Related papers: Fluctuations of Levy processes and scattering theo…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
We present a new approach to fluctuation identities for reflected L\'{e}vy processes with one-sided jumps. This approach is based on a number of easy to understand observations and does not involve excursion theory or It\^{o} calculus. It…
The study of distributed order calculus usually concerns about fractional derivatives of the form $\int_0^1 \partial^\alpha u \, m(d\alpha)$ for some measure $m$, eventually a probability measure. In this paper an approach based on L\'evy…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…
Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…
This paper is concerned with time domain forward scattering and inverse scattering problems with a single moving point source as the emitter. Approximate solutions are provided for the forward scattering problem with a moving emitter.…
This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the…
The standard Levy walk is performed by a particle that moves ballistically between randomly occurring collisions, when the intercollision time is a random variable governed by a power-law distribution. During instantaneous collision events…
Scattering matrices with block symmetry, which corresponds to scattering process on cavities with geometrical symmetry, are analyzed. The distribution of transmission coefficient is computed for different number of channels in the case of a…
We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…
We prove a general fluctuation limit theorem for Galton-Watson branching processes with immigration. The limit is a time-inhomogeneous OU type process driven by a spectrally positive Levy process. As applications of this result, we obtain…
We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establishes that it decreases as the right tail of the image under…
The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…
Fluctuation theorems are fundamental results in non-equilibrium thermodynamics. Considering the fluctuation theorem with respect to the entropy production and an observable, we derive a new thermodynamic uncertainty relation which also…
We establish a link between the phenomenon of Taylor dispersion and the theory of empirical distributions. Using this connection, we derive, upon applying the theory of large deviations, an alternative and much more precise description of…
A fluctuation theory and, in particular, a theory of scale functions is developed for upwards skip-free L\'evy chains, i.e. for right-continuous random walks embedded into continuous time as compound Poisson processes. This is done by…
We consider the scattering theory for the defocusing energy subcritical wave equations with an inverse square potential. By employing the energy flux method we establish energy flux estimates on the light cone. Then by the characteristic…
This work investigates the scattering coefficients for inverse medium scattering problems. It shows some fundamental properties of the coefficients such as symmetry and tensorial properties. The relationship between the scattering…
Local diffusion coefficients in disordered materials such as living cells are highly heterogeneous. Quenched disorder is utilized substantially to study such complex systems, whereas its analytical treatment is difficult to handle. We…