Related papers: Scaling Limits and Exit Law for Multiscale Diffusi…
A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with…
We study the relaxational dynamics of flux lines in high-temperature superconductors with random pinning using Langevin dynamics. At high temperatures the dynamics is stationary and the fluctuation dissipation theorem (FDT) holds. At low…
The fluctuation-dissipation theory is grounded on the Langevin condition expressing the local independence between the thermal force and the particle velocity history. Upon hydrodynamic grounds, it is reasonable to relax this condition in…
We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…
We study diffusion-controlled single-species annihilation with a finite number of particles. In this reaction-diffusion process, each particle undergoes ordinary diffusion, and when two particles meet, they annihilate. We focus on spatial…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
We study a class of reflected McKean-Vlasov diffusions over a convex domain with self-stabilizing coefficients. This includes coefficients that do not satisfy the classical Wasserstein Lipschitz condition. Further, the process is…
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…
We study the problem of diffusing particles which coalesce upon contact. With the aid of a non-perturbative renormalization group, we first analyze the dynamics emerging below the critical dimension two, where strong fluctuations imply…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…
We consider many-particle diffusion in one spatial dimension modeled as Random Walks in a Random Environment (RWRE). A shared short-range space-time random environment determines the jump distributions that drive the motion of the…
In this paper, we consider a diffusion process pertaining to a chain of distributed control systems with small random perturbation. The distributed control system is formed by n subsystems that satisfy an appropriate Hormander condition,…