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Mean field slider block models have provided an important entry point for understanding the behavior of discrete driven threshold systems. We present a method of constructing these models with an arbitrary frictional weakening function.…
We study a more general class of the Alessandro-Beatrice-Bertotti-Montorsi (AMMB) models with velocity-dependent dissipation. We obtain the Fokker-Planck equation describing the evolution of an arbitrary initial probability distribution,…
We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…
We investigate the scaling properties of the Barkhausen effect, recording the noise in several soft ferromagnetic materials: polycrystals with different grain sizes and amorphous alloys. We measure the Barkhausen avalanche distributions and…
We consider a one dimensional L\'evy bridge x_B of length n and index 0 < \alpha < 2, i.e. a L\'evy random walk constrained to start and end at the origin after n time steps, x_B(0) = x_B(n)=0. We compute the distribution P_B(A,n) of the…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…
This paper explores the feasibility of utilizing the response recorded by a single moving sensor to identify the modal parameters of a bridge system under different loading conditions, such as known excitation and unknown random…
In turbulence phenomena, including the quantum turbulence in superfluids, an energy flux flows from large to small length scales, composing a cascade of energy. A universal characteristic of turbulent flows is the existence of a range of…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
We revisit the work of Mitter and Newton on an information-theoretic interpretation of Bayes' formula through the Gibbs variational principle. This formulation allowed them to pose nonlinear estimation for diffusion processes as a problem…
Complex systems, when poised near a critical point of a phase transition between order and disorder, exhibit a dynamics comprising a scale-free mixture of order and disorder which is universal, i.e. system-independent (1-5). It allows…
The Lorenz equations [1] are a severe Galerkin-truncation of the Oberbeck-Boussinesq (OB) equations describing Rayleigh-B\'enard convection (RBC). Here we examine the mathematical connections between the chaotic lobe-switching behavior of a…
Simplified models are a necessary steppingstone for understanding collective neural network dynamics, in particular the transitions between different kinds of behavior, whose universality can be captured by such models, without prejudice.…
Recent work has suggested that in highly correlated systems, such as sandpiles, turbulent fluids, ignited trees in forest fires and magnetization in a ferromagnet close to a critical point, the probability distribution of a global quantity…
We consider a class of stochastic processes containing the classical and well-studied class of Squared Bessel processes. Our model, however, allows the dimension be a function of the time. We first give some classical results in a larger…
In this paper we introduce the well-balanced L\'{e}vy driven Ornstein-Uhlenbeck process as a moving average process of the form $X_t=\int \exp(-\lambda |t-u|)dL_u$. In contrast to L\'{e}vy driven Ornstein-Uhlenbeck processes the…
The model of the current paper is an extension of a previous publication, wherein we used the leaky integrate-and-fire model on a regular lattice with periodic boundary conditions, and introduced the temporal complexity as a genuine…
We demonstrate how to model the toppling activity in avalanching systems by stochastic differential equations (SDEs). The theory is developed as a generalization of the classical mean field approach to sandpile dynamics by formulating it as…
Critical dynamics of cortical neurons have been intensively studied over the past decade. Neuronal avalanches provide the main experimental as well as theoretical tools to consider criticality in such systems. Experimental studies show that…