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Complex fluids subjected to localized microscopic energy inputs, typical of active microrheology setups, exhibit poorly understood nonequilibrium behaviors because of the intricate self-organization of their mesoscopic constituents. In this…
The elastic moduli of four numerical random isotropic packings of Hertzian spheres are studied. The four samples are assembled with different preparation procedures, two of which aim to reproduce experimental compaction by vibration and…
In a previous paper (J. Comp. Phys. 230 (2011), 3668--3694), the authors proposed a new practical method for computing expected values of functionals of solutions for certain classes of elliptic partial differential equations with random…
We consider a one-dimensional gas of hard rods, one of the simplest examples of an interacting integrable model. It is well known that the hydrodynamics of such integrable models can be understood by viewing the system as a gas of…
We study the autophoretic motion of a spherical active particle interacting chemically and hydrodynamically with its fluctuating environment in the limit of rapid diffusion and slow viscous flow. Then, the chemical and hydrodynamic fields…
Traditional partial differential equations with constant coefficients often struggle to capture abrupt changes in real-world phenomena, leading to the development of variable coefficient PDEs and Markovian switching models. Recently,…
We derive a set of isometric fluctuation relations, which constrain the order parameter fluctuations in finite-size systems at equilibrium and in the presence of a broken symmetry. These relations are exact and should apply generally to…
Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…
We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…
To describe dynamics of bulk and fluctuations near the QCD critical point we develop general relativistic fluctuation formalism for a fluid carrying baryon charge. Feedback of fluctuations modifies hydrodynamic coefficients including bulk…
The article provides a unitary and complete solution to the fluctuation-dissipation relations for particle hydromechanics in a generic fluid, accounting for the hydrodynamic fluid-particle interactions (including arbitrary memory kernels in…
Fluctuating hydrodynamics based techniques have been developed in recent years for the simulation of Brownian motion of particles. These mesoscale simulation tools are viable approaches for problems where molecular dynamics simulations may…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
We derive a noise term to account for fluctuation corrections based on the particle system approximation for the n-species Shigesada-Kawasaki-Teramoto (SKT) system. For the resulting system of stochastic partial differential equations…
In the Coulomb blockade regime of a ballistic quantum dot, the distribution of conductance peak spacings is well known to be incorrectly predicted by a single-particle picture; instead, matrix element fluctuations of the residual electronic…
We discuss the local equilibration of closed systems using the relative purity, a paradigmatic information-theoretic distinguishability measure that finds applications ranging from quantum metrology to quantum speed limits. First we obtain…
We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…
We consider a structural stochastic volatility model for the loss from a large portfolio of credit risky assets. Both the asset value and the volatility processes are correlated through systemic Brownian motions, with default determined by…
This paper analyzes the random fluctuations obtained by a heterogeneous multi-scale first-order finite element method applied to solve elliptic equations with a random potential. We show that the random fluctuations of such solutions are…
We develop a self contained stochastic perturbation theory for discrete generation and multivariate Ensemble Kalman filters. Unlike their continuous-time counterparts, discrete EnKF algorithms are defined through a two steps prediction…