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The crossover behavior of the semi--infinite three dimensional Ising model is investigated by means of Pad\'e approximant analysis of cluster variation method results. We give estimates for ordinary critical as well as for multicritical…
We investigate the geometric properties of the convex hull over $n$ successive positions of a planar random walk, with a symmetric continuous jump distribution. We derive the large $n$ asymptotic behavior of the mean perimeter. In addition,…
The paper deals with the asymptotic behavior of the bridge of a Gaussian process conditioned to stay in $n$ fixed points at $n$ fixed past instants. In particular, functional large deviation results are stated for small time. Several…
Three-dimensional Monte Carlo simulations provide a striking confirmation to a recent theoretical prediction: the Brownian non-Gaussian diffusion of critical self-avoiding walks. Although the mean square displacement of the polymer center…
We study the nonequilibrium phase transition in the one-dimensional contact process with quenched spatial disorder by means of large-scale Monte-Carlo simulations for times up to $10^9$ and system sizes up to $10^7$ sites. In agreement with…
In this paper we derive weak limits for the discretization errors of sampling barrier-hitting and extreme events of Brownian motion by using the Euler discretization simulation method. Specifically, we consider the Euler discretization…
Inspired by the recent viral epidemic outbreak and its consequent worldwide pandemic, we devise a model to capture the dynamics and the universality of the spread of such infectious diseases. The transition from a pre-critical to the…
We obtain a exponential large deviation upper bound for continuous observables on suspension semiflows over a non-uniformly expanding base transformation with non-flat singularities or criticalities, where the roof function defining the…
Photo-induced switching from the low-spin state to the high-spin state is studied in a model of spin-crossover materials, in which long-range interactions are induced by elastic distortions due to different molecular sizes the two spin…
We introduce a class of Markov processes conditioned to avoid intersection over a moving time window of length T>0, a setting we refer to as myopic non-intersection. In particular, we study a system of myopic non-intersecting Brownian…
In this work we study the one-dimensional contact process with diffusion using two different approaches to research the critical properties of this model: the supercritical series expansions and finite-size exact solutions. With special…
We investigate phase transitions of two-dimensional Ising models with power-law interactions, using an efficient Monte Carlo algorithm. For slow decay, the transition is of the mean-field type; for fast decay, it belongs to the short-range…
Understanding the statistics of level crossings in stochastic processes is crucial across many scientific disciplines. The traditional Kac-Rice formula gives the mean rate of level crossings and has found broad use. However, that mean rate…
We give simple expressions for the mean of the max and min bounds of the critical-to-classical crossover functions previously calculated [Bagnuls and Bervillier, Phys. Rev. E 65, 066132 (2002)] within the massive renormalization scheme of…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
Near a bifurcation point a system experiences critical slowing down. This leads to scaling behavior of fluctuations. We find that a periodically driven system may display three scaling regimes and scaling crossovers near a saddle-node…
We study the crossover scaling behavior of the height-height correlation function in interface depinning in random media. We analyze experimental data from a fracture experiment and simulate an elastic line model with non-linear couplings…
Criticality in a fluid of dielectric constant D that exhibits Ising-type behavior is studied as additional electrostatic (i.e., ionic) interactions are turned on. An exploratory perturbative calculation is performed for small ionicity as…
We prove large-time $L^2$ and distributional limit theorems for perimeter and diameter of the convex hull of $N$ trajectories of planar random walks whose increments have finite second moments. Earlier work considered $N \in \{1,2\}$ and…
Abrupt transitions are a central concern in climate and ecological research, and may arise when critical thresholds known as tipping points are crossed. However, previous work has shown that finite-time overshoots of tipping points can be…