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Strong anomalous diffusion is characterized by asymptotic power-law growth of the moments of displacement, with exponents that do not depend linearly on the order of the moment. The exponents concerning small-order moments are dominated by…

Statistical Mechanics · Physics 2021-01-27 Jürgen Vollmer , Lamberto Rondoni , Muhammad Tayyab , Claudio Giberti , Carlos Mejía-Monasterio

We study the time evolution of thermodynamic observables that characterise the dissipative nature of thermal relaxation after an instantaneous temperature quench. Combining tools from stochastic thermodynamics and large-deviation theory, we…

Statistical Mechanics · Physics 2023-03-06 Jan Meibohm , Massimiliano Esposito

It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…

Chaotic Dynamics · Physics 2016-12-07 Vishwanath Shukla , Stephan Fauve , Marc Brachet

A mathematical model describing the capture of nonlinear systems into the autoresonance by a combined parametric and external periodic slowly varying perturbation is considered. The autoresonance phenomenon is associated with solutions…

Dynamical Systems · Mathematics 2023-09-26 Oskar Sultanov

Using large-scale parallel numerical simulations we explore spatiotemporal chaos in Rayleigh-B\'enard convection in a cylindrical domain with experimentally relevant boundary conditions. We use the variation of the spectrum of Lyapunov…

Chaotic Dynamics · Physics 2015-06-03 Alireza Karimi , Mark R. Paul

Using direct numerical simulation we study the behavior of the maximal Lyapunov exponent in thin-layer turbulence, where one dimension of the system is constrained geometrically. Such systems are known to exhibit transitions from fully…

Fluid Dynamics · Physics 2021-06-02 Daniel Clark , Andres Armua , Calum Freeman , Daniel J. Brener , Arjun Berera

We use finite-time Lyapunov exponent (FTLE) distributions to probe transition mechanisms in high-dimensional reservoir maps trained on low-dimensional chaotic dynamics across multiple regimes. While trained reservoirs accurately predict…

Chaotic Dynamics · Physics 2026-04-28 Dishant Sisodia , Sarika Jalan

Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has…

Statistical Mechanics · Physics 2009-11-18 Giulio Cottone , Mario Di Paola , Ralf Metzler

The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…

Probability · Mathematics 2019-01-16 Peter Eichelsbacher , Lukas Knichel

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

Statistics Theory · Mathematics 2024-03-12 Sara Mazzonetto , Paolo Pigato

A combination of direct and inverse Fourier transforms on the unitary group $U(N)$ identifies normalized characters with probability measures on $N$-tuples of integers. We develop the $N\to\infty$ version of this correspondence by matching…

Probability · Mathematics 2019-12-19 Alexey Bufetov , Vadim Gorin

We consider the numerical analysis of the time discretization of Feynman-Kac semigroups associated with diffusion processes. These semigroups naturally appear in several fields, such as large deviation theory, Diffusion Monte Carlo or…

Numerical Analysis · Mathematics 2019-05-03 Grégoire Ferré , Gabriel Stoltz

The statistical behaviour of a product of independent, identically distributed random matrices in $\text{SL}(2,{\mathbb R})$ is encoded in the generalised Lyapunov exponent $\Lambda$; this is a function whose value at the complex number $2…

Mathematical Physics · Physics 2019-11-04 Alain Comtet , Christophe Texier , Yves Tourigny

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

We are concerned with random ordinary differential equations (RODEs). Our main question of interest is how uncertainties in system parameters propagate through the possibly highly nonlinear dynamical system and affect the system's…

Dynamical Systems · Mathematics 2021-08-30 Christian Kuehn , Kerstin Lux

We study the large deviations of the time-integrated current for a driven diffusion on the circle, often used as a model of nonequilibrium systems. We obtain the large deviation functions describing the current fluctuations using a…

Statistical Mechanics · Physics 2016-09-28 Pelerine Tsobgni Nyawo , Hugo Touchette

Transition to hyperchaotic regimes in Rayleigh-Benard convection in a square periodicity cell is studied by three-dimensional numerical simulations. By fixing the Prandtl number at P=0.3 and varying the Rayleigh number as a control…

Fluid Dynamics · Physics 2022-06-30 R. Chertovskih , E. V. Chimanski , E. L. Rempel

Bifurcation loci in the moduli space of degree $d$ rational maps are shaped by the hypersurfaces defined by the existence of a cycle of period $n$ and multiplier 0 or $e^{i\theta}$. Using potential-theoretic arguments, we establish two…

Complex Variables · Mathematics 2008-01-18 G. Bassanelli , F. Berteloot

The Riemann Hypothesis is the main open problem of Number Theory and several scientists are trying to solve this problem. In this regard, in a recent work [8], a difference equation has been proposed that calculates the nth non-trivial zero…

General Mathematics · Mathematics 2020-08-12 J. L. E. da Silva