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We look for signals of criticality in multifragment production in heavy-ion collisions using model-independent universal fluctuations theory. The phenomenon is studied as a function of system size, bombarding energy, and impact parameter in…

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

Optimization and Control · Mathematics 2020-11-04 Krzysztof Szajowski

We employ the microcanonical inflection-point analysis method, developed for the systematic identification and classification of phase transitions in systems of any size, to study the two-dimensional Ising model at various lattice sizes and…

Statistical Mechanics · Physics 2023-06-30 Kedkanok Sitarachu , Michael Bachmann

We present a general framework of detrending methods of fluctuation analysis of which detrended fluctuation analysis (DFA) is one prominent example. Another more recently introduced method is detrending moving average (DMA). Both methods…

Statistical Mechanics · Physics 2019-04-03 Marc Höll , Ken Kiyono , Holger Kantz

We study transitions between distinct phases of one-dimensional periodically driven (Floquet) systems. We argue that these are generically controlled by infinite-randomness fixed points of a strong-disorder renormalization group procedure.…

Disordered Systems and Neural Networks · Physics 2018-09-25 William Berdanier , Michael Kolodrubetz , S. A. Parameswaran , Romain Vasseur

Lattice models exhibit significant potential in investigating phase transitions, yet they encounter numerous computational challenges. To address these issues, this study introduces a Monte Carlo-based approach that transforms lattice…

Statistical Mechanics · Physics 2024-08-28 Yonglong Ding

Detrend fluctuation analysis (DFA) has become a choice method for effective analysis of a broad variety of nonstationary signals. We show in the present article that, provided the nonstationary fluctuations occur at a large enough time…

Quantitative Methods · Quantitative Biology 2007-05-23 Luciano da Fontoura Costa , Ruth Caldeira de Melo , Ester da Silva , Audrey Borghi-Silva , Aparecida Maria Catai

Due to the vulnerability of the Caribbean islands to the climate change issue, it is important to investigate the behavior of rainfall. In addition, the soil of the French West Indies Islands has been contaminated by an insecticide…

Atmospheric and Oceanic Physics · Physics 2023-11-28 J. Gomez-Gomez , T. Plocoste , E. Alexis , F. J. Jimenez-Hornero , E. Gutierrez de Rave , S. P. Nuiro

We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…

Quantum Physics · Physics 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

With the aggravation of the global economic crisis and inflation, the precious metals with safe-haven function have become more popular. An improved MF-DFA method is proposed to analyze price fluctuations of the precious metals market.…

Statistical Finance · Quantitative Finance 2020-06-30 Zhongjun Wang , Mengye Sun , A. M. Elsawah

We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Diego Rybski , Hernán D. Rozenfeld , Jürgen P. Kropp

We investigate the dynamics of electrons in the vicinity of the Anderson transition in $d=3$ dimensions. Using the exact eigenstates from a numerical diagonalization, a number of quantities related to the critical behavior of the diffusion…

Condensed Matter · Physics 2007-05-23 Tobias Brandes , Bodo Huckestein , Ludwig Schweitzer

We introduce a new method for detection of long-range cross-correlations and multifractality - multifractal height cross-correlation analysis (MF-HXA) - based on scaling of qth order covariances. MF-HXA is a bivariate generalization of the…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

Critical phenomena of ferromagnetic transition at finite temperatures are studied in double-exchange systems. In order to investigate strong interplay between charge and spin degrees of freedom, Monte Carlo technique is applied to include…

Strongly Correlated Electrons · Physics 2009-11-07 Yukitoshi Motome , Nobuo Furukawa

Multifractal structure of global monthly mean temperature anomaly time series over the period of 1850-2012 are studied in terms of the multifractal detrended moving average (MFDMA) analysis. We try to address the possible source(s) and the…

Atmospheric and Oceanic Physics · Physics 2017-08-17 Provash Mali

There is growing interest in anticipating critical transitions in natural systems, often pursued through statistical detection of early warning signals associated with dynamical bifurcations. In stochastic dynamical systems, such signals…

Dynamical Systems · Mathematics 2026-03-30 Florian Suerhoff , Andreas Morr , Sebastian Bathiany , Niklas Boers , Christian Kuehn

The recent advancements in autonomous and remote operation of maritime vessels necessitates the development of robust and reliable communication systems to support high-bandwidth applications such as real-time monitoring, navigation, and…

Systems and Control · Electrical Eng. & Systems 2025-11-12 Antoine Thibault Vié , Roberto Galeazzi , Dimitrios Papagergiou

The percolation phase transition in complex network systems attracts much attention and has numerous applications in various research fields. Finite size effects smooth the transition and make it difficult to predict the critical point of…

Disordered Systems and Neural Networks · Physics 2026-02-11 A. V. Goltsev , S. N. Dorogovtsev

Cooperative behaviors near the disorder-induced critical point in a random field Ising model are numerically investigated by analyzing time-dependent magnetization in ordering processes from a special initial condition. We find that the…

Statistical Mechanics · Physics 2025-01-06 Hiroki Ohta , Shin-ichi Sasa

Multifractal formalisms provide an apt framework to study random cascades in which multifractal spectrum width $\Delta\alpha$ fluctuates depending on the number of estimable power-law relationships. Then again, multifractality without…

Adaptation and Self-Organizing Systems · Physics 2023-12-12 Madhur Mangalam , Aaron D Likens , Damian G Kelty-Stephen