Related papers: Multi-multifractality and dynamic scaling in stoch…
Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…
A simple multifractal coarsening model is suggested that can explain the observed dynamical behavior of the fractal dimension in a wide range of coarsening fractal systems. It is assumed that the minority phase (an ensemble of droplets) at…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…
The small-angle scattering curves of deterministic mass fractals are studied and analyzed in the momentum space. In the fractal region, the curve I(q)q^D is found to be log-periodic with a good accuracy, and the period is equal to the…
We provide a simple method to estimate the parameters of multivariate stochastic volatility models with latent factor structures. These models are very useful as they alleviate the standard curse of dimensionality, allowing the number of…
We investigate a model system for the rotational dynamics of inertial many-particle clustering, in which sub-millimeter objects are acoustically levitated in air. Driven by scattered sound, levitated grains self-assemble into a monolayer of…
We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…
Cohesive particles form agglomerates that are usually very porous. Their geometry, particularly their fractal dimension, depends on the agglomeration process (diffusion-limited or ballistic growth by adding single particles or…
This article focuses on covariance estimation for multi-study data. Popular approaches employ factor-analytic terms with shared and study-specific loadings that decompose the variance into (i) a shared low-rank component, (ii)…
We investigate the behavior of colloidal suspensions with different volume fractions confined between parallel walls under a range of steady shears. We model the particles using molecular dynamics (MD) with full hydrodynamic interactions…
We consider the longitudinal polarization of Lambda and Lambda-bar produced in the current fragmentation region of polarized deep inelastic scattering. We show how the various cross sections can be used to test the underlying parton…
The close packing density of log-normal and bimodal distributed, surface-adsorbed particles or discs in 2D is studied by numerical simulation. For small spread in particle size, the system orders in a polycrystalline structure of hexagonal…
An investigation of the mesoscopic dynamics of chemical systems whose mass action equation gives rise to a deterministic chaotic attractor is carried out. A reactive lattice-gas model for the three-variable autocatalator is used to provide…
The failure of mechanical metamaterials is a function of the interplay between the properties of the base material and the microstructural geometry. Stochastic failure properties of the base material and disordered microstructural…
Poroelasticity can be classified with geophysics and describes the interaction between solids deformation and the pore pressure in a porous medium. The investigation of this effect is anywhere interesting where a porous medium and a fluid…
In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…
We derive a mesoscopic modeling and simulation technique that is very close to the technique known as dissipative particle dynamics. The model is derived from molecular dynamics by means of a systematic coarse-graining procedure. Thus the…
There is evidence of a scale-invariant matter distribution up to scales over 10 Megaparsecs. We review scaling (fractal or multifractal) models of large scale structure and their observational evidence. We conclude that the dynamics of…
Fractal structures appear in a vast range of physical systems. A literature survey including all experimental papers on fractals which appeared in the six Physical Review journals (A-E and Letters) during the 1990's shows that experimental…