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Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…

Statistical Mechanics · Physics 2025-05-01 Youngkyoung Bae , Seungwoong Ha , Hawoong Jeong

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

For algorithms based on interacting particle systems that admit a mean-field description, convergence analysis is often more accessible at the mean-field level. In order to transfer convergence results obtained at the mean-field level to…

Probability · Mathematics 2025-11-03 Nicolai Jurek Gerber , Franca Hoffmann , Urbain Vaes

We discuss a method by which quantum fluctuations can be included in microscopic transport models based on wave packets that are not energy eigenstates. By including the next-to-leading order term in the cumulant expansion of the…

Nuclear Theory · Physics 2009-10-30 A. Ohnishi , J. Randrup

The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…

Mathematical Physics · Physics 2008-12-11 Wei Wang , A. J. Roberts

The long timescale evolution of a self-gravitating system is generically driven by two-body encounters. In many cases, the motion of the particles is primarily governed by the mean field potential. When this potential is integrable,…

Astrophysics of Galaxies · Physics 2018-09-26 Jean-Baptiste Fouvry , Ben Bar-Or

In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an…

Statistical Mechanics · Physics 2016-09-28 Roman Belousov , E. G. D. Cohen , Lamberto Rondoni

We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…

Statistical Mechanics · Physics 2015-12-18 L. Bertini , A. De Sole , D. Gabrielli , G. Jona-Lasinio , C. Landim

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

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…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

A first-principles treatment of the vibrational dynamics of molecular chemisorbates on metal surfaces is presented. It is shown that the mean field quantum evolution of the vibrational position operator is determined by a quantum Langevin…

Materials Science · Physics 2007-05-23 Vinod Krishna

Advances in nanotechnology have allowed scientists to study biological processes on an unprecedented nanoscale molecule-by-molecule basis, opening the door to addressing many important biological problems. A phenomenon observed in recent…

Applications · Statistics 2008-07-25 S. C. Kou

In order to describe the fusion of two very heavy nuclei at near barrier energies, a generalized Langevin approach is proposed, which incorporates the quantum statistical fluctuations in accordance with the fluctuation and dissipation…

Nuclear Theory · Physics 2009-11-11 S. Ayik , B. Yilmaz , A. Gokalp , O. Yilmaz , N. Takigawa

Nucleon drift and diffusion mechanisms in central collisions of asymmetric heavy-ions at near-barrier energies are investigated in the framework of a stochastic mean-field approach. Expressions for diffusion and drift coefficients for…

Nuclear Theory · Physics 2011-07-08 B. Yilmaz , S. Ayik , D. Lacroix , K. Washiyama

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…

Artificial Intelligence · Computer Science 2012-05-14 Ido Cohn , Tal El-Hay , Nir Friedman , Raz Kupferman

We study slow collective motion of isoscalar type at finite excitation. The collective variable is parameterized as a shape degree of freedom and the mean field is approximated by a deformed shell model potential. We concentrate on…

Nuclear Theory · Physics 2009-10-28 Helmut Hofmann , Fedor A. Ivanyuk , Shuhei Yamaji

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

Mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex functional defined over the space of probability distributions. MFLD has gained attention due to its connection with noisy gradient descent for mean-field…

Machine Learning · Computer Science 2024-10-31 Atsushi Nitanda