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We investigate the low-temperature dynamics of a simple stochastic model, introduced recently in the context of the physics of glasses. The slowest characteristic time at equilibrium diverges exponentially at low temperature. On smaller…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
How predictable are turbulent flows? Here we use theoretical estimates and shell model simulations to argue that Eulerian spontaneous stochasticity, a manifestation of the non-uniqueness of the solutions to the Euler equation that is…
A Bayesian approach is developed for the inference of an eddy-diffusivity field from Lagrangian trajectory data. The motion of Lagrangian particles is modelled by a stochastic differential equation associated with the advection-diffusion…
We consider the out-of-equilibrium dynamics of an interacting integrable system in the presence of an external dephasing noise. In the limit of large spatial correlation of the noise, we develop an exact description of the dynamics of the…
A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare,…
A scale invariant, selfsimilar atmospheric eddy continuum exists in the planetary atmospheric boundary layer spanning several orders of magnitude in scales and gives rise to the observed fractal geometry for the global cloud cover pattern.…
Numerous accidents caused by parametric rolling have been reported on container ships and pure car carriers (PCCs). A number of theoretical studies have been performed to estimate the occurrence condition of parametric rolling in both…
Differential buoyancy surface sources in the ocean may induce a density-driven flow that joins faster flow components to create a multi-scale, 3D flow. Potential temperature and salinity are active tracers that determine the ocean's…
There are two main approaches to non-equlibrium statistical mechanics: one using stochastic processes and the other using dynamical systems. To model the dynamics during inflation one usually adopts a stochastic description, which is known…
We describe a continuous-time modelling framework for biological population dynamics that accounts for demographic noise. In the spirit of the methodology used by statistical physicists, transitions between the states of the system are…
We set up a general formalism for models of spontaneous wave function collapse with dynamics represented by a stochastic differential equation driven by general Gaussian noises, not necessarily white in time. In particular, we show that the…
An optimisation scheme is developed to accurately represent the sub-grid scale forcing of a high dimensional chaotic ocean system. Using a simple parameterisation scheme, the velocity components of a 30km resolution shallow water ocean…
Hydrodynamic noise is the Gaussian process that emerges at larges scales of space and time in many-body systems. It is justified by the central limit theorem, and represents degrees of freedom forgotten when projecting coarse-grained…
In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild solution to the stochastic heat equation with multiplicative noise and in any space dimension. The driving perturbation is a Gaussian noise…
We study the dependence on configuration in momentum space of the primordial 3-point function of density perturbations in several different scenarios: standard slow-roll inflation, curvaton and variable decay models, ghost inflation, models…
A simple analytical/numerical model has been developed for computing the evolution, over periods of up to a few hours, of the current and temperature profile in the upper layer of the ocean. The model is based upon conservation laws for…
We carry out direct numerical simulations of turbulent astrophysical media that explicitly track ionizations, recombinations, and species-by-species radiative cooling. The simulations assume solar composition and follows the evolution of…