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The quasi-potential is a key concept of the Large Deviation Theory for Stochastic Differential Equations (SDEs). Once the quasi-potential with respect to an attractor of the corresponding deterministic system is found, one can readily…

Probability · Mathematics 2018-01-08 M. K. Cameron

The shallow water equations provide a useful analogue of the fully compressible Euler equations since they have similar characteristics: conservation laws, inertia-gravity and Rossby waves and a (quasi-) balanced state. In order to obtain…

Numerical Analysis · Mathematics 2016-09-14 Christopher Eldred , David Randall

Relaxation properties (specifically time-rates) of the Smoluchowski diffusion process on a line, in a confining potential $ U(x) \sim x^m$, $m=2n \geq 2$, can be spectrally quantified by means of the affiliated Schr\"{o}dinger semigroup…

Statistical Mechanics · Physics 2022-03-23 Piotr Garbaczewski , Vladimir A. Stephanovich

A stochastic system under the influence of a stochastic environment is correlated with both present and future states of the environment. Such a system can be seen as implicitly implementing a predictive model of future environmental…

Statistical Mechanics · Physics 2018-10-05 Matthew E. Quenneville , David A. Sivak

We present a systematic expansion of Kramers equation in the high friction limit. The latter is expanded within an operator continued fraction scheme. The relevant operators include both temporal and spatial derivatives and a covariant…

Statistical Mechanics · Physics 2007-05-23 L. A. Barreiro , J. R. Campanha , R. E. Lagos

We propose an approach based on stochastic differential equations to describe superfluorescence in compact ensembles of multi-level emitters in the presence of various incoherent processes. This approach has a numerical complexity that does…

Quantum Physics · Physics 2024-09-05 Stasis Chuchurka , Vladislav Sukharnikov , Andrei Benediktovitch , Nina Rohringer

The interrelationship between the non-Markovian stochastic Schr\"odinger equations and the corresponding non-Markovian master equations is investigated in the finite temperature regimes. We show that the general finite temperature…

Quantum Physics · Physics 2007-05-23 Ting Yu

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

Stochastic wave equations appear in several models for evolutionary processes subject to random forces, such as the motion of a strand of DNA in a liquid or heat flow around a ring. Semilinear stochastic wave equations can typically not be…

Probability · Mathematics 2021-11-09 Ladislas Jacobe de Naurois , Arnulf Jentzen , Timo Welti

The specification of energy for gravitating systems has been an unsettled issue since Einstein proposed his pseudotensor. It is now understood that energy-momentum is \emph{quasi-local} (associated with a closed 2-surface). Here we consider…

General Relativity and Quantum Cosmology · Physics 2018-11-15 Chiang-Mei Chen , Jian-Liang Liu , James M. Nester

We consider the stochastic Cahn-Hilliard equation with additive noise term $\varepsilon^\gamma g\, \dot{W}$ ($\gamma >0$) that scales with the interfacial width parameter $\varepsilon$. We verify strong error estimates for a gradient flow…

Numerical Analysis · Mathematics 2021-07-14 Dimitra Antonopoulou , Lubomir Banas , Robert Nürnberg , Andreas Prohl

We study the Cauchy problem for the semi-linear damped wave equation in any space dimension. We assume that the time-dependent damping term is effective. We prove the global existence of small energy data solutions in the supercritical…

Analysis of PDEs · Mathematics 2013-05-07 Marcello D'Abbicco , Sandra Lucente , Michael Reissig

We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses.…

Probability · Mathematics 2024-09-10 Zimo Hao , Khoa Lê , Chengcheng Ling

We consider the question of quantitative stability of minimisers for a well-known variational problem for which the infimum of the energy is not achieved in the classical sense, namely for the Dirichlet energy of degree $1$ maps from closed…

Analysis of PDEs · Mathematics 2026-03-27 Melanie Rupflin , Sebastian Woodward

We demonstrate a quasipolynomial-time deterministic approximation algorithm for the partition function of a Gibbs point process interacting via a finite-range stable potential. This result holds for all activities $\lambda$ for which the…

Data Structures and Algorithms · Computer Science 2023-05-24 Matthew Jenssen , Marcus Michelen , Mohan Ravichandran

This paper deals with the approximation and homogenization of thermoelastic wave model. First, we study the homogenization problem of a weakly coupled thermoelastic wave model with rapidly varying coefficients, using a semigroup approach,…

Analysis of PDEs · Mathematics 2023-06-29 Salem Nafiri

The dynamics of an active, finite-size and immiscible impurity in a dilute quantum fluid at finite temperature is characterized by means of numerical simulations of the projected Gross--Pitaevskii equation. The impurity is modeled as a…

Statistical Mechanics · Physics 2021-01-20 Umberto Giuriato , Giorgio Krstulovic

This article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white noise driven stochastic partial differential equations…

Probability · Mathematics 2020-06-04 Martin Hutzenthaler , Arnulf Jentzen , Diyora Salimova

We study the convergence rate to equilibrium for a family of Markov semigroups $\{\mathcal{P}_t^{\epsilon}\}_{\epsilon > 0}$ generated by a class of hypoelliptic stochastic differential equations on $\mathbb{R}^d$, including Galerkin…

Analysis of PDEs · Mathematics 2021-11-03 Jacob Bedrossian , Kyle Liss

In a Hilbert space $H$, in order to develop fast optimization methods, we analyze the asymptotic behavior, as time $t$ tends to infinity, of inertial continuous dynamics where the damping acts as a closed-loop control. The function $f: H…

Optimization and Control · Mathematics 2021-01-12 Hedy Attouch , Radu Ioan Bot , Ernö Robert Csetnek