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We consider a linear stochastic differential equation with stochastic drift and multiplicative noise. We study the problem of approximating its solution with the process that solves the equation where the possibly stochastic drift is…

Probability · Mathematics 2021-10-11 Giacomo Ascione , Giuseppe D'Onofrio

In this paper we study some thermal properties of quantum field theories in de Sitter space by means of holographic techniques. We focus on the static patch of de Sitter and assume that the quantum fields are in the standard Bunch-Davies…

High Energy Physics - Theory · Physics 2014-08-13 Willy Fischler , Phuc H. Nguyen , Juan F. Pedraza , Walter Tangarife

A fully discrete approximation of the semi-linear stochastic wave equation driven by multiplicative noise is presented. A standard linear finite element approximation is used in space and a stochastic trigonometric method for the temporal…

Numerical Analysis · Mathematics 2015-11-26 Rikard Anton , David Cohen , Stig Larsson , Xiaojie Wang

Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

We study the effect of small random advection in two models in turbulent combustion. Assuming that the velocity field decorrelates sufficiently fast, we (i) identify the order of the fluctuations of the front with respect to the size of the…

Analysis of PDEs · Mathematics 2020-06-30 Christopher Henderson , Panagiotis E. Souganidis

We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

Probability · Mathematics 2020-10-20 Florian Bechtold

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 $0$. More precisely, the particles branch at rate…

Probability · Mathematics 2024-10-21 Emmanuel Schertzer , Julie Tourniaire

Recently Wang et al. carried out a laboratory experiment, where a Brownian particle was dragged through a fluid by a harmonic force with constant velocity of its center. This experiment confirmed a theoretically predicted work related…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…

Statistical Mechanics · Physics 2025-01-13 Richard E. Spinney , Richard G. Morris

In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…

Statistical Mechanics · Physics 2021-03-08 Márcio S. Gomes-Filho , Fernando A. Oliveira

We consider a class of stochastic reaction-diffusion equations also having a stochastic perturbation on the boundary and we show that when the diffusion rate is much larger than the rate of reaction, it is possible to replace the SPDE by a…

Probability · Mathematics 2010-12-16 Sandra Cerrai , Mark Freidlin

Using a powerful combination of projection-operator method and path-space response theory, we derive the fluctuation dynamics of a slow inertial probe coupled to a steady nonequilibrium medium under the assumption of time-scale separation.…

Statistical Mechanics · Physics 2025-04-24 Ji-Hui Pei , Christian Maes

While Macroscopic Fluctuation Theory (MFT) has been highly successful in analyzing non-equilibrium steady states, its application to non-steady-state processes remains limited. In this study, we apply MFT to the relaxation process of…

Statistical Mechanics · Physics 2026-05-27 Daisuke Suzuki , Tomohiro Sasamoto

Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…

Soft Condensed Matter · Physics 2014-02-28 Sonja Babel , Borge ten Hagen , Hartmut Löwen

We study the long-time behavior of the Schr{\"o}dinger flow in a heterogeneous potential $\lambda$V with small intensity 0<$\lambda$$\ll$1 (or alternatively at high frequencies). The main new ingredient, which we introduce in the general…

Analysis of PDEs · Mathematics 2022-02-08 Mitia Duerinckx , Antoine Gloria , Christopher Shirley

In this paper we present a rigorous asymptotic analysis for stochastic systems with two fast relaxation times. The mathematical model analyzed in this paper consists of a Langevin equation for the particle motion with time-dependent force…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart

We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…

Statistical Mechanics · Physics 2021-09-15 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

We propose a general formalism, within large deviation theory, giving access to the exact statistics of fluctuations of ballistically transported conserved quantities in homogeneous, stationary states. The formalism is expected to apply to…

Statistical Mechanics · Physics 2020-12-09 Benjamin Doyon , Jason Myers

The impact of turbulent fluctuations on the forces exerted by a fluid on a towed spherical particle is investigated by means of high-resolution direct numerical simulations. The measurements are carried out using a novel scheme to integrate…

Fluid Dynamics · Physics 2016-11-21 Holger Homann , Jérémie Bec , Rainer Grauer