Related papers: Stochastic processes and conformal invariance
Many complex systems occurring in the natural or social sciences or economics are frequently described on a microscopic level, e.g., by lattice- or agent-based models. To analyze the states of such systems and their bifurcation structure on…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
Time-dependent conformal maps are used to model a class of growth phenomena limited by coupled non-Laplacian transport processes, such as nonlinear diffusion, advection, and electro-migration. Both continuous and stochastic dynamics are…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…
We investigate the long-range statistical correlations, whereby discuss the nature of the undermining interacting/ noninteracting domains and associated phase transitions under variations of the quark mass and the mass scale that…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
We discuss avalanche and finite size fluctuations in a mesoscopic model to describe the shear plasticity of amorphous materials. Plastic deformation is assumed to occur through series of local reorganizations. Yield stress criteria are…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…
Many natural systems exhibit dynamics characterized by alternating phases or recurring sets of states. Describing the fluctuations of such systems over stochastic trajectories is necessary across diverse fields, from biological motors to…
We study the random growth of surfaces from within the perspective of a single column, namely, the fluctuation of the column height around the mean value, y(t)= h(t)-< h(t)>, which is depicted as being subordinated to a standard…
We consider the particle current in the asymmetric avalanche process on a ring. It is known to exhibit a transition from the intermittent to continuous flow at the critical density of particles. The exact expressions for the first two…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
We consider a class of graph-valued stochastic processes in which each vertex has a type that fluctuates randomly over time. Collectively, the paths of the vertex types up to a given time determine the probabilities that the edges are…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
We investigate the geometry of the critical fluctuations for a general system undergoing a thermal second order phase transition. Adopting a generalized effective action for the local description of the fluctuations of the order parameter…
Contact between fluctuating, fluid-lubricated soft surfaces is prevalent in engineering and biological systems, a process starting with adhesive contact, which can give rise to complex coarsening dynamics. One representation of such a…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
Motivated by a recently synthesizable class of active interfaces formed by linked self--propelled colloids, we investigate the dynamics and fluctuations of a phoretically (chemically) interacting active interface with roto--translational…