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相关论文: KPZ fluctuations in the planar stochastic heat equ…

200 篇论文

We present a variational formulation for the Kardar-Parisi-Zhang (KPZ) equation that leads to a thermodynamic-like potential for the KPZ as well as for other related kinetic equations. For the KPZ case, with the knowledge of such a…

统计力学 · 物理学 2009-07-24 Horacio S. Wio

We present analytical results for the lowest cumulants of a stochastic process described by a Fokker-Planck equation with nonlinear drift. We show that, in the limit of small fluctuations, the mean, the variance and the covariance of the…

统计力学 · 物理学 2009-11-11 Eric Lutz

For a class of non-linear stochastic heat equations driven by $\alpha$-stable white noises for $\alpha\in(1,2)$ with Lipschitz coefficients, we first show the existence and pathwise uniqueness of $L^p$-valued c\`{a}dl\`{a}g solutions to…

概率论 · 数学 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

We consider directed polymers in random environment in the critical dimension $d = 2$, focusing on the intermediate disorder regime when the model undergoes a phase transition. We prove that, at criticality, the diffusively rescaled random…

概率论 · 数学 2023-03-07 Francesco Caravenna , Rongfeng Sun , Nikos Zygouras

Gaussian white noise is frequently used to model fluctuations in physical systems. In Fokker-Planck theory, this leads to a vanishing probability density near the absorbing boundary of threshold models. Here we derive the boundary condition…

定量方法 · 定量生物学 2010-09-17 M. Helias , M. Deger , S. Rotter , M. Diesmann

In this paper, we present a fluctuation analysis of a type of parabolic equations with large, highly oscillatory, random potentials around the homogenization limit. With a Feynman-Kac representation, the Kipnis-Varadhan's method, and a…

概率论 · 数学 2014-09-30 Yu Gu , Guillaume Bal

Recent studies have extensively explored chaotic dynamics in quantum optical systems through the mean-field approximation, which corresponds to an ideal, fluctuation-free scenario. However, the inherent sensitivity of chaos to initial…

量子物理 · 物理学 2026-01-16 Mei-Qi Gao , Song-hai Li , Xun Li , Xingli Li , Jiong Cheng , Wenlin Li

We consider a class of stochastic heat equations driven by truncated $\alpha$-stable white noises for $1<\alpha<2$ with noise coefficients that are continuous but not necessarily Lipschitz and satisfy globally linear growth conditions. We…

概率论 · 数学 2024-04-02 Yongjin Wang , Chengxin Yan , Xiaowen Zhou

We consider a quantum system with $N$ degrees of freedom which is classically chaotic. When $N$ is large, and both $\hbar$ and the quantum energy uncertainty $\Delta E$ are small, quantum chaos theory can be used to demonstrate the…

chao-dyn · 物理学 2009-10-28 Mark Srednicki

We consider the linear stochastic wave equation with spatially homogenous Gaussian noise, which is fractional in time with index $H>1/2$. We show that the necessary and sufficient condition for the existence of the solution is a relaxation…

概率论 · 数学 2009-12-22 Raluca Balan , Ciprian Tudor

We consider the system of $N$ one-dimensional free fermions confined by a harmonic well $V(x) = m\omega^2 {x^2}/{2}$ at finite inverse temperature $\beta = 1/T$. The average density of fermions $\rho_N(x,T)$ at position $x$ is derived. For…

统计力学 · 物理学 2015-12-10 David S. Dean , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

In this paper, we study a class of nonlinear space-time fractional stochastic kinetic equations in $\mathbb{R}^d$ with Gaussian noise which is white in time and homogeneous in space. This type of equation constitutes an extension of the…

概率论 · 数学 2022-01-19 Junfeng Liu

In this work, our prime focus is to study the one to one correspondence between the conduction phenomena in electrical wires with impurity and the scattering events responsible for particle production during stochastic inflation and…

高能物理 - 理论 · 物理学 2019-04-16 Sayantan Choudhury , Arkaprava Mukherjee , Prashali Chauhan , Sandipan Bhattacherjee

We consider the fluctuations of the free energy in generalized Sherrington-Kirkpatrick models and the log likelihood ratio of spiked Wigner models in the high temperature/subcritical regime. We prove that the limiting laws of the…

概率论 · 数学 2026-05-25 Hyunsuk Choo , Yoochan Han , Ji Oon Lee

We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…

数学物理 · 物理学 2021-03-11 Jeffrey Schenker , F. Zak Tilocco , Shiwen Zhang

Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…

统计力学 · 物理学 2007-05-23 R. van Zon , E. G. D. Cohen

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…

概率论 · 数学 2018-09-12 Lu Xu

The mode-fluctuation distribution $P(W)$ is studied for chaotic as well as for non-chaotic quantum billiards. This statistic is discussed in the broader framework of the $E(k,L)$ functions being the probability of finding $k$ energy levels…

chao-dyn · 物理学 2009-10-28 R. Aurich , A. Bäcker , F. Steiner

We compute the one-point probability distribution for the stationary KPZ equation (i.e. initial data H(0,X)=B(X), for B(X) a two-sided standard Brownian motion) and show that as time T goes to infinity, the fluctuations of the height…

概率论 · 数学 2022-12-22 Alexei Borodin , Ivan Corwin , Patrik L. Ferrari , Bálint Vető

When a chaotic, ergodic Hamiltonian system with $N$ degrees of freedom is subject to sufficiently rapid periodic driving, its energy evolves diffusively. We derive a Fokker-Planck equation that governs the evolution of the system's…

统计力学 · 物理学 2021-03-01 Wade Hodson , Christopher Jarzynski