The present study generalizes the model of extended stochastic systems with a field-dependent kinetic coefficient [M. Ibanes, J. Garcia-Ojalvo, R. Toral, J.M. Sancho, Phys. Rev. Lett. <Emphasis Type="Bold">87, 020601 (2001)] to systems with symmetric and asymmetric bistable potentials. It is found that in systems...</emphasis>

We consider nonlocal effects, obtained by incorporating fractional derivatives in the kinetic energy of a conventional Hamiltonian, to analyze physical properties of non-crystalline solids at very low temperature. By using thermal Green functions, we deduce some experimentally observable...

The long-wavelength properties of the (d + 1)-dimensional Kuramoto-Sivashinsky (KS) equation with both conservative and nonconservative noises are investigated by use of the dynamic renormalization-group (DRG) theory. The dynamic exponent z and roughness exponent α are calculated for substrate...

In a Hodgkin-Huxley neuron model driven just above threshold, external noise can increase both jitter and latency of the first spike, an effect called “noise delayed decay” (NDD). This phenomenon is important when considering how neuronal information is represented, thus by the precise...

Purpose – In this two‐part series, this paper seeks to consider certain intriguing aspects of randomness, the basic mathematical concept used to model financial risk and other unknown quantities in the physical world. Design/methodology/approach – Part 1 applies concepts from quantum...

Purpose – The purpose of the paper, in this two‐part series, is to consider certain intriguing aspects of randomness, the basic mathematical concept used to model financial risk and other unknown quantities in the physical world. Design/methodology/approach – In Part 2 of the paper, the...

Purpose – The purpose of this paper is to advocate the use of processual rather than the common variance‐theoretic approaches to the study of groups and organizational processes. There is a proliferation of paradigms and a lack of cumulation in organization science. This paper argues that...

Detecting nonlinearity in financial time series is a key point when the main interest is to understand the generating process. One of the main tests for testing linearity in time series is the Hinich Bispectrum Nonlinearity Test (HINBIN). Although this test has been succesfully applied to a vast...