Related papers: Fluctuation analysis for a randomly perturbed dyna…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
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…
We study current fluctuations in lattice gases in the hydrodynamic scaling limit. More precisely, we prove a large deviation principle for the empirical current in the symmetric simple exclusion process with rate functional I. We then…
The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…
We discuss the transient and steady state fluctuation relation for a mechanical system in contact with two deterministic thermostats at different temperatures. The system is a modified Lorentz gas in which the fixed scatterers exchange…
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…
Dynamics of a system that performs a large fluctuation to a given state is essentially deterministic: the distribution of fluctuational paths peaks sharply at a certain optimal path along which the system is most likely to move. For the…
Considering deterministic classical lattice systems with continuous variables, we show that, if the initial conditions are sampled according to a probability distribution in which the dynamical variables are statistically independent, the…
We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…
The behavior of a stationary inverted point mass pendulum pivoted at its lower end in a gravitational potential is studied under the influence of statistical fluctuations. It is shown using purely classical equations that the pendulum…
New fluctuation properties arise in problems where both spatial integration and energy summation are necessary ingredients. The quintessential example is given by the short-range approximation to the first order ground state contribution of…
Sample-to-sample fluctuations of the time-dependent conductance of a system with static disorder have been studied by means of diagrammatic theory and microwave pulsed transmission measurements. The fluctuations of time-dependent…
Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…
Fluctuational transitions between two co-existing chaotic attractors, separated by a fractal basin boundary, are studied in a discrete dynamical system. It is shown that the mechanism for such transitions is determined by a hierarchy of…
This thesis is dedictaed to the study of fluctuation and correlation observables of hadronic equilibrium systems. The statistical hadronization model of high energy physics, in its ideal, i.e. non-interacting, gas approximation will be…
Some limit theorems are proven for the linear oscillator with random coefficients. The asymptotic behaviour of the moments is studied in detail. The technique presented in this paper can be applied to general linear systems with noise and…
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…
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 study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…
In this report I discuss fluctuation theorems and transient violations of the second law of thermodynamics in small systems. Special emphasis is placed on free-energy recovery methods in the framework of non-equilibrium single-molecule…