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A fully discrete approximation of the one-dimensional stochastic heat equation driven by multiplicative space-time white noise is presented. The standard finite difference approximation is used in space and a stochastic exponential method…

Numerical Analysis · Mathematics 2017-12-01 Rikard Anton , David Cohen , Lluis Quer-Sardanyons

We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially…

Statistical Mechanics · Physics 2009-11-13 Pierre-Henri Chavanis

Gradient descent dynamics in complex energy landscapes, i.e. featuring multiple minima, finds application in many different problems, from soft matter to machine learning. Here, we analyze one of the simplest examples, namely that of soft…

Statistical Mechanics · Physics 2022-08-23 Alessandro Manacorda , Francesco Zamponi

In this paper we study the long time behavior for a semilinear wave equation with space-dependent and nonlinear damping term. After rewriting the equation as a first order system, we define a class of approximate solutions that employ…

Analysis of PDEs · Mathematics 2018-12-24 Debora Amadori , Fatima Al-Zahrà Aqel , Edda Dal Santo

We consider the small mass asymptotic (Smoluchowski-Kramers approximation) for the Langevin equation with a variable friction coefficient. The friction coefficient is assumed to be vanishing within certain region. We introduce a…

Probability · Mathematics 2012-09-26 Mark Freidlin , Wenqing Hu , Alexander Wentzell

We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…

Probability · Mathematics 2017-06-20 Mathew Joseph

In this paper we proceed with the multiscale analysis of semilinear damped stochastic wave motions. The analysis is made by combining the well-known sigma convergence method with its stochastic counterpart, associated to some compactness…

Analysis of PDEs · Mathematics 2018-01-09 Aurelien Fouetio , Gabriel Nguetseng , Jean Louis Woukeng

We construct a kinetic equation simulating the behavior of degenerate quantum Bose gases with the collision rate proportional to the molecule velocity. We obtain an analytic solution of the half--space boundary--value Smoluchowski problem…

Mathematical Physics · Physics 2010-01-05 A. V. Latyshev , A. A. Yushkanov

We present a new semiclassical method that yields an approximation to the quantum mechanical wavefunction at a fixed, predetermined position. In the approach, a hierarchy of ODEs are solved along a trajectory with zero velocity. The new…

Quantum Physics · Physics 2009-11-13 Yair Goldfarb , Ilan Degani , David , J. Tannor

This paper proposes a thorough theoretical analysis of Stochastic Gradient Descent (SGD) with non-increasing step sizes. First, we show that the recursion defining SGD can be provably approximated by solutions of a time inhomogeneous…

Optimization and Control · Mathematics 2021-02-02 Xavier Fontaine , Valentin De Bortoli , Alain Durmus

We consider a generic Hamiltonian system of nonlinear interacting waves with 3-wave interactions. In the kinetic regime of wave turbulence, which assumes weak nonlinearity and large system size, the relevant observable associated with the…

Statistical Mechanics · Physics 2022-09-07 Jules Guioth , Freddy Bouchet , Gregory L. Eyink

In stochastic systems with weak noise, the logarithm of the stationary distribution becomes proportional to a large deviation rate function called the quasi-potential. The quasi-potential, and its characterization through a variational…

Statistical Mechanics · Physics 2016-05-04 Freddy Bouchet , Krzysztof Gawedzki , Cesare Nardini

We consider a microscopic model of an inhomogeneous environment where an arbitrary quantum system is locally coupled to a harmonic bath via a finite-range interaction. We show that in the overdamped regime the position distribution obeys a…

Statistical Mechanics · Physics 2025-02-28 Arthur M. Faria , Marcus V. S. Bonanca , Eric Lutz

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…

Mathematical Physics · Physics 2008-05-08 Luc Bouten , Ramon van Handel , Andrew Silberfarb

In this paper we present a generic form of the cosmological Equation of State derived from the formalism of Statistical Mechanics, assuming that a cosmic acceleration scenario can be interpreted as a system of quasi-particles. By…

General Relativity and Quantum Cosmology · Physics 2020-12-14 Elías Castellanos , Celia Escamilla-Rivera

We develop a formalism to calculate the quasi-particle energy within the GW many-body perturbation correction to the density functional theory (DFT). The occupied and virtual orbitals of the Kohn-Sham (KS) Hamiltonian are replaced by…

Mesoscale and Nanoscale Physics · Physics 2015-06-18 Daniel Neuhauser , Yi Gao , Christopher Arntsen , Cyrus Karshenas , Eran Rabani , Roi Baer

We study two asymptotic problems for the Langevin equation with variable friction coefficient. The first is the small mass asymptotic behavior, known as the Smoluchowski-Kramers approximation, of the Langevin equation with strictly positive…

Analysis of PDEs · Mathematics 2020-04-21 Hitoshi Ishii , Panagiotis E. Souganidis , Hung V. Tran

For infinite (bulk) quantum fluids of particles interacting via pairwise sufficiently smooth interactions, the Wigner-Kirkwood formalism provides a semiclassical expansion of the Boltzmann density in configuration space in even powers of…

Statistical Mechanics · Physics 2009-11-13 L. Samaj , B. Jancovici

We prove gradient bounds for the Markov semigroup of the dynamic $\varphi^4_2$-model on a torus of fixed size $L>0$. For sufficiently large mass $m>0$ these estimates imply exponential contraction of the Markov semigroup. Our method is…

Probability · Mathematics 2022-02-23 Florian Kunick , Pavlos Tsatsoulis
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