Related papers: Fractional stochastic differential equations satis…
Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function. The accurate estimation (or discovery)…
In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…
The question of the "physical meaning" and "origin" of the Bose-Einstein (BE) factor in the fluctuation-dissipation theorem (FDT) is often raised and this term is sometimes interpreted as originating from a real harmonic oscillator…
We present a finite element approach for diffusion problems with thermal fluctuations based on a fluctuating hydrodynamics model. The governing transport equations are stochastic partial differential equations with a fluctuating forcing…
Theory and simulation of Brownian colloids suspended in an implicit solvent, with the hydrodynamics of the fluid accounted for by effective interactions between the colloids, are shown to yield a marked and hitherto unobserved discrepancy…
Stochastic averaging for a class of backward stochastic differential equations driven by both standard and fractional Brownian motions (SFrBSDEs in short), is investigated. An averaged SFrBSDEs for the original SFrBSDEs is proposed, and…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
The classical theory of Brownian motion rests on fundamental laws of statistical mechanics, such as the equipartition theorem and the fluctuation-dissipation theorem, which are not applicable in non-isothermal situations. We derive the…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…
Stochastic models with fractional Brownian motion as source of randomness have become popular since the early 2000s. Fractional Brownian motion (fBm) is a Gaussian process, whose covariance depends on the so-called Hurst parameter $H\in…
We introduce thermal fluctuations in the lattice Boltzmann method for non-ideal fluids. A fluctuation-dissipation theorem is derived within the Langevin framework and applied to a specific lattice Boltzmann model that approximates the…
We analytically study a one dimensional compaction model in the glassy regime. Both correlation and response functions are calculated exactly in the evolving dense and low tapping strength limit, where the density relaxes in a $1/\ln t$…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
In this work, we introduce a time memory formalism in poroelasticity model that couples the pressure and displacement. We assume this multiphysics process occurs in multicontinuum media. The mathematical model contains a coupled system of…
In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven…
The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…
We show that for stochastic dynamical systems out of equilibrium the violation of the fluctuation-dissipation equality is bounded by a function of the entropy production. The result applies to a much wider situation than `near equilibrium',…
We investigated the validity of fluctuation-dissipation relations in the nonequilibrium stationary state of fluidized granular media under gravity by two independent approaches, based on theory and numerical simulations. A phenomenological…
In this paper, we study a class of dissipative stochastic differential equations driven by nonlinear multiplicative fractional Brownian noise with Hurst index $H \in \left(\frac{1}{3},\frac{1}{2})\cup(\frac{1}{2}, 1\right) $. We establish…
Diffusion models have recently emerged as powerful stochastic frameworks for high-dimensional inference and generation. However, existing applications to partial differential equations (PDEs) predominantly rely on physics-informed training…