Related papers: Using Random Walks to Establish Wavelike Behavior …
We present a probabilistic theory of random walks in turbid media with non-scattering regions. It is shown that important characteristics such as diffusion constants, average step lengths, crossing statistics and void spacings can be…
The law of the iterated logarithm (LIL) for the time-homogeneous Markov process with a unique invariant measure characterizes the almost sure maximum possible fluctuation of time averages around the ergodic limit. Whether a numerical…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks are characterized by the fact that the one-step transition probabilities are functions of the…
The first passage time (FPT) for random walks is a key indicator of how fast information diffuses in a given system. Despite the role of FPT as a fundamental feature in transport phenomena, its behavior, particularly in heterogeneous…
We consider the long time limit theorems for the solutions of a discrete wave equation with a weak stochastic forcing. The multiplicative noise conserves the energy and the momentum. We obtain a time-inhomogeneous Ornstein-Uhlenbeck…
This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
We propose a unified physical framework for transport in variably saturated porous media. This approach allows fluid flow and solute migration to be treated as ensemble averages of fluid and solute particles, respectively. We consider the…
In this work, different regimes of the Fermi-Pasta-Ulam (FPU) recurrence are simulated numerically for fully nonlinear "one-dimensional" potential water waves in a finite-depth flume between two vertical walls. In such systems, the FPU…
We address an important issue of a dynamic homogenisation in vector elasticity for a doubly periodic mass-spring elastic lattice. The notion of logarithmically growing resonant waves is used in a complete analysis of star-shaped wave forms…
We study an homogeneous irreducible markovian random walk in a square lattice of arbitrary dimension, with an antisymmetric perturbation acting only in one point. We compute exactly spatial correction to the diffusive behaviour in the…
Although quantum walks exhibit peculiar properties that distinguish them from random walks, classical behavior can be recovered in the asymptotic limit by destroying the coherence of the pure state associated to the quantum system. Here I…
In this paper, we consider the classic Fermi-Pasta-Ulam-Tsingou system as a model of interacting particles connected by harmonic springs with a quadratic nonlinear term (first system) and a set of second-order ordinary differential…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
We present a methodology for the study of the dispersion of trajectories of stochastic processes in reconstructed phase spaces from observed data. The methodology allows to find ensembles of analog states, i.e. states that are close in the…
We study the discrete-to-continuum limit of ferromagnetic spin systems when the lattice spacing tends to zero. We assume that the atoms are part of a (maybe) non-periodic lattice close to a flat set in a lower dimensional space, typically a…
In dealing with thermal transport in composite systems, high contrast materials pose a special problem for numerical simulation: the time scale or step size in the high conductivity material must be much smaller than in the low conductivity…
Inspired by recent studies on deterministic oscillator models, we introduce a stochastic one-dimensional model for a chain of interacting particles. The model consists of $N$ oscillators performing continuous-time random walks on the…
In many complex systems, for the activity f(i) of the constituents or nodes i, a power-law relationship was discovered between the standard deviation sigma(i) and the average strength of the activity: sigma(i) ~ <f(i)>^alpha; universal…