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Related papers: A homogenization theorem for Langevin systems with…

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This paper presents a useful compact formula for deriving an effective Hamiltonian describing the time-averaged dynamics of detuned quantum systems. The formalism also works for ensemble-averaged dynamics of stochastic systems. To…

Quantum Physics · Physics 2009-11-13 Daniel F. V. James , Jonathan Jerke

With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…

Probability · Mathematics 2020-06-23 Johann Gehringer , Xue-Mei Li

A class of Langevin stochastic differential equations is shown to converge in the small-mass limit under very weak assumptions on the coefficients defining the equation. The convergence result is applied to physically realizable examples…

Probability · Mathematics 2016-04-29 David P. Herzog , Scott Hottovy , Giovanni Volpe

Here, we study quantitative homogenization of first-order convex Hamilton-Jacobi equations with $(u/\varepsilon)$-periodic Hamiltonians which typically appear in dislocation dynamics. Firstly, we establish the optimal convergence rate by…

Analysis of PDEs · Mathematics 2025-07-02 Hiroyoshi Mitake , Panrui Ni , Hung V. Tran

Assuming time-scale separation, a simple and unified theory of thermodynamics and stochastic thermodynamics is constructed for small classical systems strongly interacting with its environment in a controllable fashion. The total…

Statistical Mechanics · Physics 2022-08-16 Mingnan Ding , Zhanchun Tu , Xiangjun Xing

Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex…

Probability · Mathematics 2016-08-16 Jacky Cresson , Sébastien Darses

One of the main elements of the self-consistent generalized Langevin equation (SCGLE) theory of colloid dynamics [Phys. Rev. E {\bf 62}, 3382 (2000); ibid {\bf 72}, 031107 (2005)] is the introduction of exact short-time moment conditions in…

We extend the results on decoherence in the thermodynamic limit [M. Frasca, Phys. Lett. A {\bf 283}, 271 (2001)] to general Hamiltonians. It is shown that N independent particles, initially properly prepared, have a set of observables…

Quantum Physics · Physics 2011-08-04 Marco Frasca

We introduce a version of the Hamiltonian formalism based on the Clairaut equation theory, which allows us a self-consistent description of systems with degenerate (or singular) Lagrangian. A generalization of the Legendre transform to the…

Mathematical Physics · Physics 2011-11-29 Steven Duplij

This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…

Mathematical Physics · Physics 2023-12-18 Igor G. Vladimirov

A driven system of three species of particle diffusing on a ring is studied in detail. The dynamics is local and conserves the three densities. A simple argument suggesting that the model should phase separate and break the translational…

Statistical Mechanics · Physics 2009-10-31 M. R. Evans , Y. Kafri , H. M. Koduvely , D. Mukamel

In this paper we prove strong well-posedness for a system of stochastic differential equations driven by a degenerate diffusion satisfying a weak-type H\"ormander condition, assuming H\"older regularity assumptions on the drift coefficient.…

Probability · Mathematics 2022-10-07 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

A linear open quantum system consisting of a harmonic oscillator linearly coupled to an infinite set of independent harmonic oscillators is considered; these oscillators have a general spectral density function and are initially in a…

Quantum Physics · Physics 2009-11-06 Esteban Calzetta , Albert Roura , Enric Verdaguer

We develop a master equation formalism to describe the evolution of the average density matrix of a closed quantum system driven by a stochastic Hamiltonian. The average over random processes generally results in decoherence effects in…

Quantum Physics · Physics 2011-11-30 Li Yu , Daniel F. V. James

We prove explicit estimates for the error in random homogenization of degenerate, second-order Hamilton-Jacobi equations, assuming the coefficients satisfy a finite range of dependence. In particular, we obtain an algebraic rate of…

Analysis of PDEs · Mathematics 2013-12-31 Scott N. Armstrong , Pierre Cardaliaguet

We study stochastic particle systems that conserve the particle density and exhibit a condensation transition due to particle interactions. We restrict our analysis to spatially homogeneous systems on finite lattices with stationary product…

Statistical Mechanics · Physics 2018-05-09 Thomas Rafferty , Paul Chleboun , Stefan Grosskinsky

We consider the problem of equilibration of a single oscillator system with dynamics given by the generalized Langevin equation. It is well-known that this dynamics can be obtained if one considers a model where the single oscillator is…

Statistical Mechanics · Physics 2009-11-11 Abhishek Dhar , Kshitij Wagh

This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…

Probability · Mathematics 2025-11-11 E. Fernández-Saiz , J. de Lucas , X. Rivas , M. Zajac

We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…

Statistical Mechanics · Physics 2018-04-26 Jeroen Wouters , Georg A. Gottwald

We consider the homogenization of monotone systems of viscous Hamilton-Jacobi equations with convex nonlinearities set in the stationary, ergodic setting. The primary focus of this paper is on collapsing systems which, as the microscopic…

Analysis of PDEs · Mathematics 2012-05-09 Benjamin J. Fehrman