Related papers: Survival in equilibrium step fluctuations
For interacting particle systems that satisfies the gradient condition, the hydrodynamic limit and the equilibrium fluctuations are well known. We prove that under the presence of a symmetric random environment, these scaling limits also…
Motivated by novel results in the theory of complex adaptive systems, we analyze the dynamics of random walks in which the jumping probabilities are {\it time-dependent}. We determine the survival probability in the presence of an absorbing…
Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered…
We investigate random walks on a lattice with imperfect traps. In one dimension, we perturbatively compute the survival probability by reducing the problem to a particle diffusing on a closed ring containing just one single trap. Numerical…
In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…
We study analytically the correlations between the positions of tagged particles in the random average process, an interacting particle system in one dimension. We show that in the steady state the mean squared auto-fluctuation of a tracer…
Based on a Hamiltonian that incorporates the elastic coupling between a tracer and active particles, we derive a generalized Langevin model for the non-equilibrium mechanical response of active viscoelastic biomatter. Our model accounts for…
We have observed interaction effects in the differential conductance $G$ of short, disordered metal bridges in a well-controlled non-equilibrium situation, where the distribution function has a double Fermi step. A logarithmic scaling law…
The dynamics of adhesion of a spherical micro-particle to a ligand-coated wall, in shear flow, is studied using a Langevin equation that accounts for thermal fluctuations, hydrodynamic interactions and adhesive interactions. Contrary to the…
Motivated by the experimental search for the QCD critical point we perform simulations of a stochastic field theory with purely relaxational dynamics (model A). We verify the expected dynamic scaling of correlation functions. Using a finite…
Empirical observations in marine ecosystems have suggested a balance of biological and advection time scales as a possible explanation of species coexistence. To characterise this scenario, we measure the time to fixation in neutrally…
Slip at a frictional interface occurs via intermittent events. Understanding how these events are nucleated, can propagate, or stop spontaneously remains a challenge, central to earthquake science and tribology. In the absence of disorder,…
Molecular Dynamics (MD) simulations of standard systems of interacting particles ("atoms") give excellent agreement with the equipartition theorem for the average energy, but we find that these simulations exhibit finite-size effects in the…
Symmetries represent a fundamental constraint for physical systems and relevant new phenomena often emerge as a consequence of their breaking. An important example is provided by space- and time-translational invariance in statistical…
We numerically and analytically investigate the behavior of a non-equilibrium phase transition in the second Schl\"ogl autocatalytic reaction scheme. Our model incorporates both an interaction-induced phase separation and a bifurcation in…
We establish a unified fluctuation-response relation for Langevin dynamics. By exploiting the common mathematical structures underlying fluctuations and responses of empirical density and current, we derive a unified identity that…
We present a dynamic model based on the linear sigma model with constituent quarks that allows for studying the explicit propagation of fluctuations at a chiral critical point and a first-order phase transition. The coupled dynamics of the…
Recently, a thermodynamic bound on correlation times was formulated in [A. Dechant, J. Garnier-Brun, S.-i. Sasa, Phys. Rev. Lett. 131, 167101 (2023)], showing how the decay of correlations in Langevin dynamics is bounded by short-time…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…