Related papers: Generalized Elastic Model: Fractional Langevin Des…

We explain how the statistics of global observables in correlated systems can be related to extreme value problems and to Gumbel statistics. This relationship then naturally leads to the emergence of the generalized Gumbel distribution…

The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…

We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

We propose a microscopic stochastic approach to improve description of nuclear dynamics beyond the mean-field approximation at low energies. It is shown that, for small amplitude fluctuations, the proposed model gives a result for the…

We study stationary fluctuations of conserved slow modes in a two-lane model of hardcore particles which are expected to show universal behaviour. Specifically, we focus on the properties of fluctuations at a special umbilic point where the…

Entanglement fluctuations associated with Schr\"{o}dinger evolution of wavefunctions offer a unique perspective on various fundamental issues ranging from quantum thermalization to state preparation in quantum devices. Very recently, a…

Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…

We propose a new model of turbulence for use in large-eddy simulations (LES). The turbulent force, represented here by the turbulent Lamb vector, is divided in two contributions. The contribution including only subfilter fields is…

For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…

In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…

Reconstruction of equations of motion from incomplete or noisy data and dimension reduction are two fundamental problems in the study of dynamical systems with many degrees of freedom. For the latter extensive efforts have been made but…

With the eventual aim of describing flowing elasto-plastic materials, we focus on the elementary brick of such a flow, a plastic event, and compute the long-range perturbation it elastically induces in a medium submitted to a global shear…

Many organisms have an elastic skeleton that consists of a closed shell of epithelial cells that is filled with fluid, and can actively regulate both elastic forces in the shell and hydrostatic pressure inside it. In this work we introduce…

Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…

The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form. As a particular…

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion…

We review some approaches to the understanding of fluctuations in some models used to describe socio and economic systems. Our approach builds on the development of a simple Langevin equation that characterises stochastic processes. This…

Large interacting systems in biology often exhibit emergent dynamics, such as coexistence of multiple time scales, manifested by fat tails in the distribution of waiting times. While existing tools in statistical inference, such as maximum…