Related papers: Fluctuations for fully pushed stochastic fronts
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
This paper studies the zero-noise limit of high-dimensional small-noise diffusion processes governed by the stochastic differential equation (SDE): \[ dX_{t}^{\varepsilon }=b(X_{t}^{\varepsilon })\,dt+\varepsilon \,dW_{t}, \quad…
We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluctuation-dissipation relation, e.g. Brownian motion. We study…
Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means. In this paper, we introduce stochastic perturbations by…
The stochastic dynamics of micron and nanoscale cantilevers immersed in a viscous fluid are quantified. Analytical results are presented for long slender cantilevers driven by Brownian noise. The spectral density of the noise force is not…
We prove a central limit theorem characterizing the small noise fluctuations of stochastic PDEs of fluctuating hydrodynamics type. The results apply to the case of nonlinear and potentially degenerate diffusions and irregular noise…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…
The empirical speed of travelling reaction-diffusion fronts fluctuates due to the intrinsic shot noise of the reactions and diffusion. Here we study the long-time front speed fluctuations of a stochastic Huxley-Zel'dovich front. It involves…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
We introduce a Rigid-Body Fluctuating Immersed Boundary (RB-FIB) method to perform large-scale Brownian dynamics simulations of suspensions of rigid particles in fully confined domains, without any need to explicitly construct Green's…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
We consider a system of particles performing a one-dimensional dyadic branching Brownian motion with space-dependent branching rate, negative drift $-\mu$ and killed upon reaching $0$, starting with $N$ particles. More precisely, particles…
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…
We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and…
In this paper, we study a stochastic parabolic problem involving a nonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration are driven by a mixture of a classical…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…