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We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…
In this paper, we investigate the wave solutions of a stochastic rotating shallow water model. This approximate model provides an interesting simple description of the interplay between waves and random forcing ensuing either from the wind…
We consider the line, surface and volume elements of fluid in stationary isotropic incompressible stochastic flow in $d$-dimensional space and investigate the long-time evolution of their statistic properties. We report the discovery of a…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
The cohomological approach to the problem of consistent interactions between fields with a gauge freedom is reviewed. The role played by the BRST symmetry is explained. Applications to massless vector fields and 2-form gauge fields are…
We introduce in this work the normalizing field flows (NFF) for learning random fields from scattered measurements. More precisely, we construct a bijective transformation (a normalizing flow characterizing by neural networks) between a…
Passive scalar equation is considered in a turbulent homogeneous incompressible Gaussian velocity field. The turbulent nature of the field results in non-smooth coefficients in the equation. A strong, in the stochastic sense, solution of…
We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…
We present a new method, Non-Stationary Forward Flux Sampling, that allows efficient simulation of rare events in both stationary and non-stationary stochastic systems. The method uses stochastic branching and pruning to achieve uniform…
We show that a flow (timelike congruence) in any type $B_{1}$ warped product spacetime is uniquely and algorithmically determined by the condition of zero flux. (Though restricted, these spaces include many cases of interest.) The flow is…
The equation describing the stochastic motion of a classical particle in 1+1-dimensional space-time is connected to the Dirac equation with external gauge fields. The effects of assigning different turning probabilities to the forward and…
The present article concerns the stochastic modeling of the turbulent dissipation field and in particular its temporal evolution. To do so, we will be calling for a random distribution, ubiquitous in several aspects of physics and…
We study a random field obtained by counting the number of balls containing each point, when overlapping balls are thrown at random according to a Poisson random measure. We are particularly interested in the local asymptotical…
Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…
We study the spatial decay of time-periodic Navier-Stokes flow at the rate $|x|^{-1}$ with/without wake structure in 3D exterior domains when a rigid body moves periodically in time. In this regime the existence of time-periodic solutions…
The randomization effect of the two-way (particle-flow) interaction has been studied and quantified using the notion of distributed chaos and the results of numerical simulations and laboratory measurements. It is shown, in particular, that…
An application of the ideas of the inertial confinement fusion process in the case of particles interacting at high energy is investigated. A possibility of the gas-liquid transition in the gas is considered using different approaches. In…