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Dynamical equations describing physical systems at statistical equilibrium are commonly extended by mathematical tools called "thermostats". These tools are designed for sampling ensembles of statistical mechanics. We propose a dynamic…

Data Analysis, Statistics and Probability · Physics 2018-01-17 A. Samoletov , B. Vasiev

Coarse-graining is central to reducing dimensionality in molecular dynamics, and is typically characterized by a mapping which projects the full state of the system to a smaller class of variables. While extensive literature has been…

Probability · Mathematics 2020-01-08 Frédéric Legoll , Tony Lelièvre , Upanshu Sharma

Statistical (machine learning) tools for equation discovery require large amounts of data that are typically computer generated rather than experimentally observed. Multiscale modeling and stochastic simulations are two areas where learning…

Machine Learning · Statistics 2021-03-17 Joseph Bakarji , Daniel M. Tartakovsky

The open problem of derivation of the relativistic Vlasov equation for the systems of charged particles moving with the velocities up to the speed of light and creating the electromagnetic field in accordance with the full set of the…

Plasma Physics · Physics 2022-04-26 Pavel A. Andreev

A continuum model for a population of self-propelled particles interacting through nematic alignment is derived from an individual-based model. The methodology consists of introducing a hydrodynamic scaling of the corresponding mean-field…

Analysis of PDEs · Mathematics 2015-09-11 Pierre Degond , Angelika Manhart , Hui Yu

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

In this paper we present a self-contained macroscopic description of diffusive systems interacting with boundary reservoirs and under the action of external fields. The approach is based on simple postulates which are suggested by a wide…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

Coarse-graining techniques play a central role in reducing the complexity of stochastic models, and are typically characterised by a mapping which projects the full state of the system onto a smaller set of variables which captures the…

Probability · Mathematics 2023-09-28 Bastian Hilder , Upanshu Sharma

The behavior of dynamical system interacting with non-equilibrium medium is investigated. Formally exact kinetic equations are derived for the statistical operator of the dynamical system and the macroscopic parameters of the medium. In the…

Statistical Mechanics · Physics 2016-12-30 Mikheil Zviadadze , Alexander kvirikadze

We propose two different macroscopic dynamics to describe the decay of metastable phases in many-particle systems with local interactions. These dynamics depend on the macroscopic order parameter $m$ through the restricted free energy…

Condensed Matter · Physics 2016-08-31 J. Lee , M. A. Novotny , P. A. Rikvold

We study the evolution of interacting groups of agents in two-dimensional geometries. We introduce a microscopic stochastic model that includes floor fields modeling the global flow of individual groups as well as local interaction rules.…

Physics and Society · Physics 2019-10-03 William Ott , Ilya Timofeyev , Thomas Weber

We propose a mathematical derivation of stochastic compressible Navier-Stokes equation. We consider many-particle systems with a Hamiltonian dynamics supplemented by a friction term and environmental noise. Both the interaction potential…

Analysis of PDEs · Mathematics 2025-03-21 Jesus Correa , Christian Olivera

The emergence of hydrodynamics is one of the deepest phenomena in many-body systems. Arguably, the hydrodynamic equations are also the most important tools for predicting large-scale behaviour. Understanding how such equations emerge from…

Statistical Mechanics · Physics 2025-03-13 Sun Woo P. Kim , Friedrich Hübner , Juan P. Garrahan , Benjamin Doyon

A recently introduced systematic approach to derivations of the macroscopic dynamics from the underlying microscopic equations of motions in the short-memory approximation [Gorban et al, Phys. Rev. E, 63, 066124 (2001)] is presented in…

Statistical Mechanics · Physics 2007-05-23 Iliya V. Karlin , Larisa L. Tatarinova , Alexander N. Gorban , Hans Christian Ottinger

The goal of this paper is to describe the various kinetic equations which arise from scaling limits of interacting particle systems. We provide a formalism which allows us to determine the kinetic equation for a given interaction potential…

Mathematical Physics · Physics 2020-12-10 Alessia Nota , Juan J. L. Velázquez , Raphael Winter

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

Dynamical Systems · Mathematics 2007-10-08 Wei Wang , Jinqiao Duan

Assuming a classical statistical system of point particles the fundamental equations of continuum thermomechanics (continuity equation, equation of motion, and energy equation) shall be derived exactly. The macroscopic state functions…

Statistical Mechanics · Physics 2010-06-03 Walter Noll

In the present work, we first introduce a general framework for modelling complex multiscale fluids and then focus on the derivation and analysis of a new hybrid continuum-kinetic model. In particular, we combine conservation of mass and…

Numerical Analysis · Mathematics 2022-02-02 A. Chertock , P. Degond , G. Dimarco , M. Lukáčova-Medvid'ová , A. Ruhi

We present a method for incorporating a stochastic point of view into physics exercises of mathematics education. The core of our method is the randomization of some inputs, the system model used does not differ from what we would use in…

Physics Education · Physics 2025-09-16 Matyas Barczy , Imre Kocsis , Csaba Gábor Kézi

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland