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We consider the stochastic heat equation on $\mathbb R^d$ with multiplicative space-time white noise noise smoothed in space. For $d\geq 3$ and small noise intensity, the solution is known to converge to a strictly positive random variable…

Probability · Mathematics 2019-05-16 Francis Comets , Clément Cosco , Chiranjib Mukherjee

The recently discovered topological fluctuation state provides a fascinating new perspective on the ultrafast emergence of topology in condensed matter systems. However, rather little is known about the physics of this state and the origin…

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

The configurational de-correlation in an aging system is attributed to irreversible intermittent rearrangements, which are described as a Poisson process with average $\propto \ln(1 + t/t_w)$, where $t$ is the observation time and $t_w$ is…

Soft Condensed Matter · Physics 2007-05-23 Paolo Sibani

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

Qubit noise and fluctuations of the noise over time are key factors limiting the performance of quantum computers. Characterising them with high temporal resolution is challenging due to multiple overlapping stochastic processes such as…

We consider a semilinear parabolic partial differential equation in $\mathbf{R}_+\times [0,1]^d$, where $d=1, 2$ or $3$, with a highly oscillating random potential and either homogeneous Dirichlet or Neumann boundary condition. If the…

Probability · Mathematics 2021-05-07 Martin Hairer , Étienne Pardoux

We prove a finite volume lower bound of the order of the squareroot of log N on the delocalization of a disordered continuous spin model (resp. effective interface model) in d = 2 in a box of size N . The interaction is assumed to be…

Probability · Mathematics 2007-05-23 C. Kuelske , E. Orlandi

We employ the macroscopic fluctuation theory to study fluctuations of integrated current in one-dimensional lattice gases with a step-like initial density profile. We analytically determine the variance of the current fluctuations for a…

Statistical Mechanics · Physics 2015-06-05 P. L. Krapivsky , Baruch Meerson

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

We derive the non-equilibrium fluctuations of one-dimensional symmetric simple exclusion processes in contact with slowed stochastic reservoirs which are regulated by a factor $n^{-\theta}$. Depending on the range of $\theta$ we obtain…

Probability · Mathematics 2018-10-12 Patrícia Gonçalves , Milton Jara , Otávio Menezes , Adriana Neumann

Optical beams propagating through atmospheric turbulence undergo spatiotemporal intensity fluctuations that deviate significantly from an ideal Gaussian profile. In this work, we present a unified theoretical and experimental framework for…

Optics · Physics 2026-03-10 Shouvik Sadhukhan , C. S. Narayanamurthy

As CMOS technology scales down, thermal fluctuations increasingly impact circuit behavior, posing challenges to conventional circuit design. However, the inherent stochasticity introduced by thermal noise is now being explored as a…

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

We examine the general question of statistical changes experienced by ensembles of nonlinear random waves propagating in systems ruled by integrable equations. In our study that enters within the framework of integrable turbulence, we…

Optics · Physics 2016-08-24 S. Randoux , P. Walczak , M. Onorato , P. Suret

We consider uniformly elliptic coefficient fields that are randomly distributed according to a stationary ensemble of a finite range of dependence. We show that the gradient and flux $(\nabla\phi,a(\nabla \phi+e))$ of the corrector $\phi$,…

Analysis of PDEs · Mathematics 2016-05-06 Antoine Gloria , Felix Otto

In first-passage percolation, one assigns i.i.d. nonnegative weights $(t_e)$ to the edges of $\mathbb{Z}^d$ and studies the induced distance (passage time) $T(x,y)$ between vertices $x$ and $y$. It is known that for $d=2$, the fluctuations…

Probability · Mathematics 2022-04-15 Michael Damron , Christian Houdré , Alperen Özdemir

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We consider a random interface model on the discrete torus with $2n$ sites, obtained from the classical corner flip dynamics but with a weak global perturbation, namely an asymmetry of order $n^{-\gamma}$ of the direction of growth that…

Probability · Mathematics 2025-12-10 Patrícia Gonçalves , Martin Hairer , Maria Chiara Ricciuti
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