Related papers: Survival in equilibrium step fluctuations
We present a systematic study of dynamical heterogeneity in a model for permanent gels, upon approaching the gelation threshold. We find that the fluctuations of the self intermediate scattering function are increasing functions of time,…
We study the effects of noise-intensity fluctuations on the stationary and dynamical properties of an overdamped Langevin model with a bistable potential and external periodical driving force. We calculated the stationary distributions,…
We investigate the survival probability of unstable states, the time-dependence of an initial state, in coupled channels. First, we extend the formulation of the survival probability from single channel to coupled channels (two channels).…
We perform numerical simulations of the sandpile model for non-vanishing driving fields $h$ and dissipation rates $\epsilon$. Unlike simulations performed in the slow driving limit, the unique time scale present in our system allows us to…
We provide a full description for the joint fluctuations of current and occupation time in the one-dimensional nonequilibrium simple symmetric exclusion process, furnishing explicit formulas for the covariances of the limiting Gaussian…
We consider the totally asymmetric simple exclusion process on a ring with flat and step initial conditions. We assume that the size of the ring and the number of particles tend to infinity proportionally and evaluate the fluctuations of…
We propose a non linear Langevin equation as a model for stock market fluctuations and crashes. This equation is based on an identification of the different processes influencing the demand and supply, and their mathematical transcription.…
We show that time dependent couplings may lead to nontrivial scaling properties of the surface fluctuations of the asymptotic regime in non-equilibrium kinetic roughening models . Three typical situations are studied. In the case of a…
We study higher-order small-noise fluctuation expansions for the overdamped Langevin dynamics in a quartic double-well potential. Assuming that the initial data admits a suitable expansion structure, we obtain a strong dynamical expansion…
The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…
The interplay between short-range attractions and long-range repulsions (SALR) characterizes the so called liquids with competing interactions, which are known to exhibit a variety of equilibrium and non-equilibrium phases. The theoretical…
As the simplest model of transport of interacting particles in a disordered medium, we consider the asymmetric simple exclusion process (ASEP) in which particles with hard-core interactions perform biased random walks, on the supercritical…
Multilevel Splitting is a Sequential Monte Carlo method to simulate realisations of a rare event as well as to estimate its probability. This article is concerned with the convergence and the fluctuation analysis of Adaptive Multilevel…
We investigate the behaviour of the response function in the one dimensional trap model using scaling arguments that we confirm by numerical simulations. We study the average position of the random walk at time tw+t given that a small bias…
In this paper we consider the one-dimensional, biased, randomly trapped random walk when the trapping times have infinite variance. We prove sufficient conditions for the suitably scaled walk to converge to a transformation of a stable…
We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…
The time-dependent process whereby one-dimensional systems of self-sustained oscillators synchronize is shown to display scale invariance in space and time, akin to that found in the dynamics of equilibrium critical phenomena. Remarkably,…
We explore the concept of a consistent exchangeable survival process - a joint distribution of survival times in which the risk set evolves as a continuous-time Markov process with homogeneous transition rates. We show a correspondence with…
Near a bifurcation point a system experiences critical slowing down. This leads to scaling behavior of fluctuations. We find that a periodically driven system may display three scaling regimes and scaling crossovers near a saddle-node…
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…