Related papers: Macroscopic fluctuation theory and first-passage p…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…
In this study we try to answer the qustion : What happens when explicit constraints are introduced such that the low energy, long wavelength modes of a system are unavailable ? This question has assumed some importance in recent years due…
Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet,…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium.…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
The restricted solid-on-solid (RSOS) model is a model of continuous-time surface growth characterized by the constraint that adjacent height differences are bounded by a fixed constant. Though the model is conjectured to belong to the KPZ…
Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…
We introduce a schematic non-linear diffusion model where density fluctuations induce a rich out of equilibrium dynamics. The properties of the model are studied by numerical simulations and analytically in a mean field approximation. At…
We derive the stochastic model of plasma-condensate systems by taking into account anisotropy in transference of adatoms between neighbor layers and by introducing fluctuations of adsorbate flux. We show, that by varying the fluctuation's…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…
This paper reviews (and expands) some recent results on the modeling of aggregation-diffusion phenomena at various scales, focusing on the emergence of collective dynamics as a result of the competition between attractive and repulsive…
We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…
This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
A fundamental principle of chaotic quantum dynamics is that local subsystems eventually approach a thermal equilibrium state. Large subsystems thermalize slower: their approach to equilibrium is limited by the hydrodynamic build-up of…
Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…
Fluctuations of isolated and pairs of ascending steps of monoatomic height are studied in the framework of SOS models, using mainly Monte Carlo techniques. Below the roughening transistion of the surface, the profiles of long steps show the…