相关论文: Anomalous Lineshapes and Aging Effects in Two-Dime…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
We study time averages of single particle trajectories in scale free anomalous diffusion processes, in which the measurement starts at some time t_a>0 after initiation of the process at the time origin, t=0. Using ageing renewal theory we…
By studying the two-time overlap correlation function, we give a comprehensive analysis of the phase diagram of the Random Hopping Dynamics of the Random Energy Model (REM) on time-scales that are exponential in the volume. These results…
The far-from-equilibrium dynamics of glassy systems share important phenomenological traits. A transition is generally observed from a time-homogeneous dynamical regime to an aging regime where physical changes occur intermittently and, on…
Correlations between random variables play an important role in applications, e.g.\ in financial analysis. More precisely, accurate estimates of the correlation between financial returns are crucial in portfolio management. In particular,…
Stochastic treatments of magnetic resonance spectroscopy and optical spectroscopy require evaluations of functions like <exp(i int_0^t Q(s)ds)>, where t is time, Q(s) is the value of a stochastic process at time s, and the angular brackets…
We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
We study analytically the distribution of fluctuations of the quantities whose average yield the usual two-point correlation and linear response functions in three unfrustrated models: the random walk, the $d$ dimensional scalar field and…
The angular and frequency correlation functions of the transmission coefficient for light propagation through a strongly scattering amplifying medium are considered. It is found that just as in the case of an elastic scattering medium the…
We investigate the random walk of prices by developing a simple model relating the properties of the signs and absolute values of individual price changes to the diffusion rate (volatility) of prices at longer time scales. We show that this…
We present theoretical and experimental results showing the effects of incoherent population mixing on two-dimensional (2D) coherent excitation spectra that are measured via a time-integrated population and phase-sensitive detection. The…
We examine the island size distribution function and spatial correlation function of a model for island growth in the submonolayer regime in both 1 and 2 dimensions. In our model the islands do not grow in shape, and a fixed number of…
Anomalies in univariate time series often refer to abnormal values and deviations from the temporal patterns from majority of historical observations. In multivariate time series, anomalies also refer to abnormal changes in the inter-series…
We derive an anomalous, sub-diffusive scaling limit for a one-dimensional version of the Mott random walk. The limiting process can be viewed heuristically as a one-dimensional diffusion with an absolutely continuous speed measure and a…
In the quasi-stationary states of the Hamiltonian Mean-Field model, we numerically compute correlation functions of momenta and diffusion of angles with homogeneous initial conditions. This is an example, in a N-body Hamiltonian system, of…
Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…
We study the stochastic motion of active particles that undergo spontaneous transitions between two distinct modes of motion. Each mode is characterized by a velocity distribution and an arbitrary (anti-)persistence. We present an…
We demonstrate that 2D Fermi liquids can support peculiar excitations that are not subject to Landau's $T^2$ dissipation. The long-lived excitations relax through correlated angular dynamics involving "lock-step" angular displacements along…
We study the intermittent dynamics and the fluctuations of the dynamic correlation function of a simple aging system. Given its size $L$ and its coherence length $\xi$, the system can be divided into $N$ independent subsystems, where…