相关论文: Microscopic Deterministic Dynamics and Persistence…
We calculate the relaxational dynamical critical behavior of systems of $O(n_\|)\oplus O(n_\perp)$ symmetry by renormalization group method within the minimal subtraction scheme in two loop order. The three different bicritical static…
We investigate the dynamical behaviour of the Ising model under a zero temperature quench with the initial fraction of up spins $0\leq x\leq 1$. In one dimension, the known results for persistence probability are verified; it shows…
We study statistics of first passage inside a cone in arbitrary spatial dimension. The probability that a diffusing particle avoids the cone boundary decays algebraically with time. The decay exponent depends on two variables: the opening…
Some dynamical properties present in a problem concerning the acceleration of particles in a wave packet are studied. The dynamics of the model is described in terms of a two-dimensional area preserving map. We show that the phase space is…
In finite-size population models, one can derive Fokker-Planck equations to describe the fluctuations of the species numbers about the deterministic behaviour. In the steady state of populations comprising two or more species, it is…
Recently, a new formalism describing the anomalous diffusion processes, based on the Onsager-Machlup fluctuation theory, has been suggested \cite{Smain, Spub}. We study particles performing this new type of motion, under the action of…
A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…
The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed…
It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…
We calculate the relaxational dynamical critical behavior of systems of $O(n_\|)\oplus O(n_\perp)$ symmetry including conservation of magnetization by renormalization group (RG) theory within the minimal subtraction scheme in two loop…
We study the asymptotic macroscopic properties of the mixed majority-minority game, modeling a population in which two types of heterogeneous adaptive agents, namely ``fundamentalists'' driven by differentiation and ``trend-followers''…
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…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
Discontinuous time derivatives are used to model threshold-dependent switching in such diverse applications as dry friction, electronic control, and biological growth. In a continuous flow, a discon- tinuous derivative can generate multiple…
Persistence, defined as the probability that a fluctuating signal has not reached a threshold up to a given observation time, plays a crucial role in the theory of random processes. It quantifies the kinetics of processes as varied as phase…
This paper provides a dynamical frame to study non-autonomous parabolic partial differential equations with finite delay. Assuming monotonicity of the linearized semiflow, conditions for the existence of a continuous separation of type II…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on…
An elementary system leading to the notions of fractional integrals and derivatives is considered. Various physical situations whose description is associated with fractional differential equations of motion are discussed.