Related papers: Fluctuation analysis and short time asymptotics fo…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…
We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…
We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…
In this work we study the rheological features of yield stress materials that exhibit non-homogeneous steady flows and that are subjected to an additional mechanical noise. Using a mesoscale elasto-plastic model accounting for a viscosity…
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…
Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…
Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…
We study asymptotic properties of conditional least squares estimators for the drift parameters of two-factor affine diffusions based on continuous time observations. We distinguish three cases: subcritical, critical and supercritical. For…
We theoretically investigate the effect of random fluctuations on the motion of elongated microswimmers near hydrodynamic transport barriers in externally-driven fluid flows. Focusing on the two-dimensional hyperbolic flow, we consider the…
A one-dimensional Hamiltonian system with exponential interactions perturbed by a conservative noise is considered. It is proved that energy superdiffuses and upper and lower bounds describing this anomalous diffusion are obtained
In the present paper, we characterize the behavior of supercritical branching processes in random environment with linear fractional offspring distributions, conditioned on having small, but positive values at some large generation. As it…
It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
This work develops asymptotic properties of a class of switching jump diffusion processes. The processes under consideration may be viewed as a number of jump diffusion processes modulated by a random switching mechanism. The underlying…
The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…
Order parameter fluctuations (the largest cluster size distribution) are studied within a three-dimensional bond percolation model on small lattices. Cumulant ratios measuring the fluctuations exhibit distinct features near the percolation…