A classic problem in physics is the origin of fat-tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags τ. We find that destroying all correlations without changing the τ=1d distribution, by shuffling the order of the...

In this work we study the critical behavior of the absorbing state phase transition exhibited by the contact process in a linear chain with power-law diluted long-range connections. Each pair of sites is connected with a probability P(r) that decays with the distance between the sites r as...

We model the cellular immune response using a set of non-linear delayed differential equations. We observe that the stationary solution becomes unstable above a critical immune response time. The exponents characterizing the approach to this bifurcation point as well as the critical slow...

A method for obtaining critical properties is presented. Based on self-organized criticality, it drives the system spontaneously to the critical point, providing an efficient way to estimate critical properties. The method is illustrated for Ising spin systems, and despite the small lattice...

We propose a simulation method inspired by self-organization that drives Ising-like magnetic systems rapidly to criticality. We develop a feedback control rule with very few parameters for use with the standard methods of local spin updatings that spontaneously leads the system to the critical...

We study the very long-range bond-percolation problem on a linear chain with both node and bond dilution. Very long-range means that the probability pij for a connection between two nodes i,j at a distance rij decays as a power-law, i.e. pij=ρ/[rijαN1−α] when α∈[0,1), and...

We employ the Lévy sections theorem in the analysis of selected dollar exchange rate time series. The theorem is an extension of the classical central limit theorem and offers an alternative to the most usual analysis of the sum variable. We find that the presence of fat tails can be related to...

In this work, the critical behavior of the one-dimensional contact process with time-uncorrelated disorder is investigated. We develop simulations on finite chains and explore the finite size scaling hypothesis to obtain estimates for the relevant parameters associated with static and dynamical...

We introduce a model for the Contact Process with relaxing immunization CPRI. In this model, local memory is introduced by a time and space dependence of the contamination probability. The model has two parameters: a typical immunization time τ and a maximum contamination probability a. The...

Within a tight-binding Hamiltonian approach, we study the dynamics of one-electron wave packets in a twisted ladder geometry with adiabatic electron–phonon interaction. The electron–phonon coupling is taken into account in the time-dependent Schrödinger equation through a cubic...