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We develop a quantitative theory of stochastic homogenization in the more general framework of differential forms. Inspired by recent progress in the uniformly elliptic setting, the analysis relies on the study of certain subadditive…

Analysis of PDEs · Mathematics 2020-12-29 Paul Dario

We study a fully-coupled system of conditional slow-fast McKean-Vlasov Stochastic Differential Equations that exhibit full dependence on both the slow and fast components, as well as on the conditional law of the slow component. Our aim is…

Probability · Mathematics 2023-08-14 Antonios Zitridis

We study the dynamics of an inertial particle coupled to forcing, dissipation, and noise in the small mass limit. We derive an expression for the limiting (homogenized) joint distribution of the position and (scaled) velocity degrees of…

Mathematical Physics · Physics 2018-04-04 Jeremiah Birrell , Janek Wehr

We study functionals, such as heat and work, along trajectories of a class of multi-dimensional generalized Langevin systems in various limiting situations that correspond to different level of homogenization. These are the situations where…

Probability · Mathematics 2021-02-25 Soon Hoe Lim

We consider the variant of stochastic homogenization theory introduced in [X. Blanc, C. Le Bris and P.-L. Lions, C. R. Acad. Sci. Serie I 2006 and Journal de Mathematiques Pures et Appliquees 2007]. The equation under consideration is a…

Analysis of PDEs · Mathematics 2019-02-20 Frederic Legoll , Florian Thomines

Equilibrium statistics of Hamiltonian systems is correctly described by the microcanonical ensemble, whereas canonical ones fail in the most interesting, mostly inhomogeneous, situations like phase separations or away from the thermodynamic…

Statistical Mechanics · Physics 2007-05-23 D. H. E. Gross

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

Dynamical Systems · Mathematics 2019-07-24 Pingyuan Wei , Ying Chao , Jinqiao Duan

Motivated by the fact that in nature almost all phenomena behave randomly in some scales and deterministically in some other scales, we build up a framework suitable to tackle both deterministic and stochastic homogenization problems…

Analysis of PDEs · Mathematics 2012-05-01 Mamadou Sango , Jean Louis Woukeng

The statistical mechanical description of small systems staying in thermal equilibrium with an environment can be achieved by means of the Hamiltonian of mean force. In contrast to the reduced density matrix of an open quantum system, or…

Statistical Mechanics · Physics 2020-10-28 Peter Talkner , Peter Hänggi

The expansion of a classical Hamilton formalism consisting in adaptation of it to describe the nonequilibrium systems is offered. Expansion is obtained by construction of formalism on the basis of the dynamics equation of the equilibrium…

Classical Physics · Physics 2007-05-23 V. M. Somsikov

Hamilton variational principle for special type of statistical ensemble of deterministic dynamical systems is derived. Thie form of variational principle allows one to describe the statistical ensemble in terms of wave functions and…

Mathematical Physics · Physics 2007-05-23 Yuri A. Rylov

In this paper, we develop a Hamiltonian variational formulation for the nonequilibrium thermodynamics of simple adiabatically closed systems that is an extension of Hamilton's phase space principle in mechanics. We introduce the…

Mathematical Physics · Physics 2022-04-05 Hiroaki Yoshimura , François Gay-Balmaz

We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…

Optimization and Control · Mathematics 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

We give elementary and explicit sufficient conditions (in particular, a functional correlation bound) for deterministic homogenisation (convergence to a stochastic differential equation) for discrete-time fast-slow systems of the form \[…

Dynamical Systems · Mathematics 2023-07-24 Nicholas Fleming-Vázquez

We prove pathwise large deviation principles of slow variables in slow-fast systems in the limit of time-scale separation tending to infinity. In the limit regime we consider, the convergence of the slow variable to its deterministic limit…

Probability · Mathematics 2020-11-25 Richard C. Kraaij , Mikola C. Schlottke

We analyze the microscopic evolution of a system undergoing a far-from-equilibrium thermodynamic process. Explicitly accounting for the degrees of freedom of participating heat reservoirs, we derive a hybrid result, similar in form to both…

Statistical Mechanics · Physics 2007-05-23 C. Jarzynski

We are concerned with homogenization of stochastic differential equations (SDE) with stationary coefficients driven by Poisson random measures and Brownian motions in the critical case, that is when the limiting equation admits both a…

Probability · Mathematics 2012-01-30 Rémi Rhodes , Bamba A. Sow

We consider the long-term evolution of an inhomogeneous long-range interacting $N$-body system. Placing ourselves in the dynamically hot limit, i.e. neglecting collective effects, we derive a large deviation principle for the system's…

Statistical Mechanics · Physics 2023-08-17 Ouassim Feliachi , Jean-Baptiste Fouvry

Microscopically conserving reduced models of many-body systems have a long, highly successful history. Established theories of this type are the random-phase approximation for Coulomb fluids and the particle-particle ladder model for…

Strongly Correlated Electrons · Physics 2019-07-19 Frederick Green

We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…

Statistical Mechanics · Physics 2018-04-12 M. Baldovin , A. Puglisi , A. Vulpiani