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Sheared disk packings as a model system for complex dynamics

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  • Sexton, M.B.
  • Hardiman, S.J.
  • Möbius, M.E.
  • Hutzler, S.
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    Abstract

    Stress fluctuations in a model of densely packed disks under steady shear reproduce many features known for complex systems. These include fat-tailed probability distributions, volatility clustering and long-range autocorrelations. Using a rescaling analysis developed in econophysics, we relate stress rises and falls to rearrangements of the disks.

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    Bibliographic Info

    Article provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.

    Volume (Year): 394 (2014)
    Issue (Month): C ()
    Pages: 312-319

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    Handle: RePEc:eee:phsmap:v:394:y:2014:i:c:p:312-319

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    Web page: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/

    Related research

    Keywords: Complex dynamics; Foam rheology; Soft disk model; Volatility clustering; Long-range memory; Econophysics;

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    1. Granger, C. W. J., 1980. "Long memory relationships and the aggregation of dynamic models," Journal of Econometrics, Elsevier, vol. 14(2), pages 227-238, October.
    2. Richard B. Olsen & Ulrich A. Müller & Michel M. Dacorogna & Olivier V. Pictet & Rakhal R. Davé & Dominique M. Guillaume, 1997. "From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)," Finance and Stochastics, Springer, vol. 1(2), pages 95-129.
    3. Fabrizio Lillo & J. Doyne Farmer, 2003. "The long memory of the efficient market," Papers cond-mat/0311053, arXiv.org, revised Jul 2004.
    4. Yanhui Liu & Parameswaran Gopikrishnan & Pierre Cizeau & Martin Meyer & Chung-Kang Peng & H. Eugene Stanley, 1999. "The statistical properties of the volatility of price fluctuations," Papers cond-mat/9903369, arXiv.org, revised Mar 1999.
    5. Lobato, Ignacio N & Velasco, Carlos, 2000. "Long Memory in Stock-Market Trading Volume," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(4), pages 410-27, October.
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