Related papers: A stochastic theory for temporal fluctuations in s…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
In this paper we study a parametric class of stochastic processes to model both fast and slow anomalous diffusion. This class, called generalized grey Brownian motion (ggBm), is made up off self-similar with stationary increments processes…
A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…
The path probability of stochastic motion of non dissipative or quasi-Hamiltonian systems is investigated by numerical experiment. The simulation model generates ideal one-dimensional motion of particles subject only to conservative forces…
The theory of a flux steady-state related to avalanche formation is presented for the simplest model of a sand pile within framework of the Lorenz approach. The stationary values of sand velocity and sand pile slope are derived as functions…
The volatility characterizes the amplitude of price return fluctuations. It is a central magnitude in finance closely related to the risk of holding a certain asset. Despite its popularity on trading floors, the volatility is unobservable…
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…
We derive a systematic, multiple time-scale perturbation expansion for the work distribution in isothermal quasi-static Langevin processes. To first order we find a Gaussian distribution reproducing the result of Speck and Seifert [Phys.…
We consider a population of $N$ labeled random walkers moving on a substrate, and an excitation jumping among the walkers upon contact. The label $\mathcal{X}(t)$ of the walker carrying the excitation at time $t$ can be viewed as a…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
A numerical experiment of ideal stochastic motion of a particle subject to conservative forces and Gaussian noise reveals that the path probability depends exponentially on action. This distribution implies a fundamental principle…
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…
We derive a stochastic wave equation for an inflaton in an environment of an infinite number of fields. We study solutions of the linearized stochastic evolution equation in an expanding universe. The Fokker-Planck equation for the inflaton…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
Volcanic seismicity at Mt. Etna is studied. It is found that the associated stochastic process exhibits a subdiffusive phenomenon. The jump probability distribution well obeys an exponential law, whereas the waiting-time distribution…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
We perform large-scale simulations of a two-dimensional restricted-height conserved stochastic sandpile, focusing on particle diffusion and mobility, and spatial correlations. Quasistationary (QS) simulations yield the critical particle…
Various approaches to stochastic processes exist, noting that key properties such as measurability and continuity are not trivially satisfied. We introduce a new theory for Gaussian processes using improper linear functionals. Using a…
We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…
Many natural systems exhibit dynamics characterized by alternating phases or recurring sets of states. Describing the fluctuations of such systems over stochastic trajectories is necessary across diverse fields, from biological motors to…