Transport fluctuations in integrable models out of equilibrium

The physics of many-body systems out of equilibrium poses some of the most challenging questions in modern science. Particularly novel behaviour occurs in one dimension, where integrability often strongly affects the non-equilibrium physics, and numerous conservation laws constrain the natural relaxation to stationary states. Read more

Synchronization of Chaos

The Dutch scientist Christiaan Huygens famously observed in 1665 that two pendulum-clocks situated in the same room would, over time, come to be synchronized. The explanation? The two clocks were actually interacting very weakly through movements of the floor. Read more

Bias-variance Trade-off in Portfolio Optimization

According to current international regulation, financial institutions are obliged to calculate the risk in their trading book on the basis of expected shortfall (ES), a risk measure which aims to capture risk from rare, low-probability events more effectively than earlier measures. Read more

Attractor dimension of time-averaged climate observables: insights from a low-order ocean-atmosphere model

The climate system involves a complex interplay between the ocean and atmosphere. Studies of this interplay typically rely on model simulations in comparison with time series data for some feature of oceanic and/or atmospheric circulation on a regional or larger scale. Read more