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Related papers: 2D- stochastic currents over the Wiener sheet

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We study the mobility of an overdamped particle in a periodic potential tilted by a constant force. The mobility exhibits a stochastic resonance in inhomogeneous systems with space dependent friction coefficient. The result indicates that…

Statistical Mechanics · Physics 2009-10-31 Debasis Dan , Mangal. C. Mahato , A. M. Jayannavar

We consider randomized computation of continuous data in the sense of Computable Analysis. Our first contribution formally confirms that it is no loss of generality to take as sample space the Cantor space of infinite FAIR coin flips. This…

Numerical Analysis · Mathematics 2019-06-18 Willem Fouché , Hyunwoo Lee , Donghyun Lim , Sewon Park , Matthias Schröder , Martin Ziegler

A stochastic sewing lemma which is applicable for processes taking values in Banach spaces is introduced. Applications to additive functionals of fractional Brownian motion of distributional type are discussed.

Probability · Mathematics 2022-01-11 Khoa Lê

In this paper we address again the problem of the connection between multitime Brownian sheet and heat type PDEs. The main results include: the volumetric character of the solutions of the forward (backward) diffusion-like PDEs; the forward…

Probability · Mathematics 2011-12-14 Constantin Udriste , Virgil Damian , Ionel Tevy

Unlike macroscopic engines, the molecular machinery of living cells is strongly affected by fluctuations. Stochastic Thermodynamics uses Markovian jump processes to model the random transitions between the chemical and configurational…

Statistical Mechanics · Physics 2015-10-19 Bernhard Altaner , Artur Wachtel , Jürgen Vollmer

We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…

Statistical Mechanics · Physics 2009-11-13 P. H. Chavanis

Brownian motion is a ubiquitous physical phenomenon across the sciences. After its discovery by Brown and intensive study since the first half of the 20th century, many different aspects of Brownian motion and stochastic processes in…

Statistical Mechanics · Physics 2020-01-29 Ralf Metzler

We study the current of particles that move independently in a common static random environment on the one-dimensional integer lattice. A two-level fluctuation picture appears. On the central limit scale the quenched mean of the current…

Probability · Mathematics 2016-08-14 Jonathon Peterson , Timo Seppäläinen

We study the turbulent dynamics of a relativistic (2 + 1)-dimensional fluid placed in a stochastic gravitational potential. We demonstrate that the dynamics of the fluid can be obtained using a dual holographic description realized by an…

High Energy Physics - Theory · Physics 2024-02-14 Yaron Oz , Sebastian Waeber , Amos Yarom

"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…

Probability · Mathematics 2008-12-18 Clement Pellegrini

The concept of stochastic resonance in nonlinear dynamics is applied to interpret the capacity of noisy quantum channels. The two-Pauli channel is used to illustrate the idea. The fidelity of the channel is also considered. Noise…

Quantum Physics · Physics 2008-12-18 Julian Juhi-Lian Ting

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

We give a new result on the well-posedness of the two-dimensional Stochastic Harmonic Map flow, whose study is motivated by the Landau-Lifshitz-Gilbert model for thermal fluctuations in micromagnetics. We construct strong solutions that…

Probability · Mathematics 2018-11-12 Antoine Hocquet

We establish the existence and uniqueness of solutions to stochastic 2D Navier-Stokes equations in a time-dependent domain driven by Brownian motion. A martingale solution is constructed through domain transformation and appropriate…

Probability · Mathematics 2021-05-31 Wei Wang , Jianliang Zhai , Tusheng Zhang

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

Analysis of PDEs · Mathematics 2018-07-25 Stefan Neukamm , Mario Varga

We utilize the externally forced linearized Navier-Stokes equations to study the receptivity of pre-transitional boundary layers to persistent sources of stochastic excitation. Stochastic forcing is used to model the effect of free-stream…

Fluid Dynamics · Physics 2019-09-09 Wei Ran , Armin Zare , M. J. Philipp Hack , Mihailo R. Jovanović

It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…

Chaotic Dynamics · Physics 2016-12-07 Vishwanath Shukla , Stephan Fauve , Marc Brachet

We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…

In this paper, we investigate both deterministic and stochastic 2D Navier Stokes equations with anisotropic viscosity. For the deterministic case, we prove the global well-posedness of the system with initial data in the anisotropic Sobolev…

Analysis of PDEs · Mathematics 2018-09-11 Siyu Liang , Ping Zhang , Rongchan Zhu

We investigate a stochastic version of the Allen-Cahn-Navier-Stokes system in a smooth two- or three-dimensional domain with random initial data. The system consists of a Navier-Stokes equation coupled with a convective Allen-Cahn equation,…

Analysis of PDEs · Mathematics 2022-05-31 Andrea Di Primio , Maurizio Grasselli , Luca Scarpa
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