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Pulse trains propagating through excitable media subjected to external noise

Beato, V.; Engel, H.; Schimansky-Geier, L. - In: The European Physical Journal B - Condensed Matter and … 58 (2007) 3, pp. 323-329

We study the propagation of periodic pulse trains in excitable media exposed to external spatio-temporal noise using … weak noise approximation we find noise-induced transitions in the dispersion relation of pulse trains. We discuss noise …-enhanced propagation of pulse trains within a certain wave-length range caused by external noise of moderate strength. Copyright EDP …

Persistent link: https://www.econbiz.de/10009281206

Quantum Brownian motion and the second law of thermodynamics

Kim, ILki; Mahler, Günter - In: The European Physical Journal B - Condensed Matter and … 54 (2006) 3, pp. 405-414

We consider a single harmonic oscillator coupled to a bath at zero temperature. As is well-known, the oscillator then has a higher average energy than that given by its ground state. Here we show analytically that for a damping model with arbitrarily discrete distribution of bath modes and...

Persistent link: https://www.econbiz.de/10009281319

Scaling behavior of the time-fractional equations for molecular-beam epitaxy growth: scaling analysis versus numerical stimulations

Xia, H.; Tang, G.; Han, K.; Hao, D.; Xun, Z. - In: The European Physical Journal B - Condensed Matter and … 71 (2009) 2, pp. 237-241

Persistent link: https://www.econbiz.de/10009281354

The second law of thermodynamics in the quantum Brownian oscillator at an arbitrary temperature

Kim, I.; Mahler, G. - In: The European Physical Journal B - Condensed Matter and … 60 (2007) 3, pp. 401-408

In the classical limit no work is needed to couple a system to a bath with sufficiently weak coupling strength (or with arbitrarily finite coupling strength for a linear system) at the same temperature. In the quantum domain this may be expected to change due to system-bath entanglement. Here we...

Persistent link: https://www.econbiz.de/10009281392

Quantifying cross-correlations using local and global detrending approaches

Podobnik, B.; Grosse, I.; Horvatić, D.; Ilic, S.; … - In: The European Physical Journal B - Condensed Matter and … 71 (2009) 2, pp. 243-250

Persistent link: https://www.econbiz.de/10009281427

Genealogical trees from genetic distances

Prignano, L.; Serva, M. - In: The European Physical Journal B - Condensed Matter and … 69 (2009) 3, pp. 455-463

Persistent link: https://www.econbiz.de/10009281459

Study of a generalized Langevin equation with nonlocal dissipative force, harmonic potential and a constant load force

Fa, K. - In: The European Physical Journal B - Condensed Matter and … 65 (2008) 2, pp. 265-270

Persistent link: https://www.econbiz.de/10009281471

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

On discrete stochastic processes with long-lasting time dependence in the variance

Queirós, S. M.D. - In: The European Physical Journal B - Condensed Matter and … 66 (2008) 1, pp. 137-148

Persistent link: https://www.econbiz.de/10009281573

On statistical properties of traded volume in financial markets

Souza, J. de; Moyano, L. G.; Queirós, S. M. Duarte - In: The European Physical Journal B - Condensed Matter and … 50 (2006) 1, pp. 165-168

In this article we study the dependence degree of the traded volume of the Dow Jones 30 constituent equities by using a nonextensive generalised form of the Kullback-Leibler information measure. Our results show a slow decay of the dependence degree as a function of the lag. This feature is...

Persistent link: https://www.econbiz.de/10009281584