In this paper, we investigate a Langevin model subjected to stochastic intensity noise (SIN), which incorporates temporal fluctuations in noise-intensity. We derive a higher-order Fokker–Planck equation (HFPE) of the system, taking into account the effect of SIN by the adiabatic elimination...

The generation of a global “complexity” score for numerical series was derived from a principal components analysis of a group of nonlinear measures of experimental as well simulated series. The concept of complexity was demonstrated to be independent from other descriptors of ordered series...

We present a direct generalization of the Boltzmann counting method to define a generic form for a generalized entropy. This form is based on the probabilities of sequences of a stochastic process. Usual forms of generalized entropy can be rewritten in our approach, and then be reinterpreted on...

Is football (soccer) a universal sport? Beyond the question of geographical distribution, where the answer is most certainly yes, when looked at from a mathematical viewpoint the scoring process during a match can be thought of, in a first approximation, as being modeled by a Poisson...

In this communication an adaptive process is introduced into a many-agent model for closed economic system in order to establish general features of income distribution. In this new version agents are able to modify their exchange parameter ωi of resources through an adaptive process. The...

We study theoretically a bistable system with time-delayed feedback driven by a weak periodic force. The effective potential function and the steady-state probability density are derived. The delay time and the strength of its feedback can change the shapes of the potential wells. In the...

We investigate the totally asymmetrical simple exclusion process (TASEP) in the presence of a bottleneck, i.e. a sequence of consecutive defect sites with reduced hopping rate. The influence of such a bottleneck on the phase diagram is studied by computer simulations and a novel analytical...

Valuing financial assets when the world is not as normal as assumed by many financial models requires a method flexible enough to function with different distributions which, at the same time, can incorporate discontinuities such as those that arise from jump processes. The Monte Carlo method...

In this paper we present an original model of sequential problem choice within scientific communities. Disciplinary knowledge is accumulated by solving problems emerging in a growing tree-like web of research areas. Knowledge production is sequential since the problems solved generate new...

This paper presents a state transition based formal framework for a new search method, called Evolutionary Ruin and Stochastic Recreate, which tries to learn and adapt to the changing environments during the search process. It improves the performance of the original Ruin and Recreate principle...