Search results for "Random walk"

showing 10 items of 132 documents

From Random Walker to Vehicular Traffic: Motion on a Circle

2014

Driving of cars on a highway is a complex process which can be described by deterministic and stochastic forces. It leads to equations of motion with asymmetric interaction and dissipation as well as to new energy flow law already presented at previous TRAFFIC AND GRANULAR FLOW meetings. Here we consider a model, where motion of an asymmetric random walker on a ring with periodic boundary conditions takes place. It is related to driven systems with active particles, energy input and depot. This simple model can be further developed towards more complicated ones, describing vehicular or pedestrian traffic. Three particular cases are considered, starting with discrete coordinate and time, the…

Flow (mathematics)Random walker algorithmComputer scienceContinuum (topology)Mathematical analysisPeriodic boundary conditionsMotion (geometry)Equations of motionLimit (mathematics)Dissipation
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Two competing species in super-diffusive dynamical regimes

2010

The dynamics of two competing species within the framework of the generalized Lotka-Volterra equations, in the presence of multiplicative alpha-stable Lévy noise sources and a random time dependent interaction parameter, is studied. The species dynamics is characterized by two different dynamical regimes, exclusion of one species and coexistence of both, depending on the values of the interaction parameter, which obeys a Langevin equation with a periodically fluctuating bistable potential and an additive alpha-stable Lévy noise. The stochastic resonance phenomenon is analyzed for noise sources asymmetrically distributed. Finally, the effects of statistical dependence between multiplicative …

Fluctuation phenomena random processes noise and Brownian motionPhysicsSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciBistabilityStochastic resonanceDifferential equationLotka–Volterra equationsProbability theory stochastic processes and statisticStochastic analysis methods (Fokker-Planck Langevin etc.)Population dynamicCondensed Matter PhysicsNoise (electronics)Multiplicative noiseElectronic Optical and Magnetic MaterialsBackground noiseLangevin equationRandom walks and Levy flightQuantitative Biology::Populations and EvolutionStatistical physicsThe European Physical Journal B
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Dynamics of a Lotka-Volterra system in the presence of non-Gaussian noise sources

2009

We consider a Lotka-Volterra system of two competing species subject to multiplicative α-stable Lévy noise. The interaction parameter between the species is a random process which obeys a stochastic differential equation with a generalized bistable potential in the presence both of a periodic driving term and an additive alpha-stable Lévy noise. We study the species dynamics, which is characterized by two different dynamical regimes, exclusion of one species and coexistence of both ones, analyzing the role of the Lévy noise sources.

Fluctuation phenomenaRandom processeNoiseRandom walks and Lévy flightSettore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)
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Lévy-type diffusion on one-dimensional directed Cantor graphs.

2009

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard random walk on the sets but is also allowed to move ballistically throughout the empty regions. Using scaling relations and the mapping onto the electric network problem, we obtain the exact values of the scaling exponents for the asymptotic return probability, the resistivity and the mean square displacement as a function of the topological parameters of the sets. Interestingly, the systems undergoes a transition from superdiffusive to diffusive behavior a…

FractalStochastic processMaster equationMathematical analysisAnomalous diffusionInitial value problemFunction (mathematics)Random walkScalingCondensed Matter - Statistical MechanicsTopology (chemistry)MathematicsPhysical review. E, Statistical, nonlinear, and soft matter physics
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Approximation of exit times for one-dimensional linear diffusion processes

2020

International audience; In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm was already introduced in both the Brownian context and the Ornstein-Uhlenbeck context, that is for particular time-homogeneous diffusion processes. Here the aim is therefore to generalize this efficient numerical approach in order to obtain an approximation of both the exit time and position for a general linear diffusion. The main challenge of such a generalization is to handle with time-inhomogeneous diffusions. The efficiency of the method is described with particular care through theoretical results and numerical example…

GeneralizationOrder (ring theory)Context (language use)Exit timeRandom walk010103 numerical & computational mathematicsStochastic algorithmRandom walk01 natural sciencesLinear diffusion010101 applied mathematicsComputational MathematicsComputational Theory and MathematicsDiffusion processPosition (vector)Modeling and SimulationApplied mathematicsGeneralized spheroids[MATH]Mathematics [math]0101 mathematicsDiffusion (business)Brownian motionMathematicsComputers & Mathematics with Applications
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Avoiding Boundary Effects in Wang-Landau Sampling

2003

A simple modification of the ``Wang-Landau sampling'' algorithm removes the systematic error that occurs at the boundary of the range of energy over which the random walk takes place in the original algorithm.

Heterogeneous random walk in one dimensionStatistical Mechanics (cond-mat.stat-mech)Rejection samplingFOS: Physical sciencesSlice samplingSampling (statistics)Boundary (topology)Random walk01 natural sciences010305 fluids & plasmasCombinatorics0103 physical sciencesRange (statistics)Applied mathematics010306 general physicsEnergy (signal processing)Condensed Matter - Statistical MechanicsMathematics
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Knots in finite memory walks

2016

We investigate the occurrence and size of knots in a continuum polymer model with finite memory via Monte Carlo simulations. Excluded volume interactions are local and extend only to a fixed number of successive beads along the chain, ensuring that at short length scales the excluded volume effect dominates, while at longer length scales the polymer behaves like a random walk. As such, this model may be useful for understanding the behavior of polymers in a melt or semi-dilute solution, where exactly the same crossover is believed to occur. In particular, finite memory walks allow us to investigate the role of local interactions in the transition from highly knotted ideal polymers to almost…

HistoryMonte Carlo methodCrossoverGeometry02 engineering and technologyShort length021001 nanoscience & nanotechnologyRandom walk01 natural sciencesComputer Science ApplicationsEducationExcluded volume effect0103 physical sciencesExcluded volumeStatistical physics010306 general physics0210 nano-technologyMathematicsJournal of Physics: Conference Series
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FRACTALITY EVIDENCE AND LONG-RANGE DEPENDENCE ON CAPITAL MARKETS: A HURST EXPONENT EVALUATION

2014

Since the existence of market memory could implicate the rejection of the efficient market hypothesis, the aim of this paper is to find any evidence that selected emergent capital markets (eight European and BRIC markets, namely Hungary, Romania, Estonia, Czech Republic, Brazil, Russia, India and China) evince long-range dependence or the random walk hypothesis. In this paper, the Hurst exponent as calculated by R/S fractal analysis and Detrended Fluctuation Analysis is our measure of long-range dependence in the series. The results reinforce our previous findings and suggest that if stock returns present long-range dependence, the random walk hypothesis is not valid anymore and neither is…

Hurst exponentEfficient-market hypothesisApplied MathematicsModeling and SimulationDetrended fluctuation analysisEconomicsEconometricsMarket efficiencyGeometry and TopologyCapital marketStock (geology)Random walk hypothesisBRICFractals
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Econophysics: Scaling and its breakdown in finance

1997

We discuss recent empirical results obtained by analyzing high-frequency data of a stock market index, the Standard and Poor’s 500. We focus on the scaling properties and on its breakdown of the index dynamics. A simple stochastic model, the truncated Levy flight, is illustrated. Successes and limitations of this model are presented. A discussion about similarities and differences between the scaling properties observed in financial markets and in fully developed turbulence is also provided.

Index (economics)EconophysicsLévy flightStochastic modellingFinancial marketEconometricsStatistical and Nonlinear PhysicsRandom walkScalingMathematical economicsStock market indexMathematical PhysicsMathematicsJournal of Statistical Physics
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THE ROLE OF NON-GAUSSIAN SOURCES IN THE TRANSIENT DYNAMICS OF LONG JOSEPHSON JUNCTIONS

2013

We analyze the effects of different non-Gaussian noise sources on the transient dynamics of an overdamped long Josephson junction. We find nonmonotonic behavior of the mean escape time as a function of the noise intensity and frequency of the external driving signal for all the noise sources investigated.

Josephson effectPhysicsFluctuation phenomena random processes noise and Brownian motionCondensed matter physicsGaussianJosephson devicesDynamics (mechanics)General Physics and AstronomyJosephson energyComputational methods in statistical physics and nonlinear dynamicSettore FIS/03 - Fisica Della MateriaPi Josephson junctionsymbols.namesakeRandom walks and Levy flightsymbolsTransient (oscillation)
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