Related papers: Stochastic Processes in Mesoscale Physics and the …
Stochastic thermodynamics is the field of study relating fluctuations in stochastic systems to thermodynamic quantities. The total entropy production (EP), is central to the thermodynamic classification of systems. Non-equilibrium systems…
Time-irreversible stochastic processes are frequently used in natural sciences to explain non-equilibrium phenomena and to design efficient stochastic algorithms. Our main goal in this thesis is to analyse their dynamics by means of large…
We present a first-principles thermodynamic approach to provide an alternative to the Langevin equation by identifying the deterministic (no stochastic component) microforce F_{k,BP} acting on a nonequilibrium Brownian particle (BP) in its…
We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…
We apply the open systems concept and the influence functional formalism introduced in Paper I to establish a stochastic theory of relativistic moving spinless particles in a quantum scalar field. The stochastic regime resting between the…
We numerically investigate stochastic dynamics in cosmology by solving Langevin equations for Infrared (IR) modes with stochastic noises generated by Ultraviolet (UV) modes at the coarse-graining scale. By construction, the stochastic…
We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…
Stochastic processes with temporal delay play an important role in science and engineering whenever finite speeds of signal transmission and processing occur. However, an exact mathematical analysis of their dynamics and thermodynamics is…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
Stochastic particle acceleration in turbulent plasmas plays a key role in shaping high-energy emission from relativistic outflows, such as those in Active Galactic Nuclei (AGN) and microquasars. While traditional Fermi-II models provide a…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…
This paper explores stochastic modeling approaches to elucidate the intricate dynamics of stock prices and volatility in financial markets. Beginning with an overview of Brownian motion and its historical significance in finance, we delve…
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…
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) or multifractional Brownian motion (mBm), has raised strong interest in recent years, motivated in particular by applications in finance,…
Within the Wilson RG of 'incomplete integration' as a function of the effective RG-time $t$, the non-linear differential RG-flow for the energy $E_t[\phi(.)]$ translates for the probability distribution $P_t[\phi(.)] \sim e^{- E_t[\phi(.)]}…
We study the ultra slow roll model in the context of stochastic inflation. Using stochastic $\delta N$ formalism, we calculate the mean number of $e$-folds, the power spectrum, the bispectrum and the stochastic corrections into these…
First passage time plays a fundamental role in dynamical characterization of stochastic processes. Crucially, our current understanding on the problem is almost entirely relies on the theoretical formulations, which assume the processes…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
In this report we introduce the basic techniques (of the Closed Time Path - Coarse Grained Effective Action CTP-CGEA) and ideas (scaling, coarse-graining and backreaction) behind the treatment of quantum processes in dynamical background…
A jumping process, defined in terms of jump size distribution and waiting time distribution, is presented. The jumping rate depends on the process value. The process, which is Markovian and stationary, relaxes to an equilibrium and is…