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The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…

Atmospheric and Oceanic Physics · Physics 2011-09-06 Valerio Lucarini , Davide Faranda , Matteo Willeit

We study analytically the equilibrium and near-equilibrium properties of a model of surfaces relaxing via linear surface diffusion and subject to a lattice potential. We employ the variational mean field formalism introduced by Saito for…

Statistical Mechanics · Physics 2007-05-23 Esteban Moro , Rodolfo Cuerno

Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…

Statistical Mechanics · Physics 2026-04-09 Yeeren I. Low

Consider a long-range, one-dimensional voter model started with all zeroes on the negative integers and all ones on the positive integers. If the process obtained by identifying states that are translations of each other is positively…

Probability · Mathematics 2007-07-11 Anja Sturm , Jan M. Swart

We investigate the aging properties of the one-dimensional voter model with long-range interactions in its ordering kinetics. In this system, an agent $S_i=\pm 1$ positioned at a lattice vertex $i$, copies the state of another one located…

Statistical Mechanics · Physics 2024-06-05 Federico Corberi , Luca Smaldone

We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics simulations. Since the equations of motion are linear in nature, it is easy to predict the response of a…

Statistical Mechanics · Physics 2010-01-04 Michele Ceriotti , Giovanni Bussi , Michele Parrinello

We investigate coarse equilibrium states of a fine-scale, stochastic agent-based model of consumer lock-in in a duopolistic market. In the model, agents decide on their next purchase based on a combination of their personal preference and…

Pattern Formation and Solitons · Physics 2016-03-29 Daniele Avitabile , Rebecca Hoyle , Giovanni Samaey

In recent years, autoregressive models have had a profound impact on the description of astronomical time series as the observation of a stochastic process. These methods have advantages compared with common Fourier techniques concerning…

Astrophysics · Physics 2016-01-27 M. König , J. Timmer , R. Staubert

Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed…

Statistical Mechanics · Physics 2011-01-26 Tomasz Srokowski

The standard three-state voter model is enlarged by including the outside pressure favouring one of the three choices and by adding some biased internal random noise. The Monte Carlo simulations are motivated by states with the population…

Physics and Society · Physics 2009-11-13 T. Hadzibeganovic , D. Stauffer , C. Schulze

We study numerical methods for sampling probability measures in high dimension where the underlying model is only approximately identified with a gradient system. Extended stochastic dynamical methods are discussed which have application to…

Numerical Analysis · Mathematics 2016-03-08 Benedict Leimkuhler , Xiaocheng Shang

The voter model with anti-voter bonds is a variant of the classical voter model in which the edges of the underlying graph are assigned signs. At each update, a voter chooses a neighbour according to a transition kernel; interactions across…

Probability · Mathematics 2026-04-14 Jhon Astoquillca , Daniel Valesin

We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange…

Statistical Mechanics · Physics 2010-11-10 S. Lepri , C. Mejia-Monasterio , A. Politi

We present a new and improved method for simultaneous control of temperature and pressure in molecular dynamics simulations with periodic boundary conditions. The thermostat-barostat equations are build on our previously developed…

Statistical Mechanics · Physics 2014-11-20 Niels Grønbech-Jensen , Oded Farago

The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…

Probability · Mathematics 2019-09-10 Federico Cornalba , Tony Shardlow , Johannes Zimmer

We consider the 2D incompressible Navier-Stokes equations driven by mildly degenerate noise that acts only on finitely many low Fourier modes, a setting that models large-scale stirring. For this system, we prove that the top Lyapunov…

Dynamical Systems · Mathematics 2026-05-15 Dengdi Chen , Yan Zheng

The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…

Statistical Mechanics · Physics 2025-11-13 Niklas Bockius , Maximilian Braun , Kay Hofmann , Friederike Schmid , Martin Hanke

Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…

Statistical Mechanics · Physics 2009-11-11 Daniel Huber , Lev Tsimring

We introduce the incremental voter model (IVM), a discrete-opinion multi-agent system where agents undergo step-wise transitions biased by the opinion of a randomly selected persuader. Our incremental voter model comprises a large…

Multiagent Systems · Computer Science 2026-05-29 Fei Cao , Xiaoqian Gong

The generalized Langevin equation (GLE) constitutes a fundamental model for describing nonequilibrium dynamics with memory effects. To overcome the numerical challenges arising from superquadratically growing potentials and degenerate…

Numerical Analysis · Mathematics 2026-04-29 Xinjie Dai , Xingyu Liu , Diancong Jin , Liying Sun