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We study analytically giant fluctuations and temporal intermittency in a stochastic one-dimensional model with diffusion and aggregation of masses in the bulk, along with influx of single particles and outflux of aggregates at the…

统计力学 · 物理学 2015-06-17 Himani Sachdeva , Mustansir Barma

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

统计力学 · 物理学 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…

统计力学 · 物理学 2022-06-29 Henry Alston , Luca Cocconi , Thibault Bertrand

We study a lattice model describing the non-equilibrium dynamics emerging from the pulling of a tracer particle through a disordered medium occupied by randomly placed obstacles. The model is considered in a restricted geometry pertinent…

统计力学 · 物理学 2026-03-09 A. Squarcini , A. Tinti , P. Illien , O. Bénichou , T. Franosch

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

概率论 · 数学 2015-02-20 Konstantinos Spiliopoulos

Above two dimensions, diffusion of a particle in a medium with quenched random traps is believed to be well-described by the annealed continuous time random walk (CTRW). We propose an approximate expression for the first-passage-time (FPT)…

统计力学 · 物理学 2017-12-05 Liang Luo , Lei-Han Tang

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

统计理论 · 数学 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley

Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…

统计力学 · 物理学 2025-01-13 Lucianno Defaveri , Eli Barkai

We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…

Diffusion of molecules in cells plays an important role in providing a biological reaction on the surface by finding a target on the membrane surface. The water retardation (slow diffusion) near the target assists the searching molecules to…

统计力学 · 物理学 2015-09-02 Takuma Akimoto , Kazuhiko Seki

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…

Fickian yet non-Gaussian diffusion is a ubiquitous phenomenon observed in various biological and soft matter systems. This anomalous dynamics is typically attributed to heterogeneous environments inducing spatiotemporal variations in the…

统计力学 · 物理学 2025-03-20 Seongyu Park , Xavier Durang , Ralf Metzler , Jae-Hyung Jeon

The temperature dependence of the diffusion coefficient of particles is studied on lattices with disorder. A model is investigated with both trap and barrier disorder that was introduced before by Limoge and Bocquet (1990 Phys. Rev. Lett.…

统计力学 · 物理学 2009-10-28 K. Mussawisade , T. Wichmann , K. W. Kehr

The tube model is a central concept in polymer physics, and allows to reduce the complex many-filament problem of an entangled polymer solution to a single filament description. We investigate the probability distribution function of…

软凝聚态物质 · 物理学 2009-08-12 Hauke Hinsch , Erwin Frey

We investigate simple models for strictly non-ergodic stochastic processes $x_t$ ($t$ being the discrete time step) focusing on the expectation value $v$ and the standard deviation $\delta v$ of the empirical variance $v[x]$ of finite time…

无序系统与神经网络 · 物理学 2021-11-23 G. George , L. Klochko , A. N. Semenov , J. Baschnagel , J. P. Wittmer

We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched…

We consider the isotropic-to-nematic transition in liquid crystals confined to aerogel hosts, and assume that the aerogel acts as a random field. We generally find that self-averaging is violated. For a bulk transition that is weakly…

统计力学 · 物理学 2015-05-19 J. M. Fish , R. L. C. Vink

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

统计力学 · 物理学 2016-06-15 Takuma Akimoto , Eiji Yamamoto

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

统计方法学 · 统计学 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

Despite its importance to experiments, numerical simulations, and the development of theoretical models, self-averaging in many-body quantum systems out of equilibrium remains underinvestigated. Usually, in the chaotic regime,…