We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both...

This talk briefly reviews the subject of fluid flow through disordered media. In particular, we focus on the sorts of considerations that may be necessary to move statistical physics from the description of idealized flows in the limit of zero Reynolds number to more realistic flows of real...

We study a three-dimensional system of particles interacting via spherically symmetric pair potentials consisting of several discontinuous steps. We show that at certain values of the parameters describing the potential, the system has three first-order phase transitions between fluids of...

In this paper we present a new measure to investigate the functional structure of financial markets, the Sector Dominance Ratio (SDR). We study the information embedded in raw and partial correlations using random matrix theory (RMT) and examine the evolution of economic sectoral makeup on a...

We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning...

The cascading failure can bring a huge loss for most real-world networks; but, we cannot uncover fully the mechanism and law of the cascading events occurrence. Most networks in which the cascading failure occurred are based on the various ‘flows’, such as power, oils, and information;...

We review recent studies of distribution of dimeric tandem repeats and short oligomer clustering in DNA sequences. We find that distribution of dimeric tandem repeats in coding DNA is exponential, while in noncoding DNA it often has long power-law tails. We explain this phenomenon using mutation...

One particular practical problem in oil recovery is to predict the time to breakthrough of a fluid injected in one well and the subsequent decay in the production rate of oil at another well. Because we only have a stochastic view of the distribution of rock properties we need to predict the...

We present a scaling Ansatz for the distribution function of the shortest paths connecting any two points on a percolating cluster which accounts for (i) the effect of the finite size of the system, and (ii) the dependence of this distribution on the site occupancy probability p. We present...