Stochastic Process Associated with Traveling Wave Solutions of the Sine-Gordon Equation

Stochastic processes associated with traveling wave solutions of the sine-Gordon equation are presented. The structure of the forward Kolmogorov equation as a conservation law is essential in the construction and so is the traveling wave structure. The derived stochastic processes are analyzed numerically. An interpretation of the behaviors of the stochastic processes is given in terms of the equation of motion.Comment: 12 pages, 9 figures; corrected typo

An invariant in shock clustering and Burgers turbulence

1-D scalar conservation laws with convex flux and Markov initial data are now known to yield a completely integrable Hamiltonian system. In this article, we rederive the analogue of Loitsiansky's invariant in hydrodynamic turbulence from the perspective of integrable systems. Other relevant physical notions such as energy dissipation and spectrum are also discussed.Comment: 11 pages, no figures; v2: corrections mad

Dynamical Transition in the Open-boundary Totally Asymmetric Exclusion Process

We revisit the totally asymmetric simple exclusion process with open boundaries (TASEP), focussing on the recent discovery by de Gier and Essler that the model has a dynamical transition along a nontrivial line in the phase diagram. This line coincides neither with any change in the steady-state properties of the TASEP, nor the corresponding line predicted by domain wall theory. We provide numerical evidence that the TASEP indeed has a dynamical transition along the de Gier-Essler line, finding that the most convincing evidence was obtained from Density Matrix Renormalisation Group (DMRG) calculations. By contrast, we find that the dynamical transition is rather hard to see in direct Monte Carlo simulations of the TASEP. We furthermore discuss in general terms scenarios that admit a distinction between static and dynamic phase behaviour.Comment: 27 pages, 18 figures. v2 to appear in J Phys A features minor corrections and better-quality figure

Mixtures in non stable Levy processes

We analyze the Levy processes produced by means of two interconnected classes of non stable, infinitely divisible distribution: the Variance Gamma and the Student laws. While the Variance Gamma family is closed under convolution, the Student one is not: this makes its time evolution more complicated. We prove that -- at least for one particular type of Student processes suggested by recent empirical results, and for integral times -- the distribution of the process is a mixture of other types of Student distributions, randomized by means of a new probability distribution. The mixture is such that along the time the asymptotic behavior of the probability density functions always coincide with that of the generating Student law. We put forward the conjecture that this can be a general feature of the Student processes. We finally analyze the Ornstein--Uhlenbeck process driven by our Levy noises and show a few simulation of it.Comment: 28 pages, 3 figures, to be published in J. Phys. A: Math. Ge