Models of structure formation in the universe postulate that matter distributions observed today in galaxy catalogs arise, through a complex non-linear dynamics, by gravitational evolution from a very uniform initial state. Dark matter plays the central role of providing the primordial density...

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time problem. We derive general equations to calculate the...

Using simple scaling arguments and two-dimensional numerical simulations of a granular gas excited by vibrating one of the container boundaries, we study a double limit of small 1-r and large L, where r is the restitution coefficient and L the size of the container. We show that if the particle...

We consider a single harmonic oscillator coupled to a bath at zero temperature. As is well-known, the oscillator then has a higher average energy than that given by its ground state. Here we show analytically that for a damping model with arbitrarily discrete distribution of bath modes and...

Systems driven by Poisson-distributed quantal inputs can be described as “shot noise” stochastic processes. This formalism can apply to neurons which receive a large number of Poisson-distributed synaptic inputs of similar quantal size. However, the presence of temporal correlations between...

In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is...

Brownian motion in a confining potential fluctuating between two spatially separated potential profiles is considered as a model of an engine converting nonequilibrium fluctuations into reciprocating motion on the nanoscale. We present two exact solutions obtained for the parabolic and step...

We reanalyze high resolution data from the New York Stock Exchange and find a monotonic (but not power law) variation of the mean value per trade, the mean number of trades per minute and the mean trading activity with company capitalization. We show that the second moment of the traded value...

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes restrictions on the description of the phase transition...

The probability P<Subscript>success</Subscript>(α, N) that stochastic greedy algorithms successfully solve the random SATisfiability problem is studied as a function of the ratio α of constraints per variable and the number N of variables. These algorithms assign variables according to the unit-propagation (UP)...</subscript>