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Economic Fluctuations and Diffusion
Vasiliki Plerou, Parameswaran Gopikrishnan, Luis. A. Nunes Amaral +2
Stock price changes occur through transactions, just as diffusion in physical systems occurs through molecular collisions. We systematically explore this analogy and quantify the r…
Applications of the Stell-Hemmer Potential to Understanding Second Critical Points in Real Systems
A. Scala, M. R. Sadr-Lahijany, N. Giovambattista +2
We consider the novel properties of the Stell-Hemmer core-softened potentials. First we explore how the theoretically predicted second critical point for these potentials is relate…
Inertial Effects on Fluid Flow through Disordered Media
J. S. Andrade, U. M. S. Costa, M. P. Almeida +2
We investigate the origin of the deviations from the classical Darcy law by numerical simulation of the Navier-Stokes equations in two-dimensional disordered porous media. We apply…
Sleep-Wake Differences in Scaling Behavior of the Human Heartbeat: Analysis of Terrestrial and Long-Term Space Flight Data
Plamen Ch. Ivanov, Armin Bunde, Luís A. N. Amaral +5
We compare scaling properties of the cardiac dynamics during sleep and wake periods for healthy individuals, cosmonauts during orbital flight, and subjects with severe heart diseas…
Systems with Correlations in the Variance: Generating Power-Law Tails in Probability Distributions
Boris Podobnik, Plamen Ch. Ivanov, Youngki Lee +2
We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance gen…
Configurational Entropy and Diffusivity of Supercooled Water
Antonio Scala, Francis W. Starr, Emilia La Nave +2
We calculate the configurational entropy S_conf for the SPC/E model of water for state points covering a large region of the (T,rho) plane. We find that (i) the (T,rho) dependence…