相关论文: Small-time fluctuations for the bridge of a sub-Ri…
Based on the mean first passage time (MFPT) theory, we derive the expression of the MFPT in the energy-diffusion controlled regime with a power-law distribution. We discuss the finite barrier effect (i.e. thermal energy is not small with…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
We consider non-equilibrium evolution of non-Gaussian fluctuations within relativistic hydrodynamics relevant for the QCD critical point search in heavy-ion collision experiments. We rely on the hierarchy of relaxation time scales, which…
We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…
We propose algorithms for determining both lower and upper bounds for the energy barriers encountered by a flux line in moving through a two-dimensional random potential. Analytical arguments, supported by numerical simulations, suggest…
We address the issue of the Central Limit Theorem for (both local and global) empirical measures of diffusions interacting on a possibly diluted Erd\H{o}s-R\'enyi graph. Special attention is given to the influence of initial condition (not…
Enriquez, Faraud, and Lemaire (2023) have established process-level fluctuations for the giant of the dynamic Erd\H{o}s-R\'{e}nyi random graph above criticality and show that the limit is a centered Gaussian process with continuous sample…
Magnetic fluctuations with a zero mean field in a random flow with a finite correlation time and a small yet finite magnetic diffusion are studied. Equation for the second-order correlation function of a magnetic field is derived. This…
For positive recurrent jumping-in diffusions with large jumps, we study scaling limits of the fluctuations of inverse local times and occupation times. We generalize the eigenfunctions with modified Neumann boundary condition, which have…
Most systems, when pushed out of equilibrium, respond by building up currents of locally-conserved observables. Understanding how microscopic dynamics determines the averages and fluctuations of these currents is one of the main open…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…
We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…
We demonstrate that the Gibbs-Shannon entropy is applicable to non-equilibrium systems of any size and boundary conditions. The change in microscopic entropy can be attributed to the stochastic nature of dynamic processes and to the…
We study low--temperature non Gaussian thermal fluctuations of a system of classical particles around a (hypothetical) crystalline ground state. These thermal fluctuations are described by the behaviour of a system of long range interacting…
We study resonant response of an underdamped nanomechanical resonator with fluctuating frequency. The fluctuations are due to diffusion of molecules or microparticles along the resonator. They lead to broadening and change of shape of the…
We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ with respect to a co-normal direction pointing inside $D$. Our asymptotic result is used to study the…