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The decay rate of aftershocks has been modeled as a power law since the pioneering work of Omori in the late nineteenth century. Considered the second most fundamental empirical law after the Gutenberg-Richter relationship, the power law…

Geophysics · Physics 2016-01-07 Arnaud Mignan

The relaxation dynamics of aftershocks after large volatility shocks are investigated based on two high-frequency data sets of the Shanghai Stock Exchange Composite (SSEC) index. Compared with previous relevant work, we have defined main…

Statistical Finance · Quantitative Finance 2008-12-02 Guo-Hua Mu , Wei-Xing Zhou

We study the relaxation dynamics of a financial market just after the occurrence of a crash by investigating the number of times the absolute value of an index return is exceeding a given threshold value. We show that the empirical…

Statistical Mechanics · Physics 2008-12-02 Fabrizio Lillo , Rosario N. Mantegna

Sequences of aftershocks following Omori's empirical law are observed after most major earthquakes, as well as in laboratory-scale fault-mimicking experiments. Nevertheless, the origin of this memory effect is still unclear. In this letter,…

Geophysics · Physics 2024-03-28 A. Mathey , J. Crassous , D. Marsan , J. Weiss , A. Amon

In many complex systems a continuous input of energy over time can be suddenly relaxed in the form of avalanches. Conventional avalanche models disregard the possibility of internal dynamical effects in the inter-avalanche periods, and thus…

Statistical Mechanics · Physics 2015-07-02 E. A. Jagla , François P. Landes , Alberto Rosso

The decay pattern of aftershocks in the so-called 'coherent-noise' models [M. E. J. Newman and K. Sneppen, Phys. Rev. E54, 6226 (1996)] is studied in detail. Analytical and numerical results show that the probability to find a large event…

Data Analysis, Statistics and Probability · Physics 2009-10-30 C. Wilke , S. Altmeyer , T. Martinetz

We analyze the memory in volatility by studying volatility return intervals, defined as the time between two consecutive fluctuations larger than a given threshold, in time periods following stock market crashes. Such an aftercrash period…

Physics and Society · Physics 2009-11-13 Philipp Weber , Fengzhong Wang , Irena Vodenska-Chitkushev , Shlomo Havlin , H. Eugene Stanley

Recently, mechanical tests on ice as well as dislocation dynamics simulations have revealed that plastic flow displays a scale-free intermittent dynamics characterized by dislocation avalanches with a power law distribution of amplitudes.…

Materials Science · Physics 2007-05-23 Jerome Weiss , M. -Carmen Miguel

Many complex systems respond to a continuous input of energy by an accumulation of stress over time, interrupted by sudden energy releases called avalanches. Recently, it has been pointed out that several basic features of avalanche…

Statistical Mechanics · Physics 2015-08-17 Francois P. Landes

We find the static displacement, stress, strain and the modified Columb failure stress produced in an elastic medium by a finite size rectangular fault after its dislocation with uniform stress drop but a non uniform dislocation on the…

Geophysics · Physics 2007-05-23 R. Console , F. Catalli

This paper is devoted to the theory of aftershocks. The history of discovery of the Omori law is briefly described, the initial formulation of the law is given in the form of an algebraic formula describing the decrease in the frequency of…

Geophysics · Physics 2021-04-21 A. V. Guglielmi

In many important systems exhibiting crackling noise --- intermittent avalanche-like relaxation response with power-law and, thus, self-similar distributed event sizes --- the "laws" for the rate of activity after large events are not…

Statistical Mechanics · Physics 2016-08-31 Jörn Davidsen , Marco Baiesi

After a large earthquake, the likelihood of successive strong aftershocks needs to be estimated. Exploiting similarities with critical phenomena, we introduce a scaling law for the decay in time following a main shock of the expected number…

Other Condensed Matter · Physics 2007-05-23 Stefano Lise , Maya Paczuski , Attilio Stella

The decay rate of aftershocks is commonly very well described by the modified Omori law, $n(t) \propto t^{-p}$, where n(t) is the number of aftershocks per unit time, t is the time after the main shock, and p is a constant in the range…

Statistical Mechanics · Physics 2015-06-24 Y. Moreno , A. Correig , J. B. Gomez , A. F. Pacheco

A modified Carlson-Langer model for earthquakes is proposed, which includes nonlinear visco-elasticity. Several aftershocks are generated after the main shock owing to the damping of the additional visco-elastic force. Both the…

Geophysics · Physics 2015-06-11 Hidetsugu Sakaguchi , Kazuki Okamura

The statistical properties of earthquake aftershocks are studied. The scaling relation for the exponents of the Omori law and the power-law calm time distribution (i.e., the interoccurrence time distribution), which is valid if a sequence…

Geophysics · Physics 2009-11-13 Sumiyoshi Abe , Norikazu Suzuki

The inverse Omori law for foreshocks discovered in the 1970s states that the rate of earthquakes prior to a mainshock increases on average as a power law ~ 1/(t_c-t)^p' of the time to the mainshock occurring at t_c. Here, we show that this…

Statistical Mechanics · Physics 2007-05-23 A. Helmstetter , D. Sornette , J. -R. Grasso

Avalanche-like plastic bursts in crystalline materials follow power law statistics, but the scaling exponents and cutoff parameters vary widely in the literature ($\alpha$ ranging from 1 to 2.2), hindering predictive modeling. Since…

Materials Science · Physics 2026-04-24 Missipsa Aissaoui , Charlie Kahloun , Oguz Umut Salman , Sylvain Queyreau

The shock wave instability induced when interacting with a small waviness on an interface was investigated analytically and numerically. The perturbation to the shock was phenomenologically treated assuming this as the consequence of the…

Fluid Dynamics · Physics 2018-08-29 A. Markhotok

A discretized version of the Burridge-Knopoff train model with (non-linear friction force replaced by) random pinning is studied in one and two dimensions. A scale free distribution of avalanches and the Omori law type behaviour for…

Statistical Mechanics · Physics 2013-09-26 Soumyajyoti Biswas , Purusattam Ray , Bikas K. Chakrabarti
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