相关论文: Fluctuations of non-ergodic stochastic processes
We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a…
Within the abstract framework of dynamical system theory we describe a general approach to the Transient (or Evans-Searles) and Steady State (or Gallavotti-Cohen) Fluctuation Theorems of non-equilibrium statistical mechanics. Our main…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…
We investigate by means of molecular dynamics simulation a coarse-grained polymer glass model focusing on (quasi-static and dynamical) shear-stress fluctuations as a function of temperature T and sampling time $\Delta t$. The linear…
We investigate the role played by subcritical bubbles at the onset of the electroweak phase transition. Treating the configuration modelling the thermal fluctuations around the homogeneous zero configuration of the Higgs field as a…
We study hydrodynamic fluctuations in a non-relativistic fluid. We show that in three dimensions fluctuations lead to a minimum in the shear viscosity to entropy density ratio $\eta/s$ as a function of the temperature. The minimum provides…
We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…
This review article discusses limit distributions and variance bounds for particle current in several dynamical stochastic systems of particles on the one-dimensional integer lattice: independent particles, independent particles in a random…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…
In this paper we study detailed fluctuation results for a class of non-equilibrium steady states. The main example is the boundary driven harmonic model \cite{frassek2022exact}. In this model, the non-equilibrium steady state (NESS) is a…
We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…
A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…
We consider the one-dimensional stirring process on the segment $\{-N,\ldots,N\}$, coupled to boundary dynamics that inject particles from the right reservoir and remove particles from the left reservoir, each acting on a window of size…
We report the statistical properties of the fluctuations of the energy flux in an electronic RC circuit driven with a stochastic voltage. The fluctuations of the power injected in the circuit are measured as a function of the damping rate…
Let $Z = (Z_t)_{t\in[0,\infty)}$ be an ergodic Markov process and, for every $n\in\mathbb{N}$, let $Z^n = (Z_{n^2 t})_{t\in[0,\infty)}$ drive a process $X^n$. Classical results show under suitable conditions that the sequence of…
Mean-field theories of the glass transition predict a phase transition to a dynamically arrested state, yet no such transition is observed in experiments or simulations of finite-dimensional systems. We resolve this long-standing…
The mean back relaxation (MBR) relates the value of a stochastic process at three different time points. It has been shown to detect broken detailed balance under certain conditions. For experiments of probe particles in living and…