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The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
Information propagation characterizes how input correlations evolve across layers in deep neural networks. This framework has been well studied using mean-field theory, which assumes infinitely wide networks. However, these assumptions…
Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of…
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability are studied for the systems with general stochastic dynamics,…
Nonequilibrium processes of small systems such as molecular machines are ubiquitous in biology, chemistry and physics, but are often challenging to comprehend. In the past two decades, several exact thermodynamic relations of nonequilibrium…
In sustained growth with random dynamics stationary distributions can exist without detailed balance. This suggests thermodynamical behavior in fast growing complex systems. In order to model such phenomena we apply both a discrete and a…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Propagating fronts arising from bistable reaction-diffusion equations are a purely deterministic effect. Stochastic reaction-diffusion processes also show front propagation which coincides with the deterministic effect in the limit of small…
In this article we reconsider the problem of the propagation of waves in a random medium in a kinetic regime. The final aim of this program would be the understanding of the conditions which allow to derive a kinetic or radiative transfer…
We consider stochastic non-linear diffusion equations with a highly singular diffusivity term and multiplicative gradient-type noise. We study existence and uniqueness of non-negative variational solutions in terms of stochastic variational…
We develop a general formalism to describe the propagation of a near-resonant electromagnetic field in a medium composed of magnetodielectric resonators. As the size and the spatial separation of nanofabricated resonators in a metamaterial…
We derive an exact contrast-expansion formalism for the effective conductivity of heterogeneous materials (media) with local properties described by arbitrary continuous random fields, significantly generalizing the widely used binary-field…
Uncertainty propagation and filtering can be interpreted as gradient flows with respect to suitable metrics in the infinite dimensional manifold of probability density functions. Such a viewpoint has been put forth in recent literature, and…
We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…
In neutrino-dense astrophysical environments, these particles exchange flavor through a coherent weak field, forming a collisionless neutrino plasma with collective flavor dynamics. Instabilities, which grow and affect the environment, may…
We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…
Neutrinos propagating in media (matter and electromagnetic fields) undergo flavor and helicity oscillations, where helicity transitions are instigated both by electromagnetic fields and matter currents. In addition, it has been shown that…
We apply the principles discussed in an earlier paper to the construction of discrete time field theories. We derive the discrete time field equations of motion and Noether's theorem and apply them to the Schrodinger equation to illustrate…
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…
To integrate hydrodynamic fluctuations, namely thermal fluctuations of hydrodynamics, into dynamical models of high-energy nuclear collisions based on relativistic hydrodynamics, the property of the hydrodynamic fluctuations given by the…