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....

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>

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...

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...

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...

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...

A noisy damping parameter in the equation of motion of a nonlinear oscillator renders the fixed point of the system unstable when the amplitude of the noise is sufficiently large. However, the stability diagram of the system can not be predicted from the analysis of the moments of the linearized...

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...

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...

The most frequently used in physical application diffusive (based on the Fokker-Planck equation) model leans upon the assumption of small jumps of a macroscopic variable for each given realization of the stochastic process. This imposes restrictions on the description of the phase transition...