Related papers: Towards a Fluctuation Theorem in an Atmospheric Ci…
The Fluctuation Theorem describes the probability ratio of observing trajectories that satisfy or violate the second law of thermodynamics. It has been proved in a number of different ways for thermostatted deterministic nonequilibrium…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
We calculate the Lyapunov exponents describing spatial clustering of particles advected in one- and two-dimensional random velocity fields at finite Kubo numbers Ku (a dimensionless parameter characterising the correlation time of the…
We study integrability breaking and transport in a discrete space-time lattice with a local integrability breaking perturbation. We find a singular distribution of the Lyapunov spectrum where the majority of Lyapunov exponents vanish in the…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
We study the Reynolds number scaling of the Kolmogorov-Sinai entropy and attractor dimension for three dimensional homogeneous isotropic turbulence through the use of direct numerical simulation. To do so, we obtain Lyapunov spectra for a…
Suppose that $N_0$ independently diffusing particles, each with diffusivity $D$, are initially released at $x=\ell>0$ on the semi-infinite interval $0\leq x<\infty$ with an absorber at $x=0$. We determine the probability ${\cal P}(N)$ that…
The maximum Lyapunov exponent (referred to the mean half-period of phase libration) of the motion in the chaotic layer of a nonlinear resonance subject to symmetric periodic perturbation, in the limit of infinitely high frequency of the…
We study the chaoticity and the predictability of a turbulent flow on the basis of high-resolution direct numerical simulations at different Reynolds numbers. We find that the Lyapunov exponent of turbulence, which measures the exponential…
We apply the macroscopic fluctuation theory to analyze the long-time statistics of the position of a tracer in the dense and the dilute limits of diffusive single-file systems. Our explicit results are about the corresponding large…
We investigate the spatio-temporal quantity of coherence for turbulent velocity fluctuations at spatial distances of the order or larger than the integral length scale $l_{0}$. Using controlled laboratory experiments, an exponential decay…
Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power-law form for power spectra of temporal fluctuations of all scales ranging…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Based on a generalized local Kolmogorov-Hill equation expressing the evolution of kinetic energy integrated over spheres of size $\ell$ in the inertial range of fluid turbulence, we examine a possible definition of entropy and entropy…
The fluctuations of the current for the one-dimensional totally asymmetric exclusion process with $L$ sites are studied in the relaxation regime of times $T\sim L^{3/2}$. Using Bethe ansatz for the periodic system with an evolution…
Thermodynamic uncertainty relations (TURs) are general lower bounds on the size of fluctutations of dynamical observables. They have important consequences, one being that the precision of estimation of a current is limited by the amount of…
We study the statistical properties of currents in two particular systems of capacitively coupled parallel transport channels. In the first system, each transport channel contains a single quantum dot in contact with two electron…
The thermodynamic uncertainty relation (TUR) provides a universal entropic bound for the precision of the fluctuation of the charge transfer for example for a class of continuous time stochastic processes. However, its extension to general…
We develop fluctuational electrodynamics for media with nonlinear optical response. In a perturbative manner, we amend the stochastic Helmholtz equation to describe fluctuations in a nonlinear setting, in agreement with the fluctuation…