Related papers: Heat kernel fluctuations for stochastic processes …
We study the effects of thermal fluctuations on a small elastic ring. We derive analytical expressions for the correlation functions of the Euler angles, for the real space two--point correlation functions and for the probability…
We introduce diffusion means as location statistics on manifold data spaces. A diffusion mean is defined as the starting point of an isotropic diffusion with a given diffusivity. They can therefore be defined on all spaces on which a…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
The asymptotic shape of randomly growing radial clusters is studied. We pose the problem in terms of the dynamics of stochastic partial differential equations. We concentrate on the properties of the realizations of the stochastic growth…
The fluctuations in the particle size distribution for processes of fragmentation and aggregation are studied for stationary state regimes. The system is described in terms of a stochastic process over an adequate tree structure. The RMS…
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
Specific heat curves for various pressures, in many correlated electron systems, have been seen to cross at a point. We analyze this behavior using the spin fluctuation theory. It is found that when the system is considered near a…
We present the discrete version of heat kernel smoothing on graph data structure. The method is used to smooth data in an irregularly shaped domains in 3D images. New statistical properties are derived. As an application, we show how to…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
Microscopic heat engines operate in regimes where thermodynamic quantities fluctuate strongly, making stochastic effects an essential aspect of their performance. However, existing geometric formulations of finite-time thermodynamics…
Information is physical but information is also processed in finite time. Where computing protocols are concerned, finite-time processing in the quantum regime can dynamically generate coherence. Here we show that this can have significant…
Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…
We analyze a one dimensional quantum model with off-diagonal disorder, consisting of a sequence of potential energy barriers whose width is a random variable either uniformly or normally distributed. We investigate how the disorder and the…
Employing numerical simulations, we provide an accurate insight into the of heat transfer mechanisms in the Rayleigh-B\'enard convection of concentrated emulsions with finite-size droplets. We focus on the unsteady dynamics characterizing…
We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
Many soft and biological materials display so-called 'soft glassy' dynamics; their constituents undergo anomalous random motions and complex cooperative rearrangements. A recent simulation model of one soft glassy material, a coarsening…