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Using a twisted nematic liquid crystal system exhibiting planar Ising model dynamics, we have measured the scaling exponent $\theta$ which characterizes the time evolution, $p(t) \sim t^{-\theta}$, of the probability p(t) that the local…

Soft Condensed Matter · Physics 2009-10-28 B. Yurke , A. N. Pargellis , S. N. Majumdar , C. Sire

We study the stability of $\mathcal{M}_0$, an invariant subset of a Markov process $(X_t)_{t\geq 0}$ on a metric space $\mathcal{M}$. By building the theory of average Lyapunov functions, we formulate general criteria based on the signs of…

Probability · Mathematics 2024-07-30 Juraj Foldes , Declan Stacy

We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

Probability · Mathematics 2009-03-06 N. V. Krylov

We consider an exclusion process with long jumps in the box $\Lambda\_N=\{1, \ldots,N-1\}$, for $N \ge 2$, in contact with infinitely extended reservoirs on its left and on its right. The jump rate is described by a transition probability…

Probability · Mathematics 2021-08-09 Cedric Bernardin , Patricia Goncalves , Byron Oviedo Jimenez

We consider the class of Markovian processes defined by the equation $\dd x /\dd t = -\beta x + \sum_k z_k \delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at…

Statistical Mechanics · Physics 2009-10-31 Olivier Deloubriere

We investigated the critical dynamics on the daily Taiwan stock exchange index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A global persistence exponent $\theta_{p}$ was defined for non-equilibrium critical…

Data Analysis, Statistics and Probability · Physics 2008-12-02 I-Chun Chen , Hsen-Che Tseng , Ping-Cheng Li , Hung-Jung Chen

This short survey article stems from recent progress on critical cases of stochastic evolution equations in variational formulation with additive, multiplicative or gradient noises. Typical examples appear as the limit cases of the…

Probability · Mathematics 2025-10-24 Ioana Ciotir , Dan Goreac , Jonas M. Tölle

We calculate the exact autocorrelation exponent lambda and persistence exponent theta, and also amplitudes, in the dilute limit of phase ordering for dimensions d >= 2. In the Lifshitz-Slyozov-Wagner limit of conserved order parameter…

Statistical Mechanics · Physics 2008-02-03 Benjamin P. Lee , Andrew D. Rutenberg

The local persistence R(t), defined as the proportion of the system still in its initial state at time t, is measured for the Bak--Sneppen model. For 1 and 2 dimensions, it is found that the decay of R(t) depends on one of two classes of…

Statistical Mechanics · Physics 2009-11-07 D. A. Head

Persistence is an important characteristic of many complex systems in nature, related to how long the system remains at a certain state before changing to a different one. The study of complex systems' persistence involves different…

Dynamical Systems · Mathematics 2022-05-05 S. Salcedo-Sanz , D. Casillas-Pérez , J. Del Ser , C. Casanova-Mateo , L. Cuadra , M. Piles , G. Camps-Valls

In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…

Probability · Mathematics 2023-10-11 Marcin Magdziarz , Kacper Taźbierski

The paper is devoted to the study of the asymptotic behaviour of Moran process in random environment, say random selection. In finite population, the Moran process may be degenerate in finite time, thus we will study its limiting process in…

Probability · Mathematics 2019-11-05 Arnaud Guillin , Arnaud Personne , Edouard Strickler

The effect of partial absorption on a diffusive particle which stochastically resets its position with a finite rate $r$ is considered. The particle is absorbed by a target at the origin with absorption `velocity' $a$; as the velocity $a$…

Statistical Mechanics · Physics 2015-06-12 Justin Whitehouse , Martin R. Evans , Satya N. Majumdar

Persistence in spatially extended dynamical systems (like coarsening systems and other nonequilibrium systems) is reviewed. We discuss, in particular, the spatial correlations in the persistent regions and their evolution in time in these…

Statistical Mechanics · Physics 2007-05-23 Purusattam Ray

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Numerical Analysis · Mathematics 2024-12-10 James Woodfield

In this review we discuss the persistence and the related first-passage properties in extended many-body nonequilibrium systems. Starting with simple systems with one or few degrees of freedom, such as random walk and random acceleration…

Statistical Mechanics · Physics 2013-06-26 Alan J. Bray , Satya N. Majumdar , G. Schehr

A conserved generalized zero range process is considered in which two sites interact such that particles hop from the more populated site to the other with a probability $p$. The steady state particle distribution function $P(n)$ is…

Statistical Mechanics · Physics 2016-05-04 Abdul Khaleque , Parongama Sen

We investigate the persistence probability $p(t)$ of the position of a Brownian particle with shape asymmetry in two dimensions. The persistence probability is defined as the probability that a stochastic variable has not changed it's sign…

Soft Condensed Matter · Physics 2020-05-20 Anirban Ghosh , Dipanjan Chakraborty

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…

Numerical Analysis · Mathematics 2020-11-12 S. Baars , J. P. Viebahn , T. E. Mulder , C. Kuehn , F. W. Wubs , H. A. Dijkstra

We have previously reported that a universal growth law, as proposed by West and collaborators for all living organisms, appears to be able to describe also the growth of tumors in vivo. In contrast to the assumption of a fixed power…

Quantitative Methods · Quantitative Biology 2007-05-23 Caterina Guiot , Pier Paolo Delsanto , Alberto Carpinteri , Nicola Pugno Yuri Mansury , Thomas S. Deisboeck