Related papers: Fluctuation analysis and short time asymptotics fo…
We suggest to perform systematic measurements of the elliptic flow fluctuations which are sensitive to the early stage dynamics of heavy-ion collisions at high-energies. Significant flow fluctuations are shown to be generated due to the…
Asymptotic multiple scale homogenisation allows to determine the effective behaviour of a porous medium by starting from the pore-scale description, when there is a large separation between the pore-scale and the macroscopic scale. When the…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
We consider the short time behaviour of stochastic systems affected by a stochastic volatility evolving at a faster time scale. We study the asymptotics of a logarithmic functional of the process by methods of the theory of homogenisation…
The fluctuation theorem for entropy production is a remarkable symmetry of the distribution of produced entropy that holds universally in non-equilibrium steady states with Markovian dynamics. However, in systems with slow degrees of…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
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.…
In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
We consider internal diffusion limited aggregation in dimension larger than or equal to two. This is a random cluster growth model, where random walks start at the origin of the d-dimensional lattice, one at a time, and stop moving when…
The existence of a generalized fluctuation-dissipation theorem observed in simulations and experiments performed in various glassy materials is related to the concepts of local equilibration and heterogeneity in space. Assuming the…
The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…
Fluctuating hydrodynamics is used to describe the total energy fluctuations of a freely evolving gas of inelastic hard spheres near the threshold of the clustering instability. They are shown to be governed by vorticity fluctuations only,…
In this paper we extend two limit theorems which were recently obtained for fragmentation processes to such processes with immigration. More precisely, in the setting with immigration we consider a limit theorem for the process counted with…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…
This contribution presents a review of our present theoretical as well as experimental knowledge of different fluctuation observables relevant to nuclear multifragmentation. The possible connection between the presence of a fluctuation peak…
Recently acoustic signature of dislocation avalanches in HCP materials was found to be long tailed in size and energy, suggesting critical dynamics. Even more recently, the intermittent plastic response was found to be generic for micro-…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…