Related papers: Learning Equilibrium Fluctuation Expansions from O…
Stochastic phenomena in which the noise amplitude is proportional to the fluctuating variable itself, usually called {\it multiplicative noise}, appear ubiquitously in physics, biology, economy and social sciences. The properties of…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
A recent theorem giving the initial behavior of very short-time fluctuations of particle displacements in classical many-body systems is discussed. It has applications to equilibrium and non-equilibrium systems, one of which is a series…
The motion of a colloidal probe in a complex fluid, such as a micellar solution, is usually described by the generalized Langevin equation, which is linear. However, recent numerical simulations and experiments have shown that this linear…
In many physical contexts, evolution convection equations may present some very large amplitude convective terms. As an example, in the context of magnetic confinement fusion, the distribution function that describes the plasma satisfies…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
We extend the notions of multipole and subsystem symmetries to more general {\it spatially modulated} symmetries. We uncover two instances with exponential and (quasi)-periodic modulations, and provide simple microscopic models in one, two…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
We present a general formalism for computing the largest Lyapunov exponent and its fluctuations in spatially extended systems described by diffusive fluctuating hydrodynamics, thus extending the concepts of dynamical system theory to a…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
Systems of PDEs comprised of a combination of constraints and evolution equations are ubiquitous in physics. For both theoretical and practical reasons, such as numerical integration, it is desirable to have a systematic understanding of…
We consider the nonequilibrium evolution of an O(N)-symmetric scalar quantum field theory using a systematic two-particle irreducible 1/N-expansion to next-to-leading order, which includes scattering and memory effects. The corresponding…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
We present a derivation of a coarse-grained model from the Langevin dynamics. The focus is placed on the memory kernel function and the fluctuation-dissipation theorem. Also presented is an hierarchy of approximations for the memory and…
For a freely evolving granular fluid, the buildup of spatial correlations in density and flow field is described using fluctuating hydrodynamics. The theory for incompressible flows is extended to the general, compressible case, including…
In this paper, we study an ordinary differential equation with a degenerate global attractor at the origin, to which we add a white noise with a small parameter that regulates its intensity. Under general conditions, for any fixed…
The governed equations for the order parameter, one-time and two-time correlators are obtained on the basis of the Langevin equation with the white multiplicative noise which amplitude $x^{a}$ is determined by an exponent $0<a<1$ ($x$ being…
We establish distributional limit theorems for the shape statistics of a concave majorant (i.e. the fluctuations of its length, its supremum, the time it is attained and its value at $T$) of any L\'evy process on $[0,T]$ as $T\to\infty$.…
Given function values on a domain $D_0$, possibly with noise, we examine the possibility of extending the function to a larger domain $D$, $D_0\subset D$. In addition to smoothness at the boundary of $D_0$, the extension on $D\setminus D_0$…