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It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we…

Mathematical Finance · Quantitative Finance 2020-12-08 Sascha Desmettre , Gunther Leobacher , L. C. G. Rogers

After a brief discussion of the concepts of fractional exchange and fractional exclusion statistics, we report partly analytical and partly numerical results on thermodynamic properties of assemblies of particles obeying fractional…

Strongly Correlated Electrons · Physics 2011-11-10 F. M. D. Pellegrino , G. G. N. Angilella , N. H. March , R. Pucci

Atmospheric flows exhibit cantorian fractal space-time fluctuations signifying long-range spatiotemporal correlations. A recently developed cell dynamical system model shows that such non-local connections are intrinsic to quantum-like…

chao-dyn · Physics 2007-05-23 A. M. Selvam , Suvarna Fadnavis

Classical density functional theory (DFT) is a statistical mechanical theory for calculating the density profiles of the molecules in a liquid. It is widely used, for example. to calculate the density distribution of the molecules in the…

Statistical Mechanics · Physics 2015-07-08 Adam P. Hughes , Uwe Thiele , Andrew J. Archer

A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…

Mathematical Physics · Physics 2017-06-29 Georgie Knight , Orestis Georgiou , Carl P. Dettmann , Rainer Klages

Cognitive computation such as e.g. language processing, is conventionally regarded as Turing computation, and Turing machines can be uniquely implemented as nonlinear dynamical systems using generalized shifts and subsequent G\"odel…

Formal Languages and Automata Theory · Computer Science 2012-07-19 Peter beim Graben , Roland Potthast

We develop an effective model to describe the dynamics of a system of particle moving in circular configurations around a central mass, by considering the continuum limit of the angular distribution, to obtain the stable configurations for…

Earth and Planetary Astrophysics · Physics 2025-11-24 Jeremías Ruta , Nicolás Grandi , Tobías Canavesi

We study various temporal correlation functions of a tagged particle in one-dimensional systems of interacting point particles evolving with Hamiltonian dynamics. Initial conditions of the particles are chosen from the canonical thermal…

Statistical Mechanics · Physics 2015-06-25 Anjan Roy , Abhishek Dhar , Onuttom Narayan , Sanjib Sabhapandit

The fractal dimension $\delta_g^{(1)}$ of turbulent passive scalar signals is calculated from the fluid dynamical equation. $\delta_g^{(1)}$ depends on the scale. For small Prandtl (or Schmidt) number $Pr<10^{-2}$ one gets two ranges,…

chao-dyn · Physics 2009-10-22 Siegfried Grossmann , Detlef Lohse

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

Physical systems with complex unsteady dynamics, such as fluid flows, are often poorly represented by a single mean solution. For many practical applications, it is crucial to access the full distribution of possible states, from which…

Computational Physics · Physics 2025-04-07 Mario Lino , Tobias Pfaff , Nils Thuerey

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

General Physics · Physics 2007-05-23 Gao-Feng Gu , Wei-Xing Zhou

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

Chaotic Dynamics · Physics 2020-12-02 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

Cross-diffusion systems arise as hydrodynamic limits of lattice multi-species interacting particle models. The objective of this work is to provide a numerical scheme for the simulation of the cross-diffusion system identified in [J.…

Numerical Analysis · Mathematics 2023-09-06 Jad Dabaghi , Virginie Ehrlacher , Christoph Strössner

Diffusion maps approximate the generator of Langevin dynamics from simulation data. They afford a means of identifying the slowly-evolving principal modes of high-dimensional molecular systems. When combined with a biasing mechanism,…

Data Analysis, Statistics and Probability · Physics 2020-07-01 Zofia Trstanova , Ben Leimkuhler , Tony Lelièvre

The curves of scaling behavior is a significant concept in fractal dimension analysis of complex systems. However, the underlying rationale of this kind of curves for fractal cities is not yet clear. The aim of this paper is at researching…

Physics and Society · Physics 2025-08-28 Yanguang Chen

Fractal geometry, defined by self-similar patterns across scales, is crucial for understanding natural structures. This work addresses the fractal inverse problem, which involves extracting fractal codes from images to explain these…

Graphics · Computer Science 2025-02-25 Adarsh Djeacoumar , Felix Mujkanovic , Hans-Peter Seidel , Thomas Leimkühler

We review novel results and investigate actions and transformations of groups and semigroups on (quantum) spaces, present dynamical systems and zeta functions arising from these spaces, actions and transformations, discuss their stochastic…

Dynamical Systems · Mathematics 2013-04-02 Nikolaj M. Glazunov

We consider a multidimensional diffusion X with drift coefficient b({\alpha},X(t)) and diffusion coefficient {\epsilon}{\sigma}({\beta},X(t)). The diffusion is discretely observed at times t_k=k{\Delta} for k=1..n on a fixed interval [0,T].…

Statistics Theory · Mathematics 2013-05-17 Romain Guy , Catherine Laredo , Elisabeta Vergu

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti