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In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterised by a rate of events, \lambda (t), and a magnitude, \Phi, following an…

Statistical Mechanics · Physics 2015-03-19 Welles A. M. Morgado , Silvio M. Duarte Queiros , Diogo O. Soares-Pinto

The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…

Chaotic Dynamics · Physics 2007-05-23 V. V. Zverev

We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…

Statistical Mechanics · Physics 2024-08-05 Naftali R. Smith

We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

We study the stationary nonequilibrium states of N point particles moving under the influence of an electric field E among fixed obstacles (discs) in a two dimensional torus. The total kinetic energy of the system is kept constant through a…

Chaotic Dynamics · Physics 2007-05-23 F. Bonetto , D. Daems , J. L. Lebowitz , V. Ricci

We consider passive Brownian particles trapped in an "imperfect" harmonic trap. The trap is imperfect because it is randomly turned off and on, and as a result, particles fail to equilibrate. Another way to think about this is to say that a…

Statistical Mechanics · Physics 2024-10-10 Derek Frydel

We analyze the stochastic thermodynamics of systems with continuous space of states. The evolution equation, the rate of entropy production, and other results are obtained by a continuous time limit of a discrete time formulation. We point…

Statistical Mechanics · Physics 2020-08-27 Mário J. de Oliveira

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

The driven, dissipative Bose-Hubbard model (BHM) provides a generic description of collective phases of interacting photons in cavity arrays. In the limit of strong optical nonlinearities (hard-core limit), the BHM maps on the dissipative,…

Quantum Gases · Physics 2019-05-22 Matteo Biondi , Saskia Lienhard , Gianni Blatter , Sebastian Schmidt

Non-equilibrium random fluctuations of non-thermal nature are a salient feature of active matter. In this work, we consider the collective excitations of active systems at high density, focusing on a one-dimensional chain of elastically…

Soft Condensed Matter · Physics 2024-01-17 Umberto Marini Bettolo Marconi , Hartmut Löwen , Lorenzo Caprini

The theory of the effect of external fluctuation force on the stability and spatial distribution of mutually interacting and slowly evaporating charged drops, levitated in an electrodynamic balance, is presented using classical…

Fluid Dynamics · Physics 2020-07-07 Mohit Singh , Y. S. Mayya , Rochish Thaokar

Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…

Condensed Matter · Physics 2007-05-23 Miguel A. Munoz

We study the solution to a nonlinear stochastic heat equation in $d\geq 3$. The equation is driven by a Gaussian multiplicative noise that is white in time and smooth in space. For a small coupling constant, we prove (i) the solution…

Probability · Mathematics 2020-08-24 Yu Gu , Jiawei Li

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

Mathematical Physics · Physics 2015-12-11 Jeffrey Schenker

Jamming is a geometric phase transition occurring in dense particle systems in the absence of temperature. We use computer simulations to analyse the effect of thermal fluctuations on several signatures of the transition. We show that…

Statistical Mechanics · Physics 2015-07-16 Atsushi Ikeda , Ludovic Berthier

Constructing a thermodynamic framework for nonequilibrium systems remains a major challenge, as quantities such as temperature and free energy often become ambiguous when inferred solely from steady-state properties. Here we take a…

Particle fluctuations in mesoscopic Bose systems of arbitrary spatial dimensionality are considered. Both ideal Bose gases and interacting Bose systems are studied in the regions above the Bose-Einstein condensation temperature $T_c$ as…

Quantum Gases · Physics 2019-05-14 V. I. Yukalov

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…

Statistical Mechanics · Physics 2017-09-13 Yeontaek Choi , Young-Sam Kwon , Sanggyu Jo , Sergey Nazarenko

This paper investigates the well-posedness and small-noise asymptotics of a class of stochastic partial differential equations defined on a bounded domain of $\mathbb{R}^d$, where the diffusion coefficient depends nonlinearly and…

Probability · Mathematics 2025-06-23 Sandra Cerrai , Giuseppina Guatteri , Gianmario Tessitore