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We suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional reaction-diffusion model for the dynamics…

数理金融 · 定量金融 2018-03-14 Michael Benzaquen , Jean-Philippe Bouchaud

The formation length of particles produced in the relativistic collisions of hadrons and nuclei has relevance to fundamental principles of physics at small interaction distances. The relation is expressed by z scaling observed in the…

高能物理 - 唯象学 · 物理学 2007-05-23 I. Zborovsky

The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…

The concept of transcripts was introduced in 2009 as a means to characterize various aspects of the functional relationship between time series of interacting systems. Based on this concept that utilizes algebraic relations between ordinal…

混沌动力学 · 物理学 2026-01-05 Manuel Adams , José M. Amigó , Klaus Lehnertz

Power law distributed fluctuations are known to accompany \emph{terminal} failure in disordered brittle solids. The associated intermittent scale-free behavior is of interest from the fundamental point of view as it emerges universally from…

无序系统与神经网络 · 物理学 2021-10-19 Hudson Borja da Rocha , Lev Truskinovsky

Stochastic models for the development of cracks in 1 and 2 dimensional objects are presented. In one dimension, we focus on particular scenarios for interacting and non-interacting fragments during the breakup process. For two dimensional…

统计力学 · 物理学 2009-11-11 F. P. M. dos Santos , R. Donangelo , S. R. Souza

An analytical expression for the current through a single level quantum dot for arbitrary strength of the on-site electron-electron interaction is derived beyond standard mean-field theory. By describing the localised states in terms of…

介观与纳米尺度物理 · 物理学 2007-05-23 J. Fransson

The scope of the paper is the theoretical analysis of the time rate in which a dynamical system reaches a stable stationary state or stable oscillations. The method used for the analysis is based on the so-called iterative time profiles,…

综合数学 · 数学 2026-02-10 Marek Berezowski , Katarzyna Bizon

We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

综合物理 · 物理学 2008-05-23 A. M. Selvam

This paper presents a new perspective of looking at the relation between fractals and chaos by means of cities. Especially, a principle of space filling and spatial replacement is proposed to explain the fractal dimension of urban form. The…

物理与社会 · 物理学 2018-12-21 Yanguang Chen

Our first experience of dimension typically comes in the intuitive Euclidean sense: a line is one dimensional, a plane is two-dimensional, and a volume is three-dimensional. However, following the work of Mandelbrot \cite{mandelbrot},…

物理教育 · 物理学 2022-09-05 Charles E. Creffield

Interactions between dark matter and dark energy with a given equation of state are known to modify the cosmic dynamics. On the other hand, the strength of these interactions is subject to strong observational constraints. Here we discuss a…

天体物理学 · 物理学 2015-05-13 Winfried Zimdahl

A type of fractal dimension definition is based on the generalized entropy function. Both entropy and fractal dimension can be employed to characterize complex spatial systems such as cities and regions. Despite the inherent connect between…

物理与社会 · 物理学 2020-11-17 Yanguang Chen , Linshan Huang

The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…

统计力学 · 物理学 2017-03-08 Eric Bertin

We study the formation of fractal structure in one-dimensional many-body systems with attractive power-law potentials. Numerical analysis shows that the range of the index of the power for which fractal structure emerges is limited.…

斑图形成与孤子 · 物理学 2007-05-23 Hiroko Koyama , Tetsuro Konishi

The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…

物理与社会 · 物理学 2015-05-20 Chao Fan , Jin-Li Guo , Yi-Long Zha

Analytical and numerical studies on many-body stochastic processes with multiplicative interactions are reviewed. The method of moment relations is used to investigate effects of asymmetry and randomness in interactions. Probability…

统计力学 · 物理学 2009-11-11 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

A model in which a projectile like fragment can be simply regarded as a remnant after removal of some part of the projectile leads to an excited fragment. This excitation energy can be calculated with a Hamiltonian that gives correct…

核理论 · 物理学 2015-06-15 S. Das Gupta , S. Mallik , G. Chaudhuri

The earthquake-like model with a continuous distribution of static thresholds is used to describe the properties of solid friction. The evolution of the model is reduced to a master equation which can be solved analytically. This approach…

统计力学 · 物理学 2008-08-06 Oleg Braun , Michel Peyrard