Related papers: Nonlocal growth processes and conformal invariance
We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…
Scale invariance is a hallmark of criticality in complex dynamical systems. While random external inputs or tunable stochastic interactions are typically required to produce critical behavior, it remains unclear whether scale-invariant…
This paper offers a new approach to modeling and forecasting of nonstationary time series with applications to volatility modeling for financial data. The approach is based on the assumption of local homogeneity: for every time point, there…
At a continuous transition into a nonunique absorbing state, particle systems may exhibit nonuniversal critical behavior, in apparent violation of hyperscaling. We propose a generalized scaling theory for dynamic critical behavior at a…
We propose a variational framework for accretive surface growth driven by an optimality principle. Rather than prescribing a kinetic law, the configuration at each time step is obtained, within a time-discrete setting, as the solution of a…
We present a tractable non-independent increment process which provides a high modeling flexibility. The process lies on an extension of the so-called Harris chains to continuous time being stationary and Feller. We exhibit constructions,…
We study asymptotic behavior of Monte Carlo method. Local consistency is one of an ideal property of Monte Carlo method. However, it may fail to hold local consistency for several reason. In fact, in practice, it is more important to study…
Statistical systems near a classical critical point have been intensively studied both from theoretical and experimental points of view. In particular, correlation functions are of relevance in comparing theoretical models with the…
Many complex systems have been shown to share universal properties of organization, such as scale independence, modularity and self-similarity. We borrow tools from statistical physics in order to study structural preferential attachment…
It is shown that, by imposing reparametrization invariance, one may derive a variety of stochastic equations describing the dynamics of surface growth and identify the physical processes responsible for the various terms. This approach…
Stochastic models of surface growth are usually based on randomly choosing a substrate site to perform iterative steps, as in the etching model [1]. In this paper I modify the etching model to perform sequential, instead of random,…
Stochastic models for pore collapse in granular materials are developed. First, a general fluctuating stress-strain relation for a plastic flow rule is derived. The fluctuations account for non-associativity in plastic deformations…
Changes in the statistical properties of a stochastic process are typically assumed to occur via change-points, which demark instantaneous moments of complete and total change in process behavior. In cases where these transitions occur…
We study the growth of a periodic pattern in one dimension for a model of spinodal decomposition, the Cahn-Hilliard equation. We particularly focus on the intermediate region, where the non-linearity cannot be negected anymore, and before…
The present work is an endeavour to determine analytically features of the stationary measure of a non-integrable zero-range process, and to investigate the possible existence of phase transitions for such a nonequilibrium model. The rates…
Logistic growth process with nonlocal interactions is considered in one dimension. Spontaneous breakdown of translational invariance is shown to take place at some parameter region, and the bifurcation regime is identified for short and…
The generalization of dynamical scaling to local scale invariance is reviewed. Starting from a recapitulation of the phenomenology of ageing phenomena, the generalization of dynamical scaling to local scale transformation for any given…
We study the influence of a point defect on the profile of a growing surface in the single-step growth model. We employ the mapping to the asymmetric exclusion model with blockage, and using Bethe-Ansatz eigenfunctions as a starting…
A simple analytical model is developed to analyze and explain the complex dynamics of the multi-peak modulation instability spectrum observed in dispersion oscillating optical fibers [M. Droques et al., 37, 4832-4834 Opt. Lett., (2012)]. We…
This is an introduction to conformal invariance and two-dimensional critical phenomena for graduate students and condensed-matter physicists. After explaining the algebraic foundations of conformal invariance, numerical methods and their…