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Unlike the classical exponential relaxation law, the widely prevailing universal law with its fractional power-law dependence of susceptibility on frequency cannot be explained in the framework of any intuitively simple physical concept.…

Statistical Mechanics · Physics 2016-08-31 Andrew K. Jonscher , Agnieszka Jurlewicz , Karina Weron

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

In this paper we study stochastic dynamics which leaves quantum gravity equilibrium distribution invariant. We start theoretical study of this dynamics (earlier it was only used for Monte-Carlo simulation). Main new results concern the…

Mathematical Physics · Physics 2015-06-26 V. A. Malyshev

Starting from the microscopic reduced Hartree-Fock equation, we derive the nanoscopic linearized Poisson-Boltzmann equation for the electrostatic potential associated with the electron density.

Mathematical Physics · Physics 2020-12-07 Ilias , Chenn , Israel Michael Sigal

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…

Mathematical Physics · Physics 2019-01-15 Darryl D. Holm

We study the ensemble average of the thermal expectation value of an energy momentum tensor in the presence of a random external metric. In a holographic setup this quantity can be read off of the near boundary behavior of the metric in a…

High Energy Physics - Theory · Physics 2022-01-05 Sebastian Waeber , Amos Yarom

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

In this work, we investigate the inverse problem of recovering a potential coefficient in an elliptic partial differential equation from the observations at deterministic sampling points in the domain subject to random noise. We employ a…

Numerical Analysis · Mathematics 2025-05-30 Bangti Jin , Qimeng Quan , Wenlong Zhang

The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…

Mathematical Physics · Physics 2012-07-12 Yves Elskens

A generalisation of Takens' delay-coordinate embedding theorem to stochastic systems, the Stochastic Embedding Sufficiency Theorem, is an inverse methodology enabling non-parametric recovery of both drift and diffusion fields from scalar…

Statistical Mechanics · Physics 2026-05-12 Carolina Garcia , Lucía Perea Durán , Agnese Venezia , Alex Conradie

We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…

Populations and Evolution · Quantitative Biology 2012-11-05 Alan J. McKane , Tommaso Biancalani , Tim Rogers

In this work, we refine the Bohr model of the hydrogen atom by describing the motion of the electron through a single real-valued stochastic process, effectively realizing Brownian motion under the Born rule. Our approach derives the…

Quantum Physics · Physics 2025-02-25 Vasil Yordanov

We suggest an alternative mathematical model for the electron in which the dynamical variables are a coframe (field of orthonormal bases) and a density. The electron mass and external electromagnetic field are incorporated into our model by…

General Relativity and Quantum Cosmology · Physics 2009-10-03 James Burnett , Olga Chervova , Dmitri Vassiliev

The stochastic thermodynamics provides a framework for the description of systems that are out of thermodynamic equilibrium. It is based on the assumption that the elementary constituents are acted by random forces that generate a…

Statistical Mechanics · Physics 2020-06-26 Mário J. de Oliveira

A stochastic theory of gravity is described in which the metric tensor is a random variable such that the spacetime manifold is a fluctuating physical system at a certain length scale. A general formalism is described for calculating…

General Relativity and Quantum Cosmology · Physics 2008-02-03 J. W. Moffat

The aim of this letter is to propose a new description to the time varying gravitational constant problem, which naturally implements the Dirac's large numbers hypothesis in a new proposed holographic scenario for the origin of gravity as…

General Physics · Physics 2011-06-28 D. Momeni

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

Mathematical Physics · Physics 2019-06-26 Martin Kolb , Matthias Liesenfeld

We develop a geometric approach to Poisson electrodynamics, that is, the semi-classical limit of noncommutative $U(1)$ gauge theory. Our framework is based on an integrating symplectic groupoid for the underlying Poisson brackets, which we…

High Energy Physics - Theory · Physics 2024-02-20 Vladislav G. Kupriyanov , Alexey A. Sharapov , Richard J. Szabo

Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…

Statistical Mechanics · Physics 2024-01-18 Aleksander A. Stanislavsky

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira