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We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…

Probability · Mathematics 2015-12-04 Yu Gu , Jean-Christophe Mourrat

We study the fluctuations in equilibrium for a dynamics of rods with random length. This includes the classical hard rod elastic collisions, when rod lengths are constant and equal to a positive value. We prove that in the diffusive…

Mathematical Physics · Physics 2024-11-20 Pablo A. Ferrari , Stefano Olla

Gallavotti proposed an equivalence principle in hydrodynamics, which states that forced-damped fluids can be equally well represented by means of the Navier-Stokes equations and by means of time reversible dynamical systems called GNS. In…

chao-dyn · Physics 2009-10-31 Lamberto Rondoni , Enrico Segre

We revisit the large-scale Gaussian fluctuations for the stochastic Landau-Lifshitz Navier-Stokes equation (LLNS) at and above criticality, using the method in \cite{CGT24}. With the classical diffusive scaling in $d\geq 3$ and weak…

Probability · Mathematics 2025-12-05 Sotiris Kotitsas , Marco Romito , Zhilin Yang , Xiangchan Zhu

We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…

Analysis of PDEs · Mathematics 2015-02-25 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

The linear response of non-equilibrium systems with Markovian dynamics satisfies a generalized fluctuation-dissipation relation derived from time symmetry and antisymmetry properties of the fluctuations. The relation involves the sum of two…

Statistical Mechanics · Physics 2011-01-07 Juan Ruben Gomez-Solano , Artyom Petrosyan , Sergio Ciliberto , Christian Maes

Using It\^o's calculus and the mass optimal transportation theory, we study the generalized Dyson Brownian motion (GDBM) and the associated McKean-Vlasov evolution equation with an external potential $V$. Under suitable condition on $V$, we…

Probability · Mathematics 2013-03-07 Songzi Li , Xiang-Dong Li , Yong-Xiao Xie

The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near the…

Nuclear Theory · Physics 2020-11-25 Marlene Nahrgang , Marcus Bluhm

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…

Statistical Mechanics · Physics 2025-03-10 Nathan O Silvano , Daniel G. Barci

We study the dissipative dynamics of $N$ quantum spins with Lindblad generator consisting of operators scaling as fluctuations, namely with the inverse square-root of $N$. In the large $N$ limit, the microscopic dissipative time-evolution…

Quantum Physics · Physics 2016-06-08 Fabio Benatti , Federico Carollo , Roberto Floreanini , Heide Narnhofer

We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…

Probability · Mathematics 2013-11-28 Tertuliano Franco , Patricia Gonçalves , Adriana Neumann

When two nuclei collide close to the speed of light, a fluid state known as the quark-gluon plasma is formed. Attempts to understand the dynamics of this fluid have generated significant research into dissipative relativistic fluid…

Nuclear Theory · Physics 2024-02-21 Nicki Mullins , Mauricio Hippert , Jorge Noronha , Lorenzo Gavassino

We study the local dynamical fluctuations in glass-forming models of particles embedded in $d$-dimensional space, in the mean-field limit of $d\to\infty$. Our analytical calculation reveals that single-particle observables, such as squared…

Disordered Systems and Neural Networks · Physics 2022-04-27 Giulio Biroli , Patrick Charbonneau , Giampaolo Folena , Yi Hu , Francesco Zamponi

We consider the time evolution of $N$ bosons in the mean field regime for factorized initial data. In the limit of large $N$, the many body evolution can be approximated by the non-linear Hartree equation. In this paper we are interested in…

Mathematical Physics · Physics 2014-01-29 Simon Buchholz , Chiara Saffirio , Benjamin Schlein

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

We extend the work of Kurchan on the Gallavotti-Cohen fluctuation theorem, which yields a symmetry property of the large deviation function, to general Markov processes. These include jump processes describing the evolution of stochastic…

Statistical Mechanics · Physics 2015-06-25 Joel. L. Lebowitz , Herbert Spohn

Fluctuating hydrodynamics provides a quantitative, large-scale description of many-body systems in terms of smooth variables, with microscopic details entering only through a small set of transport coefficients. Although this framework has…

Statistical Mechanics · Physics 2026-01-06 Soumyabrata Saha , Sandeep Jangid , Thibaut Arnoulx de Pirey , Juliane U. Klamser , Tridib Sadhu

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

The stochastic dynamics of small elastic objects in fluid are central to many important and emerging technologies. It is now possible to measure and use the higher modes of motion of elastic structures when driven by Brownian motion alone.…

Fluid Dynamics · Physics 2024-12-17 J. Barbish , M. R. Paul