Related papers: Stochastic hydrodynamics and hydro-kinetics: Simil…
We analyse a nonlinear stochastic partial differential equation that corresponds to a viscous shallow water equation (of the Camassa--Holm type) perturbed by a convective, position-dependent noise term. We establish the existence of weak…
In this work we consider the semi-batch process of precipitation of calcium carbonate solids from a solution containing calcium ions by adjusting the pH of the solution. The change in pH is induced either by the addition of alkaline…
We study a class of Hamilton-Jacobi partial differential equations in the space of probability measures. In the first part of this paper, we prove comparison principles (implying uniqueness) for this class. In the second part, we establish…
The hydrodynamic equation for the spatial and temporal evolution of the electron temperature T_e in the breakdown of the quantum Hall effect at even-integer filling factors in a uniform current density j is derived from the Boltzmann-type…
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…
We consider a natural class of $\mathbf{R}^d$-valued one-dimensional stochastic PDEs driven by space-time white noise that is formally invariant under the action of the diffeomorphism group on $\mathbf{R}^d$. This class contains in…
The construction of stochastic solutions is a powerful method to obtain localized solutions in configuration or Fourier space and for parallel computation with domain decomposition. Here a stochastic solution is obtained for the…
The search for the QCD critical point in heavy-ion collision experiments requires dynamical simulations of the bulk evolution of QCD matter as well as of fluctuations. We consider two essential ingredients of such a simulation: a generic…
Inspired by [Fehrman, Gess; Invent. Math., 2023], we provide a fine analysis of the McKean-Vlasov PDE with singular interactions and drift terms of square root form. As the corresponding skeleton equation of Dean-Kawasaki equation with…
The equations of continuum hydrodynamics can be derived from the Boltzmann equation, which describes rarefied gas dynamics at the kinetic level, by means of the Chapman-Enskog expansion. This expansion assumes a small Knudsen number, and as…
We study analytically the emergence of spontaneous collective motion within large bidimensional groups of self-propelled particles with noisy local interactions, a schematic model for assemblies of biological organisms. As a central result,…
The quantum jump approach, where pairs of state vectors follow Stochastic Schroedinger Equation (SSE) in order to treat the exact quantum dynamics of two interacting systems, is first described. In this work the non-uniqueness of such…
The power conversion process of a wind turbine can be characterized by a stochastic differential equation (SDE) of the power output conditioned to certain fixed wind speeds. An analogous approach can also be applied to the mechanical loads…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…
The SYK model has played an important role in recent developments in many-body quantum chaos. We study a spatially local generalisation of it: the SYK lattice. Starting from the nonlinear action of pseudo-Goldstone bosons that dominate its…
This work focuses on the quantitative contraction rates for McKean-Vlasov stochastic differential equations (SDEs) with multiplicative noise. Under suitable conditions on the coefficients of the SDE, this paper derives explicit quantitative…
Using methods of kinetic theory and liquid state theory we propose a description of the non-equilibrium behavior of molecular fluids which takes into account their microscopic structure and thermodynamic properties. The present work…
In this article we discuss several aspects of the stochastic dynamics of spin models. The paper has two independent parts. Firstly, we explore a few properties of the multi-point correlations and responses of generic systems evolving in…