Related papers: Stochastic dynamics and the Polchinski equation: a…
There are three levels of description in classical statistical mechanics, the microscopic/dynamic, the macroscopic/statistical and the thermodynamic. At one end there is a well-used concept of equilibrium in thermodynamics and at the other…
The renormalization group equations for large-scale structure (RG-LSS) describe how the bias and stochastic (noise) parameters -- both of matter and biased tracers such as galaxies -- evolve as a function of the cutoff $\Lambda$ of the…
Several functional renormalisation group (RG) equations including Polchinski flows and Exact RG flows are compared from a conceptual point of view and in given truncations. Similarities and differences are highlighted with special emphasis…
We consider the time evolution of the renormalized Nelson model, which describes $N$ bosons linearly coupled to a quantized scalar field, in the mean-field limit of many particles $N\gg 1$ with coupling constant proportional to $N^{-1/2}$.…
In this work, we investigate a stochastic control framework for global optimization over both Euclidean spaces and the Wasserstein space of probability measures, where the objective function may be non-convex and/or non-differentiable. In…
Using isoperimetry and symmetrization we provide a unified framework to study the classical and logarithmic Sobolev inequalities. In particular, we obtain new Gaussian symmetrization inequalities and connect them with logarithmic Sobolev…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
This paper is the last of the series investigating renormalization group aspects of stochastic random matrices, including a Wigner-like disorder. We consider the equilibrium dynamics formalism that can be merged with the Ward identities…
We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
We consider linear and time-dependent perturbations of periodic transport equations on the two-dimensional torus. For generic perturbations, we prove the existence of a large class of initial data whose Sobolev norms diverge exponentially…
Gaseous flows show a diverse set of behaviors on different characteristic scales. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between the flow-field solutions and the real physics. To study…
This paper is devoted to the fractional generalization of the Fokker-Planck equation associated with a stochastic differential equation in a bounded domain. The driving process of the stochastic differential equation is a L\'evy process…
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…
Let $\M$ be a smooth connected manifold endowed with a smooth measure $\mu$ and a smooth locally subelliptic diffusion operator $L$ which is symmetric with respect to $\mu$. We assume that $L$ satisfies a generalized curvature dimension…
Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…
Selected recent contributions involving fluctuating velocity fields to the rapidly developing domain of stochastic field theory are reviewed. Functional representations for solutions of stochastic differential equations and master equations…
A method is described for calculating corrections to the Boltzmann/Chapman-Enskog analysis of lattice gases due to the buildup of correlations. It is shown that renormalized transport coefficients can be calculated perturbatively by summing…
We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…
We have formulated a kinetic theory for a condensed atomic gas in a trap, i.e., a generalized Gross-Pitaevskii equation, as well as a quantum-Boltzmann equation for the normal and anomalous fluctuations [R. Walser et al., Phys. Rev. A, 59,…