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Related papers: Universal Fluctuations in Correlated Systems

200 papers

Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power law form for power spectra of temporal fluctuations on all space-time…

chao-dyn · Physics 2009-10-31 A. M. Selvam , S. Fadnavis

We develop the effective field theory of density fluctuations for a Newtonian self-gravitating N-body system in quasi-equilibrium, apply it to a homogeneous universe with small density fluctuations. Keeping the density fluctuation up to the…

Astrophysics · Physics 2009-11-13 Yang Zhang , Haixing Miao

The probability density function (PDF) of a random variable associated with the solution of a partial differential equation (PDE) with random parameters is approximated using a truncated series expansion. The random PDE is solved using two…

Numerical Analysis · Mathematics 2021-01-25 Giacomo Capodaglio , Max Gunzburger , Henry P. Wynn

The effect of static fluctuations in the phase of the order parameter on the normal and superconducting properties of a 2D system with attractive four-fermion interaction is studied. Analytic expressions for the fermion Green's function,…

Superconductivity · Physics 2009-10-31 Valery P. Gusynin , Vadim M. Loktev , Sergei G. Sharapov

The dynamics of non-equilibrium spatially extended systems are often dominated by fluctuations, due to e.g.\ deterministic chaos or to intrinsic stochasticity. This reflects into generic scale invariant or kinetic roughening behavior that…

Statistical Mechanics · Physics 2021-03-10 E. Rodriguez-Fernandez , R Cuerno

We discuss the non-self-averaging phenomena in the critical point of weakly disordered Ising ferromagnet. In terms of the renormalized replica Ginzburg-Landau Hamiltonian in dimensions D <4, we derive an explicit expression for the…

Statistical Mechanics · Physics 2016-01-26 Victor Dotsenko , Yu. Holovatch

We introduce the Fluctuating Two-Ray (FTR) fading model, a new statistical channel model that consists of two fluctuating specular components with random phases plus a diffuse component. The FTR model arises as the natural generalization of…

Information Theory · Computer Science 2020-04-02 Juan M. Romero-Jerez , F. Javier Lopez-Martinez , José F. Paris , Andrea J. Goldsmith

We extend recent results on the exact hydrodynamics of a system of diffusive active particles displaying a motility-induced phase separation to account for typical fluctuations of the dynamical fields. By calculating correlation functions…

Statistical Mechanics · Physics 2021-08-26 Tal Agranov , Sunghan Ro , Yariv Kafri , Vivien Lecomte

We present a brief survey of fluctuations and large deviations of particle systems with subextensive growth of the variance. These are called hyperuniform (or superhomogeneous) systems. We then discuss the relation between hyperuniformity…

Probability · Mathematics 2016-12-07 Subhro Ghosh , Joel L. Lebowitz

We discuss fluctuation-dissipation relations valid under general conditions even out of equilibrium. The response function is expressed in terms of unperperturbed correlation functions, where contributions peculiar to non-equilibrium can…

Statistical Mechanics · Physics 2012-03-23 Giacomo Gradenigo , Andrea Puglisi , Alessandro Sarracino , Dario Villamaina , Angelo Vulpiani

We study the dynamics of the fluctuations of the variance $s$ of the order parameter of the Gaussian model, following a temperature quench of the thermal bath. At each time $t$, there is a critical value $s_c(t)$ of $s$ such that…

Statistical Mechanics · Physics 2020-09-11 Federico Corberi , Onofrio Mazzarisi , Andrea Gambassi

We conduct numerical experiments to determine the density probability distribution function (PDF) produced in supersonic, isothermal, self-gravitating turbulence of the sort that is ubiquitous in star-forming molecular clouds. Our…

Astrophysics of Galaxies · Physics 2021-08-10 Shivan Khullar , Christoph Federrath , Mark R. Krumholz , Christopher D. Matzner

The large scale fluctuations of the ordered state in active matter systems are usually characterised by studying the "giant number fluctuations" of particles in any finite volume, as compared to the expectations from the central limit…

Soft Condensed Matter · Physics 2018-05-25 Supravat Dey , Dibyendu Das , R. Rajesh

We consider a class of interacting particle systems in continuous space of non-gradient type, which are reversible with respect to Poisson point processes with constant density. For these models, a rate of convergence was recently obtained…

Probability · Mathematics 2024-01-19 Chenlin Gu , Jean-Christophe Mourrat , Maximilian Nitzschner

.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…

Statistical Mechanics · Physics 2020-08-26 V. Sposini , D. S. Grebenkov , R. Metzler , G. Oshanin , F. Seno

We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…

Disordered Systems and Neural Networks · Physics 2009-11-11 Sebastian Bustingorry , Jose Luis Iguain , Claudio Chamon , Leticia F. Cugliandolo , Daniel Dominguez

Mixed order transitions are those which show a discontinuity of the order parameter as well as a divergent correlation length. We show that the behaviour of the order parameter correlation function along the transition line of mixed order…

Statistical Mechanics · Physics 2019-09-04 Mustansir Barma , Satya N. Majumdar , David Mukamel

We examine the state of statistical equilibrium attained by a uniformly forced condensable substance subjected to advection in a periodic domain. In particular, we examine the probability density function (\pdf{}) of the condensable…

Pattern Formation and Solitons · Physics 2007-05-23 Jai Sukhatme , Raymond T. Pierrehumbert

We introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white…

Dynamical Systems · Mathematics 2025-01-20 Tyler E. Maltba , Hongli Zhao , D. Adrian Maldonado

The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…

Statistical Finance · Quantitative Finance 2008-12-02 M. Momeni , I. Kourakis , K. Talebi