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In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
In this work we study the consequences of a longitudinal Bjorken expansion and a Hubble-like temperature cooling scenario on a 1+1D non-linear model of the diffusive dynamics of fluctuations in the net-baryon density. The equilibrium…
Dynamical phase transitions are nonequilibrium counterparts of thermodynamic phase transitions and share many similarities with their equilibrium analogs. In continuous phase transitions, critical exponents play a key role in characterizing…
The $\lambda \phi^4$ model in a finite volume is studied in the infinite $N$ limit both at equilibrium and out of equilibrium, with particular attention to certain fundamental features of the broken symmetry phase. The numerical solution of…
We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…
We present a method for the study of quantum fluctuations of dissipative structures forming in nonlinear optical cavities, which we illustrate in the case of a degenerate, type I optical parametric oscillator. The method consists in (i)…
There are conflicting reports in the literature regarding the finite-size scaling of the Liouvillian gap and dynamical fluctuations at discontinuous phase transitions, with various studies reporting either exponential or power-law behavior.…
We study the relaxational dynamics of flux lines in high-temperature superconductors with random pinning using Langevin dynamics. At high temperatures the dynamics is stationary and the fluctuation dissipation theorem (FDT) holds. At low…
In Gaussian approximation, we investigate the marginal electromagnetic fluctuation in models of charged relativistic bosonic superfluids in three and two spatial dimensions at zero temperature. The electromagnetism is modeled by the…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…
We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
The most general form of a marginal extended perturbation in a two-dimensional system is deduced from scaling considerations. It includes as particular cases extended perturbations decaying either from a surface, a line or a point for which…
This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…
Finite-time Lyapunov exponents of generic chaotic dynamical systems fluctuate in time. These fluctuations are due to the different degree of stability across the accessible phase-space. A recent numerical study of spatially-extended systems…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
To reveal how nonequilibrium physics and relativity theory intertwine, this articles studies relativistic Brownian motion under cosmic expansion. Two fluctuation theorems for the entropy ds, which is locally produced in this extreme…
Experimental data are presented on particle correlations and fluctuations in various high-energy multiparticle collisions, with special emphasis on evidence for scaling-law evolution in small phase-space domains. The notions of…
We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…