Related papers: Dynamical large deviations for an inhomogeneous wa…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
We revisit the mechanisms underlying the process of spectral broadening of incoherent optical waves propagating in nonlinear media on the basis of nonequilibrium thermodynamic considerations. A simple analysis reveals that a prerequisite…
We consider a lattice gas on the discrete d-dimensional torus $(\mathbb{Z}/N\mathbb{Z})^d$ with a generic translation invariant, finite range interaction satisfying a uniform strong mixing condition. The lattice gas performs a Kawasaki…
Critical analyses of well-known methods of derivation of kinetic and hydrodynamic equations is presented. Another method of derivation of kinetic and hydrodynamic equations from classic mechanics is described. It is shown that equations of…
In recent work [1] we uncovered intriguing connections between Otto's characterisation of diffusion as entropic gradient flow [16] on one hand and large-deviation principles describing the microscopic picture (Brownian motion) on the other.…
This article is the first of two in which we develop a geometric framework for analysing silent and anisotropic big bang singularities. The results of the present article concern the asymptotic behaviour of solutions to linear systems of…
Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…
In this paper, we study large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations. First of all, we establish the large deviation principle for the space-distribution dependent Zakai equation by a…
We study large deviations from the invariant measure for nonlinear Schr\"odinger equations with colored noises on determining modes. The proof is based on a new abstract criterion, inspired by [V. Jak\v{s}i\'{c} et al., Comm. Pure Appl.…
Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…
The impact of a turbulent flow on wind-driven oceanic near-inertial waves is examined using a linearised shallow-water model of the mixed layer. Modelling the flow as a homogeneous and stationary random process with spatial scales…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
We analyze the linear stability of monoclinal traveling waves on a constant incline, which connect uniform flowing regions of differing depths. The classical shallow-water equations are employed, subject to a general resistive drag term.…
Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…
We present theoretical calculations of the ensemble-averaged (a.k.a. effective or coherent) wavefield propagating in a heterogeneous medium considered as one realization of a random process. In the literature, it is usually assumed that…
Starting from the hydrostatic Boussinesq equations, we derive a time-averaged `hydrostatic wave equation' that describes the propagation of inertia-gravity internal waves through quasi-geostrophic flow. The derivation uses a…
Inertia-gravity waves are scattered by background flows as a result of Doppler shift by a non-uniform velocity. In the WKB regime, the scattering process reduces to a diffusion in spectral space. Other inhomogeneities the waves encounter,…
Subdiffusion has been proposed as an explanation of various kinetic phenomena inside living cells. In order to fascilitate large-scale computational studies of subdiffusive chemical processes, we extend a recently suggested mesoscopic model…
We consider a general system of n noninteracting identical particles which evolve under a given dynamical law and whose initial microstates are a priori independent. The time evolution of the n-particle average of a bounded function on the…
Since Berry's pioneering 1984 work, the separation of geometric and dynamic contributions in the {\it phase} of an evolving wave has become fundamental in physics, underpinning diverse phenomena in quantum mechanics, optics, and condensed…