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One-dimensional integrable and quasi-integrable systems display, on macroscopic scales, a universal form of transport known as Generalized Hydrodynamics (GHD). In its standard Euler-scale formulation, GHD mirrors the equations of a…
Simulating the transient effects occurring in superconducting accelerator magnet circuits requires including the mutual electro-thermo-dynamic interaction among the circuit elements, such as power converters, magnets, and protection…
In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…
Stochastic phenomena occurring within charged particle beams can be handled using the Vlasov-Fokker-Planck generalization of the Vlasov equation. In particular, this non-deterministic approach can deal with effects due to Coulomb scattering…
In this short expository note, we describe a unified algorithmic perspective on several classical problems which have traditionally been studied in different communities. This perspective views the main characters -- the problems of Optimal…
We consider a system of globally coupled rotors, described by a set of Langevin equations, and examine stability of the incoherent phase. The corresponding Fokker-Planck equation, providing a unified description of microcanonical and…
We present an ab initio stochastic method for calculating thermal properties of a trapped, 1D Bose-gas covering the whole range from weak to strong interactions. Discretization of the problem results in a Bose-Hubbard-like Hamiltonian,…
Stochastic models share many characteristics with generic parametric models. In some ways they can be regarded as a special case. But for stochastic models there is a notion of weak distribution or generalised random variable, and the same…
This paper presents a homogenization framework for elastomeric metamaterials exhibiting long-range correlated fluctuation fields. Based on full-scale numerical simulations on a class of such materials, an ansatz is proposed that allows to…
The general, multidimensional barrier crossing problem for diffusive processes under the action of conservative forces is studied with the goal of developing tractable approximations. Particular attention is given to the effect of different…
The first passage time (FPT) problem is studied for superstatistical models assuming that the mesoscopic system dynamics is described by a Fokker-Planck equation. We show that all moments of the random intensive parameter associated to the…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
The tube model is a central concept in polymer physics, and allows to reduce the complex many-filament problem of an entangled polymer solution to a single filament description. We investigate the probability distribution function of…
Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…
We compare the computational performance of two modeling approaches for the flow of dilute cavitation bubbles in a liquid. The first approach is a deterministic model, for which bubbles are represented in a Lagrangian framework as advected…
Regularized coherent-state functional integrals are derived for ensembles of identical bosons on a lattice, the regularization being a discretization of Euclidian time. Convergence of the time-continuum limit is shown for various…
Computing smoothing distributions, the distributions of one or more states conditional on past, present, and future observations is a recurring problem when operating on general hidden Markov models. The aim of this paper is to provide a…
Hydroclimatic processes are characterized by heterogeneous spatiotemporal correlation structures and marginal distributions that can be continuous, mixed-type, discrete or even binary. Simulating exactly such processes can greatly improve…
. We study the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random perturbation drawn from (i) a generalized Gaussian ensemble (ii) a non-Gaussian ensemble with a measure variable under the change of…
Large fluctuations have received considerable attention as they encode information on the fine-scale dynamics. Large deviation relations known as fluctuation theorems also capture crucial nonequilibrium thermodynamical properties. Here we…