Related papers: A generalization of the Freidlin-Wentcell theorem …
We present a semiclassical calculation of the generalized form factor which characterizes the fluctuations of matrix elements of the quantum operators in the eigenbasis of the Hamiltonian of a chaotic system. Our approach is based on some…
We consider multi-dimensional Schr\"odinger operators with a weak random perturbation distributed in the cells of some periodic lattice. In every cell the perturbation is described by the translate of a fixed abstract operator depending on…
In this paper, we extend Bourgain's double recurrence result to the Wiener-Wintner averages. Let $(X, \mathcal{F}, \mu, T)$ be a standard ergodic system. We will show that for any $f_1, f_2 \in L^\infty(X)$, the double recurrence…
Motivated by stochastic models of climate phenomena, the steady-state of a linear stochastic model with additive Gaussian white noise is studied. Fluctuation theorems for nonequilibrium steady-states provide a constraint on the character of…
We introduce a robust framework for learning various generalized Hamiltonian dynamics from noisy, sparse phase-space data and in an unsupervised manner based on variational Bayesian inference. Although conservative, dissipative, and…
We present a comprehensive study of phase transitions in single-field systems that relax to a non-equilibrium global steady state. The mechanism we focus on is not the so-called Stratonovich drift combined with collective effects, but is…
We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…
An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…
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…
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with a periodic potential is studied in this paper. It is shown that the Freidlin-Wentzell and central limit theorem (homogenization) limits…
In this paper, we construct integrals of motion in a para-Bose formulation for a general time-dependent quadratic Hamiltonian, which, in its turn, commutes with the reflection operator. In this context, we obtain generalizations for the…
We consider a class of nonlinear Klein-Gordon equations which are Hamiltonian and are perturbations of linear dispersive equations. The unperturbed dynamical system has a bound state, a spatially localized and time periodic solution. We…
We show that the averaged equation for a one-frequency fast-oscillating Hamiltonian system is the result of symplectic reduction of a certain natural system on the corresponding $S^1$-bundle with respect to the circle action. Furthermore,…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
Rate-induced tipping occurs when a ramp parameter changes rapidly enough to cause the system to tip between co-existing, attracting states. We show that the addition of noise to the system can cause it to tip well below the critical rate at…
The notions of spectral stability and the spectrum for the Vlasov-Poisson system linearized about homogeneous equilibria, f_0(v), are reviewed. Structural stability is reviewed and applied to perturbations of the linearized Vlasov operator…
We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a…
We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…