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It is shown that thermal fluctuations present in a simple non-degenerate relativistic fluid satisfy a wave equation in the Euler regime. The characteristic propagation speeds are calculated and the classical expression for the speed of…
The thesis focuses on processes on symplectic Gelfand-Tsetlin patterns. In chapter 4, a process with dynamics inspired by the Berele correspondence [Ber86] is presented. It is proved that the shape of the pattern is a Doob $h$-transform of…
We add thermal noise consistently to reduced models of undeformable vesicles and capsules in shear flow and derive analytically the corresponding stochastic equations of motion. We calculate the steady-state probability distribution…
The dynamical behavior of a kind of models with hierarchically constrained dynamics is investigated. The models exhibit many properties resembling real structural glasses. In particular, we focus on the study of time-dependent temperature…
We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…
This letter deals with homogenization of a nonlocal model with Levy-type operator of rapidly oscillating coefficients. This nonlocal model describes mean residence time and other escape phenomena for stochastic dynamical systems with…
Focussing on a paradigmatic small system consisting of two coupled damped oscillators, we survey the role of the L\'evy-It\^o nature of the noise in the thermal conductance. For white noises, we prove that the L\'evy-It\^o composition…
The mean first exit time and escape probability are utilized to quantify dynamical behaviors of stochastic differential equations with non-Gaussian alpha-stable type Levy motions. Both deterministic quantities are characterized by…
We prove a functional non-central limit theorem for jump-diffusions with periodic coefficients driven by strictly stable Levy-processes with stability index bigger than one. The limit process turns out to be a strictly stable Levy process…
We demonstrate the application of transition state theory to wave packet dynamics in metastable Schr\"odinger systems which are approached by means of a variational ansatz for the wave function and whose dynamics is described within the…
We study the impact of applying stochastic forcing to the Ghil-Sellers energy balance climate model in the form of a fluctuating solar irradiance. Through numerical simulations, we explore the noise-induced transitions between the competing…
Sensitivity analysis w.r.t. the long-range/memory noise parameter for probability distributions of functionals of solutions to stochastic differential equations is an important stochastic modeling issue in many applications. In this paper…
'Relativistic thermodynamics' should be understood not as a generalization of a non-relativistic theory but as an application of a general thermodynamic framework, neutral as to spacetime setting and allowing arbitrary conserved quantities,…
Standard stochastic Loewner evolution (SLE) is driven by a continuous Brownian motion, which then produces a continuous fractal trace. If jumps are added to the driving function, the trace branches. We consider a generalized SLE driven by a…
This work is devoted to deriving the Onsager--Machlup function for a class of degenerate stochastic dynamical systems with (non-Gaussian) L\'{e}vy noise as well as Brownian noise. This is obtained based on the Girsanov transformation and…
In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…
This is an overview about natural sample spaces for differential equations driven by various noises. Appropriate sample spaces are needed in order to facilitate a random dynamical systems approach for stochastic differential equations. The…
L\'evy processes are widely used in financial mathematics to model return data. Price processes are then defined as a corresponding geometric L\'evy process, implying the fact that returns are independent. In this paper we propose an…
We study the flexibility of the pressure function of a continuous potential (observable) with respect to a parameter regarded as the inverse temperature. The points of non-differentiability of this function are of particular interest in…
We consider a forager diffusing via a fractional heat equation and we introduce several efficiency functionals whose optimality is discussed in relation to the L\'evy exponent of the evolution equation. Several biological scenarios, such as…