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A coarse-grained model of dense hard sphere colloids building on simple notions of particle mobility and spatial coherence is presented and shown to reproduce results of experiments and simulations for key quantities such as the…
An analogue of the Oppenheimer-Synder collapsing model is treated analytically, where the matter source is a scalar field with an exponential potential. An exact solution is derived followed by matching to a suitable exterior geometry, and…
We claim that looking at probability distributions of \emph{finite time} largest Lyapunov exponents, and more precisely studying their large deviation properties, yields an extremely powerful technique to get quantitative estimates of…
We study the dynamic structure factor of fluctuating elastic thin sheets subject to conservative (athermal) random forcing. In Steinbock, Katzav & Boudaoud, Phys. Rev. Research 4, 033096 (2022), the static structure factor of such a sheet…
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,…
We show that different ways of extracting time scales from time-dependent velocity structure functions lead to different dynamic-multiscaling exponents in fluid turbulence. These exponents are related to equal-time multiscaling exponents by…
The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…
Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…
The connection between anomalous scaling of structure functions (intermittency) and numerical methods for turbulence simulations is discussed. It is argued that the computational work for direct numerical simulations (DNS) of fully…
In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…
The scaling of the Thouless time with system size is of fundamental importance to characterize dynamical properties in quantum systems. In this work, we study the scaling of the Thouless time in the Anderson model on random regular graphs…
We propose a method of arbitrarily shaping and scaling the temporal intensity correlations of an optical signal locally, avoiding periodic correlations. We demonstrate our approach experimentally using stochastic intensity modulation. We…
The concepts of scale invariance, self-similarity and scaling have been fruitfully applied to the study of price fluctuations in financial markets. After a brief review of the properties of stable Levy distributions and their applications…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed stochastic process. In this paper, we show that every…
We study the use of Temporal-Difference learning for estimating the structural parameters in dynamic discrete choice models. Our algorithms are based on the conditional choice probability approach but use functional approximations to…
We show that a scaling approach successfully characterizes clustering and intermittency in space and time, in systems of noninteracting particles driven by fluctuating surfaces. We study both the steady state and the approach to it, for…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
Event correlation between aftershocks in the coherent noise model is studied by making use of natural time, which has recently been introduced in complex time-series analysis. It is found that the aging phenomenon and the associated scaling…
We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…