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We study a dissipative version of the contact process, with mean-field interaction, which admits a simple epidemiological interpretation. The propagation of chaos and the corresponding normal fluctuations reveal that the noise present in…
This article is concerned with the fluctuations and the concentration properties of a general class of discrete generation and mean field particle interpretations of nonlinear measure valued processes. We combine an original stochastic…
Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…
We consider a system of hierarchical interacting spins under dynamics of spin-flip type with a ferromagnetic mean field interaction, scaling with the hierarchical distance, coupled with a system of linearly interacting hierarchical…
We consider a locally regulated spatial population model introduced by Bolker and Pacala. Based on the deterministic approximation studied by Fournier and M\'el\'eard, we prove that the fluctuation theorem holds under some mild moment…
We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…
We examine the question of existence and uniqueness of evolution systems of measures for non-autonomous Ornstein-Uhlenbeck-type processes with jumps. In particular, we give examples where we explicitly compute the densities of such families…
We establish a diffusion approximation for a class of multi-agent controlled queueing systems, demonstrating their convergence to a system of interacting reflected Ornstein--Uhlenbeck (OU) processes. The limiting process captures essential…
We study an interacting particle system in $\mathbf{R}^d$ motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization.…
The fluctuation in electric current in nonequilibrium steady states is investigated by molecular dynamics simulation of macroscopically uniform conductors. At low frequencies, appropriate decomposition of the spectral intensity of current…
The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
We study space-time fluctuations around a characteristic line for a one-dimensional interacting system known as the random average process. The state of this system is a real-valued function on the integers. New values of the function are…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…
We study the $2d$ stationary fluctuations of the interface in the SOS approximation of the non equilibrium stationary state found in \cite{DOP}. We prove that the interface fluctuations are of order $N^{1/4}$, $N$ the size of the system. We…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
Multispecies reaction-diffusion systems, for which the time evolution equation of correlation functions become a closed set, are considered. A formal solution for the average densities is found. Some special interactions and the exact time…
Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…
We introduce a meta-population version of models of asymmetric exclusion models, consisting of a spatial arrangement of patches. Patches are of a specific size, indicating the maximal number of particles they can hold. We use an expansion…