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In this paper we have analyzed scaling properties of time series of stock market indices (SMIs) of developing economies of Western Balkans, and have compared the results we have obtained with the results from more developed economies. We…

Statistical Finance · Quantitative Finance 2015-07-14 Darko Sarvan , Djordje Stratimirovic , Suzana Blesic , Vladimir Miljkovic

One of the fundamental open questions in plasma physics is the role of non-thermal particles distributions in poorly collisional plasma environments, a system commonly found throughout the Universe, e.g. the solar wind and the Earth's…

Plasma Physics · Physics 2021-04-15 Belén Acosta , Denisse Pastén , Pablo S. Moya

Recently a method which employs computing of fluctuations in a measure of nonlinear similarity based on local recurrence properties in a univariate time series, was introduced to identify distinct dynamical regimes and transitions between…

Chaotic Dynamics · Physics 2014-06-24 Nishant Malik , Norbert Marwan , Yong Zou , Peter J. Mucha , Jürgen Kurths

The effect of a network of fixed rigid fibers on fluid flow is investigated by means of three-dimensional direct numerical simulations using an immersed boundary method for the fluid-structure coupling. Different flows are considered (i.e.,…

Fluid Dynamics · Physics 2020-07-09 S. Olivieri , A. Akoush , L. Brandt , M. E. Rosti , A. Mazzino

We discuss basic features of emergent complexity in dynamical systems far from equilibrium by focusing on the network structure of their state space. We start by measuring the distributions of avalanche and transient times in Random Boolean…

Biological Physics · Physics 2009-11-13 Andrew Berdahl , Amer Shreim , Vishal Sood , Joern Davidsen , Maya Paczuski

Given a reference computer, Kolmogorov complexity is a well defined function on all binary strings. In the standard approach, however, only the asymptotic properties of such functions are considered because they do not depend on the…

Machine Learning · Computer Science 2007-05-23 Andrei N. Soklakov

We study operator complexity on various time scales with emphasis on those much larger than the scrambling period. We use, for systems with a large but finite number of degrees of freedom, the notion of K-complexity employed in…

High Energy Physics - Theory · Physics 2020-01-08 J. L. F. Barbon , E. Rabinovici , R. Shir , R. Sinha

Krylov complexity (K-complexity) is a measure of quantum state complexity that minimizes wavefunction spreading across all the possible bases. It serves as a key indicator of operator growth and quantum chaos. In this work, K-complexity and…

Quantum Physics · Physics 2025-10-08 J. Bharathi Kannan , Sreeram PG , Sanku Paul , S. Harshini Tekur , M. S. Santhanam

The Refined Kolmogorov Similarity Hypothesis is a valuable tool for the description of intermittency in isotropic conditions. For flows in presence of a substantial mean shear, the nature of intermittency changes since the process of energy…

Chaotic Dynamics · Physics 2009-11-07 C. M. Casciola , R. Benzi , P. Gualtieri , B. Jacob , R. Piva

Accurate, localised rainfall information is essential for applications such as agricultural planning, climate risk assessment, and water resources management. Gridded climate products provide rainfall information over large areas but can…

We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the density of the fluid phase, which depends on the mass fraction of…

Numerical Analysis · Mathematics 2025-01-17 Dmitry Logashenko , Alexander Litvinenko , Raul Tempone , Gabriel Wittum

When assessing the hazard brought by storm surges on the coast, a frequency analysis is often conducted. An issue of particular concern is the sea level rise (SLR), thought to have an impact on maximum water levels. In this study, three…

Applications · Statistics 2014-10-10 Dominik Paprotny

Intermittency as it occurs in fast dynamos in the MHD framework is evaluated through the examination of relations between normalized moments at third order (skewness S) and fourth order (kurtosis K) for both the velocity and magnetic field,…

Plasma Physics · Physics 2025-03-11 Yannick Ponty , Helene Politano , Annick Pouquet

This paper considers the regional estimation of high quantiles of annual maximal river flow distributions $F$, an important problem from flood frequency analysis. Even though this particular problem has been addressed by many papers, less…

Methodology · Statistics 2017-01-26 Paul Kinsvater , Friederike Deiters , Roland Fried

Random sequences attain the highest entropy rate. The estimation of entropy rate for an ergodic source can be done using the Lempel Ziv complexity measure yet, the exact entropy rate value is only reached in the infinite limit. We prove…

Chaotic Dynamics · Physics 2013-11-05 E. Estevez-Rams , R. Lora Serrano , B. Aragón Fernández , I. Brito Reyes

The Lagrangian statistics of heavy particles and of fluid tracers transported by a fully developed turbulent flow are investigated by means of high resolution direct numerical simulations. The Lagrangian velocity structure functions are…

Chaotic Dynamics · Physics 2007-05-23 Jeremie Bec , Luca Biferale , Massimo Cencini , Alessandra S. Lanotte , Federico Toschi

Stream-flow forecasting for small rivers has always been of great importance, yet comparatively challenging due to the special features of rivers with smaller volume. Artificial Intelligence (AI) methods have been employed in this area for…

Machine Learning · Computer Science 2020-01-17 Youchuan Hu , Le Yan , Tingting Hang , Jun Feng

We numerically investigate non-local effects on inhomogeneous flows of soft athermal disks close to but below their jamming transition. We employ molecular dynamics to simulate Kolmogorov flows, in which a sinusoidal flow profile with fixed…

Soft Condensed Matter · Physics 2019-05-15 Kuniyasu Saitoh , Brian P. Tighe

We investigate the dynamics of elastic microstructures within a fluid that are subjected to thermal fluctuations. We perform analysis to obtain systematically simplified descriptions of the mechanics in the limiting regimes when (i) the…

Soft Condensed Matter · Physics 2023-10-24 Gil Tabak , Paul J. Atzberger

One of the most useful tools for distinguishing between chaotic and stochastic time series is the so-called complexity-entropy causality plane. This diagram involves two complexity measures: the Shannon entropy and the statistical…

Data Analysis, Statistics and Probability · Physics 2018-02-27 Max Jauregui , Luciano Zunino , Ervin K. Lenzi , Renio S. Mendes , Haroldo V. Ribeiro