Related papers: Non-Gaussian Distributions in Extended Dynamical S…
Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…
Random advection of Lagrangian tracer scalar field $\theta (t,x)$ by a one-dimensional, spatially smooth and short-correlated in time velocity field is considered. Scalar fluctuations are maintained by a source concentrated at the integral…
We study the effect of randomly distributed diffusivities and speeds in two models for active particle dynamics with active and passive fluctuations. We demonstrate how non-Gaussian displacement distributions emerge in these models in the…
Non-Gaussianity indicates complex dynamics related to extreme events or significant outliers. However, the correlation between non-Gaussianity and the dynamics of heterogeneous environments in anomalous diffusion remains uncertain. Inspired…
Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…
q-Gaussian distribution appear in many science areas where we can find systems that could be described within a nonextensive framework. Usually, a way to assert that these systems belongs to nonextensive framework is by means of numerical…
We consider the statistics of light amplitude fluctuations for the propagation of a laser beam subjected to multiple filamentation in an amplified Kerr media, with both linear and nonlinear dissipation. Dissipation arrests the catastrophic…
Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…
Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…
The non-Gaussian normal diffusion, i.e., the probability distribution function (PDF) is non-Gaussian but the mean squared displacement (MSD) depends on time linearly, has been observed in particle motions. Here we show by numerical…
Probability density functions (pdfs) of $^{13}CO$ emission line centroid (line-of-sight, intensity-weighted average) velocities are presented for several densely sampled molecular clouds as quantitative descriptors of their underlying…
Non-Gaussian nature of the probability distribution of particles' displacements in the supercooled temperature regime in glass-forming liquids are believed to be one of the major hallmarks of glass transition. It is already been established…
The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…
We investigate the possibility to detect primordial non-Gaussianity by analysing the bulk of the probability distribution function (PDF) of late-time cosmic density fluctuations. For this purpose we devise a new method to predict the impact…
We present a simple model based on the dark halo approach which provides a useful way to understand key points determining the shape of the non-Gaussian tails of the dark matter one-point probability distribution function(PDF). In…
Many systems in nature and laboratories are far from equilibrium and exhibit significant fluctuations, invalidating the key assumptions of small fluctuations and short memory time in or near equilibrium. A full knowledge of Probability…
We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…
We report on novel Brownian, yet non-Gaussian diffusion, in which the mean square displacement of the particle grows linearly with time, the probability density for the particle spreading is Gaussian-like, however, the probability density…
The problem of the steady-state velocity distribution in a driven inelastic Maxwell model of shaken granular material is revisited. Numerical solution of the master equation and analytical arguments show that the model has bilateral…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…