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Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
We present an application of the standard Langevin dynamics to the problem of weak coupling perturbative expansions for Lattice QCD. This method can be applied to the computation of the most general observables. In this preliminary work we…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
We derive an inequality relating the finite-frequency linear response and fluctuations of an observable in a physical system. The relation holds for arbitrary observables and perturbations in general Markovian dynamics, including over- and…
We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two identical fluids. The steady-state diffusive flux in a finite system subject to a concentration gradient is…
Local expansion exponents for nonequilibrium dynamical systems, described by partial differential equations, are introduced. These exponents show whether the system phase volume expands, contracts, or is conserved in time. The ways of…
Quantifying and characterizing fluctuations far away from equilibrium is a challenging task. We discuss and experimentally confirm a series expansion for a driven classical system, relating the different non-equilibrium cumulants of the…
The concept of weak invariants has recently been introduced in the context of conserved quantities in finite-time processes in nonequilibrium quantum thermodynamics. A weak invariant itself has a time-dependent spectrum, but its expectation…
We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
The upper bounds for the rate of fluctuation growth of an observable in both open and closed quantum systems have been studied actively recently. In our recent work we showed that the rate of fluctuation growth for an observable in a closed…
We study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two indistinguishable fluids. The enhancement of the diffusive transport depends on the system size L and grows…
The present study is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the…
Using the initial-value formulation, a dynamic theory for systems evolving according to a Generalized Langevin Equation is developed, providing more restrictive conditions on the existence of equilibrium behavior and its…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…
Global equilibrium fragmentation inside a freeze out constraining volume is a working hypothesis widely used in nuclear fragmentation statistical models. In the framework of classical Lennard Jones molecular dynamics, we study how the…
The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form. As a particular…
Fluctuation dynamos occur in most turbulent plasmas in astrophysics and are the prime candidates for amplifying and maintaining cosmic magnetic fields. A few analytical models exist to describe their behaviour but they are based on…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…