Related papers: Finite dimensional systems with random external fi…
Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…
A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
We propose a general formalism, within large deviation theory, giving access to the exact statistics of fluctuations of ballistically transported conserved quantities in homogeneous, stationary states. The formalism is expected to apply to…
We prove finite speed of propagation for stochastic porous media equations perturbed by linear multiplicative space-time rough signals. Explicit and optimal estimates for the speed of propagation are given. The result applies to any…
A theory for the characterization of the fourth moment of electromagnetic wave beams is presented in the case when the source is partially coherent. A Gaussian-Schell model is used for the partially coherent random source. The white-noise…
We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…
In dilute turbulent particle-laden flows, such as atmospheric dispersion of pollutants or virus particles, the dynamics of tracer-like to low inertial particles are significantly altered by the fluctuating motion of the carrier fluid phase.…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
In this paper we introduce a novel method to simulate lateral diffusion of inclusions in a fluctuating membrane. The regarded systems are governed by two dynamic processes: the height fluctuations of the membrane and the diffusion of the…
In this letter, we demonstrate how to use the generalized $\delta N$ formalism, which enables us to compute the evolution of all the large scale fluctuations, including gravitational waves, solely by solving the evolution of the background…
Recently it has been shown that when an equation that allows so-called pulled fronts in the mean-field limit is modelled with a stochastic model with a finite number $N$ of particles per correlation volume, the convergence to the speed…
Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…
We study various temporal correlation functions of a tagged particle in one-dimensional systems of interacting point particles evolving with Hamiltonian dynamics. Initial conditions of the particles are chosen from the canonical thermal…
A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…
Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…
Following similar approaches in the past, the Schrodinger equation for three neutrino propagation in matter of constant density is solved analytically by two successive diagonalizations of 2x2 matrices. The final result for the oscillation…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
In this work, we develop variational formulations of Petrov-Galerkin type for one-dimensional fractional boundary value problems involving either a Riemann-Liouville or Caputo derivative of order $\alpha\in(3/2, 2)$ in the leading term and…