Related papers: Hyperbolic decay time series
This article introduces cyclic fractional Gaussian noise (cfGn), a stochastic model that integrates second-order cyclostationarity with long-range dependence property. While classical cyclostationary processes are widely discussed in the…
This paper deals with the exponential stability of systems made of a hyperbolic PDE coupled with an ODE with different time scales, the dynamics of the PDE being much faster than that of the ODE. Such a difference of time scales is modeled…
Gamma ray burst (GRB) time series is a non-stationary time series with all its statistical properties varying with time. Considering that each GRB is a different manifestation of the same stochastic process we studied the time dependent as…
Magnetic resonance studies of nuclear spins in solids are exceptionally well suited to probe the limits of statistical physics. We report experimental results indicating that isolated macroscopic systems of interacting nuclear spins possess…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
We consider a class of $\mathcal C^{4}$ partially hyperbolic systems on $\mathbb T^2$ described by maps $F_\varepsilon(x,\theta)=(f(x,\theta),\theta+\varepsilon\omega(x,\theta))$ where $f(\cdot,\theta)$ are expanding maps of the circle. For…
We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent $\alpha(t)$ in a changing environment.…
We investigate the recurrence properties of the time series of quantum mechanical expectation values, in terms of two representative models for a single-mode radiation field interacting with a nonlinear medium. From recurrence-time…
The propagation and decay of neutral B-mesons can be described in terms of quantum dynamical semigroups; they provide generalized time-evolutions that take into account possible non-standard effects leading to loss of phase coherence and…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
We consider a simple class of fast-slow partially hyperbolic dynamical systems and show that the (properly rescaled) behaviour of the slow variable is very close to a Friedlin--Wentzell type random system for times that are rather long, but…
We study fidelity decay by a uniform semiclassical approach, in the three perturbation regimes, namely, the perturbative regime, the Fermi-golden-rule (FGR) regime, and the Lyapunov regime. A semiclassical expression is derived for fidelity…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
According to theorems of Shnirelman and followers, in the semiclassical limit the quantum wavefunctions of classically ergodic systems tend to the microcanonical density on the energy shell. We here develop a semiclassical theory that…
An intense X wave propagating perpendicularly to dc magnetic field is unstable with respect to a parametric decay into an electron Bernstein wave and a lower-hybrid wave. A modified theory of this effect is proposed that extends to the…
This paper introduces a new kind of seasonal fractional autoregressive process (SFAR) driven by fractional Gaussian noise (fGn). The new model includes a standard seasonal AR model and fGn. {The estimation of the parameters of this new…
We consider the examples of partial functional differential equations with delay in the Laplacian. First of these equations is linear parabolic equation, the second one is linear hyperbolic equation, third equation is perturbed hyperbolic…
The ADM Hamiltonian formulation of general relativity with prescribed lapse and shift is a weakly hyperbolic system of partial differential equations. In general weakly hyperbolic systems are not mathematically well posed. For well…
We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…
Chaotic mixing in a closed vessel is studied experimentally and numerically in different 2-D flow configurations. For a purely hyperbolic phase space, it is well-known that concentration fluctuations converge to an eigenmode of the…