of growth models and models of turbulence based on the randomly stirred fluid. The similarity between the predictions of these models, noted a decade earlier, is understood on the basis of a stochastic quantization…

Statistical Mechanics · Physics 2007-05-23 Himadri S. Samanta , J. K. Bhattacharjee , D. Gangopadhyay

Jamming transition in traffic flow (between free and jammed traffic) for homogeneous car following model has been investigated taking into account fluctuations of characteristic acceleration/braking time. These fluctuations are defined by…

Statistical Mechanics · Physics 2007-05-23 A. V. Khomenko , D. O. Kharchenko , O. V. Yushchenko

Sharp changes in time series representing market dynamics are studied by means of the self--similar analysis suggested earlier by the authors. These sharp changes are market booms and crashes. Such crises phenomena in markets are analogous…

Statistical Mechanics · Physics 2009-10-31 S. Gluzman , V. I. Yukalov

This paper introduces a new approach for bubble detection based on mixed causal and noncausal autoregressive processes and their tail process representation during an explosive episode. Departing from traditional definitions of bubbles as…

Econometrics · Economics 2026-04-22 Francesco Giancaterini , Alain Hecq , Joann Jasiak , Aryan Manafi Neyazi

We study a single-lane traffic model that is based on human driving behavior. The outflow from a traffic jam self-organizes to a critical state of maximum throughput. Small perturbations of the outflow far downstream create emergent traffic…

adap-org · Physics 2009-10-28 Kai Nagel , Maya Paczuski

Percolation is perhaps the simplest example of a process exhibiting a phase transition and one of the most studied phenomena in statistical physics. The percolation transition is continuous if sites/bonds are occupied independently with the…

Statistical Mechanics · Physics 2015-05-27 Santo Fortunato , Filippo Radicchi

Chaos is widely understood as being a consequence of sensitive dependence upon initial conditions. This is the result of an instability in phase space, which separates trajectories exponentially. Here, we demonstrate that this criterion…

Chaotic Dynamics · Physics 2017-06-28 Marc Pradas , Alain Pumir , Greg Huber , Michael Wilkinson

Turbulent puffs are ubiquitous in everyday life phenomena. Understanding their dynamics is important in a variety of situations ranging from industrial processes to pure and applied science. In all these fields, a deep knowledge of the…

Fluid Dynamics · Physics 2021-09-01 Andrea Mazzino , Marco E Rosti

We propose a reduced form set of two coupled continuous time equations linking the price of a representative asset and the price of a bond, the later quantifying the cost of borrowing. The feedbacks between asset prices and bonds are…

General Finance · Quantitative Finance 2015-07-21 V. I. Yukalov , E. P. Yukalova , D. Sornette

Turbulent radiation flow is commonplace in systems with strong, incoherent, light-matter interactions. In astrophysical contexts, photon bubble turbulence is considered a key mechanism behind enhanced radiation transport, and its importance…

Atomic Physics · Physics 2021-07-06 R. Giampaoli , João D. Rodrigues , José A. Rodrigues , José T. Mendonça

A simple model that describes traffic flow in two dimensions is studied. A sharp {\it jamming transition } is found that separates between the low density dynamical phase in which all cars move at maximal speed and the high density jammed…

Condensed Matter · Physics 2009-10-22 Ofer Biham , A. Alan Middleton , Dov Levine

The interaction of multiple bubbles is a complex physical problem. A simplified case of multiple bubbles is studied theoretically with a bubble located at the center of a circular bubble cluster. All bubbles in the cluster are equally…

Fluid Dynamics · Physics 2023-02-23 A-Man Zhang , Shi-Min Li , Pu Cui , Shuai Li , Yun-Long Liu

The possibility for the occurrence in crystals of a phenomenon, resembling turbulence, is discussed. This phenomenon, called {\it heterophase turbulence}, is manifested by the fluctuational appearance inside a crystalline sample of…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov , E. P. Yukalova

There is discussion if traffic displays multiple phases (e.g. laminar, jammed, synchronized) or not. This paper presents evidence that a stochastic car following model, by changing one of its parameters, can be moved from showing two phases…

Statistical Mechanics · Physics 2007-05-23 Dominic Jost , Kai Nagel

We study computationally the dynamics of forced, Brownian particles through a disordered system. As the concentration of mobile particles and/or fixed obstacles increase, we characterize the different regimes of flow and address how…

Soft Condensed Matter · Physics 2024-01-26 Sergi G. Leyva , Ignacio Pagonabarraga

We study large scale structure in the cosmology of Coleman-de Luccia bubble collisions. Within a set of controlled approximations we calculate the effects on galaxy motion seen from inside a bubble which has undergone such a collision. We…

High Energy Physics - Theory · Physics 2014-11-20 Klaus Larjo , Thomas S. Levi

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

Standard economic theory assumes that agents in markets behave rationally. However, the observation of extremely large fluctuations in the price of financial assets that are not correlated to changes in their fundamental value, as well as…

Physics and Society · Physics 2015-06-26 Sitabhra Sinha

It is known that inhomogeneous second-order macroscopic traffic models can reproduce the phantom traffic jam phenomenon: whenever the sub-characteristic condition is violated, uniform traffic flow is unstable, and small perturbations grow…

Physics and Society · Physics 2023-08-17 Rabie A. Ramadan , Rodolfo Ruben Rosales , Benjamin Seibold

Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…

Statistical Finance · Quantitative Finance 2015-05-14 Miguel A. Fuentes , Austin Gerig , Javier Vicente
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