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Related papers: Fluctuations for non-Hermitian dynamics

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We consider stability in a class of random non-linear dynamical systems characterised by a relaxation rate together with a Gaussian random vector field which is white-in-time and spatial homogeneous and isotropic. We will show that in the…

Mathematical Physics · Physics 2017-10-25 J. R. Ipsen

We revisit the problem of the overdamped (large friction) limit of the Brownian dynamics in an inhomogeneous medium characterized by a position-dependent friction coefficient and a multiplicative noise (local temperature) in one space…

Statistical Mechanics · Physics 2015-06-24 Xavier Durang , Chulan Kwon , Hyunggyu Park

We consider non-equilibrium evolution of non-Gaussian fluctuations within relativistic hydrodynamics relevant for the QCD critical point search in heavy-ion collision experiments. We rely on the hierarchy of relaxation time scales, which…

High Energy Physics - Theory · Physics 2023-09-27 Xin An , Gokce Basar , Mikhail Stephanov , Ho-Ung Yee

We develop a theoretical description of non-Hermitian time evolution that accounts for the break- down of the adiabatic theorem. We obtain closed-form expressions for the time-dependent state amplitudes, involving the complex eigen-energies…

Quantum Physics · Physics 2018-07-25 Hailong Wang , Li-Jun Lang , Y. D. Chong

We consider fluctuations of the largest eigenvalues of the random matrix model $A+UBU^{*}$ where $A$ and $B$ are $N \times N$ deterministic Hermitian (or symmetric) matrices and $U$ is a Haar-distributed unitary (or orthogonal) matrix. We…

Probability · Mathematics 2023-03-08 Hong Chang Ji , Jaewhi Park

This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…

Probability · Mathematics 2025-11-20 Peter S. Morfe , Felix Otto , Christian Wagner

Given a symmetric matrix $M$ and a vector $\lambda$, we present new bounds on the Frobenius-distance utility of the Gaussian mechanism for approximating $M$ by a matrix whose spectrum is $\lambda$, under $(\varepsilon,\delta)$-differential…

Data Structures and Algorithms · Computer Science 2022-11-14 Oren Mangoubi , Nisheeth K. Vishnoi

We study the Gaussian hermitian random matrix ensemble with an external matrix which has an arbitrary number of eigenvalues with arbitrary multiplicity. We compute the limiting eigenvalues correlations when the size of the matrix goes to…

Mathematical Physics · Physics 2008-03-06 N. Orantin

Inspired by holographic Wilsonian renormalization, we consider coarse graining a quantum system divided between short distance and long distance degrees of freedom, coupled via the Hamiltonian. Observations using purely long distance…

High Energy Physics - Theory · Physics 2018-08-01 Cesar Agon , Vijay Balasubramanian , Skyler Kasko , Albion Lawrence

In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…

Quantum Physics · Physics 2020-05-26 Julio A. López-Saldívar , Margarita A. Man'ko , Vladimir I. Man'ko

We study the Brownian dynamics and linear response of a particle with inertia moving in a 2-dimensional helical landscape imprinted on a cylindrical surface. In the harmonic well approximation, the deterministic motion separates into free…

Statistical Mechanics · Physics 2026-05-25 Debankur Bhattacharyya , Abraham Nitzan

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

The motion of a colloidal probe in a complex fluid, such as a micellar solution, is usually described by the generalized Langevin equation, which is linear. However, recent numerical simulations and experiments have shown that this linear…

Statistical Mechanics · Physics 2023-10-26 Vincent Démery , Andrea Gambassi

We describe and analyze a class of positive recurrent reflected Brownian motions (RBMs) in $\mathbb{R}^d_+$ for which local statistics converge to equilibrium at a rate independent of the dimension $d$. Under suitable assumptions on the…

Probability · Mathematics 2022-03-23 Sayan Banerjee , Brendan Brown

Embedding non-Markovian open quantum dynamics into an enlarged Markovian space offers a powerful route to nonperturbative simulations, where the dynamics of the extended space can be governed by multiple distinct Markovian equations. We…

Quantum Physics · Physics 2026-02-26 Meng Xu , J. T. Stockburger , J. Ankerhold

We prove the homogenization of a class of one-dimensional viscous Hamilton-Jacobi equations with random Hamiltonians that are nonconvex in the gradient variable. Due to the special form of the Hamiltonians, the solutions of these PDEs with…

Analysis of PDEs · Mathematics 2022-04-20 Elena Kosygina , Atilla Yilmaz , Ofer Zeitouni

We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

We study the dynamics of a transmon qubit that is capacitively coupled to an open multimode superconducting resonator. Our effective equations are derived by eliminating resonator degrees of freedom while encoding their effect in the…

Quantum Physics · Physics 2017-05-02 Moein Malekakhlagh , Alexandru Petrescu , Hakan E. Türeci

We extend recent results on the asymptotic eigenvalue distribution of the SYK model to the multivariate case and relate the limit of a dynamical version of the SYK model with the q-Brownian motion, a non-commutative deformation of classical…

Operator Algebras · Mathematics 2020-09-09 Miguel Pluma , Roland Speicher

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

Statistical Mechanics · Physics 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi