Related papers: Fluctuation analysis and short time asymptotics fo…
We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…
We propose a model of random diffusion to investigate flow fluctuations in complex networks. We derive an analytical law showing that the dependence of fluctuations with the mean traffic in a network is ruled by the delicate interplay of…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
The bifurcation theory of ordinary differential equations (ODEs), and its application to deterministic population models, are by now well established. In this article, we begin to develop a complementary theory for diffusion-like…
We study the role of noise on the nature of the transition to collective motion in dry active matter. Starting from field theories that predict a continuous transition at the deterministic level, we show that fluctuations induce a…
We study the evolution of cosmological perturbations in a non-singular bouncing cosmology with a bounce phase which has superimposed oscillations of the scale factor. We identify length scales for which the final spectrum of fluctuations…
Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…
It is shown that the characteristics of the mesoscopic fluctuations in the conventional quantum-diffusion model and the model of the non-coherent (`classical') diffusion in media with long-range correlated disorder are quite similar in the…
In this work, the short-time dynamics of simple liquid is explored both analytically and numerically with the focus on the interplay between the density fluctuations in a volume surrounding a chosen particle and its random walk motion. The…
We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles.…
Qubit noise and fluctuations of the noise over time are key factors limiting the performance of quantum computers. Characterising them with high temporal resolution is challenging due to multiple overlapping stochastic processes such as…
We investigate a problem of the necessary and sufficient conditions for appearance of the 1/f fluctuations in the simple systems affected by the external random perturbations, i.e. the power spectral density of the flux of particles moving…
We consider driven many-particle models which have a phase transition between an active and an absorbing phase. Like previously studied models, we have particle conservation, but here we introduce an additional symmetry - when two particles…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
Fluctuation scaling (FS) and anomalous diffusion have been discussed in different contexts, even though both are often observed in complex systems. To clarify the relationship between these concepts, we investigated approximately three…
We consider coupled slow-fast stochastic processes, where the averaged slow motion is given by a two-dimensional Hamiltonian system with multiple critical points. On a proper time scale, the evolution of the first integral converges to a…
Fluctuations of thermodynamic quantities become non-negligible and play an important role when the system size is small. We develop finite-time thermodynamics of fluctuations in microscopic heat engines whose environmental temperature and…
An extension of fluctuation-dissipation theorem is used to derive a "speed limit" theorem for nonlinear electronic devices. This speed limit provides a lower bound on the dissipation that is incurred when transferring a given amount of…