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A wide class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space driven by the Gaussian white noise is analyzed in terms of a generalized n-moment. We show the system may present ergodic…

Statistical Mechanics · Physics 2023-11-30 K. S. Fa , S. Pianegonda

The motion of oscillatory-like nonlinear Hamiltonian systems, driven by a weak noise, is considered. A general method to find regions of stability in the phase space of a randomly-driven system, based on a specific Poincar\'e map, is…

Chaotic Dynamics · Physics 2011-11-10 D. V. Makarov , M. Yu. Uleysky , M. V Budyansky , S. V. Prants

Using Gutzwiller's semiclassical periodic-orbit theory we demonstrate universal behaviour of the two-point correlator of the density of levels for quantum systems whose classical limit is fully chaotic. We go beyond previous work in…

Chaotic Dynamics · Physics 2009-10-13 Sebastian Müller , Stefan Heusler , Alexander Altland , Petr Braun , Fritz Haake

This paper deals with the problem of quantifying the approximation a probability measure by means of an empirical (in a wide sense) random probability measure, depending on the first n terms of a sequence of random elements. In Section 2,…

Probability · Mathematics 2018-08-23 Emanuele Dolera , Eugenio Regazzini

Eugene Wigner's revolutionary vision predicted that the energy levels of large complex quantum systems exhibit a universal behavior: the statistics of energy gaps depend only on the basic symmetry type of the model. Simplified models of…

Mathematical Physics · Physics 2012-12-05 Laszlo Erdos

This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subject to general additive Markovian noise in the limit of small…

Probability · Mathematics 2023-05-05 Gerardo Barrera , Michael A. Högele , Juan Carlos Pardo

In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit theorem for the full discretization of the parabolic stochastic…

Probability · Mathematics 2022-02-21 Chuchu Chen , Tonghe Dang , Jialin Hong , Tau Zhou

The Freidlin-Wentzell large deviation principle is established for the distributions of stochastic evolution equations with general monotone drift and small multiplicative noise. As examples, the main results are applied to derive the large…

Probability · Mathematics 2010-05-06 Wei Liu

In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…

Fluid Dynamics · Physics 2015-08-07 Bhimsen Shivamoggi

We study noise-averaged observables for a system of exchange-coupled quantum spins (qubits), each subject to a stochastic drive, by establishing mappings onto stochastic models in the strong-noise limit. Averaging over noise yields…

Statistical Mechanics · Physics 2020-03-16 Daniel A. Rowlands , Austen Lamacraft

We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…

Probability · Mathematics 2025-12-02 Lucio Galeati , Khoa Lê , Avi Mayorcas

A generalization of driven harmonic oscillator with time-dependent mass and frequency, by adding total time-derivative terms to the Lagrangian, is considered. The generalization which gives a general quadratic Hamiltonian system does not…

Quantum Physics · Physics 2009-10-31 Dae-Yup Song

Using the in-in formalism, we generalize the recently constructed magnetoelastic EFT arXiv:2112.13873 [hep-th] to describe the damping dynamics of ferromagnetic systems at long wavelengths. We find that the standard Gilbert damping term…

High Energy Physics - Theory · Physics 2023-12-21 Jingping Li

In this work, we consider a model of a subsystem interacting with a reservoir and study dynamics of entanglement assuming that the overall time-evolution is governed by non-integrable Hamiltonians. We also compare to an ensemble of…

Quantum Physics · Physics 2021-03-24 Daniel Chernowitz , Vladimir Gritsev

We extend the Lyapunov function technique, a fundamental tool for investigating asymptotic stability and existence of attractors for ordinary differential equations, by introducing the notion of a {\it strong Lyapunov function} for an…

Dynamical Systems · Mathematics 2025-12-23 Luu Hoang Duc , Jürgen Jost

We study the asymptotic distribution of random walks on $\mathbb Z^d$ ($d\ge1$) in deterministic reversible environments defined by an assignment of a positive conductance to each edge of $\mathbb Z^d$. We identify a deterministic set of…

Probability · Mathematics 2025-12-03 Marek Biskup

It is shown that a large class of systems of non-linear wave equations, based on the good-bad-ugly model, admit formal solutions with polyhomogeneous expansions near null infinity. A particular set of variables is introduced which allows us…

General Relativity and Quantum Cosmology · Physics 2022-10-19 Miguel Duarte , Justin C. Feng , Edgar Gasperin , David Hilditch

We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…

Probability · Mathematics 2018-07-03 Erik Duse , Anthony Metcalfe

We study the evolution of a qubit evolving according to the Schr\"odinger equation with a Hamiltonian containing noise terms, modeled by random diagonal and off-diagonal matrix elements. We show that the noise-averaged qubit density matrix…

Quantum Physics · Physics 2021-12-17 Qin Huang , Marco Merkli

We consider delay differential equations (DDE) that are on the verge of an instability, i.e. the characteristic equation for the linearized equation has one root as zero and all other roots have negative real parts. In presence of small…

Probability · Mathematics 2017-06-02 Nishanth Lingala