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  • Search: subject:"Stochastic analysis methods (Fokker–Planck"
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Langevin 14 05.10.Gg Stochastic analysis methods (Fokker-Planck 13 etc.) 13 05.40.-a Fluctuation phenomena 8 and Brownian motion 7 noise 7 random processes 7 02.50.-r Probability theory 4 89.65.Gh Economics 3 and statistics 3 business and management 3 econophysics 3 financial markets 3 stochastic processes 3 02.50.Ey Stochastic processes 2 05.70.Ln Nonequilibrium and irreversible thermodynamics 2 02.30.Jr Partial differential equations 1 05.20.Dd Kinetic theory (see also 51.10.+y Kinetic and transport theory of gases) 1 05.40.-a Nonlinear dynamics and chaos 1 05.40.Ca Noise 1 05.45.Yv Solitons 1 05.50.+q Lattice theory and statistics (Ising 1 52.25.-b Plasma properties 1 52.30.Cv Magnetohydrodynamics (including electron magnetohydrodynamics) 1 52.65.Ff Fokker-Planck and Vlasov equation 1 64.60.-i General studies of phase transitions 1 64.60.Ht Dynamic critical phenomena 1 87.23.-n Ecology and evolution 1 Brownian motion 1 Classical statistical mechanics 1 Decision theory and game theory 1 Monte Carlo methods 1 PACS. 05.10.Gg Stochastic analysis methods (Fokker-Planck 1 Particle dynamics 1 Potts 1 Stochastic analysis methods (Fokker–Planck 1 and nonlinear dynamical systems) 1 etc.) – 05.40.Fb Random walks and Lévy flights – 05.60.-k Transport processes – 02.50.Ey Stochastic processes 1 noise and Brownian motion 1 random process 1
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Anteneodo, C. 2 Riera, R. 2 Abdelhameed, T. N. 1 Aumaître, S. 1 Basu, Urna 1 Brunhuber, C. 1 Callebaut, D. K. 1 Cortines, A. 1 Cortines, A. A.G. 1 Cremer, J. 1 Dubkov, A. 1 Dvornichenko, A. V. 1 Dybiec, B. 1 Ebbinghaus, M. 1 Frey, E. 1 Gaididei, Y. 1 Grandclaude, H. 1 Grecos, A. P. 1 Henkel, M. 1 Ikeda, Y. 1 Kharchenko, D. O. 1 Khater, A. H. 1 Kobayashi, Y. 1 Kourakis, I. 1 Kubo, O. 1 Leprovost, N. 1 Mallick, K. 1 Mertens, F. G. 1 Metzler, R. 1 Mohanty, P. K. 1 Reichenbach, T. 1 Ryazanov, V. V. 1 Schimansky-Geier, L. 1 Shpyrko, S. 1 Spagnolo, B. 1
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The European Physical Journal B - Condensed Matter and Complex Systems 14 Physica A: Statistical Mechanics and its Applications 1
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RePEc 15
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Absence of logarithmic scaling in the ageing behaviour of the 4D spherical model
Ebbinghaus, M.; Grandclaude, H.; Henkel, M. - In: The European Physical Journal B - Condensed Matter and … 63 (2008) 1, pp. 85-91
The non-equilibrium dynamics of the kinetic spherical model with a non-conserved order-parameter, quenched to T≤T<Subscript>c</Subscript> from a fully disordered initial state, is studied at its upper critical dimension d=d<Superscript>*</Superscript>=4. In the scaling limit where both the waiting time s and the observation time t are large...</superscript></subscript>
Persistent link: https://www.econbiz.de/10009280208
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Anomalous finite-size effects in the Battle of the Sexes
Cremer, J.; Reichenbach, T.; Frey, E. - In: The European Physical Journal B - Condensed Matter and … 63 (2008) 3, pp. 373-380
The Battle of the Sexes describes asymmetric conflicts in mating behavior of males and females. Males can be philanderer or faithful, while females are either fast or coy, leading to a cyclic dynamics. The adjusted replicator equation predicts stable coexistence of all four strategies. In this...
Persistent link: https://www.econbiz.de/10009280299
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Modeling wealth distribution in growing markets
Basu, Urna; Mohanty, P. K. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 4, pp. 585-589
We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Change of their wealth depends, linearly on how much they invest, and stochastically on how much they...
Persistent link: https://www.econbiz.de/10009281138
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Stock index dynamics worldwide: a comparative analysis
Cortines, A.; Anteneodo, C.; Riera, R. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 2, pp. 289-294
Persistent link: https://www.econbiz.de/10009282457
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Phase transitions induced by thermal fluctuations
Kharchenko, D. O.; Dvornichenko, A. V. - In: The European Physical Journal B - Condensed Matter and … 61 (2008) 1, pp. 95-103
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>
Persistent link: https://www.econbiz.de/10009282654
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Long-range effects on superdiffusive algebraic solitons in anharmonic chains
Brunhuber, C.; Mertens, F. G.; Gaididei, Y. - In: The European Physical Journal B - Condensed Matter and … 57 (2007) 1, pp. 57-65
Studies on thermal diffusion of lattice solitons in Fermi-Pasta-Ulam (FPU)-like lattices were recently generalized to the case of dispersive long-range interactions (LRI) of the Kac-Baker form. The variance of the soliton position shows a stronger than linear time-dependence (superdiffusion) as...
Persistent link: https://www.econbiz.de/10009281482
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Emergence of bimodality in noisy systems with single-well potential
Dybiec, B.; Schimansky-Geier, L. - In: The European Physical Journal B - Condensed Matter and … 57 (2007) 3, pp. 313-320
We study the stationary probability density of a Brownian particle in a potential with a single-well subject to the purely additive thermal and dichotomous noise sources. We find situations where bimodality of stationary densities emerges due to presence of dichotomous noise. The solutions are...
Persistent link: https://www.econbiz.de/10009281861
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From short to fat tails in financial markets: a unified description
Cortines, A. A.G.; Riera, R.; Anteneodo, C. - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 3, pp. 385-389
In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a real dataset, namely, price fluctuations, in a wide range...
Persistent link: https://www.econbiz.de/10009281948
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Potential symmetry and invariant solutions of Fokker-Planck equation in cylindrical coordinates related to magnetic field diffusion in magnetohydrodynamics including the Hall current
Khater, A. H.; Callebaut, D. K.; Abdelhameed, T. N. - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 17-21
Lie groups involving potential symmetries are applied in connection with the system of magnetohydrodynamic equations for incompressible matter with Ohm's law for finite resistivity and Hall current in cylindrical geometry. Some simplifications allow to obtain a Fokker-Planck type equation....
Persistent link: https://www.econbiz.de/10009280134
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Diffusion in flashing periodic potentials
Spagnolo, B.; Dubkov, A. - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 299-303
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...
Persistent link: https://www.econbiz.de/10009280668
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