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We prove that the equilibrium fluctuations of the symmetric simple exclusion process in contact with slow boundaries is given by an Ornstein-Uhlenbeck process with Dirichlet, Robin or Neumann boundary conditions depending on the range of…

概率论 · 数学 2016-12-06 Tertuliano Franco , Adriana Neumann , Patrícia Gonçalves

We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…

统计理论 · 数学 2026-05-13 Yanqing Yin , Wang Zhou

Cavity point-to-set correlations are real-space tools to detect the roughening of the free-energy landscape that accompanies the dynamical slowdown of glass-forming liquids. Measuring these correlations in model glass formers remains,…

统计力学 · 物理学 2016-01-26 Ludovic Berthier , Patrick Charbonneau , Sho Yaida

Asymptotically large Reynolds number hydrodynamic turbulence is characterized by multi-scaling of moments of velocity increments and spatial derivatives. With decreasing Reynolds number toward $R_{\lambda}=R^{tr}_{\lambda}\approx 9.0$, the…

流体动力学 · 物理学 2020-06-22 Victor Yakhot

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

We consider the Cahn-Hilliard equation in one space dimension, perturbed by the derivative of a space and time white noise of intensity $\epsilon^{\frac 12}$, and we investigate the effect of the noise, as $\epsilon \to 0$, on the solutions…

数学物理 · 物理学 2022-12-22 L. Bertini , S. Brassesco , P. Buttà

We study the fluctuations of the area $A(t)= \int_0^t x(\tau)\, d\tau$ under a self-similar Gaussian process (SGP) $x(\tau)$ with Hurst exponent $H>0$ (e.g., standard or fractional Brownian motion, or the random acceleration process) that…

统计力学 · 物理学 2022-06-10 Naftali R. Smith , Satya N. Majumdar

We consider the discrete directed polymer model with i.i.d. environment and we study the fluctuations of the tail $n^{(d-2)/4}(W_\infty - W_n)$ of the normalized partition function. It was proven by Comets and Liu, that for sufficiently…

概率论 · 数学 2020-06-12 Clément Cosco , Shuta Nakajima

In light of recent advances in time-step independent stochastic integrators for Langevin equations, we revisit the considerations for using non-Gaussian distributions for the thermal noise term in discrete-time thermostats. We find that the…

统计力学 · 物理学 2023-05-04 Niels Grønbech-Jensen

We study a system of $N\gg 1$ degrees of freedom coupled via a smooth homogeneous Gaussian vector field with both gradient and divergence-free components. In the absence of coupling, the system is exponentially relaxing to an equilibrium…

无序系统与神经网络 · 物理学 2016-07-08 Yan V. Fyodorov , Boris A. Khoruzhenko

A special type of geometric situation in ensembles of non-intersecting paths occurs when the non-intersecting trajectories are required to be nonnegative so that the limit shape becomes tangential to the hard-edge $0$. The local fluctuation…

概率论 · 数学 2024-12-18 Junwen Liu , Luming Yao , Lun Zhang

We provide a method for calculating time-averaged stress fluctuations on surfaces in a viscous incompressible fluid at equilibrium. We assume that (i) the time-averaged fluctuating stress is balanced in equilibrium at each position and that…

统计力学 · 物理学 2018-12-27 Masato Itami , Shin-ichi Sasa

Traditionally, stress fluctuations in flowing and deformed materials are overlooked, with an obvious focus on average stresses in a continuum mechanical approximation. However, these fluctuations, often dismissed as noise, hold the…

材料科学 · 物理学 2024-07-02 Arturo Winters , Hans Christian Öttinger , Jan Vermant

This thesis deals with the investigation of a H(div)-conforming hybrid discontinuous Galerkin discretization for incompressible turbulent flows. The discretization method provides many physical and solving-oriented properties, which may be…

计算工程、金融与科学 · 计算机科学 2020-09-25 Xaver Mooslechner

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

概率论 · 数学 2010-09-15 Rohini Kumar

The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…

流体动力学 · 物理学 2009-11-10 H. Mouri , M. Takaoka , A. Hori , Y. Kawashima

Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase…

统计力学 · 物理学 2024-12-05 Tanmoy Chakraborty , Punyabrata Pradhan , Kavita Jain

Differential rotation is known to suppress linear instabilities in fusion plasmas. However, even in the absence of growing eigenmodes, subcritical fluctuations that grow transiently can lead to sustained turbulence. Here transient growth of…

等离子体物理 · 物理学 2015-08-26 A. A. Schekochihin , E. G. Highcock , S. C. Cowley

We study current fluctuations in a one-dimensional interacting particle system known as the dual smoothing process that is dual to random motions in a Howitt-Warren flow. The Howitt-Warren flow can be regarded as the transition kernels of a…

概率论 · 数学 2015-11-10 Jinjiong Yu

We present a fully quantum mechanical treatment of the nondegenerate optical parametric oscillator both below and near threshold. This is a non-equilibrium quantum system with a critical point phase-transition, that is also known to exhibit…

量子物理 · 物理学 2009-11-10 K. Dechoum , P. D. Drummond , S. Chaturvedi , M. D. Reid