Related papers: Quantitative hydrodynamic limits of the Langevin d…
We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…
We study the Langevin dynamics of flux lines of high--T$_c$ superconductors in the presence of random quenched pinning. The hydrodynamic theory for the densities is derived by starting with the microscopic model for the flux-line liquid.…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
Many analyses based on the time-dependent Ginzburg--Landau model are not consistent with statistical mechanics, because thermal fluctuations are not taken correctly into account. We use the fluctuation-dissipation theorem in order to…
We study a granular gas heated by a stochastic thermostat in the dilute limit. Starting from the kinetic equations governing the evolution of the correlation functions, a Boltzmann-Langevin equation is constructed. The spectrum of the…
Including the effect of thermal fluctuations in traditional computational fluid dynamics requires developing numerical techniques for solving the stochastic partial differential equations of fluctuating hydrodynamics. These Langevin…
We investigate a boundary-driven Ginzburg-Landau dynamics with long-range interactions. In the hydrodynamic limit, the macroscopic evolution is governed by a fractional heat equation with Dirichlet boundary conditions, while the…
We set up the problem of finding the transition state for phase nucleation in multi-component fluid mixtures, within the Landau-Ginzburg density functional. We establish an expression for the coordinate-dependent local pressure that applies…
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…
We introduce a new probabilistic approach to quantify convergence to equilibrium for (kinetic) Langevin processes. In contrast to previous analytic approaches that focus on the associated kinetic Fokker-Planck equation, our approach is…
In a recent paper by Grunewald et.al., a new method to study hydrodynamic limits was developed for reversible dynamics. In this work, we generalize this method to a family of non-reversible dynamics. As an application, we obtain…
A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…
The great challenge with biological membrane systems is the wide range of scales involved, from nanometers and picoseconds for individual lipids, to the micrometers and beyond millisecond for cellular signalling processes. While…
A diffused interface model describing the evolution of two conterminous incompressible fluids in a porous medium is discussed. The system consists of the Cahn-Hilliard equation with Flory-Huggins logarithmic potential, coupled via surface…
The elastic energy of a bending-resistant interface depends both on its geometry and its material composition. We consider such a heterogeneous interface in the plane, modeled by a curve equipped with an additional density function. The…
We study the Langevin dynamics of a ferromagnetic Ginzburg-Landau Hamiltonian with a competing long-range repulsive term in the presence of an external magnetic field. The model is analytically solved within the self consistent Hartree…
We consider a gradient interface model on the lattice with interaction potential which is a non-convex perturbation of a convex potential. We show using a one-step multiple scale analysis the strict convexity of the surface tension at high…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
This article analyzes several different homogenization approaches to the long-term properties of multiphase lattice random walks, recently introduced by Giona and Cocco, and characterized by different values of the hopping times and of the…
Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…