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Power systems operate under uncertainty originating from multiple factors that are impossible to account for deterministically. Distributional forecasting is used to control and mitigate risks associated with this uncertainty. Recent…

Machine Learning · Computer Science 2024-10-07 Slawek Smyl , Boris N. Oreshkin , Paweł Pełka , Grzegorz Dudek

Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale…

Statistical Finance · Quantitative Finance 2025-12-09 Stanisław Drożdż , Paweł Jarosz , Jarosław Kwapień , Maria Skupień , Marcin Wątorek

We present experimental studies of the power spectrum and other fluctuation properties in the spectra of microwave networks simulating chaotic quantum graphs with violated time reversal in- variance. On the basis of our data sets we…

Chaotic Dynamics · Physics 2016-11-03 Malgorzata Bialous , Vitalii Yunko , Szymon Bauch , Michal Lawniczak , Barbara Dietz , Leszek Sirko

A fluctuation relation for aging systems is introduced, and verified by extensive numerical simulations. It is based on the hypothesis of partial equilibration over phase space regions in a scenario of entropy-driven relaxation. The…

Statistical Mechanics · Physics 2013-04-18 A. Crisanti , M. Picco , F. Ritort

Diffusion of electrons in a two-dimensional system in static random magnetic fields is studied by solving the time-dependent Schr\"{o}dinger equation numerically. The asymptotic behaviors of the second moment of the wave packets and the…

Condensed Matter · Physics 2009-10-28 Tohru Kawarabayashi , Tomi Ohtsuki

We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…

Nuclear Theory · Physics 2009-10-31 Hirokazu Aiba , Masayuki Matsuo

In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time…

Applications · Statistics 2018-03-14 Mohamed Laib , Jean Golay , Luciano Telesca , Mikhail Kanevski

As independent service providers shift from conventional energy to renewable energy sources, the power distribution system will likely experience increasingly significant fluctuation in supply, given the uncertain and intermittent nature of…

Systems and Control · Computer Science 2016-01-27 Chinwendu Enyioha , Sindri Magnusson , Kathryn Heal , Na Li , Carlo Fischione , Vahid Tarokh

The influence of multiplicity distribution (fluctuation of multiplicity in the event space) on the erraticity behaviour in high energy collisions is investigated via Monte Carlo simulation and compared with the experimental results from…

High Energy Physics - Phenomenology · Physics 2007-05-23 Liu zhixiu , Fu Jinghua , Liu Lianshou

Firstly the fluctuation theorems (FT) for expended work in a driven nonequilibrium system, isolated or thermostatted, together with the ensuing Jarzynski work-energy (W-E) relationships, will be discussed and reobtained. Secondly, the…

Statistical Mechanics · Physics 2016-10-31 Carolyne M. Van Vliet

The electrical distribution system is moving toward a more decentralized, complex, and dynamic system. The system is experiencing a higher penetration of distributed energy resources, flexible resources, and active end-users, leading to an…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Stine Fleischer Myhre , Olav Bjarte Fosso , Oddbjørn Gjerde , Poul Einar Heegaard

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima…

This paper proposes a new methodology to maximize the feasible set of power injections and cross-border power transfers in meshed multi-area power systems. The approach used polyhedral computation schemes and is an extension to the classic…

Optimization and Control · Mathematics 2015-11-03 Alexander Fuchs , Marc Scherer , Göran Andersson

We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…

Statistical Mechanics · Physics 2012-02-10 Reinaldo García-García , Vivien Lecomte , A. B. Kolton , D. Domínguez

We study full counting statistics for transferred heat and entropy production between multi-terminal systems in absence of a finite junction. The systems are modelled as collections of coupled harmonic oscillators which are kept at…

Statistical Mechanics · Physics 2015-06-16 Bijay Kumar Agarwalla , Huanan Li , Baowen Li , Jian-Sheng Wang

Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Hadrien Salat , Roberto Murcio , Elsa Arcaute

The Floquet spectra of a class of driven SU(2) systems have been shown to display butterfly patterns with multifractal properties. The implication of such critical spectral behavior for the Floquet eigenstate statistics is studied in this…

Chaotic Dynamics · Physics 2015-05-14 Jayendra N. Bandyopadhyay , Jiao Wang , Jiangbin Gong

We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…

Statistical Mechanics · Physics 2007-11-28 Sylvain Joubaud , Nicolas Garnier , Sergio Ciliberto

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

Melting of an ultrathin lubricant film confined between two atomically flat surfaces is we studied using the rheological model for viscoelastic matter approximation. Phase diagram with domains, corresponding to sliding, dry, and two types…

Statistical Mechanics · Physics 2010-07-21 A. V. Khomenko , I. A. Lyashenko , V. N. Borisyuk