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A stochastic model for a superposition of uncorrelated pulses with a random distribution of amplitudes, sizes, and velocities is analyzed. The pulses are assumed to move radially with fixed shape and amplitudes decreasing exponentially in…
We consider a biological population evolving under the joint action of selection, mutation and random genetic drift. The evolutionary dynamics are described by a one-dimensional Fokker-Planck equation whose eigenfunctions obey a confluent…
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…
We study the dynamical exponents $d_{w}$ and $d_{s}$ for a particle diffusing in a disordered medium (modeled by a percolation cluster), from the regime of extreme disorder (i.e., when the percolation cluster is a fractal at $p=p_{c}$) to…
We consider computing eigenspaces of an elliptic self-adjoint operator depending on a countable number of parameters in an affine fashion. The eigenspaces of interest are assumed to be isolated in the sense that the corresponding…
We study an abstracted model of neuronal activity via numerical simulation, and report spatiotemporal pattern formation and critical like dynamics. A population of pulse coupled, discretised, relaxation oscillators is simulated over…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider the rates of relaxation of a particle in a harmonic well, subject to L\'evy noise characterized by its L\'evy index $\mu$. Using the propagator for this L\'evy Ornstein-Uhlenbeck process (LOUP), we show that the eigenvalue…
It is shown that distributed chaos with spontaneously broken time translational symmetry (homogeneity) has a stretched exponential frequency spectrum $E(f) \propto \exp-(f/f_0)^{1/2}$. Good agreement has been established with a laboratory…
We investigate the occurrence of exponential relaxation in a certain class of closed, finite systems on the basis of a time-convolutionless (TCL) projection operator expansion for a specific class of initial states with vanishing…
The dynamics of dislocations is reported to exhibit glassy properties. We study numerically various versions of 2d edge dislocation systems in the absence of externally applied stress. Two types of glassy behavior are identified: (i)…
The correlations in the motion of reptating polymers in their melt are investigated by means of kinetic Monte Carlo simulations of the three dimensional slithering snake version of the bond-fluctuation model. Surprisingly, the slithering…
In this paper, we consider a one-dimensional diffusion process with jumps driven by a Hawkes process. We are interested in the estimations of the volatility function and of the jump function from discrete high-frequency observations in a…
We consider linear spectral statistics built from the block-normalized correlation matrix of a set of $M$ mutually independent scalar time series. This matrix is composed of $M \times M$ blocks that contain the sample cross correlation…
To construct dispersion relations for diffusion or oscillation processes on random networks, it is necessary to obtain effective length scales for the eigenvectors of a graph Laplacian matrix, whose eigenvalues represent inverse time…
The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous…
A central problem in data analysis is the low dimensional representation of high dimensional data, and the concise description of its underlying geometry and density. In the analysis of large scale simulations of complex dynamical systems,…
We study numerically the relaxation of a driven elastic string in a two dimensional pinning landscape. The relaxation of the string, initially flat, is governed by a growing length $L(t)$ separating the short steady-state equilibrated…
We study Glauber dynamics for sampling from discrete distributions $\mu$ on the hypercube $\{\pm 1\}^n$. Recently, techniques based on spectral independence have successfully yielded optimal $O(n)$ relaxation times for a host of different…
An extension of the two-step staggered time discretization of linear elastodynamics in stress-velocity form to systems involving internal variables subjected to a possibly non-linear dissipative evolution is proposed. The original scheme is…