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Obtaining accurate field statistics continues to be one of the major challenges in turbulence theory and modeling. From the various existing modeling approaches, multifractal models have been successful in capturing intermittency in…

We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate…

Statistical Mechanics · Physics 2008-12-10 J. -F. Muzy , D. Sornette , J. Delour , A. Arneodo

This article concludes a series of papers (R. Folk, Yu. Holovatch, and G. Moser, Phys. Rev. E 78, 041124 (2008); 78, 041125 (2008); 79, 031109 (2009)) where the tools of the field theoretical renormalization group were employed to explain…

Statistical Mechanics · Physics 2015-07-02 R. Folk , Yu. Holovatch , G. Moser

In all local low-dimensional models, scaling at critical points deviates from mean field behavior -- with one possible exception. This exceptional model with ``ordinary" behavior is an inherently non-equilibrium model studied some time ago…

Statistical Mechanics · Physics 2022-02-16 Peter Grassberger

While quantum multifractality has been widely studied in the physics literature and is by now well understood from the point of view of physics, there is little work on this subject in the mathematical literature. I will report on a proof…

Mathematical Physics · Physics 2023-09-27 Henrik Ueberschaer

We apply a real-space block renormalization group approach to study the critical properties of the random transverse-field Ising spin chain with multispin interactions. First we recover the known properties of the traditional model with…

Disordered Systems and Neural Networks · Physics 2025-03-25 Ferenc Iglói , Yu-Cheng Lin

Cumulant mapping employs a statistical reconstruction of the whole by sampling its parts. The theory developed in this work formalises and extends ad hoc methods of `multi-fold' or `multi-dimensional' covariance mapping. Explicit formulae…

Data Analysis, Statistics and Probability · Physics 2023-11-06 Leszek J. Frasinski

A field-theoretical description of the behavior of disordered, elastically isotropic, compressible systems characterized by two order parameters at the bicritical and tetracritical points is presented. The description is performed in the…

Statistical Mechanics · Physics 2007-05-23 S. V. Belim

We report studies of the behaviour of a single driven domain wall in the 2-dimensional non-equilibrium zero temperature random-field Ising model, closely above the depinning threshold. It is found that even for very weak disorder, the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Barbara Drossel , Karin Dahmen

The disordering of an initially phase segregated system of finite size, induced by the presence of highly mobile vacancies, is shown to exhibit dynamic scaling in its late stages. A set of characteristic exponents is introduced and computed…

Statistical Mechanics · Physics 2016-08-31 Z. Toroczkai , G. Korniss , B. Schmittmann , R. K. P. Zia

The talk presented at ICMP 97 focused on the scaling limits of critical percolation models, and some other systems whose salient features can be described by collections of random lines. In the scaling limit we keep track of features seen…

Mathematical Physics · Physics 2007-05-23 Michael Aizenman

The purpose of this paper is to analyze how the disorder affects the dynamics of critical fluctuations for two different types of interacting particle system: the Curie-Weiss and Kuramoto model. The models under consideration are a…

Probability · Mathematics 2011-11-16 Francesca Collet , Paolo Dai Pra

The effect of an electric field on conduction in a disordered system is an old but largely unsolved problem. Experiments cover an wide variety of systems - amorphous/doped semiconductors, conducting polymers, organic crystals, manganites,…

Disordered Systems and Neural Networks · Physics 2015-06-15 K. K. Bardhan , D. Talukdar , U. N. Nandi , C. D. Mukherjee

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

Probability · Mathematics 2023-04-24 Marco Zamparo

We study fluctuation properties of a one-dimensional anisotropic Heisenberg model out of equilibrium, focusing in particular on the gapped regime. Within the open-system setting we study large-deviation properties of the spin current.…

Strongly Correlated Electrons · Physics 2014-10-13 Marko Znidaric

Entanglement features of the ground state of disordered quantum matter are often captured by an infinite randomness fixed point that, for a variety of models, is the random singlet phase. Although a copious number of studies covers…

Statistical Mechanics · Physics 2020-03-04 Xhek Turkeshi , Paola Ruggiero , Pasquale Calabrese

We present a field theoretic renormalization group study for the critical behaviour of a uniformly driven diffusive system with quenched disorder, which is modelled by different kinds of potential barriers between sites. Due to their…

Statistical Mechanics · Physics 2015-06-25 V. Becker , H. K. Janssen

We study the problem of irreversibility when the dynamical evolution of a many-body system is described by a stochastic quantum circuit. Such evolution is more general than a Hamiltonian one, and since energy levels are not well defined,…

Quantum Physics · Physics 2015-06-17 Claudio Chamon , Alioscia Hamma , Eduardo R. Mucciolo

Percolation processes on random networks have been the subject of intense research activity over the last decades: the overall phenomenology of standard percolation on uncorrelated and unclustered topologies is well known. Still some…

Statistical Mechanics · Physics 2024-12-06 Lorenzo Cirigliano , Gábor Timár , Claudio Castellano

We consider a one-dimensional mesoscopic Hubbard ring with and without disorder and compute charge and spin stiffness as a measure of the permanent currents. For finite disorder we identify critical disorder strength beyond which the charge…

Condensed Matter · Physics 2009-10-28 Rudolf A. Römer , Alexander Punnoose
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