Browsing Statistical Physics by Title
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Centreofmass like superposition of OrnsteinUhlenbeck processes: A pathway to nonautonomous stochastic differential equations and to fractional diffusion
(Fractional Calculus and Applied Analysis, 20181025)We consider an ensemble of Ornstein–Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centreofmass ... 
The challenge of brain complexity: A brief discussion about a fractal intermittencybased approach
(PhyCS 2016  Proceedings of the 3rd International Conference on Physiological Computing Systems, 20161030)In the last years, the complexity paradigm is gaining momentum in many research fields where large multidimensional datasets are made available by the advancements in instrumental technology. A complex system is a ... 
Concurent multiscale physical parametrization of firespotting: A study on the role of macro and mesoscale characteristics of the system
(Advances in Forest Fire Research, 2018)The strong impact of wildfires in terms of lives and homes lost and of damage to ecosystems, calls for an urgent improvement in the risk management. The aim of the present research is the improvement of these software ... 
Crossover from anomalous to normal diffusion: truncated powerlaw noise correlations and applications to dynamics in lipid bilayers
(New Journal of Physics, 20181018)The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent powerlaws. A prominent example for a ... 
DarrieusLandau instabilities in the framework of the Gequation
(Digital proceedings of the 8th European Combustion Meeting, 1821 April 2017, Dubrovnik, Croatia, 201704)We consider a model formulation of the flame front propagation in turbulent premixed combustion based on stochastic fluctuations imposed to the mean flame position. In particular, the mean flame motion is described by ... 
Effective selfsimilar expansion for the GrossPitaevskii equation
(Physical Review A, 201804)We consider an effective scaling approach for the free expansion of a onedimensional quantum wave packet, consisting in a selfsimilar evolution to be satisfied on average, i.e., by integrating over the coordinates. A ... 
Fractional kinetics emerging from ergodicity breaking in random media
(Physical Review E, 2016)We present a modelling approach for diffusion in a complex medium characterized by a random lengthscale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle ... 
Fractional relaxation with timevarying coefficient
(Fractional Calculus and Applied Analysis, 20141231)From the point of view of the general theory of the hyperBessel operators, we consider a particular operator that is suitable to generalize the standard process of relaxation by taking into account both memory effects of ... 
From G  Equation to Michelson  Sivashinsky Equation in Turbulent Premixed Combustion Modelling
(Proceedings/Extended Abstract Book (6 pages) of the XXXIX Meeting of the Italian Section of the Combustion Institute, Naples, Italy, 20170620)It is well known that the MichelsonSivashinky equation describes hydrodynamic instabilities in turbulent premixed combustion. Here a formulation of the flame front propagation based on the Gequation and on stochastic ... 
Front Curvature Evolution and Hydrodynamics Instabilities
(Proceedings/Extended Abstract Book (6 pages) of the XXXX Meeting of the Italian Section of the Combustion Institute, Rome, Italy, 20170607)It is known that hydrodynamic instabilities in turbulent premixed combustion are described by the MichelsonSivashinsky (MS) equation. A model of the flame front propagation based on the Gequation and on stochastic ... 
Front propagation in anomalous diffusive media governed by timefractional diffusion
(Journal of Computational Physics, 20141231)In this paper, a multidimensional model is proposed to study the propagation of random fronts in media in which anomalous diffusion takes place. The front position is obtained as the weighted mean of fronts calculated by ... 
Langevin equation in complex media and anomalous diffusion
(Journal of the Royal Society Interface, 20180730)The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modelling approaches for the description of anomalous diffusion in biological systems, such ... 
Modeling anomalous heat diffusion: Comparing fractional derivative and nonlinear diffusivity treatments
(International Journal of Thermal Sciences, 201811)In the Fourier heat conduction equation, when the flux definition is expressed as the product of a constant diffusivity and the temperature gradient, the characteristic length scale evolves as the square root of time. ... 
Modeling nonstationarities in highfrequency financial time series
(Physica A: Statistical Mechanics and its Applications, 201901)We study tickbytick financial returns for the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We confirm previously detected nonstationarities. Scaling properties reported before for other highfrequency ... 
Modeling of birthdeath and diffusion processes in biological complex environments
(20180420)This thesis is centered on the theory of stochastic processes and their applications in biological systems characterized by a complex environment. Three case studies have been modeled by the use of the three fundamental ... 
Modelling and simulation of wildland fire in the framework of the level set method
(Ricerche di Matematica, 20160101)Among the modelling approaches that have been proposed for the simulation of wildfire propagation, two have gained considerable attention in recent years: the one based on a reactiondiffusion equation, and the one based ... 
Modelling wildland fire propagation by tracking random fronts
(Natural Hazards and Earth System Sciences, 20141231)Abstract. Wildland fire propagation is studied in the liter ature by two alternative approaches, namely the reaction– diffusion equation and the levelset method. These two ap proaches are considered alternatives to each ... 
Numerical valuation of twoasset options under jump diffusion models using GaussHermite quadrature
(Journal of Computational and Applied Mathematics, 20170419)In this work a finite difference approach together with a bivariate Gauss–Hermite quadrature technique is developed for partial integrodifferential equations related to option pricing problems on two underlying asset ... 
Quasiprobability Approach for Modelling Local Extinction and Countergradient in Turbulent Premixed Combustion
(Proceedings/Extended Abstract Book (6 pages) of the XLI Meeting of the Italian Section of the Combustion Institute, 20180523)In opposition to standard probability distributions, quasiprobability distributions can have negative values which highlight nonclassical properties of the corresponding system. In quantum mechanics, such negative values ... 
Random diffusivity from stochastic equations: comparison of two models for Brownian yet nonGaussian diffusion
(New Journal of Physics, 201804)A considerable number of systems have recently been reported in which Brownian yet nonGaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the ...