Related papers: Explicit construction of joint multipoint statisti…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
Fluctuating hydrodynamics provides a model for fluids at mesoscopic scales where thermal fluctuations can have a significant impact on the behavior of the system. Here we investigate a model for fluctuating hydrodynamics of a single…
Fluctuations in small biological systems can be crucial for their function. Large-deviation theory characterizes such rare events from the perspective of stochastic processes. In most cases it is very difficult to directly determine the…
The theory of mesoscopic fluctuations is applied to inhomogeneous solids consisting of chaotically distributed regions with different crystalline structure. This approach makes it possible to describe statistical properties of such mixture…
Work in isolated quantum systems is a random variable and its probability distribution function obeys the celebrated fluctuation theorems of Crooks and Jarzynski. In this study, we provide a simple way to describe the work probability…
We analyze the effect of additive fractional noise with Hurst parameter $H > \frac{1}{2}$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet,…
The field-driven magnetisation reversal processes in disordered systems exhibit a collective behaviour that is manifested in the scale-invariance of avalanches, closely related to underlying dynamical mechanisms. Using the multifractal time…
We show in detail how three one-body fluctuation profiles, namely the local compressibility, the local thermal susceptibility, and the reduced density, can be obtained from a statistical mechanical many-body description of classical…
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this…
The Hilbert-Huang transform is applied to analyze single particle Lagrangian velocity data from numerical simulations of hydrodynamic turbulence. The velocity trajectory is described in terms of a set of intrinsic mode functions, C_{i}(t),…
Bursty transport phenomena associated with convective motion present universal statistical characteristics among different physical systems. In this letter, a stochastic univariate model and the associated probability distribution function…
We study the stationary fluctuations of independent run-and-tumble particles. We prove that the joint densities of particles with given internal state converges to an infinite dimensional Ornstein-Uhlenbeck process. We also consider an…
We develop a microscopic approach to the kinetic theory of many-particle systems with dissipative and potential interactions in presence of active fluctuations. The approach is based on a generalization of Bogolyubov--Peletminsky reduced…
An interacting lattice model describing the subspace spanned by a set of strongly-correlated bands is rigorously coupled to density functional theory to enable ab initio calculations of geometric and topological material properties. The…
Stochastic dynamics play a central role in strongly coupled phenomena. We present and review a theory independent approach in holography to study such phenomena. We firstly argue that the heavy quark diffusion occurs in realistic strongly…
The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…
The quantum dynamics away from equilibrium is of fundamental interest for interacting many-body systems. In this letter, we study tilted many-body systems using the effective Hamiltonian derived from the microscopic description. We first…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
The multifractal formalism characterizes the scaling properties of a physical density rho as a function of the distance L. To each singularity alpha of the field is attributed a fractal dimension for its support f(alpha). An alternative…