Related papers: On the abrupt change of the maximum likelihood sta…
Multistability is an inseparable feature of many physical, chemical and biological systems which are driven far from equilibrium. In these nonequilibrium systems, stochastic dynamics often induces switching between distinct states on…
We apply a recently proposed novel thermostating mechanism to an interacting many-particle system where the bulk particles are moving according to Hamiltonian dynamics. At the boundaries the system is thermalized by deterministic and…
We study a system of particles moving on a line in the same direction. Passing is allowed and when a fast particle overtakes a slow particle, it acquires a new velocity drawn from a distribution P_0(v), while the slow particle remains…
We study the distribution of the maximal jump of continuous-state branching processes. Several exact expressions and explicit asymptotics of both the local maximal jump and the global maximal jump are obtained. We also compare the…
A control strategy is employed that modifies the stochastic escape times from one basin of attraction to another in a model of a double-gyre flow. The system studied captures the behavior of a large class of fluid flows that circulate and…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…
Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the…
A central concern across the natural sciences is a quantitative understanding of the mechanism governing rare transitions between two metastable states. Recent research has uncovered a fundamental equality between the time-reversal…
We study a model for microscopic segregation in a homogeneous system of particles moving on a one-dimensional lattice. Particles tend to separate from each other, and evolution ceases when at least one empty site is found between any two…
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…
Driven particle transport in crowded and confining environments is fundamental to diverse phenomena across physics, chemistry, and biology. A main objective in studying such systems is to identify novel emergent states and phases of…
An approach to analyse the properties of a particle system is to compare it with different processes to understand when one of them is larger than other ones. The main technique for that is coupling, which may not be easy to construct. We…
We study the dynamics of an infinite system of point particles of two types. They perform random jumps in $\mathbf{R}^d$ in the course of which particles of different types repel each other whereas those of the same type do not interact.…
We propose a new procedure to monitor and forecast the onset of transitions in high dimensional complex systems. We describe our procedure by an application to the Tangled Nature model of evolutionary ecology. The quasi-stable…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
We take a one-dimensional tight binding chain with periodic boundary condition and put a particle in an arbitrary Bloch state, then quench it by suddenly changing the potential of an arbitrary site. In the ensuing time evolution, the…
Models of one-dimensional driven diffusive systems sometimes exhibit an abrupt increase of the correlation length to an anomalously large but finite value as the parameters of the model are varied. This behavior may be misinterpreted as a…
Using in a simple way the theory of non linear dynamical systems, we show that increasing climatic instabilities may be a qualitative warning sign for the occurrence of a nearby bifurcation, yielding a discontinuous and sudden climate…
The possibility for the occurrence in crystals of a phenomenon, resembling turbulence, is discussed. This phenomenon, called {\it heterophase turbulence}, is manifested by the fluctuational appearance inside a crystalline sample of…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…