Related papers: Fluctuation Spectra and Coarse Graining in Stochas…
For most stochastic dynamical systems, variables which are tightly regulated tend to respond slowly to external changes. This idea is often discussed for applicable systems, within a linear response regime, through the Fluctuation…
We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…
We consider lattice gas diffusive dynamics with creation-annihilation in the bulk and maintained out of equilibrium by two reservoirs at the boundaries. This stochastic particle system can be viewed as a toy model for granular gases where…
Controlling dynamical fluctuations in open quantum systems is essential both for our comprehension of quantum nonequilibrium behaviour and for its possible application in near-term quantum technologies. However, understanding these…
Stochasticity is both exploited and controlled by cells. Although the intrinsic stochasticity inherent in biochemistry is relatively well understood, cellular variation, or 'noise', is predominantly generated by interactions of the system…
Biochemical reaction networks are subjected to large fluctuations attributable to small molecule numbers, yet underlie reliable biological functions. Most theoretical approaches describe them as purely deterministic or stochastic dynamical…
We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…
We study the large fluctuations of emitted radiations in the system of $N$ non-interacting two-level atoms. Two methods are used to calculate the probability of the large fluctuations and the time dependence of the excitation and emission.…
We review various methods to investigate the statics and the dynamics of collective composition fluctuations in dense polymer mixtures within fluctuating-field approaches. The central idea of fluctuating-field theories is to rewrite the…
This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
Small random perturbations may have a dramatic impact on the long time evolution of dynamical systems, and large deviation theory is often the right theoretical framework to understand these effects. At the core of the theory lies the…
A computational tool for coarse-graining nonlinear systems of ordinary differential equations in time is discussed. Three illustrative model examples are worked out that demonstrate the range of capability of the method. This includes the…
A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…
We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…
The stochastic dynamics of micron and nanoscale cantilevers immersed in a viscous fluid are quantified. Analytical results are presented for long slender cantilevers driven by Brownian noise. The spectral density of the noise force is not…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
The frequency constitutes a key state variable of electrical power grids. However, as the frequency is subject to several sources of fluctuations, ranging from renewable volatility to demand fluctuations and dispatch, it is strongly…
The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…