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Quantum backflow is usually understood as a quantum interference phenomenon where probability current of a quantum particle points in the opposite direction to particle's momentum. Here, we quantify the amount of quantum backflow for…

Quantum Physics · Physics 2021-01-13 Marek Miller , Woo Chee Yuan , Rainer Dumke , Tomasz Paterek

We formulate dynamical phase transitions in subsystems embedded in larger quantum systems. Introducing the entanglement echo as an overlap of the initial and instantaneous entanglement ground states, we show its analytic structure after a…

Quantum Physics · Physics 2021-06-21 Kim Pöyhönen , Teemu Ojanen

The quantum-kinetic energy of a finite number of trapped fermionic atoms provides a restoring force for shear motion due to a distortion of the momentum distribution. In analogy to the twist mode of nuclear physics it is proposed that…

Statistical Mechanics · Physics 2008-12-18 X. Vinas , R. Roth , P. Schuck , J. Wambach

Although "friction" is included in many models of oscillator damping, including viscous ones applied to the pendulum; they "miss the mark" with regard to a conceptual understanding of the mechanisms responsible for energy loss. The theory…

Classical Physics · Physics 2007-05-23 Randall D. Peters

The electronic structure of heavy elements, when described in a space-time which the metric is affected by the electromagnetic interaction, presents instabilities. These instabilities increase with the atomic number, and above a critical…

General Physics · Physics 2007-05-23 C. C. Barros

The first passage times for enzymatic turnovers in non-equilibrium steady state display a statistical symmetry property related to non-equilibrium fluctuation theorems, that makes it possible to extract the chemical driving force from…

Biological Physics · Physics 2008-12-10 Martin Lindén

Taming decoherence is essential in realizing quantum computation and quantum communication. Here we experimentally demonstrate that decoherence due to amplitude damping can be suppressed by exploiting quantum measurement reversal in which a…

Quantum Physics · Physics 2011-09-23 Jong-Chan Lee , Youn-Chang Jeong , Yong-Su Kim , Yoon-Ho Kim

The study of the response of amorphous materials to oscillatory strain is traditionally performed with many repeated cycles. We argue that it pays to consider carefully just one cycle (and may be a second), to reveal the rich physics that…

Soft Condensed Matter · Physics 2025-05-20 Itamar Procaccia , Tuhin Samanta

Vanishing of the total angular momentum of the electrons occupying all orbitals of a closed shell in an atom is a textbook fact. Understanding the symmetry content of the atomic shell as irreducible representation of angular momentum,…

Materials Science · Physics 2023-07-26 Milan Damnjanovic , Ivanka Milosevic

In this paper, we study a simple hydrodynamical model showing abrupt flow reversals at random times. For a suitable range of parameters, we show that the dynamics of flow reversal is accurately described by stochastic differential…

Chaotic Dynamics · Physics 2009-11-10 Roberto Benzi

Active matter encompasses systems whose individual consituents dissipate energy to exert propelling forces on their environment. This rapidly developing field harbors a dynamical phenomenology with no counterpart in passive systems. The…

Statistical Mechanics · Physics 2023-12-19 Jérémy O'Byrne , Yariv Kafri , Julien Tailleur , Frédéric van Wijland

This paper tends to define the quantitative relationship between the stock price and time as a time function. Based on the empirical evidence that the log-return of a stock is the series of white noise, a mathematical model of the integral…

Statistical Finance · Quantitative Finance 2023-02-22 Shengfeng Mei , Hong Gao

Synchronization, which is caused by mutual coupling, and turnover, which is the replacement of old components with new ones, are observed in various open systems consisting of many components. Although these phenomena can co-occur, the…

Adaptation and Self-Organizing Systems · Physics 2026-03-06 Ayumi Ozawa , Hiroshi Kori

Crowding is most likely an important factor in the deterioration of strategy performance, the increase of trading costs and the development of systemic risk. We study the imprints of \emph{crowding} on both anonymous market data and a large…

Trading and Market Microstructure · Quantitative Finance 2020-01-14 Valerio Volpati , Michael Benzaquen , Zoltan Eisler , Iacopo Mastromatteo , Bence Toth , Jean-Philippe Bouchaud

There is a relation between the irreversibility of thermodynamic processes as expressed by the breaking of time-reversal symmetry, and the entropy production in such processes. We explain on an elementary mathematical level the relations…

Statistical Mechanics · Physics 2007-05-23 C. Maes , K. Netocny

Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…

Statistical Finance · Quantitative Finance 2013-11-19 Raoul Golan , Austin Gerig

This paper provides robust, new evidence on the causal drivers of market troughs. We demonstrate that conclusions about these triggers are critically sensitive to model specification, moving beyond restrictive linear models with a flexible…

Statistical Finance · Quantitative Finance 2025-09-09 Peilin Rao , Randall R. Rojas

The asymmetric shape of reversals of the Earth's magnetic field indicates a possible connection with relaxation oscillations as they were early discussed by van der Pol. A simple mean-field dynamo model with a spherically symmetric $\alpha$…

Geophysics · Physics 2009-05-20 Frank Stefani , Mingtian Xu , Luca Sorriso-Valvo , Gunter Gerbeth , Uwe Günther

Echo is a ubiquitous phenomenon found in many physical systems, ranging from spins in magnetic fields to particle beams in hadron accelerators. It is typically observed in inhomogeneously broadened ensembles of nonlinear objects, and is…

This paper discusses a novel explanation for asymmetric volatility based on the anchoring behavioral pattern. Anchoring as a heuristic bias causes investors focusing on recent price changes and price levels, which two lead to a belief in…

Pricing of Securities · Quantitative Finance 2016-06-14 Mihaly Ormos , Dusan Timotity