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Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the…

混沌动力学 · 物理学 2023-04-11 Luis Gil-Maqueda , Benjamín A. Itzá-Ortiz

It is shown that statistical properties of developed hydrodynamic turbulence are characterized by an infinite set of independent anomalous exponents which describes the scaling behavior of hydrodynamic fields constructed from the second and…

chao-dyn · 物理学 2008-02-03 Vladimir V. Lebedev , Victor S. L'vov

We consider a quantum system of fixed size consisting of a regular chain of $n$-level subsystems, where $n$ is finite. Forming groups of $N$ subsystems each, we show that the strength of interaction between the groups scales with $N^{-…

量子物理 · 物理学 2009-11-10 M. Hartmann , J. Gemmer , G. Mahler , O. Hess

We introduce a fractional Fokker-Planck equation with a temporal power-law dependence on the drift force fields. For this case, the moments of the tracer from the force-force correlation in terms of the time-dependent drift force fields are…

统计力学 · 物理学 2007-05-23 Kyungsik Kim , Y. S. Kong

We study the scaling properties of critical particle systems confined by a potential. Using renormalization-group arguments, we show that their critical behavior can be cast in the form of a trap-size scaling, resembling finite-size scaling…

统计力学 · 物理学 2013-05-29 Massimo Campostrini , Ettore Vicari

We study the scaling properties of discontinuous maps by analyzing the average value of the squared action variable $I^2$. We focus our study on two dynamical regimes separated by the critical value $K_c$ of the control parameter $K$: the…

混沌动力学 · 物理学 2012-05-28 J. A. Mendez-Bermudez , R. Aguilar-Sanchez

Starting from symmetry considerations, we derive the generic hydrodynamic equation of non-equilibrium $XY$ spin systems with $N$-atic symmetry under weak fluctuations. Through a systematic treatment we demonstrate that, in two dimensions,…

统计力学 · 物理学 2019-07-31 Pablo Sartori , Chiu Fan Lee

We introduce a class of stochastic volatility models $(X_t)_{t \geq 0}$ for which the absolute moments of the increments exhibit anomalous scaling: $\E\left(|X_{t+h} - X_t|^q \right)$ scales as $h^{q/2}$ for $q < q^*$, but as $h^{A(q)}$…

概率论 · 数学 2014-03-31 Paolo Dai Pra , Paolo Pigato

The distribution, n(k,t), of the interval sizes, k, between clusters of persistent sites in the dynamical evolution of the one-dimensional q-state Potts model is studied using a combination of numerical simulations, scaling arguments, and…

统计力学 · 物理学 2009-10-31 A. J. Bray , S. J. O'Donoghue

One of the fundamental questions in inflation is how to characterize the structure of different types of models in the field theoretic landscape. Proposals in this direction include attempts to directly characterize the formal structure of…

宇宙学与河外天体物理 · 物理学 2023-09-12 Monika Lynker , Rolf Schimmrigk

A mathematical modeling process for phenomena with a single state variable that attempts to be realistic must be given by a scalar nonautonomous differential equation $x'=f(t,x)$ that is concave with respect to the state variable $x$ in…

动力系统 · 数学 2025-09-24 Jesús Dueñas , Carmen Núñez , Rafael Obaya

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$,…

交易与市场微观结构 · 定量金融 2018-10-16 Mathias Pohl , Alexander Ristig , Walter Schachermayer , Ludovic Tangpi

Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…

流体动力学 · 物理学 2010-09-02 Robert Rubinstein , Wouter J. T. Bos

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…

物理与社会 · 物理学 2008-04-24 Zoltan Eisler , Imre Bartos , Janos Kertesz

The long wavelength diffusion coefficient of a critical fluid confined between two parallel plates separated by a distance L is strongly affected by the finite size. Finite size scaling leads us to expect that the vanishing of the diffusion…

统计力学 · 物理学 2009-11-10 Palash Das , Jayanta K. Bhattacharjee

Deviations from scale invariance resulting from small perturbations of a general two dimensional conformal field theory are studied. They are expressed in terms of beta functions for renormalization of general couplings under local change…

高能物理 - 理论 · 物理学 2009-10-22 A. Babichenko , S. Elitzur

Large scale simulations of two-dimensional bidisperse granular fluids allow us to determine spatial correlations of slow particles via the four-point structure factor $S_4(q,t)$. Both cases, elastic ($\varepsilon=1$) as well as inelastic…

We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…

统计力学 · 物理学 2016-06-17 Francisco C. Alcaraz , Vladimir Rittenberg

We discuss the results of extensive numerical simulations in order to estimate the scaling exponents associated with kinetic roughening in higher dimensions, up to d=7+1. To this end, we study the restricted solid - on - solid growth model,…

凝聚态物理 · 物理学 2009-10-22 T. Ala-Nissila , T. Hjelt , J. M. Kosterlitz , O. Venäläinen

Scale-invariant spatial or temporal patterns and L\'evy flight motion have been observed in a large variety of biological systems. It has been argued that animals in general might perform L\'evy flight motion with power law distribution of…

chao-dyn · 物理学 2009-10-31 A. Harnos , G. Horvath , A. B. Lawrence , G. Vattay