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We study how the round-off (or discretization) error changes the statistical properties of a Gaussian long memory process. We show that the autocovariance and the spectral density of the discretized process are asymptotically rescaled by a…

Statistical Finance · Quantitative Finance 2015-03-19 Gabriele La Spada , Fabrizio Lillo

While quantum metrology enables measurement precision beyond classical limits, its performance is often susceptible to experimental imperfections. Most prior studies have focused on imperfections in quantum states and operations. Here, we…

Quantum Physics · Physics 2026-05-05 Byeong-Yoon Go , Geunhee Gwak , Young-Do Yoon , Sungho Lee , Nicolas Treps , Jiyong Park , Young-Sik Ra

We present general results on fluctuations and spatial correlations of the coarse-grained empirical density and current of Markovian diffusion in equilibrium or non-equilibrium steady states on all time scales. We unravel a deep connection…

Statistical Mechanics · Physics 2023-04-06 Cai Dieball , Aljaž Godec

Coarse-grained (CG) models facilitate an efficient exploration of complex systems by reducing the unnecessary degrees of freedom of the fine-grained (FG) system while recapitulating major structural correlations. Unlike structural…

Chemical Physics · Physics 2023-01-18 Jaehyeok Jin , Kenneth S. Schweizer , Gregory A. Voth

We show how the mathematical structure of large-deviation principles matches well with the concept of coarse-graining. For those systems with a large-deviation principle, this may lead to a general approach to coarse-graining through the…

Analysis of PDEs · Mathematics 2014-04-08 Manh Hong Duong , Mark A. Peletier , Upanshu Sharma

Coarse-grained models are widely used to explain the effective behavior of partially observable physical systems with hidden degrees of freedom. Reduction procedures in state space typically disrupt Markovianity and a fluctuation relation…

Statistical Mechanics · Physics 2024-09-24 Alberto Garilli , Pedro E. Harunari , Matteo Polettini

This work presents a rigorous framework based on coarse-graining to analyze highly compressible turbulence. We show how the requirement that viscous effects on the dynamics of large-scale momentum and kinetic energy be negligible ---an…

Fluid Dynamics · Physics 2012-12-27 Hussein Aluie

A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…

Statistical Mechanics · Physics 2007-05-23 Dimo I. Uzunov

We analyze the correlation properties of the Erdos-Renyi random graph (RG) and the Barabasi-Albert scale-free network (SF) under the attack and repair strategy with detrended fluctuation analysis (DFA). The maximum degree k_max,…

Statistical Mechanics · Physics 2015-06-25 L. P. Chi , C. B. Yang , K. Ma , X. Cai

Models of particles driven by a one-dimensional fluctuating surface are known to exhibit fluctuation dominated phase ordering (FDPO), in which both the order and fluctuations appear on macroscopic scales. Highly dynamic and macroscopically…

Statistical Mechanics · Physics 2023-04-26 Arghya Das , Mustansir Barma

Detrended fluctuation analysis is used to investigate correlations between the monthly average of the maximum daily temperatures for different locations in the continental US and the different climates these locations have. When we plot the…

Statistical Mechanics · Physics 2007-05-23 M. L. Kurnaz

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Coarse-graining has become an area of tremendous importance within many different research fields. For molecular simulation, coarse-graining bears the promise of finding simplified models such that long-time simulations of large-scale…

Chemical Physics · Physics 2019-09-04 Feliks Nüske , Lorenzo Boninsegna , Cecilia Clementi

We present a data-driven machine-learning approach for modeling space-time socioeconomic dynamics. Through coarse-graining fine-scale observations, our modeling framework simplifies these complex systems to a set of tractable mechanistic…

Machine Learning · Computer Science 2024-07-26 James Koch , Pranab Roy Chowdhury , Heng Wan , Parin Bhaduri , Jim Yoon , Vivek Srikrishnan , W. Brent Daniel

We review some recent coarse-graining and multi-scale methods, but also put forward some new ideas for addressing such issues. We find that, if one is guided by nonequilibrium statistical mechanics and thermodynamics, it is possible to…

Soft Condensed Matter · Physics 2009-11-06 Patrick Ilg , Vlasis Mavrantzas , Hans Christian Öttinger

We report on an experimental study of small cluster dynamics during the coarsening process in driven granular submonolayers of 120mkm bronze particles. The techniques of electrostatic and vertical mechanical vibration were employed to…

Statistical Mechanics · Physics 2009-11-07 M. V. Sapozhnikov , I. S. Aranson , J. S. Olafsen

A novel homogenization methodology is proposed for analyzing the failure of fiber-reinforced composite materials, utilizing elastic and eigen influence tensors within a damage informed transformation field analysis (D-TFA) framework. This…

Computational Engineering, Finance, and Science · Computer Science 2025-09-26 Harpreet Singh

In a granular material, a macroscopically homogeneous deformation does not correspond to a homogeneous displacement field when looking at the individual grains. The deviation of a grain displacement from the value dictated by the continuum…

Soft Condensed Matter · Physics 2012-10-16 Vincent Richefeu , Gaël Combe , Gioacchino Viggiani

The large deviation principle is proved for a class of $L^2$-valued processes that arise from the coarse-graining of a random field. Coarse-grained processes of this kind form the basis of the analysis of local mean-field models in…

Mathematical Physics · Physics 2007-05-23 R. S. Ellis , K. Haven , B. Turkington

This work proposes the fractal scaling exponent alpha, estimated via Detrended Fluctuation Analysis (DFA) on the unaggregated time series of lines of code added per commit event in a software repository, as a novel process-level indicator…

Physics and Society · Physics 2026-05-06 Goran Mitevski
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