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A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…

Fluid Dynamics · Physics 2010-10-27 Domingos S. P. Salazar , Giovani L. Vasconcelos

A Langevin equation for the complex amplitude of a single-mode Bose-Einstein condensate is derived. The equation is first formulated phenomenologically, defining three transport parameters. It is then also derived microscopically.…

Soft Condensed Matter · Physics 2009-10-31 Robert Graham

We develop a stochastic model for Lagrangian velocity as it is observed in experimental and numerical fully developed turbulent flows. We define it as the unique statistically stationary solution of a causal dynamics, given by a stochastic…

How finite-sized material lines stretch in chaotic (mono-scale) and turbulent (multi-scale) flows remains a central but unresolved problem that governs mixing, transport and reaction. We show elongation is controlled by a finite-sampling…

Fluid Dynamics · Physics 2026-04-21 Daniel Lester , Marco Dentz

Chaotic systems are characterised by exponential separation between close-by trajectories, which in particular leads to deterministic unpredictability over an infinite time-window. It is now believed, that such butterfly effect is not fully…

Chaotic Dynamics · Physics 2025-02-12 Antoine Barlet , Adam Cheminet , Bérengère Dubrulle , Alexei A. Mailybaev

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

Statistical Mechanics · Physics 2019-06-26 Emilio N. M. Cirillo , Matteo Colangeli , Lamberto Rondoni

Zero-range processes with decreasing jump rates are known to exhibit condensation, where a finite fraction of all particles concentrates on a single lattice site when the total density exceeds a critical value. We study such a process on a…

Probability · Mathematics 2018-04-26 Inés Armendáriz , Stefan Grosskinsky , Michail Loulakis

In the analysis of Markov chains and processes, it is sometimes convenient to replace an unbounded state space with a "truncated" bounded state space. When such a replacement is made, one often wants to know whether the equilibrium behavior…

Probability · Mathematics 2022-06-24 Alex Infanger , Peter W. Glynn

A new vehicular traffic flow model based on a stochastic jump process in vehicle acceleration and braking is introduced. It is based on a master equation for the single car probability density in space, velocity and acceleration with an…

Other Condensed Matter · Physics 2009-11-10 K. Thomas Waldeer

We derive the pressure tensor and the heat flux to accompany the new macroscopic conservation equations that we developed previously in a volume-based kinetic framework for gas flows. This kinetic description allows for expansion or…

Fluid Dynamics · Physics 2007-05-23 S. Kokou Dadzie , Jason M. Reese

The motion of overdamped particles in a one-dimensional spatially-periodic potential is considered. The potential is also randomly-fluctuating in time, due to multiplicative colored noise terms, and has a deterministic tilt. Numerical…

Statistical Mechanics · Physics 2013-06-06 James P. Gleeson

Most car-following models show a transition from laminar to ``congested'' flow and vice versa. Deterministic models often have a density range where a disturbance needs a sufficiently large critical amplitude to move the flow from the…

Statistical Mechanics · Physics 2007-05-23 Kai Nagel , Christopher Kayatz , Peter Wagner

We consider linear hyperbolic balance law that describe gas flow. Stochastic influences are introduced by series of orthogonal functions. A deterministic stabilization concept, which makes deviations at steady states decay exponentially…

Optimization and Control · Mathematics 2021-02-25 Stephan Gerster

We prove that the transport of any differentiable scalar observable in $d$-dimensional non-equilibrium systems is bounded from above by the total entropy production scaled by the amount the observation "stretches" microscopic coordinates.…

Statistical Mechanics · Physics 2024-10-10 Cai Dieball , Aljaž Godec

A thermodynamic framework that predicts the thermal conductivity $\lambda$ of simple fluids beyond the dilute-gas limit is introduced. By generalizing the transition-rate approach of particles on a lattice to conserved quantities in…

Statistical Mechanics · Physics 2025-12-03 Miguel Hoyuelos

We examine the effect of spatial correlations on the phenomenon of real-space condensation in driven mass-transport systems. We suggest that in a broad class of models with a spatially correlated steady state, the condensate drifts with a…

Statistical Mechanics · Physics 2015-06-12 Ori Hirschberg , David Mukamel , Gunter M. Schütz

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Probability · Mathematics 2024-11-21 Paweł J. Szabłowski

We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…

Statistical Mechanics · Physics 2007-05-23 E. Ben-Naim , P. L. Krapivsky

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

Statistical Mechanics · Physics 2012-11-30 Matteo Smerlak
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