Related papers: Plongement stochastique des syst\`{e}mes lagrangie…
We show that the theory of self-adjoint differential equations can be used to provide a satisfactory solution of the inverse variational problem in classical mechanics. A Newtonian equation when transformed to the self-adjoint form allows…
We study triangulation schemes for the joint kernel of a diffusion process with uniformly continuous coefficients and an adapted, non-resonant Abelian process. The prototypical example of Abelian process to which our methods apply is given…
We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…
We extend stochastic thermodynamics by relaxing the two assumptions that the Markovian dynamics must be linear and that the equilibrium distribution must be a Boltzmann distribution. We show that if we require the second law to hold when…
This paper is a summary of the theory of discrete embeddings introduced in [5]. A discrete embedding is an algebraic procedure associating a numerical scheme to a given ordinary differential equation. Lagrangian systems possess a…
It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…
This work investigates variational frameworks for modeling stochastic dynamics in incompressible fluids, focusing on large-scale fluid behavior alongside small-scale stochastic processes. The authors aim to develop a coupled system of…
We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
A stochastic action principle for stochastic dynamics is revisited. We present first numerical diffusion experiments showing that the diffusion path probability depend exponentially on average Lagrangian action. This result is then used to…
Modeling dispersed solid phases in fluids still represents a computational challenge when considering a small-scale coupling in wide systems, such as the atmosphere or industrial processes at high Reynolds numbers. A numerical method is…
We discuss a system of stochastic differential equations with a stiff linear term and additive noise driven by fractional Brownian motions (fBms) with Hurst parameter H>1/2, which arise e. g., from spatial approximations of stochastic…
A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…
Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
In this work a phenomenological stochastic differential equation is proposed to model the time evolution of the radius of a pre-critical molecular cluster during nucleation (the classical order parameter). Such a stochastic differential…
Stochastic field theories are often constructed phenomenologically, without a systematic assessment of thermodynamic consistency or local detailed balance. This may hinder a physical description of irreversibility at the field-theoretic…
We introduce a family of stochastic models motivated by the study of nonequilibrium steady states of fluid equations. These models decompose the deterministic dynamics of interest into fundamental building blocks, i.e., minimal vector…
We consider the simple hypothesis of letting quantum systems have an inherent random nature. Using well-known stochastic methods we thus derive a stochastic evolution operator which let us define a stochastic density operator whose…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…