相关论文: Super-extreme event's influence on a Weierstrass-M…

For a continuous-time catalytic branching random walk (CBRW) on Z, with an arbitrary finite number of catalysts, we study the asymptotic behavior of position of the rightmost particle when time tends to infinity. The mild requirements…

Extreme events have an important role which is sometime catastrophic in a variety of natural phenomena including climate, earthquakes and turbulence, as well as in man-made environments like financial markets. Statistical analysis and…

Extreme events are by nature rare and difficult to predict, yet are often much more important than frequent, typical events. An interesting counterpoint to the prediction of such events is their retrodiction -- given a process in an outlier…

Many rare event transitions involve multiple collective variables (CVs) and the most appropriate combination of CVs is generally unknown a priori. We thus introduce a new method, contour forward flux sampling (cFFS), to study rare events…

We study one-dimensional discrete as well as continuous time random walks, either with a fixed number of steps (for discrete time) $n$ or on a fixed time interval $T$ (for continuous time). In both cases, we focus on symmetric probability…

Cataclysmic Variables (CVs) are compact binaries with white dwarf (WD) primaries. CVs and other accreting WD binaries (AWBs) are useful laboratories for studying accretion flows, gas dynamics, outflows, transient outbursts, and explosive…

In this paper, we discuss the emergence of extreme events in a parametrically driven non-polynomial mechanical system with a velocity-dependent potential. We confirm the occurrence of extreme events from the probability distribution…

Cataclysmic Variables (CV) are close binary systems, in which the primary, the more massive star, is a white dwarf. CVs usually exhibit a number of periodicities, most of which are now understood. However, recently, a new phenomenon was…

The Maximal Entropy Random Walk (MERW) is a natural process on a finite graph, introduced a few years ago with motivations from theoretical physics. The construction of this process relies on Perron-Frobenius theory for adjacency matrices.…

Anomalous diffusion, in particular subdiffusion, is frequently invoked as a mechanism of motion in dense biological media, and may have a significant impact on the kinetics of binding/unbinding events at the cellular level. In this work we…

The continuous time random walk (CTRW) approach has been widely applied to model large-scale non-Fickian transport in the flow through disordered media. Often, the underlying microscopic transport mechanisms and disorder characteristics are…

Extreme events have low occurrence probabilities and display pronounced deviation from their average behaviour, such as earthquakes or power blackouts. Such extreme events occurring on the nodes of a complex network have been extensively…

This paper introduces a novel measure to quantify the directional dependence of extreme events between two variables. The proposed approach is designed to capture asymmetric tail dependence by studying conditional tail expectations of…

Economically responsible mitigation of multivariate extreme risks-such as extreme rainfall over large areas, large simultaneous variations in many stock prices, or widespread breakdowns in transportation systems-requires assessing the…

The combined Continuous Time Random Walk (CTRW) in position and momentum space is introduced, in the form of two coupled integral equations that describe the evolution of the probability distribution for finding a particle at a certain…

The Levy-flight dynamics can stem from simple random walks in a system whose operational time (number of steps n) typically grows superlinearly with physical time t. Thus, this processes is a kind of continuous-time random walks (CTRW),…

Rare and extreme events in turbulent flows play a critical role in transport, mixing and transition, yet are notoriously difficult to capture experimentally. Here we report, to our knowledge, the first direct experimental detection of an…

In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Although it has the same computational complexity and shares…

We consider a simple linear reversible isomerization reaction A <--> B under subdiffusion described by continuous time random walks (CTRW). The reactants' transformations take place independently on the motion and are described by constant…

We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…