183 citations · 905 across the 25 of their papers we have counts for
7 papers · 1 filter
Velocity and energy distributions in microcanonical ensembles of hard spheres
Enrico Scalas, Adrian T. Gabriel, Edgar Martin +1
In a microcanonical ensemble (constant , hard reflecting walls) and in a molecular dynamics ensemble (constant , periodic boundary conditions) with a number $N…
First-passage and first-exit times of a Bessel-like stochastic process
Edgar Martin, Ulrich Behn, Guido Germano
We study a stochastic process related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields.…
Spectral densities of Wishart-Levy free stable random matrices: Analytical results and Monte Carlo validation
Mauro Politi, Enrico Scalas, Daniel Fulger +1
Random matrix theory is used to assess the significance of weak correlations and is well established for Gaussian statistics. However, many complex systems, with stock markets as a…
Stochastic calculus for uncoupled continuous-time random walks
Guido Germano, Mauro Politi, Enrico Scalas +1
The continuous-time random walk (CTRW) is a pure-jump stochastic process with several applications in physics, but also in insurance, finance and economics. A definition is given f…
Monte Carlo simulation of uncoupled continuous-time random walks yielding a stochastic solution of the space-time fractional diffusion equation
Daniel Fulger, Enrico Scalas, Guido Germano
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler…
Expressions for forces and torques in molecular simulations using rigid bodies
Michael P. Allen, Guido Germano
Expressions for intermolecular forces and torques, derived from pair potentials between rigid non-spherical units, are presented. The aim is to give compact and clear expressions,…
The Ehrenfest urn revisited: Playing the game on a realistic fluid model
Enrico Scalas, Edgar Martin, Guido Germano
The Ehrenfest urn process, also known as the dogs and fleas model, is realistically simulated by molecular dynamics of the Lennard-Jones fluid. The key variable is Delta z, i.e. th…