Related papers: Perturbative calculation of quasi-potential in non…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
We develop a general framework to investigate fluctuations of non-commuting observables. To this end, we consider the Keldysh quasi-probability distribution (KQPD). This distribution provides a measurement-independent description of the…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We consider a collection of fully coupled weakly interacting diffusion processes moving in a two-scale environment. We study the moderate deviations principle of the empirical distribution of the particles' positions in the combined limit…
We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
We compute exactly the non-equilibrium DC noise in a Luttinger liquid with an impurity and an applied voltage. By generalizing Landauer transport theory for Fermi liquids to interacting, integrable systems, we relate this noise to the…
The fluctuation spectrum of a quasi-spherical vesicle with active membrane proteins is calculated. The activity of the proteins is modeled as the proteins pushing on their surroundings giving rise to non-local force distributions. Both the…
We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…
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…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
A perturbative way to investigate superfluid properties of various systems under nonuniform potential is presented. We derive the perturbation expansion of the superfluid fraction, which indicates how liquid exhibits nonclassical rotational…
When a system has more than one stable state, how can the stability of these states be compared? This deceptively simple question has important consequences for ecosystems, because systems with alternative stable states can undergo dramatic…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
Recently, the authors proved [2] that the Maxwell-Stefan system with an incompressibility-like condition on the total flux can be rigorously derived from the multi-species Boltzmann equation. Similar cross-diffusion models have been widely…
We introduce an extension of the non-equilibrium dynamical mean field theory to incorporate the effects of static random disorder in the dynamics of a many-particle system by integrating out different disorder configurations resulting in an…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
The quasipotential function allows for comprehension and prediction of the escape mechanisms from metastable states in nonlinear dynamical systems. This function acts as a natural extension of the potential function for non-gradient systems…
The paper deals with "quantization" and "second quantization" of phenomenological thermodynamics with respect to the Boltzmann's constant. It is suggested to perceive the quasithermodynamic parameter (corresponding to the Boltzmann's…
A Fluctuation Theorem (FT), both Classical and Quantum, describes the large-deviations in the approach to equilibrium of an isolated quasi-integrable system. Two characteristics make it unusual: (i) it concerns the internal dynamics of an…
In this paper we propose a new way of organizing many-body perturbation theory in the Path-integral formulation where a set of quasi-particle wave-functionals $\psi$'s are introduced and are identified with quasi-particles in Landau Fermi…