相关论文: Global fluctuations for 1D log-gas dynamics. (2) C…
Many theoretical predictions in fluctuating hydrodynamics under uniform shear flow have lacked precise quantitative verification due to analytical approximations whose quantitative impacts are difficult to assess a priori and the…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
The hydrodynamic Burnett equations and the associated transport coefficients are exactly evaluated for generalized inelastic Maxwell models. In those models, the one-particle distribution function obeys the inelastic Boltzmann equation,…
We model a 3D turbulent fluid, evolving toward a statistical equilibrium, by adding to the equations for the mean field $(v, p)$ a term like $-\alpha \nabla\cdot(\ell(x) D v_t)$. This is of the Kelvin-Voigt form, where the Prandtl mixing…
Periodic one dimensional hopping model is useful to study the motion of microscopic particles, which lie in thermal noise environment. The mean velocity $V_N$ and diffusion constant $D_N$ of this model have been obtained by Bernard Derrida…
In this paper, we consider a general class of stochastic Volterra equations with small noise. Our aim is to study the fluctuation of the solution around its deterministic limit. We use the techniques of Malliavin calculus to show that the…
Hydrodynamic noise is the Gaussian process that emerges at larges scales of space and time in many-body systems. It is justified by the central limit theorem, and represents degrees of freedom forgotten when projecting coarse-grained…
This paper consists of two parts. In the first part, we focus on the average of a functional over shifted Gaussian homogeneous noise and as the averaging domain covers the whole space, we establish a Breuer-Major type Gaussian fluctuation…
We study the statistical properties of many Brownian particles under the We study the statistical properties of many Brownian particles under the influence of both a spatially homogeneous driving force and a periodic potential with period…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
We consider the fully-coupled McKean-Vlasov equation with multi-time-scale potentials, and all the coefficients depend on the distributions of both the slow component and the fast motion. By studying the smoothness of the solution of the…
We study the N-dependence of the thermodynamical variables and the dynamical behavior of the well-known Hamiltonian Mean Field model. Microcanonical analysis revealed a thermodynamic limit which defers from the a priory traditional…
Near the horizon of a black brane in Anti-de Sitter (AdS) space and near the AdS boundary, the long-wavelength fluctuations of the metric exhibit hydrodynamic behaviour. The gauge-gravity duality then relates the boundary hydrodynamics for…
We consider the Dean-Kawasaki (DK) equation of overdamped Brownian particles that forms the basis of the stochastic density functional theory. Recently, the linearized DK equation has successfully reproduced the full Onsager theory of…
We argue that different formulations of hydrodynamics are related to uncertainties in the definitions of local thermodynamic and hydrodynamic variables. We show that this ambiguity can be resolved by viewing different formulations of…
Macroscopic dynamics of soliton gases can be analytically described by the thermodynamic limit of the Whitham equations, yielding an integro-differential kinetic equation for the density of states. Under a delta-functional ansatz, the…
In this paper, we consider tridiagonal matrices the eigenvalues of which evolve according to $\beta$-Dyson Brownian motion. This is the stochastic gradient flow on $\mathbb{R}^n$ given by, for all $1 \leq i \leq n,$ \[ d\lambda_{i,t} =…
We propose a new model of turbulence for use in large-eddy simulations (LES). The turbulent force, represented here by the turbulent Lamb vector, is divided in two contributions. The contribution including only subfilter fields is…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…