Related papers: Stochastic Cascade Amplification of Fluctuations
Stochastic fluid dynamics governs the long time tails of hydrodynamic correlation functions, and the critical slowing down of relaxation phenomena in the vicinity of a critical point in the phase diagram. In this work we study the role of…
Complex systems, such as the power grid, are essential for our daily lives. Many complex systems display (multi-)fractal behavior, correlated fluctuations and power laws. Whether the power-grid frequency, an indicator about the balance on…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
The power law $1/f^{\alpha}$ in the power spectrum characterizes the fluctuating observables of many complex natural systems. Considering the energy levels of a quantum system as a discrete time series where the energy plays the role of…
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…
It is shown that conductance fluctuations due to phase coherent ballistic transport through a chaotic cavity generically are fractals. The graph of conductance vs. externally changed parameter, e.g. magnetic field, is a fractal with…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
Understanding the role of active fluctuations in physics is a problem in statu nascendi appearing both as a hot topic and a major challenge. The reason for this is the fact that they are inherently non-equilibrium. This feature opens a…
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
We study the effect of parameter fluctuations on synchronization of a coupled chaotic system. The fluctuations to the parameter can be random or it can be a periodic modulation. For random fluctuations we introduce a new quantity, the…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
We consider the hydrodynamic origin of anomalous current fluctuations in a family of stochastic charged cellular automata. Using ballistic macroscopic fluctuation theory, we study both typical and large fluctuations of the charge current…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
It is demonstrated that in low multiplicity sample, the increase of the fluctuation of event-factorial-moments with the diminishing of phase space scale, called ``erraticity'', are dominated by the statistical fluctuations. The erraticity…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
It is shown that the evolution of the density perturbations during certain eras of substantial entropy generation in the universe can be described in the scheme of the KPZ equation. Therefore, the influence on cosmological structure…
This report unravels frustration as a source of transient chaotic dynamics even in a simple array of coupled limit cycle oscillators. The transient chaotic dynamics along with the multistable nature of frustrated systems facilitates the…
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
Nonlinear dynamical systems possessing reflection symmetry have an invariant subspace in the phase space. The dynamics within the invariant subspace can be random or chaotic. As a system parameter changes, the motion transverse to the…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…