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We study invariant random fields of nonlinear multiplicative stochastic heat equations in the weak disorder regime. Under a natural second-moment condition, we show that positive invariant fields are in one-to-one correspondence with…
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…
We investigate the out-of-equilibrium dynamics of a relativistic $Z_2$-symmetric scalar field theory with Langevin dynamics in two and three spatial dimensions under linear driving across magnetic first-order phase transitions, close to and…
We give a low temperature formula for the stationary occupations in Markovian systems away from detailed balance. Two applications are discussed, one to determine the direction of the ratchet current and one on population inversion. Both…
We revisit the modeling framework introduced in [N. Loy and L. Preziosi: Bull. Math. Bio., 85, 2023] to describe the dynamics of cell orientation under cyclic stretch. We propose a reformulation based on the principles of Stochastic…
We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
Self-oscillation is a phenomenon studied across many scientific disciplines, including the engineering of efficient heat engines and electric generators. We investigate the single electron shuttle, a model nano-scale system that exhibits a…
The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…
The conditions that allow us to consider the vacuum expectation value of the energy-momentum tensor as a statistical average, at some particular temperature, are given. When the mean value of created particles is stationary, a planckian…
We study dynamical aspects of three--dimensional gonihedric spins by using Monte--Carlo methods. The interest of this family of models (parametrized by one self-avoidance parameter $\kappa$) lies in their capability to show remarkably slow…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
Rayleigh-B\'enard convection in the turbulent regime is studied using statistical methods. Exact evolution equations for the probability density function of temperature and velocity are derived from first principles within the framework of…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…
We investigate the critical properties of the phase transition towards complex tensor order that has been proposed to occur in spin-orbit coupled superconductors. For this purpose we formulate the bosonic field theory for fluctuations of…
The order parameters for the phenomenological description of the smectic-{\it A} to smectic-{\it C} phase transition are formulated on the basis of molecular symmetry and structure. It is shown that, unless the long molecular axis is an…
The cloud of cold atoms obtained from a magneto-optical trap is known to exhibit two types of instabilities in the regime of high atomic densities: stochastic instabilities and deterministic instabilities. In the present paper, the…