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We investigate quantum persistence by analyzing amplitude and phase fluctuations of the wave function governed by the time-dependent free-particle Schr\"odinger equation. The quantum system is initialized with local random uncorrelated…
We consider scalar-input control systems in the vicinity of an equilibrium, at which the linearized systems are not controllable. For finite dimensional control systems, the authors recently classified the possible quadratic behaviors.…
We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…
We study stochastic dynamics of a point and extended inclusion within a one dimensional confined active viscoelastic gel. We show that the dynamics of a point inclusion can be described by a Langevin equation with a confining potential and…
A type of discrete Boltzmann model for simulating shallow water flows is derived by using the Hermite expansion approach. Through analytical analysis, we study the impact of truncating distribution function and discretizing particle…
In statistical mechanics, evaluating finite-size macroscopic fluctuations typically relies on Edgeworth expansions. However, these perturbative methods append additive polynomial corrections that inevitably break down in the large deviation…
We formulate a general theory of thermal fluctuations within causal second-order viscous hydrodynamic evolution of matter formed in relativistic heavy-ion collisions. The fluctuation is treated perturbatively on top of a boost-invariant…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…
We develop the relativistic theory of hydrodynamic fluctuations for application to high energy heavy ion collisions. In particular, we investigate their effect on the expanding boost-invariant (Bjorken) solution of the hydrodynamic…
The long-time/large-scale, small-friction asymptotic for the one dimensional Langevin equation with a periodic potential is studied in this paper. It is shown that the Freidlin-Wentzell and central limit theorem (homogenization) limits…
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…
We consider a quantum Langevin kinetic equation for a system of fermions. We first derive the Langevin force noise correlation functions in Landau's Fermi-liquid kinetic theory from general considerations. We then use the resulting equation…
Motivated by problems arising in geophysical fluid dynamics, we investigate resonant and near resonant wave interactions in nonlinear wave equations with quadratic nonlinearity, We place a special focus on interactions between slow wave…
This paper presents new results on the Edgeworth expansion for high frequency functionals of continuous diffusion processes. We derive asymptotic expansions for weighted functionals of the Brownian motion and apply them to provide the…
Based on the covariant underdamped and overdamped Langevin equations with Stratonovich coupling to multiplicative noises and the associated Fokker-Planck equations on Riemannian manifold, we present the first law of stochastic…
In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint…
A two-dimensional extension of a recently developed formalism for slow-fast quasilinear (QL) systems subject to fast instabilities is derived. Prior work has demonstrated that the emergent dynamics of these systems is characterized by a…
We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…
Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…