Related papers: Scaling collapse and structure functions: Identify…
Finite-size scaling is a key tool in statistical physics, used to infer critical behavior in finite systems. Here we use the analogous concept of finite-time scaling to describe the bifurcation diagram at finite times in discrete dynamical…
We propose a new approach for properly analyzing stochastic time series by mapping the dynamics of time series fluctuations onto a suitable nonequilibrium surface-growth problem. In this framework, the fluctuation sampling time interval…
We discuss a stochastic closure for the equation of motion satisfied by multi-scale correlation functions in the framework of shell models of turbulence. We give a systematic procedure to calculate the anomalous scaling exponents of…
We propose a novel approximate factor model tailored for analyzing time-dependent curve data. Our model decomposes such data into two distinct components: a low-dimensional predictable factor component and an unpredictable error term. These…
We address the thermodynamics (equilibrium density profiles, phase diagram, instability analysis...) and the collapse of a self-gravitating gas of Brownian particles in D dimensions, in both canonical and microcanonical ensembles. In the…
When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…
In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility clustering or the tendency toward persistence has emerged as…
Rare trajectories of stochastic systems are important to understand -- because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their…
We relate the second order structure function of a time series with the power spectrum of the original variable, taking an assumption of statistical stationarity. With this approach, we find that the structure function is strongly…
The self-similarity in space and time (hereafter self-similarity), either deterministic or statistical, is characterized by similarity exponents and a function of scaled variable, called the scaling function. In the present paper, we…
We show that it is possible to steer clear of a spacetime singularity during gravitational collapse by considering the time-variation of a fundamental coupling, in this case, the fine structure constant {\alpha}. We study a spherical…
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
We study the scaling properties of two-dimensional turbulence using dimensional analysis. In particular, we consider the energy spectrum both at large and small scales and in the "inertial ranges" for the cases of freely decaying and forced…
Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. We consider moments of arbitrary orders of the mass multiplicity spectrum and derive scaling properties pertaining to their time…
{}From a finite-size scaling (FSS) theory of cumulants of the order parameter at phase coexistence points, we reconstruct the scaling of the moments. Assuming that the cumulants allow a reconstruction of the free energy density no better…
A brief review is presented of the scaling of complex fluids, polymers and polyelectrolytes in solution and in confined geometry, in thermodynamical, structural and rheology properties using equilibrium and nonequilibrium dissipative…
In the era of proliferation of large language and image generation models, the phenomenon of "model collapse" refers to the situation whereby as a model is trained recursively on data generated from previous generations of itself over time,…
We develop a framework especially suited to the autocorrelation properties observed in financial times series, by borrowing from the physical picture of turbulence. The success of our approach as applied to high frequency foreign exchange…
Finite-size scaling arguments naturally lead us to introduce a coordinate-dependent diffusion coefficient in a Fokker-Planck description of the late stage dynamics of unbiased polymer translocation through a membrane pore. The solution for…