Related papers: Gaussian fluctuations from random Schr\"odinger eq…
An effective equation describes a weakly nonlinear wave field evolution governed by nonlinear dispersive PDEs \emph{via} the set of its resonances in an arbitrary big but finite domain in the Fourier space. We consider the Schr\"{o}dinger…
We study the statistical properties of many Brownian particles under the We study the statistical properties of many Brownian particles under the influence of both a spatially homogeneous driving force and a periodic potential with period…
We study a simple model for the trajectory of a particle in a turbulent fluid, where a Brownian motion travels through a random Gaussian velocity field. We study the quenched law of the process and prove that in a weak environment setting,…
The Schr\"odinger-like equations for the marginal and conditional probability amplitudes resulting from the exact factorization of the wavefunction of a two-component system are derived in a form that is invariant to gauge and coordinate…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractional Brownian motion. For such process we specify mean and…
Specific solutions of the nonlinear Schr\"odinger equation, such as the Peregrine breather, are considered to be prototypes of extreme or freak waves in the oceans. An important question is, whether these solutions also exist in the…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
We consider the quintic one dimensional nonlinear Schr\"odinger equation with forcing and both linear and nonlinear dissipation. Quintic nonlinearity results in multiple collapse events randomly distributed in space and time forming forced…
Asymptotic behavior of a class of nonlinear Schr\"odinger equations are studied. Particular cases of 1D weakly focusing and Bose-Einstein condensates are considered. A statistical approach is presented to describe the stationary probability…
We consider a class of nearest-neighbor weakly asymmetric mass conservative particle systems evolving on $\mathbb{Z}$, which includes zero-range and types of exclusion processes, starting from a perturbation of a stationary state. When the…
We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…
We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…
We consider a system of $N$ bosons interacting through a singular two-body potential scaling with $N$ and having the form $N^{3\beta-1} V (N^\beta x)$, for an arbitrary parameter $\beta \in (0,1)$. We provide a norm-approximation for the…
We study a hard sphere gas at equilibrium, and prove that in the low density limit, the fluctuations converge to a Gaussian process governed by the fluctuating Boltzmann equation. This result holds for arbitrarily long times. The method of…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
The nonlinear Schr\"odinger equation in the weakly nonlinear regime with random Gaussian fields as initial data is considered. The problem is set on the torus in any dimension greater than two. A conjecture in statistical physics is that…
Localized scattering phenomena may result in the formation of stationary matter waves originating from a compact region in physical space. Mathematically, such waves are advantageously expressed in terms of quantum sources that are…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…