Competition between noise and coupling in the induction of synchronisation.

We apply a Fokker-Planck analysis to investigate the relative influences of coupling strength and noise on the synchronisation of two phase oscillators. We go beyond earlier studies of noise-induced synchronisation (without couplings) and coupling-induced synchronisation (without common noise) to consider both effects together, and we obtain a result that is very different from a straightforward superposition of the effects of each agent acting alone: two regimes are possible depending on which agent is inducing the synchronisation. In each regime, one agent induces and the other hinders the synchronisation. In particular we show that, counterintuitively, coupling can sometimes inhibit synchronisation

Zero tension Kardar-Parisi-Zhang equation in (d+1)- Dimensions

The joint probability distribution function (PDF) of the height and its gradients is derived for a zero tension $d+1$-dimensional Kardar-Parisi-Zhang (KPZ) equation. It is proved that the height`s PDF of zero tension KPZ equation shows lack of positivity after a finite time $t_{c}$. The properties of zero tension KPZ equation and its differences with the case that it possess an infinitesimal surface tension is discussed. Also potential relation between the time scale $t_{c}$ and the singularity time scale $t_{c, \nu \to 0}$ of the KPZ equation with an infinitesimal surface tension is investigated.Comment: 18 pages, 8 figure

Level Crossing Analysis of Burgers Equation in 1+1 Dimensions

We investigate the average frequency of positive slope $\nu_{\alpha}^{+}$, crossing the velocity field $u(x)- \bar u = \alpha$ in the Burgers equation. The level crossing analysis in the inviscid limit and total number of positive crossing of velocity field before creation of singularities are given. The main goal of this paper is to show that this quantity, $\nu_{\alpha}^{+}$, is a good measure for the fluctuations of velocity fields in the Burgers turbulence.Comment: 5 pages, 3 figure

Exact Analysis of Level-Crossing Statistics for (d+1)-Dimensional Fluctuating Surfaces

We carry out an exact analysis of the average frequency $\nu_{\alpha x_i}^+$ in the direction $x_i$ of positive-slope crossing of a given level $\alpha$ such that, $h({\bf x},t)-\bar{h}=\alpha$, of growing surfaces in spatial dimension $d$. Here, $h({\bf x},t)$ is the surface height at time $t$, and $\bar{h}$ is its mean value. We analyze the problem when the surface growth dynamics is governed by the Kardar-Parisi-Zhang (KPZ) equation without surface tension, in the time regime prior to appearance of cusp singularities (sharp valleys), as well as in the random deposition (RD) model. The total number $N^+$ of such level-crossings with positive slope in all the directions is then shown to scale with time as $t^{d/2}$ for both the KPZ equation and the RD model.Comment: 22 pages, 3 figure

Physics of brain dynamics: Fokker-Planck analysis reveals changes in EEG delta-theta interactions in anaesthesia

We use drift and diffusion coefficients to reveal interactions between different oscillatory processes underlying a complex signal and apply the method to EEG delta and theta frequencies in the brain. By analysis of data recorded from rats during anaesthesia, we consider the stability and basins of attraction of fixed points in the phase portrait of the deterministic part of the retrieved stochastic process. We show that different classes of dynamics are associated with deep and light anaesthesia, and we demonstrate that the predominant directionality of the interaction is such that theta drives delt

Phase coupling in the cardiorespiratory interaction.

Markovian analysis is applied to derive nonlinear stochastic equations for the reconstruction of heart rate and respiration rate variability data. A model of their 'phase' interactions is obtained for the first time, thereby gaining new insights into the strength and direction of the cardiorespiratory phase coupling. The reconstructed model can reproduce synchronisation phenomena between the cardiac and the respiratory systems, including switches in synchronisation ratio. The technique is equally applicable to the extraction of the multi-dimensional couplings between many interacting subsystems

Uncertainty in the Fluctuations of the Price of Stocks

We report on a study of the Tehran Price Index (TEPIX) from 2001 to 2006 as an emerging market that has been affected by several political crises during the recent years, and analyze the non-Gaussian probability density function (PDF) of the log returns of the stocks' prices. We show that while the average of the index did not fall very much over the time period of the study, its day-to-day fluctuations strongly increased due to the crises. Using an approach based on multiplicative processes with a detrending procedure, we study the scale-dependence of the non-Gaussian PDFs, and show that the temporal dependence of their tails indicates a gradual and systematic increase in the probability of the appearance of large increments in the returns on approaching distinct critical time scales over which the TEPIX has exhibited maximum uncertainty.Comment: 5 pages, 5 figures. Accepted to appear in IJMP