Related papers: Stochastic dynamics and the Polchinski equation: a…
For stochastic approximation algorithms with discontinuous dynamics, it is shown that under suitable distributional assumptions, the interpolated iterates track a Fillipov solution of the limiting differential inclusion. In addition, we…
This third part extends the theory of Generalized Poisson-Kac (GPK) processes to nonlinear stochastic models and to a continuum of states. Nonlinearity is treated in two ways: (i) as a dependence of the parameters (intensity of the…
We consider regularity properties of stochastic kinetic equations with multiplicative noise and drift term which belongs to a space of mixed regularity ($L^p$-regularity in the velocity-variable and Sobolev regularity in the…
In this article, we characterize continuous stationary fields via generalized Langevin dynamics. This gives natural connections between stationary fields, stationary increment fields, self-similar fields, and generalized Langevin dynamics.…
This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
The renormalization group (RG) flow for the two-dimensional sine-Gordon model is determined by means of Polchinski's RG equation at next-to-leading order in the derivative expansion. In this work we have two different goals, (i) to consider…
The continuum $\varphi^4_2$ and $\varphi^4_3$ measures are shown to satisfy a log-Sobolev inequality uniformly in the lattice regularisation under the optimal assumption that their susceptibility is bounded. In particular, this applies to…
We develop a solution theory for singular elliptic stochastic PDEs with fractional Laplacian, additive white noise and cubic non-linearity. The method covers the whole sub-critical regime. It is based on the Wilsonian renormalization group…
A variational treatment of the Gutzwiller - renormalized t-J Hamiltonian combined with the mean-field (MF) approximation is proposed, with a simultaneous inclusion of additional consistency conditions. Those conditions guarantee that the…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
In this paper we consider the classical differential equations of Hodgkin and Huxley and a natural refinement of them to include a layer of stochastic behavior, modeled by a large number of finite-state-space Markov processes coupled to a…
We formulate a generalized self-consistent stochastic quantum kinetic theory for finite-temperature ultracold Bose gases interacting via a generic long-range interaction, applicable to a broad range of systems, by means of Keldysh…
We investigate the dynamics of a lattice soliton on a monatomic chain in the presence of damping and external forces. We consider Stokes and hydrodynamical damping. In the quasi-continuum limit the discrete system leads to a damped and…
We briefly introduce the quantum Jarzynski and Bochkov-Kuzovlev equalities in isolated quantum Hamiltonian systems, which includes the origin of the equalities, their derivations using a quantum Feynman-Kac formula, the quantum Crooks…
This paper provides a practical approach to stochastic Lie systems, i.e. stochastic differential equations whose general solutions can be written as a function depending only on a generic family of particular solutions and some constants…
In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to…
In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…
We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…
The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…