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- Centre National de la Recherche ScientifiqueFR536 papers
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12 papers · 2 filters
Evidence of a Worldwide Stock Market Log-Periodic Anti-Bubble Since Mid-2000
W. -X. Zhou, D. Sornette
Following our previous investigation of the USA Standard and Poor index anti-bubble that started in August 2000, we analyze thirty eight world stock market indices and identify 21…
Self-similar Approximants of the Permeability in Heterogeneous Porous Media from Moment Equation Expansions
S. Gluzman, D. Sornette
We use a mathematical technique, the self-similar functional renormalization, to construct formulas for the average conductivity that apply for large heterogeneity, based on pertur…
Collective Origin of the Coexistence of Apparent RMT Noise and Factors in Large Sample Correlation Matrices
Y. Malevergne, D. Sornette
Through simple analytical calculations and numerical simulations, we demonstrate the generic existence of a self-organized macroscopic state in any large multivariate system posses…
Self-Similar Factor Approximants
S. Gluzman, V. I. Yukalov, D. Sornette
The problem of reconstructing functions from their asymptotic expansions in powers of a small variable is addressed by deriving a novel type of approximants. The derivation is base…
New Evidence of Discrete Scale Invariance in the Energy Dissipation of Three-Dimensional Turbulence: Correlation Approach and Direct Spectral Detection
W. -X. Zhou, D. Sornette, V. Pisarenko
We extend the analysis of [Zhou and Sornette, Physica D 165, 94-125, 2002] showing statistically significant log-periodic corrections to scaling in the moments of the energy dissip…
Slider-Block Friction Model for Landslides: Application to Vaiont and La Clapiere Landslides
A. Helmstetter, D. Sornette, J. -R. Grasso +3
Accelerating displacements preceding some catastrophic landslides have been found empirically to follow a time-to-failure power law, corresponding to a finite-time singularity of t…