Related papers: Stochastic hydrodynamics and hydro-kinetics: Simil…
We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and…
In this paper we present a general framework in which one can rigorously study the effect of spatio-temporal noise on traveling waves, stationary patterns and oscillations that are invariant under the action of a finite-dimensional set of…
We provide a generalized formulation of fluctuating hydrodynamics for the far-from-equilibrium noisy medium. As an example, we consider a noisy plasma experiencing Bjorken expansion, for which the leading order evolution is captured by…
This note is devoted to a discussion of the potential links and differences between three topics: regularization by noise, convex integration, spontaneous stochasticity. All of them deal with the effect on large scales of a small-scale…
The hydrodynamical model of the collective behavior of animals consists of the Euler equation with additional non-local forcing terms representing the repulsive and attractive forces among individuals. This paper deals with the system…
We derive the second-order hydrodynamic equation and the microscopic formulae of the relaxation times as well as the transport coefficients systematically from the relativistic Boltzmann equation. Our derivation is based on a novel…
Hydrodynamic behavior is a general feature of interacting systems with many degrees of freedom constrained by conservation laws. To date hydrodynamic scaling in relativistic quantum systems has been observed in many high energy settings,…
We present a finite difference method to solve a new type of nonlocal hydrodynamic equations that arise in the theory of spatially inhomogeneous Bloch oscillations in semiconductor superlattices. The hydrodynamic equations describe the…
We introduce a lattice random walk discretisation scheme for stochastic differential equations (SDEs) that samples binary or ternary increments at each step, suppressing complex drift and diffusion computations to simple 1 or 2 bit random…
Minimax optimization problems have attracted a lot of attention over the past few years, with applications ranging from economics to machine learning. While advanced optimization methods exist for such problems, characterizing their…
Instability and rupture dynamics of a liquid nano-thread, subjected to external hydrodynamic perturbations, are captured by a stochastic lubrication equation (SLE) incorporating thermal fluctuations via Gaussian white noise. Linear…
Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…
Hydrodynamic equations (HDEQs) are derived which describe spatio-temporal evolutions of the electron temperature and the chemical potential of two-dimensional systems in strong magnetic fields in states with large diagonal resistivity…
A simple exactly solvable kinetic model for the non-linear inelastic hard sphere Boltzmann equation is used to explore the relevance of hydrodynamics for a granular gas. The equation predicts a non-trivial homogeneous cooling state (HCS),…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…
We study the effects of hydrodynamic fluctuations in non-boost-invariant longitudinal expansion of matter formed in relativistic heavy ion collisions. We formulate the theory of thermal noise within second-order viscous hydrodynamics…
We consider the out-of-equilibrium dynamics of an interacting integrable system in the presence of an external dephasing noise. In the limit of large spatial correlation of the noise, we develop an exact description of the dynamics of the…
The formation of the beam halo in charged particle accelerators is studied in the framework of a stochastic-hydrodynamic model for the collective motion of the particle beam. In such a stochastic-hydrodynamic theory the density and the…
Stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs) are fundamental for modeling stochastic dynamics across the natural sciences and modern machine learning. Learning their solution operators with…