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When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…
We study the problem of unbiased estimation of expectations with respect to (w.r.t.) $\pi$ a given, general probability measure on $(\mathbb{R}^d,\mathcal{B}(\mathbb{R}^d))$ that is absolutely continuous with respect to a standard Gaussian…
Recent experimental observations have supported the hypothesis that the cerebral cortex operates in a dynamical regime near criticality, where the neuronal network exhibits a mixture of ordered and disordered patterns. However, A…
Plastic events in sheared glasses are considered an example of so-called avalanches, whose sizes obey a power-law probability distribution with the avalanche critical exponent $\tau$. Although mean-field theory predicts a universal value of…
In order to test if the universal aspects of Barkhausen noise in magnetic materials can be predicted from recent variants of the non-equilibrium zero temperature Random Field Ising Model (RFIM), we perform a quantitative study of the…
We use a discrete-time formulation to study the asymmetric avalanche process [Phys. Rev. Lett. vol. 87, 084301 (2001)] on a finite ring and obtain an exact expression for the average avalanche size of particles as a function of toppling…
We discuss continuous cascade models and their potential for modelling the energy dissipation in a turbulent flow. Continuous cascade processes, expressed in terms of stochastic integrals with respect to L\'evy bases, are examples of ambit…
The yielding transition in amorphous materials, whether driven passively (simple shear) or actively, remains a fundamental open question in soft matter physics. While avalanche statistics at the critical point have been extensively studied,…
A damped chain of particles with harmonic nearest-neighbor interactions in a spatially periodic, piecewise harmonic potential (Frenkel-Kontorova model) is studied numerically. One end of the chain is pulled slowly which acts as a weak…
Based on a theoretical model for opinion spreading on a network, through avalanches, the effect of external field is now considered, by using methods from non-equilibrium statistical mechanics. The original part contains the implementation…
In many complex systems a continuous input of energy over time can be suddenly relaxed in the form of avalanches. Conventional avalanche models disregard the possibility of internal dynamical effects in the inter-avalanche periods, and thus…
Hysteresis, the lag between the force and the response, is often associated with noisy, jerky motion which have recently been called ``avalanches''. The interesting question is why the avalanches come in such a variety of sizes: naively one…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
We study the statistics of avalanches, as a response to an applied force, undergone by a particle hopping on a one dimensional lattice where the pinning forces at each site are independent and identically distributed (I.I.D), each drawn…
The thermal activation process by which a system passes from one local energy minimum to another is a recurring motif in physics, chemistry, and biology. For instance, biopolymer chains are typically modeled in terms of energy landscapes,…
We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…
We use approximate Bayesian computation (ABC) to estimate unknown parameter values, as well as their uncertainties, in Reynolds-averaged Navier-Stokes (RANS) simulations of turbulent flows. The ABC method approximates posterior…
The aim of this study is to investigate a wave dynamics and size scaling of avalanches which were created by the mathematical model {[}J. \v{C}ern\'ak Phys. Rev. E \textbf{65}, 046141 (2002)]. Numerical simulations were carried out on a two…
We study the correlations between avalanches in the depinning dynamics of elastic interfaces driven on a random substrate. In the mean field theory (the Brownian force model), it is known that the avalanches are uncorrelated. Here we obtain…
We show that simple explicit formulas can be obtained for several relevant quantities related to the laws of the uniformly sampled Brownian bridge, Brownian meander and three dimensional Bessel process. To prove such results, we use the…