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Related papers: Levy Stability Index from Multifractal Spectrum

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We analyse a random motion of a particle on a fractal curve, using Langevin approach. This involves defining a new velocity in terms of mass of the fractal curve, as defined in recent work. The geometry of the fractal curve, hence plays an…

Mathematical Physics · Physics 2014-04-29 Seema Satin , A. D. Gangal

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

In some linearly unstable flows, secondary instability is found to have a much larger wavelength than that of the primary unstable modes, so that it cannot be recovered with a classical Floquet analysis. In this work, we apply a new…

Fluid Dynamics · Physics 2022-08-03 Antoine Jouin , Stefania Cherubini , Jean-Christophe Robinet

We investigate a two-component mixture of resonantly interacting Fermi gases as a function of the ratio \kappa of the heavy to the light mass of the two species. The diffusion Monte Carlo method is used to calculate the ground-state energy…

Quantum Gases · Physics 2014-03-14 G. E. Astrakharchik , S. Giorgini , J. Boronat

We have performed a linear pulsational stability survey of 6 series of long period variable models with M=1.0 Msun, L=3000 - 8000Lsun, and (X,Z)= (0.700,0.020),(0.735,0.005). The dynamic and thermodynamic couplings between convection and…

Astrophysics · Physics 2009-10-30 D. R. Xiong , L. Deng , Q. L. Cheng

Recent improvements in the method of estimating Renyi entropies from measurements of coincidences between the events observed in high energy collisions are reviewed. A new, more precise, formulation of the method is presented and its…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. Bialas , K. Zalewski

Eigenvalue analysis is a well-established tool for stability analysis of dynamical systems. However, there are situations where eigenvalues miss some important features of physical models. For example, in models of incompressible fluid…

Numerical Analysis · Mathematics 2017-10-23 Howard C. Elman , David J. Silvester

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Many physical systems are inherently time-varying in nature. When these systems are linearized around a trajectory, generally, the resulting system is Linear Time-Varying (LTV). LTV systems describe an important class of linear systems and…

Systems and Control · Electrical Eng. & Systems 2023-09-25 Shahzad Ahmed , Hafiz Zeeshan Iqbal Khan , Jamshed Riaz

This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…

Statistical Mechanics · Physics 2011-08-09 Giulio Cottone

We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…

Mathematical Physics · Physics 2007-05-23 J. Schmiegel , O. E. Barndorff-Nielsen , H. C. Eggers

This paper considers the stability problem of a linear time invariant system in feedback with a string equation. A new Lyapunov functional candidate is proposed based on the use of augmented states which enriches and encompasses the…

Analysis of PDEs · Mathematics 2019-04-25 Matthieu Barreau , Alexandre Seuret , Frédéric Gouaisbaut , Lucie Baudouin

Competing styles in Statistical Mechanics have been introduced to investigate physico-chemical systems displaying complex structures, when one faces difficulties to handle the standard formalism in the well established Boltzmann-Gibbs…

The present study examines the linear instability characteristics of double-diffusive mixed convective flow in a vertical channel with viscosity stratification. The viscosity of the fluid is modelled as an exponential function of…

Fluid Dynamics · Physics 2023-06-28 Ankush , P. A. L. Narayana , K. C. Sahu

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading, and an increasing share…

Data Analysis, Statistics and Probability · Physics 2018-07-24 Benjamin Schäfer , Christian Beck , Kazuyuki Aihara , Dirk Witthaut , Marc Timme

The small-signal stability of multi-terminal HVDC systems, which is related to the dynamic interactions among different VSCs through the coupling of DC and AC networks, has become one of the important issues for the safety and stable…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Wanning Zheng , Li Chai

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Methodology · Statistics 2009-05-16 Nicolai Meinshausen , Peter Buehlmann

Price fluctuations in financial markets can be characterized by L\'evy's stable distribution, which is supported by the generalized central limit system. When the stable parameters were estimated from four different stock markets in long…

Statistical Finance · Quantitative Finance 2018-02-21 Takumi Fukunaga , Ken Umeno

The limits of applicability of the Lang-Kobayashi (LK) model for a semiconductor laser with optical feedback are analyzed. The model equations, equipped with realistic values of the parameters, are investigated below solitary laser…

Starting from the relation between the kinetic energy of a free Levy-Schroedinger particle and the logarithmic characteristic of the underlying stochastic process, we show that it is possible to get a precise relation between renormalizable…

Quantum Physics · Physics 2014-09-01 Nicola Cufaro Petroni , Modesto Pusterla