We address the general problem of how to quantify the kinematics of time series with stationary first moments but having non stationary multifractal long-range correlated second moments. We show that a Markov process is sufficient to model important aspects of the multifractality observed in...

We study the wavepacket dynamics of two interacting particles under an aperiodic potential that can be continuously tuned from a pseudo-random to a uniform regime. Assuming an on-site Hubbard interaction, we show that the influence of interaction is not strong enough to change the characteristic...

We investigate the critical behavior of a stochastic lattice model describing a General Epidemic Process. By means of a Monte Carlo procedure, we simulate the model on a regular square lattice and follow the spreading of an epidemic process with immunization. A finite size scaling analysis is...

In this work, we compute the specific heat of a system of non-interacting fermions whose energy spectrum presents a self-similar character. The critical attractor of the logistic map is used to generate a multifractal energy spectrum. We study the temperature dependence of the specific heat for...

Traffic flow modeling is an elusive example for the emergence of complexity in dynamical systems of interacting objects. In this work, we introduce an extension of the Nagel–Schreckenberg (NaSch) model of vehicle traffic flow that takes into account a defensive driver’s reaction. Such a...

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 investigate the first-passage-time statistics of the integrate–fire neuron model driven by a sub-threshold harmonic signal superposed with a non-Gaussian noise. Here, we considered the noise as the result of a random multiplicative process displaced from the origin by an additive term. Such...

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...

We investigate the electronic properties in sequences of single and double-strand DNA molecules made up from the nucleotides guanine G, adenine A, cytosine C and thymine T. Using a tight-binding formulation we solve the time-dependent Schrödinger equation to compute the spread of initially...

On the basis of the study of the correlation functions around a plaquette on a lattice with competing interactions we define a new concept of “frustration” that is temperature dependent. This new concept allows us to define a “frustration temperature” (TF) above which our concept is...