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We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…

Probability · Mathematics 2017-03-23 Paolo Dai Pra , Daniele Tovazzi

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…

Probability · Mathematics 2019-02-04 Adrian N. Bishop , Pierre Del Moral , Kengo Kamatani , Bruno Remillard

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…

Statistical Mechanics · Physics 2009-11-13 L. Delfini , S. Denisov , S. Lepri , R. Livi , P. K. Mohanty , A. Politi

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…

Nuclear Theory · Physics 2019-06-26 Marlene Nahrgang , Marcus Bluhm , Thomas Schaefer , Steffen A. Bass

We investigate non-equilibrium fluctuations of a solid surface governed by the stochastic Mullins-Herring equation with conserved noise. This equation describes surface diffusion of adatoms accompanied by their exchange between the surface…

Statistical Mechanics · Physics 2016-02-17 Baruch Meerson , Arkady Vilenkin

The aim is to assess the combined effect of diffusion and dispersion on shocks in the moderate dispersion regime. For a diffusive dispersive approximation of the equations of one-dimensional elasticity (or p-system), we study convergence of…

Analysis of PDEs · Mathematics 2023-01-03 Daria Bolbot , Dimitrios Mitsotakis , Athanasios E. Tzavaras

Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…

Probability · Mathematics 2007-05-23 Timo Seppalainen

We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…

Mathematical Physics · Physics 2015-12-22 Maurice Duits

Facilitated spin models on random graphs provide an ideal microscopic realization of the mode-coupling theory of supercooled liquids: they undergo a purely dynamic glass transition with no thermodynamic singularity. In this paper we study…

Statistical Mechanics · Physics 2015-06-11 Silvio Franz , Mauro Sellitto

We study the dynamics of elastic interfaces-membranes-immersed in thermally excited fluids. The work contains three components: the development of a numerical method, a purely theoretical approach, and numerical simulation. In developing a…

Soft Condensed Matter · Physics 2009-10-31 Davide Stelitano , Daniel H. Rothman

We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…

Statistical Mechanics · Physics 2013-10-29 A. Prados , A. Lasanta , Pablo I. Hurtado

We derive an anomalous, sub-diffusive scaling limit for a one-dimensional version of the Mott random walk. The limiting process can be viewed heuristically as a one-dimensional diffusion with an absolutely continuous speed measure and a…

Probability · Mathematics 2024-04-19 David A. Croydon , Ryoki Fukushima , Stefan Junk

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…

Statistical Mechanics · Physics 2018-03-13 L. Turban , J. -Y. Fortin

We investigate the behavior of systems of interacting diffusion processes, known as volatility-stabilized market models in the mathematical finance literature, when the number of diffusions tends to infinity. We show that, after an…

Probability · Mathematics 2011-02-18 Mykhaylo Shkolnikov

In this article, we study an interacting particle system in the context of epidemiology where the individuals (particles) are characterized by their position and infection state. We begin with a description at the microscopic level where…

Probability · Mathematics 2022-12-06 Maxime Hauray , Etienne Pardoux , Yen V. Vuong

We consider fluctuations of the time-averaged current in the one-dimensional weakly-asymmetric exclusion process on a ring. The optimal density profile which sustains a given fluctuation exhibits an instability for low enough currents,…

Statistical Mechanics · Physics 2013-10-29 Carlos P. Espigares , Pedro L. Garrido , Pablo I. Hurtado

The stochastic dynamics of tracers arising from hydrodynamic fluctuations in a driven electrolyte is studied using a self-consistent field-theory framework in all dimensions. A plethora of scaling behaviour that includes two distinct…

Soft Condensed Matter · Physics 2026-02-12 Ramin Golestanian