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Experiments involving the two-dimensional passive diffusion of colloidal boomerangs tracked off their centre of mobility have shown striking non-Gaussian tails in their probability distribution function [Chakrabarty et al., Soft Matter 12,…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We address the problem of the dynamical foundation of non-canonical equilibrium. We consider, as a source of divergence from ordinary statistical mechanics, the breakdown of the condition of time scale separation between microscopic and…
We propose a simple stochastic model of cascading transport in wave number space to clarify the origin of intermittent behavior of fully-developed fluid turbulence. In spite of lack of nonlinearity and viscosity the model gives non-Gaussian…
In this paper, using the stochastic modeling of the non-equilibrium statistical mechanics in the momentum space, the evolution equations of the parton distribution functions (PDF) usually used in the hadrons phenomenology are generated.…
The quasi-stationary nonequilibrium distribution function of an independent electron gas interacting with a medium, which is at local thermal equilibrium, can be obtained by entropy production rate minimization, subject to constraints of…
The matching problem and the distribution law of Galton boards with interactions are studied in this paper. The general matching problem appeals at many scenarios, such as the reaction rate of molecules and the hailing rate of ride-hailing…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
Forces and torques exerted on dielectric disks trapped in a Gaussian standing wave are analyzed theoretically for disks of radius $2~\mu\text{m}$ with index of refraction $n=1.45$ and $n=2.0$ as well as disks of radius 200 nm with $n=1.45$.…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
In this work, it is suggested that the extremum complexity distribution of a high dimensional dynamical system can be interpreted as a piecewise uniform distribution in the phase space of its accessible states. When these distributions are…
We consider non-equilibrium evolution of non-Gaussian fluctuations within relativistic hydrodynamics relevant for the QCD critical point search in heavy-ion collision experiments. We rely on the hierarchy of relaxation time scales, which…
We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…
We study the dynamics of micron-sized particles on a layer of motile cells. This cell carpet acts as an active bath that propels passive tracer particles via direct mechanical contact. The resulting nonequilibrium transport shows a…
The density of states of self-gravitational system diverges when the particles are spread to infinity. Other problem based an inhomogeneous distribution of particles,which motivate the gravitational interaction. In this sense the…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We review generalized Fluctuation-Dissipation Relations which are valid under general conditions even in ``non-standard systems'', e.g. out of equilibrium and/or without a Hamiltonian structure. The response functions can be expressed in…