Showing 71 - 80 of 191
Brownian motion in a confining potential fluctuating between two spatially separated potential profiles is considered as a model of an engine converting nonequilibrium fluctuations into reciprocating motion on the nanoscale. We present two exact solutions obtained for the parabolic and step...
Persistent link: https://www.econbiz.de/10009281766
We consider a type of intermittent behavior that occurs as the result of the interplay between dynamical mechanisms giving rise to type-II intermittency and random dynamics. We analytically deduce the law for the distribution of the laminar phases, which has never been obtained hitherto. The...
Persistent link: https://www.econbiz.de/10009281855
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...
Persistent link: https://www.econbiz.de/10009281861
Closed-loop or feedback controlled ratchets are Brownian motors that operate using information about the state of the system. For these ratchets, we compute the power output and we investigate its relation with the information used in the feedback control. We get analytical expressions for...
Persistent link: https://www.econbiz.de/10009281897
We reanalyze high resolution data from the New York Stock Exchange and find a monotonic (but not power law) variation of the mean value per trade, the mean number of trades per minute and the mean trading activity with company capitalization. We show that the second moment of the traded value...
Persistent link: https://www.econbiz.de/10009281939
Inspired by order-book models of financial fluctuations, we investigate the Interacting gaps model, which is the schematic one-dimensional system mimicking the order-book dynamics. We find by simulations the power-law tail in return distribution, power-law decay of volatility autocorrelation...
Persistent link: https://www.econbiz.de/10009281946
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...
Persistent link: https://www.econbiz.de/10009281948
Persistent link: https://www.econbiz.de/10009281960
Persistent link: https://www.econbiz.de/10009281980
The properties of the underdamped Josephson junction subjected to colored noises were investigated with large and small phase difference (φ). For the case of the large φ, we found numerically that: (i) the probability distribution function of φ exhibits monostability → bistability →...
Persistent link: https://www.econbiz.de/10009282001