Related papers: Enhanced noise sensitivity, 2D directed polymers a…
We develop a dynamical approach to infinite volume directed polymer measures in random environments. We define polymer dynamics in 1+1 dimension as a stochastic gradient flow on polymers pinned at the origin, for energy involving quadratic…
We study the fluctuations of work done and dissipated heat of a Brownian particle in a symmetric double well system. The system is driven by two periodic input signals that rock the potential simultaneously. Confinement in one preferred…
Resonant activation is one of classical effects demonstrating constructive role of noise. In resonant activation cooperative action of barrier modulation process and noise lead to the optimal escape kinetics as measured by the mean first…
We use existing 3D Discrete Element simulations of simple shear flows of spheres to evaluate the radial distribution function at contact that enables kinetic theory to correctly predict the pressure and the shear stress, for different…
Equation-free approaches have been proposed in recent years for the computational study of multiscale phenomena in engineering problems where evolution equations for the coarse-grained, system-level behavior are not explicitly available. In…
We consider a model for a directed polymer in a random environment defined on a hierarchical diamond lattice in which i.i.d. random variables are attached to the lattice bonds. Our focus is on scaling schemes in which a size parameter $n$,…
We consider a particle in the over-damped regime at zero temperature under the influence of a sawtooth potential and of a noisy force, which is correlated in time. A current occurs, even if the mean of the noisy force vanishes. We calculate…
The modeling of intrinsic noise in pulsar timing residual data is of crucial importance for Gravitational Wave (GW) detection and pulsar timing (astro)physics in general. The noise budget in pulsars is a collection of several well studied…
Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.
We propose an efficient sensitivity analysis method for a wide class of colored noise-driven interacting particle systems (IPS). Our method is based on unperturbed simulations and significantly extends the Malliavin weight sampling method…
Noise fundamentally limits the performance and predictive capabilities of classical and quantum dynamical systems by degrading stability and obscuring intrinsic dynamical characteristics. Characterizing such noise accurately is essential…
Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…
This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stochastic partial differential equation valued in the set of…
It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…
Amplification of deterministic disturbances in inertialess shear-driven channel flows of viscoelastic fluids is examined by analyzing the frequency responses from spatio-temporal body forces to the velocity and polymer stress fluctuations.…
Quantum noise in a model of singly resonant frequency doubling including phase mismatch and driving in the harmonic mode is analyzed. The general formulae about the fixed points and their stability as well as the squeezing spectra…
In order to describe the nonisothermal dynamics of two-phase flows or binary mixtures such as colloidal suspensions consisting of colloidal particles and solvent on a microscopic level, we derive a new extended dynamical density functional…
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability…
We continue with the study of the mollified stochastic heat equation in $d\geq 3$ given by $d u_{\epsilon,t}=\frac 12\Delta u_{\epsilon,t}+ \beta \epsilon^{(d-2)/2} \,u_{\epsilon,t} \,d B_{\epsilon,t}$ with spatially smoothened cylindrical…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…