Related papers: A drift formulation of Gresham's Law
An asymmetric Brownian particle subjected to an external time-dependent force may acquire a net drift velocity, and thus operate as a motor or ratchet, even if the external force is represented by an unbiased time-periodic function or by a…
We discuss the effect that small fluctuations of both local anisotropy and energy density, may have on the occurrence of cracking in spherical compact objects satisfying a polytropic equation of state. A systematic scheme to bring the fluid…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
We study nonequilibrium steady states of the driven lattice gas with two particles, using the most general stochastic transition rules that satisfy the local detailed balance condition. We observe that i) the universal $1/r^d$ long range…
Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. Here is the abridged abstact: Chapter 1: By analogy with energy, the equilibrium probability distribution of money must…
We investigate the conditions leading to large drag force fluctuations in granular materials. The study is based on a set of experimental drag tests, which involve pulling a plate vertically through a cohesionless granular material. In…
A non-equilibrium theory of isothermal and diffusionless evolution of incoherent interfaces within a plastically deforming solid is developed. The irreversible dynamics of the interface are driven by its normal motion, incoherency (slip and…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
Predicting the flow of non-Newtonian fluids in porous structure is still a challenging issue due to the interplay betwen the microscopic disorder and the non-linear rheology. In this letter, we study the case of an yield stress fluid in a…
We observe the emergence of a distinct, elasticity-driven flow state in a yield-stress fluid in the absence of inertia. Numerical simulations show that this elasto-plastic turbulent state is characterized by a broad spectrum of fluctuations…
This thesis applies entropy as a model independent measure to address three research questions concerning financial time series. In the first study we apply transfer entropy to drawdowns and drawups in foreign exchange rates, to study their…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
In particle systems subject to a nonuniform drive, particle migration is observed from the driven to the non--driven region and vice--versa, depending on details of the hopping dynamics, leading to apparent violations of Fick's law and of…
This paper is concerned with a conservation law model of traffic flow on a network of roads, where each driver chooses his own departure time in order to minimize the sum of a departure cost and an arrival cost. The model includes various…
Recently, in order to explore the mechanism behind wealth or income distribution, several models have been proposed by applying principles of statistical mechanics. These models share some characteristics, such as consisting of a group of…
Recent findings suggest that wall-bounded turbulent flow can take different statistically stationary turbulent states, with different transport properties, even for the very same values of the control parameters. What state the system takes…
The second law of thermodynamics implies a relationship between the net entropy export by the Earth and its internal irreversible entropy production. The application of this constraint for the purpose of understanding Earth's climate is…
Electrostatic theory preserves charges, but allows dipolar excitations. Elasticity theory preserves dipoles, but allows quadrupolar (Eshelby like) plastic events. Charged amorphous granular systems are interesting in their own right; here…
In this paper we study an aggregation equation with a general nonlocal flux. We study the local well-posedness and some conditions ensuring global existence. We are also interested in the differences arising when the nonlinearity in the…
We consider the flow of multiple particles in a Bingham fluid in an anti-plane shear flow configuration. The limiting situation in which the internal and applied forces balance and the fluid and particles stop flowing, that is, when the…