Related papers: Alternative Formulations for the Fluctuating Two-R…
In computer simulations performed in constant number of particles ensembles, although the total number of particles N contained in the simulation box does not fluctuate, hence giving a zero apparent compressibility, there are still local…
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…
The entropy generation rate in turbulence can be defined using the energy cascade rate as described in the scale-integrated Kolmogorov-Hill equation at a specified length scale. The fluctuation relation (FR) from non-equilibrium…
The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for…
The paper examines the Fractional Fourier Transform (FRFT) based technique as a tool for obtaining the probability density function and its derivatives, and mainly for fitting stochastic model with the fundamental probabilistic…
The fluctuation-dissipation theorem (FDT) is a simple yet powerful consequence of the first-order differential equation governing the dynamics of systems subject simultaneously to dissipative and stochastic forces. The linear learning…
The paper investigates the rich class of Generalized Tempered Stable distribution, an alternative to Normal distribution and the $\alpha$-Stable distribution for modelling asset return and many physical and economic systems. Firstly, we…
Two-way coupled DNS simulation of particle-laden turbulent Couette-flow [1], in the volume fraction regime $\phi>10^{-4}$, showed a discontinuous decrease of turbulence intensity beyond a critical volume fraction…
We study the Fluctuation Theorem (FT) for entropy production in chaotic discrete-time dynamical systems on compact metric spaces, and extend it to empirical measures, all continuous potentials, and all weak Gibbs states. In particular, we…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
The observed structure function (SF) of rotation measure (RM) varies as a broken power-law function of angular scales. The systematic shallowness of its spectral slope is inconsistent with the standard Kolmogorov scaling. This motivates us…
The ``Brownian bees'' model describes an ensemble of $N=$~const independent branching Brownian particles. The conservation of $N$ is provided by a modified branching process. When a particle branches into two particles, the particle which…
We develop the mathematics of a filtration shrinkage model that has recently been considered in the credit risk modeling literature. Given a finite collection of points $x_1<...<x_N$ in $\mathbb{R}$, the region indicator function $R(x)$…
Analytical expressions for radial distribution function (RDF) are of critical importance for various applications, such as development of the perturbation theories for equilibrium properties. Theoretically, RDF expressions for…
In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A set of parallel…
The Cauchy-Rayleigh (CR) distribution has been successfully used to describe asymmetric and heavy-tail events from radar imagery. Employing such model to describe lifetime data may then seem attractive, but some drawbacks arise: its…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…
This paper presents a comprehensive experimental validation of a recently developed Ray Deflection Function (RDF) approach, which offers a new framework for modeling surface roughness effects in optical systems. Through detailed geometrical…
A theoretical model is developed that can accurately analyze the effects of thermal fluctuations in antiferromagnetic (AFM) nano-particles. The approach is based on Fourier series representation of the random effective field with cut-off…
In cond-mat/0002074 Ricci-Tersenghi et al. find two linear regimes in the fluctuation-dissipation relation between density-density correlations and associated responses of the Frustrated Ising Lattice Gas. Here we show that this result does…