Related papers: Microscopic realization of cross-correlated noise …
Using the theory of large deviations, macroscopic fluctuation theory provides a framework to understand the behaviour of non-equilibrium dynamics and steady states in diffusive systems. We extend this framework to a minimal model of…
The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…
We develop a quantum noise approach to study quantum transport through nanostructures. The nanostructures, such as quantum dots, are regarded as artificial atoms, subject to quasi-equilibrium fermionic reservoirs of electrons in biased…
Collective dynamics result from interactions among noisy dynamical components. Examples include heartbeats, circadian rhythms, and various pattern formations. Because of noise in each component, collective dynamics inevitably involve…
While loss-gain-induced Langevin noises have been intensively studied in quantum optics, the effect of a complex-valued nonlinear coupling coefficient on the noises of two coupled phase-conjugated optical fields has never been questioned…
Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…
The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…
The noise-enhanced trapping is a surprising phenomenon that has already been studied in chaotic scattering problems where the noise affects the physical variables but not the parameters of the system. Following this research, in this work…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
Turbulent reacting flows confined to ducts are plagued by thermoacoustic instability, a state in which a positive feedback between flow, flame and acoustic perturbations leads to the emergence of catastrophically high-amplitude oscillatory…
We use particle dynamics simulations to probe the correlations between noise and dynamics in a variety of disordered systems, including superconducting vortices, 2D electron liquid crystals, colloids, domain walls, and granular media. The…
We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…
The decomposition of the energy of a compressible fluid parcel into slow (deterministic) and fast (stochastic) components is interpreted as a stochastic Hamiltonian interacting particle system (HIPS). It is shown that the McKean-Vlasov…
A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…
Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…
We review the close link between intermittent events ('quakes') and extremal noise fluctuations which has been advocated in recent numerical and theoretical work. From the idea that record-breaking noise fluctuations trigger the quakes, an…
We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…
Nonreciprocal coupling can alter the transport properties of material media, producing striking phenomena such as unidirectional amplification of waves, boundary modes, or self-assembled pattern formation. It is responsible for nonlinear…
We propose a continuous-variable quantum sensing scheme, in which a harmonic oscillator is employed as the probe to estimate the parameters in the spectral density of a quantum reservoir, within a non-Markovian dynamical framework. It is…
We introduce a class of exactly solvable models which exhibit an ordering noise-induced phase transition driven by an entropic mechanism. In contrast with previous studies, order does not appear in this case as a result of an instability of…