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We analyze a simple model of deterministic diffusion. The model consists of a one-dimensional periodic array of scatterers in which point particles move from cell to cell as defined by a piecewise linear map. The microscopic chaotic…
In this paper, we show how the sampling properties of the Hurst exponent methods of estimation change with the presence of heavy tails. We run extensive Monte Carlo simulations to find out how rescaled range analysis (R/S), multifractal…
Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…
We compare the properties of transmission across one-dimensional finite samples which are associated with two types of "quantum diffusion", one related to a classical chaotic dynamics, the other to a multifractal energy spectrum. We…
We determine the uncorrelated modes that characterize the fluctuations in a semi-realistic model for the initial state of high-energy nuclear collisions, consisting of hot spots whose positions are distributed independently. Varying the…
Information spread on networks can be efficiently modeled by considering three features: documents' content, time of publication relative to other publications, and position of the spreader in the network. Most previous works model up to…
Transport by normal diffusion can be decomposed into the so-called hydrodynamic modes which relax exponentially toward the equilibrium state. In chaotic systems with two degrees of freedom, the fine scale structure of these hydrodynamic…
In chaotic reaction-diffusion systems with two degrees of freedom, the modes governing the exponential relaxation to the thermodynamic equilibrium present a fractal structure which can be characterized by a Hausdorff dimension. For long…
Information propagation characterizes how input correlations evolve across layers in deep neural networks. This framework has been well studied using mean-field theory, which assumes infinitely wide networks. However, these assumptions…
We examine the proposal that a model of the large-scale matter distribution consisting of randomly placed haloes with power-law profile, as opposed to a fractal model, can account for the observed power-law galaxy-galaxy correlations. We…
We introduce a fiber bundle model where the interaction among fibers is modeled by an adjustable stress-transfer function which can interpolate between the two limiting cases of load redistribution, the global and the local load sharing…
A quantitative evaluation of the influence of sampling on the numerical fractal analysis of experimental profiles is of critical importance. Although this aspect has been widely recognized, a systematic analysis of the sampling influence is…
An exclusion particle model is considered as a highly simplified model of a limit order market. Its price behavior reproduces the well known crossover from over-diffusion (Hurst exponent H>1/2) to diffusion (H=1/2) when the time horizon is…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
The scaling properties of spectra of real world complex networks are studied by using the wavelet transform. It is found that the spectra of networks are multifractal. According to the values of the long-range correlation exponent, the Hust…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…
The inverse diffusion flame (IDF) can experience thermoacoustic instability due to variations in power input or flow conditions. However, the dynamical transitions in IDF that lead to this instability when altering control parameters have…
In this work, we study the fractal and multifractal properties of a family of fractal networks introduced by Gallos {\it et al.} ({\it Proc. Natl. Acad. Sci. U.S.A.}, 2007, {\bf 104}: 7746). In this fractal network model, there is a…
In this paper it presents, develops and discusses the existence of a process with long scope memory structure, representing of the independence between the degree of randomness of the traffic generated by the sources and flow pattern…
We perform rescaled range analysis upon the signals measured by Dual Particle Dynamical Analyzer in gas-liquid two-phase turbulent jets. A novel rescaled range analysis is proposed to investigate these unevenly sampled signals. The Hurst…