Related papers: N/V-limit for Langevin dynamics in continuum
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
A Generalized Langevin Equation with exponential memory is proposed for the dynamics of a massive intruder in a dense granular fluid. The model reproduces numerical correlation and response functions, violating the equilibrium Fluctuation…
We consider finite and infinite systems of particles on the real line and half-line evolving in continuous time. Hereby, the particles are driven by i.i.d. L\'{e}vy processes endowed with rank-dependent drift and diffusion coefficients. In…
We consider the convergence of kinetic Langevin dynamics to its ergodic invariant measure, which is Gibbs distribution. Instead of the standard setup where the friction coefficient is a constant scalar, we investigate position-dependent…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be convex. A conditional large large deviation principle (LDP) is…
Consider the radial nonlinear wave equation $-\partial_t^2 u + \Delta u = u^3$, $u :\mathbb{R}_t \times \mathbb{R}_x^3 \to \mathbb{R}$, $u(t,x) = u(t,|x|)$. In this paper, we construct a Gibbs measure for this system and prove its…
We consider the behaviour of branching-selection particle systems in the large population limit. The dynamics of these systems is the combination of the following three components: (a) Motion: particles move on the real line according to a…
In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
In this study we derive a single-particle equation of motion, from first-principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential.…
Firstly we consider a finite dimensional Markov semigroup generated by Dunkl laplacian with drift terms. Using gradient bounds we show that for small coefficients this semigroup has an invariant measure. We then extend this analysis to an…
We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…
It is shown that time reversibility of Hamiltonian microscopic dynamics and Gibbs canonical statistical ensemble of initial conditions for it together produce an exact virial expansion for probability distribution of path of molecular…
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
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…
In this paper we consider the one-dimensional Navier-Stokes system for a heat-conducting, compressible reacting mixture which describes the dynamic combustion of fluids of mixed kinds on unbounded domains. This model has been discussed on…
Given a dynamical system with a uniformly hyperbolic (`chaotic') attractor, the physically relevant Sinai-Ruelle-Bowen (SRB) measure can be obtained as the limit of the dynamical evolution of the leaf volume along local unstable manifolds.…
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…