Related papers: Non-Gaussian fluctuations in stochastic models wit…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
The stochastic motion in a nonhomogeneous medium with traps is studied and diffusion properties of that system are discussed. The particle is subjected to a stochastic stimulation obeying a general L\'evy stable statistics and experiences…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…
A stochastic differential equation for the plasma density dynamics is derived, consistent with the experimentally measured distribution and the theoretical quadratic nonlinearity. The plasma density is driven by a multiplicative Wiener…
Perturbing the arrangements of pegs on a static Galton board can result in non-trivial stationary distributions, which in the continuum limit correspond to departure from regular gaussian behavior. Two such distributions are obtained.…
We study numerically the correlations and the distribution of intervals between successive zeros in the fluctuating geometry of stochastic interfaces, described by the Edwards-Wilkinson equation. For equilibrium states we find that the…
Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…
Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…
We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…
We examine the question of whether the formal expressions of equilibrium statistical mechanics can be applied to time independent non-dissipative systems that are not in true thermodynamic equilibrium and are nonergodic. By assuming the…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…
We study fluctuations of particle absorption by a three-dimensional domain with multiple absorbing patches. The domain is in contact with a gas of interacting diffusing particles. This problem is motivated by living cell sensing via…
We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of $n$ cities. In the model a fraction $f_{jk}$ of individuals from city $k$ commute to city $j$,…
This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…