The science of disasters : climate disruptions, heart attacks, and market crashes

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Publication Information:

Berlin : Springer Verlag, 2002

ISBN:

9783540413240

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Added Author:

Schellnhuber, Hans-Joachim

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Library	Item Barcode	Call Number	Material Type	Item Category 1	Status
Searching... PSZ JB	30000010045486	GB5014 S34 2002	Open Access Book	Book	Searching... Unknown

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.

W. Ebeling and L. Molgedey and J. Kurths and U. SchwarzA. Arneodo and B. Audit and N. Decoster and J.-F. Muzy and C. VaillantK. Fraedrich and C.-D. SchonwieseK. HasselmannA. Bunde and S. Havlin and E. Koscielny-Bunde and H.J. SchellnhuberJ. Kropp and K. Zickfeld and K. EisenackP.Ch. Ivanov and A.L. Goldberger and H.E. StanleyL.S. Liebovitch and T. Penzel and J.W. KantelhardtW. Bunk and F. Jamitzky and R. Pompl and C. Rath and G. MorfillF. Moss and H. BraunD. Helbing and I.J. Farkas and T. VicsekR.N. Mantegna and H.E. StanleyF. Lux and M. AusloosD. Sornette and D. Stauffer and H. Takayasu

Part I. General
1. Entropy, Complexity, Predictability, and Data Analysis of Time Series and Letter Sequences	p. 3
1.1 Introduction	p. 3
1.2 Conditional Entropies and Predictability	p. 4
1.3 Concepts of Complexity	p. 6
1.4 Applications to Biosequences and Other Information Carriers	p. 10
1.5 Applications of Entropy Concepts to Data Analysis	p. 12
1.6 Applications of Complexity Concepts	p. 16
1.7 Conclusion	p. 21
References	p. 23
2. Wavelet Based Multifractal Formalism: Applications to DNA Sequences, Satellite Images of the Cloud Structure, and Stock Market Data	p. 27
2.1 Introduction	p. 28
2.2 The Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of 1D signals	p. 32
2.3 Wavelet Based Fractal Analysis of DNA Sequences	p. 46
2.4 The 2D Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of Rough Surfaces	p. 59
2.5 Application of the 2D WTMM Method to High-Resolution Satellite Images of Cloud Structure	p. 75
2.6 Beyond Multifractal Analysis with Wavelet-Based Space-Scale Correlation Functions: Revealing a Causal Information Cascade in Stock Market Data	p. 84
2.7 Conclusion	p. 94
References	p. 95
Part II. Climate Systems
3. Space-Time Variability of the European Climate	p. 105
3.1 Introduction	p. 105
3.2 Time and Space Scales: Peaks, Gaps, and Scaling	p. 106
3.3 Europe's Climate: Storm Tracks, Grosswetterlagen, and Climate Zones	p. 113
3.4 Climate Trends: Europe at the End of the Twentieth Century	p. 129
3.5 Conclusion	p. 137
References	p. 138
4. Is Climate Predictable?	p. 141
4.1 Introduction	p. 141
4.2 Weather and Climate	p. 142
4.3 Climate Prediction of the First Kind: ENSO	p. 144
4.4 Stochastic Climate Models	p. 147
4.5 Climate Predictions of the Second Kind: Global Warming	p. 153
4.6 Linear Response Relations	p. 156
4.7 Detection and Attribution of Climate Change	p. 159
4.8 Nonlinear Signatures in Linear Response	p. 163
4.9 Conclusion	p. 165
References	p. 167
5. Atmospheric Persistence Analysis: Novel Approaches and Applications	p. 171
5.1 Introduction	p. 171
5.2 Analysis of Meteorological Methods	p. 173
5.3 The Modeling Approach	p. 175
5.4 Record Analysis: Detrending Techniques	p. 176
5.5 Analysis of Temperature Records	p. 181
5.6 Analysis of Simulated Temperature Records	p. 184
5.7 Conclusion	p. 187
References	p. 189
6. Assessment and Management of Critical Events: The Breakdown of Marine Fisheries and The North Atlantic Thermohaline Circulation	p. 193
6.1 Introduction	p. 193
6.2 The Role of Market Mechanisms in Marine Resource Exploitation	p. 195
6.3 Could Europe's Heating System be Threatened by Human Interference?	p. 204
6.4 Conclusion	p. 213
References	p. 214
Part III. Biodynamics
7. Fractal and Multifractal Approaches in Physiology	p. 219
7.1 Introduction	p. 219
7.2 Limitations of Traditional Techniques	p. 222
7.3 Monofractal Analysis	p. 227
7.4 Multifractal Analysis	p. 240
7.5 Conclusion	p. 251
References	p. 254
8. Physiological Relevance of Scaling of Heart Phenomena	p. 259
8.1 Introduction	p. 259
8.2 Methods of Scaling Analysis	p. 261
8.3 Heart Rate During Sleep	p. 267
8.4 Timing Between Arrhythmic Events	p. 277
8.5 Conclusion	p. 279
References	p. 280
9. Local Scaling Properties for Diagnostic Purposes	p. 283
9.1 Introduction	p. 283
9.2 Reductionism	p. 284
9.3 Scaling Index Method	p. 286
9.4 Applications	p. 288
9.5 Conclusion	p. 308
References	p. 309
10. Unstable Periodic Orbits and Stochastic Synchronization in Sensory Biology	p. 311
10.1 Introduction	p. 311
10.2 Unstable Periodic Orbits in Physical and Biological Systems	p. 319
10.3 Synchronization of Stable Periodic Orbits in the Paddlefish Electroreceptor with an External Periodic Stimulus	p. 324
10.4 Conclusion	p. 326
References	p. 327
11. Crowd Disasters and Simulation of Panic Situations	p. 331
11.1 Introduction	p. 331
11.2 Observations	p. 335
11.3 Generalized Force Model of Pedestrian Motion	p. 336
11.4 Simulation Results	p. 338
11.5 Conclusions	p. 347
References	p. 349
Part IV. Nonlinear Economics
12. Investigations of Financial Markets Using Statistical Physics Methods	p. 353
12.1 Introduction	p. 353
12.2 Econophysics	p. 355
12.3 An Historical Note	p. 357
12.4 Key Concepts	p. 361
12.5 Idealized Systems in Physics and Finance	p. 363
12.6 Empirical Analysis	p. 363
12.7 Collective Dynamics	p. 367
12.8 Conclusion	p. 368
References	p. 369
13. Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins	p. 373
13.1 Introduction	p. 373
13.2 Scaling in the Probability Distribution of Returns	p. 374
13.3 Temporal Dependence	p. 384
13.4 Multiscaling, Multifractality, and Turbulence in Financial Markets	p. 393
13.5 Explanations of Financial Scaling Laws	p. 397
13.6 Conclusion	p. 403
References	p. 406
14. Market Fluctuations II: Multiplicative and Percolation Models, Size Effects, and Predictions	p. 411
14.1 Stylized Facts of Financial Time Series	p. 411
14.2 Fluctuations of Demand and Supply in Open Markets	p. 415
14.3 Percolation Models	p. 421
14.4 Critical Crashes	p. 427
14.5 Conclusion	p. 432
References	p. 433
Glossary	p. 437
Subject Index	p. 441

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