Related papers: Multiscaling and non-universality in fluctuations …
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…
Nonequilibrium many-body transient dynamics play an important role in the adaptation of active matter systems environment changes. However, the generic universal behavior of such dynamics is usually elusive and left as open questions. Here,…
The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…
Scaling has been proposed as a powerful tool to analyze the properties of complex systems, and in particular for cities where it describes how various properties change with population. The empirical study of scaling on a wide range of…
Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…
We investigate the quantum dynamics of many-body systems subject to local, i.e. restricted to a limited space region, time-dependent perturbations. If the perturbation drives the system across a quantum transition, an off-equilibrium…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…
A mechanical system is presented exhibiting a non-deterministic singularity, that is, a point in an otherwise deterministic system where forward time trajectories become non-unique. A Coulomb friction force applies linear and angular forces…
The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…
Multiscale phenomena are ubiquitous in nature as well in laboratories. A broad range of interacting space and time scales determines the dynamics of many systems which are inherently multiscale. In most research disciplines multiscale…
It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion…
We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles.…
The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…
Wind and solar power are known to be highly influenced by weather events and may ramp up or down abruptly. Such events in the power production influence not only the availability of energy, but also the stability of the entire power grid.…
Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…
We introduce circulance, a scalar measure for classifying time series of dynamical systems. Circulance captures the extent of temporal regularity or irregularity that is encoded in the topology of a directed ordinal pattern transition…
There exist some boundary-driven open systems with diffusive dynamics whose particle current fluctuations exhibit universal features that belong to the Edwards-Wilkinson universality class. We achieve this result by establishing a mapping,…
We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this…
Recent works on the decoherent histories formalism suggested that macroscopic quantities (extensive sums of local observables) in quantum many-body systems can be consistently monitored: The existence of past measurements does not alter…
We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals $\tau$, which are time intervals between volatilities above a given threshold $q$. We…