English
Related papers

Related papers: Stochastic heat equations on moving domains

200 papers

We study the full Navier--Stokes--Fourier system governing the motion of a general viscous, heat-conducting, and compressible fluid subject to stochastic perturbation. The system is supplemented with non-homogeneous Neumann boundary…

Analysis of PDEs · Mathematics 2021-02-09 Dominic Breit , Eduard Feireisl , Martina Hofmanová

We consider a stochastic heat equation driven by a space-time white noise and with a singular drift, where a local-time in space appears. The process we study has an explicit invariant measure of Gibbs type, with a non-convex potential. We…

Probability · Mathematics 2011-10-24 Said Karim Bounebache , Lorenzo Zambotti

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

We present a family of integral equation-based solvers for the linear or semilinear heat equation in complicated moving (or stationary) geometries. This approach has significant advantages over more standard finite element or finite…

Numerical Analysis · Mathematics 2022-12-06 Jun Wang , Leslie Greengard , Shidong Jiang , Shravan Veerapaneni

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

We study long-term behavior and stationary distributions for stochastic heat equations forced simultaneously by a multiplicative noise and an independent additive noise with the same distribution. We prove that nontrivial space-time…

Probability · Mathematics 2025-04-24 Alexander Dunlap , Chiranjib Mukherjee

In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…

Statistical Mechanics · Physics 2023-02-28 Pedro V. Paraguassú , Rui Aquino , Welles A. M. Morgado

Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…

Probability · Mathematics 2021-01-05 Rémi Catellier , Fabian A. Harang

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…

Mathematical Physics · Physics 2025-08-14 Giorgio Picci

Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

Statistical Mechanics · Physics 2012-08-02 Robert Biele , Roberto D'Agosta

Several types of stochastic equations are important in thermodynamics, chemistry, evolutionary biology, population dynamics and quantitative social science. For systems with pair interactions four different types of equations are derived,…

Statistical Mechanics · Physics 2009-10-31 Dirk Helbing

We consider the solution to a stochastic heat equation. This solution is a random function of time and space. For a fixed point in space, the resulting random function of time, $F(t)$, has a nontrivial quartic variation. This process,…

Probability · Mathematics 2009-09-29 Jason Swanson

Stochastic heating is a well-known mechanism through which magnetized particles may be energized by low-frequency electromagnetic waves. In its simplest version, under spatially homogeneous conditions, it is known to be operative only above…

Plasma Physics · Physics 2023-06-07 F. Sattin , D. F. Escande

A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is…

Probability · Mathematics 2012-08-03 Vadym Radchenko , Martina Zähle

The heat conduction behavior of one dimensional momentum conserving lattice systems with asymmetric interparticle interactions is numerically investigated. It is found that with certain degree of interaction asymmetry, the heat conductivity…

Statistical Mechanics · Physics 2015-05-28 Yi Zhong , Yong Zhang , Jiao Wang , Hong Zhao

In stochastic thermodynamics standard concepts from macroscopic thermodynamics, such as heat, work, and entropy production, are generalized to small fluctuating systems by defining them on a trajectory-wise level. In Langevin systems with…

Statistical Mechanics · Physics 2019-09-04 Stefano Bo , Soon Hoe Lim , Ralf Eichhorn

We study the solutions of the stochastic heat equation with multiplicative space-time white noise. We prove a comparison theorem between the solutions of stochastic heat equations with the same noise coefficient which is H\"{o}lder…

Probability · Mathematics 2017-06-14 Leonid Mytnik , Eyal Neuman

We study anomalous transport in a one-dimensional system with two conserved quantities in presence of thermal baths. In this system we derive exact expressions of the temperature profile and the two point correlations in steady state as…

Statistical Mechanics · Physics 2018-10-10 Priyanka , Aritra Kundu , Abhishek Dhar , Anupam Kundu

Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…

Quantum Physics · Physics 2009-10-31 Alberto Barchielli , Giancarlo Lupieri