Related papers: A Fluctuation-Dissipation Process without Time Sca…
We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…
In this paper, we study the stationary states of diffusive dynamics driven out of equilibrium by reservoirs. For a small forcing, the system remains close to equilibrium and the large deviation functional of the density can be computed…
We introduce a schematic non-linear diffusion model where density fluctuations induce a rich out of equilibrium dynamics. The properties of the model are studied by numerical simulations and analytically in a mean field approximation. At…
We present a physically inspired generalization of equilibrium response formulae, the fluctuation-dissipation theorem, to Markov jump processes possibly describing interacting particle systems out-of-equilibrium. Here, the time-dependent…
Dispersion forces between neutral material bodies are due to fluctuations of the polarization of the bodies. For bodies in equilibrium these forces are often referred to as Casimir-Lifshitz forces. For bodies in relative motion, in addition…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With…
We present the theoretical study on non-equilibrium (NEQ) fluctuations for diffusion dynamics in high dimensions driven by a linear drift force. We consider a general situation in which NEQ is caused by two conditions: (i) drift force not…
Across a large range of scales, accreting sources show remarkably similar patterns of variability, most notably the log-normality of the luminosity distribution and the linear root-mean square (rms)-flux relationship. These results are…
Turbulent flows frequently accompany physical, chemical and biological processes, such as mixing, two-phase flow, combustion and even foraging by bacteria and plankton larvae, all of which are in principle subject to thermal fluctuations…
The dynamics and structure of nonequilibrium liquids, driven by non-conservative forces which can be either external or internal, generically hold the signature of the net dissipation of energy in the thermostat. Yet, disentangling…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
Fluctuations in conjugate thermodynamic variables are studied using the cross-correlation function. A new procedure is given enabling the derivation of fluctuation formulas for a system in equilibrium. Specifically, the cross-correlation…
We consider biochemical reaction chains and investigate how random external fluctuations, as characterized by variance and coefficient of variation, propagate down the chains. We perform such a study under the assumption that the number of…
We build on a previous statistical model for distributed systems and formulate it in a way that the deterministic and stochastic processes within the system are clearly separable. We show how internal fluctuations can be analysed in a…
There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…
We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…