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Non-Markovianity, entropy production, and Jarzynski equality

Autor: Martins, J., Defaveri, L., Soares-Pinto, D. O., Queirós, S. M. D., Morgado, W. A. M.

Publikováno v: Phys. Rev. E 103, 022108 (2021)

We explore the role a non-Markovian memory kernel plays on information exchange and entropy production in the context of a external work protocol. The Jarzynski Equality is shown to hold for both the harmonic and the non-harmonic models. We observe t

Externí odkaz: http://arxiv.org/abs/2009.14290

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Hysteresis and disorder-induced order in continuous kinetic-like opinion dynamics in complex networks

Autor: Oestereich, A. L., Pires, M. A., Queirós, S. M. Duarte, Crokidakis, N.

Publikováno v: Chaos, Solitons & Fractals 137, 109893 (2020)

In this work we tackle a kinetic-like model of opinions dynamics in a networked population endued with a quenched plurality and polarization. Additionally, we consider pairwise interactions that are restrictive, which is modeled with a smooth bounded

Externí odkaz: http://arxiv.org/abs/2002.09366

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Non-parametric segmentation of non-stationary time series

Autor: Camargo, S., Queirós, S. Duarte, Anteneodo, C.

The non-stationary evolution of observable quantities in complex systems can frequently be described as a juxtaposition of quasi-stationary spells. Given that standard theoretical and data analysis approaches usually rely on the assumption of station

Externí odkaz: http://arxiv.org/abs/1105.0411

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On low-sampling-rate Kramers-Moyal coefficients

Autor: Anteneodo, C., Queiros, S. M. Duarte

Publikováno v: Phys. Rev. E 82, 041122 (2010) [8 pages]

We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence an

Externí odkaz: http://arxiv.org/abs/1010.0854

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On the multi-fractal structure of traded volume in financial markets

Autor: Moyano, L. G., de Souza, J., Queiros, S. M. Duarte

Publikováno v: Physica A 371, 118 (2006)

In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-linear dependences in the multi-fractal structure of the observable. Ou

Externí odkaz: http://arxiv.org/abs/physics/0512240

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