Related papers: Sample to sample fluctuations in fragmentation and…
Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…
Numerical simulations of turbulent flows at realistic Reynolds numbers generally rely on filtering out small scales from the Navier Stokes equations and modeling their impact through the Reynolds stress tensor ${\tau}_{ij}$. Traditional…
In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…
A stochastic model is presented for a super-position of uncorrelated pulses with a random distribution of amplitudes, sizes, velocities and arrival times. The pulses are assumed to move radially with fixed shape and amplitudes decaying…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Power law distributed fluctuations are known to accompany \emph{terminal} failure in disordered brittle solids. The associated intermittent scale-free behavior is of interest from the fundamental point of view as it emerges universally from…
Oscillations of cumulant moments of multiplicity distributions at high ranks, evolution of factorial moments with bin sizes (intermittency, fractality), zeros of the truncated generating functions of multiplicity distributions, and charge…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We analyze the structure of fluctuations near critical points and spinodals in mean-field and near-mean-field systems. Unlike systems that are non-mean-field, for which a fluctuation can be represented by a single cluster in a properly…
The effect of space distribution of randomly-placed particles in a representative composite volume on the thermoelastic effective properties and local stress and strain distribution is analyzed. Quantitative assessment is performed using…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
The aggregation of particles in the free molecular regime is determined approximately for situations with a high degree of translational energy equilibration. The mean particle sizes develop linearly in time. Scaling relations are used to…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
We consider a family of fragmentation processes where the rate at which a particle splits is proportional to a function of its mass. Let $F\_{1}^{(m)}(t),F\_{2}^{(m)}(t),...$ denote the decreasing rearrangement of the masses present at time…
We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…
The effect of fluctuations about the pi-flux mean field state for the undoped high-temperature superconductors is investigated. It is shown that fluctuations of the mean fields lead to a self-energy correction that doubles the band width of…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…