IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v367y2006icp106-128.html
   My bibliography  Save this article

Growth-collapse and decay-surge evolutions, and geometric Langevin equations

Author

Listed:
  • Eliazar, Iddo
  • Klafter, Joseph

Abstract

We introduce and study an analytic model for physical systems exhibiting growth-collapse and decay-surge evolutionary patterns. We consider a generic system undergoing a smooth deterministic growth/decay evolution, which is occasionally interrupted by abrupt stochastic collapse/surge discontinuities. The deterministic evolution is governed by an arbitrary potential field. The discontinuities are multiplicative perturbations of random magnitudes, and their occurrences are state-dependent—governed by an arbitrary rate function. The combined deterministic-stochastic evolution of the system turns out to be governed by a geometric Langevin equation driven by a state-dependent noise.

Suggested Citation

  • Eliazar, Iddo & Klafter, Joseph, 2006. "Growth-collapse and decay-surge evolutions, and geometric Langevin equations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 106-128.
    • Handle: RePEc:eee:phsmap:v:367:y:2006:i:c:p:106-128
    DOI: 10.1016/j.physa.2005.11.026
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437105012021
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000
    File URL: https://libkey.io/10.1016/j.physa.2005.11.026?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Huillet, Thierry E., 2011. "On a Markov chain model for population growth subject to rare catastrophic events," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4073-4086.
    2. Hristopulos, Dionissios T. & Mouslopoulou, Vasiliki, 2013. "Strength statistics and the distribution of earthquake interevent times," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(3), pages 485-496.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:367:y:2006:i:c:p:106-128. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.