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This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution…

Probability · Mathematics 2010-08-30 Mykhaylo Shkolnikov

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

Statistical Mechanics · Physics 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

We analyze the stochastic acceleration of particles inside a fully developed turbulent plasma. It is well known that large-amplitude magnetic fluctuations and coherent structures in such an environment obey a fractal scaling, and our…

High Energy Astrophysical Phenomena · Physics 2020-05-27 Nikos Sioulas , Heinz Isliker , Loukas Vlahos

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

We argue that the transition to turbulence is controlled by large amplitude events that follow extreme distribution theory. The theory suggests an explanation for recent observations of the turbulent state lifetime which exhibit…

Fluid Dynamics · Physics 2015-05-13 Nigel Goldenfeld , Nicholas Guttenberg , Gustavo Gioia

Localized patterns in singularly perturbed reaction-diffusion equations typically consist of slow parts -- in which the associated solution follows an orbit on a slow manifold in a reduced spatial dynamical system -- alternated by fast…

Analysis of PDEs · Mathematics 2022-07-13 Arjen Doelman

A key feature of the classical Fluctuation Dissipation theorem is its ability to approximate the average response of a dynamical system to a sufficiently small external perturbation from an appropriate time correlation function of the…

Mathematical Physics · Physics 2019-10-02 Rafail V. Abramov

We propose a simple model for arch formation in silos. We show that small pertubations (such as the thermal expansion of the beads) may lead to giant stress fluctuations on the bottom plate of the silo. The relative amplitude $\Delta$ of…

Condensed Matter · Physics 2009-10-28 P. Claudin , J. -P. Bouchaud

A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…

Statistical Mechanics · Physics 2015-05-14 Tommaso Biancalani , Duccio Fanelli , Francesca Di Patti

We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…

Disordered Systems and Neural Networks · Physics 2009-11-11 Sebastian Bustingorry , Jose Luis Iguain , Claudio Chamon , Leticia F. Cugliandolo , Daniel Dominguez

We study a reaction diffusion system where we consider a non-gaussian process instead of a standard diffusion. If the process increments follow a probability distribution with tails approaching to zero faster than a power law, the usual…

Cellular Automata and Lattice Gases · Physics 2009-11-07 Rosaria Mancinelli , Davide Vergni , Angelo Vulpiani

We investigate dynamics near Turing patterns in reaction-diffusion systems posed on the real line. Linear analysis predicts diffusive decay of small perturbations. We construct a "normal form" coordinate system near such Turing patterns…

Analysis of PDEs · Mathematics 2015-10-29 Arnd Scheel , Qiliang Wu

We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…

Chemical Physics · Physics 2023-10-03 Denis S. Grebenkov

We consider reaction-diffusion equations that are stochastically forced by a small multiplicative noise term. We show that spectrally stable travelling wave solutions to the deterministic system retain their orbital stability if the…

Analysis of PDEs · Mathematics 2020-03-09 C. H. S. Hamster , H. J. Hupkes

We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…

Statistical Mechanics · Physics 2007-05-23 M. Annunziato , P. Grigolini , J. Riccardi

The macroscopic behavior of dense suspensions of neutrally-buoyant spheres in turbulent plane channel flow is examined. We show that particles larger than the smallest turbulence scales cause the suspension to deviate from the continuum…

Fluid Dynamics · Physics 2016-09-28 Pedro Costa , Francesco Picano , Luca Brandt , Wim-Paul Breugem

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Statistical Mechanics · Physics 2022-12-07 Massimiliano Giona , Andrea Cairoli , Rainer Klages

Understanding the physics of the integrable spin-1/2 XXZ chain has witnessed substantial progress, due to the development and application of sophisticated analytical and numerical techniques. In particular, infinite-temperature…

Statistical Mechanics · Physics 2025-08-08 Markus Kraft , Mariel Kempa , Jiaozi Wang , Sourav Nandy , Robin Steinigeweg

We consider biochemical reaction chains and investigate how random external fluctuations, as characterized by variance and coefficient of variation, propagate down the chains. We perform such a study under the assumption that the number of…

Probability · Mathematics 2007-08-03 David F. Anderson , Jonathan C. Mattingly
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