Related papers: A central limit theorem for nonlinear conservative…
In this paper, we study the asymptotic behavior of a fully-coupled slow-fast McKean-Vlasov stochastic system. Using the non-linear Poisson equation on Wasserstein space, we first establish the strong convergence in the averaging principle…
The goal of these lecture notes is to present recent results regarding the large-scale behaviour of critical and super-critical non-linear stochastic PDEs, that fall outside the realm of the theory of Regularity Structures. These include…
Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…
We argue that an ensemble of backgrounds best understands hydrodynamic dispersion relations in a medium with few degrees of freedom and is therefore subject to strong thermal fluctuations. In the linearized regime, dispersion relations…
We demonstrate that fluid mechanical systems arising from large fluctuations of one-dimensional statistical processes generically exhibit solitons and nonlinear waves. We derive the explicit form of these solutions and examine their…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
We study the scattering behavior of global solutions to stochastic nonlinear Schr\"odinger equations with linear multiplicative noise. In the case where the quadratic variation of the noise is globally finite and the nonlinearity is…
The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…
A discrete quantum process is represented by a sequence of quantum operations, which are completely positive maps that are not necessarily trace preserving. We consider quantum processes that are obtained by repeated iterations of a quantum…
We show that for stochastic dynamical systems out of equilibrium the violation of the fluctuation-dissipation equality is bounded by a function of the entropy production. The result applies to a much wider situation than `near equilibrium',…
We prove the Central Limit Theorem for the Euler-Poincar\'e characteristic of Berry's random wave model in a growing domain. We also show Gaussian fluctuations for a class of Berry's mixture models that correspond to a perturbation of the…
A linearized Vlasov-Poisson system of equations is transformed into a Schr\"{o}dinger equation, which is used to demonstrate that the fluctuation theorem holds for the relative stochastic entropy, defined in terms of the probability density…
In this paper, we are interested in the analytical study of a nonlinear Stochastic Partial Differential Equation (SPDE) arising as a model of phytoplankton aggregation. This SPDE consists in a diffusion equation with a chemotaxis term…
In the limit of a nonlinear diffusion model involving the fractional Laplacian we get a "mean field" equation arising in superconductivity and superfluidity. For this equation, we obtain uniqueness, universal bounds and regularity results.…
The propagation of chaos and associated law of large numbers for mean-field interacting age-dependent Hawkes processes (when the number of processes n goes to +$\infty$) being granted by the study performed in (Chevallier, 2015), the aim of…
We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…
In this paper, we study dimension reduction techniques for large-scale controlled stochastic differential equations (SDEs). The drift of the considered SDEs contains a polynomial term satisfying a one-sided growth condition. Such…
Dynamical systems with $\epsilon$ small random perturbations appear in both continuous mechanical motions and discrete stochastic chemical kinetics. The present work provides a detailed analysis of the central limit theorem (CLT), with a…
The fluctuations of macroscopic observables in quantum systems which are in a nonequilibrium steady state are studied rigorously in the thermodynamic limit. In particular, the nonequilibrium steady state (NESS) of a quantum spin system that…
The fluctuation theorem of Gallavotti and Cohen holds for finite systems undergoing Langevin dynamics. In such a context all non-trivial ergodic theory issues are by-passed, and the theorem takes a particularly simple form. As a particular…