The science of disasters : climate disruptions, heart attacks, and market crashes / Armin Bunde, Jürgen Kropp, Hans-Joachim Schellnhuber [(eds.)].

Format:

Book

Series:

Physics and astronomy online library

Language:

English

Subjects (All):

Natural disasters--Mathematical models.

Natural disasters.

Disasters--Forecasting.

Disasters.

Statistical physics.

Physical Description:

xx, 453 pages : illustrations ; 28 cm.

Place of Publication:

Berlin ; New York : Springer, 2002.

Summary:

Are there universal laws governing the persistence of weather, and is it possible to predict climate transitions as generated by natural or man-made perturbations? How can one quantify the roller-coaster dynamics of stock markets and anticipate mega-crashes? Can we diagnose the health condition of patients from heartbeat time-series analysis, which may even form the basis for infarct prevention? This book tackles these questions by applying advanced methods from statistical physics and related fields to all types of non-linear dynamics prone to disaster. The transdisciplinary analysis is organized in some dozen review articles written by world-class scientists.

Contents:

1. Entropy, Complexity, Predictability, and Data Analysis of Time Series and Letter Sequences / W. Ebeling, L. Molgedey, J. Kurths, U. Schwarz 3

1.2 Conditional Entropies and Predictability 4

1.3 Concepts of Complexity 6

1.4 Applications to Biosequences and Other Information Carriers 10

1.5 Applications of Entropy Concepts to Data Analysis 12

1.6 Applications of Complexity Concepts 16

2. Wavelet Based Multifractal Formalism: Applications to DNA Sequences, Satellite Images of the Cloud Structure, and Stock Market Data / A. Arneodo, B. Audit, N. Decoster, J.-F. Muzy, C. Vaillant 27

2.2 The Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of 1D signals 32

2.3 Wavelet Based Fractal Analysis of DNA Sequences 46

2.4 The 2D Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of Rough Surfaces 59

2.5 Application of the 2D WTMM Method to High-Resolution Satellite Images of Cloud Structure 75

2.6 Beyond Multifractal Analysis with Wavelet-Based Space-Scale Correlation Functions: Revealing a Causal Information Cascade in Stock Market Data 84

Part II. Climate Systems

3. Space-Time Variability of the European Climate / K. Fraedrich, C.-D. Schonwiese 105

3.2 Time and Space Scales: Peaks, Gaps, and Scaling 106

3.3 Europe's Climate: Storm Tracks, Grosswetterlagen, and Climate Zones 113

3.4 Climate Trends: Europe at the End of the Twentieth Century 129

4. Is Climate Predictable? / K. Hasselmann 141

4.2 Weather and Climate 142

4.3 Climate Prediction of the First Kind: ENSO 144

4.4 Stochastic Climate Models 147

4.5 Climate Predictions of the Second Kind: Global Warming 153

4.6 Linear Response Relations 156

4.7 Detection and Attribution of Climate Change 159

4.8 Nonlinear Signatures in Linear Response 163

5. Atmospheric Persistence Analysis: Novel Approaches and Applications / A. Bunde, S. Havlin, E. Koscielny-Bunde, H.J. Schellnhuber 171

5.2 Analysis of Meteorological Methods 173

5.3 The Modeling Approach 175

5.4 Record Analysis: Detrending Techniques 176

5.5 Analysis of Temperature Records 181

5.6 Analysis of Simulated Temperature Records 184

6. Assessment and Management of Critical Events: The Breakdown of Marine Fisheries and The North Atlantic Thermohaline Circulation / J. Kropp, K. Zickfeld, K. Eisenack 193

6.2 The Role of Market Mechanisms in Marine Resource Exploitation 195

6.3 Could Europe's Heating System be Threatened by Human Interference? 204

Part III. Biodynamics

7. Fractal and Multifractal Approaches in Physiology / P.Ch. Ivanov, A.L. Goldberger, H.E. Stanley 219

7.2 Limitations of Traditional Techniques 222

7.3 Monofractal Analysis 227

7.4 Multifractal Analysis 240

8. Physiological Relevance of Scaling of Heart Phenomena / L.S. Liebovitch, T. Penzel, J.W. Kantelhardt 259

8.2 Methods of Scaling Analysis 261

8.3 Heart Rate During Sleep 267

8.4 Timing Between Arrhythmic Events 277

9. Local Scaling Properties for Diagnostic Purposes / W. Bunk, F. Jamitzky, R. Pompl, C. Rath, G. Morfill 283

9.2 Reductionism 284

9.3 Scaling Index Method 286

9.4 Applications 288

10. Unstable Periodic Orbits and Stochastic Synchronization in Sensory Biology / F. Moss, H. Braun 311

10.2 Unstable Periodic Orbits in Physical and Biological Systems 319

10.3 Synchronization of Stable Periodic Orbits in the Paddlefish Electroreceptor with an External Periodic Stimulus 324

11. Crowd Disasters and Simulation of Panic Situations / D. Helbing, I.J. Farkas, T. Vicsek 331

11.2 Observations 335

11.3 Generalized Force Model of Pedestrian Motion 336

11.4 Simulation Results 338

Part IV. Nonlinear Economics

12. Investigations of Financial Markets Using Statistical Physics Methods / R.N. Mantegna, H.E. Stanley 353

12.2 Econophysics 355

12.3 An Historical Note 357

12.5 Idealized Systems in Physics and Finance 363

12.6 Empirical Analysis 363

12.7 Collective Dynamics 367

13. Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins / F. Lux, M. Ausloos 373

13.2 Scaling in the Probability Distribution of Returns 374

13.3 Temporal Dependence 384

13.4 Multiscaling, Multifractality, and Turbulence in Financial Markets 393

13.5 Explanations of Financial Scaling Laws 397

14. Market Fluctuations II: Multiplicative and Percolation Models, Size Effects, and Predictions / D. Sornette, D. Stauffer, H. Takayasu 411

14.1 Stylized Facts of Financial Time Series 411

14.2 Fluctuations of Demand and Supply in Open Markets 415

14.3 Percolation Models 421

14.4 Critical Crashes 427.

Notes:

"With 170 figures including 57 color figures."

Includes bibliographical references and index.

ISBN:

3540413243

OCLC:

50719171