Related papers: Symmetries of generating functionals of Langevin p…
In the present work we derive a Central Limit Theorem for sequences of Hilbert-valued Piecewise Deterministic Markov process models and their global fluctuations around their deterministic limit identified by the Law of Large Numbers. We…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
We study generating functions of ordinary and plane partitions coloured by the action of a finite subgroup of the corresponding special linear group. After reviewing known results for the case of ordinary partitions, we formulate a…
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the…
We have derived exact Langevin equations for a model of quasispecies dynamics. The inherent multiplicative reaction noise is complex and its statistical properties are specified completely. The numerical simulation of the complex Langevin…
We construct harmonic functions in the quarter plane for discrete Laplace operators. In particular, the functions are conditioned to vanish on the boundary and the Laplacians admit coefficients associated with transition probabilities of…
We consider high-order stochastic processes $x(t)$ described by the Langevin equation $\frac{{{d^m}x\left( t \right)}}{{d{t^m}}}= \sqrt{2D} \xi(t)$, where $\xi(t)$ is a delta-correlated Gaussian noise with zero mean, and $D$ is the strength…
We investigate the fluctuation dynamics of a probe around a deterministic motion induced by interactions with driven particles. The latter constitute the nonequilibrium medium in which the probe is immersed and is modelled as overdamped…
A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point…
We extend the statistical neurodynamics to study transient dynamics of sequence processing neural networks with finite dilution, and the theoretical results is supported by the extensive numerical simulations. It is found that the order…
The framework of relativistic self-consistent mean-field models is extended to include correlations related to the restoration of broken symmetries and to fluctuations of collective variables. The generator coordinate method is used to…
We develop a unifying theory for four different objects: (1) infinite systems of interacting massive particles; (2) solutions to the Dean-Kawasaki equation with singular drift and space-time white noise; (3) Wasserstein diffusions with a.s.…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
The effect of external fluctuations on the formation of spatial patterns is analysed by means of a stochastic Swift-Hohenberg model with multiplicative space-correlated noise. Numerical simulations in two dimensions show a shift of the…
This article investigates the existence, uniqueness, and regularity of solutions to nonlinear stochastic reaction-diffusion-advection equations (SRDAEs) with spatially homogeneous colored noises and infinitesimal generators of subordinate…
For covering spaces and properly discontinuous actions with compatible diffusion operators, we discuss Lyons-Sullivan discretizations of the associated diffusions and harmonic functions of bounded growth.
While the origin of temporal correlations in Langevin dynamics have been thoroughly researched, the understanding of Spatially Correlated Noise (SCN) is rather incomplete. In particular, very little is known about the relation between…
We study the mathematical foundations of physics. We reconstruct textbook quantum theory from a single symmetric monoidal functor $GNS : \mathbf{Phys} \longrightarrow \ast\mathbf{Mod}$, based on the Gelfand-Naimark-Segal construction and…
We study the Langevin dynamics of the standard random heteropolymer model by mapping the problem to a supersymmetric field theory using the Martin-Siggia-Rose formalism. The resulting model is solved non-perturbatively employing a Gaussian…