Related papers: Stochastic processes and conformal invariance
We analyse by numerical simulations and scaling arguments the avalanche statistics of 1-dimensional elastic interfaces in random media driven at a single point. Both global and local avalanche sizes are power-law distributed, with universal…
We investigate how the scaling behavior of finite systems at magnetic first-order transitions (FOTs) with relaxational dynamics changes in correspondence of various boundary conditions. As a theoretical laboratory we consider the…
The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…
Recently, Castellano and Pastor-Satorras [1] utilized the finite size scaling (FSS) theory to analyze simulation data for the contact process (CP) on scale-free networks (SFNs) and claimed that its absorbing critical behavior is not…
A dissipative stochastic sandpile model is constructed on one and two dimensional small-world networks with different shortcut densities $\phi$ where $\phi=0$ and $1$ represent a regular lattice and a random network respectively. In the…
A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…
In this paper we propose a new model for volatility fluctuations in financial time series. This model relies on a non-stationary gaussian process that exhibits aging behavior. It turns out that its properties, over any finite time interval,…
We investigate the dynamic behavior of finite-size systems close to a first-order transition (FOT). We develop a dynamic finite-size scaling (DFSS) theory for the dynamic behavior in the coexistence region where different phases coexist. It…
We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…
We study the asymptotic behavior, uniform-in-time, of a non-linear dynamical system under the combined effects of fast periodic sampling with period $\delta$ and small white noise of size $\varepsilon,\thinspace 0<\varepsilon,\delta \ll 1$.…
A statistical mechanics theory for a fluid stratified in density is presented. The predicted statistical equilibrium state is the most probable outcome of turbulent stirring. The slow temporal evolution of the vertical density profile is…
Recent experiments of imbibition in columnar geometries show interfacial fluctuations whose dynamic scaling is not compatible with the usual non local model governed by surface tension that results from a macroscopic description. To explore…
We describe a directed avalanche model; a slowly unloading sandbox driven by lowering a retaining wall. The directness of the dynamics allows us to interpret the stable sand surfaces as world sheets of fluctuating interfaces in one lower…
The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…
We consider the trapping reaction, $A+B\to B$, where $A$ and $B$ particles have a diffusive dynamics characterized by diffusion constants $D_A$ and $D_B$. The interaction with $B$ particles can be formally incorporated in an effective…
We consider the model of random sequential adsorption, with depositing objects, as well as those already at the surface, decreasing in size according to a specified time dependence, from a larger initial value to a finite value in the large…
Standard results for the fluctuations of thermodynamic quantities are derived under the assumption of sampling identical systems that are in different, not fully equilibrated states. These results apply to fluctuations with time in a…
Discontinuous phase transitions out of equilibrium can be characterized by the behavior of macroscopic stochastic currents. But while much is known about the the average current, the situation is much less understood for higher statistics.…
We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…
Consider a stochastic interface $h(x,t)$, described by the $1+1$ Kardar-Parisi-Zhang (KPZ) equation on the half-line $x\geq 0$. The interface is initially flat, $h(x,t=0)=0$, and driven by a Neumann boundary condition $\partial_x…