相关论文: Magnetic fluctuations in the classical XY model: t…
We calculate the probability density function for the order parameter fluctuations in the low temperature phase of the 2D-XY model of magnetism near the line of critical points. A finite correlation length, \xi, is introduced with a small…
We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…
We study the universal nature of global fluctuations in the critical regime of the spherical model by evaluating the exact distribution of the magnetization and its absolute value in the thermodynamical limit, in the presence of a conjugate…
Order parameter fluctuations for the two dimensional Ising model in the region of the critical temperature are presented. A locus of temperatures T*(L) and of magnetic fields B*(L) are identified, for which the probability density function…
Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…
The tail of the distribution of primordial fluctuations (corresponding to the likelihood of realization of large fluctuations) is of interest, from both theoretical and observational perspectives. In particular, it is relevant for the…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We present a detailed investigation of the probability density function (PDF) of order parameter fluctuations in the finite two-dimensional XY (2dXY) model. In the low temperature critical phase of this model, the PDF approaches a universal…
In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare…
The nonequilibrium critical dynamics of the 2D XY model is investigated numerically through Monte Carlo simulations and analytically in the spin-wave approximation. We focus in particular on the behaviour of the two-time response and…
We study an XY-rotor model on regular one dimensional lattices by varying the number of neighbours. The parameter $2\ge\gamma\ge1$ is defined. $\gamma=2$ corresponds to mean field and $\gamma=1$ to nearest neighbours coupling. We find that…
The probability density function (PDF) of a global measure in a large class of highly correlated systems has been suggested to be of the same functional form. Here, we identify the analytical form of the PDF of one such measure, the order…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
Recently, Portelli et al (2003) have semi-numerically obtained a functional form of the probability distribution of fluctuations in the total energy flow in a model for fluid turbulence. This follows earlier work suggesting that…
We propose an interpretation of previous experimental and numerical experiments, showing that for a large class of systems, distributions of global quantities are similar to a distribution originally obtained for the magnetization in the…
In extensive Monte Carlo simulations the phase transition of the random field Ising model in three dimensions is investigated. The values of the critical exponents are determined via finite size scaling. For a Gaussian distribution of the…
Dynamic relaxation of the XY model quenched from a high temperature state to the critical temperature or below is investigated with Monte Carlo methods. When a non-zero initial magnetization is given, in the short-time regime of the dynamic…
We propose a novel mechanism for the origin of non-Gaussian tails in the probability distribution functions (PDFs) of local variables in nonlinear, diffusive, dynamical systems including passive scalars advected by chaotic velocity fields.…
We numerically study the distribution function of the conductance (transmission) in the one-dimensional tight-binding Anderson and periodic-on-average superlattice models in the region of fluctuation states where single parameter scaling is…