The Science of Disasters

I. General.- 1. Entropy, Complexity, Predictability, and Data Analysis of Time Series and Letter Sequences.- 1.1 Introduction.- 1.2 Conditional Entropies and Predictabihty.- 1.3 Concepts of Complexity.- 1.4 Applications to Biosequences and Other Information Carriers.- 1.5 Applications of Entropy Concepts to Data Analysis.- 1.6 Applications of Complexity Concepts.- 1.7 Conclusion.- References.- 2. Wavelet Based Multifractal Formalism: Applications to DNA Sequences, Satellite Images of the Cloud Structure, and Stock Market Data.- 2.1 Introduction.- 2.2 The Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of ID signals.- 2.3 Wavelet Based Fractal Analysis of DNA Sequences.- 2.4 The 2D Wavelet Transform Modulus Maxima Method for the Multifractal Analysis of Rough Surfaces.- 2.5 Application of the 2D WTMM Method to High-Resolution Satellite Images of Cloud Structure.- 2.6 Beyond Multifractal Analysis with Wavelet-Based Space-Scale Correlation Functions: Revealing a Causal Information Cascade in Stock Market Data.- 2.7 Conclusion.- References.- II. Climate Systems.- 3. Space-Time Variability of the European Climate.- 3.1 Introduction.- 3.2 Time and Space Scales: Peaks, Gaps, and Scaling.- 3.3 Europe’s Climate: Storm Tracks, Gross Wetterlagen, and Climate Zones.- 3.4 Climate Trends: Europe at the End of the Twentieth Century.- 3.5 Conclusion.- References.- 4. Is Climate Predictable?.- 4.1 Introduction.- 4.2 Weather and Climate.- 4.3 Climate Prediction of the First Kind: ENSO.- 4.4 Stochastic Climate Models.- 4.5 Climate Predictions of the Second Kind: Global Warming.- 4.6 Linear Response Relations.- 4.7 Detection and Attribution of Climate Change.- 4.8 Nonlinear Signatures in Linear Response.- 4.9 Conclusion.- References.- 5. Atmospheric Persistence Analysis: Novel Approaches and Applications.- 5.1 Introduction.- 5.2 Analysis of Meteorological Methods.- 5.3 The Modeling Approach.- 5.4 Record Analysis: Detrending Techniques.- 5.5 Analysis of Temperature Records.- 5.6 Analysis of Simulated Temperature Records.- 5.7 Conclusion.- References.- 6. Assessment and Management of Critical Events: The Breakdown of Marine Fisheries and The North Atlantic Thermohaline Circulation.- 6.1 Introduction.- 6.2 The Role of Market Mechanisms in Marine Resource Exploitation.- 6.3 Could Europe’s Heating System be Threatened by Human Interference?.- 6.4 Conclusion.- References.- III. Biodynamics.- 7. Fractal and Multifractal Approaches in Physiology.- 7.1 Introduction.- 7.2 Limitations of Traditional Techniques.- 7.3 Monofractal Analysis.- 7.4 Multifractal Analysis.- 7.5 Conclusion.- References.- 8. Physiological Relevance of Scaling of Heart Phenomena.- 8.1 Introduction.- 8.2 Methods of Scaling Analysis.- 8.3 Heart Rate During Sleep.- 8.4 Timing Between Arrhythmic Events.- 8.5 Conclusion.- References.- 9. Local Scaling Properties for Diagnostic Purposes.- 9.1 Introduction.- 9.2 Reductionism.- 9.3 Scaling Index Method.- 9.4 Applications.- 9.5 Conclusion.- References.- 10. Unstable Periodic Orbits and Stochastic Synchronization in Sensory Biology.- 10.1 Introduction.- 10.2 Unstable Periodic Orbits in Physical and Biological Systems.- 10.3 Synchronization of Stable Periodic Orbits in the Paddlefish Electroreceptor with an External Periodic Stimulus.- 10.4 Conclusion.- References.- 11. Crowd Disasters and Simulation of Panic Situations.- 11.1 Introduction.- 11.2 Observations.- 11.3 Generalized Force Model of Pedestrian Motion.- 11.4 Simulation Results.- 11.5 Conclusions.- References.- IV. Nonlinear Economics.- 12. Investigations of Financial Markets Using Statistical Physics Methods.- 12.1 Introduction.- 12.2 Econophysics.- 12.3 An Historical Note.- 12.4 Key Concepts.- 12.5 Idealized Systems in Physics and Finance.- 12.6 Empirical Analysis.- 12.7 Collective Dynamics.- 12.8 Conclusion.- References.- 13. Market Fluctuations I: Scaling, Multiscaling, and Their Possible Origins.- 13.1 Introduction.- 13.2 Scahng in the Probability Distribution of Returns.- 13.3 Temporal Dependence.- 13.4 Multiscahng, Multifractality, and Turbulence in Financial Markets.- 13.5 Explanations of Financial Scaling Laws.- 13.6 Conclusion.- References.- 14. Market Fluctuations II: Multiplicative and Percolation Models, Size Effects, and Predictions.- 14.1 Stylized Facts of Financial Time Series.- 14.2 Fluctuations of Demand and Supply in Open Markets.- 14.3 Percolation Models.- 14.4 Critical Crashes.- 14.5 Conclusion.- References.