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We begin by placing the Generalized Lagrangian Mean (GLM) equations for a compressible adiabatic fluid into the Euler-Poincar\'e (EP) variational framework of fluid dynamics, for an averaged Lagrangian. We then derive a set of approximate…

混沌动力学 · 物理学 2015-06-26 Darryl D. Holm

We discuss the dynamics of zonal (or unidirectional) jets for barotropic flows forced by Gaussian stochastic fields with white in time correlation functions. This problem contains the stochastic dynamics of 2D Navier-Stokes equation as a…

流体动力学 · 物理学 2015-06-15 Freddy Bouchet , Cesare Nardini , Tomás Tangarife

This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion with H > 1/2 and the fast component is a Markovian stationary process. Our solution mapping is defined based on the…

概率论 · 数学 2026-04-29 Xiaoyu Yang , Yong Xu

The mean-field Gross-Pitaevskii equation with repulsive interactions exhibits frictionless flow when stirred by an obstacle below a critical velocity. Here we go beyond the mean-field approximation to examine the influence of quantum…

量子气体 · 物理学 2021-05-06 Chao Feng , Matthew J. Davis

The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…

概率论 · 数学 2026-05-05 Zimo Hao , Zhengyan Wu , Johannes Zimmer

Brownian ratchet like stochastic theory for the electrochemical membrane system of Hodgkin-Huxley (HH) is developed. The system is characterized by a continuous variable $Q_m(t)$, representing mobile membrane charge density, and a discrete…

生物物理 · 物理学 2014-05-19 Hong Qian , Xue-Juan Zhang , Min Qian

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

概率论 · 数学 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We consider large-scale dynamics of non-equilibrium dense soliton gas for the Korteweg-de Vries (KdV) equation in the special "condensate" limit. We prove that in this limit the integro-differential kinetic equation for the spectral density…

斑图形成与孤子 · 物理学 2024-05-21 T. Congy , G. A. El , G. Roberti , A. Tovbis

The classical Einstein-Langevin theory of Brownian motion assumes a memoryless thermal bath, establishing a universal fractal dimension of $d_v = 3/2$ for the velocity fluctuations of a particle. In this Letter, we demonstrate…

We consider a class of open quantum many-body systems that evolves in a Markovian fashion, the dynamical generator being in GKS-Lindblad form. Here, the Hamiltonian contribution is characterized by an all-to-all coupling, and the…

统计力学 · 物理学 2024-02-02 Eliana Fiorelli

In this paper, we compare the solutions of Dyson Brownian motion with general $\beta$ and potential $V$ and the associated McKean-Vlasov equation near the edge. Under suitable conditions on the initial data and potential $V$, we obtain the…

概率论 · 数学 2018-10-22 Arka Adhikari , Jiaoyang Huang

The equations of motion for the density modes of a fluid, derived from Newton's equations, are written as a linear generalized Langevin equation. The constraint imposed by the fluctuation-dissipation theorem is used to derive an exact form…

软凝聚态物质 · 物理学 2009-11-07 E. Zaccarelli , G. Foffi , F. Sciortino , P. Tartaglia , K. A. Dawson

We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…

偏微分方程分析 · 数学 2015-03-04 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

Starting from the fluctuating Boltzmann equation for smooth inelastic hard spheres or disks, closed equations for the fluctuating hydrodynamic fields to Navier-Stokes order are derived. This requires to derive constitutive relations for…

统计力学 · 物理学 2015-05-27 J. Javier Brey , P. Maynar , M. I. Garcia de Soria

We consider the stochastic convection-diffusion equation \[ \partial_t u(t\,,{\bf x}) =\nu\Delta u(t\,,{\bf x}) + V(t\,,x_1)\partial_{x_2}u(t\,,{\bf x}), \] for $t>0$ and ${\bf x}=(x_1\,,x_2)\in\mathbb{R}^2$, subject to $\theta_0$ being a…

概率论 · 数学 2017-11-30 Jingyu Huang , Davar Khoshnevisan

We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…

概率论 · 数学 2025-12-09 Federico Sau

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

统计力学 · 物理学 2024-12-30 Chiara Pezzotti , Massimiliano Giona , Giuseppe Procopio

By using a condition of average trace preservation we derive a general class of non-Markovian Gaussian diffusive unravelings [L. Diosi and L. Ferialdi, Phys. Rev. Lett. \textbf{113}, 200403 (2014)], here valid for arbitrary non-Hermitian…

量子物理 · 物理学 2015-11-10 Adrian A. Budini

In this paper, we present a quantitative central limit theorem for the d-dimensional stochastic heat equation driven by a Gaussian multiplicative noise, which is white in time and has a spatial covariance given by the Riesz kernel. We show…

概率论 · 数学 2019-07-16 Jingyu Huang , David Nualart , Lauri Viitasaari , Guangqu Zheng

We study a coupled kinetic-non-Newtonian fluid system on the periodic domain ${\mathbb T}^3$, where particles evolve by a Vlasov equation and interact with an incompressible power-law fluid through a drag force. We prove the global…

偏微分方程分析 · 数学 2025-08-22 Young-Pil Choi , Jinwook Jung , Aneta Wróblewska-Kamińska