Related papers: A stochastic theory for temporal fluctuations in s…
Stochastic vegetation-water dynamical systems play a pivotal role in ecological stability, biodiversity, water resource management, and adaptation to climate change. This research proposes a machine learning-based method for analyzing rare…
We investigate the sandpile model on the two--dimensional Sierpinski gasket fractal. We find that the model displays novel critical behavior, and we analyze the distribution functions of avalanche sizes, lifetimes and topplings and…
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…
In arbitrary spatial dimension $d\ge 1$, we study a generalized model of random walks in a time-varying random environment (RWRE) defined by a stochastic flow of kernels. We consider the quenched probability distribution of the random…
For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…
Non-spherical particles transported by an anisotropic turbulent flow preferentially align with the mean shear and intermittently tumble when the local strain fluctuates. Such an intricate behaviour is here studied for inertialess,…
Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
A stochastic deformation of a thermodynamic symplectic structure is studied. The stochastic deformation procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an imaginary deformation…
We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
The standard small-time functional central limit theorem of semimartingales has been established in (Gerhold, S., Kleinert, M., Porkert, P., and Shkolnikov, M. (2015). Small time central limit theorems for semimartingales with applications.…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional nonhomogeneous random walk with a position-dependent drift known in the mathematical…
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…
Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…
A field theory is built for self-similar statistical systems with both generating functional being the Mellin transform of the Tsallis exponential and generator of the scale transformation that is reduced to the Jackson derivative. With…