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This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…

Probability · Mathematics 2021-10-14 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…

Quantum Physics · Physics 2017-11-03 Marco Frasca

I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…

Mathematical Physics · Physics 2009-10-31 Joel L. Lebowitz

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

Analysis of PDEs · Mathematics 2021-12-16 Gabriel Stoltz

The Lie-point symmetry method is used to find some closed-form solutions for a constitutive equation modeling stress in elastic materials. The partial differential equation (PDE), which involves a power law with arbitrary exponent n, was…

Exactly Solvable and Integrable Systems · Physics 2024-12-17 Rehana Naz , Willy Hereman

Irreversible processes of one-dimensional quantum perfect Lorentz gas is studied on the basis of the fundamental laws of physics in terms of the complex spectral analysis associated with the resonance state of the Liouville-von Neumann…

Statistical Mechanics · Physics 2015-07-09 Kazunari Hashimoto , Kazuki Kanki , Satoshi Tanaka , Tomio Petrosky

It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…

General Relativity and Quantum Cosmology · Physics 2021-12-28 Folkert Kuipers

Given $n$ independent random marked $d$-vectors (points) $X_i$ distributed with a common density, define the measure $\nu_n=\sum_i\xi_i$, where $\xi_i$ is a measure (not necessarily a point measure) which stabilizes; this means that $\xi_i$…

Statistics Theory · Mathematics 2009-09-29 Mathew D. Penrose

A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…

General Relativity and Quantum Cosmology · Physics 2018-03-22 Yoshimasa Kurihara

A framework for statistical-mechanical analysis of quantum Hamiltonians is introduced. The approach is based upon a gradient flow equation in the space of Hamiltonians such that the eigenvectors of the initial Hamiltonian evolve toward…

Quantum Physics · Physics 2013-09-13 Dorje C. Brody , David C. P. Ellis , Darryl D. Holm

Consider a microscopic system of $N$ hard spheres that are initially independent (modulo the exclusion condition on particle positions) and identically distributed in $\mathbb{R}^3$. When the number $N$ of particles goes to infinity and the…

Analysis of PDEs · Mathematics 2026-02-05 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

Numerical Analysis · Mathematics 2015-08-10 Henry C. Tuckwell

Solitary-particle quantum mechanics' inherent compatibility with special relativity is implicit in Schroedinger's postulated wave-function rule for the operator quantization of the particle's canonical three-momentum, taken together with…

General Physics · Physics 2010-05-25 Steven Kenneth Kauffmann

The evolution of a gas can be described by different models depending on the observation scale. A natural question, raised by Hilbert in his sixth problem, is whether these models provide consistent predictions. In particular, for rarefied…

Analysis of PDEs · Mathematics 2022-03-08 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

We introduce N=1 supersymmetric generalization of the mechanical system describing a particle with fractional spin in D=1+2 dimensions and being classically equivalent to the formulation based on the Dirac monopole two-form. The model…

High Energy Physics - Theory · Physics 2011-08-12 I. V. Gorbunov , S. M. Kuzenko , S. L. Lyakhovich

The Boussinesq equations are fundamental in meteorology. Among other aspects, they aim to model the process of front formation. We use the approach presented in [Hol15] to introduce stochasticity into the incompressible Boussinesq…

Analysis of PDEs · Mathematics 2019-09-04 Diego Alonso-Orán , Aythami Bethencourt de León

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

Statistical Mechanics · Physics 2009-08-20 Hugo Touchette

This paper applies the formalism of classical, Gibbs-Boltzmann statistical mechanics to the phenomenon of non-thermal damage. As an example, a non-thermal fiber-bundle model with the global uniform (meanfield) load sharing is considered.…

Statistical Mechanics · Physics 2008-10-01 S. G. Abaimov

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

Probability · Mathematics 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

Bohmian mechanics is the most naively obvious embedding imaginable of Schr\"odinger's equation into a completely coherent physical theory. It describes a world in which particles move in a highly non-Newtonian sort of way, one which may at…

Quantum Physics · Physics 2008-11-26 K. Berndl , M. Daumer , D. Dürr , S. Goldstein , N. Zanghi