Related papers: Fluctuations and Pseudo Long Range Dependence in N…
We propose an analytical technique to study large fluctuations and switching from internal noise in complex networks. Using order-disorder kinetics as a generic example, we construct and analyze the most probable, or optimal path of…
We study the scaling behaviors in the wind velocity time series collected at the atmospheric surface layer and compare them with two commonly used cascade models, the truncated stable distribution and the log-normal model. Results show that…
Analytic scaling relations are derived for a phenomenological model of the plasmoid instability in an evolving current sheet, including the effects of reconnection outflow. Two scenarios are considered, where the plasmoid instability can be…
Complex networks have been mostly characterized from the point of view of the degree distribution of their nodes and a few other motifs (or modules), with a special attention to triangles and cliques. The most exotic phenomena have been…
Fluctuating hydrodynamics provides a model for fluids at mesoscopic scales where thermal fluctuations can have a significant impact on the behavior of the system. Here we investigate a model for fluctuating hydrodynamics of a single…
By constructing a multicanonical Monte Carlo simulation, we obtain the full probability distribution $\rho_N(r)$ of the degree assortativity coefficient $r$ on configuration networks of size $N$ by using the multiple histogram reweighting…
Numerical simulations of turbulent flows at realistic Reynolds numbers generally rely on filtering out small scales from the Navier Stokes equations and modeling their impact through the Reynolds stress tensor ${\tau}_{ij}$. Traditional…
Increased day-trading activity and the subsequent jump in intraday volatility and trading volume fluctuations has raised considerable interest in models for financial market microstructure. We investigate the random transitions between two…
This paper considers the Cram\'er-Lundberg model, with the additional feature that the number of clients can fluctuate over time. Clients arrive according to a Poisson process, where the times they spend in the system form a sequence of…
Near a bifurcation point a system experiences critical slowing down. This leads to scaling behavior of fluctuations. We find that a periodically driven system may display three scaling regimes and scaling crossovers near a saddle-node…
In this paper we study the Poisson Hypothesis, which is a device to analyze approximately the behavior of large queueing networks. We prove it in some simple limiting cases. We show in particular that the corresponding dynamical system,…
The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…
We numerically study the distribution function of the conductivity (transmission) in the one-dimensional tight-binding Anderson model in the region of fluctuation states. We show that while single parameter scaling in this region is not…
Using a set of 28 high resolution, high signal to noise ratio (S/N) QSO Ly-alpha absorption spectra, we investigate the non-Gaussian features of the transmitted flux fluctuations, and their effect upon the power spectrum of this field. We…
Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…
We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…
The way in which different types of dynamics unfold in complex networks is intrinsically related to the propagation of activation along nodes, which is strongly affected by the network connectivity. In this work we investigate to which…
Understanding how annual peak flow, $Q_p$, relates to upstream basin area, $A$, and their scaling have been one of the challenges in surface hydrology. Although a power-law scaling relationship (i.e., $Q_p \propto A^\alpha$) has been widely…
Taylor's fluctuation scaling (FS) has been observed in many natural and man-made systems revealing an amazing universality of the law. Here we give strong theoretical foundations for the origins and abundance of Taylor's FS in different…
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…