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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 355, issue 2, 2005

An inverse kinetic theory for the incompressible Navier–Stokes equations pp. 233-250 Downloads
M. Ellero and M. Tessarotto
A continuum approach to phoretic motions: Thermophoresis pp. 251-273 Downloads
Howard Brenner and James R. Bielenberg
Kramers equation for a charged Brownian particle: The exact solution pp. 274-282 Downloads
Tania P. Simões and Roberto E. Lagos
A new set of Monte Carlo moves for lattice random-walk models of biased diffusion pp. 283-296 Downloads
Michel G. Gauthier and Gary W. Slater
A field-theoretic causal model of a Mach–Zehnder Wheeler delayed-choice experiment pp. 297-318 Downloads
P.N. Kaloyerou
Kinetic equations for quantum information pp. 319-332 Downloads
Bi Qiao, X.S. Xing and H.E. Ruda
Generalized Schrödinger equation and quantum measurement pp. 333-345 Downloads
Bi Qiao and H.E. Ruda
Thermodynamic limit for the Ising model on the Cayley tree pp. 346-354 Downloads
Borko D. Stošić, Tatijana Stošić and Ivon P. Fittipaldi
The effect of microstructure on magnetic phase transitions in an Ising model pp. 355-373 Downloads
Guang-Ping Zheng, Dirk Gross and Mo Li
Analytic study of clustering in shaken granular material using zero-range processes pp. 374-382 Downloads
János Török
Lattice-gas modeling of adsorption on nanotube bundles at criticality pp. 383-392 Downloads
P.M. Pasinetti, J.L. Riccardo and A.J. Ramirez-Pastor
Finite-size scaling at first- and second-order phase transitions of Baxter–Wu model pp. 393-407 Downloads
S.S. Martinos, A. Malakis and I. Hadjiagapiou
A network model for clonal differentiation and immune memory pp. 408-426 Downloads
Alexandre de Castro
Interaction of morphogens with geometry pp. 427-438 Downloads
F.W. Cummings
Model for the respiratory modulation of the heart beat-to-beat time interval series pp. 439-460 Downloads
Alberto Capurro, Luis Diambra and C.P. Malta
Long correlations and truncated Levy walks applied to the study Latin-American market indices pp. 461-474 Downloads
Sebastian Jaroszewicz, M. Cristina Mariani and Marta Ferraro
Role of multifractal sources in the analysis of stock market time series pp. 475-496 Downloads
Antonio Turiel and Conrad J. Pérez-Vicente
Multifractal analysis of SSEC in Chinese stock market: A different empirical result from Heng Seng index pp. 497-508 Downloads
Yu Wei and Dengshi Huang
Controlling firms through the majority voting rule pp. 509-529 Downloads
Ariane Chapelle and Ariane Szafarz
Phase diagram in multi-phase traffic model pp. 530-550 Downloads
Ryoichi Nagai, Takashi Nagatani and Akio Yamada
The traffic flow controlled by the traffic lights in the speed gradient continuum model pp. 551-564 Downloads
Rui Jiang and Qing-Song Wu
Control of spatiotemporal congested traffic patterns at highway bottlenecks pp. 565-601 Downloads
Boris S. Kerner
Congestion schemes and Nash equilibrium in complex networks pp. 602-618 Downloads
Juan A. Almendral, Luis López, Vicent Cholvi and Miguel A.F. Sanjuán
A maximum likelihood estimator for long-range persistence pp. 619-632 Downloads
Alexandra Guerrero and Leonard A. Smith
A method to discern complexity in two-dimensional patterns generated by coupled map lattices pp. 633-640 Downloads
Juan R. Sánchez and Ricardo López-Ruiz
A stochastic evolutionary model exhibiting power-law behaviour with an exponential cutoff pp. 641-656 Downloads
Trevor Fenner, Mark Levene and George Loizou
On synchronous preference of complex dynamical networks pp. 657-666 Downloads
Jin Fan, Xiang Li and Xiao Fan Wang
Evaluating North American electric grid reliability using the Barabási–Albert network model pp. 667-677 Downloads
David P. Chassin and Christian Posse
The network of syllables in Portuguese pp. 678-684 Downloads
M. Medeiros Soares, G. Corso and L.S. Lucena

Volume 355, issue 1, 2005

Making dynamic modeling effective in economics pp. 1-9 Downloads
Joseph L. McCauley
Volatility of power markets pp. 10-20 Downloads
Ingve Simonsen
Interest rates hierarchical structure pp. 21-33 Downloads
T. Di Matteo, T. Aste, S.T. Hyde and S. Ramsden
Modeling and simulation of a double auction artificial financial market pp. 34-45 Downloads
Marco Raberto and Silvano Cincotti
Prediction of energy consumption and risk of excess demand in a distribution system pp. 46-53 Downloads
Marko Thaler, Igor Grabec and Alojz Poredoš
Some statistical investigations on the nature and dynamics of electricity prices pp. 54-61 Downloads
Giulio Bottazzi, Sandro Sapio and Angelo Secchi
The investment timing game in petroleum production: An econometric model pp. 62-68 Downloads
C.-Y. Cynthia Lin
Modeling and implementation of an artificial electricity market using agent-based technology pp. 69-76 Downloads
Eric Guerci, S. Ivaldi, S. Pastore and Silvano Cincotti
The NCSTAR model as an alternative to the GWR model pp. 77-84 Downloads
Marie Lebreton
Nonlinear complex dynamics and Keynesian rigidity: A short introduction pp. 85-94 Downloads
Edgardo Jovero
Input output scaling relations in Italian manufacturing firms pp. 95-102 Downloads
Giulio Bottazzi, Marco Grazzi and Angelo Secchi
Why are economists sceptical about agent-based simulations? pp. 103-109 Downloads
Roberto Leombruni and Matteo Richiardi
A tractable evolutionary model for the Minority Game with asymmetric payoffs pp. 110-118 Downloads
Pietro Dindo
Convergence of reinforcement learning to Nash equilibrium: A search-market experiment pp. 119-130 Downloads
Eric Darmon and Roger Waldeck
Diffusion Entropy technique applied to the study of the market activity pp. 131-137 Downloads
Luigi Palatella, Josep Perelló, Miquel Montero and Jaume Masoliver
Structure and evolution of the world trade network pp. 138-144 Downloads
Diego Garlaschelli and Maria I. Loffredo
Clustering of financial time series with application to index and enhanced index tracking portfolio pp. 145-151 Downloads
Christian Dose and Silvano Cincotti
Hints for an extension of the early exercise premium formula for American options pp. 152-157 Downloads
Hans-Peter Bermin, Arturo Kohatsu-Higa and Josep Perelló
Corporate bond liquidity and matrix pricing pp. 158-164 Downloads
Yusho Kagraoka
Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility pp. 165-175 Downloads
Claudio Morana
Goodness-of-fit test for copulas pp. 176-182 Downloads
Valentyn Panchenko
Non-linear logit models for high-frequency data analysis pp. 183-189 Downloads
Naoya Sazuka
Long-range correlations in time series generated by time-fractional diffusion: A numerical study pp. 190-198 Downloads
Davide Barbieri and Alessandro Vivoli
Speculative dynamics in a time-delay model of asset prices pp. 199-208 Downloads
Ghassan Dibeh
Uncertainty relations in models of market microstructure pp. 209-216 Downloads
Ted Theodosopoulos
A stabilization theorem for dynamics of continuous opinions pp. 217-223 Downloads
Jan Lorenz
Herding and clustering: Ewens vs. Simon–Yule models pp. 224-231 Downloads
D. Costantini, S. Donadio, U. Garibaldi and P. Viarengo
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