Related papers: Langevin dynamics, large deviations and instantons…
The emergence of the exit events from a bounded domain containing a stable fixed point induced by non-Gaussian L\'evy fluctuations plays a pivotal role in practical physical systems. In the limit of weak noise, we develop a Hamiltonian…
We introduce a general procedure for directly ascertaining how many independent stochastic sources exist in a complex system modeled through a set of coupled Langevin equations of arbitrary dimension. The procedure is based on the…
The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…
Arnold showed that the Euler equations of an ideal fluid describe geodesics on the Lie algebra of incompressible vector fields. We generalize this to fluids with dissipation and Gaussian random forcing. The dynamics is determined by the…
The classical (overdamped) Langevin dynamics provide a natural algorithm for sampling from its invariant measure, which uniquely minimizes an energy functional over the space of probability measures, and which concentrates around the…
The advection and mixing of a scalar quantity by fluid flow is an important problem in engineering and natural sciences. If the fluid is turbulent, the statistics of the passive scalar exhibit complex behavior. This paper is concerned with…
We propose a simple statistical model of three-dimensionally anisotropic, intermittent, strong Alfv\'enic turbulence, incorporating both critical balance and dynamic alignment. Our model is based on log-Poisson statistics for Elsasser-field…
In dissipative dynamical systems phase space volumes contract, on average. Therefore, the invariant measure on the attractor is singular with respect to the Lebesgue measure. As noted by Ruelle, a generic perturbation pushes the state out…
We introduce and investigate the stochastic dynamics of the density of local extrema (minima and maxima) of non-equilibrium surface fluctuations. We give a number of exact, analytic results for interface fluctuations described by linear…
The Lagrangian probability-density-function model, proposed in Part I for dense particle-laden turbulent flows, is validated here against Eulerian-Lagrangian direct numerical simulation (EL) data for different homogeneous flows, namely…
We study a dynamic model of relaxor ferroelectrics based on the spherical random-bond---random-field model and the Langevin equations of motion. The solution to these equations is obtained in the long-time limit where the system reaches an…
The paradigmatic model of the directed percolation process is studied near its second order phase transition between an absorbing and an active state. The model is first expressed in a form of Langevin equation and later rewritten into a…
We analyze the rates of noise-induced transitions between period-two attractors. The model investigated is an underdamped oscillator parametrically driven by a field at nearly twice the oscillator eigenfrequency. The activation energy of…
Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…
We consider the trajectories of particles diffusing between two infinite baths of fixed concentrations connected by a channel, e.g. a protein channel of a biological membrane. The steady state influx and efflux of Langevin trajectories at…
We present a general systematic formalism for describing dynamics of fluctuations in an arbitrary relativistic hydrodynamic flow, including their feedback (known as long-time hydrodynamic tails). The fluctuations are described by two-point…
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 problem of the statistics of a set of chaotic vortex lines in a counterflowing superfluid helium is studied. We introduced a Langevin-type force into the equation of motion of the vortex line in presence of relative velocity…
We introduce a framework for Newton's flows in probability space with information metrics, named information Newton's flows. Here two information metrics are considered, including both the Fisher-Rao metric and the Wasserstein-2 metric. A…
We present a complete set of multiparticle correlation observables for ultrarelativistic heavy-ion collisions. These include moments of the distribution of the anisotropic flow in a single harmonic, and also mixed moments, which contain the…