Related papers: Fluctuation analysis of electric power loads in Eu…
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate…
Fractal analysis is carried out on the stock market indices of seven European countries and the US. We find evidence of long range dependence in the log return series of the Mibtel (Italy) and the PX Glob (Czech Republic). Long range…
The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…
Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can…
Complex networks have gained much attention from different areas of knowledge in recent years. Particularly, the structures and dynamics of such systems have attracted considerable interest. Complex networks may have characteristics of…
Power grids must modernize to meet climate goals while maintaining reliable and stable operating conditions. Yet progress is hindered by a limited understanding of the stochastic processes underlying grid frequency and phase-angle…
Diffusion of electrons in two-dimensional disordered systems with spin-orbit interactions is investigated numerically. Asymptotic behaviors of the second moment of the wave packet and of the temporal auto-correlation function are examined.…
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…
Erraticity analysis of multiparticle production data is introduced as a way of extracting the maximum amount of information on self-similar fluctuations. It is presented as the next logical step to take beyond the intermittency analysis. An…
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…
In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…
In the context of fluctuation relations, we study the distribution of energy dissipated by a driven two-level system. Incorporating an energy counting field into the well known spin-boson model enables us to calculate the distribution…
We measure the full distribution of current fluctuations in a single-electron transistor with a controllable bistability. The conductance switches randomly between two levels due to the tunneling of single electrons in a separate…
Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…
A new statistical model for the combined effects of decoherence, energy redistribution and dissipation on electron transport in large quantum systems is introduced. The essential idea is to consider the electron phase information to be lost…
In this letter we analyze the effects of an externally applied electric field on thermal fluctuations for a fluid containing charged species. We show in particular that the fluctuating Poisson-Nernst-Planck equations for charged…
Distributed or multi-area optimal power flow appears to be promising in order to cope with computational burdens in large-scale grids and without the regional system operators losing control over their respective areas. However, algorithms…
The increasing transmission capacity needs in a future energy system raise the question how associated costs should be allocated to the users of a strengthened power grid. In contrast to straightforward oversimplified methods, a flow…
We propose a novel algorithm - Multifractal Cross-Correlation Analysis (MFCCA) - that constitutes a consistent extension of the Detrended Cross-Correlation Analysis (DCCA) and is able to properly identify and quantify subtle characteristics…
Our research is centred around the question how to best integrate the variable renewable energy sources (VRES), wind power and solar photovoltaics, into the European electricity grid. The future electricity supply will be based to a large…