Related papers: Fluctuation analysis and short time asymptotics fo…
We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…
Time averages extracted from single-particle trajectories in complex media often vary strongly from one trajectory to another, even for long measurement times. Such persistent trajectory-to trajectory scatter is commonly observed in…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…
The global energy fluctuations of a low density gas granular gas in the homogeneous cooling state near its clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown…
Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…
It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…
In this paper some critical aspects of the behaviour of breaking lattices subject to slow driving forces are briefly reviewed. In particular fluctuations in the response to the variation of external parameters are discussed.
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…
We discuss metric perturbations of the relativistic diffusion equation around the homogeneous Juttner equilibrium of massless particles in a homogeneous expanding universe. The metric perturbation describes matter distribution and the…
We present a brief survey of fluctuations and large deviations of particle systems with subextensive growth of the variance. These are called hyperuniform (or superhomogeneous) systems. We then discuss the relation between hyperuniformity…
This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
We consider open multi-class queueing networks with general arrival processes, general processing time sequences and Bernoulli routing. The network is assumed to be operating under an arbitrary work-conserving scheduling policy that makes…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
The fluctuations in the particle size distribution for processes of fragmentation and aggregation are studied for stationary state regimes. The system is described in terms of a stochastic process over an adequate tree structure. The RMS…
A complete methodology, based on a two-scale asymptotic approach, that enables the homogenisation of elastic lattices at non-zero frequencies is developed. Elastic lattices are distinguished from scalar lattices in that two or more types of…
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…
Recently (arXiv:0910.2870), we have derived a fluctuation theorem for systems in thermodynamic equilibrium compatible with anomalous response functions, e.g. the existence of states with \textit{negative heat capacities} $C<0$. In this…