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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

From Elsevier
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Volume 532, issue C, 2019

Financial modelling applying multivariate Lévy processes: New insights into estimation and simulation Downloads
A.W. Rathgeber, J. Stadler and S. Stöckl
Nontrivial effects of uncertainty on epidemic spreading under limited resources Downloads
Jian Jiang and Tianshou Zhou
Information dissemination in dynamic hypernetwork Downloads
Xin Jiang, Zhiping Wang and Wei Liu
Statistical properties of Multiscale Regression Analysis: Simulation and application to human postural control Downloads
Aaron D. Likens, Polemnia G. Amazeen, Stephen G. West and Cameron T. Gibbons
Non-Gaussian thermostatistical considerations upon the Saha equation Downloads
Bráulio B. Soares, Edésio M. Barboza, Everton M.C. Abreu and Jorge Ananias Neto
Microstructural clustering in multiphase materials and its quantification Downloads
Sholpan Sumbekova, Aigerim Iskakova and T.D. Papathanasiou
Statistical physics when the heat bath is large but finite Downloads
Won Sang Chung and Hassan Hassanabadi
Research on minimum control energy of complex networks by the non-independent control strategy of single control input Downloads
Jianming Zhao, Qian Lu, Yu Peng and Xue Wu
Topological characteristics of metro networks based on transfer constraint Downloads
Xue-mei Xiao, Li-min Jia, Yan-hui Wang and Chen-chen Zhang
Preferential redistribution in cascading failure by considering local real-time information Downloads
Bo Song, Zhen-Hao Zhang, Yu-Rong Song, Guo-Ping Jiang, Yin-Wei Li and Xiao-Ping Su
Gait analysis and recognition prediction of the human skeleton based on migration learning Downloads
Chao Sun, Chao Wang and Weike Lai
Building multi-scale portfolios and efficient market frontiers using fractal regressions Downloads
Oussama Tilfani, Paulo Ferreira and My Youssef El Boukfaoui
A stochastic SIS model driven by random diffusion of air pollutants Downloads
Sha He, Sanyi Tang and Weiming Wang
The impact of the density difference memory integral on traffic stability in two-lane lattice hydrodynamic model Downloads
Changqing Liu, Yigang He and Guanghan Peng
Transition-event duration in one-dimensional systems under correlated noise Downloads
Hua Li, Yong Xu, Xiaole Yue and Jürgen Kurths
Merton’s equation and the quantum oscillator II: Option pricing Downloads
Belal Ehsan Baaquie
Forecasting the volatility of onshore and offshore USD/RMB exchange rates using a multifractal approach Downloads
Limei Sun, Meiqi Xiang and Leorey Marquez
The influence of Lent on marriages and conceptions explored through a new methodology Downloads
Claudiu Herteliu, Peter Richmond and Bertrand M. Roehner
Dynamic optimal control at Hopf bifurcation of a Newman–Watts model of small-world networks via a new PD1n scheme Downloads
Lingzhi Si, Min Xiao, Zhengxin Wang, Chengdai Huang, Zunsgui Cheng, Binbin Tao and Fengyu Xu
Exact traveling and non-traveling wave solutions of the time fractional reaction–diffusion equation Downloads
Bailin Zheng, Yue Kai, Wenlong Xu, Nan Yang, Kai Zhang and P.M. Thibado
Quantitative evaluation of consecutive resilience cycles in stock market performance: A systems-oriented approach Downloads
Junqing Tang, Hans Heinimann and Layla Khoja
Rank-frequency distribution of natural languages: A difference of probabilities approach Downloads
Germinal Cocho, Rosalío F. Rodríguez, Sergio Sánchez, Jorge Flores, Carlos Pineda and Carlos Gershenson
Agent-based opinion formation modeling in social network: A perspective of social psychology Downloads
Xicheng Yin, Hongwei Wang, Pei Yin and Hengmin Zhu
Temporal correlations in human locomotion: Recommendations for sampling rate and foot strike detection Downloads
Joshua J. Liddy, Scott W. Ducharme, Richard E.A. van Emmerik and Jeffrey M. Haddad
Cluster evolution in public goods game with fairness mechanism Downloads
Baojian Zhang, Zeguang Cui and Xiaohang Yue
Analysis of shares frequency components on daily value-at-risk in emerging and developed markets Downloads
Milton Biage
Probabilistic divergence of permutations for nonlinearity detection Downloads
Wenpo Yao, Jin Li, Fengzhen Hou and Jun Wang
Hermite–Gaussian model for quantum states Downloads
Marcelo Losada, Ignacio S. Gomez and Federico Holik
Revisiting scaling relations for linguistic diversity Downloads
M.R.F. Santos and M.A.F. Gomes
Empirical implementation of entropy risk factor model: A test on Chilean peso Downloads
Levan Efremidze, Darrol J. Stanley, Abraham Park and Nikolai Wasilewski
The Blume–Capel model in a square lattice with Jx=−Jy interactions in an external field Downloads
Alejandra I. Guerrero and Daniel A. Stariolo
Multiscale multifractal detrended fluctuation analysis of multivariate time series Downloads
Qingju Fan, Shuanggui Liu and Kehao Wang
Reliability analysis of CPS systems under different edge repairing strategies Downloads
Hao Peng, Can Liu, Dandan Zhao and Jianmin Han
The effect of increasing returns to scale in public goods investment on threshold values of cooperation under social exclusion mechanism Downloads
Ji Quan, Junjun Zheng, Xianjia Wang and Xiukang Yang
Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? Downloads
Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch
Multiple states induced by dynamic speed allocation in dynamical networks Downloads
Xiang Ling, Junjie Chen, Ning Guo, Kongjin Zhu, Jiancheng Long, Qin Shi and Rui Jiang
Exploring the dynamic effects of financial factors on oil prices based on a TVP-VAR model Downloads
Fenghua Wen, Minzhi Zhang, Mi Deng, Yupei Zhao and Jian Ouyang
Evolutionary characteristics of M&A involving parties of Chinese listed companies based on two-mode network Downloads
Chen Guo, Yuchen Song, Huajiao Li, Nairong Liu and Sui Guo
Pricing of FX options in the MPT/CIR jump-diffusion model with approximative fractional stochastic volatility Downloads
Jian-hao Kang, Ben-zhang Yang and Nan-jing Huang
Characterising submonolayer deposition via visibility graphs Downloads
D. Allen, M. Grinfeld and P.A. Mulheran
Dynamics in a stochastic Heroin model with seasonal variation Downloads
Junli Liu and Shixue Wang
Distinct nodes visited by random walkers on scale-free networks Downloads
Aanjaneya Kumar, Yagyik Goswami and M.S. Santhanam
Dynamic evolution process of financial impact path under the multidimensional spatial effect based on G20 financial network Downloads
Weiping Zhang, Xintian Zhuang and Yanshuang Li
Research on the information dissemination mechanisms of weibo in scale-free networks Downloads
Huiqin Zhang, Yingfang Liu and Xudong Chen
The impact of oil price changes on stock returns of new energy industry in China: A firm-level analysis Downloads
Fan Zhu, Faqi Jin, Haiquan Wu and Fenghua Wen
The effects of foreign uncertainty shocks on China’s macro-economy: Empirical evidence from a nonlinear ARDL model Downloads
Fenghua Wen, Yilin Xiao and Haiquan Wu
Thermal optimization of square pin-fins in crossflow using the Lattice Boltzmann Method with quadratic thermal equilibrium Downloads
Mohammed A. Boraey
Robustness analysis on the pricing of some options on two assets with delays Downloads
Lisha Lin, Yaqiong Li, Jianhong Wu and Ge Li
Carbon emissions efficiency and abatement cost under inter-region differentiated mitigation strategies: A modified DDF model Downloads
Fanyi Meng
Vehicle demand evolution analysis from the complex network perspective Downloads
Zhong-Yuan Jiang, Qiang Wang, Zhi-Quan Liu and Jian-Feng Ma
An improvement method for degree and its extending centralities in directed networks Downloads
Peng Jia, Jiayong Liu, Cheng Huang, Lin Liu and Chunyang Xu
Opinion dynamics with bounded confidence and group pressure Downloads
Chun Cheng and Changbin Yu
Inequalities related to some types of entropies and divergences Downloads
Shigeru Furuichi and Nicuşor Minculete
From modulational instability to self-trapping in nonlinear chains with power-law hopping amplitudes Downloads
W.S. Dias, J.F.A. Sousa and M.L. Lyra
Relaxation times and ergodic properties in a realistic ionic-crystal model, and the modern form of the FPU problem Downloads
Andrea Carati, Luigi Galgani, Fabrizio Gangemi and Roberto Gangemi
Continuous time random walk with A→B reaction in flows Downloads
G.H. Li, H. Zhang and B. Zhang
Analytical results of the extensible freely jointed chain model Downloads
Alessandro Fiasconaro and Fernando Falo
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