DOCSLIB.ORG

Table of Contents (Online)

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
Table of Contents (Online) PERIODICALS PHYSICAL REVIEW E Postmaster send address changes to: For editorial and subscription correspondence, American Institute of Physics please see inside front cover 500 Sunnyside Boulevard (ISSN: 1063-651X) Woodbury, NY 11797-2999 THIRD SERIES, VOLUME 56, NUMBER 3 CONTENTS SEPTEMBER 1997 PARTS A AND B The Table of Contents is a total listing of Parts A and B. Part A consists of pages 2339–3020, and Part B pages 3021–3740. PART A Note to Reader ................................................................................. i RAPID COMMUNICATIONS General methods of statistical physics Exact solution of a two-dimensional random Ising model .............................................. R2339 Maurizio Serva Analysis of a dissipative model of self-organized criticality with random neighbors ......................... R2343 Marie-Line Chabanol and Vincent Hakim Universal macroscopic background formation in surface super-roughening ................................ R2347 H.-W. Lee and Doochul Kim Rectification by hopping motion through nonsymmetric potentials with strong bias ......................... R2351 K. W. Kehr, K. Mussawisade, T. Wichmann, and W. Dieterich Noise, order, and spatiotemporal intermittency ....................................................... R2355 H. L. Yang, Z. Q. Huang, and E. J. Ding Classical fluids Chaotic nucleation of metastable domains ........................................................... R2359 M. Argentina and P. Coullet Pressure statistics for locally isotropic turbulence ..................................................... R2363 Reginald J. Hill and Olus¸ N. Boratav Propagation of surface deformation coupled with convection waves under the excitation of a chemical wave train ......................................................................................... R2367 Tatsunari Sakurai, Etsuro Yokoyama, and Hidetoshi Miike Towards a simple model of compressible Alfve´nic turbulence ........................................... R2371 M. V. Medvedev and P. H. Diamond Liquid crystals Weakly nonlinear analysis of the secondary bimodal instability in planar nematic convection ................. R2375 Emmanuel Plaut and Roland Ribotta Complex fluids, diffusion-limited aggregation, and dendritic growth Self-organized percolation ........................................................................ R2379 A. M. Alencar, J. S. Andrade, Jr., and L. S. Lucena Crossover of a block copolymer brush in a polymer melt from a stretched to collapsed conformation ........... R2383 Robert Oslanec, Petr Vlcek, William A. Hamilton, and Russell J. Composto Biological physics Scale-similar activity in the brain .................................................................. R2387 E. Novikov, A. Novikov, D. Shannahoff-Khalsa, B. Schwartz, and J. Wright Dynamics of a polyampholyte hooked around an obstacle .............................................. R2390 H. Schiessel, I. M. Sokolov, and A. Blumen (Continued) CONTENTS - Continued PHYSICAL REVIEW E THIRD SERIES, VOLUME 56, NUMBER 3 SEPTEMBER 1997 Plasma physics Channeling of intense laser beams in underdense plasmas .............................................. R2394 M. D. Feit, J. C. Garrison, and A. M. Rubenchik ARTICLES General methods of statistical physics Data-based control trajectory planning for nonlinear systems ............................................ 2398 Carl Rhodes, Manfred Morari, Lev S. Tsimring, and Nikolai F. Rulkov Nonequilibrium phase transition in the kinetic Ising model: Critical slowing down and the specific-heat singularity ..................................................................................... 2407 Muktish Acharyya Target patterns arising from the short-wave instability in near-critical regimes of reaction-diffusion systems ..... 2412 Arkady B. Rovinsky, Anatol M. Zhabotinsky, and Irving R. Epstein Finite-size scaling of the density of zeros of the partition function in first- and second-order phase transitions .... 2418 Richard J. Creswick and Seung-Yeon Kim Time series investigations on an experimental system driven by phase transitions ........................... 2423 M. Frank and M. Schmidt Ergodic properties and equilibrium of one-dimensional self-gravitating systems ............................ 2429 Kenneth R. Yawn and Bruce N. Miller Topological proof for the Alexander-Orbach conjecture . ............................................... 2437 Alexander V. Milovanov Coadsorption of two monomer species on a square lattice with first- and second-neighbor interactions .......... 2447 Alain J. Phares, Francis J. Wunderlich, Joseph P. Martin, Patrick M. Burns, and Gintaras K. Duda Reversal effects in stochastic kink dynamics ......................................................... 2457 A. V. Savin, G. P. Tsironis, and A. V. Zolotaryuk Phase transitions in a nonequilibrium percolation model ............................................... 2467 Siegfried Clar, Barbara Drossel, Klaus Schenk, and Franz Schwabl Correlations between resonances in a statistical scattering model ........................................ 2481 T. Gorin, F.-M. Dittes, M. Mu¨ller, I. Rotter, and T. H. Seligman Transport properties in disordered ratchet potentials ................................................... 2492 F. Marchesoni Quantum scattering from arbitrary boundaries ........................................................ 2496 M. G. E. da Luz, A. S. Lupu-Sax, and E. J. Heller Curvature fluctuations and the Lyapunov exponent at melting ........................................... 2508 Vishal Mehra and Ramakrishna Ramaswamy Stochastic resonance in maps and coupled map lattices ................................................ 2518 Prashant M. Gade, Renuka Rai, and Harjinder Singh Active walker model for the formation of human and animal trail systems ................................ 2527 Dirk Helbing, Frank Schweitzer, Joachim Keltsch, and Pe´ter Molna´r Relaxation fluctuations about an equilibrium in quantum chaos .......................................... 2540 Arul Lakshminarayan Cluster, backbone, and elastic backbone structures of the multiple invasion percolation ...................... 2548 Roberto N. Onody and Reginaldo A. Zara Analytic calculation of arbitrary matrix elements for the boson exponential quadratic operator ................ 2553 Jian-wei Pan, Qin-xi Dong, Yong-de Zhang, Guang Hou, and Xiang-bin Wang Short time expansion for first passage distributions ................................................... 2560 Reuven Zeitak (Continued) CONTENTS - Continued PHYSICAL REVIEW E THIRD SERIES, VOLUME 56, NUMBER 3 SEPTEMBER 1997 Selection and stabilization of spatiotemporal patterns in two-dimensional coupled map lattices ................ 2568 Yu Jiang, A. Antillo´n, P. Parmananda, and J. Escalona Experimental evidence of characteristic relations of type-I intermittency in an electronic circuit ............... 2573 Chil-Mim Kim, Geo-Su Yim, Yeon Soo Kim, Jeong-Moog Kim, and H. W. Lee Stretched relaxation after switching off the strong electric field in a near-critical solution under high pressure .... 2578 Sylwester J. Rzoska, Jerzy Ziol”o, and Aleksandra Drozd-Rzoska Dichotomously switched phase flows ............................................................... 2582 Simon J. Fraser and Raymond Kapral Symmetry between laminar and burst phases for on-off intermittency .................................... 2592 A. Cˇ enys, A. N. Anagnostopoulos, and G. L. Bleris Shift in the velocity of a front due to a cutoff ........................................................ 2597 Eric Brunet and Bernard Derrida Correlations in sea-level elevations ................................................................ 2605 P. Dimon, J. D. Pietrzak, and H. Svensmark Burst avalanches in solvable models of fibrous materials ............................................... 2615 M. Kloster, A. Hansen, and P. C. Hemmer Adhesion of solids .............................................................................. 2626 Maxim Vergeles, Amos Maritan, Joel Koplik, and Jayanth R. Banavar Nonlinear dynamics of coupled charged rotators ...................................................... 2635 Shinji Chiba and Yasuji Sawada Onset of oscillatory instabilities under stochastic modulation ............................................ 2649 Franc¸ois Drolet and Jorge Vin˜als First-order nonequilibrium phase transition in a spatially extended system ................................. 2658 R. Mu¨ller, K. Lippert, A. Ku¨hnel, and U. Behn Generalized functional-integral approach to time evolution of a coupled photon system ...................... 2663 Feng Peng Stochastic master-equation approach to aggregation in freeway traffic .................................... 2666 R. Mahnke and N. Pieret Phase transitions in two-variable coupled map lattices ................................................. 2672 Yu Jiang Universality class for a one-dimensional evolution model .............................................. 2676 L. Anton Distribution of the wave function inside chaotic partially open systems ................................... 2680 P. Sˇeba, F. Haake, M. Kus´, M. Barth, U. Kuhl, and H.-J. Sto¨ckmann Nonequilibrium time evolution in quantum field theory ................................................ 2687 Christof Wetterich Ray splitting in a class of chaotic triangular step billiards .............................................. 2691 A. Kohler, G. H. M. Killesreiter, and R. Blu¨mel Persistence exponents for fluctuating interfaces ......................................................
Load more

Recommended publications
  • Physical Review Journals Catalog 2021
    2021 PHYSICAL REVIEW JOURNALS CATALOG PUBLISHED BY THE AMERICAN PHYSICAL SOCIETY Physical Review Journals 2021 1 © 2020 American Physical Society 2 Physical Review Journals 2021 Table of Contents Founded in 1899, the American Physical Society (APS) strives to advance and diffuse the knowledge of physics. In support of this objective, APS publishes primary research and review journals, five of which are open access. Physical Review Letters..............................................................................................................2 Physical Review X .......................................................................................................................3 PRX Quantum .............................................................................................................................4 Reviews of Modern Physics ......................................................................................................5 Physical Review A .......................................................................................................................6 Physical Review B ......................................................................................................................7 Physical Review C.......................................................................................................................8 Physical Review D ......................................................................................................................9 Physical Review E ...................................................................................................................
    [Show full text]
  • From Big Data to Econophysics and Its Use to Explain Complex Phenomena
    Journal of Risk and Financial Management Review From Big Data to Econophysics and Its Use to Explain Complex Phenomena Paulo Ferreira 1,2,3,* , Éder J.A.L. Pereira 4,5 and Hernane B.B. Pereira 4,6 1 VALORIZA—Research Center for Endogenous Resource Valorization, 7300-555 Portalegre, Portugal 2 Department of Economic Sciences and Organizations, Instituto Politécnico de Portalegre, 7300-555 Portalegre, Portugal 3 Centro de Estudos e Formação Avançada em Gestão e Economia, Instituto de Investigação e Formação Avançada, Universidade de Évora, Largo dos Colegiais 2, 7000 Évora, Portugal 4 Programa de Modelagem Computacional, SENAI Cimatec, Av. Orlando Gomes 1845, 41 650-010 Salvador, BA, Brazil; [email protected] (É.J.A.L.P.); [email protected] (H.B.B.P.) 5 Instituto Federal do Maranhão, 65075-441 São Luís-MA, Brazil 6 Universidade do Estado da Bahia, 41 150-000 Salvador, BA, Brazil * Correspondence: [email protected] Received: 5 June 2020; Accepted: 10 July 2020; Published: 13 July 2020 Abstract: Big data has become a very frequent research topic, due to the increase in data availability. In this introductory paper, we make the linkage between the use of big data and Econophysics, a research field which uses a large amount of data and deals with complex systems. Different approaches such as power laws and complex networks are discussed, as possible frameworks to analyze complex phenomena that could be studied using Econophysics and resorting to big data. Keywords: big data; complexity; networks; stock markets; power laws 1. Introduction Big data has become a very popular expression in recent years, related to the advance of technology which allows, on the one hand, the recovery of a great amount of data, and on the other hand, the analysis of that data, benefiting from the increasing computational capacity of devices.
    [Show full text]
  • Writing Physics Papers
    Physics 2151W Lab Manual | Page 45 WID Handbook for Intermediate Laboratory - Physics 2151W Writing Physics Papers Dr. Igor Strakovsky Department of Physics, GWU Publish or Perish - Presentation of Scientific Results Intermediate Laboratory – Physics 2151W is focused on significantly improving the students' writing skills with respect to producing scientific papers, to do peer reviews, and presentations at the Physics Department Mini-Workshop. Third Edition, 2013 Physics 2151W Lab Manual | Page 46 OUTLINE Why are we Writing Papers? What Physics Journals are there? Structure of a Physics Article. Style of Technical Papers. Hints for Effective Writing. Submit and Fight. Why are We Writing Papers? To communicate our original, interesting, and useful research. To let others know what we are working on (and that we are working at all.) To organize our thoughts. To formulate our research in a comprehensible way. To secure further funding. To further our careers. To make our publication lists look more impressive. To make our Citation Index very impressive. To have fun? Because we believe someone is going to read it!!! Physics 2151W Lab Manual | Page 47 What Physics Journals are there? Hard Science Journals Physical Review Series: Physical Review A Physical Review E http://pra.aps.org/ http://pre.aps.org/ Atomic, Molecular, and Optical physics. Stat, Non-Linear, & Soft Material Phys. Physical Review B Physical Review Letters http://prb.aps.org/ http://prl.aps.org/ Condensed matter and Materials physics. Moving physics forward. Physical Review C Review of Modern Physics http://prc.aps.org/ http://rmp.aps.org/ Nuclear physics. Reviews in all areas. Physical Review D http://prd.aps.org/ Particles, Fields, Gravitation, and Cosmology.
    [Show full text]
  • Writing Physics Papers
    Physics 2151W Lab Manual | Page 45 WID Handbook for Intermediate Laboratory - Physics 2151W Writing Physics Papers Dr. Igor Strakovsky Department of Physics, GWU Publish or Perish - Presentation of Scientific Results Intermediate Laboratory – Physics 2151W is focused on significantly improving the students' writing skills with respect to producing scientific papers, to do peer reviews, and presentations at the Physics Department Mini-Workshop. Third Edition, 2013 Physics 2151W Lab Manual | Page 46 OUTLINE Why are we Writing Papers? What Physics Journals are there? Structure of a Physics Article. Style of Technical Papers. Hints for Effective Writing. Submit and Fight. Why are We Writing Papers? To communicate our original, interesting, and useful research. To let others know what we are working on (and that we are working at all.) To organize our thoughts. To formulate our research in a comprehensible way. To secure further funding. To further our careers. To make our publication lists look more impressive. To make our Citation Index very impressive. To have fun? Because we believe someone is going to read it!!! Physics 2151W Lab Manual | Page 47 What Physics Journals are there? Hard Science Journals Physical Review Series: Physical Review A Physical Review E http://pra.aps.org/ http://pre.aps.org/ Atomic, Molecular, and Optical physics. Stat, Non-Linear, & Soft Material Phys. Physical Review B Physical Review Letters http://prb.aps.org/ http://prl.aps.org/ Condensed matter and Materials physics. Moving physics forward. Physical Review C Review of Modern Physics http://prc.aps.org/ http://rmp.aps.org/ Nuclear physics. Reviews in all areas. Physical Review D http://prd.aps.org/ Particles, Fields, Gravitation, and Cosmology.
    [Show full text]
  • Econophysics Research in India in the Last Two Decades
    Econophysics Research in India in the last two Decades Asim Ghosh Theoretical Condensed Matter Physics Division Saha Institute of Nuclear Physics 1/AF Bidhannagar, Kolkata 700 064, India. Abstract We discuss here researches on econophysics done from India in the last two decades. The term ‘econophysics’ was formally coined in India (Kolkata) in 1995. Since then many research papers, books, reviews, etc. have been written by scientists. Many institutions are now involved in this research field and many conferences are being organized there. In this article we give an account (of papers, books, reviews, papers in proceedings volumes etc.) of this research from India. 1 Introduction The subject econophysics is an interdisciplinary research field where the tools of physics are applied to understand the problem of economics. The term ‘econo- physics’ was coined by H. Eugene Stanley in a Kolkata conference on statistical physics in 1995. The research on economics by physicists is not new. There were many physicists who contributed significantly in the development of eco- nomics. For example Daniel Bernoulli, who developed utility-based preferences, was a physicist. Similarly Irving Fisher, who was one of the founders of neo- classical economic theory, was a student of statistical physicist Josiah Willard Gibbs. Also Jan Tinbergen, who won the first Nobel Prize in economics, did his Ph. D. in statistical physics in Leiden university under Paul Ehrenfest. However these physicists (by training) eventually left physics and migrated to economics. The new feature of the developments for the last two decades is that physicists studying the problems of economics or sociology remain in their re- arXiv:1308.2191v4 [q-fin.GN] 26 Aug 2013 spective departments and publish their econophysics research results in almost all the major physics journals.
    [Show full text]
  • PHYSICAL REVIEW E Covering Statistical, Nonlinear, Biological, and Soft Matter Physics
    PHYSICAL REVIEW E covering statistical, nonlinear, biological, and soft matter physics Editor ELI BEN-NAIM (Los Alamos National Laboratory) Managing Editor American Physical Society DIRK JAN BUKMAN EDITORIAL BOARD President LAURA GREENE Speaker of Council DAN KLEPPNER (APS Editorial Office) Term ending 31 December 2017 Chief Executive Officer KATE P. KIRBY Associate Editors P. C. BRESSLOFF Biophysics, Neuroscience, Editor in Chief MICHAEL THOENNESSEN ALEX ARENAS Nonlinear Phenomena Publisher MATTHEW SALTER (Universitat Rovira i Virgili) B. DERRIDA Statistical Physics, Disordered Systems Chief Information Officer MARK D. DOYLE D. GAUTHIER Quantum Chaos Chief Financial Officer JANE HOPKINS GOULD SERENA BRADDE D. GRIER Colloids, Complex Fluids Deputy Executive Officer and (APS Editorial Office) W. HORSTHEMKE Stochastic Physics, Chemical Kinetics Chief Operating Officer JAMES TAYLOR RALF BUNDSCHUH J. KERTESZ Networks, Complex Systems One Physics Ellipse Y.-C. LAI Nonlinear Dynamics, Chaos, Complex Systems (The Ohio State University) College Park, MD 20740-3844 RONALD DICKMAN U. SCHWARZ Soft Matter and Biological Physics R. STANNARIUS Liquid Crystals, Granular Materials (Universidade Federal de Minas Gerais) L. TUCKERMAN Fluid Dynamics BRUNO ECKHARDT P. B. WARREN Statistical and Soft Matter Physics, (Philipps-Universitat¨ Marburg) Systems Biology APS Editorial Office HENRIK FLYVBJERG J. YANG Solitons, Nonlinear Waves Directors (Technical University of Denmark - DTU) Term ending 31 December 2018 Editorial DANIEL T. KULP ´ Journal Operations CHRISTINE M. GIACCONE ANTAL JAKLI J. J. BREY Granular Materials, (Kent State University) Nonequilibrium Statistical Mechanics 1 Research Road BRANT M. JOHNSON R. EPSTEIN Plasma Physics Ridge, NY 11961-2701 (Brookhaven National Laboratory) M. G. ESPOSITO Statistical Physics, Thermodynamics Phone: (631) 591-4050 L. R. EVANGELISTA Liquid Crystals, Complex Fluids Email: [email protected] JUAN-JOSE´ LIETOR´ -SANTOS M.
    [Show full text]
  • Style and Notation Guide
    Physical Review Style and Notation Guide Instructions for correct notation and style in preparation of REVTEX compuscripts and conventional manuscripts Published by The American Physical Society First Edition July 1983 Revised February 1993 Compiled and edited by Minor Revision June 2005 Anne Waldron, Peggy Judd, and Valerie Miller Minor Revision June 2011 Copyright 1993, by The American Physical Society Permission is granted to quote from this journal with the customary acknowledgment of the source. To reprint a figure, table or other excerpt requires, in addition, the consent of one of the original authors and notification of APS. No copying fee is required when copies of articles are made for educational or research purposes by individuals or libraries (including those at government and industrial institutions). Republication or reproduction for sale of articles or abstracts in this journal is permitted only under license from APS; in addition, APS may require that permission also be obtained from one of the authors. Address inquiries to the APS Administrative Editor (Editorial Office, 1 Research Rd., Box 1000, Ridge, NY 11961). Physical Review Style and Notation Guide Anne Waldron, Peggy Judd, and Valerie Miller (Received: ) Contents I. INTRODUCTION 2 II. STYLE INSTRUCTIONS FOR PARTS OF A MANUSCRIPT 2 A. Title ..................................................... 2 B. Author(s) name(s) . 2 C. Author(s) affiliation(s) . 2 D. Receipt date . 2 E. Abstract . 2 F. Physics and Astronomy Classification Scheme (PACS) indexing codes . 2 G. Main body of the paper|sequential organization . 2 1. Types of headings and section-head numbers . 3 2. Reference, figure, and table numbering . 3 3.
    [Show full text]
  • Table of Contents (Print, Part 1)
    PERIODICALS PHYSICAL REVIEW E Postmaster send address changes to: For editorial and subscription correspondence, American Institute of Physics please see inside front cover Suite 1NO1 (ISSN: 1539-3755) 2 Huntington Quadrangle Melville, NY 11747-4502 THIRD SERIES, VOLUME 69, NUMBER 6 CONTENTS JUNE 2004 PART 1: SOFT MATTER AND BIOLOGICAL PHYSICS RAPID COMMUNICATIONS Statistical physics of soft matter Hybrid method for simulating front propagation in reaction-diffusion systems (4 pages) .................. 060101(R) Esteban Moro Colloidal dispersions, suspensions, and aggregates Electrostatic attraction between neutral microdroplets by ion fluctuations (4 pages) ...................... 060401(R) Yu-Jane Sheng and Heng-Kwong Tsao Liquid crystals Self-assembled uniaxial and biaxial multilayer structures in chiral smectic liquid crystals frustrated between ferro- and antiferroelectricity (4 pages) .......................................................... 060701(R) V. P. Panov, N. M. Shtykov, A. Fukuda, J. K. Vij, Y. Suzuki, R. A. Lewis, M. Hird, and J. W. Goodby ARTICLES Statistical physics of soft matter Partition function, metastability, and kinetics of the escape transition for an ideal chain (15 pages) .......... 061101 L. I. Klushin, A. M. Skvortsov, and F. A. M. Leermakers Scaling and crossovers in activated escape near a bifurcation point (17 pages) .......................... 061102 D. Ryvkine, M. I. Dykman, and B. Golding Noise-enhanced stability in fluctuating metastable states (7 pages) .................................... 061103 Alexander A. Dubkov, Nikolay V. Agudov, and Bernardo Spagnolo Analytical results for fundamental time-delayed feedback systems subjected to multiplicative noise (11 pages) ............................................................................. 061104 T. D. Frank Ornstein-Zernike equation and Percus-Yevick theory for molecular crystals (13 pages) .................... 061105 Michael Ricker and Rolf Schilling Colored-noise-induced discontinuous transitions in symbiotic ecosystems (8 pages) .....................
    [Show full text]
  • Top Peer Reviewed Journals – Physics
    Top Peer Reviewed Journals – Physics Presented to Iowa State University Presented by Thomson Reuters Physics The subject discipline for Physics is made of 11 narrow subject categories from the Web of Science. The 11 categories that make up Physics are: 1. Acoustics 7. Physics, Fluids & Plasmas 2. Imaging Science & Photographic Technology 8. Physics, Mathematical 3. Optics 9. Physics, Multidisciplinary 4. Physics, Applied 10. Physics, Nuclear 5. Physics, Atomic, Molecular & Chemical 11. Physics, Particles & Fields 6. Physics, Condensed Matter The chart below provides an ordered view of the top peer reviewed journals within the 1st quartile for Physics based on Impact Factors (IF), three year averages and their quartile ranking. Journal 2009 IF 2010 IF 2011 IF Average IF REVIEWS OF MODERN PHYSICS 33.14 51.69 43.93 42.92 Nature Photonics 22.86 26.5 29.27 26.21 ADVANCES IN PHYSICS 19.63 21.21 37 25.95 PHYSICS REPORTS-REVIEW SECTION OF 17.75 19.43 20.39 19.19 PHYSICS LETTERS Nature Physics 15.49 18.43 18.96 17.63 Living Reviews in Relativity 10.6 12.62 17.46 13.56 REPORTS ON PROGRESS IN PHYSICS 11.44 13.85 14.72 13.34 Annual Review of Condensed Matter Physics 12.38 12.38 PROGRESS IN SURFACE SCIENCE 7.91 10.36 8.63 8.97 ANNUAL REVIEW OF NUCLEAR AND 11.96 7.88 6.45 8.76 PARTICLE SCIENCE Laser & Photonics Reviews 5.81 9.31 7.38 7.50 PHYSICAL REVIEW LETTERS 7.32 7.62 7.37 7.44 LASER PHYSICS LETTERS 5.5 6.01 9.97 7.16 CRITICAL REVIEWS IN SOLID STATE AND 5.16 6.14 9.46 6.92 MATERIALS SCIENCES JOURNAL OF HIGH ENERGY PHYSICS 6.01 6.04 5.83 5.96 PHYSICS
    [Show full text]
  • Econophysics Review: I. Empirical Facts
    Published as: Anirban Chakraborti, Ioane Muni Toke, Marco Patriarca & Frédéric Abergel Econophysics Review 1: Empirical Facts Quantitative Finance, 11:7, 991-1012 (2011) http://dx.doi.org/10.1080/14697688.2010.539248 Econophysics Review: I. Empirical facts Anirban Chakrabortia) and Ioane Muni Tokeb) Laboratoire de Math´ematiques Appliqu´ees aux Syst`emes, Ecole Centrale Paris, 92290 Chˆatenay-Malabry, France Marco Patriarcac) National Institute of Chemical Physics and Biophysics, R¨avala 10, 15042 Tallinn, Estonia and Instituto de Fisica Interdisciplinaire y Sistemas Complejos (CSIC-UIB), E-07122 Palma de Mallorca, Spain Fr´ed´eric Abergeld) Laboratoire de Math´ematiques Appliqu´ees aux Syst`emes, Ecole Centrale Paris, 92290 Chˆatenay-Malabry, France (Dated: 3 November 2010) This article and its companion paper to follow aim at reviewing recent empirical and theoretical develop- ments usually grouped under the term Econophysics. Since its name was coined in 1995 by merging the words “Economics” and “Physics”, this new interdisciplinary field has grown in various directions: theo- retical macroeconomics (wealth distributions), microstructure of financial markets (order book modelling), econometrics of financial bubbles and crashes, etc. We discuss interactions between Physics, Mathematics, Economics and Finance that led to the emergence of Econophysics. Then we present empirical studies reveal- ing statistical properties of financial time series. We begin the presentation with the widely acknowledged “stylized facts” which describe the returns of financial assets – fat tails, volatility clustering, autocorrelation, etc. – and recall that some of these properties are directly linked to the way “time” is taken into account. We continue with the statistical properties observed on order books in financial markets.
    [Show full text]
  • Econophysics Research in India in the Last Two Decades
    Perspectives IIM Kozhikode Society & Management Review Econophysics Research in 2(2) 135–146 © 2013 Indian Institute India in the Last Two Decades of Management Kozhikode SAGE Publications Los Angeles, London, New Delhi, Singapore, Washington DC Asim Ghosh DOI: 10.1177/2277975213507834 http://ksm.sagepub.com Abstract We discuss here researches on econophysics done in India in the last two decades. The term ‘econophysics’ was formally coined in India (Kolkata) in 1995. Since then many research papers, books, reviews, etc. have been written by scientists. Many institutions are now involved in this research field and many conferences are being organized here. In this article we give an account (of papers, books, reviews, papers in proceedings volumes etc.) of this research from India. Keyword Econophysics, sociophysics, wealth distribution, interdisciplinary research in India Introduction India started around 1990 from Saha Institute Nuclear Physics, Kolkata. Now-a-days many researchers from The subject econophysics is an interdisciplinary research different universities and institutes from our country are field where the tools of physics are applied to understand also involved in this research field and international the problem of economics. The term ‘econophysics’ was conferences are being organized here on a regular basis. coined by H. Eugene Stanley in a Kolkata conference on Over the last two decades many papers, books and statistical physics in 1995. The research on economics by reviews have been written by the Indian scientists in this physicists is not new. There were many physicists who field. We will analyze here the statistics of such publica- contributed significantly in the development of economics.
    [Show full text]
  • Physical Review E Statistical, Nonlinear, and Soft Matter Physics
    PHYSICAL REVIEW E STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS Editor EDITORIAL BOARD GARY S. GREST Term ending 31 December 2006 The American Physical Society (Sandia National Laboratories) One Physics Ellipse H. AREF Fluid Dynamics College Park, MD 20740-3844 Associate Editors J. BECHHOEFER Complex Fluids, Biological Physics E. BEN-NAIM Granular Materials President JOHN J. HOPFIELD ARC ARTHELEMY M B B. ECKHARDT Classical Chaos, Quantum Chaos President-Elect LEO P. KADANOFF (CEA-Centre d’Etudes de Bruyeres-le-Chatel) M. GLASER Liquid Crystals Vice-President ARTHUR BIENENSTOCK MICHAEL BRENNER C. MOUKARZEL Statistical Physics Editor-in-Chief MARTIN BLUME Treasurer (Harvard University) R. PODGORNIK Polymer Physics, Biological Physics and Publisher HOMAS C LRATH BURKHARD DUENWEG T J. M I S. RAMASWAMY Complex Fluids Executive Officer JUDY R. FRANZ (Max-Planck-Institut fuer Polymerforschung) T. ROSER Beam Physics BRANT M. JOHNSON B. SCHMITTMANN Statistical Physics (Brookhaven National Laboratory) MARGARET MALLOY Term ending 31 December 2007 APS Editorial Office (APS Editorial Office) G. AHLERS Critical Phenomena, Turbulence 1 Research Road, Box 9000 JOHN F. MARKO A. BARRAT Statistical Physics, Glasses Ridge, NY 11961-9000 (University of Illinois at Chicago) J.-P. BOUCHAUD Statistical Physics Phone: (631) 591-4050 ANTONIO POLITI R. BUNDSCHUH Biopolymers Fax: (631) 591-4141 Email: [email protected] (CNR-Istituto dei Sistemi Complessi) G. CASATI Quantum Chaos, Classical Chaos MARK SAFFMAN Web: http://publish.aps.org/ B. DROSSEL Complex Systems Submissions: [email protected] or (University of Wisconsin) W. FIRTH Nonlinear Optics, Optical http://authors.aps.org/ESUB/ JONATHAN SELINGER Patterns, Solitons (Kent State University) R. KAPRAL Statistical Mechanics, ROBERT ZIFF Nonlinear Dynamics (University of Michigan) A.
    [Show full text]