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Magnetic field variations are detected before rupture in the form of `spikes' of alternating sign. The distinction of these `spikes' from random noise is of major practical importance, since it is easier to conduct magnetic field…

Statistical Mechanics · Physics 2015-05-13 P. A. Varotsos , N. V. Sarlis , E. S. Skordas

We show that the concept of bipartite fluctuations F provides a very efficient tool to detect quantum phase transitions in strongly correlated systems. Using state of the art numerical techniques complemented with analytical arguments, we…

Strongly Correlated Electrons · Physics 2012-03-13 Stephan Rachel , Nicolas Laflorencie , H. Francis Song , Karyn Le Hur

The brain criticality hypothesis has largely only characterized brain dynamics in terms of their self-similarity, although experimental evidence suggests that the brain exhibits significant multifractality. To understand how multifractality…

Disordered Systems and Neural Networks · Physics 2026-02-03 Merlin Dumeur , Sheng H. Wang , J. Matias Palva , Philippe Ciuciu

We explore the critical properties of the recently discovered finite-time dynamical phase transition in the non-equilibrium relaxation of Ising magnets after a temperature quench. The transition is characterized by a sudden switch in the…

Statistical Mechanics · Physics 2025-03-03 Nalina Vadakkayil , Massimiliano Esposito , Jan Meibohm

We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1AGeV & 60AGeV, 12CAgBr &24Mg-AgBr interactions at 4.5AGeV and 32S-AgBr interactions at 200AGeV using Multifractal Detrended Fluctuation Analysis…

High Energy Physics - Experiment · Physics 2016-03-16 Gopa Bhoumik , Argha Deb , Swarnapratim Bhattacharyya , Dipak Ghosh

A wide variety of complex systems exhibit large fluctuations both in space and time that often can be attributed to the presence of some kind of critical phenomena. Under such critical scenario it is well known that the properties of the…

Disordered Systems and Neural Networks · Physics 2019-05-29 Dante R. Chialvo , Sergio A. Cannas , Dietmar Plenz , Tomas S. Grigera

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , kenschi Sakai , Elka D. Yankulova

We review the time evolution of wavepackets at the metal-insulator transition in two- and three-dimensional disordered systems. The importance of scale invariance and multifractal eigenfunction fluctuations is stressed. The implications of…

Mesoscale and Nanoscale Physics · Physics 2017-02-08 Bodo Huckestein , Rochus Klesse

In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…

Atmospheric and Oceanic Physics · Physics 2023-11-17 J. Gomez-Gomez , R. Carmona-Cabezas , A. B. Ariza-Villaverde , E. Gutierrez de Rave , F. J. Jimenez-Hornero

There are a number of situations in which several signals are simultaneously recorded in complex systems, which exhibit long-term power-law cross-correlations. The multifractal detrended cross-correlation analysis (MF-DCCA) approaches can…

Statistical Finance · Quantitative Finance 2015-03-19 Zhi-Qiang Jiang , Wei-Xing Zhou

A recent method based on the concurrence of complex networks and multifractal analyses is applied for the first time to explore ground-level ozone behavior. Ozone time series are converted into complex networks for their posterior analysis.…

Atmospheric and Oceanic Physics · Physics 2023-11-20 R. Carmona-Cabezas , A. B. Ariza-Villaverde , E. Gutierrez de Rave , F. J. Jimenez-Hornero

The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…

Data Analysis, Statistics and Probability · Physics 2015-12-09 Jaroslaw Kwapien , Pawel Oswiecimka , Stanislaw Drozdz

Understanding phase transitions requires not only identifying order parameters but also characterizing how their correlations behave across scales. By quantifying how fluctuations at distinct spatial or temporal points are related,…

Statistical Mechanics · Physics 2025-11-27 Ismael S. S. Carrasco , Henrique A. de Lima , Fernando A. Oliveira

In this work, we employed the Ising model to identify phase transitions in a magnetic system where the degree distribution of the network follows a power-law and the connections are assortatively mixed. In the Ising model, the spins assume…

Statistical Mechanics · Physics 2024-12-20 R. A. Dumer , M. Godoy

This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…

Data Analysis, Statistics and Probability · Physics 2018-07-31 Mohamed Laib , Luciano Telesca , Mikhail Kanevski

Multifractal Detrended Fluctuation Analysis (MFDFA) has emerged as a standard tool for characterizing scale invariance in complex systems, yet its application to discrete spin models is frequently marred by reports of ``spurious…

Statistical Mechanics · Physics 2026-04-01 Sebastian Jaroszewicz , Nahuel Mendez , Maria P. Beccar-Varela , Maria Cristina Mariani

The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…

Adaptation and Self-Organizing Systems · Physics 2017-07-20 Korosh Mahmoodi , Bruce J. West , Paolo Grigolini

The potential for complex systems to exhibit tipping points in which an equilibrium state undergoes a sudden and often irreversible shift is well established, but prediction of these events using standard forecast modeling techniques is…

Atmospheric and Oceanic Physics · Physics 2022-12-07 Daniel Dylewsky , Timothy M. Lenton , Marten Scheffer , Thomas M. Bury , Christopher G. Fletcher , Madhur Anand , Chris T. Bauch

We show how averages of exponential functions of path dependent quantities, such as those of Work Fluctuation Theorems, detect phase transitions in deterministic and stochastic systems. State space truncation -- the restriction of the…

Statistical Mechanics · Physics 2024-01-08 Matteo Colangeli , Antonio Di Francesco , Lamberto Rondoni

Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…

Data Analysis, Statistics and Probability · Physics 2023-03-30 Jarosław Kwapień , Pawel Blasiak , Stanisław Drożdż , Paweł Oświęcimka