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This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged…
Circumstellar dust particles can be captured in a mean motion resonance with a planet and simultaneously be affected by non-gravitational effects. It is possible to describe the secular variations of a particle orbit in the mean motion…
The averaged dynamics of various two-phase systems in a high-frequency vibration field is studied theoretically. The continuum approach is applied to describe such systems as solid particle suspensions, emulsions, bubbly fluids, when the…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…
We have developed a theory for inhomogeneous systems that allows for incorporation of effects of mesoscopic fluctuations. A hierarchy of equations relating the correlation and direct correlation functions for the local excess $\phi({\bf…
The purpose of this paper is to establish asymptotic behaviors of time-inhomogeneous multi-scale stochastic differential equations (SDEs). To achieve them, we analyze the evolution system of measures for time-inhomogeneous Markov…
Many classical examples of models of self-organized dynamics, including the Cucker-Smale, Motsch-Tadmor, multi-species, and several others, include an alignment force that is based upon density-weighted averaging protocol. Those protocols…
The long timescale evolution of a self-gravitating system is generically driven by two-body encounters. In many cases, the motion of the particles is primarily governed by the mean field potential. When this potential is integrable,…
Suppose that a $d$-dimensional domain is filled with a gas of (in general, interacting) diffusive particles with density $n_0$. A particle is absorbed whenever it reaches the domain boundary. Employing macroscopic fluctuation theory, we…
The convergence of stochastic interacting particle systems in the mean-field limit to solutions of conservative stochastic partial differential equations is established, with optimal rate of convergence. As a second main result, a…
Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…
This paper studies the dynamics of relaxation phenomena in the standard dissipative particle dynamics (DPD) model [Groot and Warren, JCP, 107:4423 (1997)]. Using fluctuating hydrodynamics as the framework of the investigation, we focus on…
At the mesoscopic scales --- which interpolate between the macroscopic, classical, geometry and the microscopic, quantum, structure of spacetime --- one can identify the density of states of the geometry which arises from the existence of a…
Critical single-particle fluctuations associated with particle displacements are inherent to simple glass-forming liquids in the limit of large dimensions and leave a pseudo-critical trace across all finite dimensions. This characteristic…
A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
Atmospheric flows exhibit selfsimilar fractal spacetime fluctuations manifested as the fractal geometry to global cloud cover pattern and inverse power law form for power spectra of meteorological parameters such as windspeed, temperature,…
This paper is devoted to studying the averaging principle for stochastic differential equations with slow and fast time-scales, where the drift coefficients satisfy local Lipschitz conditions with respect to the slow and fast variables, and…
We analyze the transport properties of charged particles (ions and electrons) interacting with randomly formed magnetic scatterers (e.g.\ large scale local ``magnetic fluctuations'' or ``coherent magnetic irregularities'' usually present in…