相关论文: Extreme value statistics of work done in stretchin…
We analyse the statistics of the shear stress in a one dimensional \emph{model fluid}, that exhibits a rich phase behaviour akin to real complex fluids under shear. We show that the energy flux satisfies the Gallavotti-Cohen FT across all…
The dynamics of a passive scalar plume in a turbulent boundary layer is experimentally investigated via vertical turbulent transport time-series. Data are acquired in a rough-wall turbulent boundary layer that develops in a recirculating…
We propose a computational method for large deviation statistics of time-averaged quantities in general Markov processes. In our proposed method, we repeat a response measurement against external forces, where the forces are determined by…
The dynamics of particles in turbulence when the particle-size is larger than the dissipative scale of the carrier flow is studied. Recent experiments have highlighted signatures of particles finiteness on their statistical properties,…
We study large deviations asymptotics for a class of unbounded additive functionals, interpreted as normalized accumulated areas, of one-dimensional Langevin diffusions with sub-linear gradient drifts. Our results provide parametric…
We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…
Consider the Totally Asymmetric Simple Exclusion Process (TASEP) on the integer lattice $ \mathbb{Z} $. We study the functional Large Deviations of the integrated current $ \mathsf{h}(t,x) $ under the hyperbolic scaling of space and time by…
We study the thermodynamics of an exactly solvable model of a self-interacting partially directed self-avoiding walk (DSAW) in two dimensions, when a force is applied on one end of the chain. The critical force for the unfolding is…
We consider the evolution of a family of 2D dispersive turbulence models. The members of this family involve the nonlinear advection of a dynamically active scalar field, the locality of the streamfunction-scalar relation is denoted by…
We study tail risk dynamics in high-frequency financial markets and their connection with trading activity and market uncertainty. We introduce a dynamic extreme value regression model accommodating both stationary and local unit-root…
It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…
While stretching of a polymer along a flat surface is hardly different from the classical Pincus problem of pulling chain ends in free space, the role of curved geometry in conformational statistics of the stretched chain is an exciting…
We study fluctuating dynamics of a freely movable piston that separates an infinite cylinder into two regions filled with ideal gas particles at the same pressure but different temperatures. To investigate statistical properties of the…
The masses of data now available have opened up the prospect of discovering weak signals using machine-learning algorithms, with a view to predictive or interpretation tasks. As this survey of recent results attempts to show, bringing…
Complex flow fields govern the deformation of polymers in various manufacturing processes. However, high flow rates may trigger reaction events (i.e., bond breaking or undesirable reaction of mechanophores) in raw polymeric materials,…
We use extreme value theory to estimate the probability of successive exceedances of a threshold value of a time-series of an observable on several classes of chaotic dynamical systems. The observables have either a Fr\'echet (fat-tailed)…
We investigate the distribution and multiple occurrences of extreme events stochastic processes constructed by sampling the solution of a Stochastic Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an annealead…
We derive exact expressions for the finite-time statistics of extrema (maximum and minimum) of the spatial displacement and the fluctuating entropy flow of biased random walks. Our approach captures key features of extreme events in…
We apply non-extensive methods to the statistical analysis of fully developed turbulent flows. Probability density functions of velocity differences at distance r obtained by extremizing the Tsallis entropies coincide well with what is…
Constitutive modeling of dielectric elastomers has been of long standing interest in mechanics. Over the last two decades rigorous constitutive models have been developed that couple the electrical response of these polymers with large…