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We study the exact fluctuating hydrodynamics of the scaled Light-Heavy model (sLH), in which two species of particles (light and heavy) interact with a fluctuating surface. This model is similar in definition to the unscaled Light-Heavy…

统计力学 · 物理学 2025-03-21 Shilpa Prakash , Mustansir Barma , Kabir Ramola

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

Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…

统计力学 · 物理学 2007-05-23 Ning-Ning Pang , Hisen-Ching Kao , Wen-Jer Tzeng

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

概率论 · 数学 2014-03-24 Hye-Won Kang , Thomas G. Kurtz , Lea Popovic

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…

It has been conjectured that transport in integrable one-dimensional (1D) systems is necessarily ballistic. The large diffusive response seen experimentally in nearly ideal realizations of the S=1/2 1D Heisenberg model is therefore puzzling…

强关联电子 · 物理学 2010-12-01 J. Sirker , R. G. Pereira , I. Affleck

We present results on tagged particle diffusion in a meso-scale lattice model for sheared amorphous material in athermal quasi-static conditions. We find a short time diffusive regime and a long time diffusive regime whose diffusion…

软凝聚态物质 · 物理学 2018-10-10 Botond Tyukodi , Craig E Maloney , Damien Vandembroucq

We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…

统计力学 · 物理学 2016-11-23 Tridib Sadhu , Bernard Derrida

We introduce fluctuating hydrodynamics approaches on surfaces for capturing the drift-diffusion dynamics of particles and microstructures immersed within curved fluid interfaces of spherical shape. We take into account the interfacial…

软凝聚态物质 · 物理学 2023-10-24 David Rower , Misha Padidar , Paul J. Atzberger

For diffusive systems that can be described by fluctuating hydrodynamics and by the Macroscopic Fluctuation Theory of Bertini et al., the total current fluctuations display universal features when the system is closed and in equilibrium.…

统计力学 · 物理学 2011-11-29 Vivien Lecomte , Alberto Imparato , Frédéric Van Wijland

We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…

概率论 · 数学 2018-10-24 Milton Jara , Otávio Menezes

We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…

概率论 · 数学 2014-03-06 J. Bakosi , J. R. Ristorcelli

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

统计力学 · 物理学 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

We consider a class of continuous-time stochastic growth models on $d$-dimensional lattice with non-negative real numbers as possible values per site. We remark that the diffusive scaling limit proven in our previous work [Nagahata, Y.,…

概率论 · 数学 2010-09-14 Yukio Nagahata , Nobuo Yoshida

Finite size fluctuations are a crucial ingredient in kinetic theory of long-range interacting collisionless systems. In this Letter, we introduce a phenomenological theory which predicts an anomalous scaling close to marginal stability for…

统计力学 · 物理学 2026-03-19 Yoshiyuki Y. Yamaguchi , Julien Barré

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

统计力学 · 物理学 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

The flow of two macroscopically immiscible, viscous, incompressible fluids with unmatched densities is studied, where a transfer of mass between the constituents by phase transition is taken into account. To this end, two…

偏微分方程分析 · 数学 2025-05-09 Helmut Abels , Harald Garcke , Julia Wittmann

We investigate the dynamics of a one-dimensional asymmetric exclusion process with Langmuir kinetics and a fluctuating wall. At the left boundary, particles are injected onto the lattice; from there, the particles hop to the right. Along…

统计力学 · 物理学 2009-11-13 Sarah A. Nowak , Pak-Wing Fok , Tom Chou

This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…

动力系统 · 数学 2017-07-20 Dang H. Nguyen , Nguyen H. Du , George Yin

Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…

统计理论 · 数学 2018-09-07 Christophe Andrieu , James Ridgway , Nick Whiteley