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We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…

Probability · Mathematics 2026-04-30 Andrea Agazzi , Giuseppe Bruno , Eloy Mosig García , Samuele Saviozzi , Marco Romito

Non-Markovian stochastic Langevin-like equations of motion are compared to their corresponding Markovian (local) approximations. The validity of the local approximation for these equations, when contrasted with the fully nonlocal ones, is…

Statistical Mechanics · Physics 2009-12-23 R. L. S. Farias , Rudnei O. Ramos , L. A. da Silva

Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…

This paper concerns the existence and properties of traveling wave solutions to reaction-diffusion-convection equations on the real line. We consider a general diffusion term involving the $p$-Laplacian and combustion-type reaction term. We…

Analysis of PDEs · Mathematics 2024-06-26 Pavel Drábek , Michaela Zahradníková

The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

We study the effects of additive noise on traveling pulse solutions in spatially extended neural fields with linear adaptation. Neural fields are evolution equations with an integral term characterizing synaptic interactions between neurons…

Pattern Formation and Solitons · Physics 2014-01-03 Zachary P Kilpatrick , Gregory Faye

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

Earlier works in engineering, partly experimental, partly computational have revealed that asymptotically, when the excitation is a white noise, plastic deformation and total deformation for an elasto-perfectly-plastic oscillator have a…

Analysis of PDEs · Mathematics 2011-12-21 Alain Bensoussan , Laurent Mertz

In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…

Probability · Mathematics 2019-01-16 Nicolas Marie

A stochastic model of intracellular calcium oscillations is analytically studied. The governing master equation is expanded under the linear noise approximation and a closed prediction for the power spectrum of fluctuations analytically…

Statistical Mechanics · Physics 2013-07-15 Laura Cantini , Claudia Cianci , Duccio Fanelli , Emma Massi , Luigi Barletti

Hydrodynamic turbulence driven by crust-core differential rotation imposes a fundamental noise floor on gravitational wave observations of neutron stars. The gravitational wave emission peaks at the Kolmogorov decoherence frequency which,…

High Energy Astrophysical Phenomena · Physics 2015-06-15 Paul D. Lasky , Mark F. Bennett , Andrew Melatos

The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…

General Physics · Physics 2021-09-27 Dietrich Ryter

We study the evolution of a system of free fermions in one dimension under the simultaneous effects of coherent tunneling and stochastic Markovian noise. We identify a class of noise terms where a hierarchy of decoupled equations for the…

Statistical Mechanics · Physics 2015-05-27 Viktor Eisler

Recently, we have shown how a colored-noise Langevin equation can be used in the context of molecular dynamics as a tool to obtain dynamical trajectories whose properties are tailored to display desired sampling features. In the present…

Computational Physics · Physics 2012-04-05 Michele Ceriotti , Giovanni Bussi , Michele Parrinello

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

Probability · Mathematics 2024-06-10 Alexandra Blessing , Tommaso Rosati

We give arguments for the existence of {\it exact} travelling-wave (in particular solitonic) solutions of a perturbed sine-Gordon equation on the real line or on the circle, and classify them. The perturbation of the equation consists of a…

Mathematical Physics · Physics 2012-09-28 Armando D'Anna , Monica De Angelis , Gaetano Fiore

We analyze confining mechanisms for L\'{e}vy flights. When they evolve in suitable external potentials their variance may exist and show signatures of a superdiffusive transport. Two classes of stochastic jump - type processes are…

Statistical Mechanics · Physics 2015-05-13 Piotr Garbaczewski , Vladimir Stephanovich

We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…

Statistical Mechanics · Physics 2021-06-17 Tobias Guggenberger , Aleksei Chechkin , Ralf Metzler

Inspired by applications, we consider reaction-diffusion equations on $\mathbb{R}$ that are stochastically forced by a small multiplicative noise term that is white in time, coloured in space and invariant under translations. We show how…

Analysis of PDEs · Mathematics 2020-03-09 Christian Hamster , Hermen Jan Hupkes

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi
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