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Sources of event-by-event elliptic flow fluctuations in relativistic heavy-ion collisions are investigated in a multiphase transport model. Besides the well-known initial eccentricity fluctuations, several other sources of dynamical…
The theory of the effect of external fluctuation force on the stability and spatial distribution of mutually interacting and slowly evaporating charged drops, levitated in an electrodynamic balance, is presented using classical…
In this letter we analyze the effects of an externally applied electric field on thermal fluctuations for a fluid containing charged species. We show in particular that the fluctuating Poisson-Nernst-Planck equations for charged…
We study flows of barotropic perfect fluid under the simultaneous action of the electromagnetic field and the axial-vector potential, the external field conjugate to the fluid helicity. We obtain the deformation of the Euler equation by the…
Fluctuating entropy production is studied for a set of linearly coupled complex fields. The general result is applied to non-equilibrium fluctuating hydrodynamic equations for coarse-grained fields (density, temperature and velocity), in…
A stochastic approach for charge transport in diodes is developed in consistency with the laws of electricity, thermodynamics, and microreversibility. In this approach, the electron and hole densities are ruled by diffusion-reaction…
Additive noise in Partial Differential equations, in particular those of fluid mechanics, has relatively natural motivations. The aim of this work is showing that suitable multiscale arguments lead rigorously, from a model of fluid with…
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…
The anomalous mean square fluctuations are shown to arise naturally from the ordinary diffusion equation interpreted scale invariantly in a formalism endowing real numbers with a nonarchimedean multiplicative structure. A variable $t$…
We deduce the asymptotic error distribution of the Euler method for the nonlinear filtering problem with continuous-time observations. Previous works by several authors have shown that the error structure of the method is characterized by…
We consider fluctuations of steady-state current activity, and of its dynamic counterpart, the local current, for the one-dimensional totally asymmetric simple exclusion process. The cumulants of the integrated activity behave similarly to…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
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 start by reviewing recent probabilistic results on ergodic sums in a large class of (non-uniformly) hyperbolic dynamical systems. Namely, we describe the central limit theorem, the almost-sure convergence to the gaussian and other stable…
A good representation of mesoscopic fluids is required to combine with molecular simulations at larger length and time scales (De Fabritiis {\it et. al}, Phys. Rev. Lett. 97, 134501 (2006)). However, accurate computational models of the…
In this paper, we study a simple hydrodynamical model showing abrupt flow reversals at random times. For a suitable range of parameters, we show that the dynamics of flow reversal is accurately described by stochastic differential…
A totally asymmetric exclusion process consisting of classical particles with next-nearest-neighbor interactions has been considered on a 1D discrete lattice with a ring geometry. Using large deviation techniques, we have investigated…
We study large deviations for the current of one-dimensional stochastic particle systems with periodic boundary conditions. Following a recent approach based on an earlier result by Jensen and Varadhan, we compare several candidates for…
A stochastic flow representation is considered with the Eulerian velocity decomposed between a smooth large scale component and a rough small-scale turbulent component. The latter is specified as a random field uncorrelated in time.…