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Higher order fluctuation expansions for stochastic heat equations (SHE) with nonlinear, non-conservative and conservative noise are obtained. These Edgeworth-type expansions describe the asymptotic behavior of solutions in suitable joint…

概率论 · 数学 2024-06-27 Benjamin Gess , Zhengyan Wu , Rangrang Zhang

A semiclassical theory of dissipative Henon-Heiles system is proposed. Based on $\hbar$-scaling of an equation for evolution of Wigner quasiprobability distribution function in presence of dissipation and thermal diffusion, we derive a…

chao-dyn · 物理学 2015-06-24 Bidhan Chandra Bag , Deb Shankar Ray

This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…

概率论 · 数学 2024-01-15 Vo V. Anh , Andriy Olenko , Yu Guang Wang

We study the large-scale dynamics of the solution to a nonlinear stochastic heat equation (SHE) in dimensions $d \geq 3$ with long-range dependence. This equation is driven by multiplicative Gaussian noise, which is white in time and…

概率论 · 数学 2025-01-16 Luca Gerolla , Martin Hairer , Xue-Mei Li

A set of equations is derived from the Boltzmann kinetic equation describing charge transport in semiconductors. The unknowns of these equations depend on the space-time coordinates and the electron energy. The non-parabolic and parabolic…

统计力学 · 物理学 2007-05-23 S. F. Liotta , A. Majorana

We show that under a certain moderate deviation scaling, the multiplicative-noise stochastic heat equation (SHE) arises as the fluctuations of the quenched density of a 1D random walk whose transition probabilities are iid [0,1]-valued…

概率论 · 数学 2024-12-24 Sayan Das , Hindy Drillick , Shalin Parekh

We consider a non acoustic chain of harmonic oscillators with the dynamics perturbed by a random local exchange of momentum, such that energy and momentum are conserved. The macroscopic limits of the energy density, momentum and the…

数学物理 · 物理学 2016-08-24 Tomasz Komorowski , Stefano Olla

Multidimensional magneto-hydrodynamical (MHD) simulations coupled with stochastic differential equations (SDEs) adapted to test particle acceleration and transport in complex astrophysical flows are presented. The numerical scheme allows…

天体物理学 · 物理学 2009-11-07 F. Casse , A. Marcowith

We investigate theoretically and numerically transport noise-induced diffusion in flows on the sphere. Previous analysis on the torus demonstrated that suitably chosen transport noise in the Euler equations leads to diffusive behavior…

数值分析 · 数学 2025-08-07 Sagy Ephrati , Erik Jansson , Andrea Papini

A quantum theory of dispersion for an inhomogeneous solid is obtained, from a starting point of multipolar coupled atoms interacting with an electromagnetic field. The dispersion relations obtained are equivalent to the standard classical…

量子物理 · 物理学 2009-10-31 P. D. Drummond , M. Hillery

We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…

机器学习 · 计算机科学 2026-02-11 Davide Gallon , Philippe von Wurstemberger , Patrick Cheridito , Arnulf Jentzen

We study the diffusive expansion for solutions around Maxwellian equilibrium and in a periodic box to the Vlasov-Maxwell-Boltzmann system, the most fundamental model for an ensemble of charged particles. Such an expansion yields a set of…

偏微分方程分析 · 数学 2007-05-23 Juhi Jang

Motivated by previous results showing that the addition of a linear dispersive term to the two-dimensional Kuramoto-Sivashinsky equation has a dramatic effect on the pattern formation, we study the Swift-Hohenberg equation with an added…

斑图形成与孤子 · 物理学 2023-05-03 Brenden Balch , Patrick D. Shipman , R. Mark Bradley

We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…

统计力学 · 物理学 2018-11-14 Pedro L. Garrido , Joel L. Lebowitz

The Swift-Hohenberg equation (SHE) is a partial differential equation that explains how patterns emerge from a spatially homogeneous state. It has been widely used in the theory of pattern formation. Following a recent study by Bramburger…

斑图形成与孤子 · 物理学 2023-12-19 Georgi S. Medvedev , Dmitry E. Pelinovsky

The resonant state expansion (RSE), a rigorous perturbative method in electrodynamics, is developed for three-dimensional open optical systems. Results are presented using the analytically solvable homogeneous dielectric sphere as…

光学 · 物理学 2015-05-05 M. B. Doost , W. Langbein , E. A. Muljarov

A resonant-state expansion (RSE) for open optical systems with a general frequency dispersion of the relative permittivity, described by a finite number of simple poles, is presented. As in the non-dispersive case, the RSE of dispersive…

介观与纳米尺度物理 · 物理学 2016-02-10 E. A. Muljarov , W. Langbein

This paper examines the temporal evolution of a two-stage stochastic model for spherical random fields. The model uses a time-fractional stochastic hyperbolic diffusion equation, which describes the evolution of spherical random fields on…

谱理论 · 数学 2024-12-10 Tareq Alodat , Quoc T. Le Gia

We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…

数值分析 · 数学 2018-06-18 Lehel Banjai , Enrique Otarola

In this paper, we study the stochastic heat equation (SHE) on $\mathbb{R}^d$ subject to a centered Gaussian noise that is white in time and colored in space. We establish the existence and uniqueness of the random field solution in the…

概率论 · 数学 2022-08-09 Le Chen , Jingyu Huang
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