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It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we…

Mathematical Finance · Quantitative Finance 2020-12-08 Sascha Desmettre , Gunther Leobacher , L. C. G. Rogers

Amorphous packings of non-spherical particles such as ellipsoids and spherocylinders are known to be hypostatic: the number of mechanical contacts between particles is smaller than the number of degrees of freedom, thus violating Maxwell's…

Disordered Systems and Neural Networks · Physics 2018-11-21 Carolina Brito , Harukuni Ikeda , Pierfrancesco Urbani , Matthieu Wyart , Francesco Zamponi

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

Global diffusion of Hamiltonian dynamical systems is investigated by using a coupled standard maps. Arnold web is visualized in the frequency space, using local rotation numbers, while Arnold diffusion and resonance overlaps are…

Chaotic Dynamics · Physics 2007-05-23 Seiichiro Honjo , Kunihiko Kaneko

We have developed a formalism to study non-adiabatic, non-radial oscillations of non-rotating compact stars in the frequency domain, including the effects of thermal diffusion in the framework of general relativistic perturbation theory.…

General Relativity and Quantum Cosmology · Physics 2009-11-10 L. Gualtieri , J. A. Pons , G. Miniutti

Countless processes in nature and industry, from rain droplet nucleation to plankton interaction in the ocean, are intimately related to turbulent fluctuations of local concentrations of advected matter. These fluctuations can be described…

Oscillatory instability (OI) emerges amidst turbulent states in experiments in various turbulent fluid and thermo-fluid systems such as aero-acoustic, thermoacoustic and aeroelastic systems. For the time series of the relevant dynamic…

Fluid Dynamics · Physics 2023-11-06 Vladimir Garcia-Morales , Shruti Tandon , Juergen Kurths , R. I. Sujith

We describe a mechanism for transport of energy in a mechanical system consisting of a pendulum and a rotator subject to a random perturbation. The perturbation that we consider is the product of a Hamiltonian vector field and a scalar,…

Dynamical Systems · Mathematics 2024-09-06 Anna Maria Cherubini , Marian Gidea

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…

Soft Condensed Matter · Physics 2015-06-23 Hyun Kyung Shin , Bongsik Choi , Peter Talkner , Eok Kyun Lee

In the study of Hamiltonian systems on cotangent bundles, it is natural to perturb Hamiltoni-ans by adding potentials (functions depending only on the base point). This led to the definition of Ma{\~n}{\'e} genericity: a property is generic…

Dynamical Systems · Mathematics 2020-08-07 Shahriar Aslani , Patrick Bernard

We develop an analytic framework to understand fragmentation in turbulent, self-gravitating media. Previously, we showed some properties of turbulence can be predicted with the excursion-set formalism. Here, we generalize to fully…

Cosmology and Nongalactic Astrophysics · Physics 2013-07-02 Philip F. Hopkins

The statistical properties of a Hamiltonian $H_0$ perturbed by a localized scatterer are considered. We prove that when $H_0$ describes a bounded chaotic motion, the universal part of the spectral statistics are not changed by the…

Chaotic Dynamics · Physics 2009-10-31 E. Bogomolny , P. Leboeuf , C. Schmit

We present a geometric proof of the averaging theorem for perturbed dynamical systems on a Riemannian manifold, in the case where the flow of the unperturbed vector field is periodic and the $\mathbb{S}^{1}$-action associated to this vector…

Differential Geometry · Mathematics 2015-12-17 Misael Avendaño Camacho , Guillermo Dávila Rascón

In this article we review recent generalisations of the central limit theorem for the sum of specially correlated (or q-independent) variables, focusing on q greater or equal than 1. Specifically, this kind of correlation turns the…

Statistical Mechanics · Physics 2007-12-16 Silvio M. Duarte Queiros , Constantino Tsallis

We consider a reaction-diffusion system which may serve as a model for a ferment catalytic reaction in chemistry. The model consists of a system of reaction diffusion equations with unbounded time dependent coefficients and different…

Analysis of PDEs · Mathematics 2022-06-14 Mohamed Majdoub , Nasser-eddine Tatar

In this paper we present a theoretical analysis of the global dynamics in a triaxial galactic system using a 3D integrable Hamiltonian as a simple representation. We include a thorough discussion on the effect of adding a generic…

Astrophysics · Physics 2009-11-11 Pablo M. Cincotta , Claudia M. Giordano , Josefa Perez , .

We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…

Soft Condensed Matter · Physics 2009-11-13 Gene F. Mazenko

We present an inverse scattering construction of generalised point interactions (GPI) -- point-like objects with non-trivial scattering behaviour. The construction is developed for single centre $S$-wave GPI models with rational…

High Energy Physics - Theory · Physics 2009-10-28 C. J. Fewster

The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…

Statistical Mechanics · Physics 2009-11-07 Kirone Mallick , Philippe Marcq

We study the integrability of a two-dimensional Hamiltonian system with a gyroscopic term and a non-homogeneous potential composed of two homogeneous components of different degrees. The model describes the motion of a particle in a plane…

Exactly Solvable and Integrable Systems · Physics 2026-03-24 Wojciech Szumiński , Andrzej J. Maciejewski