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Earthquakes occur because of abrupt slips on faults due to accumulated stress in the Earth's crust. Because most of these faults and their mechanisms are not readily apparent, deterministic earthquake prediction is difficult. For effective…

Methodology · Statistics 2013-12-31 Yosihiko Ogata

In recent years statistical physicists have developed {\it discrete} "particle-hopping" models of vehicular traffic, usually formulated in terms of {\it cellular automata}, which are similar to the microscopic models of interacting charged…

Statistical Mechanics · Physics 2007-05-23 Debashish Chowdhury , Ludger Santen , Andreas Schadschneider

This is a review of the basic theoretical ideas of quantum criticality, and of their connection to numerous experiments on correlated electron compounds. A shortened, modified, and edited version appeared in Physics Today. This arxiv…

Strongly Correlated Electrons · Physics 2011-03-08 Subir Sachdev , Bernhard Keimer

I shall briefly survey the current status on more rigorous studies of chaos in fluids by focusing along the line of chaos phenotypes: sensitive dependence on initial data, and recurrence.

Chaotic Dynamics · Physics 2008-11-18 Y. Charles Li

Recent experiments with cold atoms provide a significant step toward a better understanding of tunnelling when irregular dynamics is present at the classical level. In this paper, we lay out numerical studies which shed light on the…

Chaotic Dynamics · Physics 2009-11-07 Amaury Mouchet , Dominique Delande

An introduction into the theory of boundary critical phenomena and the application of the field-theoretical renormalization group method to these is given. The emphasis is on a discussion of surface critical behavior at bulk critical points…

Statistical Mechanics · Physics 2011-04-15 H. W. Diehl

Topological data analysis has been acknowledged as one of the most successful mathematical data analytic methodologies in various fields including medicine, genetics, and image analysis. In this paper, we explore the potential of this…

Statistical Finance · Quantitative Finance 2020-08-27 Wonse Kim , Younng-Jin Kim , Gihyun Lee , Woong Kook

In the past two decades or so, we have learned how to understand crackling noise in a wide variety of systems. We review here the basic ideas and methods we use to understand crackling noise - critical phenomena, universality, the…

Disordered Systems and Neural Networks · Physics 2007-05-23 James P. Sethna

Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.

Statistical Mechanics · Physics 2008-05-05 Mendeli H. Vainstein , Luciano C. Lapas , Fernando A. Oliveira

The paper is focused on the discussion of the phenomenon of transitional chaos in dynamic autonomous and non-autonomous systems. This phenomenon involves the disappearance of chaotic oscillations in specific time periods and the system…

Chaotic Dynamics · Physics 2026-02-10 Marek Berezowski

Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in…

Analysis of PDEs · Mathematics 2019-08-06 Eric Forgoston , Richard O. Moore

A system driven in the vicinity of its critical point by varying a relevant field in an arbitrary function of time is a generic system that possesses a long relaxation time compared with the driving time scale and thus represents a large…

Statistical Mechanics · Physics 2016-10-26 Baoquan Feng , Shuai Yin , Fan Zhong

Coordination sequences of periodic and quasiperiodic graphs are analysed. These count the number of points that can be reached from a given point of the graph by a number of steps along its bonds, thus generalising the familiar coordination…

Statistical Mechanics · Physics 2019-07-17 Michael Baake , Uwe Grimm , Przemyslaw Repetowicz , Dieter Joseph

With the rise of computing and artificial intelligence, advanced modeling and forecasting has been applied to High Frequency markets. A crucial element of solid production modeling though relies on the investigation of data distributions…

Trading and Market Microstructure · Quantitative Finance 2021-10-27 Jeremy D. Turiel , Tomaso Aste

In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…

We revisit here the problem of the collective non-equilibrium dynamics of a classical statistical system at a critical point and in the presence of surfaces. The effects of breaking separately space- and time-translational invariance are…

Statistical Mechanics · Physics 2014-11-24 Matteo Marcuzzi , Andrea Gambassi

Stock markets are complex systems exhibiting collective phenomena and particular features such as synchronization, fluctuations distributed as power-laws, non-random structures and similarity to neural networks. Such specific properties…

Statistical Finance · Quantitative Finance 2015-06-17 Thomas Bury

The starting point of the present work is the observation of possible analogies, both at the phenomenological and at the methodological level, between the subcritical transition to turbulence and the glass transition. Having recalled the…

Fluid Dynamics · Physics 2014-06-17 Olivier Dauchot , Eric Bertin

We analyze the financial crash in 2008 for different financial markets from the point of view of log-periodic function model. In particular, we consider Dow Jones index, DAX index and Hang Seng index. We shortly discuss the possible…

Statistical Finance · Quantitative Finance 2015-05-18 Katarzyna Bolonek-Lason , Piotr Kosinski

This paper deals with the kinetic theory modeling of crowd dynamics with the aim of showing how the dynamics at the micro-scale is transferred to the dynamics of collective behaviors. The derivation of a new model is followed by a…

Mathematical Physics · Physics 2013-01-24 Nicola Bellomo , Abdelghani Bellouquid , Damian Knopoff
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