Related papers: Hamiltonian and Brownian systems with long-range i…
We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…
The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
We define a simple model of conformal field theory in random space-time environments, which we refer to as stochastic conformal field theory. This model accounts for the effects of dilute random impurities in strongly interacting critical…
Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…
In a class of heterogeneous random networks, where each node dynamics is a random dynamical system, interacting with neighbor nodes via a random coupling function, we characterize the hub behavior as the mean-field, subject to statistically…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
We consider a driven quantum particle in the strong friction regime described by the quantum Smoluchowski equation. We derive Crooks and Jarzynski type relations for the reduced quantum system by properly generalizing the entropy production…
The precision of reaction-diffusion models for mesoscopic physical systems is limited by fluctuations. To account for this uncertainty, Van Kampen derived a stochastic Langevin-like reaction-diffusion equation that incorporates…
Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
We examine from first principles one of the basic assumptions of modern quantum theories of structure formation in the early universe, i.e., the conditions upon which fluctuations of a quantum field may transmute into classical stochastic…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
We present first elements of kinetic theory appropriate to the inhomogeneous phase of the HMF model. In particular, we investigate the case of strongly inhomogeneous distributions for $T\to 0$ and exhibit curious behaviour of the force…
For a system of mean field interacting diffusion on $\mathbb{T}^d$, the empirical measure $\mu^N$ converges to the solution $\mu$ of the Fokker-Planck equation. Refining this mean field limit as a Central Limit Theorem, the fluctuation…
In this paper we aim at characterizing the effect of stochastic fluctuations on the distribution of the energy exchanged by a quantum system with an external environment under sequences of quantum measurements performed at random times.…
The theory of mesoscopic fluctuations is applied to inhomogeneous solids consisting of chaotically distributed regions with different crystalline structure. This approach makes it possible to describe statistical properties of such mixture…
The time evolution of a closed system of mean fields and fluctuations is Hamiltonian, with the canonical variables parameterizing the general time-dependent Gaussian density matrix of the system. Yet, the evolution manifests both quantum…
Using real-time holography, we investigate fluctuation-dissipation relations in holographic systems at finite density. In the bulk, it corresponds to the study of scattering of a charged scalar field against a charged black hole background,…