Related papers: Dynamics of the Langevin model subjected to colore…
The dynamical phase diagram of the fractional Langevin equation is investigated for harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
A theory for chemical reaction dynamics in condensed phase systems based on the generalized Langevin formalism of Grote and Hynes is presented. A microscopic approach to calculate the dynamic friction is developed within the framework of a…
In order to evaluate and compare different recursive filters, simulation is a common tool and numerous simulation models are widely used as 'benchmark'. In the simulation, the continuous time dynamic system is converted into a discrete-time…
We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…
Denoising diffusion probabilistic models (DDPMs) represent an entirely new class of generative AI methods that have yet to be fully explored. They use Langevin dynamics, represented as stochastic differential equations, to describe a…
We study the noisy dynamics of two coupled bistable modes of a nanomechanical beam. When de-coupled, each driven mode obeys the Duffing equation of motion, with a well-defined bistable region in the frequency domain. When both modes are…
The Langevin noise approach for quantization of macroscopic electromagnetics for three-dimensional, inhomogeneous environments is compared with normal mode quantization. Recent works on the applicability of the method are discussed, and…
We study stochastic dynamics of a point and extended inclusion within a one dimensional confined active viscoelastic gel. We show that the dynamics of a point inclusion can be described by a Langevin equation with a confining potential and…
The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…
We present a picture of phase transitions of the system with colored multiplicative noise. Considering the noise amplitude as the power-law dependence of the stochastic variable $x^a$ we show the way to phase transitions disorder-order and…
High-gain microwave amplifiers operating near quantum limit are crucial for development of quantum technology. However, a systematic theoretical modeling and simulations of their performance represent rather challenging tasks due to the…
Solving the optimal symbol detection problem in multiple-input multiple-output (MIMO) systems is known to be NP-hard. Hence, the objective of any detector of practical relevance is to get reasonably close to the optimal solution while…
We propose theoretical methods to infer coupling strength and noise intensity simultaneously through an observation of spike timing in two well-synchronized noisy oscillators. A phase oscillator model is applied to derive formulae relating…
Efficient and accurate integration of stochastic (partial) differential equations with multiplicative noise can be obtained through a split-step scheme, which separates the integration of the deterministic part from that of the stochastic…
In this paper, we characterize the synchronization phenomenon of hyperchaotic scalar non-linear delay dynamics in a fully-developed chaos regime. Our results rely on the observation that, in that regime, the stationary statistical…
We study Langevin dynamics for recovering the planted signal in the spiked matrix model. We provide a "path-wise" characterization of the overlap between the output of the Langevin algorithm and the planted signal. This overlap is…
The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…