相关论文: Macroscopic dynamical fluctuations in Kac ring mod…
How can a system in a macroscopically stable state explore energetically more favorable states, which are far away from the current equilibrium state? Based on continuum mechanical considerations we derive a Boussinesq-type equation which…
We break the mold in flow-based generative modeling by proposing a new model based on the damped wave equation, also known as telegrapher's equation. Similar to the diffusion equation and Brownian motion, there is a Feynman-Kac type…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
We show that deliberately breaking detailed balance in generative diffusion processes can accelerate the reverse process without changing the stationary distribution. Considering the Ornstein--Uhlenbeck process, we decompose the dynamics…
In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
Emergence of deterministic and irreversible macroscopic behavior from deterministic and reversible microscopic dynamics is understood as a result of the law of large numbers. In this paper, we prove on the basis of the theory of algorithmic…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…
We study the large deviations of the power injected by the active force for an Active Ornstein-Uhlenbeck Particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in…
Jamming transition in traffic flow (between free and jammed traffic) for homogeneous car following model has been investigated taking into account fluctuations of characteristic acceleration/braking time. These fluctuations are defined by…
The fractional Ornstein-Uhleneck (fOU) process is described by the overdamped Langevin equation $\dot{x}(t)+\gamma x=\sqrt{2 D}\xi(t)$, where $\xi(t)$ is the fractional Gaussian noise with the Hurst exponent $0<H<1$. For $H\neq 1/2$ the fOU…
Stochastic versions of a classical model for natural ventilation are proposed and investigated to demonstrate the effect of random fluctuations on stability and predictability. In a stochastic context, the well-known deterministic result…
The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…
The Ornstein-Uhlenbeck process is interpreted as Brownian motion in a harmonic potential. This Gaussian Markov process has a bounded variance and admits a stationary probability distribution, in contrast to the standard Brownian motion. It…
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…
Several stochastic processes modeling molecular motors on a linear track are given by random walks (not necessarily Markovian) on quasi 1d lattices and share a common regenerative structure. Analyzing this abstract common structure, we…
Onsager's regression hypothesis makes a fundamental connection between macroscopic transport phenomena and the average relaxation of spontaneous microscopic fluctuations. This relaxation, however, is agnostic to odd transport phenomena, in…
We study the first-passage dynamics of a non-Markovian stochastic process with time-averaged feedback, which we model as a one-dimensional Ornstein--Uhlenbeck process wherein the particle drift is modified by the empirical mean of its…