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Systems driven out of equilibrium experience large fluctuations of the dissipated work. The same is true for wave function amplitudes in disordered systems close to the Anderson localization transition.\cite{Mirlin-review} In both cases the…

Statistical Mechanics · Physics 2015-04-28 I. M. Khaymovich , J. V. Koski , O. -P. Saira , V. E. Kravtsov , J. P. Pekola

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

Two-dimensional (2D) spectroscopy provides information about dissipative processes subsequent to electronic excitation, which play a functional role in energy harvesting materials and devices. This technique is particularly sensitive to…

Chemical Physics · Physics 2014-06-05 Joachim Seibt , Tonu Pullerits

The distribution of the correlation dimension in a power law band random matrix model having critical, i.e. multifractal, eigenstates is numerically investigated. It is shown that their probability distribution function has a fixed point as…

Disordered Systems and Neural Networks · Physics 2009-11-07 I. Varga

Another way to evaluate the spectral-correlation properties of thermal fields of solids is suggested. Such a method takes into account detailed structure of the interface transition layer separating one bulk region from those of the vacuum…

Quantum Physics · Physics 2015-06-15 Illarion Dorofeyev

A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…

Materials Science · Physics 2007-05-23 Nima Ghal-eh , Mohammad Farhad Rahimi , Mehrnoush Manouchehri

Tensor networks are employed to characterize the current fluctuations in one-dimensional diffusion-reaction systems. The representative system under study is a semiconducting material where holes and electrons constitute two types of charge…

Statistical Mechanics · Physics 2025-12-16 Jiayin Gu

The paper applies some recent developments of network analysis in order to perform a comparative study of EU countries in relation with the fluctuations of some macroeconomic indicators. The statistical distances between countries,…

Physics and Society · Physics 2007-05-23 Mircea Gligor , Marcel Ausloos

We study the relation between the microscopic properties of a many-body system and the electron spectra, experimentally accessible by photoemission. In a recent paper [Phys. Rev. Lett. 114, 236402 (2015)], we introduced the "fluctuation…

Strongly Correlated Electrons · Physics 2018-03-28 O. Gunnarsson , J. Merino , T. Schäfer , G. Sangiovanni , G. Rohringer , A. Toschi

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Statistical Mechanics · Physics 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…

Mathematical Physics · Physics 2009-11-13 Raphael Chetrite , Krzysztof Gawedzki

Influence of the weak electric field on the electronic structure of the Fibonacci superlattice is considered. The electric field produces a nonlinear dynamics of the energy spectrum of the aperiodic superlattice. Mechanism of the…

Mesoscale and Nanoscale Physics · Physics 2012-01-16 Maciej Woloszyn , Bartlomiej J. Spisak

The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the…

Biomolecules · Quantitative Biology 2015-02-06 Enrico Maiorino , Lorenzo Livi , Alessandro Giuliani , Alireza Sadeghian , Antonello Rizzi

The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…

Disordered Systems and Neural Networks · Physics 2009-10-31 Alexander D. Mirlin

We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…

Other Condensed Matter · Physics 2008-12-18 Pawel Oswiecimka , Jaroslaw Kwapien , S. Drozdz

We study analytically the distribution of fluctuations of the quantities whose average yield the usual two-point correlation and linear response functions in three unfrustrated models: the random walk, the $d$ dimensional scalar field and…

Statistical Mechanics · Physics 2012-12-12 Federico Corberi , Leticia F. Cugliandolo

Detrended fluctuation analysis (DFA) is a simple but very efficient method for investigating the power-law long-term correlations of non-stationary time series, in which a detrending step is necessary to obtain the local fluctuations at…

Statistical Mechanics · Physics 2011-09-09 Xi-Yuan Qian , Wei-Xing Zhou , Gao-Feng Gu

Understanding the stochastic properties of conductance fluctuations in disordered mesoscopic systems is fundamental to quantum transport. In this work, we investigate the multifractal and ergodic properties of the fictitious time series of…

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak