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This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a…

Statistical Mechanics · Physics 2009-10-31 Giulia Iori

In this work, a study of epitaxial growth was carried out by means of wavelets formalism. We showed the existence of a dynamic scaling form in wavelet discriminated linear MBE equation where diffusion and noise are the dominant effects. We…

Materials Science · Physics 2009-11-13 Z. Moktadir

The dynamics and thermodynamics of melting in two-dimensional Coulomb clusters is revisited using molecular dynamics and Monte Carlo simulations. Several parameters are considered, including the Lindemann index, the largest Lyapunov…

Atomic and Molecular Clusters · Physics 2007-05-23 E. Yurtsever , F. Calvo , D. J. Wales

Different methods are used to determine the scaling exponents associated with a time series describing a complex dynamical process, such as those observed in geophysical systems. Many of these methods are based on the numerical evaluation…

Geophysics · Physics 2007-05-23 Nicola Scafetta , Bruce J. West

In this work, we consider a system of two wave equations coupled by velocities in one-dimensional space, with one boundary fractional damping. First, we show that the system is strongly asymptotically stable if and only if the coupling…

Analysis of PDEs · Mathematics 2018-10-02 Mohammad Akil , Mouhammad Ghader , Ali Wehbe

We study the influence of an aperiodic extended surface perturbation on the surface critical behaviour of the two-dimensional Ising model in the extreme anisotropic limit. The perturbation decays as a power of the distance from the free…

Statistical Mechanics · Physics 2009-10-31 L. Turban

We study the finite-size scaling behaviour at the critical point, resulting from the addition of a homogeneous size-dependent perturbation, decaying as an inverse power of the system size. The scaling theory is first formulated in a general…

Statistical Mechanics · Physics 2023-03-06 L. Turban

The influence of the initial fluctuations on the onset of scaling in the quench to zero temperature of a two dimensional system with conserved order parameter, is analyzed in detail with and without topological defects. We find that the…

Condensed Matter · Physics 2009-10-28 Claudio Castellano , Marco Zannetti

In an attempt to reconcile recent spectral data with predictions of the standard cooling flow model, it has been suggested that the metals in the intracluster medium (ICM) might be distributed inhomogeneously on small scales. We investigate…

Astrophysics · Physics 2009-11-07 R. Glenn Morris , A. C. Fabian

The effects of dissipation on the scaling properties of nonlinear discontinuous maps are investigated by analyzing the behavior of the average squared action $\left< I^2 \right>$ as a function of the $n$-th iteration of the map as well as…

Chaotic Dynamics · Physics 2015-06-17 R. Aguilar-Sanchez , Edson D. Leonel , J. A. Mendez-Bermudez

We analyze the matching of high and low temperature expansions of the effective action of massive scalar fields confined between two infinite walls with different boundary conditions. One remarkable low temperature effect is the exponential…

High Energy Physics - Theory · Physics 2026-05-12 Manuel Asorey , Fernando Ezquerro

We study the anisotropy effects measured with INDRA at GSI in central collisions of Xe+Sn at 50 A.MeV and Au+Au at 60, 80, 100 A.MeV incident energy. The microcanonical multifragmentation model with non-spherical sources is used to simulate…

Based on the foundations of thermodynamics and the equilibrium conditions for the coexistence of two phases in a magnetic Ising-like system, we show, first, that there is a critical point where the isothermal susceptibility diverges and the…

Statistical Mechanics · Physics 2020-06-24 Victor Romero-Rochin

We investigate the large-time scaling regimes arising from a variety of metastable structures in a chain of Ising spins with both first- and second-neighbor couplings while subject to a Kawasaki dynamics. Depending on the ratio and sign of…

Statistical Mechanics · Physics 2016-04-19 F. A. Gómez Albarracín , H. D. Rosales , M. D. Grynberg

Global equilibrium fragmentation inside a freeze out constraining volume is a working hypothesis widely used in nuclear fragmentation statistical models. In the framework of classical Lennard Jones molecular dynamics, we study how the…

Nuclear Theory · Physics 2009-11-10 A. Chernomoretz , F. Gulminelli , M. J. Ison , C. O. Dorso

An analysis of moments and spectra shows that, while the distribution of avalanche areas obeys finite size scaling, that of toppling numbers is universally characterized by a full, nonlinear multifractal spectrum. Rare, large avalanches…

Statistical Mechanics · Physics 2009-10-31 Claudio Tebaldi , Mario De Menech , Attilio L. Stella

We develop an improved Statistical Multifragmentation Model that provides the capability to calculate calorimetric and isotopic observables with precision. With this new model we examine the influence of nuclear isospin on the fragment…

Nuclear Experiment · Physics 2009-11-10 W. P. Tan , S. R. Souza , R. J. Charity , R. Donangelo , W. G. Lynch , M. B. Tsang

Although the fully connected Ising model does not have a length scale, we show that its critical exponents can be found using finite size scaling with the scaling variable equal to N, the number of spins. We find that at the critical…

Statistical Mechanics · Physics 2014-10-15 Louis Colonna-Romano , Harvey Gould , W. Klein

Scale-invariance is a ubiquitous observation in the dynamics of large distributed complex systems. The computation of its scaling exponents, which provide clues on its origin, is often hampered by the limited available sampling data, making…

Nonequilibrium surface autocorrelation and autoresponse functions are studied numerically in semi-infinite critical systems in the dynamical scaling regime. Dynamical critical behaviour is examined for a nonconserved order parameter in…

Statistical Mechanics · Physics 2009-11-10 Michel Pleimling