Related papers: Fluctuations and correlations in sandpile models
The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…
We define a correlation function that quantifies the spatial correlation of single-particle displacements in liquids and amorphous materials. We show for an equilibrium liquid that this function is related to fluctuations in a bulk…
Human motor activities are known to exhibit scale-free long-term correlated fluctuations over a wide range of timescales, from few to thousands of seconds. The fundamental processes originating such fractal-like behavior are not yet…
Motivated by the ubiquity of turbulent flows in realistic conditions, effects of turbulent advection on two models of classical non-linear systems are investigated. In particular, we analyze model A (according to the Hohenberg-Halperin…
Fluctuation-dissipation relations have received significant attention as a potential method for defining an effective temperature in nonequilibrium systems. The successful development of an effective temperature would be an important step…
We consider a passive scalar field under the action of pumping, diffusion and advection by a smooth flow with a Lagrangian chaos. We present theoretical arguments showing that scalar statistics is not conformal invariant and formulate new…
We study the evolution of dynamic fluctuations averaged over different space lengths and time scales to characterize spatially and temporally heterogeneous behavior of TIP4P/2005 water in liquid and supercooled states. Analysing a million…
In systems removed from equilibrium, intrinsic microscopic fluctuations become correlated over distances comparable to the characteristic macroscopic length over which the external constraint is exerted. In order to investigate this…
We study a fluctuation relation representing a nonequilibrium equality indicating that the ratio between the distribution of trajectories obtained by exchanging the initial and final positions is characterized by free energy differences for…
The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…
We investigate by Montecarlo simulation the linear response function of three dimensional structural glass models defined by short-range kinetic constraints and a trivial equilibrium Boltzmann-Gibbs measure. The breakdown of the…
We present two-dimensional fully-kinetic Particle-in-Cell simulations of decaying electromagnetic fluctuations. The computational box is such that wavelengths ranging from electron to ion gyroradii are resolved. The parameters used are…
We show that dissipative effects have a significant impact on the evolution of cosmological scalar fields, leading to friction, entropy production and field fluctuations. We explicitly compute the dissipation coefficient for different…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
Motions of fluctuating Brownian particles in an incompressible viscous fluid have been studied by coupled simulations of Brownian particles and host fluid. We calculated the velocity autocorrelation functions of Brownian particles and…
Microorganisms self-organize in very large communities exhibiting complex fluctuations. Despite recent advances, still the mechanism by which these systems are able to exhibit large variability at the one hand and dynamical robustness on…
Conservation laws constrain the stationary state statistics of driven dissipative systems because the average flux of a conserved quantity between driving and dissipation scales should be constant. This requirement leads to a universal…
We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…
We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in…
A new model for stock price fluctuations is proposed, based upon an analogy with the motion of tracers in Gaussian random fields, as used in turbulent dispersion models and in studies of transport in dynamically disordered media. Analytical…