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In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…

Probability · Mathematics 2016-03-31 Raluca M. Balan , Daniel Conus

In the spirit of recent works on topological chaos generated by sequential rotation of infinitely thin stirrers placed in a viscous liquid, we consider the statistical properties of braiding exponent which quantitatively characterizes the…

Statistical Mechanics · Physics 2010-02-10 M. Beltran del Rio , S. Nechaev , M. Taran

We study two initial value problems of the linear diffusion equation and a nonlinear diffusion equation, when Cauchy data are bounded and oscillate mildly. The latter nonlinear heat equation is the equation of the curvature flow, when the…

Analysis of PDEs · Mathematics 2012-03-21 Hiroki Yagisita

Analyzing in detail the first corrections to the scaling hypothesis, we develop accelerated methods for the determination of critical points from finite size data. The output of these procedures are sequences of pseudo-critical points which…

Statistical Mechanics · Physics 2015-04-23 M. Roncaglia , L. Campos Venuti , C. Degli Esposti Boschi

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

In this work, we study the stochastic thermodynamics of micro-magnetic systems. We first formulate the stochastic dynamics of micro-magnetic systems by incorporating noises into Landau-Lifshitz (LL) equation, which describes the…

Statistical Mechanics · Physics 2024-08-06 Mingnan Ding , Jun Wu , Xiangjun Xing

We calculate reduced moments $\overline \xi_q$ of the matter density fluctuations, up to order $q=5$, from counts in cells produced by Particle--Mesh numerical simulations with scale--free Gaussian initial conditions. We use power--law…

Astrophysics · Physics 2009-10-22 F. Lucchin , S. Matarrese , A. L. Melott , L. Moscardini

We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…

Analysis of PDEs · Mathematics 2013-09-10 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We review our joint work on the scaling limits of disordered systems, linking the notion of disorder relevance/irrelevance to that of sub/super-criticality of singular SPDEs. This line of research culminated in the construction of the…

Probability · Mathematics 2026-01-27 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

We study m-corotational solutions to the Harmonic Map Heat Flow from $\mathbb{R}^2$ to $\mathbb{S}^2$. We first consider maps of zero topological degree, with initial energy below the threshold given by twice the energy of the harmonic map…

Analysis of PDEs · Mathematics 2017-11-20 Stephen Gustafson , Dimitrios Roxanas

A method to bound the maximum energy perturbation for which regional stability of transitional fluid flow models can be guaranteed is introduced. The proposed method exploits the fact that the fluid model's nonlinearities are both lossless…

Fluid Dynamics · Physics 2021-10-19 Leonardo F. Toso , Ross Drummond , Stephen R. Duncan

Conservation laws in the form of elliptic and parabolic partial differential equations (PDEs) are fundamental to the modeling of many problems such as heat transfer and flow in porous media. Many of such PDEs are stochastic due to the…

Computational Physics · Physics 2018-11-19 Amir H. Delgoshaie , Peter W. Glynn , Patrick Jenny , Hamdi A. Tchelepi

A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…

Numerical Analysis · Mathematics 2021-07-02 Lukas Brencher , Andrea Barth

Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

Probability · Mathematics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen

We introduce a low Mach number model for moist atmospheric flows that accurately incorporates reversible moist processes in flows whose features of interest occur on advective rather than acoustic time scales. Total water is used as a…

Atmospheric and Oceanic Physics · Physics 2015-05-08 Max Duarte , Ann Almgren , John Bell

We consider the focusing modified Zakharov-Kuznetsov (mZK) equation in two space dimensions. We prove that solutions which blow up in finite time in the $H^1(\R^{2})$ norm have the property that they concentrate a non-trivial portion of…

Analysis of PDEs · Mathematics 2020-08-03 Debdeep Bhattacharya

The critical $2d$ Stochastic Heat Flow (SHF) is a stochastic process of random measures on ${\mathbb R}^2$, recently constructed in [CSZ23]. We show that this process falls outside the class of Gaussian Multiplicative Chaos (GMC), in the…

Probability · Mathematics 2023-11-17 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…

Optimization and Control · Mathematics 2018-02-02 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh

We use moment techniques to construct a converging hierarchy of optimization problems to lower bound the ground state energy of interacting particle systems. We approximate (from below) the infinite dimensional optimization problems in this…

Optimization and Control · Mathematics 2019-11-12 David de Laat

We present simulations of stochastic fluid dynamics in the vicinity of a critical endpoint belonging to the universality class of the Ising model. This study is motivated by the challenge of modeling the dynamics of critical fluctuations…

Nuclear Theory · Physics 2024-07-23 Chandrodoy Chattopadhyay , Josh Ott , Thomas Schaefer , Vladimir V. Skokov
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