منابع مشابه
Long-range Correlation in Sheared Granular Fluids
The time and the spatial correlations play important roles in non-equilibrium statistical physics [1-16]. The behaviors of the correlation functions in ordinary fluids are well understood. It is known that there exist long-time tails in the time correlation functions in fluids at equilibrium [1, 2, 3, 4]. In addition, long-range correlations exist in the spatial correlation functions in non-equ...
متن کاملLong-time tails for sheared fluids
The long-time behaviors of the velocity autocorrelation function (VACF) for sheared fluids are investigated theoretically and numerically. It is found the existence of the cross-overs of VACF from t to t in sheared fluids of elastic particles without any thermostat, and from t to t in both sheared fluids of elastic particles with a thermostat and sheared granular fluids, where d is the spatial ...
متن کاملComment on "Long-ranged orientational order in dipolar fluids"
Recently Groh and Dietrich[1] calculated orientational order transitions for dipolar fluids contained in spheroidal shapes of aspect ratio k. According to their study the thermodynamic state of a dipolar fluid depends on the shape of the fluid's container. For example, a homogeneous fluid in a short fat container would phase separate when transferred to a tall skinny container of identical volu...
متن کاملWork Probability Distribution for a Ferromagnet with Long-ranged and Short- Ranged Correlations
Work fluctuations and work probability distributions are fundamentally different in systems with shortranged versus long-ranged correlations. Specifically, in systems with long-ranged correlations the work distribution is extraordinarily broad compared to systems with shortranged correlations. This difference profoundly affects the possible applicability of fluctuation theorems like the Jarzyns...
متن کاملOn a Universal Mechanism for Long Ranged Volatility Correlations
We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between ‘active’ and ‘inactive’ strategies is subordinated to random-walk like processes. We numerically demonstrate our scenario in the framework of simplified market models, such as the Minority Game model with an ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review E
سال: 2002
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.66.041206