Random equations in aerodynamics

Literature was reviewed to identify aerodynamic models which might be treated by probablistic methods. The numerical solution of some integral equations that arise in aerodynamical problems were investigated. On the basis of the numerical studies a qualitative theory of random integral equations was developed to provide information on the behavior of the solutions of these equations (in particular, boundary and asymptotic behavior, and stability) and their statistical properties without actually obtaining explicit solutions of the equations

Condensation of the roots of real random polynomials on the real axis

We introduce a family of real random polynomials of degree n whose coefficients a_k are symmetric independent Gaussian variables with variance = e^{-k^\alpha}, indexed by a real \alpha \geq 0. We compute exactly the mean number of real roots for large n. As \alpha is varied, one finds three different phases. First, for 0 \leq \alpha \sim (\frac{2}{\pi}) \log{n}. For 1 < \alpha < 2, there is an intermediate phase where grows algebraically with a continuously varying exponent, \sim \frac{2}{\pi} \sqrt{\frac{\alpha-1}{\alpha}} n^{\alpha/2}. And finally for \alpha > 2, one finds a third phase where \sim n. This family of real random polynomials thus exhibits a condensation of their roots on the real line in the sense that, for large n, a finite fraction of their roots /n are real. This condensation occurs via a localization of the real roots around the values \pm \exp{[\frac{\alpha}{2}(k+{1/2})^{\alpha-1} ]}, 1 \ll k \leq n.Comment: 13 pages, 2 figure

QED cascades induced by circularly polarized laser fields

The results of Monte-Carlo simulations of electron-positron-photon cascades initiated by slow electrons in circularly polarized fields of ultra-high strength are presented and discussed. Our results confirm previous qualitative estimations [A.M. Fedotov, et al., PRL 105, 080402 (2010)] of the formation of cascades. This sort of cascades has revealed the new property of the restoration of energy and dynamical quantum parameter due to the acceleration of electrons and positrons by the field and may become a dominating feature of laser-matter interactions at ultra-high intensities. Our approach incorporates radiation friction acting on individual electrons and positrons.Comment: 13 pages, 10 figure

Distribution of roots of random real generalized polynomials

The average density of zeros for monic generalized polynomials, $P_n(z)=\phi(z)+\sum_{k=1}^nc_kf_k(z)$, with real holomorphic $\phi ,f_k$ and real Gaussian coefficients is expressed in terms of correlation functions of the values of the polynomial and its derivative. We obtain compact expressions for both the regular component (generated by the complex roots) and the singular one (real roots) of the average density of roots. The density of the regular component goes to zero in the vicinity of the real axis like $|\hbox{\rm Im}\,z|$. We present the low and high disorder asymptotic behaviors. Then we particularize to the large $n$ limit of the average density of complex roots of monic algebraic polynomials of the form $P_n(z) = z^n +\sum_{k=1}^{n}c_kz^{n-k}$ with real independent, identically distributed Gaussian coefficients having zero mean and dispersion $\delta = \frac 1{\sqrt{n\lambda}}$. The average density tends to a simple, {\em universal} function of $\xi={2n}{\log |z|}$ and $\lambda$ in the domain $\xi\coth \frac{\xi}{2}\ll n|\sin \arg (z)|$ where nearly all the roots are located for large $n$.Comment: 17 pages, Revtex. To appear in J. Stat. Phys. Uuencoded gz-compresed tarfile (.66MB) containing 8 Postscript figures is available by e-mail from [email protected]

Intermittency in Branching Processes

We study the intermittency properties of two branching processes, one with a uniform and another with a singular splitting kernel. The asymptotic intermittency indices, as well as the leading corrections to the asymptotic linear regime are explicitly computed in an analytic framework. Both models are found to possess a monofractal spectrum with $\varphi_{q}=q-1$. Relations with previous results are discussed.Comment: 20 pages, UCLA93/TEP/2

Correlations between zeros of a random polynomial

We obtain exact analytical expressions for correlations between real zeros of the Kac random polynomial. We show that the zeros in the interval $(-1,1)$ are asymptotically independent of the zeros outside of this interval, and that the straightened zeros have the same limit translation invariant correlations. Then we calculate the correlations between the straightened zeros of the SO(2) random polynomial.Comment: 31 pages, 2 figures; a revised version of the J. Stat. Phys. pape

Multifractal Multiplicity Distribution in Bunching-Parameter Analysis

A new multiplicity distribution with multifractal properties which can be used in high-energy physics and quantum optics is proposed. It may be considered as a generalization of the negative-binomial distribution. We find the structure of the generating function for such distribution and discuss its properties.Comment: LaTex, 12 pages, cite.st

Finite-size scaling of directed percolation in the steady state

Recently, considerable progress has been made in understanding finite-size scaling in equilibrium systems. Here, we study finite-size scaling in non-equilibrium systems at the instance of directed percolation (DP), which has become the paradigm of non-equilibrium phase transitions into absorbing states, above, at and below the upper critical dimension. We investigate the finite-size scaling behavior of DP analytically and numerically by considering its steady state generated by a homogeneous constant external source on a d-dimensional hypercube of finite edge length L with periodic boundary conditions near the bulk critical point. In particular, we study the order parameter and its higher moments using renormalized field theory. We derive finite-size scaling forms of the moments in a one-loop calculation. Moreover, we introduce and calculate a ratio of the order parameter moments that plays a similar role in the analysis of finite size scaling in absorbing nonequilibrium processes as the famous Binder cumulant in equilibrium systems and that, in particular, provides a new signature of the DP universality class. To complement our analytical work, we perform Monte Carlo simulations which confirm our analytical results.Comment: 21 pages, 6 figure

Two-Body Random Ensembles: From Nuclear Spectra to Random Polynomials

The two-body random ensemble (TBRE) for a many-body bosonic theory is mapped to a problem of random polynomials on the unit interval. In this way one can understand the predominance of 0+ ground states, and analytic expressions can be derived for distributions of lowest eigenvalues, energy gaps, density of states and so forth. Recently studied nuclear spectroscopic properties are addressed.Comment: 8 pages, 4 figures. To appear in Physical Review Letter

Small ball probability, Inverse theorems, and applications

Let $\xi$ be a real random variable with mean zero and variance one and $A={a_1,...,a_n}$ be a multi-set in $\R^d$. The random sum $$S_A := a_1 \xi_1 + ... + a_n \xi_n$$ where $\xi_i$ are iid copies of $\xi$ is of fundamental importance in probability and its applications. We discuss the small ball problem, the aim of which is to estimate the maximum probability that $S_A$ belongs to a ball with given small radius, following the discovery made by Littlewood-Offord and Erdos almost 70 years ago. We will mainly focus on recent developments that characterize the structure of those sets $A$ where the small ball probability is relatively large. Applications of these results include full solutions or significant progresses of many open problems in different areas.Comment: 47 page