相关论文: Stochastic differential equations for non-linear h…
We study the stochastic nonlinear Schr\"odinger equations with additive stochastic forcing. By using the dispersive estimate, we present a simple argument, constructing a unique local-in-time solution with rougher stochastic forcing than…
We derive the formulae of fluctuating hydrodynamics appropiate to a relativistically consistent divergence type theory, obtaining Landau - Lifshitz fluctuating hydrodynamics as a limiting case.
The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…
Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
We consider a class of one-dimensional nonlinear stochastic parabolic problems associated with Sellers and Budyko diffusive energy balance climate models with a Legendre weighted diffusion and an additive cylindrical Wiener processes…
We consider a stochastic partial differential equation (SPDE) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force. Here the extra stress tensor of the fluid is given by a polynomial…
These notes are an introduction to fluctuating hydrodynamics (FHD) and the formulation of numerical schemes for the resulting stochastic partial differential equations (PDEs). Fluctuating hydrodynamics was originally introduced by Landau…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
In this paper, we study a simple hydrodynamical model showing abrupt flow reversals at random times. For a suitable range of parameters, we show that the dynamics of flow reversal is accurately described by stochastic differential…
We suggest a certain statistical interpretation for the entropy produced in driven thermodynamic processes. The exponential function of half irreversible entropy re-weights the probability of the standard Ornstein-Uhlenbeck-type…
We show that the three-point skewness of concentration fluctuations is non-vanishing in free liquid diffusion, even in the limit of vanishingly small mean concentration gradients. We exploit a high-Schmidt reduction of nonlinear…
We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…
Hydrodynamics of the non-relativistic compressible fluid in the curved spacetime is derived using the generalized framework of the stochastic variational method (SVM) for continuum medium. The fluid-stress tensor of the resultant equation…
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 formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…
We develop a geometric formulation of fluid dynamics, valid on arbitrary Riemannian manifolds, that regards the momentum-flux and stress tensors as 1-form valued 2-forms, and their divergence as a covariant exterior derivative. We review…
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…
A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes not related to…
A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…