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Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuous-time limit and a sqrt(eta) noise scaling that does not…

Water availability is a major environmental driver affecting riparian and wetland vegetation. The interaction between water table fluctuations and vegetation in a stochastic environment contributes to the complexity of the dynamics of these…

Populations and Evolution · Quantitative Biology 2012-05-14 Stefania Scarsoglio , Paolo D'Odorico , Francesco Laio , Luca Ridolfi

The Gray-Scott model is a set of reaction-diffusion equations that describes chemical systems far from equilibrium. Interest in this model stems from its ability to generate spatio-temporal structures, including pulses, spots, stripes, and…

Numerical Analysis · Mathematics 2024-03-26 Loic Cappanera , Gabriela Jaramillo , Cory Ward

This chapter provides a pedagogical introduction and overview of spatial and temporal correlation and fluctuation effects resulting from the fundamentally stochastic kinetics underlying chemical reactions and the dynamics of populations or…

Statistical Mechanics · Physics 2019-11-22 Uwe C. Täuber

We continue the analysis of models of spontaneous wave function collapse with stochastic dynamics driven by non-white Gaussian noise. We specialize to a model in which a classical "noise" field, with specified autocorrelator, is coupled to…

Quantum Physics · Physics 2009-11-13 Stephen L. Adler , Angelo Bassi

We consider a one-dimensional microscopic reaction-diffusion process obtained as a superposition of a Glauber and a Kawasaki dynamics. The reaction term is tuned so that a dynamical phase transition occurs in the model as a suitable…

Probability · Mathematics 2025-05-27 Benoit Dagallier , Claudio Landim

We analyze the Gray-Scott reaction--diffusion system on $\Omega\subset\mathbb{R}^n$ ($n\ge 1$) with mixed diffusion combining local and nonlocal operators. Using semigroup methods and duality estimates, we prove global existence of…

Analysis of PDEs · Mathematics 2025-10-10 Md Shah Alam

We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…

Statistical Mechanics · Physics 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Vulpiani

The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…

Statistical Mechanics · Physics 2020-09-15 Hyunjoong Kim , Paul C. Bressloff

Fluctuations play a central role in many fields of physics, from quantum electrodynamics to statistical mechanics. In active matter physics, most models focus on thermal fluctuations due to a surrounding solvent. An alternative but much…

Soft Condensed Matter · Physics 2025-04-17 Sebastian Fehlinger , Kai Cui , Arooj Sajjad , Heinz Koeppl , Benno Liebchen

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski

The Macroscopic Fluctuating Theory is presented from a practical and self consistent point of view. We take as starting point the assumption that a system at a mesoscopic scale is described by a field $\phi(x,t)$ that evolves by a Langevin…

Statistical Mechanics · Physics 2020-10-23 Pedro L. Garrido

We have generalized the semi-analytic approach of special flow to the description of flows of passive particles taking into account internal noise. The model is represented by a series of recurrence relations. The recurrence relations are…

Statistical Mechanics · Physics 2023-12-12 Boris S. Maryshev , Lyudmila S. Klimenko

We study stochastic dynamics of an ensemble of N globally coupled excitable elements. Each element is modeled by a FitzHugh-Nagumo oscillator and is disturbed by independent Gaussian noise. In simulations of the Langevin dynamics we…

Statistical Mechanics · Physics 2009-11-11 M. Zaks , X. Sailer , L. Schimansky-Geier , A. Neiman

We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…

Analysis of PDEs · Mathematics 2018-09-24 Augustin Moinat , Hendrik Weber

We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…

Statistical Mechanics · Physics 2009-04-01 A. Baule , E. G. D. Cohen

We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…

Pattern Formation and Solitons · Physics 2015-04-21 Daniel Poll , Zachary P. Kilpatrick

Time-dependent Ginzburg-Landau model with noise for neutral s-wave superconductor is derived from real-time finite-temperature quantum field theory by integrating over fermions in the density matrix propagator. Quantum decoherence due to…

Superconductivity · Physics 2007-05-23 Jacek Dziarmaga

The position of an invasion front, propagating into an unstable state, fluctuates because of the shot noise coming from the discreteness of reacting particles and stochastic character of the reactions and diffusion. A recent macroscopic…

Statistical Mechanics · Physics 2015-06-12 Baruch Meerson , Pavel V. Sasorov , Arkady Vilenkin
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