Related papers: Volatility in atmospheric temperature variability
We investigate the variation in the mode parameters obtained from time series of length 9, 36, 72 and 108 days to understand the changes occurring on different time-scales. The regression analysis between frequency shifts and activity…
We calculate the temperature dependence of the weak localization correction in a two dimensional system at arbitrary relation between temperature, $T$ and the elastic mean free time. We describe the crossover in the dephasing time…
In this study we used nonequilibrium simulation method to investigate the temperature dependent divergence of thermal conductivity in one dimensional momentum conserving system with asymmetric double well nearest-neighbor interaction…
We investigate the spatio-temporal quantity of coherence for turbulent velocity fluctuations at spatial distances of the order or larger than the integral length scale $l_{0}$. Using controlled laboratory experiments, an exponential decay…
Elastic interfaces display scale-invariant geometrical fluctuations at sufficiently large lengthscales. Their asymptotic static roughness then follows a power-law behavior, whose associated exponent provides a robust signature of the…
We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…
The simultaneous observations from a Doppler weather radar and an instrumented micrometeorological tower, offer an opportunity to dissect the effects of a gust front on the surface layer turbulence in a tropical convective boundary layer.…
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…
We study the effect of temperature shift on aging phenomena in the Random Energy Model (REM). From calculation on the correlation function and simulation on the Zero-Field-Cooled magnetization, we find that the REM satisfies a scaling…
We investigate correlations between the long wavelength fluctuations and the small scale power in the Lyman alpha forest. We show that such correlations can be used to discriminate between fluctuations induced by large scale structure and…
Single index financial market models cannot account for the empirically observed complex interactions between shares in a market. We describe a multi-share financial market model and compare characteristics of the volatility, that is the…
We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes.…
We study, both analytically and numerically, an ARCH-like, multiscale model of volatility, which assumes that the volatility is governed by the observed past price changes on different time scales. With a power-law distribution of time…
The dynamic and kinetic behavior of processes occurring in fractals with spatial discrete scale invariance (DSI) is considered. Spatial DSI implies the existence of a fundamental scaling ratio (b_1). We address time-dependent physical…
Extreme events provide relevant insights into the dynamics of climate and their understanding is key for mitigating the impact of climate variability and climate change. By applying large deviation theory to a state-of-the-art Earth system…
Econophysics and econometrics agree that there is a correlation between volume and volatility in a time series. Using empirical data and their distributions, we further investigate this correlation and discover new ways that volatility and…
We address a recent conjecture according to which the relaxation time $\tau$ of a viscous liquid obeys density scaling ($\tau=F(\rho^\gamma/T)$ where $\rho$ is density) if the liquid is ``strongly correlating,'' i.e., has almost 100%…
We study numerically thermal effects at the depinning transition of an elastic string driven in a two-dimensional uncorrelated disorder potential. The velocity of the string exactly at the sample critical force is shown to behave as $V \sim…
The influence of the thermal expansion of the Earth's atmosphere on the stability of vertical stratification of fluid density and temperature is studied. We show that such an influence leads to the instability of incompressible flows.…
In this paper, the variable wind power is incorporated into the dynamic model for long-term stability analysis. A theory-based method is proposed for power systems with wind power to conduct long-term stability analysis, which is able to…