Related papers: Scaling collapse and structure functions: Identify…
Using numerical simulations, we investigate the gravitational evolution of filamentary molecular cloud structures and their condensation into dense protostellar cores. One possible process is the so called 'edge effect', the pile-up of…
In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…
We consider discrete models of kinetic rough interfaces that exhibit space-time scale-invariance in height-height correlation. A generic scaling theory implies that the dynamical structure factor of the height profile can uniquely…
We propose a two-step procedure to model and predict high-dimensional functional time series, where the number of function-valued time series $p$ is large in relation to the length of time series $n$. Our first step performs an…
Scaling describes how a given quantity $Y$ that characterizes a system varies with its size $P$. For most complex systems it is of the form $Y\sim P^\beta$ with a nontrivial value of the exponent $\beta$, usually determined by regression…
A common approach to studying high-dimensional systems with emergent low-dimensional behavior is based on lift-evolve-restrict maps (called equation-free methods): first, a user-defined lifting operator maps a set of low-dimensional…
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of…
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…
We propose a hidden variable analysis of collapse dynamics in which the state's reduction process may take a finite time $\delta t$. A full characterization of the model is given for the case of black boxes. By introducing nonlocal perfect…
Investigating the dynamics of gravitational systems, especially in the regime of quantum gravity, poses a problem of measuring time during the evolution. One of the approaches to this issue is using one of the internal degrees of freedom as…
The steady state reached by a system of particles sliding down a fluctuating surface has interesting properties. Particle clusters form and break rapidly, leading to a broad distribution of sizes and large fluctuations. The density-density…
Modelling a large collection of functional time series arises in a broad spectral of real applications. Under such a scenario, not only the number of functional variables can be diverging with, or even larger than the number of temporally…
Catastrophe Markov chain population models have received a lot of attention in the recent past. We herewith consider two special cases of such models involving total disasters, both in discrete and in continuous-time. Depending on the…
Decomposing complex time series into trend, seasonality, and remainder components is an important task to facilitate time series anomaly detection and forecasting. Although numerous methods have been proposed, there are still many time…
Collapse models are phenomenological models introduced to solve the measurement problem in quantum mechanics. They modify the Schr\"odinger equation by adding non-linear and stochastic terms, which induce the wavefunction collapse in space.…
For stochastic systems with discrete time delay, the Fokker-Planck equation (FPE) of the one-time probability density function (PDF) does not provide a complete, self-contained probabilistic description. It explicitly involves the two-time…
Starting from a representation of the early time evolution of a dynamical system in terms of the polynomial expression of some observable f (t) as a function of the time variable in some interval 0 < t < T, we investigate how to…
The study of physics at the Planck scale has garnered significant attention due to its implications for understanding the fundamental nature of the universe. At the Planck scale, quantum fluctuations challenge the classical notion of…
Using a time series model to mimic an observed time series has a long history. However, with regard to this objective, conventional estimation methods for discrete-time dynamical models are frequently found to be wanting. In fact, they are…
We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…