Related papers: Fluctuation Spectra and Coarse Graining in Stochas…
We analytically evaluate the large deviation function in a simple model of classical particle transfer between two reservoirs. We illustrate how the asymptotic large time regime is reached starting from a special propagating initial…
In this paper we present a variational technique that handles coarse-graining and passing to a limit in a unified manner. The technique is based on a duality structure, which is present in many gradient flows and other variational…
Partitioned cellular automata are known to be an useful tool to simulate linear and nonlinear problems in physics, specially because they allow for a straightforward way to define conserved quantities and reversible dynamics. Here we show…
Stochastic fluctuations are central to the understanding of extinction dynamics. In the context of population models they allow for the description of the transition from the vicinity of a non-trivial fixed point of the deterministic…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
Lyapunov exponents of dynamical systems are defined from the rates of divergence of nearby trajectories. For stochastic systems, one typically assumes that these trajectories are generated under the "same noise realization". The purpose of…
In order to illuminate the properties of current fluctuations in more than one dimension, we use a lattice-based Markov process driven into a non-equilibrium steady state. Specifically, we perform a detailed study of the particle current…
One way to look for complex behaviours in many-body quantum systems is to let the number $N$ of degrees of freedom become large and focus upon collective observables. Mean-field quantities scaling as $1/N$ tend to commute, whence complexity…
Fluctuations in the large-scale structure of the Universe contain significant information about cosmological physics, but are modulated in survey datasets by various observational effects. Building on existing literature, we provide a…
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…
The large deviations properties of trajectory observables for chaotic non-invertible deterministic maps as studied recently by N. R. Smith, Phys. Rev. E 106, L042202 (2022) and by R. Gutierrez, A. Canella-Ortiz, C. Perez-Espigares,…
Phase transitions are typically accompanied by non-analytic behaviors of the free energy, which can be explained by considering the zeros of the partition function in the complex plane of the control parameter and their approach to the…
The dynamics of a system formed by a finite number $N$ of globally coupled bistable oscillators and driven by external forces is studied focusing on a global variable defined as the arithmetic mean of each oscillator variable. Several…
What is the major difference between large and small systems? At small length-scales the dynamics is dominated by fluctuations, whereas at large scales fluctuations are irrelevant. Therefore, any thermodynamically consistent description of…
While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…
The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…
We present a brief introduction to the statistical properties of systems with large fluctuations. We point out that for such systems the relevant statistical quantities are scaling exponents and the nature of fluctuations is completely…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…