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We investigate the properties of a Kolmogorov equation governing the time evolution of the probability distribution defined in phase space. Energy is strictly conserved along a trajectory in phase space, meaning the equation is appropriate…

Statistical Mechanics · Physics 2026-02-03 Mário J. de Oliveira

Stochastic Loewner evolution (SLE) is a differential equation driven by a one-dimensional Brownian motion (BM), whose solution gives a stochastic process of conformal transformation on the upper half complex-plane $\H$. As an evolutionary…

Statistical Mechanics · Physics 2015-03-13 Fumihito Sato , Makoto Katori

This paper investigates a class of controlled stochastic partial differential equations (SPDEs) arising in the modeling of composite materials with spatially varying properties. The state equation describes the evolution of a material…

Optimization and Control · Mathematics 2025-02-24 Nacira Agram , Isabelle Turpin , Eya Zougar

Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are $q$-exponentials of an appropriate potential function, are…

Statistical Mechanics · Physics 2016-12-07 R. S. Wedemann , A. R. Plastino , C. Tsallis

In this paper we formulate a geometric theory of the mechanics of growing solids. Bulk growth is modeled by a material manifold with an evolving metric. Time dependence of metric represents the evolution of the stress-free (natural)…

Differential Geometry · Mathematics 2015-05-14 Arash Yavari

We statistically examine long time sequences of Brownian motion for a nonequilibrium version of the Rayleigh piston model and confirm that the third cumulant of a long-time displacement for the nonequilibrium Brownian motion linearly…

Statistical Mechanics · Physics 2020-01-29 Atsumasa Seya , Tatsuya Aoyagi , Masato Itami , Yohei Nakayama , Naoko Nakagawa

Localized dissipative structures (LDS) have been predicted to display a rich array of instabilities, yet systematic experimental studies have remained scarce. We have used a synchronously-driven optical fiber ring resonator to…

In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T],…

Probability · Mathematics 2009-09-14 Mark Veraar

A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…

Statistical Mechanics · Physics 2020-06-24 Pierre Gaspard

We study charge transport and fluctuations of the (3+1)-dimensional massive free Dirac theory. In particular, we focus on the steady state that emerges following a local quench whereby two independently thermalized halves of the system are…

Statistical Mechanics · Physics 2018-11-14 Takato Yoshimura

The paper is concerned with the development of Lyapunov methods for the analysis of equilibrium stability in a dynamical system on the space of probability measures driven by a non-local continuity equation. We derive sufficient conditions…

Analysis of PDEs · Mathematics 2024-10-14 Yurii Aveboukh , Aleksei Volkov

We propose a novel stochastic method to generate Brownian paths conditioned to start at an initial point and end at a given final point during a fixed time $t_{f}$ under a given potential $U(x)$. These paths are sampled with a probability…

Statistical Mechanics · Physics 2016-11-24 Marc Delarue , Patrice Koehl , Henri Orland

We investigate the asymptotic behaviour of a reduced {\alpha}{\Omega}-dynamo model of magnetic field generation in spiral galaxies where fluctuation in the {\alpha}-effect results in a system with state-dependent stochastic perturbations.…

Dynamical Systems · Mathematics 2016-06-15 Cónall Kelly

We first study the discrete Schr\"odinger equations with analytic potentials given by a class of transformations. It is shown that if the coupling number is large, then its logarithm equals approximately to the Lyapunov exponents. When the…

Dynamical Systems · Mathematics 2018-05-02 Kai Tao

It is shown that the emergence of obstacles to asymptotic integrability in the analysis of perturbed evolution equations may, often, be a consequence of the manner, in which the freedom in the ex-pansion is exploited in the derivation of…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Yair Zarmi

Evolution of the single-mode ablative Rayleigh-Taylor instability in the presence of preheating is investigated numerically. It is found that the instability evolution depends strongly on the preheating length $L$ in front of the…

Plasma Physics · Physics 2011-04-27 W. H. Ye , X. T. He , W. Y. Zhang , M. Y. Yu

We study the long-time behavior of the $\kappa$-Markov local-field equation ($\kappa$-MLFE), which is a conditional McKean-Vlasov equation associated with interacting diffusions on the $\kappa$-regular tree. Under suitable assumptions on…

Probability · Mathematics 2025-01-03 Kevin Hu , Kavita Ramanan

Following the reasoning of Claudson and Halpern, it is shown that "fifth-time" stabilized quantum gravity is equivalent to Langevin evolution (i.e. stochastic quantization) between fixed non-singular, but otherwise arbitrary, initial and…

High Energy Physics - Theory · Physics 2009-10-22 J. Greensite

The linear perturbation equation of the tearing instability derived in LSC theory (Loureiro, Schekochihin, and Cowley, PoP2007) is numerically examined as an initial value problem, where the inner and outer regions are seamlessly solved…

Plasma Physics · Physics 2022-09-02 Tohru Shimizu , Koji Kondoh

We study optimal stochastic control problem for non-Markovian stochastic differential equations (SDEs) where the drift, diffusion coefficients, and gain functionals are path-dependent, and importantly we do not make any ellipticity…

Probability · Mathematics 2013-11-04 Marco Fuhrman , Huyên Pham
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