Heavy-tailed distributions in the intermittent motion behaviour of the intertidal gastropod Littorina littorea

The two-dimensional motion behaviour of the common intertidal gastropod Littorina littorea is investigated as a function of the immersion time from three sampling sites on an exposed rocky shore. A total of 90 individuals have been individually marked and tracked over 14 consecutive daylight low tide. Successive displacements show very intermittent behaviour, with a few localised large displacements over a wide range of small displacements. We show that successive displacements are described by flight length l_d heavy-tailed distributions with . The very low values of the exponent μ (μ≈2.22, 2.43 and 2.67) indicate that L. littorea flights fall into the category of super-diffusive processes. These exponents were significantly higher than the special value μ≈2 analytically and theoretically predicted to be the most advantageous in optimising long-term encounter statistics, especially for low-prey-density scenario. As natural selection should favour flexible behaviour, leading to different optimum searching statistics, under different conditions, our results support the idea that the differences in food concentration and distribution encountered at the different sites by L. littorea led to different heavy-tailed distributions observed for the most extreme displacements.     

The first,the biggest,and other such considerations

We investigate the relation between the underlying dynamics of randomly evolv ing systems and the extrema statistics for such systems. Independent processes, Fokker-Planck processes and Lévy processes are considered.     

Effects of asymmetric Lévy noise in parameter-induced aperiodic stochastic resonance

We study properties of parameter-induced aperiodic stochastic resonance in the presence of asymmetric Lévy noise. The system performance is characterized by the bit error rate. Investigations are based on the numerical solution of the space-fractional Fokker-Planck equation and Monte Carlo simulations. After choosing the optimal detection threshold, it is shown that the skewness parameter β has very limited influence on the system performance. Under the same conditions, the system performance is slightly reduced with the increasing β. The stability index α has the dominant effects on the system performance. The lower value of α leads to the better system performance.     

Generalized Langevin equation driven by Lévy processes: A probabilistic, numerical and time series based approach

Lévy processes have been widely used to model a large variety of stochastic processes under anomalous diffusion. In this note we show that Lévy processes play an important role in the study of the Generalized Langevin Equation (GLE). The solution to the GLE is proposed using stochastic integration in the sense of convergence in probability. Properties of the solution processes are obtained and numerical methods for stochastic integration are developed and applied to examples. Time series methods are applied to obtain estimation formulas for parameters related to the solution process. A Monte Carlo simulation study shows the estimation of the memory function parameter. We also estimate the stability index parameter when the noise is a Lévy process.     

The Fokker-Planck equation in the second-order pitch angle approximation and its exact solution

The diffusive particle propagation and its pitch angle scattering is studied using kinetic equation of the Fokker-Planck form. The case is considered when charged particles preferable propagate along the strong mean magnetic field direction and undergo the pitch angle scattering with respect to it. The paper deals with solution of the equation for particle distribution function in the second-order approximation in the pitch angle. The exact analytical solution is obtained in an integral form. The well-known solution in the first-order pitch angle approximation can be restored performing the small time limit in the result. Unlike the first-order solution the obtained solution in the second approximation rightly shows that the pitch angle diffusion is closely connected with the particle transport along the mean magnetic field. The expression for particle density for the point instantaneous unidirectional source also has been obtained.     

The role of weak resonances in ac-driven Brownian motion and rate processes

In recent paper a theory of the effect of ac drive on the distribution function and escape rate of a multidimensional underdamped nonlinear oscillator subject to thermal damping and noise was suggested. The approach was based on describing the dynamics in terms of isolated nonlinear resonances and supposing that the noise intensity is asymptotically small,0. In the present work, the case of finite is considered, when weak resonances cannot be described asymptotically. It is shown that forp _r/1(p _r, is the resonance width) the asymptotic results are valid. Forp _r/1, a semiphenomenological theory is developed.     

Fractional nonlinear diffusion equation,solutions and anomalous diffusion

We devote this work to investigate the solutions of a generalized diffusion equation which contains spatial fractional derivatives and nonlinear terms. The presence of external forces and absorbent terms is also considered. The solutions found here can have a compact or long tail behavior and, in particular, for the last case in the asymptotic limit, we relate these solutions to the Lévy or Tsallis distributions. In addition, from the results presented here a rich class of diffusive processes, including normal and anomalous ones, can be obtained.     

Time evolution of the probability distribution in stochastic and chaotic systems with enhanced diffusion

We perform a detailed study of the time evolution of the probability distribution for two processes displaying enhanced diffusion: a stochastic process named the Lévy walk and a deterministic chaotic process, the amplified climbing-sine map. The time evolution of the probability distribution differs in the two cases and carries information which is peculiar to the investigated process.     

A robust and efficient finite volume scheme for the discretization of diffusive flux on extremely skewed meshes in complex geometries

In this paper an improved finite volume scheme to discretize diffusive flux on a non-orthogonal mesh is proposed. This approach, based on an iterative technique initially suggested by Khosla [P.K. Khosla, S.G. Rubin, A diagonally dominant second-order accurate implicit scheme, Computers and Fluids 2 (1974) 207–209] and known as deferred correction, has been intensively utilized by Muzaferija [S. Muzaferija, Adaptative finite volume method for flow prediction using unstructured meshes and multigrid approach, Ph.D. Thesis, Imperial College, 1994] and later Fergizer and Peric [J.H. Fergizer, M. Peric, Computational Methods for Fluid Dynamics, Springer, 2002] to deal with the non-orthogonality of the control volumes. Using a more suitable decomposition of the normal gradient, our scheme gives accurate solutions in geometries where the basic idea of Muzaferija fails. First the performances of both schemes are compared for a Poisson problem solved in quadrangular domains where control volumes are increasingly skewed in order to test their robustness and efficiency. It is shown that convergence properties and the accuracy order of the solution are not degraded even on extremely skewed mesh. Next, the very stable behavior of the method is successfully demonstrated on a randomly distorted grid as well as on an anisotropically distorted one. Finally we compare the solution obtained for quadrilateral control volumes to the ones obtained with a finite element code and with an unstructured version of our finite volume code for triangular control volumes. No differences can be observed between the different solutions, which demonstrates the effectiveness of our approach.     

Energy and number of collision fluctuations in inelastic gases

The two-dimensional Inelastic Maxwell Model (IMM) is studied by numerical simulations. It is shown how the inelasticity of collisions together with the fluctuations of the number of collisions undergone by a particle lead to energy fluctuations. These fluctuations are associated to a shrinking of the available phase space. We find the asymptotic scaling of these energy fluctuations and show how they affect the tail of the velocity distribution during long time intervals. We stress that these fluctuations relax like power laws on much slower time scales than the usual exponential relaxations taking place in kinetic theory.     

Fractional diffusion models of option prices in markets with jumps

Most of the recent literature dealing with the modeling of financial assets assumes that the underlying dynamics of equity prices follow a jump process or a Lévy process. This is done to incorporate rare or extreme events not captured by Gaussian models. Of those financial models proposed, the most interesting include the CGMY, KoBoL and FMLS. All of these capture some of the most important characteristics of the dynamics of stock prices. In this article we show that for these particular Lévy processes, the prices of financial derivatives, such as European-style options, satisfy a fractional partial differential equation (FPDE). As an application, we use numerical techniques to price exotic options, in particular barrier options, by solving the corresponding FPDEs derived.     

Eigenvalues and eigenfunctions of the Fokker-Planck equation for the extremely underdamped Brownian motion in a double-well potential

The eigenvalues and eigenfunctions of the Fokker-Planck equation describing the extremely underdamped Brownian motion in a symmetric double-well potential are investigated. By transforming the Fokker-Planck equation to energy and position coordinates and by performing a suitable averaging over the position coordinate, a differential equation depending only on energy is derived. For finite temperatures this equation is solved by numerical integration, whereas in the weak-noise limit an analytic result for the lowest nonzero eigenvalue is obtained. Furthermore, by using a boundary-layer theory near the critical trajectory, the correction term to the zero-friction-limit result is found.     

Langevin study of neutron emission in the reactions ^16O＋^181Ta and ^19F＋^178Hf^＊

The pre-scission neutrons measured in the reactions 16O 181Ta and 19F 178Hf are studied via a Langevin equation coupled with a statistical decay model. We find that because of the mass asymmetry of different entrance channels, the spin distributions of compound nuclei would be different, consequently, the measured neutrons in these two reactions would also different. This means that the entrance channel will affect the particle emission in the fission process of hot nuclei.     

Calculations of the IR Intensities of Absorption Bands by the Hartree–Fock (ab initio) and Density-Functional Methods

Comparative calculations of the absolute intensities of bands in IR spectra were performed by the Hartree–Fock (ab initio) and density-functional methods for molecules containing different heteroatoms most cases, close coincidence between the curves calculated by these two methods is found, but there are also some unexpected disagreements in the results.     

Projectile fragment emission in the fragmentation of ~(56)Fe on C,Al and CH_2 targets at 471 A MeV

The emission angle and the transverse momentum distributions of projectile fragments produced in the fragmentation of ⁵⁶Fe on CH₂, C and Al targets at 471 A MeV are measured. It is found that for the same target, the average value and width of the angular distribution decrease with an increase of the projectile fragment charge; for the same projectile fragment, the average value of the distribution increases and the width of the distribution decreases with increasing the target charge number. The transverse momentum distribution of a projectile fragment can be explained by a single Gaussian distribution and the averaged transverse momentum per nucleon decreases with the increase of the charge of projectile fragment. The cumulated squared transverse momentum distribution of a projectile fragment can be explained well by a single Rayleigh distribution. The temperature parameter of the emission source of the projectile fragment, calculated from the cumulated squared transverse momentum distribution, decreases with the increase of the size of the projectile fragment.     

Crosstalk between two-photon and two-color (two-photon) excitation in optical beam induced current generation with two confocal excitation beams

We analyze the influence of residual two-photon excitation (2PE) in two-color (two-photon) optical beam induced current (2CE-OBIC) generation in wide band gap semiconductor samples. 2CE-OBIC generation is accomplished with two confocal excitation beams of separation angle θ and wavelengths λ₁ and λ₂ where , λ_e = hc/E_b, h is the Planck’s constant, c is speed of light in vacuum, and E_b is the energy band gap. Because the conduction band of the sample is a continuum, at least one excitation beam would also contribute an undesirable 2PE-OBIC signal that degrades the signal-to-noise ratio of the measured 2CE-OBIC response and broadens the effective OBIC distribution in the sample particularly when θ ≠ 0 or π. We show that the deleterious effects of crosstalk are reduced by a careful selection of λ₁ and λ₂ and the relative excitation beam intensities. λ₁ and λ₂ should be chosen to minimize the ratio of the two-photon absorption coefficients (β₁, β₂) to the 2CE absorption coefficient β₁₂ or at least satisfy the constraint: β₁ + β₂  β₁₂. Keeping the two excitation intensities equal is beneficial only when β₁ = β₂. Otherwise, it is advantageous to bias the intensity ratio towards the wavelength with a lower 2PE absorption coefficient.     

Pulsed laser induced absorption (one–four) dependence of electron mobility in CdI2 and ZnS crystals

The photoconductivity and electron mobility of CdI₂ and ZnS crystals have been studied using N₂-laser, fundamental and frequency doubled Nd:YAG laser. Low values of the electron mobilities obtained in the present case have been attributed to laser-induced-absorption. It is low in one photon excitation and increases with the order of absorption.     

Variable‐size dust grains with generalized (r,q) electrons in a dusty plasma

The effect of the generalized (r, q) distribution on the non‐linear propagation of dust acoustic waves (DAWs) in a dusty plasma consisting of variable‐size dust grains is discussed. A Korteweg–de Vries (KdV) equation is derived using the reductive perturbation technique (RPT). The dust size obeys the power‐law dust size distribution (DSD). The present results reveal that rarefactive and compressive waves can propagate in the proposed plasma model. It is found that the spectral indices r and q influence the main properties of DAWs. Especially, the velocity, amplitude, and width of the DAW change drastically with r compared to changes in q.