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

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

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

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

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

Natural boundaries for the Smoluchowski equation and affiliated diffusion processes

The Schr\"{o}dinger problem of deducing the microscopic dynamics from the input-output statistics data is known to admit a solution in terms of Markov diffusions. The uniqueness of solution is found linked to the natural boundaries respected by the underlying random motion. By choosing a reference Smoluchowski diffusion process, we automatically fix the Feynman-Kac potential and the field of local accelerations it induces. We generate the family of affiliated diffusions with the same local dynamics, but different inaccessible boundaries on finite, semi-infinite and infinite domains. For each diffusion process a unique Feynman-Kac kernel is obtained by the constrained (Dirichlet boundary data) Wiener path integration.As a by-product of the discussion, we give an overview of the problem of inaccessible boundaries for the diffusion and bring together (sometimes viewed from unexpected angles) results which are little known, and dispersed in publications from scarcely communicating areas of mathematics and physics.Comment: Latex file, Phys. Rev. E 49, 3815-3824, (1994

On the expected number of internal equilibria in random evolutionary games with correlated payoff matrix

The analysis of equilibrium points in random games has been of great interest in evolutionary game theory, with important implications for understanding of complexity in a dynamical system, such as its behavioural, cultural or biological diversity. The analysis so far has focused on random games of independent payoff entries. In this paper, we overcome this restrictive assumption by considering multi-player two-strategy evolutionary games where the payoff matrix entries are correlated random variables. Using techniques from the random polynomial theory we establish a closed formula for the mean numbers of internal (stable) equilibria. We then characterise the asymptotic behaviour of this important quantity for large group sizes and study the effect of the correlation. Our results show that decreasing the correlation among payoffs (namely, of a strategist for different group compositions) leads to larger mean numbers of (stable) equilibrium points, suggesting that the system or population behavioural diversity can be promoted by increasing independence of the payoff entries. Numerical results are provided to support the obtained analytical results.Comment: Revision from the previous version; 27 page

Stochastic Models of Lymphocyte Proliferation and Death

Quantitative understanding of the kinetics of lymphocyte proliferation and death upon activation with an antigen is crucial for elucidating factors determining the magnitude, duration and efficiency of the immune response. Recent advances in quantitative experimental techniques, in particular intracellular labeling and multi-channel flow cytometry, allow one to measure the population structure of proliferating and dying lymphocytes for several generations with high precision. These new experimental techniques require novel quantitative methods of analysis. We review several recent mathematical approaches used to describe and analyze cell proliferation data. Using a rigorous mathematical framework, we show that two commonly used models that are based on the theories of age-structured cell populations and of branching processes, are mathematically identical. We provide several simple analytical solutions for a model in which the distribution of inter-division times follows a gamma distribution and show that this model can fit both simulated and experimental data. We also show that the estimates of some critical kinetic parameters, such as the average inter-division time, obtained by fitting models to data may depend on the assumed distribution of inter-division times, highlighting the challenges in quantitative understanding of cell kinetics