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Detrended fluctuation analysis (DFA) has been used widely to determine possible long-range correlations in data obtained from diverse settings. In a recent study [1], uncorrelated random spikes superimposed on the long-range correlated…

Statistical Mechanics · Physics 2007-05-23 Radhakrishnan Nagarajan

The scaling exponent and scaling function for the 1D single species coagulation model $(A+A\rightarrow A)$ are shown to be universal, i.e. they are not influenced by the value of the coagulation rate. They are independent of the initial…

Condensed Matter · Physics 2009-10-22 Klaus Krebs , Markus Pfannmueller , Horatiu Simon , Birgit Wehefritz

Within a recently developed framework of dynamical Monte Carlo algorithms, we compute the roughness exponent $\zeta$ of driven elastic strings at the depinning threshold in 1+1 dimensions for different functional forms of the (short-range)…

Disordered Systems and Neural Networks · Physics 2009-11-07 Alberto Rosso , Werner Krauth

We analyze simulations results of a model proposed for etching of a crystalline solid and results of other discrete models in the 2+1-dimensional Kardar-Parisi-Zhang (KPZ) class. In the steady states, the moments W_n of orders n=2,3,4 of…

Statistical Mechanics · Physics 2009-11-10 Fabio D. A. Aarao Reis

We empirically analyze the scaling properties of daily Foreign Exchange rates, Stock Market indices and Bond futures across different financial markets. We study the scaling behaviour of the time series by using a generalized Hurst exponent…

Statistical Mechanics · Physics 2008-12-02 T. Di Matteo , T. Aste , M. M. Dacorogna

We provide a quantitative picture of non-conserved interface growth from a diffusive field making special emphasis on two main issues, the range of validity of the effective small-slopes (interfacial) theories and the interplay between the…

Statistical Mechanics · Physics 2009-11-13 Matteo Nicoli , Mario Castro , Rodolfo Cuerno

In this work we have considered the Taylor series expansion of the dynamic scaling relation of the magnetization with respect to small initial magnetization values in order to study the dynamic scaling behaviour of 2- and 3-dimensional…

Condensed Matter · Physics 2008-11-26 Mehmet Dilaver , Semra Gündüç , Meral Aydın , Yiğit Gündüç

In this paper we study the short-time behavior of the Blume-Capel model at the tricritical point as well as along the second order critical line. Dynamic and static exponents are estimated by exploring scaling relations for the…

Statistical Mechanics · Physics 2009-11-07 Roberto da Silva , Nelson A. Alves , J. R. Drugowich de Felicio

We apply non-extensive methods to the statistical analysis of fully developed turbulent flows. Probability density functions of velocity differences at distance r obtained by extremizing the Tsallis entropies coincide well with what is…

Statistical Mechanics · Physics 2007-05-23 Christian Beck

Dynamical scaling arises naturally in various many-body systems far from equilibrium. After a short historical overview, the elements of possible extensions of dynamical scaling to a local scale-invariance will be introduced.…

Statistical Mechanics · Physics 2017-07-10 Malte Henkel

Lattice growth models where uncorrelated random deposition competes with some aggregation dynamics that generates correlations are studied with rates of the correlated component decreasing as a power law. These models have anomalous…

Statistical Mechanics · Physics 2013-02-05 Fabio D. A. Aarao Reis

We provide a theoretical framework to analyze the properties of frontal collisions of two growing interfaces considering different short range interactions between them. Due to their roughness, the collision events spread in time and form…

Statistical Mechanics · Physics 2019-02-05 Fabio D. A. Aarao Reis , Olivier Pierre-Louis

Until very recently, the asymptotic occurrence of intrinsic anomalous scaling has been expected to require concomitant effects for kinetically rough interfaces, like quenched disorder or morphological instabilities. However, counterexamples…

Statistical Mechanics · Physics 2024-05-15 E. Rodriguez-Fernandez , S. N. Santalla , M. Castro , R. Cuerno

Surface roughness influences turbulent boundary layers (TBLs) primarily through the roughness function $\Delta U^+$ and the equivalent sand-grain roughness height \(k_s\). Direct determination of \(k_s\) typically requires detailed velocity…

The growth of a rough interface through a random media is modelled by a continuous stochastic equation with a quenched noise. By use of the Novikov theorem we can transform the dependence of the noise on the interface height into an…

Condensed Matter · Physics 2009-10-22 J. M. Lopez , M. A. Rodriguez , A. Diaz-Guilera , A. Hernandez-Machado

Scaling properties of wood fractured surfaces are obtained from samples of three different sizes. Two different woods are studied: Norway spruce and Maritime pine. Fracture surfaces are shown to display an anomalous dynamic scaling of the…

Condensed Matter · Physics 2009-10-31 Stephane Morel , Jean Schmittbuhl , Juan M. Lopez , Gerard Valentin

Recently, Newman and Swift[T. J. Newman and M. R. Swift, Phys. Rev. Lett. {\bf 79}, 2261 (1997)] made an interesting suggestion that the strong-coupling exponents of the Kardar-Parisi-Zhang (KPZ) equation may not be universal, but rather…

Statistical Mechanics · Physics 2009-10-31 Hugues Chaté , Qing-Hu Chen , Lei-Han Tang

We analyze the scaling of the crack roughness and of avalanche precursors in the two dimensional random fuse model by numerical simulations, employing large system sizes and extensive sample averaging. We find that the crack roughness…

Statistical Mechanics · Physics 2009-11-10 Stefano Zapperi , Phani Kumar V. V. Nukala , Srdan Simunovic

A competitive growth model (CGM) describes aggregation of a single type of particle under two distinct growth rules with occurrence probabilities $p$ and $1-p$. We explain the origin of scaling behaviors of the resulting surface roughness…

Statistical Mechanics · Physics 2009-11-11 L. A. Braunstein , Chi-Hang Lam

In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…

Statistics Theory · Mathematics 2007-06-13 Stilian A. Stoev , George Michailidis , Murad S. Taqqu