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Aging in glassy systems: new experiments, simple models, and open questions
Jean-Philippe Bouchaud
We review the most striking experimental results on aging in a variety of disordered systems, which reveal similar features but also important differences. We argue that a generic…
Exact Solutions of a Model for Granular Avalanches
Thorsten Emig, Philippe Claudin, Jean-Philippe Bouchaud
We present exact solutions of the non-linear {\sc bcre} model for granular avalanches without diffusion. We assume a generic sandpile profile consisting of two regions of constant…
Aging phenomena in spin glass and ferromagnetic phases: domain growth and wall dynamics
E. Vincent, V. Dupuis, M. Alba +2
We compare aging in a disordered ferromagnet and in a spin glass, by studying the different phases of a reentrant system. We have measured the relaxation of the low-frequency ac su…
Apparent multifractality in financial time series
Jean-Philippe Bouchaud, Marc Potters, Martin Meyer
We present a exactly soluble model for financial time series that mimics the long range volatility correlations known to be present in financial data. Although our model is `monofr…
Theory of Financial Risk: Basic notions in probability
Jean-Philippe Bouchaud, Marc Potters
Risk control has become one of the major concern of financial institutions. The need for adequate statistical tools to measure and anticipate the amplitude of the potential moves o…
Functional Renormalization Description of the Roughening Transition
Anusha Hazareesing, Jean-Philippe Bouchaud
We reconsider the problem of the static thermal roughening of an elastic manifold at the critical dimension in a periodic potential, using a perturbative Functional Renormali…