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This paper establishes a Freidlin-Wentzell large deviation principle for stochastic differential equations(SDEs) under locally weak monotonicity conditions and Lyapunov conditions. We illustrate the main result of the paper by showing that…

概率论 · 数学 2021-10-14 Jian Wang , Hao Yang , Jianliang Zhai , Tusheng Zhang

The recent analysis on noncommutative geometry, showing quantization of the volume for the Riemannian manifold entering the geometry, can support a view of quantum mechanics as arising by a stochastic process on it. A class of stochastic…

量子物理 · 物理学 2017-11-03 Marco Frasca

I give a highly selective overview of the way statistical mechanics explains the microscopic origins of the time asymmetric evolution of macroscopic systems towards equilibrium and of first order phase transitions in equilibrium. These…

数学物理 · 物理学 2009-10-31 Joel L. Lebowitz

This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation…

偏微分方程分析 · 数学 2021-12-16 Gabriel Stoltz

The Lie-point symmetry method is used to find some closed-form solutions for a constitutive equation modeling stress in elastic materials. The partial differential equation (PDE), which involves a power law with arbitrary exponent n, was…

可精确求解与可积系统 · 物理学 2024-12-17 Rehana Naz , Willy Hereman

Irreversible processes of one-dimensional quantum perfect Lorentz gas is studied on the basis of the fundamental laws of physics in terms of the complex spectral analysis associated with the resonance state of the Liouville-von Neumann…

统计力学 · 物理学 2015-07-09 Kazunari Hashimoto , Kazuki Kanki , Satoshi Tanaka , Tomio Petrosky

It was shown recently that stochastic quantization can be made into a well defined quantization scheme on (pseudo-)Riemannian manifolds using second order differential geometry, which is an extension of the commonly used first order…

广义相对论与量子宇宙学 · 物理学 2021-12-28 Folkert Kuipers

Given $n$ independent random marked $d$-vectors (points) $X_i$ distributed with a common density, define the measure $\nu_n=\sum_i\xi_i$, where $\xi_i$ is a measure (not necessarily a point measure) which stabilizes; this means that $\xi_i$…

统计理论 · 数学 2009-09-29 Mathew D. Penrose

A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…

广义相对论与量子宇宙学 · 物理学 2018-03-22 Yoshimasa Kurihara

A framework for statistical-mechanical analysis of quantum Hamiltonians is introduced. The approach is based upon a gradient flow equation in the space of Hamiltonians such that the eigenvectors of the initial Hamiltonian evolve toward…

量子物理 · 物理学 2013-09-13 Dorje C. Brody , David C. P. Ellis , Darryl D. Holm

Consider a microscopic system of $N$ hard spheres that are initially independent (modulo the exclusion condition on particle positions) and identically distributed in $\mathbb{R}^3$. When the number $N$ of particles goes to infinity and the…

偏微分方程分析 · 数学 2026-02-05 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…

数值分析 · 数学 2015-08-10 Henry C. Tuckwell

Solitary-particle quantum mechanics' inherent compatibility with special relativity is implicit in Schroedinger's postulated wave-function rule for the operator quantization of the particle's canonical three-momentum, taken together with…

综合物理 · 物理学 2010-05-25 Steven Kenneth Kauffmann

The evolution of a gas can be described by different models depending on the observation scale. A natural question, raised by Hilbert in his sixth problem, is whether these models provide consistent predictions. In particular, for rarefied…

偏微分方程分析 · 数学 2022-03-08 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond , Sergio Simonella

We introduce N=1 supersymmetric generalization of the mechanical system describing a particle with fractional spin in D=1+2 dimensions and being classically equivalent to the formulation based on the Dirac monopole two-form. The model…

高能物理 - 理论 · 物理学 2011-08-12 I. V. Gorbunov , S. M. Kuzenko , S. L. Lyakhovich

The Boussinesq equations are fundamental in meteorology. Among other aspects, they aim to model the process of front formation. We use the approach presented in [Hol15] to introduce stochasticity into the incompressible Boussinesq…

偏微分方程分析 · 数学 2019-09-04 Diego Alonso-Orán , Aythami Bethencourt de León

The theory of large deviations is concerned with the exponential decay of probabilities of large fluctuations in random systems. These probabilities are important in many fields of study, including statistics, finance, and engineering, as…

统计力学 · 物理学 2009-08-20 Hugo Touchette

This paper applies the formalism of classical, Gibbs-Boltzmann statistical mechanics to the phenomenon of non-thermal damage. As an example, a non-thermal fiber-bundle model with the global uniform (meanfield) load sharing is considered.…

统计力学 · 物理学 2008-10-01 S. G. Abaimov

By means of an original approach, called "method of the moving frame", we establish existence, uniqueness and stability results for mild and weak solutions of stochastic partial differential equations (SPDEs) with path dependent…

概率论 · 数学 2010-01-18 Damir Filipovic , Stefan Tappe , Josef Teichmann

Bohmian mechanics is the most naively obvious embedding imaginable of Schr\"odinger's equation into a completely coherent physical theory. It describes a world in which particles move in a highly non-Newtonian sort of way, one which may at…

量子物理 · 物理学 2008-11-26 K. Berndl , M. Daumer , D. Dürr , S. Goldstein , N. Zanghi