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We calculate the stochastic upper bounds for the Lorenz equations using an extension of the background method. In analogy with Rayleigh-B\'enard convection the upper bounds are for heat transport versus Rayleigh number. As might be…

Chaotic Dynamics · Physics 2020-07-06 Sahil Agarwal , J. S. Wettlaufer

The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the…

Statistical Mechanics · Physics 2013-12-05 Takeshi Kuroiwa , Kunimasa Miyazaki

We prove the existence and uniqueness of a family of travelling waves in a degenerate (or singular) quasilinear parabolic problem that may be regarded as a generalization of the semilinear Fisher-Kolmogorov-Petrovski-Piscounov equation for…

Classical Analysis and ODEs · Mathematics 2015-02-18 Pavel Drabek , Peter Takac

We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…

Analysis of PDEs · Mathematics 2024-09-24 Grégoire Barrué , Anne de Bouard , Arnaud Debussche

Directed transport of overdamped Brownian particles driven by fractional Gaussian noises is investigated in asymmetrically periodic potentials. By using Langevin dynamics simulations, we find that rectified currents occur in the absence of…

Statistical Mechanics · Physics 2015-05-20 Bao-quan Ai , Ya-feng He , Wei-rong Zhong

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

Stochastic processes associated with traveling wave solutions of the sine-Gordon equation are presented. The structure of the forward Kolmogorov equation as a conservation law is essential in the construction and so is the traveling wave…

Exactly Solvable and Integrable Systems · Physics 2009-01-06 Tetsu Yajima , Hideaki Ujino

A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…

Statistical Mechanics · Physics 2023-04-05 Peng Wang , Yang Zhang , Peng-Juan Zhang , Jie Huo , Xu-Ming Wang

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…

Statistical Mechanics · Physics 2015-07-22 T. Srokowski

We consider the problem of an overdamped Brownian particle moving in multiscale potential with N + 1 characteristic length scales: the macroscale and N separated microscales. We show that the coarse-grained dynamics is given by an…

Statistical Mechanics · Physics 2016-09-14 A. B. Duncan , S. Kalliadasis , G. A. Pavliotis , M. Pradas

We consider the class of non-linear stochastic partial differential equations studied in \cite{conusdalang}. Equivalent formulations using integration with respect to a cylindrical Brownian motion and also the Skorohod integral are…

Probability · Mathematics 2015-03-25 Marta Sanz-Solé , André Süß

Travelling wave solutions of reaction-diffusion equations are widely used to model the spatial spread of populations and other phenomena in biology and physics. In this article, we reinterpret the classical variational principle approach…

Analysis of PDEs · Mathematics 2026-03-19 Rebecca M. Crossley , Carles Falco , Ruth E. Baker

An effective white-noise Langevin equation is derived that describes long-time phase dynamics of a limit-cycle oscillator subjected to weak stationary colored noise. Effective drift and diffusion coefficients are given in terms of the phase…

Chaotic Dynamics · Physics 2015-02-19 Hiroya Nakao , Jun-nosuke Teramae , Denis S. Goldobin , Yoshiki Kuramoto

Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

Statistical Mechanics · Physics 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi

High parton density effects with energy obey non-linear QCD evolution equations for which exact solutions are not known. The mathematical class to which the non-linear Balitsky-Kovchegov equation belongs is identified, proving the existence…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. Peschanski

We study nonlinear wave equations perturbed by transport noise acting either on the displacement or on the velocity. Such noise models random advection and, under suitable scaling of space covariance, may generate an effective dissipative…

Probability · Mathematics 2026-01-07 Chang Liu , Dejun Luo

When high-frequency sound waves travel through media with anomalous diffusion, such as biological tissues, their motion can be described by nonlinear wave equations of fractional higher order. These can be understood as nonlocal…

Analysis of PDEs · Mathematics 2023-10-31 Vanja Nikolić

A universal law for the supercritical bifurcation shape of transverse one-dimensional (1D) systems in presence of additive noise is given. The stochastic Langevin equation of such systems is solved by using a Fokker-Planck equation leading…

Pattern Formation and Solitons · Physics 2009-11-13 Gonzague Agez , Marcel G. Clerc , Eric Louvergneaux

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…