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The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…

Condensed Matter · Physics 2016-08-31 Vladimir I. Fal'ko , K. B. Efetov

Variable renewable energy droughts, so called Dunkelflaute events, emerge as a challenge for climate-neutral energy systems based on variable renewables. Here we characterize European drought events for on- and offshore wind power, solar…

Systems and Control · Electrical Eng. & Systems 2026-02-12 Martin Kittel , Wolf-Peter Schill

Electricity price forecasting in Europe presents unique challenges due to increasing renewable generation variability, market integration, and the continent's physically interconnected power system. While recent advances in foundation…

Computational Engineering, Finance, and Science · Computer Science 2026-05-12 Runyao Yu , Chenhui Gu , Jochen Stiasny , Qingsong Wen , Wasim Sarwar Dilov , Lianlian Qi , Jochen L. Cremer

The process of European integration resulted in a marked increase in transnational economic flows, yet regional inequalities along many developmental indicators remain. We analyze the unevenness of European economies with respect to the…

Economics · Quantitative Finance 2017-11-08 Balazs Vedres , Carl Nordlund

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…

Statistical Mechanics · Physics 2008-12-10 H. Takayasu , M. Takayasu , M. P. Okazaki , K. Marumo , T. Shimizu

We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate…

Statistical Mechanics · Physics 2008-12-10 J. -F. Muzy , D. Sornette , J. Delour , A. Arneodo

Spectra derived from fast Fourier transform (FFT) analysis of time-domain data intrinsically contain statistical fluctuations whose distribution depends on the number of accumulated spectra contributing to a measurement. The tail of this…

Solar and Stellar Astrophysics · Physics 2015-06-19 Gelu M. Nita , Gregory D. Fleishman , Dale E. Gary , William Marin , Kristine Boone

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

The scaling behavior of fluctuation for a download network which we have investigated a few years ago based upon Zhang's Encophysics web page has been presented. A power law scaling, namely $\sigma \sim < f> ^ \alpha $ exists between the…

Physics and Society · Physics 2008-11-26 D. D. Han , J. G. Liu , Y. G. Ma

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

The current flux density is a vector field that can be used to describe theoretically how electrons flow in a system out-of-equilibrium. In this work, we unequivocally demonstrate that the signal obtained from time-resolved X-ray scattering…

Atomic Physics · Physics 2020-02-04 Gunter Hermann , Vincent Pohl , Gopal Dixit , Jean Christophe Tremblay

Power flow analysis plays a fundamental and critical role in the energy management system (EMS). It is required to well accommodate large and complex power system. To achieve a high performance and accurate power flow analysis, a graph…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-20 Chen Yuan , Yi Lu , Wei Feng , Guangyi Liu , Renchang Dai , Yachen Tang , Zhiwei Wang

Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…

Statistical Mechanics · Physics 2026-05-06 K. S. Rodríguez-Vigil , M. A. Bastarrachea-Magnani , J. I. Jiménez-Aquino

We introduce electron-like and hole-like distribution functions, which determine the currents and the fluctuation spectra of the currents measured at a normal-conductor--superconductor hetero-structure. These distribution functions are…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Thomas Gramespacher , Markus Buttiker

This paper addresses the distributed frequency control problem in a multi-area power system taking into account of unknown time-varying power imbalance. Particularly, fast controllable loads are utilized to restore system frequency under…

Systems and Control · Computer Science 2018-10-31 Zhaojian Wang , Shengwei Mei , Feng Liu , Steven H. Low , Peng Yang

Fractal time series has been shown to be self-affine and are characterized by a roughness exponent H. The exponent H is a measure of the persistence of the fluctuations associated with the time series. We use a recently introduced method…

Statistical Mechanics · Physics 2007-05-23 J. R. Sanchez , C. M. Arizmendi

We consider the application of the Fluctuation Dissipation Theorem (FDT) to the electrodynamics of Aharonov-Bohm (ABE), which differs from Maxwell's in that it allows for local non-conservation of charge. For the case of a system of…

General Physics · Physics 2026-04-20 F. Minotti , G. Modanese

The total entropy production generated by the dynamics of an externally driven systems exchanging energy and matter with multiple reservoirs and described by a master equation is expressed as the sum of three contributions, each…

Statistical Mechanics · Physics 2010-03-01 Massimiliano Esposito , Upendra Harbola , Shaul Mukamel

We explore a decomposition in which returns on a large class of portfolios relative to the market depend on a smooth non-negative drift and changes in the asset price distribution. This decomposition is obtained using general continuous…

Portfolio Management · Quantitative Finance 2018-10-31 Ricardo T. Fernholz , Caleb Stroup

Traditionally, power system's inertia has been estimated according to the rotating masses directly connected to the grid. However, a new generation mix scenario is currently identified, where conventional supply-side is gradually replaced…

Systems and Control · Electrical Eng. & Systems 2020-11-04 Ana Fernández-Guillamón , Emilio Gómez-Lázaro , Angel Molina-García