We review recent developments in the study of the multifractal properties of dynamical processes in disordered systems. In particular, we discuss the multifractality of the growth probabilities of DLA clusters and of the probability density for random walks on random fractals. The results for...

We use molecular dynamics simulations to study two- and three-dimensional models with the isotropic double-step potential which in addition to the hard core has a repulsive soft core of larger radius. Our results indicate that the presence of two characteristic repulsive distances (hard core and...

In this paper, we apply scaling laws from percolation theory to the problem of estimating the time for a fluid injected into an oilfield to breakthrough into a production well. The main contribution is to show that when these previously published results are used on realistic data they are in...

We calculate the Hurst exponent H(t) of several time series by dynamical implementation of a recently proposed scaling technique: the detrending moving average (DMA). In order to assess the accuracy of the technique, we calculate the exponent H(t) for artificial series, simulating monofractal...

A statistical approach to market equilibrium and efficiency analysis is proposed in this paper. One factor that governs the exchange decisions of traders in a market, named willingness price, is highlighted and constitutes the whole theory. The supply and demand functions are formulated as the...

We briefly review some recent attempts to achieve some genuine understanding of diffusion-limited aggregation (DLA), the paradigm model for dynamical mechanisms of disorderly growth processes. We shall see that the seminal ideas of Professor Cyril Domb have influenced to a great degree many of...

The supercooled and stretched regions of the phase diagram of simulated liquid water are investigated by calculating the equation of state of the ST2 and TIP4P pair-potentials. We find that simulated water does not display a re-entrant spinodal and that the projection of the density maximum line...

We review recent work on quantifying collective behavior among stocks by applying the conceptual framework of random matrix theory (RMT), developed in physics to describe the energy levels of complex systems. RMT makes predictions for “universal” properties that do not depend on the...

We introduce and develop new techniques to quantify DNA patchiness, and characteristics of their mosaic structure. These techniques, which involve calculating two functions, α(ℓ) and β(ℓ), measure correlation exponents at length scale ℓ and detect distinct characteristic patch sizes...