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Event 

Title:
Giovani L. Vasconcelos (UFPE): Universality Classes of Hierarchical Complex Systems
When:
10.11.2016 16.00 h
Where:
Sala de seminário, 5o andar da Torre Nova -
Category:
Seminários

Description

Seminário de Mecânica Estatística

 

Caros,

essa semana teremos na Quinta Feira 10/11/16 a visita do prof. Giovani L. Vasconcelos, do Departamento de Física da Universidade Federal de Pernambuco. Ele irá apresentar um seminário às 16h na sala 528 da torre nova. O título e o resumo seguem abaixo.

 
Título: Universality Classes of Hierarchical Complex Systems
 
Apresentador: Giovani L. Vasconcelos,Departamento de Física - UFPE
 
A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a large time-scale distribution weighted by the distribution of certain internal variables that characterize the slowly changing background. The dynamics of the  background is formulated as a hierarchical stochastic model whose form is derived from simple physical constraints, which in turn restrict the dynamics to only two possible classes. The probability distributions of both the signal and the background have simple representations in terms of Meijer G-functions. The two universality classes for the background dynamics manifest themselves in the signal distribution as two types of tails: power law and stretched exponential, respectively. A detailed analysis of empirical data from classical turbulence and financial markets shows excellent agreement with the theory.
 

Venue

Group:
Sala de seminário, 5o andar da Torre Nova

Description

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