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We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical…

统计力学 · 物理学 2017-11-22 Oded Farago

Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

This paper analyses the Hamiltonian model of drift waves which describes the chaotic transport of particles in the plasma confinement. With one drift wave the system is integrable and it presents stable orbits. When one wave is added the…

This work is about a slow-fast data assimilation system under non-Gaussian noisy fluctuations. Firstly, we show the existence of a random invariant manifold for a stochastic dynamical system with non-Gaussian noise and two-time scales.…

概率论 · 数学 2018-11-12 Yanjie Zhang , Huijie Qiao , Jinqiao Duan

We introduce a new characteristics of chaoticity of classical and quantum dynamical systems by defining the notion of the dissipation time which enables us to test how the system responds to the noise and in particular to measure the speed…

混沌动力学 · 物理学 2007-05-23 Lech Wolowski

We consider time-continuous Markovian discrete-state dynamics on random networks of interacting agents and study the large population limit. The dynamics are projected onto low-dimensional collective variables given by the shares of each…

We consider a stable driven degenerate stochastic differential equation, whose coefficients satisfy a kind of weak H{\"o}rmander condition. Under mild smoothness assumptions we prove the uniqueness of the martingale problem for the…

概率论 · 数学 2015-03-06 Lorick Huang , Stephane Menozzi

We develop a master equation formalism to describe the evolution of the average density matrix of a closed quantum system driven by a stochastic Hamiltonian. The average over random processes generally results in decoherence effects in…

量子物理 · 物理学 2011-11-30 Li Yu , Daniel F. V. James

We study theoretically entanglement and operator growth in a spin system coupled to an environment, which is modeled with classical dephasing noise. Using exact numerical simulations we show that the entanglement growth and its fluctuations…

统计力学 · 物理学 2018-11-16 Michael Knap

We give an example of a simple mechanical system described by the generalized harmonic oscillator equation, which is a basic model in discussion of the adiabatic dynamics and geometric phase. This system is a linearized plane pendulum with…

数学物理 · 物理学 2018-02-14 G. M. Pritula , E. V. Petrenko , O. V. Usatenko

The work treats systems combining slow and fast motions depending on each other where fast motions are perturbations of families of either dynamical systems or Markov processes with freezed slow variable. In the first case we consider…

动力系统 · 数学 2013-02-21 Yuri Kifer

Tipping points have been shown to be ubiquitous, both in models and empirically in a range of physical and biological systems. The question of how tipping points cascade through systems has been less well studied and is an important one. A…

动力系统 · 数学 2020-11-19 Abhishek Mallela , Alan Hastings

The paper is devoted to the optimal control of a system with two time-scales, in a regime when the limit equation is not of averaging type but, in the spirit of Wong-Zakai principle, it is a stochastic differential equation for the slow…

最优化与控制 · 数学 2024-11-26 Franco Flandoli , Giuseppina Guatteri , Umberto Pappalettera , Gianmario Tessitore

For stochastic perturbations of linear systems with non-zero pure imaginary spectrum we discuss the averaging theorems in terms of the slow-fast action-angle variables and in the sense of Krylov-Bogoliubov. Then we show that if the…

动力系统 · 数学 2025-05-13 Jing Guo , Sergei Kuksin , Zhenxin Liu

Using statistical physics methods, we study generative diffusion models in the regime where the dimension of space and the number of data are large, and the score function has been trained optimally. Our analysis reveals three distinct…

机器学习 · 计算机科学 2025-01-08 Giulio Biroli , Tony Bonnaire , Valentin de Bortoli , Marc Mézard

We show by means of experiments, theory and simulations, that the slow dynamics of coarsening systems displays dynamic heterogeneity similar to that observed in glass-forming systems. We measure dynamic heterogeneity via novel multi-point…

Homogenization of a thin micro-structure yields effective jump conditions that incorporate the geometrical features of the scatterers. These jump conditions apply across a thin but nonzero thickness interface whose interior is disregarded.…

计算物理 · 物理学 2017-03-08 Bruno Lombard , Agnes Maurel , Jean-Jacques Marigo

The dynamics of systems subjected to noise is called Markovian in the absence of memory effects, i.e. when its immediate future only depends on its present. Time correlations in the noise source may generate non-Markovian effects that,…

量子物理 · 物理学 2017-03-22 Nadja K. Bernardes , Andre R. R. Carvalho , C. H. Monken , Marcelo F. Santos

In this paper, we extend the Hartman-Grobman theorem to systems perturbed with white noises. Let's recall that, in deterministic systems, the Hartman-Grobman theorem establishes the "topological equivalence" of the local phase portrait…

动力系统 · 数学 2025-04-22 Paul Bekima

The far-from-equilibrium dynamics of two crystalline two-dimensional monolayers driven past each other is studied using Brownian dynamics simulations. While at very high and low driving rates the layers slide past one another retaining…

软凝聚态物质 · 物理学 2007-05-23 Moumita Das , G. Ananthakrishna , Sriram Ramaswamy