Related papers: Phase velocity and phase diffusion in periodically…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
In plasma turbulence theory, due to the complexity of the system with many non-linearly interacting waves, the dynamics of the phases is often disregarded and the so-called random-phase approximation (RPA) is used assuming the existence of…
Small nonequelibrium systems driven by an external periodic protocol can be described by Markov processes with time-periodic transition rates. In general, current fluctuations in such small systems are large and may play a crucial role. We…
We analyze energy spreading for a system that features mixed chaotic phase-space, whose control parameters (or slow degrees of freedom) vary quasi-statically. For demonstration purpose we consider the restricted 3~body problem, where the…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
Stochastic mathematical models are essential tools for understanding and predicting complex phenomena. The purpose of this work is to study the exit times of a stochastic dynamical system-specifically, the mean exit time and the…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
A class of models of driven diffusive systems which is shown to exhibit phase separation in $d=1$ dimensions is introduced. Unlike all previously studied models exhibiting similar phenomena, here the phase separated state is fluctuating in…
This paper presents the notion of stochastic phase-cohesiveness based on the concept of recurrent Markov chains and studies the conditions under which a discrete-time stochastic Kuramoto model is phase-cohesive. It is assumed that the…
We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…
We study the asymptotics of a two-dimensional stochastic differential system with a degenerate diffusion matrix. This system describes the dynamics of a population where individuals contribute to the degradation of their environment through…
A variety of enhanced statistical and numerical methods are now routinely used to extract comprehensible and relevant thermodynamic information from the vast amount of complex, high-dimensional data obtained from intensive molecular…
Collective synchronous motion of the phases is introduced in a model for the stochastic passive advection-diffusion of a scalar with external forcing. The model for the phase coupling dynamics follows the well known Kuramoto model paradigm…
We introduce a simple stochastic system able to generate anomalous diffusion both for position and velocity. The model represents a viable description of the Fermi's acceleration mechanism and it is amenable to analytical treatment through…
Periodically driven flows are fundamental models of chaotic behavior and the study of their transport properties is an active area of research. A well-known analytic construction is the augmentation of phase space with an additional time…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
In this paper, we address the motion of charged particles subjected to a discrete spectrum of electrostatic waves. We focus on situations when transport dominates, leading to significant variations in particle velocity. Nonetheless, these…
In this paper, we proved moderate deviation principles for a fully coupled two-time-scale stochastic systems, where the slow process is given by stochastic differential equations with small noise, while the fast process is a rapidly…