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We analyze in detail a behavior of the order parameter in the half-filled extended Falicov-Kimball model for small Coulomb interactions (both onsite $U$ and intersite $V$). The parameter is defined as the difference of localized electron…

Strongly Correlated Electrons · Physics 2021-01-19 K. J. Kapcia , J. Krawczyk , R. Lemański

Employing some recent results in dynamics of systems with invariant subspaces we find evidence in both truncated and full axisymmetric mean-field dynamo models of a recently discovered type of intermittency, referred to as in-out…

chao-dyn · Physics 2007-05-23 Eurico Covas , Reza Tavakol , Peter Ashwin , Andrew Tworkowski , John M. Brooke

A classical scenario for tipping is that a dynamical system experiences a slow parameter drift across a fold tipping point, caused by a run-away positive feedback loop. We study what happens if one turns around after one has crossed the…

Dynamical Systems · Mathematics 2019-01-21 Paul Ritchie , Ozkan Karabacak , Jan Sieber

External and internal factors may cause a system's parameter to vary with time before it stabilizes. This drift induces a regime shift when the parameter crosses a bifurcation. Here, we study the case of an infinite dimensional system: a…

Chaotic Dynamics · Physics 2020-10-14 Julia Cantisán , Jesús M. Seoane , Miguel A. F. Sanjuán

The possibility to study intermittency in a single event of high multiplicity is investigated in the framework of the $\alpha-$model. It is found that, for cascade long enough, the dispersion of intermittency exponents obtained from…

High Energy Physics - Phenomenology · Physics 2009-10-28 A. Bialas , B. Ziaja

Non-autonomous dynamical systems help us to understand the implications of real systems which are in contact with their environment as it actually occurs in nature. Here, we focus on systems where a parameter changes with time at small but…

Chaotic Dynamics · Physics 2020-09-24 Julia Cantisán , Jesús M. Seoane , Miguel A. F. Sanjuán

The two-point correlation function of the energy dissipation, obtained from a one-point time record of an atmospheric boundary layer, reveals a rigorous power-law scaling with intermittency exponent mu=0.20 over almost the entire inertial…

Statistical Mechanics · Physics 2009-11-10 J. Cleve , M. Greiner , K. R. Sreenivasan

This paper investigates the asymptotic behavior of higher-order conditional tail moments, which quantify the contribution of individual losses in the event of systemic collapse. The study is conducted within a framework comprising two…

Probability · Mathematics 2025-05-27 Zhangting Chen , Bingjie Wang , Dongya Cheng

We study the probability density function for the fluctuations of the magnetic order parameter in the low temperature phase of the XY model of finite size. In two-dimensions this system is critical over the whole of the low temperature…

Statistical Mechanics · Physics 2009-10-31 S. T. Bramwell , J. -Y. Fortin , P. C. W. Holdsworth , S. Peysson , J. -F. Pinton , B. Portelli , M. Sellitto

Power-law tail behavior and the summation scheme of Levy-stable distributions is the basis for their frequent use as models when fat tails above a Gaussian distribution are observed. However, recent studies suggest that financial asset…

Condensed Matter · Physics 2016-12-21 Rafal Weron

We demonstrate that standard delay systems with a linear instantaneous and a delayed nonlinear term show weak chaos, asymptotically subdiffusive behavior, and weak ergodicity breaking if the nonlinearity is chosen from a specific class of…

Chaotic Dynamics · Physics 2024-07-15 Tony Albers , Lukas Hille , David Müller-Bender , Günter Radons

We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…

Statistical Finance · Quantitative Finance 2016-11-23 Noemi Nava , Tiziana Di Matteo , Tomaso Aste

We study the phenomenon of intermittency in inhomogeneous lattices of coupled map where inhomogeneity appears in the form of different values of map parameters at adjacent sites.The system exhibits spatiotemporal intermittency in various…

chao-dyn · Physics 2016-08-31 Ashutosh Sharma , Neelima Gupte

Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the nontrivial dynamics of the…

Physics and Society · Physics 2013-10-22 Szabolcs Vajna , Bálint Tóth , János Kertész

The asymptotic tail behaviour of sums of independent subexponential random variables is well understood, one of the main characteristics being the principle of the single big jump. We study the case of dependent subexponential random…

Probability · Mathematics 2017-11-29 Sergey Foss , Andrew Richards

The intermittency is investigated when the current reversal occurs in a deterministic inertia ratchet system. To determine which type the intermittency belongs to, we obtain the return map of velocities of particle using stroboscopic…

Chaotic Dynamics · Physics 2009-11-10 W. -S. Son , I. Kim , Y. -J. Park , C. -M. Kim

We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…

Statistical Mechanics · Physics 2015-06-22 Christian Van den Broeck , Upendra Harbola , Raul Toral , Katja Lindenberg

Mixed order transitions are those which show a discontinuity of the order parameter as well as a divergent correlation length. We show that the behaviour of the order parameter correlation function along the transition line of mixed order…

Statistical Mechanics · Physics 2019-09-04 Mustansir Barma , Satya N. Majumdar , David Mukamel

Quantal systems are predicted to show a change-over from exponential decay to power law decay at very long times. Although most theoretical studies predict integer power-law exponents, recent measurements by Rothe et al. of decay…

Quantum Physics · Physics 2009-11-13 J. Martorell , J. G. Muga , D. W. L. Sprung

Exact analytic calculations in spin-1/2 XY chains, show the presence of long-time tails in the asymptotic dynamics of spatially inhomogeneous excitations. The decay of inhomogeneities, for $t\to \infty $, is given in the form of a power law…

Statistical Mechanics · Physics 2009-11-07 G. O. Berim , S. Berim , G. G. Cabrera