相关论文: Third Newton Law in the Mean and Perturbations of …
When high-frequency sound waves travel through media with anomalous diffusion, such as biological tissues, their motion can be described by nonlinear wave equations of fractional higher order. These can be understood as nonlocal…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…
Fluctuation theorems impose constraints on possible work extraction probabilities in thermodynamical processes. These constraints are stronger than the usual second law, which is concerned only with average values. Here, we show that such…
A study of the diffusion of a passive Brownian particle on the surface of a sphere and subject to the effects of an external potential, coupled linearly to the probability density of the particle's position, is presented through a numerical…
By working in the small persistence time limit, we determine the steady-state distribution of an Active Ornstein Uhlenbeck Particle (AOUP) experiencing, in addition to self-propulsion, a Gaussian white noise modelling a bath at temperature…
The letter considers non-isothermal fluid flows and revises simplifications of basic hydrodynamic equations for such flows arriving eventually to a generalization of the Oberbeck-Boussinesq approximation valid for arbitrary equation of…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
We reinvestigate a paradigmatic model of nonequilibrium statistical physics consisting of an inertial Brownian particle in a symmetric periodic potential subjected to both a time--periodic force and a static bias. In doing so we focus on…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
We develop a kinetic theory of Brownian particles with long and short range interactions. We consider both overdamped and inertial models. In the overdamped limit, the evolution of the spatial density is governed by the generalized mean…
We begin by enumerating the many processes in gravitation and cosmology where quantum noise and fluctuations play an active role such as particle creation, galaxy formation and entropy generation. Using the influence functional we first…
We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…
Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical…
We perform a linear stability analysis for corrugations of a Newtonian shock, with particle pressure included, for an arbitrary diffusion coefficient. We study first the dispersion relation for homogeneous media, showing that, besides the…
Suppose that particles are randomly distributed in $\bR^d$, and they are subject to identical stochastic motion independently of each other. The Smoluchowski process describes fluctuations of the number of particles in an observation region…
A comparative discussion of the normal form and action angle variable method is presented in a tutorial way. Normal forms are introduced by Lie series which avoid mixed variable canonical transformations. The main interest is focused on…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…