An exclusion particle model is considered as a highly simplified model of a limit order market. Its price behavior reproduces the well known crossover from over-diffusion (Hurst exponent H1/2) to diffusion (H=1/2) when the time horizon is increased, provided that orders are allowed to be...

An exclusion particle model is considered as a highly simplified model of a limit order market. Its price behavior reproduces the well-known crossover from over-diffusion (Hurst exponent H12) to diffusion (H=12) when the time horizon is increased, provided that orders are allowed to be canceled....

We establish the equivalence of a recently introduced discrete model of the hydrophobic interaction, as well as its extension to continuous state variables, with the Ising model in a magnetic field with temperature-dependent strength. In order to capture the effect of symmetries of the solvent...

We study the motion of long polymers (e.g. DNA) in a gel under the influence of an external force acting locally on small segments of the polymer. In particular, we examine the dependence of the drift velocity on the position where the force acts and the length of the polymer. As an application,...