A novel car-following model was proposed to describe the motion of the vehicles on a single lane gyroidal road. We explore the related effects of gyroidal road upon uniform traffic flow analytically and numerically. The analytical result shows that the related factors of gyroidal road including...

In the framework of a linear response theory, in which Onsager’s continuity equations are combined with the Mean Spherical Approximation (MSA) from the theory of correlation functions in equilibrium, and using a Green’s function formalism, we consider the transport properties of...

We use a correlation-based approach to analyze financial data from the US stock market, both daily and monthly observations from the Dow Jones. We compute the entropy based on the singular value decomposition of the correlation matrix for the components of the Dow Jones Industrial Index. Based...

This paper presents a new type of surface models constructed on the basis of Finsler geometry. A Finsler metric is defined on the surface by using an underlying vector field, which is an in-plane tilt order. According to the orientation of the vector field, the Finsler length becomes dependent...

We propose a new method called the multifractal asymmetric detrended cross-correlation analysis method (MF-ADCCA) to investigate the asymmetric cross-correlations in nonstationary time series that combine the multifractal detrended cross-correlation analysis (MF-DCCA) and asymmetric detrended...

In the face of the recent terrorist attack event on the 2013 Boston Marathon, the increasing participation of recreational runners in large marathon races has imposed important logistical and safety issues for organizers and city authorities. An accurate understanding of the dynamics of the...

Stochastic differential equations are important to model many complex systems. The Fokker–Planck equation is fundamental in statistical thermodynamic analysis and in the study of fluctuations in complex systems. Entropy generation is a fundamental quantity in the analysis of irreversibility....

Recent research has established the existence of log-periodic power law (LPPL) patterns in financial institutions’ credit default swap (CDS) spreads. The main purpose of this paper is to clarify why credit risk markets are predestined for exhibiting LPPL structures. To this end, the credit...

The entropy generation approach has been developed for the analysis of complex systems, with particular regards to biological systems, in order to evaluate their stationary states. The entropy generation is related to the transport processes related to exergy flows. Moreover, cancer can be...

This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black–Scholes model is a simpler case that has a velocity dependent Lagrangian.