#Fluid #Stochastic #Simulation

Fully nonlinear dynamics of stochastic thin-film dewetting

Authors: S. Nesic, R. Cuerno, E. Moro, and L. Kondic Journal: Physical Review E 92, 061002(R) LINK | PDF Abstract: The spontaneous formation of droplets via dewetting of a thin fluid film from a solid substrate allows materials nanostructuring. Often, it is crucial to be able to control the evolution, and to produce patterns characterized by regularly spaced droplets. While thermal fluctuations are expected to play a role in the dewetting process, their relevance has remained poorly understood, particularly during the nonlinear stages of evolution that involve droplet formation. ...

#humans #marketing #simulation #stochastic #viral

The speed and reach of forwarded emails, rumors, and hoaxes in electronic social networks

We have just published an experimental/theoretical work on the speed of information diffusion in social networks in Physical Review Letters. Specifically we have studied the impact of the heterogeneity of human activity in propagation of emails, rumors, hoaxes, etc. Tracking email marketing campaigns, executed by IBM Corporation in 11 European countries, we were able to compare their viral propagation with our theory (see below the campaigns details). The results are very simple. ...

#arcsin law #brownian motion #paradox #stochastic

The probability of going through a bad patch

We’ve heard it: people that invest on the stock market or that gamble in lotteries, casinos, etc usually say “I’m going through a bad patch” (or bad spell). That is, they have been losing money for a while, but hey! better times are ahead and there’s no reason to quit. Are they sure? Are better times ahead? How close is “ahead” to today? Let’s work through a specific example to see how far is “ahead”. ...

#brownian motion #einstein #stochastic

Brown's observations on Brownian motion

In 1828, Robert Brown published the manuscript entitled "A brief account of microscopical observations made in the __months of June, July and August, 1827, on the particles contained in the pollen of plants; and on the general existence of active molecules in organic and inorganic bodies" in the Edinburgh new Philosophical Journal [download it in pdf format here]. He suspended some of the pollen grains of the species Clarkia pulchella in water and examined them closely, only to see them “filled with particles” of around 5 µm diameter that were “very evidently in motion”. ...

#brownian motion #kolmogorov #simulation #stochastic #wiener

Writing bad letters of recommendation: the story of Bachelier and Lévy

Take a coin and toss it a number \(N\) of times in a time interval of duration \(T\). Suppose that every time you get head you win \(a\) euros and that you lose the same amount of money when you get tail. Then your capital is a random process with ups and dows like this: This process is a stochastic process usually called “Random Walk” and its properties depend on the parameters $N, a $ and \(T\). ...