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Armin Bunde

Publications and source records attributed to Armin Bunde.

At least 37 records · Page 2Linked to original sources
arXiv2003

Comment on "Scaling of atmosphere and ocean temperature correlations in observations and climate models"

In a recent letter [K. Fraedrich and R. Blender, Phys. Rev. Lett. 90, 108501 (2003)], Fraedrich and Blender studied the scaling of atmosphere and ocean temperature. They analyzed the fluctuation functions F(s) ~ s^alpha of monthly temperature records (mostly from grid data) by using the detrended fluctuation analysis (DFA2) and claim that the scaling exponent alpha over the inner continents is equal to 0.5, being characteristic of uncorrelated random sequences. Here we show that this statement is (i) not supported by their own analysis and (ii) disagrees with the analysis of the daily observational data from which the grid monthly data have been derived. We conclude that also for the inner continents, the exponent is between 0.6 and 0.7, similar as for the coastline-stations.

physics.ao-ph↗
arXiv2003

Power-Law Persistence in the Atmosphere: Analysis and Applications

We review recent results on the appearance of long-term persistence in climatic records and their relevance for the evaluation of global climate models and rare events.The persistence can be characterized, for example, by the correlation C(s) of temperature variations separated by s days.We show that, contrary to previous expectations, C(s) decays for large s as a power law, C(s) ~ s^(-gamma). For continental stations, the exponent gamma is always close to 0.7, while for stations on islands gamma is around 0.4. In contrast to the temperature fluctuations, the fluctuations of the rainfall usually cannot be characterized by long-term power-law correlations but rather by pronounced short-term correlations. The universal persistence law for the temperature fluctuations on continental stations represents an ideal (and uncomfortable) test-bed for the state of-the-art global climate models and allows us to evaluate their performance. In addition, the presence of long-term correlations leads to a novel approach for evaluating the statistics of rare events.

physics.ao-ph↗
arXiv2003

Multifractality of river runoff and precipitation: Comparison of fluctuation analysis and wavelet methods

We study the multifractal temporal scaling properties of river discharge and precipitation records. We compare the results for the multifractal detrended fluctuation analysis method with the results for the wavelet transform modulus maxima technique and obtain agreement within the error margins. In contrast to previous studies, we find non-universal behaviour: On long time scales, above a crossover time scale of several months, the runoff records are described by fluctuation exponents varying from river to river in a wide range. Similar variations are observed for the precipitation records which exhibit weaker, but still significant multifractality. For all runoff records the type of multifractality is consistent with a modified version of the binomial multifractal model, while several precipitation records seem to require different models.

physics.geo-ph↗
arXiv2002

Phase Synchronization in Temperature and Precipitation Records

We study phase synchronization between atmospheric variables such as daily mean temperature and daily precipitation records. We find significant phase synchronization between records of Oxford and Vienna as well as between the records of precipitation and temperature in each city. To find the time delay in the synchronization between the records we study the time lag phase synchronization when the records are shifted by a variable time interval of days. We also compare the results of the method with the classical cross-correlation method and find that in certain cases the phase synchronization yields more significant results.

physics.data-an↗
arXiv2002

Long term persistence in the sea surface temperature fluctuations

We study the temporal correlations in the sea surface temperature (SST) fluctuations around the seasonal mean values in the Atlantic and Pacific oceans. We apply a method that systematically overcome possible trends in the data. We find that the SST persistence, characterized by the correlation $C(s)$ of temperature fluctuations separated by a time period $s$, displays two different regimes. In the short-time regime which extends up to roughly 10 months, the temperature fluctuations display a nonstationary behavior for both oceans, while in the asymptotic regime it becomes stationary. The long term correlations decay as $C(s) \sim s^{-γ}$ with $γ\sim 0.4$ for both oceans which is different from $γ\sim 0.7$ found for atmospheric land temperature.

cond-mat.stat-mech↗
arXiv2002

Nonlinear Volatility of River Flux Fluctuations

We study the spectral properties of the magnitudes of river flux increments, the volatility. The volatility series exhibits (i) strong seasonal periodicity and (ii) strongly power-law correlations for time scales less than one year. We test the nonlinear properties of the river flux increment series by randomizing its Fourier phases and find that the surrogate volatility series (i) has almost no seasonal periodicity and (ii) is weakly correlated for time scales less than one year. We quantify the degree of nonlinearity by measuring (i) the amplitude of the power spectrum at the seasonal peak and (ii) the correlation power-law exponent of the volatility series.

cond-mat.stat-mech↗
arXiv2002

Global climate models violate scaling of the observed atmospheric variability

We test the scaling performance of seven leading global climate models by using detrended fluctuation analysis. We analyse temperature records of six representative sites around the globe simulated by the models, for two different scenarios: (i) with greenhouse gas forcing only and (ii) with greenhouse gas plus aerosol forcing. We find that the simulated records for both scenarios fail to reproduce the universal scaling behavior of the observed records, and display wide performance differences. The deviations from the scaling behavior are more pronounced in the first scenario, where also the trends are clearly overestimated.

cond-mat.stat-mech↗
arXiv2002

Sublocalization, superlocalization, and violation of standard single parameter scaling in the Anderson model

We discuss the localization behavior of localized electronic wave functions in the one- and two-dimensional tight-binding Anderson model with diagonal disorder. We find that the distributions of the local wave function amplitudes at fixed distances from the localization center are well approximated by log-normal fits which become exact at large distances. These fits are consistent with the standard single parameter scaling theory for the Anderson model in 1d, but they suggest that a second parameter is required to describe the scaling behavior of the amplitude fluctuations in 2d. From the log-normal distributions we calculate analytically the decay of the mean wave functions. For short distances from the localization center we find stretched exponential localization ("sublocalization") in both, 1d and 2d. In 1d, for large distances, the mean wave functions depend on the number of configurations N used in the averaging procedure and decay faster that exponentially ("superlocalization") converging to simple exponential behavior only in the asymptotic limit. In 2d, in contrast, the localization length increases logarithmically with the distance from the localization center and sublocalization occurs also in the second regime. The N-dependence of the mean wave functions is weak. The analytical result agrees remarkably well with the numerical calculations.

cond-mat.dis-nn↗
arXiv2002

Characterization of Sleep Stages by Correlations of Heartbeat Increments

We study correlation properties of the magnitude and the sign of the increments in the time intervals between successive heartbeats during light sleep, deep sleep, and REM sleep using the detrended fluctuation analysis method. We find short-range anticorrelations in the sign time series, which are strong during deep sleep, weaker during light sleep and even weaker during REM sleep. In contrast, we find long-range positive correlations in the magnitude time series, which are strong during REM sleep and weaker during light sleep. We observe uncorrelated behavior for the magnitude during deep sleep. Since the magnitude series relates to the nonlinear properties of the original time series, while the signs series relates to the linear properties, our findings suggest that the nonlinear properties of the heartbeat dynamics are more pronounced during REM sleep. Thus, the sign and the magnitude series provide information which is useful in distinguishing between the sleep stages.

cond-mat.stat-mech↗
arXiv2002

Multifractal detrended fluctuation analysis of nonstationary time series

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both approaches are equivalent for stationary signals with compact support. By analyzing several examples we show that the new method can reliably determine the multifractal scaling behavior of time series. By comparing the multifractal DFA results for original series to those for shuffled series we can distinguish multifractality due to long-range correlations from multifractality due to a broad probability density function. We also compare our results with the wavelet transform modulus maxima (WTMM) method, and show that the results are equivalent.

physics.data-an↗
arXiv2001

Detecting Long-range Correlations with Detrended Fluctuation Analysis

We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in higher orders of DFA, and suggest a modified DFA method to remove them. The improvement is necessary especially for short records that are affected by non-stationarities. Furthermore, we describe how crossovers in the correlation behavior can be detected reliably and determined quantitatively and show how several types of trends in the data affect the different orders of DFA.

cond-mat.stat-mech↗
arXiv2000

Excess Modes in the Vibrational Spectrum of Disordered Systems and the Boson Peak

We study a disordered vibrational model system, where the spring constants k are chosen from a distribution P(k) ~ 1/k above a cut-off value k_min > 0. We can motivate this distribution by the presence of free volume in glassy materials. We show that the model system reproduces several important features of the boson peak in real glasses: (i) a low-frequency excess contribution to the Debye density of states, (ii) the hump of the specific heat c_V(T) including the power-law relation between height and position of the hump, and (iii) the transition to localized modes well above the boson peak frequency.

cond-mat.dis-nn↗
arXiv2000

No indications of metal-insulator transition for systems of interacting electrons in two dimensions

The influence of Coulomb interaction on transport properties of spinless electrons in small disordered two dimensional systems is studied within a tight binding model. Spatial correlations, inverse participation ratio, and multifractal spectrum of the zero temperature local tunneling amplitude as well as the DC Kubo conductance are traced as function of the interaction strength $U$. When $U$ is increased, all of the above quantities are shifted rather smoothly towards localized behavior, indicating the absence of an interaction driven insulator-metal transition.

cond-mat.mes-hall↗
arXiv1999

Sleep-Wake Differences in Scaling Behavior of the Human Heartbeat: Analysis of Terrestrial and Long-Term Space Flight Data

We compare scaling properties of the cardiac dynamics during sleep and wake periods for healthy individuals, cosmonauts during orbital flight, and subjects with severe heart disease. For all three groups, we find a greater degree of anticorrelation in the heartbeat fluctuations during sleep compared to wake periods. The sleep-wake difference in the scaling exponents for the three groups is comparable to the difference between healthy and diseased individuals. The observed scaling differences are not accounted for simply by different levels of activity, but appear related to intrinsic changes in the neuroautonomic control of the heartbeat.

cond-mat.stat-mech↗
arXiv1999

Macroscopic Finite Size Effects in Relaxational Processes

We present results on dynamical processes that exhibit a stretched exponential relaxation. When the relaxation is a result of two competing exponential processes, the size of the system, although macroscopic, play a dominant role. There exist a crossover time tx that depends logarithmically on the size of the system, above which, the relaxation changes from a stretched exponential to a simple exponential decay. The decay rate also depends logarithmically on the size of the system. The results are relevant to large-scale Monte-Carlo simulations and should be amenable to experiments in low-dimensional macroscopic systems and mesoscopic systems.

cond-mat.stat-mech↗
arXiv1999

Anomalous Size Dependence of Relaxational Processes

We consider relaxation processes that exhibit a stretched exponential behavior. We find that in those systems, where the relaxation arises from two competing exponential processes, the size of the system may play a dominant role. Above a crossover time tx that depends logarithmically on the size of the system the relaxation changes from a stretched exponential to a simple exponential decay, where the decay rate also depends logarithmically on the size of the system. This result is relevant to large-scale Monte-Carlo simulations and should be amenable to experimental verification in low-dimensional and mesoscopic systems.

cond-mat.stat-mech↗
arXiv1999

Probability Distribution of the Shortest Path on the Percolation Cluster, its Backbone and Skeleton

We consider the mean distribution functions Phi(r|l), Phi(B)(r|l), and Phi(S)(r|l), giving the probability that two sites on the incipient percolation cluster, on its backbone and on its skeleton, respectively, connected by a shortest path of length l are separated by an Euclidean distance r. Following a scaling argument due to de Gennes for self-avoiding walks, we derive analytical expressions for the exponents g1=df+dmin-d and g1B=g1S-3dmin-d, which determine the scaling behavior of the distribution functions in the limit x=r/l^(nu) much less than 1, i.e., Phi(r|l) proportional to l^(-(nu)d)x^(g1), Phi(B)(r|l) proportional to l^(-(nu)d)x^(g1B), and Phi(S)(r|l) proportional to l^(-(nu)d)x^(g1S), with nu=1/dmin, where df and dmin are the fractal dimensions of the percolation cluster and the shortest path, respectively. The theoretical predictions for g1, g1B, and g1S are in very good agreement with our numerical results.

cond-mat.stat-mech↗