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Noise-induced phase transitions are common in various complex systems, from physics to biology. In this article, we investigate the emergence of crucial events in noise-induced phase transition processes and their potential significance for…

Data Analysis, Statistics and Probability · Physics 2023-06-28 Jacob D. Baxley , David R. Lambert , Mauro Bologna , Bruce J. West , Paolo Grigolini

We study a stochastic Landau-Lifshitz equation on a bounded interval and with finite dimensional noise. We first show that there exists a pathwise unique solution to this equation and that this solution enjoys the maximal regularity…

Probability · Mathematics 2016-09-15 Z. Brzeźniak , B. Goldys , T. Jegaraj

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

We discuss intrinsic noise effects in stochastic multiplicative-noise partial differential equations, which are qualitatively independent of the noise interpretation (Ito vs. Stratonovich), in particular in the context of noise-induced…

Statistical Mechanics · Physics 2009-11-10 O. Carrillo , M. Ibanes , J. Garcia-Ojalvo , J. Casademunt , J. M. Sancho

We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index $H>1/2$ and the fast component is driven by an independent Brownian motion.…

Probability · Mathematics 2025-05-13 Siragan Gailus , Ioannis Gasteratos

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri

We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 S. Pilgram , A. N. Jordan , E. V. Sukhorukov , M. Buttiker

Dynamically varying system parameters along a path enclosing an exceptional point is known to lead to chiral mode conversion. But is it necessary to include this non-Hermitian degeneracy inside the contour for this process to take place? We…

In this work we consider solutions to stochastic partial differential equations with transport noise, which are known to converge, in a suitable scaling limit, to solution of the corresponding deterministic PDE with an additional viscosity…

Probability · Mathematics 2023-05-04 Lucio Galeati , Dejun Luo

In pure chiral perturbation theory (ChPT) the couplings of higher order Lagrangian terms are running parameters and hence can be determined only empirically from various low-energy hadronic processes. While this scenario works well for…

High Energy Physics - Phenomenology · Physics 2007-05-23 Hai-Yang Cheng

The effect of long wavelength fluctuations on the Mode-Coupling-Theory (MCT) dynamical singularity at $T_c$ in the $\beta$ regime is studied by means of the standard field-theoretical procedure for a genuine second-order phase transition.…

Disordered Systems and Neural Networks · Physics 2015-06-19 Tommaso Rizzo

Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed…

Probability · Mathematics 2018-01-04 Robert Azencott , Brett Geiger , William Ott

Some intriging connections between the properties of nonlinear noise driven systems and the nonlinear dynamics of a particular set of Hamilton's equation are discussed. A large class of Fokker-Planck Equations, like the Schr\"odinger…

chao-dyn · Physics 2009-10-22 Mark M. Millonas

In generic Hamiltonian systems tori of regular motion are dynamically separated from regions of chaotic motion in phase space. Quantum mechanically these phase-space regions are coupled by dynamical tunneling. We introduce a semiclassical…

Chaotic Dynamics · Physics 2015-06-05 Normann Mertig , Steffen Löck , Arnd Bäcker , Roland Ketzmerick , Akira Shudo

The effects of fluctuations are discussed around the phase boundary of the inhomogeneous chiral transition between the inhomogeneous chiral phase and the chiral-restored phase. The particular roles of thermal and quantum fluctuations are…

High Energy Physics - Phenomenology · Physics 2017-04-19 Ryo Yoshiike , Tong-Gyu Lee , Toshitaka Tatsumi

This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…

Dynamical Systems · Mathematics 2025-01-10 Ying Chao , Pingyuan Wei

The definition and manipulation of Langevin equations with multiplicative white noise require special care (one has to specify the time discretisation and a stochastic chain rule has to be used to perform changes of variables). While…

Statistical Mechanics · Physics 2022-08-31 Leticia F. Cugliandolo , Vivien Lecomte

Using the weak convergence approach, we prove the large deviation principle (LDP) for solutions to quasilinear stochastic evolution equations with small Gaussian noise in the critical variational setting, a recently developed general…

Probability · Mathematics 2026-02-23 Esmée Theewis , Mark Veraar

We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…

Probability · Mathematics 2016-07-05 Mohammud Foondun , Leila Setayeshgar

Two-dimensional Causal Dynamical Triangulations provides a definition of the path integral for projectable two-dimensional Horava-Lifshitz quantum gravity. We solve the theory coupled to gauge fields.

High Energy Physics - Theory · Physics 2013-10-02 J. Ambjorn , A. Ipsen
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