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We consider the weakly asymmetric simple exclusion process on a ring, driven out of equilibrium by tilting the dynamics so as to enforce a macroscopic current of particles on a large time interval. In this current-biased dynamics, the tilt…

概率论 · 数学 2023-10-26 Benoit Dagallier

Multi-particle dynamics in one-dimensional asymmetric exclusion processes with disorder is investigated theoretically by computational and analytical methods. It is argued that the general phase diagram consists of three non-equilibrium…

统计力学 · 物理学 2009-11-13 M. Ebrahim Foulaadvand , Anatoly Kolomeisky , Hamid Teymouri

We establish well-posedness for a class of systems of SDEs with non-Lipschitz coefficients in the diffusion and jump terms and with two sources of interdependence: a monotone function of all the components in the drift of each SDE and the…

概率论 · 数学 2026-03-24 Ying Jiao , Nikolaos Kolliopoulos

We show, using the macroscopic fluctuation theory of Bertini, De Sole, Gabrielli, Jona-Lasinio, and Landim, that the statistics of the current of the symmetric simple exclusion process (SSEP) connected to two reservoirs are the same on an…

统计力学 · 物理学 2013-06-14 Eric Akkermans , Thierry Bodineau , Bernard Derrida , Ohad Shpielberg

This paper presents some new criteria for partial exponential stability of a slow-fast nonlinear system with a fast scalar variable using periodic averaging methods. Unlike classical averaging techniques, we construct an averaged system by…

系统与控制 · 电气工程与系统科学 2019-10-17 Yuzhen Qin , Yu Kawano , Brian D. O. Anderson , Ming Cao

This is a short survey on recent results obtained by the authors on dynamical phase transitions of interacting particle systems. We consider particle systems with exclusion dynamics, but it is conjectured that our results should hold for a…

概率论 · 数学 2013-10-22 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified…

统计力学 · 物理学 2009-11-13 Raphael Chetrite , Gregory Falkovich , Krzysztof Gawedzki

The asymmetric simple exclusion process (ASEP) is an important model from statistical physics describing particles that hop randomly from one site to the next along an ordered lattice of sites, but only if the next site is empty. ASEP has…

经典分析与常微分方程 · 数学 2014-06-30 Michael Margaliot , Alon Raveh , Yoram Zarai

The Skorokhod Embedding problem is well understood when the underlying process is a Brownian motion. We examine the problem when the underlying is the simple symmetric random walk and when no external randomisation is allowed. We prove that…

概率论 · 数学 2007-05-23 Alexander M. G. Cox , Jan Obloj

We construct the conditional version of $k$ independent and identically distributed random walks on $\R$ given that they stay in strict order at all times. This is a generalisation of so-called non-colliding or non-intersecting random…

概率论 · 数学 2007-05-23 Peter Eichelsbacher , Wolfgang Konig

A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…

统计力学 · 物理学 2019-08-06 Richard Kleeman

Random walk methods are used to calculate the moments of negative image equilibrium distributions in synaptic weight dynamics governed by spike-timing dependent plasticity (STDP). The neural architecture of the model is based on the…

神经元与认知 · 定量生物学 2009-11-10 Alan Williams , Todd K. Leen , Patrick D. Roberts

This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference…

概率论 · 数学 2018-08-02 Atef Lechiheb , Ezeddine Haouala

We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…

统计力学 · 物理学 2025-10-22 Raphael Chetrite , Stefano Marcantoni

Our results in this paper are two-fold. First, we consider current fluctuations of the stationary asymmetric simple exclusion process (ASEP), run for some long time $T$, and show that they are of order $T^{1 / 3}$ along a characteristic…

概率论 · 数学 2018-07-05 Amol Aggarwal

A conditional entropic approach is discussed for nonequilibrium complex systems with a weak correlation between spatiotemporally fluctuating quantities on a large time scale. The weak correlation is found to constitute the fluctuation…

统计力学 · 物理学 2023-04-04 Yuichi Itto

We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…

概率论 · 数学 2018-10-24 Milton Jara , Otávio Menezes

This paper investigates a non-autonomous slow-fast system, which is generalized by stochastic differential equations (SDEs) with locally Lipschitz coefficients, subjected to standard Brownian motion (Bm) and fractional Brownian motion (fBm)…

概率论 · 数学 2020-12-21 Ruifang Wang , Yong Xu , Hongge Yue

In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…

生物物理 · 物理学 2019-11-06 Stephen Zhang , Aaron Chong , Barry D. Hughes

We study a slow-fast system with two slow and one fast variables. We assume that the slow manifold of the system possesses a fold and there is an equilibrium of the system in a small neighbourhood of the fold. We derive a normal form for…

动力系统 · 数学 2023-07-04 Natalia G. Gelfreikh , Alexey V. Ivanov