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We attempt to unveil the fine structure of volatility feedback effects in the context of general quadratic autoregressive (QARCH) models, which assume that today's volatility can be expressed as a general quadratic form of the past daily…

Statistical Finance · Quantitative Finance 2014-05-28 Rémy Chicheportiche , Jean-Philippe Bouchaud

Quantum theory of spin relaxation in the elastic environment is revised with account of the concept of a phonon spin recently introduced by Zhang and Niu (PRL 2014). Similar to the case of the electromagnetic field, the division of the…

Mesoscale and Nanoscale Physics · Physics 2015-07-29 D. A. Garanin , E. M. Chudnovsky

We demonstrate an archetypal Loschmidt-echo experiment involving thousands of droplets which interact in a reversible fashion via a viscous fluid. Firstly, we show that, unlike equilibrium systems, periodically driven microfluidic emulsions…

Soft Condensed Matter · Physics 2014-07-08 Raphaël Jeanneret , Denis Bartolo

The decay pattern of aftershocks in the so-called 'coherent-noise' models [M. E. J. Newman and K. Sneppen, Phys. Rev. E54, 6226 (1996)] is studied in detail. Analytical and numerical results show that the probability to find a large event…

Data Analysis, Statistics and Probability · Physics 2009-10-30 C. Wilke , S. Altmeyer , T. Martinetz

The torque on a moving electric or magnetic dipole in slow motion is deduced using the Lorentz transformation of the fields to first order in v/c. It is shown that the obtained equations are independent of the model adopted for the dipole,…

Classical Physics · Physics 2018-10-22 G. Asti , R. Coisson

When studying out-of-equilibrium systems, one often excites the dynamics in some degrees of freedom while removing the excitation in others through damping. In order for the system to converge to a statistical steady state, the dynamics…

Probability · Mathematics 2025-03-26 David P. Herzog , Jonathan C. Mattingly

The work concerns the spectral, entropy and bifurcation analysis of the dynamics of a reverse-flow system. The existence of chaotic oscillations was demonstrated in a wide range of changes in the parameters of the model. The model of such a…

Dynamical Systems · Mathematics 2026-02-10 Marek Berezowski , Natalia Kozioł , Marcin Lawnik

We consider physical processes caused by the twisted photons for a wide range of energy scales, from optical (eV) to nuclear (MeV) to high-energy gamma-rays (TeV). We demonstrate that in order to satisfy angular momentum conservation,…

Quantum Physics · Physics 2021-05-12 Andrei Afanasev , Carl E. Carlson , Asmita Mukherjee

A quantum Loschmidt echo (also referred to as quantum time mirror) corresponds to an effective time inversion after which the quantum wave function reverses its previous time evolution and eventually reaches its initial distribution again.…

Quantum Physics · Physics 2019-01-18 Nikodem Szpak , Ralf Schützhold

Event correlation between aftershocks in the coherent noise model is studied by making use of natural time, which has recently been introduced in complex time-series analysis. It is found that the aging phenomenon and the associated scaling…

Statistical Mechanics · Physics 2009-11-10 Ugur Tirnakli , Sumiyoshi Abe

We consider a very general class of theories, process theories, which capture the underlying structure common to most theories of physics as we understand them today (be they established, toy or speculative theories). Amongst these…

Quantum Physics · Physics 2017-12-07 Bob Coecke , Stefano Gogioso , John H. Selby

This study presents an analytical approach to sector rotation, leveraging both factor models and fundamental metrics. We initiate with a systematic classification of sectors, followed by an empirical investigation into their returns.…

Portfolio Management · Quantitative Finance 2024-01-02 Runjia Yang , Beining Shi

We study the relaxation dynamics of a financial market just after the occurrence of a crash by investigating the number of times the absolute value of an index return is exceeding a given threshold value. We show that the empirical…

Statistical Mechanics · Physics 2008-12-02 Fabrizio Lillo , Rosario N. Mantegna

When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…

Physics and Society · Physics 2018-03-21 Juan V Escobar , Isaac Pérez Castillo

It is shown that thermal fluctuations of the normal component induce dephasing -- reversible damping of the low energy collective modes of a confined Bose-Einstein condensate. The dephasing rate is calculated for the isotropic oscillator…

Soft Condensed Matter · Physics 2016-08-31 A. B. Kuklov , N. Chencinski

The cause of the collapse of the Tacoma Narrows Bridge has been a topic of much debate and confusion since the day it fell. Many mischaracterizations of the observed phenomena have limited the widespread understanding of the problem.…

Fluid Dynamics · Physics 2007-05-23 Daniel Green , William G. Unruh

A new method to study the retardation effects in mesons is presented. Inspired from the covariant oscillator quark model, it is applied to the rotating string model in which a non zero value is allowed for the relative time between the…

High Energy Physics - Phenomenology · Physics 2010-11-19 F. Buisseret , C. Semay

We analyze the dynamics of a driven, damped pendulum as used in mechanical clocks. We derive equations for the amplitude and phase of the oscillation, on time scales longer than the pendulum period. The equations are first order ODEs and…

Classical Physics · Physics 2015-01-16 Peter Hoyng

We report a measurement of the spin-echo decay of a single electron spin confined in a semiconductor quantum dot. When we tip the spin in the transverse plane via a magnetic field burst, it dephases in 37 ns due to the Larmor precession…

Mesoscale and Nanoscale Physics · Physics 2009-08-17 F. H. L. Koppens , K. C. Nowack , L. M. K. Vandersypen

The experimental results on the falling down of scaled factorial moments in azimuthal variable $\phi$ is studied in some detail. It is shown that this phenomenon may be referred to the influence of transverse momentum conservation. The…

High Energy Physics - Phenomenology · Physics 2007-05-23 Liu Lianshou , Zhang Yang , Deng Yue