We study the interface of a recently introduced multilayer contact process. In this model the mean value n of the height of its interface depends on time t and on parameter p related with evaporation and deposition of particles (0⩽p⩽1). For p1cpp2c,n reaches finite non trivial values in the...

In this work we study scale invariant functions and stochastic Lévy models and we apply them to geophysical data. We show that a pattern arises from the scale invariance property and Lévy flight models that may be used to estimate parameters related to some major event–major earthquakes.

A suitably modified Wolff single-cluster Monte Carlo simulation has been performed to investigate the critical behavior of a two-dimensional Ising model with temperature-dependent annealed bond dilution, also known as the thermalized bond Ising model, which is intended to simulate the thermal...

Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously with an agreement to buy it back at a later date....

This work is devoted to the study of the Asian crisis of 1997, and its consequences on emerging markets. We have done so by means of a phase transition model. We have analyzed the crashes on leading indices of Hong Kong (HSI), Turkey (XU100), Mexico (MMX), Brazil (BOVESPA) and Argentina...

We write the exact renormalization-group recursion relations for nearest-neighbor ferromagnetic Ising models on Migdal–Kadanoff hierarchical lattices with a distribution of aperiodic exchange interactions according to a class of substitutional sequences. For small geometric fluctuations, the...

To assess the effect of randomness on the permeability of topologically disordered structures we study the percolation properties of a bond model on various random mosaics. The networks are efficiently generated by topological models which reproduce a wide range of naturally observed structures....

Chen and Dohm predicted theoretically in 2004 that the widely believed universality principle is violated in the Ising model on the simple cubic lattice with more than only six nearest neighbours. Schulte and Drope by Monte Carlo simulations found such violation, but not in the predicted...

We re-examine a two-dimensional forest-fire model via Monte-Carlo simulations and show the existence of two length scales with different critical exponents associated with clusters and with the usual two-point correlation function of trees. We check resp. improve previously obtained values for...

It is well known that classical equations of state, like the Van der Waals equation, fail in the region near the critical point of a fluid, where the behavior of the thermodynamic properties is strongly affected by density fluctuations. In this paper, we present a theoretical approach to correct...