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Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

We utilize 3+1D stochastic hydrodynamics to study correlations and fluctuations of baryon charge in high-energy heavy-ion collisions. The baryon charge fluctuations are important observables to probe the QCD phase diagram, yet a dynamical…

Nuclear Theory · Physics 2025-02-18 Nicolas Borghini , Baochi Fu , Sören Schlichting

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

Causality is necessary for retarded Green's functions to remain retarded in all inertial frames in relativity, which ensures that dissipation of fluctuations is a Lorentz invariant concept. For first-order BDNK theories with stochastic…

High Energy Physics - Theory · Physics 2023-09-04 Nicki Mullins , Mauricio Hippert , Lorenzo Gavassino , Jorge Noronha

The results of the author and Gess [27] develop a robust well-posedness theory for a broad class of conservative stochastic PDEs, with both probabilistically stationary and non-stationary Stratonovich noise, and with irregular noise…

Probability · Mathematics 2025-04-28 Benjamin Fehrman

To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…

Nuclear Theory · Physics 2019-10-29 Koichi Murase

Hydrodynamic theories offer successful approaches that are capable of simulating the otherwise difficult-to-compute dynamics of quantum many-body systems. In this work we derive, within the positive-P phase-space formalism, a new stochastic…

Quantum Gases · Physics 2022-10-21 S. A. Simmons , J. C. Pillay , K. V. Kheruntsyan

Stochastic dynamics has emerged as one of the key themes ranging from models in applications to theoretical foundations in mathematics. One class of stochastic dynamics problems that has received considerable attention recently are…

Analysis of PDEs · Mathematics 2021-11-16 Christian Kuehn , James MacLaurin , Giulio Zucal

The random transitions of ion channels between conducting and non-conducting states generate a source of internal fluctuations in a neuron, known as channel noise. The standard method for modeling fluctuations in the states of ion channels…

Neurons and Cognition · Quantitative Biology 2011-04-27 Joshua H. Goldwyn , Nikita S. Imennov , Michael Famulare , Eric Shea-Brown

In this paper we construct a framework for doing statistical inference for discretely observed stochastic differential equations (SDEs) where the driving noise has 'memory'. Classical SDE models for inference assume the driving noise to be…

Methodology · Statistics 2013-07-05 Martin Lysy , Natesh S. Pillai

We derive the Hydrodynamics for a system of N active, spherical, underdamped particles, interacting through conservative forces. At the microscopic level, we represent the evolution of the particles in terms of the Kramers equation for the…

Statistical Mechanics · Physics 2022-03-15 Umberto Marini Bettolo Marconi , Andrea Puglisi , Lorenzo Caprini

We derive hydrodynamics of a prototypical one dimensional model, having variable-range hopping, which mimics passive diffusion and ballistic motion of active, or self-propelled, particles. The model has two main ingredients - the hardcore…

Statistical Mechanics · Physics 2020-05-27 Tanmoy Chakraborty , Subhadip Chakraborti , Arghya Das , Punyabrata Pradhan

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

A novel stochastic fluid model is proposed with non-ideal structure factor consistent with compressibility, and adjustable transport coefficients. This Stochastic Hard Sphere Dynamics (SHSD) algorithm is a modification of the Direct…

Statistical Mechanics · Physics 2009-11-13 Aleksandar Donev , Berni J. Alder , Alejandro L. Garcia

We demonstrate how to model the toppling activity in avalanching systems by stochastic differential equations (SDEs). The theory is developed as a generalization of the classical mean field approach to sandpile dynamics by formulating it as…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Martin Rypdal , Kristoffer Rypdal

Fluctuating hydrodynamics provides a quantitative, large-scale description of many-body systems in terms of smooth variables, with microscopic details entering only through a small set of transport coefficients. Although this framework has…

Statistical Mechanics · Physics 2026-01-06 Soumyabrata Saha , Sandeep Jangid , Thibaut Arnoulx de Pirey , Juliane U. Klamser , Tridib Sadhu

Electron hydrodynamics arises when momentum-relaxing scattering processes are slow compared to momentum-conserving ones. While the microscopic details necessary to satisfy this condition are material-specific, experimentally accessible…

Materials Science · Physics 2022-04-14 Georgios Varnavides , Adam S. Jermyn , Polina Anikeeva , Prineha Narang

The equations of relativistic hydrodynamics are transformed so that steps forward in time preserves local simultaneity. In these variables, the space-time coordinates of neighboring points on the mesh are simultaneous according to co-moving…

Nuclear Theory · Physics 2008-11-26 Scott Pratt

Stokesian Dynamics (SD) is a numerical framework used for simulating hydrodynamic interactions in particle suspensions at low Reynolds number. It combines far-field approximations with near-field lubrication corrections, offering a balance…

Fluid Dynamics · Physics 2025-03-21 Kim William Torre , Joost de Graaf

Using functional methods, we investigate the sound quanta arising from quantized hydrodynamic fields in simple liquids at low temperatures, under the influence of high-energy processes, coming from non-hydrodynamic degrees of freedom. To…

Disordered Systems and Neural Networks · Physics 2025-12-24 I. P. de Freitas , F. Sobrero , A. M. S. Macedo , N. F. Svaiter