Related papers: Multifractal and Network Analysis of Phase Transit…
Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range…
The properties of a front between two different phases in the presence of a smoothly inhomogeneous external field that takes its critical value at the crossing point is analyzed. Two generic scenarios are studied. In the first, the system…
We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view…
Method for detection and visualization of trends, periodicities, local peculiarities in measurement series (dL-method) based on DFA technology (Detrended fluctuation analysis) is proposed. The essence of the method lies in reflecting the…
We present a numerical and theoretical study that supports and explains recent experimental results on anomalous magnetization fluctuations of a uniaxial ferromagnetic film in its low-temperature phase, which is forced by an oscillating…
Among the properties that are common to complex systems, the presence of critical thresholds in the dynamics of the system is one of the most important. Recently, there has been interest in the universalities that occur in the behavior of…
Changes in the timescales at which complex systems evolve are essential to predicting critical transitions and catastrophic failures. Disentangling the timescales of the dynamics governing complex systems remains a key challenge. With this…
A method is proposed for generating compact fractal disordered media, by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous…
Fractal behavior and long-range dependence are widely observed in measurements and characterization of traffic flow in high-speed computer networks of different technologies and coverage levels. This paper presents the results obtained when…
Fractals are ubiquitous in the natural world, and their connection with phase transitions has been widely observed. This study investigates mechanisms of fractal formation from the perspective of phase transitions. A novel set of…
We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is developed as a multiple-dimension version of Hierarchical Factor…
We introduce a new method to identify phase boundaries in physical systems. It is based on training a predictive model such as a neural network to infer a physical system's parameters from its state. The deviation of the inferred parameters…
When common factors strongly influence two cross-correlated time series recorded in complex natural and social systems, the results will be biased if we use multifractal detrended cross-correlation analysis (MF-DXA) without considering…
The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…
In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…
We show that distinctive alterations in scaling parameters of Dst index time series occur as a strong magnetic storm approaches. These alterations reveal a gradual reduction of complexity as the catastrophic event approaches. The increase…
Multiphase magnetic systems are common in nature and are increasingly being recognized in technical applications. One characterization method which has shown great promise for determining separate and collective effects of multiphase…
Based on protein molecular dynamics, we investigate the fractal properties of energy, pressure and volume time series using the multifractal detrended fluctuations analysis (MF-DFA) and the topological and fractal properties of their…
This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…
A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…