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For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…

Statistical Mechanics · Physics 2024-06-13 Ellen Meyberg , Julius Degünther , Udo Seifert

A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…

Plasma Physics · Physics 2019-02-20 A. Kanekar , A. A. Schekochihin , W. Dorland , N. F. Loureiro

We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…

Soft Condensed Matter · Physics 2009-11-13 Burkhard Duenweg , Ulf D. Schiller , Anthony J. C. Ladd

In closed quantum systems, wavepackets can spread exponentially in time due to chaos, forming long-range superpositions in just seconds for ordinary macroscopic systems. A weakly coupled environment is conjectured to decohere the system and…

Quantum Physics · Physics 2025-05-20 Felipe Hernández , Daniel Ranard , C. Jess Riedel

This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…

Numerical Analysis · Mathematics 2026-05-25 Lorenz Fruehwirth , Andreas Habring

We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped…

Mathematical Physics · Physics 2017-07-06 Alessandra Iacobucci , Stefano Olla , Gabriel Stoltz

We investigate the importance of including quantized initial conditions in Langevin dynamics for adsorbates interacting with a thermal reservoir of electrons. For quadratic potentials the time evolution is exactly described by a classical…

Materials Science · Physics 2010-07-23 Thomas Olsen , Jakob Schiøtz

An improved method for driving a system into a desired distribution, for example, the Gibbs-Boltzmann distribution, is proposed, which makes use of an artificial relaxation process. The standard techniques for achieving the Gibbs-Boltzmann…

Statistical Mechanics · Physics 2015-06-18 Masayuki Ohzeki , Akihisa Ichiki

An approach to correlated dynamics of quantum nuclei and electrons both in dynamical interaction with external environments is presented. This stochastic quantum molecular dynamics rests on a theorem that establishes a one-to-one…

Materials Science · Physics 2012-12-27 Heiko Appel , Massimiliano Di Ventra

A rigorous derivation of quantum Langevin equation from microscopic dynamics in the low density limit is given. We consider a quantum model of a microscopic system (test particle) coupled with a reservoir (gas of light Bose particles) via…

Mathematical Physics · Physics 2007-05-23 L. Accardi , A. N. Pechen , I. V. Volovich

We investigate the approach to stable and metastable equilibrium in Ising models using a cluster representation. The distribution of nucleation times is determined using the Metropolis algorithm and the corresponding $\phi^{4}$ model using…

Statistical Mechanics · Physics 2007-10-26 Hui Wang , Kipton Barros , Harvey Gould , W. Klein

In Bhattacharya et al. (Science Advances, 2020), a set of chemical reactions involved in the dynamics of actin waves in cells was studied. Both at the microscopic level, where the individual chemical reactions are directly modelled using…

Analysis of PDEs · Mathematics 2023-02-01 Christian Hamster , Peter van Heijster

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

Data Analysis, Statistics and Probability · Physics 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

The time-dependent variational principle using generalized Gaussian trial functions yields a finite dimensional approximation to the full quantum dynamics and is used in many disciplines. It is shown how these 'semi-quantum' dynamics may be…

chao-dyn · Physics 2009-10-22 Arjendu K. Pattanayak , William C. Schieve

We extend the canonical Gibbs distribution, originally formulated for systems at equilibrium, to systems driven out of equilibrium. The stochastic dynamics of a small system are described by a probability distribution over discrete energy…

Statistical Mechanics · Physics 2026-03-31 Jean-Luc Garden

The semiclassical Einstein-Langevin equations which describe the dynamics of stochastic perturbations of the metric induced by quantum stress-energy fluctuations of matter fields in a given state are considered on the background of the…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Rosario Martin , Enric Verdaguer

We present a statistical mechanics framework for modeling equilibrium friction coefficients using the Generalized Langevin Equation (GLE). We show that the kernel, obtained via the Fluctuation-Dissipation Theorem (FDT) from the stochastic…

Plasma Physics · Physics 2026-05-01 N. R. Sree Harsha , Zhenyuan Yu , Chuang Ren , Virginia Billings , Michael Huang

Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…

Statistical Mechanics · Physics 2019-01-28 Xudong Wang , Yao Chen , Weihua Deng

In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an…

Probability · Mathematics 2026-02-27 Manh Hong Duong , Hung Dang Nguyen , Wenxuan Tao

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

Chemical Physics · Physics 2025-12-03 Fivos Perakis , Takeshi Kawasaki , Shinji Saito