Related papers: Edwards-Wilkinson fluctuations in the Howitt-Warre…
We study steady-state dynamic fluctuations of current and mass, as well as the corresponding power spectra, in conserved-mass transport processes on a ring of $L$ sites; these processes violate detailed balance, have nontrivial spatial…
We construct a family of semimartingales that describes the behavior of a particle system with sticky-reflecting interaction. The model is a physical improvement of the Howitt-Warren flow, an infinite system of diffusion particles on the…
We study statistical properties of the process $Y(t)$ of a passive advection by quenched random layered flows in situations when the inter-layer transfer is governed by a fractional Brownian motion $X(t)$ with the Hurst index $H \in (0,1)$.…
We consider a two parameter family of unitarily invariant diffusion processes on the general linear group $\mathbb{GL}_N$ of $N\times N$ invertible matrices, that includes the standard Brownian motion as well as the usual unitary Brownian…
We provide a probabilistic proof of a well known connection between a special case of the Allen-Cahn equation and mean curvature flow. We then prove a corresponding result for scaling limits of the spatial $\Lambda$-Fleming-Viot process…
We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…
At lower energies, the resonances in scattering experiments are often isolated. The crucial parameter is the ratio of average resonance width and average mean level spacing. Towards larger energies, this parameter grows, because the…
We analytically examine fluctuations of vorticity excited by an external random force in two-dimensional fluid. We develop the perturbation theory enabling one to calculate nonlinear corrections to correlation functions of the flow…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
Turbulent flows, ubiquitous in nature and engineering, comprise fluctuations over a wide range of spatial and temporal scales. While flows with fluctuations in thermodynamic variables are much more common, much less is known about these…
We consider the hydrodynamic limit in the macroscopic regime of the coupled system of stochastic differential equations, $ d\lambda_t^i=\frac{1}{\sqrt{N}} dW_t^i - V'(\lambda_t^i) dt+ \frac{\beta}{2N} \sum_{j\not=i}…
The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
We report a theoretical investigation on conductance fluctuation of mesoscopic systems. Extensive numerical simulations on quasi-one dimensional, two dimensional, and quantum dot systems with different symmetries (COE, CUE, and CSE)…
Out of equilibrium quantum systems, on top of quantum fluctuations, display complex temporal patterns. Such time fluctuations are generically exponentially small in the system volume and can be therefore safely ignored in most of the cases.…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We investigate dynamics arising after an interaction quench in the quantum sine-Gordon model for a one-dimensional system initially prepared in a spatially inhomogeneous domain wall state. We study the time-evolution of the density, current…
We study the density fluctuations at equilibrium of the multi-species stirring process, a natural multi-type generalization of the symmetric (partial) exclusion process. In the diffusive scaling limit, the resulting process is a system of…
Human motor activity is constrained by the rhythmicity of the 24 hours circadian cycle, including the usual 12-15 hours sleep-wake cycle. However, activity fluctuations also appear over a wide range of temporal scales, from days to a few…