Related papers: Dynamical phase transitions in certain non-ergodic…
We study abrupt changes in the dynamics and/or steady state of fermionic dissipative systems produced by small changes of the system parameters. Specifically, we consider open fermionic systems whose dynamics is described by master…
A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…
Chemical reaction networks offer a natural nonlinear generalisation of linear Markov jump processes on a finite state-space. In this paper, we analyse the dynamical large deviations of such models, starting from their microscopic version,…
This article present a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources triggering the volatility cascade. One multiplicatively…
Activated escape of a Brownian particle from the domain of attraction of a stable focus over a limit cycle exhibits non-Kramers behavior: it is non-Poissonian. When the attractor is moved closer to the boundary oscillations can be discerned…
Using Brownian Dynamics, we study the dynamical behavior of a polymer grafted onto an adhesive surface close to the mechanically induced adsorption-stretching transition. Even though the transition is first order, (in the infinite chain…
We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…
The thermodynamic formalism, which was first developed for dynamical systems and then applied to discrete Markov processes, turns out to be well suited for continuous time Markov processes as well, provided the definitions are interpreted…
We introduce and test an algorithm that adaptively estimates large deviation functions characterizing the fluctuations of additive functionals of Markov processes in the long-time limit. These functions play an important role for predicting…
We analyse collective motion that occurs during rare (large deviation) events in systems of active particles, both numerically and analytically. We discuss the associated dynamical phase transition to collective motion, which occurs when…
The intermittent on-off switching of feedback control is considered as a major mechanism of postural stabilization during human quiet standing, which can be modeled by switched-type hybrid stochastic delay differential equations with…
In this PhD thesis, I investigate the properties of symmetry-breaking dynamical phase transitions that manifest in the fluctuations of time-integrated observables within classical systems. In particular, I analyze how these phase…
We analyze large deviations of the time-averaged activity in the one dimensional Fredrickson-Andersen model, both numerically and analytically. The model exhibits a dynamical phase transition, which appears as a singularity in the large…
Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…
We use Brownian dynamics simulations and analytical theory to compare two prominent types of single molecule transitions. One is the adsorption transition of a loop (a chain with two ends bound to an attractive substrate) driven by an…
The numerical solutions of nonlocal and local Boltzmann kinetic equations for the simulation of central heavy ion reactions are parameterized in terms of time dependent thermodynamical variables in the Fermi liquid sense. This allows one to…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
We investigate the dynamics of the rate function and of local observables after a quench in models which exhibit phase transitions between a superfluid and an insulator in their ground states. Zeros of the return probability, corresponding…
The stochastic properties of a Langevin-type Markov process can be extracted from a given time series by a Markov analysis. Also processes that obey a stochastically forced second order differential equation can be analyzed this way by…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…