Related papers: Damping-Diffusion-Noise Interactions in the Stocha…
The relativistic theory of hydrodynamic fluctuations, or noise, is derived and applied to high energy heavy ion collisions. These fluctuations are inherent in any space-time varying system and are in addition to initial state fluctuations.…
We consider an electrodiffusion model that describes the intricate interplay of multiple ionic species with a two-dimensional, incompressible, viscous fluid subjected to stochastic additive noise. This system involves nonlocal nonlinear…
We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…
We study the homogenization of nonlinear, first-order equations with highly oscillatory mixing spatio-temporal dependence. It is shown in a variety of settings that the homogenized equations are stochastic Hamilton-Jacobi equations with…
We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…
In this work we investigate the dynamical properties of a mixture of mutually interacting spherical molecules of different masses and sizes. From an analysis of the microscopic laws governing the motion of the molecules we derive a set of…
Quantum systems that interact non-locally with an environment are paradigms for exploring collective phenomena. They naturally emerge in various physical contexts involving long-range, many-body interactions. We consider a general class of…
Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…
By means of a scaling ansatz, we investigate an approximated solution of the Boltzmann-Vlasov equation for a classical gas. Within this framework, we derive the frequencies and the damping of the collective oscillations of a harmonically…
We study the effects of time-varying environmental noise on nonequilibrium phase transitions in spreading and growth processes. Using the examples of the logistic evolution equation as well as the contact process, we show that such temporal…
It is shown that stochastic processes of diffusion type possess, in all generality, a structure of uncertainty relations and of coherent and squeezed states. This fact is used to obtain, via Nelson stochastic formulation of quantum…
We study the asymptotics of Allen-Cahn-type bistable reaction-diffusion equations which are additively perturbed by a stochastic forcing (time white noise). The conclusion is that the long time, large space behavior of the solutions is…
We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
Jamming is a phenomenon shared by a wide variety of systems, such as granular materials, foams, and glasses in their high density regime. This has motivated the development of a theoretical framework capable of explaining many of their…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
Spatially localized structures are key components of turbulence and other spatio-temporally chaotic systems. From a dynamical systems viewpoint, it is desirable to obtain corresponding exact solutions, though their existence is not…
We report relationships between the effects of noise and applied constant currents on the behavior of a system of excitable elements. The analytical approach based on the nonlinear Fokker-Planck equation of a mean-field model allows us to…
We provide the necessary framework for carrying out stochastic positive-P and gauge-P simulations of bosonic systems with long range interactions. In these approaches, the quantum evolution is sampled by trajectories in phase space,…
We study the dynamics of quantum systems under classical and quantum noise, focusing on decoherence in qubit systems. Classical noise is described by a random process leading to a stochastic temporal evolution of a closed quantum system,…