Related papers: Linear response, and consequences for differentiab…
We study general random dynamical systems of continuous maps on some compact metric space. Assuming a local contraction condition and uniqueness of the stationary measure, we establish probabilistic limit laws such as the central limit…
Systems out of equilibrium, in stationary as well as in nonstationary regimes, display a linear response to energy impulses simply expressed as the sum of two specific temporal correlation functions. There is a natural interpretation of…
We develop a quenched thermodynamic formalism for a wide class of random maps with non-uniform expansion, where no Markov structure, no uniformly bounded degree or the existence of some expanding dynamics is required. We prove that every…
Differential equations are a ubiquitous tool to study dynamics, ranging from physical systems to complex systems, where a large number of agents interact through a graph with non-trivial topological features. Data-driven approximations of…
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…
The principle of smooth fit is probably the most used tool to find solutions to optimal stopping problems of one-dimensional diffusions. It is important, e.g., in financial mathematical applications to understand in which kind of models and…
Methods connecting dynamical systems and graph theory have attracted increasing interest in the past few years, with applications ranging from a detailed comparison of different kinds of dynamics to the characterisation of empirical data.…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
We investigate the relaxation of long-tailed distributions under stochastic dynamics that do not support such tails. Linear relaxation is found to be a borderline case in which long tails are exponentially suppressed in time but not…
We characterize steady-state static and dynamic properties in a broad class of mass transport processes on a periodic hypercubic lattice of volume $L^d$, where both mass and {\it center-of-mass} (CoM) remain conserved and detailed balance…
Chirality in active and passive fluids gives rise to odd transport properties, most notably the emergence of robust edge currents that defy standard dissipative dynamics. While these phenomena are well-described by continuum hydrodynamics,…
The classical theory of linear response applies to statistical mechanics close to equilibrium. Away from equilibrium, one may describe the microscopic time evolution by a general differentiable dynamical system, identify nonequilibrium…
We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…
Several nonlinear stochastic differential equations have been proposed in connection with self-organized critical phenomena. Due to the threshold condition involved in its dynamic evolution an infinite number of nonlinearities arises in a…
This theoretical work considers the following conundrum: linear response theory is successfully used by scientists in numerous fields, but mathematicians have shown that typical low-dimensional dynamical systems violate the theory's…
The statistical mechanical description of two-dimensional inviscid fluid turbulence is reconsidered. Using this description, we make predictions about turbulent flow in a rapidly rotating laboratory annulus. Measurements on the continuously…
The calculation of observable averages in non-equilibrium regimes is one of the most important problems in statistical physics. Using the Hamiltonian approach of nonlinear response theory, we obtain a series expansion of the average excess…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…
We revisit here the problem of the collective non-equilibrium dynamics of a classical statistical system at a critical point and in the presence of surfaces. The effects of breaking separately space- and time-translational invariance are…
In this study we present an extension of the replicator equation with diffusion to multiplex graphs. We derive an exact formula for the diffusion term, which shows that, while diffusion is linear for numbers of agents, it is necessary to…