Related papers: Microscopic Deterministic Dynamics and Persistence…
We investigate two distinct universality classes for probe particles that move stochastically in a one-dimensional driven system. If the random force that drives the probe particles is fully generated by the current fluctuations of the…
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…
The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at…
We study the scalar one-component two-dimensional (2D) $\phi^4$ model by computer simulations, with local Metropolis moves. The equilibrium exponents of this model are well-established, e.g. for the 2D $\phi^4$ model $\gamma= 1.75$ and…
We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…
The problem of finite-dimensional asymptotics of infinite-dimensional dynamic systems is studied. A non-linear kinetic system with conservation of supports for distributions has generically finite-dimensional asymptotics. Such systems are…
Collective motion is an ubiquitous phenomenon in nature, inspiring engineers, physicists and mathematicians to develop mathematical models and bio-inspired designs. Collective motion at small to medium group sizes ($\sim$10-1000…
This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…
In order to investigate the evolutionary process of many deterministic Dynamical systems with unfixed parameter, a set of dynamical models with parameter changing continuously and the accumulation of this change might be large is introduced…
We propose a model to characterize how a diffusing population adapts under a time periodic selection, while its environment undergoes shifts and size changes, leading to significant differences with classical results on fixed domains. After…
We use the discrete kinetic theory with the free-orientation parameter being fixed ($\pi/4$) to derive the macroscopic velocity field for many particles flowing through a microdomain. Our results resemble qualitatively other hydrodynamical…
This paper addresses the problem of stochastic optimization with decision-dependent uncertainty, a class of problems where the probability distribution of the uncertain parameters is influenced by the decision-maker's actions. While recent…
The Hamiltonian dynamics of the classical $\phi^4$ model on a two-dimensional square lattice is investigated by means of numerical simulations. The macroscopic observables are computed as time averages. The results clearly reveal the…
The theory of multidimensional persistence captures the topology of a multifiltration -- a multiparameter family of increasing spaces. Multifiltrations arise naturally in the topological analysis of scientific data. In this paper, we give a…
We investigate the dynamics of a single deformable self-propelled particle which undergoes a spinning motion in a two-dimensional space. Equations of motion are derived from the symmetry argument for three kinds of variables. One is a…
The statistics of persistent events, recently introduced in the context of phase ordering dynamics, is investigated in the case of the 1D lattice random walk in discrete time. We determine the survival probability of the random walker in…
We describe numerical simulations of the stochastic diffusion equation with a conserved charge. We focus on the dynamics in the vicinity of a critical point in the Ising universality class. The model we consider is expected to describe the…
We study the persistence probability for processes with stationary increments. Our results apply to a number of examples: sums of stationary correlated random variables whose scaling limit is fractional Brownian motion, random walks in…
We consider a piecewise deterministic Markov decision process, where the expected exponential utility of total (nonnegative) cost is to be minimized. The cost rate, transition rate and post-jump distributions are under control. The state…
The stochastic $\phi^4$-theory in $d-$dimensions dynamically develops domain wall structures within which the order parameter is not continuous. We develop a statistical theory for the $\phi^4$-theory driven with a random forcing which is…