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We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…

概率论 · 数学 2024-10-31 David Nualart , Bhargobjyoti Saikia

The Stochastic Burgers equation was introduced in [H. van Beijeren, R. Kutner and H. Spohn, Excess noise for driven diffusive systems, PRL, 1985] as a continuous approximation of the fluctuations of the asymmetric simple exclusion process.…

概率论 · 数学 2024-12-03 Damiano De Gaspari , Levi Haunschmid-Sibitz

The main result of this article establishes strong convergence rates on the whole probability space for explicit space-time discrete numerical approximations for a class of stochastic evolution equations with possibly non-globally monotone…

概率论 · 数学 2020-01-15 Martin Hutzenthaler , Arnulf Jentzen , Felix Lindner , Primož Pušnik

We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…

概率论 · 数学 2018-10-24 Milton Jara , Otávio Menezes

This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in…

概率论 · 数学 2013-09-20 Martin Hairer , Jochen Voss

We study the evolution of a small perturbation of the equilibrium of a totally asymmetric one-dimensional interacting system. The model we take as example is Hammersley's process as seen from a tagged particle, which can be viewed as a…

概率论 · 数学 2007-05-23 Timo Seppalainen

A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…

数值分析 · 数学 2021-07-02 Lukas Brencher , Andrea Barth

Long-range spatial correlations in the velocity and energy fields of a granular fluid are discussed in the framework of a 1d lattice model. The dynamics of the velocity field occurs through nearest-neighbour inelastic collisions that…

统计力学 · 物理学 2016-10-19 C. A. Plata , A. Manacorda , A. Lasanta , A. Puglisi , A. Prados

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

统计力学 · 物理学 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We study the BS model, which is a one-dimensional lattice field theory taking real values. Its dynamics is governed by coupled differential equations plus random nearest neighbor exchanges. The BS model has exactly two locally conserved…

统计力学 · 物理学 2015-06-23 Herbert Spohn , Gabriel Stoltz

Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time white noise was developed. In particular, it was shown that natural numerical approximations of these equations converge and that their…

概率论 · 数学 2016-05-20 Martin Hairer , Konstantin Matetski

We study reaction-diffusion systems where diffusion is by jumps whose sizes are distributed exponentially. We first study the Fisher-like problem of propagation of a front into an unstable state, as typified by the A+B $\to$ 2A reaction. We…

统计力学 · 物理学 2009-11-11 Elisheva Cohen , David A. Kessler

In this paper, we develop low regularity theory for 3D Burgers equation perturbed by a linear multiplicative stochastic force. This method is new and essentially different from the deterministic partial differential equations(PDEs). Our…

概率论 · 数学 2023-01-18 Zhao Dong , Boling Guo , Jiang-Lun Wu , Guoli Zhou

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

其他凝聚态物理 · 物理学 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla

We develop a framework for the stochastic thermodynamics of a probe coupled to a fluctuating medium with spatio-temporal correlations, described by a scalar field. For a Brownian particle dragged by a harmonic trap through a fluctuating…

Complex systems may be subject to various uncertainties. A great effort has been concentrated on predicting the dynamics under uncertainty in initial conditions. In the present work, we consider the well-known Burgers equation with random…

经典分析与常微分方程 · 数学 2007-05-23 Dirk Blömker , Jinqiao Duan

Front propagation described by Huygens' principle is a fundamental mechanism of spatial spreading of a property or an effect, occurring in optics, acoustics, ecology and combustion. If the local front speed varies randomly due to…

经典物理 · 物理学 2007-11-27 Jackson R. Mayo , Alan R. Kerstein

In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…

概率论 · 数学 2024-01-24 Xiaofeng Xue

A lagrangian approach to Burgers turbulence is carried out along the lines of the field theoretical Martin-Siggia-Rose formalism of stochastic hydrodynamics. We derive, from an analysis based on the hypothesis of unbroken galilean…

流体动力学 · 物理学 2015-05-13 L. Moriconi

When a gas of particles interacts with much a larger reservoir the density dynamics on large scales is typically governed by diffusion. We study this paradigmatic problem for weakly coupled integrable systems and show that this picture gets…

统计力学 · 物理学 2026-01-13 Paweł Lisiak , Maciej Łebek , Miłosz Panfil