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We report measurements of anisotropic triple-$q$ charge density wave (CDW) fluctuations in the transition metal dichalcogenide 1$T$-TiSe$_2$ over a large volume of reciprocal space with X-ray diffuse scattering. Above the transition temperature, $T_{\text{CDW}}$, the out-of-plane diffuse scattering is characterized by rod-like structures which indicate that the CDW fluctuations in neighboring layers are largely decoupled. In addition, the in-plane diffuse scattering is marked by ellipses which reveal that the in-plane fluctuations are anisotropic. Our analysis of the diffuse scattering line shapes and orientations suggests that the three charge density wave components contain independent phase fluctuations. At $T_{\text{CDW}}$, long range coherence is established in both the in-plane and out-of-plane directions, consistent with the large observed value of the CDW gap compared to $T_{\text{CDW}}$, and the predicted presence of a hierarchy of energy scales.

The view that the probability density function (PDF) of a key statistical variable, anomalously scaled by size or time, could furnish a hallmark of universal behavior contrasts with the circumstance that such density sensibly depends on non-universal features. We solve this apparent contradiction by demonstrating that both non-universal amplitudes and universal exponents of leading critical singularities in large deviation functions are determined by the PDF tails, whose form is argued on extensivity. This unexplored scenario implies a universal form of central limit theorem at criticality and is confirmed by exact calculations for mean field Ising models in equilibrium and for anomalous diffusion models.

Inhomogeneous environments are rather ubiquitous in nature, often implying anomalies resulting in deviation from Gaussianity of diffusion processes. While sub- and superdiffusion are usually due to conversing environmental features (hindering or favoring the motion, respectively), they are both observed in systems ranging from the micro- to the cosmological scale. Here we show how a model encompassing sub- and superdiffusion in an inhomogeneous environment exhibits a critical singularity in the normalized generator of the cumulants. The singularity originates directly from the asymptotics of the non-Gaussian scaling function of displacement, which we prove to be independent of other details and hence to retain a universal character. Our analysis, based on the method first applied in [A. L. Stella et al., arXiv:2209.02042 (2022)], further allows to establish a relation between the asympototics and diffusion exponents characteristic of processes in the Richardson class. Extensive numerical tests fully confirm the results.

Anomalous diffusion phenomena occur on length scales spanning from intracellular to astrophysical ranges. A specific form of decay at large argument of the probability density function of rescaled displacement (scaling function) is derived and shown to imply universal singularities in the normalized cumulant generator. Exact calculations for continuous time random walks provide paradigmatic examples connected with singularities of second order phase transitions. In the biased case scaling is restricted to displacements in the drift direction and singularities have no equilibrium analogue.

Recent discoveries of charge order and electronic nematic order in the iron-based superconductors and cuprates have pointed towards the possibility of nematic and charge fluctuations playing a role in the enhancement of superconductivity. The Ba1-xSrxNi2As2 system, closely related in structure to the BaFe2As2 system, has recently been shown to exhibit both types of ordering without the presence of any magnetic order. We report single crystal X-ray diffraction, resistance transport measurements, and magnetization of \BaSrLate, providing evidence that the previously reported incommensurate charge order with wavevector $(0,0.28,0)_{tet}$ in the tetragonal state of \BaNi~vanishes by this concentration of Sr substitution together with nematic order. Our measurements suggest that the nematic and incommensurate charge orders are closely tied in the tetragonal state, and show that the $(0,0.33,0)_{tri}$ charge ordering in the triclinic phase of BaNi2As2 evolves to become $(0,0.5,0)_{tri}$ charge ordering at $x$=0.65 before vanishing at $x$=0.71., Comment: 4 pages, 3 figures

We show how the Shannon entropy function can be used as a basis to set up complexity measures weighting the economic efficiency of countries and the specialization of products beyond bare diversification. This entropy function guarantees the existence of a fixed point which is rapidly reached by an iterative scheme converging to our self-consistent measures. Our approach naturally allows to decompose into inter-sectorial and intra-sectorial contributions the country competitivity measure if products are partitioned into larger categories. Besides outlining the technical features and advantages of the method, we describe a wide range of results arising from the analysis of the obtained rankings and we benchmark these observations against those established with other economical parameters. These comparisons allow to partition countries and products into various main typologies, with well-revealed characterizing features. Our methods have wide applicability to general problems of ranking in bipartite networks.

How superconductivity interacts with charge or nematic order is one of the great unresolved issues at the center of research in quantum materials. Ba$_{1-x}$Sr$_{x}$Ni$_{2}$As$_{2}$ (BSNA) is a charge ordered pnictide superconductor recently shown to exhibit a six-fold enhancement of superconductivity due to nematic fluctuations near a quantum phase transition (at $x_c=0.7$). The superconductivity is, however, anomalous, with the resistive transition for $0.4 < x< x_c$ occurring at a higher temperature than the specific heat anomaly. Using x-ray scattering, we discovered a new charge density wave (CDW) in BSNA in this composition range. The CDW is commensurate with a period of two lattice parameters, and is distinct from the two CDWs previously reported in this material. We argue that the anomalous transport behavior arises from heterogeneous superconductivity nucleating at antiphase domain walls in this CDW. We also present new data on the incommensurate CDW, previously identified as being unidirectional, showing that is a rotationally symmetric, "4$Q$" state with $C_4$ symmetry. Our study establishes BSNA as a rare material containing three distinct CDWs, and an exciting testbed for studying coupling between CDW, nematic, and SC orders., Comment: 5 pages, 5 figures + supplemental material document

We develop a theoretical description of the topological disentanglement occurring when torus knots reach the ends of a semi-flexible polymer under tension. These include decays into simpler knots and total unknotting. The minimal number of crossings and the minimal knot contour length are the topological invariants playing a key role in the model. The crossings behave as particles diffusing along the chain and the application of appropriate boundary conditions at the ends of the chain accounts for the knot disentanglement. Starting from the number of particles and their positions, suitable rules allow reconstructing the type and location of the knot moving on the chain. Our theory is extensively benchmarked with corresponding Molecular Dynamics simulations and the results show a remarkable agreement between the simulations and the theoretical predictions of the model., Comment: 12 pages, 11 figures

The entropy production rate associated with broken time-reversal symmetry provides an essential characterization of nanosystems out of equilibrium, from driven colloidal particles to molecular motors. Limited access to the dynamical states is generally expected to hinder the correct estimation of this observable. Here we show how memoryless jump processes can be coarse grained exactly preserving its average and fluctuations at stationarity. This supports univocal applicability of fluctuation theorems for entropy and allows inference of the genuine thermodynamics together with inaccessible process details.

We use femtosecond resonant soft x-ray scattering to measure the ultrafast optical melting of charge-order correlations in La$_{1.875}$Ba$_{0.125}$CuO$_4$. By analyzing both the energy-resolved and energy-integrated order parameter dynamics, we find evidence of a short-lived nonequilibrium state, whose features are compatible with a sliding charge density wave coherently set in motion by the pump. This transient state exhibits shifts in both the quasielastic line energy and its wave vector, as expected from a classical Doppler effect. The wave vector change is indeed found to directly follow the pump propagation direction. These results demonstrate the existence of sliding charge order behavior in an unconventional charge density wave system and underscore the power of ultrafast optical excitation as a tool to coherently manipulate electronic condensates., Comment: 8 pages, 9 figures, 39 references

Negative differential mobility is the phenomenon in which the velocity of a particle decreases when the force driving it increases. We study this phenomenon in Markov jump models where a particle moves in the presence of walls that act as traps. We consider transition rates that obey local detailed balance but differ in normalisation, the inclusion of a rate to cross a wall and a load factor. We illustrate the full counting statistics for different choices of the jumping rates. We also show examples of thermodynamic uncertainty relations. The variety of behaviours we encounter highlights that negative differential mobility depends crucially on the chosen rates and points out the necessity that such choices should be based on proper coarse-graining studies of a more microscopic description.

Ba(Ni$_{1-x}$Co$_x$)$_2$As$_2$ is a structural homologue of the pnictide high temperature superconductor, Ba(Fe$_{1-x}$Co$_x$)$_2$As$_2$, in which the Fe atoms are replaced by Ni. Superconductivity is highly suppressed in this system, reaching a maximum $T_c$ = 2.3 K, compared to 24 K in its iron-based cousin, and the origin of this $T_c$ suppression is not known. Using x-ray scattering, we show that Ba(Ni$_{1-x}$Co$_x$)$_2$As$_2$ exhibits a unidirectional charge density wave (CDW) at its triclinic phase transition. The CDW is incommensurate, exhibits a sizable lattice distortion, and is accompanied by the appearance of $\alpha$ Fermi surface pockets in photoemission [B. Zhou et al., Phys. Rev. B 83, 035110 (2011)], suggesting it forms by an unconventional mechanism. Co doping suppresses the CDW, paralleling the behavior of antiferromagnetism in iron-based superconductors. Our study demonstrates that pnictide superconductors can exhibit competing CDW order, which may be the origin of $T_c$ suppression in this system.

A symmetry-guided definition of time may enhance and simplify the analysis of historical series with recurrent patterns and seasonalities. By enforcing simple-scaling and stationarity of the distributions of returns, we identify a successful protocol of time definition in Finance. The essential structure of the stochastic process underlying the series can thus be analyzed within a most parsimonious symmetry scheme in which multiscaling is reduced in the quest of a time scale additive and independent of moment-order in the distribution of returns. At the same time, duration of periods in which markets remain inactive are properly quantified by the novel clock, and the corresponding (e.g., overnight) returns are consistently taken into account for financial applications., Comment: 9 pages, 8 figures

We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms by which the evolutions of the various exports affect each other. This is pursued through a stochastic differential description, partly inspired by approaches used in population dynamics or directed polymers in random media. We outline a complex network of transfer rates which describes how resources are shifted between different product classes, and determines how casual favorable conditions for one export can spread to the other ones. A calibration procedure allows to fit four free model-parameters such that the dynamical evolution becomes consistent with the average growth, the fluctuations, and the ranking of the export values observed in real data. Growth crucially depends on the balance between maintaining and shifting resources to different exports, like in an explore-exploit problem. Remarkably, the calibrated parameters warrant a close-to-maximum growth rate under the transient conditions realized in the period covered by data, implying an optimal self organization of the global export. According to the model, major structural changes in the global economy take tens of years., Comment: 11 pages, 8 figures

X-ray diffraction was employed to study the evolution of the charge density wave (CDW) in CuxTiSe2 as a function of copper intercalation in order to clarify the relationship between the CDW and superconductivity. The results show a CDW incommensuration arising at an intercalation value coincident with the onset of superconductivity at around x=0.055(5). Additionally, it was found that the charge density wave persists to higher intercalant concentrations than previously assumed, demonstrating that the CDW does not terminate inside the superconducting dome. A charge density wave peak was observed in samples up to x=0.091(6), the highest copper concentration examined in this study. The phase diagram established in this work suggests that charge density wave incommensuration may play a role in the formation of the superconducting state., Comment: 5 pages, 4 figures

Increasing the crowding in an environment does not necessarily trigger negative differential mobility of strongly pushed particles. Moreover, the choice of the model, in particular the kind of microscopic jump rates, may be very relevant in determining the mobility. We support these points via simple examples and we therefore address recent claims saying that crowding in an environment is likely to promote negative differential mobility. Trapping of tagged particles enhanced by increasing the force remains the mechanism determining a drift velocity not monotonous in the driving force., Comment: 5 pages. v2: new title, restyled figures and more references

The statistical mechanics of a long knotted collapsed polymer is determined by a free-energy with a knot-dependent subleading term, which is linked to the length of the shortest polymer that can hold such knot. The only other parameter depending on the knot kind is an amplitude such that relative probabilities of knots do not vary with the temperature $T$, in the limit of long chains. We arrive at this conclusion by simulating interacting self-avoiding rings at low $T$ on the cubic lattice, both with unrestricted topology and with setups where the globule is divided by a slip link in two loops (preserving their topology) which compete for the chain length, either in contact or separated by a wall as for translocation through a membrane pore. These findings suggest that in macromolecular environments there may be entropic forces with a purely topological origin, whence portions of polymers holding complex knots should tend to expand at the expense of significantly shrinking other topologically simpler portions., Comment: 11 figures, accepted in Macromolecules

Finite-size scaling arguments naturally lead us to introduce a coordinate-dependent diffusion coefficient in a Fokker-Planck description of the late stage dynamics of unbiased polymer translocation through a membrane pore. The solution for the probability density function of the chemical coordinate matches the initial-stage subdiffusive regime and takes into account the equilibrium entropic drive. Precise scaling relations connect the subdiffusion exponent to the divergence with the polymer length of the translocation time, and also to the singularity of the probability density function at the absorbing boundaries. Quantitative comparisons with numerical simulation data in $d=2$ strongly support the validity of the model and of the predicted scalings., Comment: Text revision. Supplemental Material added

We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling with time of the probability density of their aggregates. In its simplest version the model is the product of an endogenous auto-regressive component and a random rescaling factor designed to embody also exogenous influences. Mathematical properties like increments' stationarity and ergodicity can be proven. Thanks to the relatively low number of parameters, model calibration can be conveniently based on a method of moments, as exemplified in the case of historical data of the S&P500 index. The calibrated model accounts very well for many stylized facts, like volatility clustering, power law decay of the volatility autocorrelation function, and multiscaling with time of the aggregated return distribution. In agreement with empirical evidence in finance, the dynamics is not invariant under time reversal and, with suitable generalizations, skewness of the return distribution and leverage effects can be included. The analytical tractability of the model opens interesting perspectives for applications, for instance in terms of obtaining closed formulas for derivative pricing. Further important features are: The possibility of making contact, in certain limits, with auto-regressive models widely used in finance; The possibility of partially resolving the long-memory and short-memory components of the volatility, with consistent results when applied to historical series., Comment: Main text (17 pages, 13 figures) plus Supplementary Material (16 pages, 5 figures)

The occurrence of aftershocks following a major financial crash manifests the critical dynamical response of financial markets. Aftershocks put additional stress on markets, with conceivable dramatic consequences. Such a phenomenon has been shown to be common to most financial assets, both at high and low frequency. Its present-day description relies on an empirical characterization proposed by Omori at the end of 1800 for seismic earthquakes. We point out the limited predictive power in this phenomenological approach and present a stochastic model, based on the scaling symmetry of financial assets, which is potentially capable to predict aftershocks occurrence, given the main shock magnitude. Comparisons with S&P high-frequency data confirm this predictive potential., Comment: Contribution to the proceedings of the Econophysics Kolkata VI International Workshop, 12 pages, 4 figures. Added references and minor corrections

Regarding the intraday sequence of high frequency returns of the S&P index as daily realizations of a given stochastic process, we first demonstrate that the scaling properties of the aggregated return distribution can be employed to define a martingale stochastic model which consistently replicates conditioned expectations of the S&P 500 high frequency data in the morning of each trading day. Then, a more general formulation of the above scaling properties allows to extend the model to the afternoon trading session. We finally outline an application in which conditioned forecasting is used to implement a trend-following trading strategy capable of exploiting linear correlations present in the S&P dataset and absent in the model. Trading signals are model-based and not derived from chartist criteria. In-sample and out-of-sample tests indicate that the model-based trading strategy performs better than a benchmark one established on an asymmetric GARCH process, and show the existence of small arbitrage opportunities. We remark that in the absence of linear correlations the trading profit would vanish and discuss why the trading strategy is potentially interesting to hedge volatility risk for S&P index-based products., Comment: 21 pages, 10 figures. Throughout revision and correction of the first version. Extension of the trading strategy to the whole day

Simulations in which a globular ring polymer with delocalized knots is separated in two interacting loops by a slipping link, or in two non-interacting globuli by a wall with a hole, show how the minimal crossing number of the knots controls the equilibrium statistics. With slipping link the ring length is divided between the loops according to a simple law, but with unexpectedly large fluctuations. These are suppressed only for unknotted loops, whose length distribution shows always a fast power law decay. We also discover and explain a topological effect interfering with that of surface tension in the globule translocation through a membrane nanopore., Comment: 4 pages, 5 figures

We study knotted polymers in equilibrium with an array of obstacles which models confinement in a gel or immersion in a melt. We find a crossover in both the geometrical and the topological behavior of the polymer. When the polymers' radius of gyration, $R_G$, and that of the region containing the knot, $R_{G,k}$, are small compared to the distance b between the obstacles, the knot is weakly localised and $R_G$ scales as in a good solvent with an amplitude that depends on knot type. In an intermediate regime where $R_G > b > R_{G,k}$, the geometry of the polymer becomes branched. When $R_{G,k}$ exceeds b, the knot delocalises and becomes also branched. In this regime, $R_G$ is independent of knot type. We discuss the implications of this behavior for gel electrophoresis experiments on knotted DNA in weak fields., Comment: 4 pages, 6 figures

We estimate by Monte Carlo simulations the configurational entropy of $N$-steps polygons in the cubic lattice with fixed knot type. By collecting a rich statistics of configurations with very large values of $N$ we are able to analyse the asymptotic behaviour of the partition function of the problem for different knot types. Our results confirm that, in the large $N$ limit, each prime knot is localized in a small region of the polygon, regardless of the possible presence of other knots. Each prime knot component may slide along the unknotted region contributing to the overall configurational entropy with a term proportional to $\ln N$. Furthermore, we discover that the mere existence of a knot requires a well defined entropic cost that scales exponentially with its minimal length. In the case of polygons with composite knots it turns out that the partition function can be simply factorized in terms that depend only on prime components with an additional combinatorial factor that takes into account the statistical property that by interchanging two identical prime knot components in the polygon the corresponding set of overall configuration remains unaltered. Finally, the above results allow to conjecture a sequence of inequalities for the connective constants of polygons whose topology varies within a given family of composite knot types.

A central problem of Quantitative Finance is that of formulating a probabilistic model of the time evolution of asset prices allowing reliable predictions on their future volatility. As in several natural phenomena, the predictions of such a model must be compared with the data of a single process realization in our records. In order to give statistical significance to such a comparison, assumptions of stationarity for some quantities extracted from the single historical time series, like the distribution of the returns over a given time interval, cannot be avoided. Such assumptions entail the risk of masking or misrepresenting non-stationarities of the underlying process, and of giving an incorrect account of its correlations. Here we overcome this difficulty by showing that five years of daily Euro/US-Dollar trading records in the about three hours following the New York market opening, provide a rich enough ensemble of histories. The statistics of this ensemble allows to propose and test an adequate model of the stochastic process driving the exchange rate. This turns out to be a non-Markovian, self-similar process with non-stationary returns. The empirical ensemble correlators are in agreement with the predictions of this model, which is constructed on the basis of the time-inhomogeneous, anomalous scaling obeyed by the return distribution., Comment: Throughout revision. 15 pages, 6 figures. Presented by A.L. Stella in a Talk at the "Econophysics - Kolkata V'' International Workshop, March 2010, Saha Institute of Nuclear Physics, Kolkata, India

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling forms, justify their universal character, and specify universality domains in the spaces of joint probability density functions of the summand variables. These density functions are assumed to be invariant under arbitrary permutations of their arguments. Examples from the theory of critical phenomena are discussed. The novel notion of stability implied by the limit theorems also allows us to define sequences of random variables whose sum satisfies anomalous scaling for any finite number of summands. If regarded as developing in time, the stochastic processes described by these variables are non-Markovian generalizations of Gaussian processes with uncorrelated increments, and provide, e.g., explicit realizations of a recently proposed model of index evolution in finance., Comment: Through text revision. 15 pages, 3 figures

In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable basis for simulating such series. Based on constraints imposed by market efficiency and on an inhomogeneous-time generalization of standard simple scaling, we propose an analytical model which accounts simultaneously for empirical results like the linear decorrelation of successive returns, the power law dependence on time of the volatility autocorrelation function, and the multiscaling associated to this dependence. In addition, our approach gives a justification and a quantitative assessment of the irreversible character of the index dynamics. This irreversibility enters as a key ingredient in a novel simulation strategy of index evolution which demonstrates the predictive potential of the model., Comment: 5 pages, 4 figures

Modeling the evolution of a financial index as a stochastic process is a problem awaiting a full, satisfactory solution since it was first formulated by Bachelier in 1900. Here it is shown that the scaling with time of the return probability density function sampled from the historical series suggests a successful model. The resulting stochastic process is a heteroskedastic, non-Markovian martingale, which can be used to simulate index evolution on the basis of an auto-regressive strategy. Results are fully consistent with volatility clustering and with the multi-scaling properties of the return distribution. The idea of basing the process construction on scaling, and the construction itself, are closely inspired by the probabilistic renormalization group approach of statistical mechanics and by a recent formulation of the central limit theorem for sums of strongly correlated random variables., Comment: Based on the Key Note lecture by A.L. Stella at the Conference on ``Statistical Physics Approaches to Multi-Disciplinary Problems'', IIT Guwahati, India, 7-13 January 2008

We study by Monte Carlo simulations a model of knotted polymer ring adsorbing onto an impenetrable, attractive wall. The polymer is described by a self-avoiding polygon (SAP) on the cubic lattice. We find that the adsorption transition temperature, the crossover exponent $\phi$ and the metric exponent $\nu$, are the same as in the model where the topology of the ring is unrestricted. By measuring the average length of the knotted portion of the ring we are able to show that adsorbed knots are localized. This knot localization transition is triggered by the adsorption transition but is accompanied by a less sharp variation of the exponent related to the degree of localization. Indeed, for a whole interval below the adsorption transition, one can not exclude a contiuous variation with temperature of this exponent. Deep into the adsorbed phase we are able to verify that knot localization is strong and well described in terms of the flat knot model., Comment: 27 pages, 10 figures. Submitter to Phys. Rev. E

We investigate the Rouse dynamics of a flexible ring polymer with a prime knot. Within a Monte Carlo approach, we locate the knot, follow its diffusion, and observe the fluctuations of its length. We characterise a topological time scale, and show that it is related to a self-reptation of the knotted region. The associated dynamical exponent, $z_T=2.32\pm.1$, can be related to that of the equilibrium knot length distribution and determines the behaviour of several dynamical quantities., Comment: 4 pages, 4 figures

An analysis of extensive simulations of interacting self-avoiding polygons on cubic lattice shows that the frequencies of different knots realized in a random, collapsed polymer ring decrease as a negative power of the ranking order, and suggests that the total number of different knots realized grows exponentially with the chain length. Relative frequencies of specific knots converge to definite values because the free energy per monomer, and its leading finite size corrections, do not depend on the ring topology, while a subleading correction only depends on the crossing number of the knots., Comment: 4 pages, 5 figures

We give two different, statistically consistent definitions of the length l of a prime knot tied into a polymer ring. In the good solvent regime the polymer is modelled by a self avoiding polygon of N steps on cubic lattice and l is the number of steps over which the knot ``spreads'' in a given configuration. An analysis of extensive Monte Carlo data in equilibrium shows that the probability distribution of l as a function of N obeys a scaling of the form p(l,N) ~ l^(-c) f(l/N^D), with c ~ 1.25 and D ~ 1. Both D and c could be independent of knot type. As a consequence, the knot is weakly localized, i.e. ~ N^t, with t=2-c ~ 0.75. For a ring with fixed knot type, weak localization implies the existence of a peculiar characteristic length l^(nu) ~ N^(t nu). In the scaling ~ N^(nu) (nu ~0.58) of the radius of gyration of the whole ring, this length determines a leading power law correction which is much stronger than that found in the case of unrestricted topology. The existence of such correction is confirmed by an analysis of extensive Monte Carlo data for the radius of gyration. The collapsed regime is studied by introducing in the model sufficiently strong attractive interactions for nearest neighbor sites visited by the self-avoiding polygon. In this regime knot length determinations can be based on the entropic competition between two knotted loops separated by a slip link. These measurements enable us to conclude that each knot is delocalized (t ~ 1)., Comment: 29 pages, 14 figures