相关论文: Global fluctuations for 1D log-gas dynamics. (2) C…
We derive a closed equation for the empirical concentration of colloidal particles in the presence of both hydrodynamic and direct interactions. The ensemble average of our functional Langevin equation reproduces known deterministic Dynamic…
After reviewing the variational approach to splitting mean flow and fluctuation kinetics in the standard Vlasov theory, the same method is applied to the drift-kinetic equation from Littlejohn's theory of guiding-center motion. This process…
We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…
The motion of a colloidal probe in a complex fluid, such as a micellar solution, is usually described by the generalized Langevin equation, which is linear. However, recent numerical simulations and experiments have shown that this linear…
We consider non-equilibrium evolution of non-Gaussian fluctuations within relativistic hydrodynamics relevant for the QCD critical point search in heavy-ion collision experiments. We rely on the hierarchy of relaxation time scales, which…
We reformulate a general class of classical bead-spring-chain models for dilute polymeric fluids, with Hookean spring potentials, as McKean-Vlasov diffusion. This results in a coupled system of partial differential equations involving the…
We present a formalism for Newtonian multi-fluid hydrodynamics derived from an unconstrained variational principle. This approach provides a natural way of obtaining the general equations of motion for a wide range of hydrodynamic systems…
This article refines the classical notion of a stochastic D-bifurcation to the respective family of n-point motions for homogeneous Markovian stochastic semiflows, such as stochastic Brownian flows of homeomorphisms, and their…
We consider a large market model of defaultable assets in which the asset price processes are modelled as Heston-type stochastic volatility models with default upon hitting a lower boundary. We assume that both the asset prices and their…
Starting from the microscopic description of a normal fluid in terms of any kind of local interacting many-particle theory we present a well defined step by step procedure to derive the hydrodynamic equations for the macroscopic phenomena.…
We propose a Navier-Stokes-driven analysis of the mean and fluctuating wall shear stress (WSS) applied to turbulent channel flow data from direct numerical simulations at friction Reynolds numbers up to $Re_\tau\approx 2000$. Starting from…
The empirical measure flow of a McKean-Vlasov $n$-particle system with common noise is a measure-valued process whose law solves an associated martingale problem. We obtain a stability result for the sequence of martingale problems: all…
Motivated by considerations from neuroscience (macroscopic behavior of large ensembles of interacting neurons), we consider a population of mean field interacting diffusions in $\mathbf {R}^m$ in the presence of a random environment and…
Motivated by the wide range of applicability of the fluctuation and dissipation phenomena in non-equilibrium systems, we provide a universal study scheme for the dissipation of the energy and the corresponding Brownian motion analysis of…
We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We…
We derive linear fluctuating hydrodynamics as the low density limit of a deterministic system of particles at equilibrium. The proof builds upon previous results of the authors where the asymptotics of the covariance of the fluctuation…
We study a system of backscattering hard rods in one dimension. Contrary to the usual ballistic hard rods, these hard rods flip the sign of their velocities with a rate $\gamma$. This leads to the decay of the odd moments of velocity while…
In the hydrodynamic theory, the non-equilibrium dynamics of a many-body system is approximated, at large scales of space and time, by irreversible relaxation to local entropy maximisation. This results in a convective equation corrected by…
Microscopic heat engines operate in regimes where thermodynamic quantities fluctuate strongly, making stochastic effects an essential aspect of their performance. However, existing geometric formulations of finite-time thermodynamics…
We establish the existence of solutions to common noise McKean-Vlasov martingale problems for coefficients with low regularity. Our approach is able to handle the key challenge posed by drift coefficients that are discontinuous with respect…