Intermittent Kac's flights and the generalized telegrapher's equation.

A generalized one-dimensional telegrapher equation associated with an intermittent change of sign in the velocity of a Kac's flight has been proposed. To solve this random differential equation, we used the enlarged master equation approach to obtain the exact differential equation for the evolution of a normalized positive distribution. This distribution is associated with a generalized finite-velocity diffusionlike process. We studied the robustness of the ballistic regime, the cutoff of its domain, and the time-dependent Gaussian convergence. The second moment for the evolution of the profile has been studied as a function of non-Poisson statistics (possibly intermittent) for the time intervals Δ_{ij} in the Kac's flight. Numerical results for the evolution of sharp and wide initial profiles have also been presented. In addition, for comparison with a non-Gaussian process at all times, we have revisited the non-Markov Poisson's flight with exponential pulses. A theory for generalized random flights with intermittent stochastic velocity and in the presence of a force is also presented, and the stationary distribution for two classes of potential has been obtained.

Fisher and Shannon Functionals for Hyperbolic Diffusion.

The complexity measure for the distribution in space-time of a finite-velocity diffusion process is calculated. Numerical results are presented for the calculation of Fisher's information, Shannon's entropy, and the Cramér-Rao inequality, all of which are associated with a positively normalized solution to the telegrapher's equation. In the framework of hyperbolic diffusion, the non-local Fisher's information with the x-parameter is related to the local Fisher's information with the t-parameter. A perturbation theory is presented to calculate Shannon's entropy of the telegrapher's equation at long times, as well as a toy model to describe the system as an attenuated wave in the ballistic regime (short times).

Penetration of waves in global stochastic conducting media.

The attenuation in the propagation of a plane wave in conducting media has been studied. We analyzed a wave motion suffering dissipation by the Joule effect in its propagation in a medium with global disorder. We solved the stochastic telegrapher's equation in the Fourier-Laplace representation allowing us to find the space penetration length of a plane wave in a complex conducting medium. Considering fluctuations in the loss of energy, we found a critical value k_{c} for Fourier's modes, thus if |k|

Stochastic telegrapher's approach for solving the random Boltzmann-Lorentz gas.

The 1D random Boltzmann-Lorentz equation has been connected with a set of stochastic hyperbolic equations. Therefore, the study of the Boltzmann-Lorentz gas with disordered scattering centers has been transformed into the analysis of a set of stochastic telegrapher's equations. For global binary disorder (Markovian and non-Markovian) exact analytical results for the second moment, the velocity autocorrelation function, and the self-diffusion coefficient are presented. We have demonstrated that time-fluctuations in the lost of energy in the telegrapher's equation, can delay the entrance to the diffusive regime, this issue has been characterized by a timescale t_{c} which is a function of disorder parameters. Indeed, producing a longer ballistic dynamics in the transport process. In addition, fluctuations of the space probability distribution have been studied, showing that the mean value of a stochastic telegrapher's Fourier mode is a good statistical object to characterize the solution of the random Boltzmann-Lorentz gas. In a different context, the stochastic telegrapher's equation has also been related to the run-and-tumble model in Biophysics. Then a discussion devoted to the potential applications when swimmers' speed and tumbling rate have time fluctuations has been pointed out.

Localization of plane waves in the stochastic telegrapher's equation.

From the exact solution of the stochastic telegrapher's equation, Fourier plane-wave-like modes are introduced. Then the time evolution of the plane-wave modes are analyzed when the absorption of energy in the telegrapher's equation has strong time fluctuations. We demonstrate that fluctuations in the loss of energy introduce a localized gap with a size that depends on the correlation timescale of the fluctuations. We prove that for a large time correlation the gap is strongly reduced, which means that there is delocalization in the plane-wave modes with respect to the plane waves in the ordinary telegrapher's equation. This result is of relevance in the study of the transport of electromagnetic waves in a conducting medium, and sheds light on the functional role of the fluctuations in the loss of energy in the telegrapher's dynamics.

Emergence of stationary multimodality under two-timescaled dichotomic noise.

We study a linear Langevin dynamics driven by an additive non-Markovian symmetrical dichotomic noise. It is shown that when the statistics of the time intervals between noise transitions is characterized by two well differentiated timescales, the stationary distribution may develop multimodality (bi- and trimodality). The underlying effects that lead to a probability concentration in different points include intermittence and also a dynamical locking of realizations. Our results are supported by numerical simulations as well as by an exact treatment obtained from a Markovian embedding of the full dynamics, which leads to a third-order differential equation for the stationary distribution.

First-passage time for superstatistical Fokker-Planck models.

The first-passage-time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the superstatistical approach can be put in one-to-one correspondence with the moments of the FPT. For systems subjected to an additional uncorrelated external force, the same statistical information is obtained from the dependence of the FPT moments on the external force. These results provide an alternative technique for checking the validity of superstatistical models. As an example, we characterize the mean FPT for a forced Brownian particle.

First-passage times for pattern formation in nonlocal partial differential equations.

We describe the lifetimes associated with the stochastic evolution from an unstable uniform state to a patterned one when the time evolution of the field is controlled by a nonlocal Fisher equation. A small noise is added to the evolution equation to define the lifetimes and to calculate the mean first-passage time of the stochastic field through a given threshold value, before the patterned steady state is reached. In order to obtain analytical results we introduce a stochastic multiscale perturbation expansion. This multiscale expansion can also be used to tackle multiplicative stochastic partial differential equations. A critical slowing down is predicted for the marginal case when the Fourier phase of the unstable initial condition is null. We carry out Monte Carlo simulations to show the agreement with our theoretical predictions. Analytic results for the bifurcation point and asymptotic analysis of traveling wave-front solutions are included to get insight into the noise-induced transition phenomena mediated by invading fronts.

Time-delayed coupled logistic capacity model in population dynamics.

This study proposes a delay-coupled system based on the logistic equation that models the interaction of a population with its varying environment. The integro-diferential equations of the model are presented in terms of a distributed time-delayed coupled logistic-capacity equation. The model eliminates the need for a prior knowledge of the maximum saturation environmental carrying capacity value. Therefore the dynamics toward the final attractor in a distributed time-delayed coupled logistic-capacity model is studied. Exact results are presented, and analytical conclusions have been done in terms of the two parameters of the model.

Random Leslie matrices in population dynamics.

We generalize the concept of the population growth rate when a Leslie matrix has random elements (correlated or not), i.e., characterizing the disorder in the vital parameters. In general, we present a perturbative formalism to deal with linear non-negative random matrix difference equations, then the non-trivial effective eigenvalue of which defines the long-time asymptotic dynamics of the mean-value population vector state is presented as the effective growth rate. This effective eigenvalue is calculated from the smallest positive root of a secular polynomial. Analytical (exact and perturbative calculations) results are presented for several models of disorder. In particular, a 3 × 3 numerical example is applied to study the effective growth rate characterizing the long-time dynamics of a biological population model. The present analysis is a perturbative method for finding the effective growth rate in cases when the vital parameters may have negative covariances across populations.

Effective Perron-Frobenius eigenvalue for a correlated random map.

We investigate the evolution of random positive linear maps with various type of disorder by analytic perturbation and direct simulation. Our theoretical result indicates that the statistics of a random linear map can be successfully described for long time by the mean-value vector state. The growth rate can be characterized by an effective Perron-Frobenius eigenvalue that strongly depends on the type of correlation between the elements of the projection matrix. We apply this approach to an age-structured population dynamics model. We show that the asymptotic mean-value vector state characterizes the population growth rate when the age-structured model has random vital parameters. In this case our approach reveals the nontrivial dependence of the effective growth rate with cross correlations. The problem was reduced to the calculation of the smallest positive root of a secular polynomial, which can be obtained by perturbations in terms of Green's function diagrammatic technique built with noncommutative cumulants for arbitrary n -point correlations.

Fermi-like behavior of weakly vibrated granular matter.

Vertical movement of zirconia-yttria stabilized 2 mm balls is measured by a laser facility at the surface of a vibrated 3D granular matter under gravity. Realizations z(t) are measured from the top of the container by tuning the fluidized gap with a 1D measurement window in the direction of the gravity. The statistics obeys a Fermi-like configurational approach which is tested by the relation between the dispersions in amplitude and velocity. We introduce a generalized equipartition law to characterize the ensemble of particles which cannot be described in terms of a Brownian motion. The relation between global granular temperature and the external excitation frequency is established.

Functional characterization of linear delay Langevin equations.

We present an exact functional characterization of linear delay Langevin equations driven by any noise structure defined through its characteristic functional. This method relies on the possibility of finding an explicitly analytical expression for each realization of the delayed stochastic process in terms of those of the driving noise. General properties of the transient dissipative dynamics are analyzed. The corresponding interplay with a color Gaussian noise is presented. As a full application of our functional method we study a model for population growth with non-Gaussian fluctuations: the Gompertz model driven by multiplicative white shot noise.

Anomalous hydrodynamical dispersion and the transport with multiple families of paths in porous media.

We investigate a family of probability distributions that shows anomalous hydrodynamic dispersion, by solving a particular class of coupled generalized master equations. The Fourier-Laplace solution is obtained analytically in terms of the matrix Green function method; then the Coats-Smith concentration profile is revisited in a particular case. Two models of disorder are worked out explicitly, and the mean current is asymptotically calculated. We present an approximation method to calculate the first passage time distribution for this stochastic transport process, and as an example an exact Markovian result is worked out; scaling results are also shown. We discuss the comparison with other different methods to work out complex diffusion phenomena in the presence of disordered multiple transport paths. Extensions when the models are nondiffusive can also be solved in the Fourier-Laplace representation.

Computing a non-Maxwellian velocity distribution from first principles.

We investigate a family of single-particle anomalous velocity distribution by solving a particular class of stochastic Liouville equations. The stationary state is obtained analytically and the Maxwell-Boltzmann distribution is reobtained in a particular limit. We discuss the comparison with other different methods to obtain the stationary state. Extensions when the models cannot be solved in an exact way are also pointed out in connection with the one-ficton approximation.

Multifractal spectra of mean first-passage-time distributions in disordered chains.

The multifractal characterization of the distribution over disorder of the mean first-passage time in a finite chain is revisited. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Two models of dichotomic disorder are compared and our analysis clarifies the origin of the multifractality. The phenomenon is only present when the diffusion is anomalous.

Survival and residence times in disordered chains with bias.

We present a unified framework for first-passage time and residence time of random walks in finite one-dimensional disordered biased systems. The derivation is based on the exact expansion of the backward master equation in cumulants. The dependence on the initial condition, system size, and bias strength is explicitly studied for models with weak and strong disorders. Application to thermally activated processes is also developed.