Literature DB >> 11909200

Log-periodic route to fractal functions.

S Gluzman1, D Sornette.   

Abstract

Log-periodic oscillations have been found to decorate the usual power-law behavior found to describe the approach to a critical point, when the continuous scale-invariance symmetry is partially broken into a discrete-scale invariance symmetry. For Ising or Potts spins with ferromagnetic interactions on hierarchical systems, the relative magnitude of the log-periodic corrections are usually very small, of order 10(-5). In growth processes [diffusion limited aggregation (DLA)], rupture, earthquake, and financial crashes, log-periodic oscillations with amplitudes of the order of 10% have been reported. We suggest a "technical" explanation for this 4 order-of-magnitude difference based on the property of the "regular function" g(x) embodying the effect of the microscopic degrees of freedom summed over in a renormalization group (RG) approach F(x)=g(x)+mu(-1)F(gamma x) of an observable F as a function of a control parameter x. For systems for which the RG equation has not been derived, the previous equation can be understood as a Jackson q integral, which is the natural tool for describing discrete-scale invariance. We classify the "Weierstrass-type" solutions of the RG into two classes characterized by the amplitudes A(n) of the power-law series expansion. These two classes are separated by a novel "critical" point. Growth processes (DLA), rupture, earthquake, and financial crashes thus seem to be characterized by oscillatory or bounded regular microscopic functions that lead to a slow power-law decay of A(n), giving strong log-periodic amplitudes. If in addition, the phases of A(n) are ergodic and mixing, the observable presents self-affine nondifferentiable properties. In contrast, the regular function of statistical physics models with "ferromagnetic"-type interactions at equilibrium involves unbound logarithms of polynomials of the control variable that lead to a fast exponential decay of A(n) giving weak log-periodic amplitudes and smoothed observables.

Entities:  

Year:  2002        PMID: 11909200     DOI: 10.1103/PhysRevE.65.036142

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  2 in total

Review 1.  On the organization of human T-cell receptor loci: log-periodic distribution of T-cell receptor gene segments.

Authors:  Amir A Toor; Abdullah A Toor; Mohamed Rahmani; Masoud H Manjili
Journal:  J R Soc Interface       Date:  2016-01       Impact factor: 4.118

2.  Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities.

Authors:  Qun Zhang; Qunzhi Zhang; Didier Sornette
Journal:  PLoS One       Date:  2016-11-02       Impact factor: 3.240

  2 in total

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