Related papers: Hill's Equation with Small Fluctuations: Cycle to …
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…
In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using…
In this communication, the approach of phenomenological universalities of growth are considered to describe the behaviour of a system showing oscillatory growth. Two phenomenological classes are proposed to consider the behaviour of a…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
The linear growth rate is commonly defined through a simple deterministic relation between the velocity divergence and the matter overdensity in the linear regime. We introduce a formalism that extends this to a nonlinear, stochastic…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…
We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…
The dynamics of linear stochastic growth equations on growing substrates is studied. The substrate is assumed to grow in time following the power law $t^\gamma$, where the growth index $\gamma$ is an arbitrary positive number. Two different…
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…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
We study the Kardar-Parisi-Zhang (KPZ) growth equation in one dimension with a noise variance $c(t)$ depending on time. We find that for $c(t)\propto t^{-\alpha}$ there is a transition at $\alpha=1/2$. When $\alpha>1/2$, the solution…
We study Hill's differential equation with potential expressed by elliptic functions which arises in some problems of physics and mathematics. Analytical method can be applied to study the local properties of the potential in asymptotic…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We examine the dynamics of statistical fluctuations in nuclear matter. Linear response functions for the average phase space density are derived within Landau theory. Properties of the stochastic forces are deduced from the quantal…
We analyze general two-species stochastic models, of the kind generally used for the study of population dynamics. We show that the conditions for the stochastic (microscopic) model to display approximate sustained oscillatory behavior are…
We study an anomalous behavior of the height fluctuation width in the crossover from random to coherent growths of surface for a stochastic model. In the model, random numbers are assigned on perimeter sites of surface, representing pinning…
We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…