Related papers: Gibbs measures with double stochastic integrals on…
We study the Hamiltonian dynamics of the spherical spin model with fully-connected two-body interactions drawn from a Gaussian probability distribution. In the statistical physics framework, the potential energy is of the so-called $p=2$…
A Bose-Einstein "double-slit" interferometer has been recently realized experimentally by (Y. Shin et. al., Phys. Rev. Lett. 92 50405 (2004)). We analyze the interferometric steps by solving numerically the time-dependent Gross-Pitaevski…
A model for an expanding noncommutative acoustic fluid analogous to a Friedmann-Robertson-Walker geometry is derived. For this purpose, a noncommutative Abelian Higgs model is considered in a (3+1)-dimensional spacetime. In this scenario,…
Stochastic thermodynamics extends classical thermodynamics to small systems in contact with one or more heat baths. It can account for the effects of thermal fluctuations and describe systems far from thermodynamic equilibrium. A basic…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…
It is argued that the massive non-Abelian gauge field theory without involving Higgs bosons may be well established on the basis of gauge-invariance principle because the dynamics of the field is gauge-invariant in the physical space…
We consider Gibbs distributions on permutations of a locally finite infinite set $X\subset\mathbb{R}$, where a permutation $\sigma$ of $X$ is assigned (formal) energy $\sum_{x\in X}V(\sigma(x)-x)$. This is motivated by Feynman's path…
In this article we consider the KPZ fixed point starting from a two-sided Brownian motion with an arbitrary diffusion coefficient. We apply the integration by parts formula from Malliavin calculus to establish a key relation between the…
We study the stochastic quantization of two-dimensional nonlinear sigma model in the large $N$ limit. Our main tool is the {\it effective} Langevin equation with which we investigate nonperturbative phenomena and derive the results which…
We review probabilistic approaches to the Gross-Pitaevskii theory describing interacting dilute systems of particles. The main achievement are large deviations principles for the mean occupation measure of a large system of interacting…
Using quantum parallelism on random walks as original seed, we introduce new quantum stochastic processes, the open quantum Brownian motions. They describe the behaviors of quantum walkers -- with internal degrees of freedom which serve as…
Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…
We consider the motion of a particle in a two-dimensional spatially homogeneous mixing potential and show that its momentum converges to the Brownian motion on a circle. This complements the limit theorem of Kesten and Papanicolaou…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…
We study the scaling limit of statistical mechanics models with non-convex Hamiltonians that are gradient perturbations of Gaussian measures. Characterising features of our gradient models are the imposed boundary tilt and the surface…
We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…