Related papers: Two-time scale subordination in physical processes…
We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…
We describe spatio-temporal correlations and heterogeneities in a kinetically constrained glassy model, the Kob-Andersen model. The kinetic constraints of the model alone induce the existence of dynamic correlation lengths, that increase as…
In recent years it has become clear that the brain maintains a temporal memory of recent events stretching far into the past. This paper presents a neurally-inspired algorithm to use a scale-invariant temporal representation of the past to…
Two-timescale Stochastic Approximation (SA) algorithms are widely used in Reinforcement Learning (RL). Their iterates have two parts that are updated using distinct stepsizes. In this work, we develop a novel recipe for their finite sample…
We have simulated the temporal evolution of pressure due to capillary and viscous forces in two-phase drainage in porous media. We analyze our result in light of macroscopic flow equations for two-phase flow. We also investigate the effect…
The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…
In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called…
Using molecular dynamics simulations we investigate the relaxation dynamics of a supercooled liquid close to a rough as well as close to a smooth wall. For the former situation the relaxation times increase strongly with decreasing distance…
This article deals with dynamical systems depending on a slowly varying parameter. We present several physical examples illustrating memory effects, such as metastability and hysteresis, which frequently appear in these systems. A…
Recently, a simple non-interacting-electron model, combining local quantum tunneling via quantum point contacts and global classical percolation, has been introduced in order to describe the observed ``metal-insulator transition'' in two…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
We consider absorbing chemical reactions in a fluid flow modeled by the coupled advection-reaction-diffusion equations. In these systems, the interplay between chemical diffusion and fluid transportation causes the enhanced dissipation…
The well-scaled transition to the diffusion limit in the framework of the theory of continuous-time random walk (CTRW)is presented starting from its representation as an infinite series that points out the subordinated character of the CTRW…
A search for power-law fluctuations within the framework of the intermittency method is ongoing to locate the critical point of the strongly interacting matter. In particular, experimental data on proton and pion production in heavy-ion…
We discuss relaxation and aging processes in the one- and two-dimensional $ABC$ models. In these driven diffusive systems of three particle types, biased exchanges in one direction yield a coarsening process characterized in the long time…
Granular simulations are used to probe the particle scale dynamics at short, intermediate, and long time scales for gravity driven, dense granular flows down an inclined plane. On approach to the angle of repose, where motion ceases, the…
The long-time dynamics of the $d$-dimensional spherical model with a non-conserved order parameter and quenched from an initial state with long-range correlations is studied through the exact calculation of the two-time autocorrelation and…
We present a formalism to describe slowly decaying systems in the context of finite Markov chains obeying detailed balance. We show that phase space can be partitioned into approximately decoupled regions, in which one may introduce…
Two time scale stochastic approximation is analyzed when the iterates on either or both time scales do not necessarily converge.
We investigate extreme value theory for physical systems with a global conservation law which describe renewal processes, mass transport models and long-range interacting spin models. As shown previously, a special feature is that the…