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The use of spectral proper orthogonal decomposition (SPOD) to construct low-order models for broadband turbulent flows is explored. The choice of SPOD modes as basis vectors is motivated by their optimality and space-time coherence…

Fluid Dynamics · Physics 2021-09-22 Tianyi Chu , Oliver T. Schmidt

We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…

Statistical Mechanics · Physics 2009-11-13 Pierre-Henri Chavanis

We revisit the idea that the inflaton may have dissipated part of its energy into a thermal bath during inflation, considering monomial inflationary potentials and three different forms of dissipation rate. Using a numerical Fokker-Planck…

Cosmology and Nongalactic Astrophysics · Physics 2024-03-06 Guillermo Ballesteros , Alejandro Pérez Rodríguez , Mathias Pierre

In our previous work the nonlinearity parameter f_NL, which characterizes nongaussianity in the cosmic microwave background, was estimated for a class of inflationary models based on nonlocal field theory. These models include p-adic…

High Energy Physics - Theory · Physics 2009-08-25 Neil Barnaby , James M. Cline

We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…

Probability · Mathematics 2022-03-01 Kevin Yang

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

Understanding stochastic thermodynamics of active Brownian particles (ABPs) system has been an important topic in very recent years. In this article we study a general model of active Brownian particle systems by introducing a…

Statistical Mechanics · Physics 2022-05-11 Zhiyu Cao , Jie Su , Huijun Jiang , Zhonghuai Hou

We study the Brownian motion of a field where there are boundaries in the inflationary field space. Both the field and the boundary undergo Brownian motions with the amplitudes of the noises determined by the Hubble expansion rate of the…

High Energy Physics - Theory · Physics 2023-01-11 Amin Nassiri-Rad , Kosar Asadi , Hassan Firouzjahi

The Cosmic Microwave Background can provide information regarding physics of the very early universe, more specifically, of the matter-radiation distribution of the inflationary era. Starting from the effective field theory of inflation, we…

High Energy Physics - Theory · Physics 2015-09-02 Anindya Banerjee , Himanshu Khanchandani

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

Optimization and Control · Mathematics 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

We study stochastic inflation in the presence of a dynamical gravitational constant. We describe the Arnowitt--Deser--Misner formalism for Jordan--Brans--Dicke theory of gravity with an inflaton field. The inflaton and dilaton scalar fields…

Astrophysics · Physics 2009-10-22 Juan Garcia-Bellido

We begin by demonstrating that the neuronal state equation from Dynamic Causal Modelling takes on the form of the discretized Fokker-Planck equation upon the inclusion of local activity gradients within a network. Using the Jacobian of this…

Quantitative Methods · Quantitative Biology 2019-11-27 Erik D. Fagerholm , Rosalyn J. Moran , Robert Leech

This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian L\'evy processes, with space-time-dependent drift, diffusion and…

Probability · Mathematics 2016-11-29 Erkan Nane , Yinan NI

We consider the problem of filtering dynamical systems, possibly stochastic, using observations of statistics. Thus, the computational task is to estimate a time-evolving density $\rho(v, t)$ given noisy observations of the true density…

Methodology · Statistics 2024-03-12 Eviatar Bach , Tim Colonius , Isabel Scherl , Andrew Stuart

We reconsider the dynamics of stochastic or thermal tunneling in theories like Dirac-Born-Infeld inflation that have non-minimal kinetic terms and, as a result, strongly non-Gaussian perturbations. We first describe a local description of…

High Energy Physics - Theory · Physics 2011-04-14 Andrew J. Tolley , Mark Wyman

The renormalization group equations for large-scale structure (RG-LSS) describe how the bias and stochastic (noise) parameters -- both of matter and biased tracers such as galaxies -- evolve as a function of the cutoff $\Lambda$ of the…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-10 Henrique Rubira , Fabian Schmidt

We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…

Analysis of PDEs · Mathematics 2020-08-28 Michele Coti Zelati , Grigorios A. Pavliotis

We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…

Machine Learning · Computer Science 2026-03-20 Riccardo Saporiti , Fabio Nobile

The free energy of the Coulomb Gap problem is expanded as a set of Feynman diagrams, using the standard diagrammatic methods of perturbation theory. The gap in the one-particle density of states due to long-ranged interactions corresponds…

Condensed Matter · Physics 2018-05-09 S. R. Johnson , D. E. Khmelnitskii

We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…

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