相关论文: Large time asymptotics for the fluctuation SPDE in…
We develop a self contained stochastic perturbation theory for discrete generation and multivariate Ensemble Kalman filters. Unlike their continuous-time counterparts, discrete EnKF algorithms are defined through a two steps prediction…
We study the statistical fluctuations of Lyapunov exponents in the discrete version of the non-integrable perturbed sine-Gordon equation, the dissipative ac+dc driven Frenkel-Kontorova model. Our analysis shows that the fluctuations of the…
Recently, there has been considerable interest in the study of spontaneous synchronization, particularly within the framework of the Kuramoto model. The model comprises oscillators with distributed natural frequencies interacting through a…
In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…
We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…
We study the long time asymptotics of the relaxation dynamics of the totally asymmetric simple exclusion process on a ring. Evaluating the asymptotic amplitudes of the local currents by the algebraic Bethe ansatz method, we find the…
We study the emergent behavior of a second-order Kuramoto-type model with frustration effect on a strongly connected digraph. The main challenge arises from the lack of symmetry in this system, which renders standard approaches for…
We study in this paper the large-time asymptotics of the empirical vector associated with a family of finite-state mean-field systems with multi-classes. The empirical vector is composed of local empirical measures characterizing the…
We compute the time evolution of correlation functions after quantum quenches in the sine--Gordon model within the semiclassical approximation which is expected to yield accurate results for small quenches. We demonstrate this by…
Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…
We study spatio-temporal fluctuations in the non-equilibrium dynamics of the d dimensional O(N) in the large N limit. We analyse the invariance of the dynamic equations for the global correlation and response in the slow ageing regime under…
We perform an asymptotic analysis of general particle systems arising in collective behavior in the limit of large self-propulsion and friction forces. These asymptotics impose a fixed speed in the limit, and thus a reduction of the…
In this article, the joint fluctuations of the extreme eigenvalues and eigenvectors of a large dimensional sample covariance matrix are analyzed when the associated population covariance matrix is a finite-rank perturbation of the identity…
We study the mean-field limit of the Kuramoto model of globally coupled oscillators. By studying the evolution in Fourier space and understanding the domain of dependence, we show a global stability result. Moreover, we can identify…
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…
In this paper, we develop the mathematical framework for filtering problems arising from biophysical applications where data is collected from confocal laser scanning microscopy recordings of the space-time evolution of intracellular wave…
The symmetric simple exclusion process (SSEP) is a paradigmatic model of classical non-equilibrium dynamics. Exact results for large deviations of particle current in the SSEP have been obtained in various settings using integrability-based…
We consider the sample to sample fluctuations that occur in the value of a thermodynamic quantity $P$ in an ensemble of finite systems with quenched disorder, at equilibrium. The variance of $P$, $V_{P}$, which characterizes these…
We study an abstract family of asymptotically degenerating variational problems. Those are natural generalisations of families of problems emerging upon application of a rescaled Floquet-Bloch-Gelfand transform to resolvent problems for…
The concept of weak invariants has recently been introduced in the context of conserved quantities in finite-time processes in nonequilibrium quantum thermodynamics. A weak invariant itself has a time-dependent spectrum, but its expectation…