Related papers: Dynamic scaling in the spatial distribution of per…
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…
Extensive simulations are performed of the diffusion-limited reaction A$+$B$\to 0$ in one dimension, with initially separated reagents. The reaction rate profile, and the probability distributions of the separation and midpoint of the…
We study the dynamics of a single inertial run-and-tumble particle on a straight line. The motion of this particle is characterized by two intrinsic time-scales, namely, an inertial and an active time-scale. We show that interplay of these…
We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…
We apply the recently introduced distribution of sign-times (DST) to non-equilibrium interface growth dynamics. We are able to treat within a unified picture the persistence properties of a large class of relaxational and noisy linear…
We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral partial differential equation, i.e., an advection-diffusion…
We consider phase-type scale mixture distributions which correspond to distributions of a product of two independent random variables: a phase-type random variable $Y$ and a nonnegative but otherwise arbitrary random variable $S$ called the…
We study a one dimensional generalization of the exponential trap model using both numerical simulations and analytical approximations. We obtain the asymptotic shape of the average diffusion front in the sub-diffusive phase. Our central…
We study large deviations, over a long time window $T \to \infty$, of the dynamical observables $A_n = \int_{0}^{T} x^n(t) dt$, $n=3,4,\dots$, where $x(t)$ is a centered stationary Gaussian process in continuous time. We show that, for…
We give experimental grounding for the remarkable observation made by Furuberg et al. in Ref. [furuberg1988] of an unusual dynamic scaling for the pair correlation function $N(r,t)$ during the slow drainage of a porous medium. The authors…
The stable fragmentation with index of self-similarity $\alpha \in [-1/2,0)$ is derived by looking at the masses of the subtrees formed by discarding the parts of a $(1 + \alpha)^{-1}$--stable continuum random tree below height $t$, for $t…
Spatial distributions of heavy particles suspended in an incompressible isotropic and homogeneous turbulent flow are investigated by means of high resolution direct numerical simulations. In the dissipative range, it is shown that particles…
We study the late time dynamics of a single active Brownian particle in two dimensions with speed $v_0$ and rotation diffusion constant $D_R$. We show that at late times $t\gg D_R^{-1}$, while the position probability distribution…
Strong dynamical scaling violations exist in quenched two-dimensional systems with vector O(3) order parameters. These systems support non-singular topologically stable configurations (skyrmions). By tuning the stability of isolated…
A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…
We reconsider the problem of local persistence in directed site percolation. We present improved estimates of the persistence exponent in all dimensions from 1+1 to 7+1, obtained by new algorithms and by improved implementations of existing…
Considering some deposition models with limited mobility, we show that the typical decay of the interface width to its saturation value is exponential, which defines the crossover or saturation time \tau. We present a method to calculate a…
Experimental investigations of plastic flow have demonstrated temporal intermittency as deformation proceeds in a series of intermittent bursts with scale-free size distribution. In the present investigation, a corresponding spatial…
We introduce the concept of `discrete-time persistence', which deals with zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n \Delta T. For a Gaussian Markov process with relaxation rate \mu, we show…
We study the one dimensional branching Brownian motion starting at the origin and investigate the correlation between the rightmost ($X_{\max}\geq 0$) and leftmost ($X_{\min} \leq 0$) visited sites up to time $t$. At each time step the…