On the nature of time in time-dependent expansionary processes

最优调谐泊松重启下随机过程的普适性质研究

On the universal properties of stochastic processes under optimally tuned Poisson restart

本文研究最优调谐泊松重启下随机过程的普适性质，发现了新的普适关系，并推导了多完成场景下完成时间二阶矩的普适不等式，拓展了随机过程重启优化的理论成果。

Competition between Diffusion and Fragmentation: An Important Evolutionary Process of Nature

We investigate systems of nature where the common physical processes diffusion and fragmentation compete. We derive a rate equation for the size distribution of fragments. The equation leads to a third order differential equation which we solve exactly in terms of Bessel functions. The stationary state is a universal Bessel distribution described by one parameter, which fits perfectly experimental data from two very different system of nature, namely, the distribution of ice crystal sizes from the Greenland ice sheet and the length distribution of alpha-helices in proteins.

E. Schrödinger's 1931 paper "On the Reversal of the Laws of Nature" ["Über die Umkehrung der Naturgesetze",Sitzungsberichte der preussischen Akademie der Wissenschaften, physikalische mathematische Klasse, 8 N9 144-153]

We present an English translation of Erwin Schrödinger's paper on "On the Reversal of the Laws of Nature". In this paper Schrödinger analyses the idea of time reversal of a diffusion process. Schrödinger's paper acted as a prominent source of inspiration for the works of Bernstein on reciprocal processes and of Kolmogorov on time reversal properties of Markov processes and detailed balance. The ideas outlined by Schrödinger also inspired the development of probabilistic interpretations of quantum mechanics by Fényes, Nelson and others as well as the notion of "Euclidean Quantum Mechanics" as p…

Scale Free Cluster Distributions from Conserving Merging-Fragmentation Processes

We propose a dynamical scheme for the combined processes of fragmentation and merging as a model system for cluster dynamics in nature and society displaying scale invariant properties. The clusters merge and fragment with rates proportional to their sizes, conserving the total mass. The total number of clusters grows continuously but the full time-dependent distribution can be rescaled over at least 15 decades onto a universal curve which we derive analytically. This curve includes a scale free solution with a scaling exponent of -3/2 for the cluster sizes.

Do Nonequilibrium Processes Have Features in Common?

The nature takes the easiest and most accessible paths and, hence, processes are accomplished very quickly in a minimum time. In 1662 P. Fermat used this principle to work out the refraction law. This was one of the first known attempts at successful deductive description of a physical phenomenon involving the variational principle. Presently researchers concerned with nonequilibrium processes have turned back to Fermat's idea in the form of the maximum entropy production principle (MEPP). MEPP has proved to be good for understanding and description of diverse nonequilibrium processes in physi…

A Density-Dependent Diffusion Model of an Interacting System of Brownian Particles

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing computational techniques to analyze the density-dependent diffusion behavior of one-dimensional interacting particle systems, which have been used to model numerous microscopic processes [17-19], and we apply our techniques to an interacting system of Brownian particles, with hard-core interactions and nearest-neighbor adhesion, known as single-file dynamic…

Non-extensive thermodynamics and stationary processes of localization

We focus our attention on dynamical processes characterized by an entropic index Q<1. According to the probabilistic arguments of Tsallis and Bukman [C.Tsallis, D.J. Bukman, Phys. Rev. E 54,R2197 (1996)] these processes are subdiffusional in nature. The non-extensive generalization of the Kolmogorov-Sinai entropy yielding the same entropic index implies the stationary condition. We note, on the other hand, that enforcing the stationary property on subdiffusion has the effect of producing a localization process occurring within a finite time scale. We thus conclude that the stationary dynamic p…

Statistics of the occupation time of renewal processes

We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability density functions of these random variables have very different scalings in time. We analyze successively the cases where this distribution is narrow, where it is broad with index $θ<1$, and finally where it is broad with index $1<θ<2$. The methods introduced in this work provide a basis for the investigation of the statistics of the occupation time of more …

Residual mean first-passage time for jump processes: theory and applications to Lévy flights and fractional Brownian motion

We derive a functional equation for the mean first-passage time (MFPT) of a generic self-similar Markovian continuous process to a target in a one-dimensional domain and obtain its exact solution. We show that the obtained expression of the MFPT for continuous processes is actually different from the large system size limit of the MFPT for discrete jump processes allowing leapovers. In the case considered here, the asymptotic MFPT admits non-vanishing corrections, which we call residual MFPT. The case of L/'evy flights with diverging variance of jump lengths is investigated in detail, in parti…

Anomalous processes with general waiting times: functionals and multi-point structure

Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between different scaling regimes appears over time. Here, we investigate a class of anomalous diffusion processes that is able to capture such complex dynamics by virtue of a general waiting time distribution. We obtain a complete characterization of such generalized anomalous processes, including their functionals and multi-point structure, using a representation in …

Complex networks with scale-free nature and hierarchical modularity

Generative mechanisms which lead to empirically observed structure of networked systems from diverse fields like biology, technology and social sciences form a very important part of study of complex networks. The structure of many networked systems like biological cell, human society and World Wide Web markedly deviate from that of completely random networks indicating the presence of underlying processes. Often the main process involved in their evolution is the addition of links between existing nodes having a common neighbor. In this context we introduce an important property of the nodes,…