Physica A: Statistical Mechanics and its Applications

1975 - 2025

Current editor(s): K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

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Volume 370, issue 2, 2006

Local and cluster critical dynamics of the 3d random-site Ising model pp. 163-178

D. Ivaneyko, J. Ilnytskyi, B. Berche and Yu. Holovatch

Stationary state of a heated granular gas: Fate of the usual H-functional pp. 179-189

Ioana Bena, François Coppex, Michel Droz, Paolo Visco, Emmanuel Trizac and Frédéric van Wijland

Fluid mechanics revisited pp. 190-224

Howard Brenner

Peristaltically induced motion of a MHD third grade fluid in a deformable tube pp. 225-239

T. Hayat and N. Ali

Anisotropy in elastic modulus of hydrogel containing magnetic particles pp. 240-244

Takashi Taniguchi, Tetsu Mitsumata, Masataka Sugimoto and Kiyohito Koyama

Knotlike χ disclinations in the cholesteric liquid crystals pp. 245-250

Peng-ming Zhang, Yi-shi Duan and Hong Zhang

Wetting at a polymer gel–vapor interface; a system not influenced by a long-range van der Waals contribution pp. 251-257

M.A. Cohen Stuart and F.A.M. Leermakers

Integral relations for the heat and mass transfer resistivities of the liquid–vapor interface pp. 258-274

Eivind Johannessen and Dick Bedeaux

Turbulence temperature spectra: Scaling theory pp. 275-278

H. Dekker

Extending synchronization scheme to chaotic fractional-order Chen systems pp. 279-285

Junwei Wang, Xiaohua Xiong and Yanbin Zhang

Fluctuating dynamics at the quasiperiodic onset of chaos, Tsallis q-statistics and Mori's q-phase thermodynamics pp. 286-300

H. Hernández-Saldaña and A. Robledo

Soluble models for dynamics driven by a super-diffusive noise pp. 301-315

Max-Olivier Hongler, Roger Filliger and Philippe Blanchard

General synchronization dynamics of coupled Van der Pol–Duffing oscillators pp. 316-328

H.G. Enjieu Kadji and R. Yamapi

Linearisation and potential symmetries of certain systems of diffusion equations pp. 329-345

C. Sophocleous and R.J. Wiltshire

Wait-and-switch stochastic model of the non-Debye relaxation. Derivation of the Burr survival probability pp. 346-354

Bożena Szabat, Paulina Hetman and Karina Weron

Is non-Gaussianity sufficient to produce long-range volatile correlations? pp. 355-363

Radhakrishnan Nagarajan

Dynamic behavior of discrete-time multiagent systems with general communication structures pp. 364-380

Feng Xiao and Long Wang

Synchronization in weighted complex networks: Heterogeneity and synchronizability pp. 381-389

Xin Biao Lu, Xiao Fan Wang, Xiang Li and Jin Qing Fang

Phase transitions in small systems: Microcanonical vs. canonical ensembles pp. 390-406

Jörn Dunkel and Stefan Hilbert

Linear response theory in stochastic many-body systems revisited pp. 407-429

Kumiko Hayashi and Shin-ichi Sasa

Thermal entanglement versus mixture in a spin chain: Generation of maximally entangled mixed states pp. 430-440

Chun-Xian Li, Cheng-Zhi Wang, Xiu-Min Lin and Guang-Can Guo

Electromagnetic field at finite temperature: A first order approach pp. 441-448

R. Casana, B.M. Pimentel and J.S. Valverde

Incidence of nonextensive thermodynamics in temporal scaling at Feigenbaum points pp. 449-460

A. Robledo

Extensivity and the thermodynamic limit: Why size really does matter pp. 461-482

D.P. Sheehan and D.H.E. Gross

Entanglement properties in (12,1) mixed-spin Heisenberg systems pp. 483-500

Zhe Sun, XiaoGuang Wang, AnZi Hu and You-Quan Li

Inverted regions induced by geometric constraints on a classical encounter-controlled binary reaction pp. 501-524

E. Abad and John J. Kozak

Two long-standing problems in Tsallis’ statistics pp. 525-529

Congjie Ou and Jincan Chen

Entropic criterion for model selection pp. 530-538

Chih-Yuan Tseng

Power-law distributions in random multiplicative processes with non-Gaussian colored multipliers pp. 539-552

Shuya Kitada

The truncated Levy-flight process: Application to the random spin phase change in non-linear magnetic fields pp. 553-564

Oleg Posnansky, Ruiwang Huang and N. Jon Shah

n-ary fragmentation model with nearest point flaw and maximal net force fracture pp. 565-572

Gonzalo Hernandez, Luis Salinas and Andres Avila

Effective spin-glass Hamiltonian for the anomalous dynamics of the HMF model pp. 573-584

Alessandro Pluchino, Vito Latora and Andrea Rapisarda

Phase diagram and tricritical behavior of the spin-1 Heisenberg model with Dzyaloshinskii–Moriya interactions pp. 585-590

Guang-Hou Sun and Xiang-Mu Kong

Three-dimensional Lorentz model in a magnetic field: Exact and Chapman–Enskog solutions pp. 591-600

F. Cornu and J. Piasecki

Noise-driven nonlinear sigma model pp. 601-612

M. Malard Sales, A.S.T. Pires, Ronald Dickman and M.C. Nemes

A second-order phase transition in the complete graph stochastic epidemic model pp. 613-624

L. Acedo

Electronic transport in DNA sequences: The role of correlations and inter-strand coupling pp. 625-631

E.L. Albuquerque, M.L. Lyra and F.A.B.F. de Moura

Statistics of biophysical signal characteristics and state specificity of the human EEG pp. 632-650

R.M. Dünki and M. Dressel

Probabilistic analysis of the frequencies of amino acid pairs within characterized protein sequences pp. 651-662

Shiyi Shen, Bo Kai, Jishou Ruan, J. Torin Huzil, Eric Carpenter and Jack A. Tuszynski

Statistical analysis of gene regulatory networks reconstructed from gene expression data of lung cancer pp. 663-671

Lanfang Sun, Lu Jiang, Menghui Li and Dacheng He

Optimal vaccine scheduling in cancer immunotherapy pp. 672-680

B. Piccoli and F. Castiglione

A note on Black–Scholes implied volatility pp. 681-688

Jesús Chargoy-Corona and Carlos Ibarra-Valdez

Long-memory volatility in derivative hedging pp. 689-696

Abby Tan

A power-law distribution for tenure lengths of sports managers pp. 697-703

Toke Aidt, Bernard Leong, William C. Saslaw and Daniel Sgroi

Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets pp. 704-726

Didier Sornette and Wei-Xing Zhou

Combined update scheme in the Sznajd model pp. 727-733

Tu Yu-Song, A.O. Sousa, Kong Ling-Jiang and Liu Mu-Ren

The coevolution of individual economic characteristics and socioeconomic networks pp. 734-740

Dietrich Stauffer, Martin Hohnisch and Sabine Pittnauer

Analysis of concentration patterns in volcanic rocks: Insights into dynamics of highly explosive volcanic eruptions pp. 741-746

D. Perugini, M. Petrelli and G. Poli

Biham–Middleton–Levine model with four-directional traffic pp. 747-755

Ding-wei Huang and Wei-neng Huang

Traffic jam and discontinuity induced by slowdown in two-stage optimal-velocity model pp. 756-768

Katsunori Tanaka, Ryoichi Nagai and Takashi Nagatani

The application of Hölder exponent to traffic congestion warning pp. 769-776

Pengjian Shang, Yongbo Lu and Santi Kama

Inferring mixed-culture growth from total biomass data in a wavelet approach pp. 777-792

V. Ibarra-Junquera, P. Escalante-Minakata, J.S. Murguía and H.C. Rosu

A theoretical analysis on self-organized formation of microbial biofilms pp. 793-807

Li Ming Chen and Li He Chai

Language time series analysis pp. 808-816

Kosmas Kosmidis, Alkiviadis Kalampokis and Panos Argyrakis

On the suitability of Yule process to stochastically model some properties of object-oriented systems pp. 817-831

Giulio Concas, Michele Marchesi, Sandro Pinna and Nicola Serra

Adaptive exponential synchronization of delayed chaotic networks pp. 832-842

Wenjun Xiong, Wei Xie and Jinde Cao

An efficient approach of controlling traffic congestion in scale-free networks pp. 843-853

Zonghua Liu, Weichuan Ma, Huan Zhang, Yin Sun and P.M. Hui

Optimization of network robustness to random breakdowns pp. 854-862

Gerald Paul, Sameet Sreenivasan, Shlomo Havlin and H. Eugene Stanley

Generating multi-scaling networks with two types of vertices pp. 863-868

Shi-Jie Yang and Hu Zhao

Modelling of weighted evolving networks with community structures pp. 869-876

Chunguang Li and Guanrong Chen

Volume 370, issue 1, 2006

Worrying trends in econophysics pp. 1-6

Mauro Gallegati, Steve Keen, Thomas Lux and Paul Ormerod

The minority game: A statistical physics perspective pp. 7-11

David Sherrington

Moving average rules as a source of market instability pp. 12-17

Carl Chiarella, Xuezhong (Tony) He and Cars Hommes

Risk bubbles and market instability pp. 18-22

Matteo Marsili and Giacomo Raffaelli

Portfolio selection and asset pricing under a benchmark approach pp. 23-29

Eckhard Platen

Hidden forces and fluctuations from moving averages: A test study pp. 30-37

V. Alfi, F. Coccetti, M. Marotta, L. Pietronero and M. Takayasu

Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data pp. 38-42

Simone Alfarano, Thomas Lux and Friedrich Wagner

Comments on recent studies of the dynamics and distribution of money pp. 43-48

Peter Richmond, Przemek Repetowicz, Stefan Hutzler and Ricardo Coelho

The power-law tail exponent of income distributions pp. 49-53

Fabio Clementi, T. Di Matteo and Mauro Gallegati

A study of the personal income distribution in Australia pp. 54-59

Anand Banerjee, Victor Yakovenko and T. Di Matteo

Economic modelling with low-cognition agents pp. 60-63

Paul Ormerod

Optimal investment horizons for stocks and markets pp. 64-67

A. Johansen, I. Simonsen and M.H. Jensen

Business fluctuations in a credit-network economy pp. 68-74

Domenico Delli Gatti, Mauro Gallegati, Bruce Greenwald, Alberto Russo and Joseph Stiglitz

A general equilibrium model of a production economy with asset markets pp. 75-80

Marco Raberto, Andrea Teglio and Silvano Cincotti

Profit maximization, industry structure, and competition: A critique of neoclassical theory pp. 81-85

Steve Keen and Russell Standish

Growth and allocation of resources in economics: The agent-based approach pp. 86-90

Enrico Scalas, Mauro Gallegati, Eric Guerci, David Mas and Alessandra Tedeschi

Potential force observed in market dynamics pp. 91-97

Misako Takayasu, Takayuki Mizuno and Hideki Takayasu

Price of coupon bond options in a quantum field theory of forward interest rates pp. 98-103

Belal E. Baaquie

Performance of genetic programming to extract the trend in noisy data series pp. 104-108

A. Borrelli, I. De Falco, A. Della Cioppa, M. Nicodemi and G. Trautteur

An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics pp. 109-113

Taisei Kaizoji

Coupled continuous time random walks in finance pp. 114-118

Mark M. Meerschaert and Enrico Scalas

Are asset return tail estimations related to volatility long-range correlations? pp. 119-126

Emmanuel Bacry, Alexey Kozhemyak and Jean-François Muzy

Exact results for the roughness of a finite size random walk pp. 127-131

V. Alfi, F. Coccetti, M. Marotta, A. Petri and L. Pietronero

Scale-free avalanche dynamics in the stock market pp. 132-139

M. Bartolozzi, D.B. Leinweber and A.W. Thomas

Comments on the use of network structures to analyse commercial companies’ evolution and their impact on economic behaviour pp. 140-144

Carmen Costea

Spectrum, intensity and coherence in weighted networks of a financial market pp. 145-150

Gergely Tibély, Jukka-Pekka Onnela, Jari Saramäki, Kimmo Kaski and János Kertész

Correlation in business networks pp. 151-155

Wataru Souma, Hideaki Aoyama, Yoshi Fujiwara, Yuichi Ikeda, Hiroshi Iyetomi and Taisei Kaizoji

Dynamical networks from correlations pp. 156-161

T. Aste and T. Di Matteo