Related papers: Large Deviations Principle for the Fluctuating Bol…
The Boltzmann equation is a nonlinear partial differential equation that plays a central role in statistical mechanics. From the mathematical point of view, the existence of global smooth solutions for arbitrary initial data is an…
The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…
We consider a stochastic Cahn-Hilliard partial differential equation driven by a space-time white noise. We prove the Large Deviations Principle (LDP) for the law of the solutions in the H\"older norm. We use the weak convergence approach…
For a fractional Brownian motion $B^H$ with Hurst parameter $H\in]{1/4},{1/2}[\cup]{1/2},1[$, multiple indefinite integrals on a simplex are constructed and the regularity of their sample paths are studied. Then, it is proved that the…
Multiplicative random processes in (not necessaryly equilibrium or steady state) stochastic systems with many degrees of freedom lead to Boltzmann distributions when the dynamics is expressed in terms of the logarithm of the normalized…
We develop a formalism to discuss the properties of GENERIC systems in terms of corresponding Hamiltonians that appear in the characterization of large-deviation limits. We demonstrate how the GENERIC structure naturally arises from a…
Recent result of the numerical simulation of stochastic motion of conservative mechanical or weakly damped Brownian motion subject to conservative forces reveals that, in the case of Gaussian random forces, the path probability depends…
Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…
In the last decade, minimal kinetic models, and primarily the Lattice Boltmann equation, have met with significant success in the simulation of complex hydrodynamic phenomena, ranging from slow flows in grossly irregular geometries to fully…
The lattice Boltzmann equation can be viewed as a discretization of the continuous Boltzmann equation. Because of this connection it has long been speculated that lattice Boltzmann algorithms might obey an H-theorem. In this letter we prove…
We present a new way of deriving classical mechanics from quantum mechanics. A key feature of the method is its compatibility with the standard approach used to derive transition rates between quantum states due to interactions. We apply…
In this paper, we investigate the stability of Boltzmann equation with large external potential in $\mathbb{T}^3$. For a class of initial data with large oscillations in $L^\infty_{x,v}$ around the local Maxwellian, we prove the existence…
We propose a general formalism, within large deviation theory, giving access to the exact statistics of fluctuations of ballistically transported conserved quantities in homogeneous, stationary states. The formalism is expected to apply to…
Conjecture II.3.6 of Spohn in [Spohn '91] and Lecture 7 of Jensen-Yau in [Jensen-Yau '99] ask for a general derivation of universal fluctuations of hydrodynamic limits in large-scale stochastic interacting particle systems. However, the…
Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…
A large deviation function mathematically characterizes the statistical property of atypical events. Recently, in non-equilibrium statistical mechanics, large deviation functions have been used to describe universal laws such as the…
We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
Boundaries occur naturally in kinetic equations and boundary effects are crucial for dynamics of dilute gases governed by the Boltzmann equation. We develop a mathematical theory to study the time decay and continuity of Boltzmann solutions…
The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…