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A new scaling and recovering algorithm is proposed for simultaneously computing the matrix $\varphi$-functions that arise in exponential integrator methods for the numerical solution of certain first-order systems of ordinary differential…
We consider the probability of two large gaps (intervals without eigenvalues) in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We determine the multiplicative constant in the asymptotics. We also provide the…
Collective behaviour in biological systems pitches us against theoretical challenges way beyond the borders of ordinary statistical physics. The lack of concepts like scaling and renormalization is particularly grievous, as it forces us to…
The dynamics of prices in financial markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, a complete stochastic characterization of volatility is still lacking. What it is well…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
Finite size fluctuations are a crucial ingredient in kinetic theory of long-range interacting collisionless systems. In this Letter, we introduce a phenomenological theory which predicts an anomalous scaling close to marginal stability for…
We numerically analyse quantum survival probability fluctuations in an open, classically chaotic system. In a quasi-classical regime, and in the presence of classical mixed phase space, such fluctuations are believed to exhibit a fractal…
We describe numerical simulations of the stochastic diffusion equation with a conserved charge. We focus on the dynamics in the vicinity of a critical point in the Ising universality class. The model we consider is expected to describe the…
In a vast area of probabilistic limit theorems for dynamical systems with chaotic behaviors always only functional form (exponential, power, etc) of the asymptotic laws and of convergence rates were studied. However, for basically all…
The statistical properties of coherent radiation scattered from phase-ordering materials are studied in detail using large-scale computer simulations and analytic arguments. Specifically, we consider a two-dimensional model with a…
Scale invariance and the resulting power law behaviours are seen in diverse systems. In this work we consider translation, rotational and scale invariant systems defined on a lattice, such that the variables defining the state at every…
Recently, Portelli et al (2003) have semi-numerically obtained a functional form of the probability distribution of fluctuations in the total energy flow in a model for fluid turbulence. This follows earlier work suggesting that…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on…
We consider two critical semi-infinite subsystems with different critical exponents and couple them through their surfaces. The critical behavior at the interface, influenced by the critical fluctuations of the two subsystems, can be quite…
We study the dynamical properties of the random transverse-field Ising chain at criticality using a mapping to free fermions, with which we can obtain numerically exact results for system sizes, L, as large as 256. The probability…
The prospects for a determination of the strong coupling constant $\alpha_s$ via scaling violations of fragmentation functions in deeply inelastic scattering are studied. The statistical error in the case of an integrated luminosity of $250…
We analyze the asymptotic fluctuations of linear eigenvalue statistics of random centrosymmetric matrices with i.i.d. entries. We prove that for a complex analytic test function, the centered and normalized linear eigenvalue statistics of…
In this paper we study the short-time behavior of the Blume-Capel model at the tricritical point as well as along the second order critical line. Dynamic and static exponents are estimated by exploring scaling relations for the…