Related papers: Non-Gaussian fluctuations in stochastic models wit…
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an…
We reconsider the dynamics of stochastic or thermal tunneling in theories like Dirac-Born-Infeld inflation that have non-minimal kinetic terms and, as a result, strongly non-Gaussian perturbations. We first describe a local description of…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
The stochastic response of nanoscale oscillators of arbitrary geometry immersed in a viscous fluid is studied. Using the fluctuation-dissipation theorem it is shown that deterministic calculations of the governing fluid and solid equations…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
In the last ten years, a number of ``Conventional Fluctuation Theorems'' have been derived for systems with deterministic or stochastic dynamics, in a transient or in a non-equilibrium stationary state. These theorems gave explicit…
In various situations where wave transport is preeminent, like in wireless communication, a strong established transmission is present in a complex scattering environment. We develop a novel approach to describe emerging fluctuations, which…
We use macroscopic fluctuation theory (MFT) to analyse current fluctuations in a non-interacting Brownian gas with one or more partially absorbing targets within a bounded domain $\Omega \subset \R^d$. We proceed by coarse-graining a…
A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…
We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…
Motivated by the ubiquity of turbulent flows in realistic conditions, effects of turbulent advection on two models of classical non-linear systems are investigated. In particular, we analyze model A (according to the Hohenberg-Halperin…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
Many stars, active galactic nuclei, accretion discs etc. are affected by the stochastic variations of temperature, turbulent gas motions, magnetic fields, number densities of atoms and dust grains. These stochastic variations influence on…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
Fluctuations and noise may alter the behavior of dynamical systems considerably. For example, oscillations may be sustained by demographic fluctuations in biological systems where a stable fixed point is found in the absence of noise. We…
Analytical study of the distribution of phase of the transmission coefficient through 1D disordered absorbing system is presented. The phase is shown to obey approximately Gaussian distribution. An explicit expression for the variance is…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…
In the study of natural and artificial complex systems, responses that are not completely determined by the considered decision variables are commonly modelled probabilistically, resulting in response distributions varying across decision…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…