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Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often times, thermal fluctuations, modeled as stochastic noise, are present in the system and the phase segregation…

Soft Condensed Matter · Physics 2017-04-19 Prerna Gera , David Salac

Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…

Probability · Mathematics 2023-11-14 Benedict Leimkuhler , Matthias Sachs , Gabriel Stoltz

A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…

High Energy Physics - Phenomenology · Physics 2010-02-16 Peter Arnold

We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…

Quantum Physics · Physics 2009-11-07 Angelo Bassi , GianCarlo Ghirardi

Collective leadership and herding may arise in standard models of opinion dynamics as an interplay of a strong separation of time scales within the population and its hierarchical organization. Using the voter model as a simple opinion…

Physics and Society · Physics 2017-07-12 Liudmila Rozanova , Marian Boguna

One of the fundamental structural properties of many networks is triangle closure. Whereas the influence of this transitivity on a variety of contagion dynamics has been previously explored, existing models of coevolving or adaptive network…

Adaptation and Self-Organizing Systems · Physics 2017-01-04 Nishant Malik , Feng Shi , Hsuan-Wei Lee , Peter J. Mucha

The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…

Statistical Mechanics · Physics 2014-04-28 Katy J. Rubin , Gunnar Pruessner , Grigorios A. Pavliotis

An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…

Methodology · Statistics 2026-05-11 Yutong Zhang , Xiao Liu

We investigate the asymptotic behavior of a perturbation around a spatially non homogeneous stable stationary state of a one-dimensional Vlasov equation. Under general hypotheses, after transient exponential Landau damping, a perturbation…

Mathematical Physics · Physics 2015-05-27 Julien Barré , Alain Olivetti , Yoshiyuki Y. Yamaguchi

We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…

Numerical Analysis · Mathematics 2025-12-10 B. Leimkuhler , A. Sharma , M. V. Tretyakov

The stochastic dynamics of the multi-state voter model is investigated on a class of complex networks made of non-overlapping cliques, each hosting a political candidate and interacting with the others via Erd\H{o}s-R\'enyi links. Numerical…

Physics and Society · Physics 2014-06-10 Filippo Palombi , Simona Toti

Coupling dynamics of the states of the nodes of a network to the dynamics of the network topology leads to generic absorbing and fragmentation transitions. The coevolving voter model is a typical system that exhibits such transitions at…

Physics and Society · Physics 2015-09-14 Marina Diakonova , Victor M. Eguiluz , Maxi San Miguel

We study analytically a variant of the one-dimensional majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors' opinions. The individuals are fixed in the sites of a ring of size $L$ and…

Statistical Mechanics · Physics 2012-07-24 Paulo F. C. Tilles , Jose F. Fontanari

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski

We present a full stochastic description of the pair approximation scheme to study binary-state dynamics on heterogeneous networks. Within this general approach, we obtain a set of equations for the dynamical correlations, fluctuations and…

Physics and Society · Physics 2018-11-05 A. F. Peralta , A. Carro , M. San Miguel , R. Toral

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

A discrete stochastic process involving random amplification with additive noise is studied analytically. If the non-negative random amplification factor $b$ is such that $<b^{\beta}>=1$ where $\beta$ is any positive non-integer, then the…

chao-dyn · Physics 2009-10-31 Nobuko Fuchikami

The Mori-Zwanzig formalism is applied to derive an equation for the evolution of linear observables of the overdamped Langevin equation. To illustrate the resulting equation and its use in deriving approximate models, a particular benchmark…

Dynamical Systems · Mathematics 2018-10-19 Thomas Hudson , Xingjie Helen Li

In this paper, we consider the stochastic Langevin equation with additive noises, which possesses both conformal symplectic geometric structure and ergodicity. We propose a methodology of constructing high weak order conformal symplectic…

Numerical Analysis · Mathematics 2017-02-27 Jialin Hong , Liying Sun , Xu Wang

The influence of zealots on the noisy voter model is studied theoretically and numerically at the mean-field level. The noisy voter model is a modification of the voter model that includes a second mechanism for transitions between states:…

Physics and Society · Physics 2018-01-31 Nagi Khalil , Maxi San Miguel , Raul Toral