Related papers: Quantitative Convergence and Gaussian Fluctuations…
We consider a system of $N^{d}$ spins in random environment with a random local mean field type interaction. Each spin has a fixed spatial position on the torus $\mathbb{T}^{d}$, an attached random environment and a spin value in…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
The fluctuation-dissipation mechanism underlying non-equilibrium transport in low-energy heavy-ion reactions remains unclear. Although the time-dependent Hartree-Fock (TDHF) method provides a reasonable description of average reaction…
The empirical measure flow of a McKean-Vlasov $n$-particle system with common noise is a measure-valued process whose law solves an associated martingale problem. We obtain a stability result for the sequence of martingale problems: all…
Based on the assumption of the existence and uniqueness of the invariant measure for McKean-Vlasov stochastic differential equations (MV-SDEs), a self-interacting process that depends only on the current and historical information of the…
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 present technical results required for the description and understanding of correlations and fluctuations of the empirical density and current as well as diverse time-integrated and time-averaged thermodynamic currents of diffusion…
We derive spectral fluctuation--dissipation--response inequalities for finite-state Markov jump processes. By comparing the causal susceptibility to its passive equilibrium reference, we establish frequency-resolved and frequency-integrated…
Recent experiments have shown that the mean transverse momentum $\langle p_T\rangle$ of outgoing particles increases as a function of the particle multiplicity in ultracentral nucleus-nucleus collisions at collider energies. This increase…
In this paper, we extend the fluctuation theorems used for quantum channels to multitime processes. The fluctuation theorems for quantum channels are less restrictive. We show that the given entropy production can be equal to the result of…
We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…
We derive quantitative estimates proving the conditional propagation of chaos for large stochastic systems of interacting particles subject to both idiosyncratic and common noise. We obtain explicit bounds on the relative entropy between…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
We consider particle systems with mean-field interactions whose distribution is invariant by translations. Under the assumption that the system seen from its centre of mass be reversible with respect to a Gibbs measure, we establish large…
The fluctuation-dissipation relation, a central result in non-equilibrium statistical physics, relates equilibrium fluctuations in a system to its linear response to external forces. Here we provide a direct experimental verification of…
We study the long-time behavior of the probability density Q_t of the first exit time from a bounded interval [-L,L] for a stochastic non-Markovian process h(t) describing fluctuations at a given point of a two-dimensional, infinite in both…
We prove limit theorems for systems of interacting diffusions on sparse graphs. For example, we deduce a hydrodynamic limit and the propagation of chaos property for the stochastic Kuramoto model with interactions determined by…
We study a moving boundary model of non-conserved interface growth that implements the interplay between diffusive matter transport and aggregation kinetics at the interface. Conspicuous examples are found in thin film production by…
While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…