Contour lines of the discrete scale invariant rough surfaces

We study the fractal properties of the 2d discrete scale invariant (DSI) rough surfaces. The contour lines of these rough surfaces show clear DSI. In the appropriate limit the DSI surfaces converge to the scale invariant rough surfaces. The fractal properties of the 2d DSI rough surfaces apart from possessing the discrete scale invariance property follow the properties of the contour lines of the corresponding scale invariant rough surfaces. We check this hypothesis by calculating numerous fractal exponents of the contour lines by using numerical calculations. Apart from calculating the known scaling exponents some other new fractal exponents are also calculated.Comment: 9 Pages, 12 figure

Thermodynamic interpretation of the uniformity of the phase space probability measure

Uniformity of the probability measure of phase space is considered in the framework of classical equilibrium thermodynamics. For the canonical and the grand canonical ensembles, relations are given between the phase space uniformities and thermodynamic potentials, their fluctuations and correlations. For the binary system in the vicinity of the critical point the uniformity is interpreted in terms of temperature dependent rates of phases of well defined uniformities. Examples of a liquid-gas system and the mass spectrum of nuclear fragments are presented.Comment: 11 pages, 2 figure

Hurst Coefficient in long time series of population size: Model for two plant populations with different reproductive strategies

Can the fractal dimension of fluctuations in population size be used to estimate extinction risk? The problem with estimating this fractal dimension is that the lengths of the time series are usually too short for conclusive results. This study answered this question with long time series data obtained from an iterative competition model. This model produces competitive extinction at different perturbation intensities for two different germination strategies: germination of all seeds vs. dormancy in half the seeds. This provided long time series of 900 years and different extinction risks. The results support the hypothesis for the effectiveness of the Hurst coefficient for estimating extinction risk

Extreme values and fat tails of multifractal fluctuations

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with such data. We show that because of strong correlations, standard extreme value approach is not valid and classical tail exponent estimators should be interpreted cautiously. Extreme statistics associated with multifractal random processes turn out to be characterized by non self-averaging properties. Our considerations rely upon some analogy between random multiplicative cascades and the physics of disordered systems and also on recent mathematical results about the so-called multifractal formalism. Applied to financial time series, our findings allow us to propose an unified framemork that accounts for the observed multiscaling properties of return fluctuations, the volatility clustering phenomenon and the observed ``inverse cubic law'' of the return pdf tails

Wealth Condensation in Pareto Macro-Economies

We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth condensation takes place in the social phase for closed and open economies, while it occurs in the liberal phase for super-open economies. In the first two cases, the condensation is related to a mechanism known from the balls-in-boxes model, while in the last case to the non-integrable tails of the Pareto distribution. For a closed macro-economy in the social phase, we point to the emergence of a ``corruption'' phenomenon: a sizeable fraction of the total wealth is always amassed by a single individual.Comment: 4 pages, 1 figur

Zipf's law in Nuclear Multifragmentation and Percolation Theory

We investigate the average sizes of the $n$ largest fragments in nuclear multifragmentation events near the critical point of the nuclear matter phase diagram. We perform analytic calculations employing Poisson statistics as well as Monte Carlo simulations of the percolation type. We find that previous claims of manifestations of Zipf's Law in the rank-ordered fragment size distributions are not born out in our result, neither in finite nor infinite systems. Instead, we find that Zipf-Mandelbrot distributions are needed to describe the results, and we show how one can derive them in the infinite size limit. However, we agree with previous authors that the investigation of rank-ordered fragment size distributions is an alternative way to look for the critical point in the nuclear matter diagram.Comment: 8 pages, 11 figures, submitted to PR

Stability Analysis of a Hybrid Cellular Automaton Model of Cell Colony Growth

Cell colonies of bacteria, tumour cells and fungi, under nutrient limited growth conditions, exhibit complex branched growth patterns. In order to investigate this phenomenon we present a simple hybrid cellular automaton model of cell colony growth. In the model the growth of the colony is limited by a nutrient that is consumed by the cells and which inhibits cell division if it falls below a certain threshold. Using this model we have investigated how the nutrient consumption rate of the cells affects the growth dynamics of the colony. We found that for low consumption rates the colony takes on a Eden-like morphology, while for higher consumption rates the morphology of the colony is branched with a fractal geometry. These findings are in agreement with previous results, but the simplicity of the model presented here allows for a linear stability analysis of the system. By observing that the local growth of the colony is proportional to the flux of the nutrient we derive an approximate dispersion relation for the growth of the colony interface. This dispersion relation shows that the stability of the growth depends on how far the nutrient penetrates into the colony. For low nutrient consumption rates the penetration distance is large, which stabilises the growth, while for high consumption rates the penetration distance is small, which leads to unstable branched growth. When the penetration distance vanishes the dispersion relation is reduced to the one describing Laplacian growth without ultra-violet regularisation. The dispersion relation was verified by measuring how the average branch width depends on the consumption rate of the cells and shows good agreement between theory and simulations.Comment: 8 pages, 6 figure

On the self-similarity in quantum Hall systems

The Hall-resistance curve of a two-dimensional electron system in the presence of a strong perpendicular magnetic field is an example of self-similarity. It reveals plateaus at low temperatures and has a fractal structure. We show that this fractal structure emerges naturally in the Hamiltonian formulation of composite fermions. After a set of transformations on the electronic model, we show that the model, which describes interacting composite fermions in a partially filled energy level, is self-similar. This mathematical property allows for the construction of a basis of higher generations of composite fermions. The collective-excitation dispersion of the recently observed 4/11 fractional-quantum-Hall state is discussed within the present formalism.Comment: 7 pages, 4 figures; version accepted for publication in Europhys. Lett., new version contains energy calculations for collective excitations of the 4/11 stat

A Bohmian approach to quantum fractals

A quantum fractal is a wavefunction with a real and an imaginary part continuous everywhere, but differentiable nowhere. This lack of differentiability has been used as an argument to deny the general validity of Bohmian mechanics (and other trajectory--based approaches) in providing a complete interpretation of quantum mechanics. Here, this assertion is overcome by means of a formal extension of Bohmian mechanics based on a limiting approach. Within this novel formulation, the particle dynamics is always satisfactorily described by a well defined equation of motion. In particular, in the case of guidance under quantum fractals, the corresponding trajectories will also be fractal.Comment: 19 pages, 3 figures (revised version

Fractal geometry of critical Potts clusters

Numerical simulations on the total mass, the numbers of bonds on the hull, external perimeter, singly connected bonds and gates into large fjords of the Fortuin-Kasteleyn clusters for two-dimensional q-state Potts models at criticality are presented. The data are found consistent with the recently derived corrections-to-scaling theory. However, the approach to the asymptotic region is slow, and the present range of the data does not allow a unique identification of the exact correction exponentsComment: 7 pages, 8 figures, Late