Related papers: The Fokker-Planck Approach to Complex Spatio-Tempo…
We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…
The large-deviation method can be used to study the measurement trajectories of open quantum systems. For optical arrangements this formalism allows to describe the long time properties of the (non-equilibrium) photon counting statistics in…
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…
The stationary distribution of a fully chaotic system typically exhibits a fractal structure, which dramatically changes if the dynamical equations are even slightly modified. Perturbative techniques are not expected to work in this…
We propose a method to analyze the dynamics of systems exhibiting slow relaxation which is based on mesoscopic non-equilibrium thermodynamics. The method allows us to obtain kinetic equations of the Fokker-Planck type for the probability…
A notion of stochastic deformation is introduced and the corresponding algebraic deformation procedure is developed. This procedure is analogous to the deformation of an algebra of observables like deformation quantization, but for an…
We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…
The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…
A stochastic treatment yielding to the derivation of a general Fokker-Planck equation is presented to model the slow convergence towards equilibrium of mean-field systems due to finite-N effects. The thermalization process involves notably…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…
The phenomena of nonlocal transport in magnetically confined plasma are theoretically analyzed. A hybrid model is proposed, which brings together the notion of inverse energy cascade, typical of drift-wave- and two-dimensional fluid…
We consider a general N-degree-of-freedom dissipative system which admits of chaotic behaviour. Based on a Fokker-Planck description associated with the dynamics we establish that the drift and the diffusion coefficients can be related…
We develop a highly efficient method to numerically simulate thermal fluctuations and correlations in non-relativistic continuous bosonic one-dimensional systems. The method is suitable for arbitrary local interactions as long as the system…
We review various methods to investigate the statics and the dynamics of collective composition fluctuations in dense polymer mixtures within fluctuating-field approaches. The central idea of fluctuating-field theories is to rewrite the…
Based on data from the Japan Sea and the North Sea the occurrence of rogue waves is analyzed by a scale dependent stochastic approach, which interlinks fluctuations of waves for different spacings. With this approach we are able to…
The forward enstrophy cascade in two-dimensional quantum turbulence in a superfluid film connected to a thermal bath is investigated using a Fokker-Planck equation based on Kosterlitz-Thouless renormalization. The steady-state cascade is…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…
We present a new strategy to approximate the global solution of the Fokker-Planck equation efficiently in higher dimensions and show its convergence. The main ingredients are the Euler scheme to solve the associated stochastic differential…
Fluctuating hydrodynamics is used to describe the total energy fluctuations of a freely evolving gas of inelastic hard spheres near the threshold of the clustering instability. They are shown to be governed by vorticity fluctuations only,…
Features of the turbulent cascade are investigated for various datasets from three different turbulent flows. The analysis is focused on the question as to whether developed turbulent flows show universal small scale features. To answer…