Related papers: Non-equilibrium Lyapunov function and a fluctuatio…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…
There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…
A functional representation of free L\'evy processes is established via an ensemble of unitarily invariant Hermitian matrix-valued L\'evy processes. This is accomplished by proving functional asymptotics of their empirical spectral…
The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…
We prove a version of the stochastic maximum principle, in the sense of Pontryagin, for the finite horizon optimal control of a stochastic partial differential equation driven by an infinite dimensional additive noise. In particular we…
Stochastic thermodynamics and the associated fluctuation relations provide the means to extend the fundamental laws of thermodynamics to small scales and systems out of equilibrium. The fluctuating thermodynamic variables are usually…
We analyze experimental data obtained from an electrical circuit having components at different temperatures, showing how to predict its response to temperature variations. This illustrates in detail how to utilize a recent linear response…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this review we summarize recent theoretical advances along these lines.…
The stochastic scenario of relaxation in the complex systems is presented. It is based on a general probabilistic formalism of limit theorems. The nonexponential relaxation is shown to result from the asymptotic self-similar properties in…
This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
A nonequilibrium master equation analysis for N interacting bosons, with Bogoliubov quasiparticles as the reservoir is presented. The analysis is based on a simplified Hamiltonian. The steady state solution yields the equilibrium density…
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…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
Entropy production in stochastic mechanical systems is examined here with strict bounds on its rate. Stochastic mechanical systems include pure diffusions in Euclidean space or on Lie groups, as well as systems evolving on phase space for…
In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…
We study the largest Lyapunov exponent $\lambda$ and the finite size effects of a system of N fully-coupled classical particles, which shows a second order phase transition. Slightly below the critical energy density $U_c$, $\lambda$ shows…