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Stripe-like and bubble-like patterns spontaneously form in numerous physical, chemical, and biological systems when competing long-range and short-range interactions banish uniformity. Stripe-like and the related nematic morphology are also…

Strongly Correlated Electrons · Physics 2019-06-11 Dohyung Ro , N. Deng , J. D. Watson , M. J. Manfra , L. N Pfeiffer , K. W. West , G. A. Csáthy

When a bubble of air rises to the top of a highly viscous liquid, it forms a dome-shaped protuberance on the free surface. Unlike a soap bubble, it bursts so slowly as to collapse under its own weight simultaneously, and folds into a…

Soft Condensed Matter · Physics 2015-06-24 Rava da Silveira , Sahraoui Chaieb , L. Mahadevan

Bifurcations mark qualitative changes of long-term behavior in dynamical systems and can often signal sudden ("hard") transitions or catastrophic events (divergences). Accurately locating them is critical not just for deeper understanding…

Machine Learning · Computer Science 2024-06-18 Yorgos M. Psarellis , Themistoklis P. Sapsis , Ioannis G. Kevrekidis

In the current environment of financial distress, many governments are likely to soon become major holders of financial assets, but the policy debate focuses only on the likelihood and extent of short-term market stabilization. This paper…

General Finance · Quantitative Finance 2016-09-08 Philip Maymin

This paper aims to provide a simple modelling of speculative bubbles and derive some quantitative properties of its dynamical evolution. Starting from a description of individual speculative behaviours, we build and study a second order…

Probability · Mathematics 2013-09-25 Sébastien Gadat , Laurent Miclo , Fabien Panloup

We study fully three-dimensional droplets that slide down an incline by employing a thin-film equation that accounts for capillarity, wettability, and a lateral driving force in small-gradient (or long-wave) approximation. In particular, we…

Fluid Dynamics · Physics 2016-12-15 Sebastian Engelnkemper , Markus Wilczek , Svetlana V. Gurevich , Uwe Thiele

We discuss a bifurcation scenario which creates periodic pulsating solutions in slow-fast delayed systems through a cascade of almost simultaneous Hopf bifurcations. This scenario has been previously associated with formation of pulses in a…

Dynamical Systems · Mathematics 2016-01-26 Pavel Kravetc , Dmitrii Rachinskii , Andrei Vladimirov

Economic and financial time series can feature locally explosive behavior when a bubble is formed. The economic or financial bubble, especially its dynamics, is an intriguing topic that has been attracting longstanding attention. To…

Statistics Theory · Mathematics 2025-01-29 Xuanling Yang , Dong Li , Ting Zhang

An autonomous system of ordinary differential equations in the plane with a centre-saddle bifurcation is considered. The influence of time damped perturbations with power-law asymptotics is investigated. The particular solutions tending at…

Dynamical Systems · Mathematics 2023-10-11 Oskar Sultanov

The formation of iterated structures, such as satellite and sub-satellite drops, filaments and bubbles, is a common feature in interfacial hydrodynamics. Here we undertake a computational and theoretical study of their origin in the case of…

Fluid Dynamics · Physics 2018-01-24 Michael C. Dallaston , Marco A. Fontelos , Dmitri Tseluiko , Serafim Kalliadasis

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

Dynamical Systems · Mathematics 2009-09-29 Vladimir Belitsky , Antonio L. Pereira , Fernando P. de Almeida Prado

The first stages of the path instability phenomenon known to affect the buoyancy-driven motion of gas bubbles rising in weakly or moderately viscous liquids are examined thanks to a recently developed numerical tool designed to assess the…

Fluid Dynamics · Physics 2023-12-21 P. Bonnefis , J. Sierra-Ausin , D. Fabre , J. Magnaudet

This paper studies the equilibrium price of a continuous time asset traded in a market with heterogeneous investors. We consider a positive mean reverting asset and two groups of investors who have different beliefs on the speed of mean…

Mathematical Finance · Quantitative Finance 2021-10-22 Seunghyun Lee , Hyungbin Park

Recently research on bubble and its burst attract much interest of researchers in various field such as economics and physics. Economists have been regarding bubble as a disorder in prices. However, this research strategy has overlooked an…

Physics and Society · Physics 2015-05-19 Katsuhiro Nishinari , Mitsuru Iwamura , Yukiko Umeno Saito , Tsutomu Watanabe

We develop a stochastic macro-financial model in continuous time by integrating two specifications of the Keen economic framework with a financial market driven by a jump-diffusion process. The economic block of the model combines monetary…

General Finance · Quantitative Finance 2026-03-10 Matheus R. Grasselli , Adrien Nguyen-Huu

This letter describes a periodically oscillating microfoam flow. For constant input parameters, both the produced bubble volume and the flow rate vary over a factor two. We explicit the link between foam topology alternance and flow rate…

Fluid Dynamics · Physics 2009-11-11 Jan-Paul Raven , Philippe Marmottant

We introduce a versatile class of prototype dynamical systems for the study of complex bifurcation cascades of limit cycles, including bifurcations breaking spontaneously a symmetry of the system, period doubling bifurcations and…

Computational Physics · Physics 2016-05-30 Bulcsú Sándor , Claudius Gros

Bifurcations can cause dynamical systems with slowly varying parameters to transition to far-away attractors. The terms ``critical transition'' or ``tipping point'' have been used to describe this situation. Critical transitions have been…

Dynamical Systems · Mathematics 2015-03-17 Christian Kuehn

A microscopic model of financial markets is considered, consisting of many interacting agents (spins) with global coupling and discrete-time thermal bath dynamics, similar to random Ising systems. The interactions between agents change…

Statistical Mechanics · Physics 2012-08-27 Andrzej Krawiecki , Janusz A. Holyst , and Dirk Helbing

We identify two rather novel types of (compound) dynamical bifurcations generated primarily by interactions of an invariant attracting submanifold with stable and unstable manifolds of hyperbolic fixed points. These bifurcation types -…

Dynamical Systems · Mathematics 2017-08-28 Aminur Rahman , Denis Blackmore