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In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the L\'evy scaling form, follow as particular cases of the theory. The theory fully takes into…
The critical dynamics of Model H with a conserved order parameter coupled to a transverse momentum density which describes the gas-liquid or binary-fluid transitions is investigated within the functional renormalization group approach…
A closed-form analytical solution is found for the nonlinear dynamics of isolated, near-threshold waves in the presence of strong scattering. The proposed solution can be useful in verifying codes across several disciplines, including…
Holm (Proc. Roy. Soc 2015) introduced a variational framework for stochastically parametrising unresolved scales of hydrodynamic motion. This variational framework preserves fundamental features of fluid dynamics, such as Kelvin's…
The stochastic scenario of relaxation in the complex systems is presented. It is based on a general probabilistic formalism of limit theorems. The nonexponential relaxation is shown to result from the asymptotic self-similar properties in…
We consider nonlinear Schrodinger equations with either local or nonlocal nonlinearities. In addition, we include periodic potentials as used, for example, in matter wave experiments in optical lattices. By considering the corresponding…
We propose fractional Fokker-Planck equation for the kinetic description of relaxation and superdiffusion processes in constant magnetic and random electric fields. We assume that the random electric field acting on a test charged particle…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…
We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
In this paper we prove new multiplicity results for a critical growth anisotropic quasilinear elliptic system that is coupled through a subcritical perturbation term. We identify a certain scaling for the system and a parameter {\gamma}…
Phase transitions of reaction-diffusion systems with site occupation restriction and with particle creation that requires n>1 parents and where explicit diffusion of single particles (A) exists are reviewed. Arguments based on mean-field…
The Kraichnan rapid advection model is recast as the stochastic dynamics of tracer trajectories. This framework replaces the random fields with a small set of stochastic ordinary differential equations. Multiscaling of correlation functions…
The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…
We consider a scaling limit of a nonlinear Schr\"odinger equation (NLS) with a nonlocal nonlinearity showing that it reproduces in the limit of cutoff removal a NLS equation with nonlinearity concentrated at a point. The regularized…
We discuss the dynamics of finite systems within molecular dynamics models. Signatures of a critical behavior are analyzed and compared to experimental data both in nucleus-nucleus and metallic cluster collisions. We suggest the possibility…
A reduced chemical scheme involving a small number of variables is often sufficient to account for the deterministic evolution of the concentrations of the main species contributing to a reaction. However its predictions are questionable in…
The non-extensive statistical mechanics has been applied to describe a variety of complex systems with inherent correlations and feedback loops. Here we present a dynamical model based on previously proposed static model exhibiting in the…
In this study we derive a single-particle equation of motion, from first-principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential.…