Related papers: Large Deviations Principle for the Fluctuating Bol…
It is shown how the essentials of quantum theory, i.e., the Schroedinger equation and the Heisenberg uncertainty relations, can be derived from classical physics. Next to the empirically grounded quantisation of energy and momentum, the…
In this paper, we establish a large deviation principle for the conservative stochastic partial differential equations, whose solutions are related to stochastic differential equations with interaction. The weak convergence method and the…
We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…
We analyse the large time behaviour of the rate function that describes the probability of large fluctuations of an underlying microscopic model associated to the homogeneous Boltzmann equation, such as the Kac walk. We consider in…
Intrinsic fluctuations around the solution of the lattice Boltzmann equation are described or modeled by addition of a white Gaussian noise source. For stationary states a fluctuation-dissipation theorem relates the variance of the…
Generalizing the collision term in the relativistic Boltzmann equation to include nonlocal effects, and using Grad's 14-moment approximation for the single-particle distribution function, we derive evolution equations for the relativistic…
We derive multicomponent relativistic second-order dissipative fluid dynamics from the Boltzmann equations for a reactive mixture of $N_{\text{spec}}$ particle species with $N_q$ intrinsic quantum numbers (e.g. electric charge, baryon…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
The large deviation principle on phase space is proved for a class of Markov processes known as random population dynamics with catastrophes. In the paper we study the process which corresponds to the random population dynamics with linear…
The $H$-theorem, originally derived at the level of Boltzmann non-linear kinetic equation for a dilute gas undergoing elastic collisions, strongly constrains the velocity distribution of the gas to evolve irreversibly towards equilibrium.…
The convective Brinkman-Forchheimer (CBF) equations characterize the motion of incompressible fluid flows in a saturated porous medium. The small noise asymptotic for the two-time-scale stochastic convective Brinkman-Forchheimer (SCBF)…
We derive the Helmholtz theorem for Hamiltonian systems defined on time scales in the context of nonshifted calculus of variations which encompass the discrete and continuous case. Precisely, we give a theorem characterizing first order…
In this paper we develop the large deviations principle and a rigorous mathematical framework for asymptotically efficient importance sampling schemes for general, fully dependent systems of stochastic differential equations of slow and…
The Liouville and first Bogoliubov hierarchy equations with derivatives of noninteger order are derived. The fractional Liouville equation is obtained from the conservation of probability to find a system in a fractional volume element.…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
The linearized Boltzmann equation is considered to describe small spatial perturbations of the homogeneous cooling state. The corresponding macroscopic balance equations for the density, temperature, and flow velocity are derived from it as…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
A weak law of large numbers is established for a sequence of systems of N classical point particles with logarithmic pair potential in $\bbR^n$, or $\bbS^n$, $n\in \bbN$, which are distributed according to the configurational microcanonical…
Smoluchowski's equation is a macroscopic description of a many particle system with coagulation and shattering interactions. We give a microscopic model of the system from which we derive this equation rigorously. Provided the existence of…
We consider the dynamic large deviation behaviour of Kac's collisional process for a range of initial conditions including equilibrium. We prove an upper bound with a rate function of the type which has previously been found for kinetic…