相关论文: Macroscopic dynamical fluctuations in Kac ring mod…

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…

We establish an important connection between coherent quantum feedback and the Ornstein-Uhlenbeck process in quantum optics. We show that an emitter with fluctuating energy levels in front of a mirror results in an Ornstein-Uhlenbeck…

We study fluctuating field models with spontaneously emerging dynamical phases. We consider two typical transition scenarios associated with parity-time symmetry breaking: oscillatory instabilities and critical exceptional points. An…

We consider a class of graph-valued stochastic processes in which each vertex has a type that fluctuates randomly over time. Collectively, the paths of the vertex types up to a given time determine the probabilities that the edges are…

While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…

We study the effects of thermal fluctuations on elastic rings. Analytical expressions are derived for correlation functions of Euler angles, mean square distance between points on the ring contour, radius of gyration, and probability…

In this paper we address the use of rare event computation techniques to estimate small over-threshold probabilities of observables in determin-istic dynamical systems. We demonstrate that the genealogical particle analysis algorithms can…

Diffusion based generative models have achieved unprecedented fidelity in synthesizing high dimensional data, yet the theoretical mechanisms governing multimodal generation remain poorly understood. Here, we present a theoretical framework…

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

We introduce a general class of stochastic lattice gas models, and derive their fluctuating hydrodynamics description in the large size limit under a local equilibrium hypothesis. The model consists in energetic particles on a lattice…

We explain why the macroscopic fluctuations of deterministic local collision dynamics should be characterized by a non strictly convex functional.

Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…

We develop a systematic extension of mode-coupling theory (MCT) that incorporates critical dynamical fluctuations. Starting from a microscopic diagrammatic theory, we identify dominant classes of divergent diagrams near the mode-coupling…

We carry out an analytic investigation of stochastic oscillations in a susceptible-infected-recovered model of disease spread on a network of $n$ cities. In the model a fraction $f_{jk}$ of individuals from city $k$ commute to city $j$,…

Exotic stochastic processes are shown to emerge in the quantum evolution of complex systems. Using influence function techniques, we consider the dynamics of a system coupled to a chaotic subsystem described through random matrix theory. We…

The observed general time-asymmetric behavior of macroscopic systems -- embodied in the second law of thermodynamics -- arises naturally from time-symmetric microscopic laws due to the great disparity between macro and micro-scales. More…

In this paper, we study Ornstein-Uhlenbeck processes with Markov modulation, whose parameters depend on an external underlying two-state Markov process. Conditional mean and variance of such processes under given modulation are investigated…

Identifying the full entropy production of active particles is a challenging task. We introduce a microscopic, thermodynamically consistent model, which leads to active Ornstein-Uhlenbeck statistics in the continuum limit. Our minimal model…

Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…