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Stochastic inflation is an effective theory describing the super-Hubble, coarse-grained, scalar fields driving inflation, by a set of Langevin equations. We previously highlighted the difficulty of deriving a theory of stochastic inflation…

Cosmology and Nongalactic Astrophysics · Physics 2021-05-12 Lucas Pinol , Sébastien Renaux-Petel , Yuichiro Tada

In this paper, we consider the problem of joint parameter estimation for drift and diffusion coefficients of a stochastic McKean-Vlasov equation and for the associated system of interacting particles. The analysis is provided in a general…

Statistics Theory · Mathematics 2023-06-26 Chiara Amorino , Akram Heidari , Vytautė Pilipauskaitė , Mark Podolskij

We propose a formally exact statistical field theory for describing classical fluids with ingredients similar to those introduced in quantum field theory. We consider the following essential and related problems : i) how to find the correct…

Soft Condensed Matter · Physics 2008-11-26 D. di Caprio , J. P. Badiali

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet

We will construct a theory which can explain the dynamics toward the steady state self-gravitating systems (SGSs) where many particles interact via the gravitational force. Real examples of SGS in the universe are globular clusters and…

Cosmology and Nongalactic Astrophysics · Physics 2011-08-09 Tohru Tashiro , Takayuki Tatekawa

Effective field theories have often been applied to systems with deeply inelastic reactions that produce particles with large momenta outside the domain of validity of the effective theory. The effects of the deeply inelastic reactions have…

High Energy Physics - Phenomenology · Physics 2016-09-21 Eric Braaten , H. -W. Hammer , G. Peter Lepage

We study long-range interacting systems perturbed by external stochastic forces. Unlike the case of short-range systems, where stochastic forces usually act locally on each particle, here we consider perturbations by external stochastic…

Statistical Mechanics · Physics 2013-12-04 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

In this work, we consider a differential description of the evolution of the state of a reaction-diffusion system under environmental fluctuations. We are interested in estimating the state of the system when only partial observations are…

Optimization and Control · Mathematics 2023-04-13 Augusto Magalhães , Otacílio B. L. Neto , Francesco Corona

We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…

Statistical Mechanics · Physics 2009-11-10 Pierre-Henri Chavanis

Particle-particle correlation functions in ionic systems control many of their macroscopic properties. In this work, we use stochastic density functional theory to compute these correlations, and then we analyze their long-range behavior.…

Statistical Mechanics · Physics 2025-02-05 Haggai Bonneau , Vincent Démery , Elie Raphaël

We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…

Probability · Mathematics 2007-05-23 Clive G. Wells

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…

Strongly Correlated Electrons · Physics 2024-02-14 Luca V. Delacretaz , Ruchira Mishra

The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…

Statistical Mechanics · Physics 2023-02-24 Massimiliano Giona , Davide Cocco , Giuseppe Procopio , Andrea Cairoli , Rainer Klages

Dissipative Particle Dynamics (DPD) is a popular simulation model for investigating hydrodynamic behavior of systems with non-negligible equilibrium thermal fluctuations. DPD employs soft core repulsive interactions between the system…

Statistical Mechanics · Physics 2016-03-23 Oded Farago , Niels Grønbech-Jensen

In equilibrium, the collective behaviour of particles interacting via steep, short-ranged potentials is well captured by the virial expansion of the free energy at low density. Here, we extend this approach beyond equilibrium to the case of…

Soft Condensed Matter · Physics 2023-06-21 Yuting Irene Li , Rosalba Garcia-Millan , Michael E. Cates , Étienne Fodor

A formally exact relation is derived which connects thermodynamically non-equilibrium evolution of gas density distribution after its arbitrary strong spatially non-uniform perturbation and evolution of many-particle correlations between…

Statistical Mechanics · Physics 2007-06-01 Yuriy E. Kuzovlev

On approaching the dynamical transition temperature, supercooled liquids show heterogeneity over space and time. Static replica theory investigates the dynamical crossover in terms of the free energy landscape (FEL). Two kinds of static…

Statistical Mechanics · Physics 2024-03-19 Hiroshi Frusawa

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…

Statistical Mechanics · Physics 2009-02-13 Jörn Dunkel , Peter Hänggi