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Related papers: Passive advection of percolation process: Two-loop…

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We investigate the informational aspect of (1+1)-dimensional directed percolation, a canonical model of a nonequilibrium continuous transition to a phase dominated by a single special state called the "absorbing" state. Using a tensor…

Statistical Mechanics · Physics 2019-09-09 Kenji Harada , Naoki Kawashima

The pair contact process (PCP) is a nonequilibrium stochastic model which, like the basic contact process (CP), exhibits a phase transition to an absorbing state. The two models belong to the directed percolation (DP) universality class,…

Statistical Mechanics · Physics 2015-05-27 F. L. Santos , Ronald Dickman , U. L. Fulco

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

Data Analysis, Statistics and Probability · Physics 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

We consider the compressible Kraichnan model of turbulent advection with small molecular diffusivity and velocity field regularized at short scales to mimic the effects of viscosity. As noted in ref.[5], removing those two regularizations…

Chaotic Dynamics · Physics 2009-11-10 Krzysztof Gawedzki , Peter Horvai

The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…

Soft Condensed Matter · Physics 2009-11-10 D. S. Dean , A. Lefèvre

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

The Regge-Gribov model of the pomeron and odderon in the non-trivial transverse space is studied by the renormalization group technique. The single loop approximation is adopted. Five real fixed points are found and the high-energy…

High Energy Physics - Theory · Physics 2024-06-28 M. A. Braun , E. M. Kuzminskii , M. I. Vyazovsky

The field theoretic renormalization group and the operator product expansion are applied to the stochastic model of a passively advected vector field. The advecting velocity field is generated by the stochastic Navier-Stokes equation with…

Statistical Mechanics · Physics 2018-03-22 Nikolay V. Antonov , Nikolay M. Gulitskiy , Maria M. Kostenko , Tomáš Lučivjanský

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…

Mathematical Finance · Quantitative Finance 2014-06-03 Johan GB Beumee , Chris Cormack , Peyman Khorsand , Manish Patel

Annihilation processes, where the reacting particles are influenced by some external advective field, are one of the simplest examples of nonlinear statistical systems. This type of processes can be observed in miscellaneous chemical,…

Chaotic Dynamics · Physics 2015-06-12 Michal Hnatič , Juha Honkonen , Tomáš Lučivjanský

We investigate extended processes given by last-passage times in directed models defined using exponential variables with decaying mean. In certain cases we find the universal Airy process, but other cases lead to non-universal and trivial…

Probability · Mathematics 2007-05-23 Kurt Johansson

We investigate the dynamics of fast two-pulse collisions in linear diffusion-advection systems with weak quadratic loss in spatial dimension 2. We introduce a two-dimensional perturbation method, which generalizes the perturbation method…

Pattern Formation and Solitons · Physics 2024-03-11 Avner Peleg , Toan T. Huynh

The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles.…

Statistical Mechanics · Physics 2026-01-23 Éric Brunet , Bernard Derrida

We investigate irreversible aggregation processes driven by a source of small mass clusters. In the spatially homogeneous situation, a well-mixed system is consists of clusters of various masses whose concentrations evolve according to an…

Statistical Mechanics · Physics 2025-01-20 P. L. Krapivsky , Sergey A. Matveev

Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…

Statistical Mechanics · Physics 2015-08-12 Salete Pianegonda , Carlos E. Fiore

In nature, phase transitions prevail amongst inherently different systems, while frequently showing a universal behavior at their critical point. As a fundamental phenomenon of fluid mechanics, recent studies suggested laminar-turbulent…

Fluid Dynamics · Physics 2018-04-18 Dominik Traphan , Tom T. B. Wester , Gerd Gülker , Joachim Peinke , Pedro G. Lind

We investigate the behavior of fluid trajectories in a multifractal extension of the Kraichnan model of turbulent advection. The model couples a one-dimensional, Gaussian, white-in-time random flow to a frozen-in-time Gaussian…

Mathematical Physics · Physics 2025-05-08 André L. P. Considera , Simon Thalabard

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

A class of non-local contact processes is introduced and studied using mean-field approximation and numerical simulations. In these processes particles are created at a rate which decays algebraically with the distance from the nearest…

Statistical Mechanics · Physics 2009-11-11 F. Ginelli , H. Hinrichsen , R. Livi , D. Mukamel , A. Torcini

We study the Langevin dynamics of a two-dimensional discrete oscillator chain absorbed on a periodic substrate and subjected to an external localized point force. Going beyond the commonly used harmonic bead-spring model, we consider a…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 S. Martens , D. Hennig , S. Fugmann , L. Schimansky-Geier
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