2 resultados para Poisson process

em Duke University


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The paper investigates stochastic processes forced by independent and identically distributed jumps occurring according to a Poisson process. The impact of different distributions of the jump amplitudes are analyzed for processes with linear drift. Exact expressions of the probability density functions are derived when jump amplitudes are distributed as exponential, gamma, and mixture of exponential distributions for both natural and reflecting boundary conditions. The mean level-crossing properties are studied in relation to the different jump amplitudes. As an example of application of the previous theoretical derivations, the role of different rainfall-depth distributions on an existing stochastic soil water balance model is analyzed. It is shown how the shape of distribution of daily rainfall depths plays a more relevant role on the soil moisture probability distribution as the rainfall frequency decreases, as predicted by future climatic scenarios. © 2010 The American Physical Society.

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We study networks of nonlocally coupled electronic oscillators that can be described approximately by a Kuramoto-like model. The experimental networks show long complex transients from random initial conditions on the route to network synchronization. The transients display complex behaviors, including resurgence of chimera states, which are network dynamics where order and disorder coexists. The spatial domain of the chimera state moves around the network and alternates with desynchronized dynamics. The fast time scale of our oscillators (on the order of 100ns) allows us to study the scaling of the transient time of large networks of more than a hundred nodes, which has not yet been confirmed previously in an experiment and could potentially be important in many natural networks. We find that the average transient time increases exponentially with the network size and can be modeled as a Poisson process in experiment and simulation. This exponential scaling is a result of a synchronization rate that follows a power law of the phase-space volume.