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Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

Fluctuations arising in nonlinear dissipative systems (diode, transistors, chemical reaction, etc.) subject to an external drive (voltage, chemical potential, etc.) are well known to elude any simple characterization such as the…

Statistical Mechanics · Physics 2023-07-10 Jean-Charles Delvenne , Léopold Van Brandt

Thin liquid films are ubiquitous in natural phenomena and technological applications. They have been extensively studied via deterministic hydrodynamic equations, but thermal fluctuations often play a crucial role that needs to be…

In this work, we present three linear numerical schemes to model nematic liquid crystals using the Landau-de Gennes $\textbf{Q}$-tensor theory. The first scheme is based on using a truncation procedure of the energy, which allows for an…

Numerical Analysis · Mathematics 2024-03-27 Justin Swain , Giordano Tierra

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

The random nature of spontaneous emission leads to unavoidable fluctuations in a laser's output. This is often included through random Langevin forces in laser rate equations, but this approach falls short for nanolasers. In this paper, we…

Quantum Physics · Physics 2026-04-03 Matias Bundgaard-Nielsen , Gian Luca Lippi , Jesper Mørk

It is crucially important to investigate effects of temperature on magnetic properties such as critical phenomena, nucleation, pinning, domain wall motion, coercivity, etc. The Landau-Lifshitz-Gilbert (LLG) equation has been applied…

Materials Science · Physics 2015-07-14 Masamichi Nishino , Seiji Miyashita

We consider an electrodiffusion model that describes the intricate interplay of multiple ionic species with a two-dimensional, incompressible, viscous fluid subjected to stochastic additive noise. This system involves nonlocal nonlinear…

Analysis of PDEs · Mathematics 2023-11-01 Elie Abdo , Ruimeng Hu , Quyuan Lin

Instability and rupture dynamics of a liquid nano-thread, subjected to external hydrodynamic perturbations, are captured by a stochastic lubrication equation (SLE) incorporating thermal fluctuations via Gaussian white noise. Linear…

Fluid Dynamics · Physics 2024-11-20 Zhao Zhang , Chengxi Zhao , Ting Si

We present a consistent method to calculate the probability distribution of soliton parameters in systems with additive noise. Even though a weak noise is considered, we are interested in probabilities of large fluctuations (generally…

Chaotic Dynamics · Physics 2009-10-31 G. Falkovich , I. Kolokolov , V. Lebedev , S. Turitsyn

Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

Statistical Mechanics · Physics 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi

We use a set of simplified non-linear Langevin equations to study the hydrodynamic excitations in a nematic liquid crystal. We calculate the one-loop self-energy corrections in the long wavelength limit.

Condensed Matter · Physics 2008-02-03 Gu Yan , Tom C. Lubensky

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization…

Populations and Evolution · Quantitative Biology 2009-11-13 A. Fiasconaro , A. Ochab-Marcinek , B. Spagnolo , E. Gudowska-Nowak

Understanding neural dynamics is a central topic in machine learning, non-linear physics and neuroscience. However, the dynamics is non-linear, stochastic and particularly non-gradient, i.e., the driving force can not be written as gradient…

Neurons and Cognition · Quantitative Biology 2024-12-05 Junbin Qiu , Haiping Huang

We present a supersymmetric formulation of Markov processes, represented by a family of Langevin equations with multiplicative white-noise. The hidden symmetry encodes equilibrium properties such as fluctuation-dissipation relations. The…

Statistical Mechanics · Physics 2012-04-17 Zochil González Arenas , Daniel G. Barci

A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…

Statistical Mechanics · Physics 2014-11-11 Roumen Tsekov

We show how Langevin diffusions can be interpreted in the context of stochastic Hamiltonian systems with structure-preserving noise and dissipation on reductive Lie groups. Reductive Lie groups provide the setting in which the Lie group…

Probability · Mathematics 2025-09-15 Erwin Luesink , Oliver D. Street

The fluctuation eigenmode problem of the nematic topological disclination line with strength $\pm 1/2$ is solved for the complete nematic tensor order parameter. The line tension concept of a defect line is assessed, the line tension is…

Soft Condensed Matter · Physics 2009-11-10 D. Svensek , S. Zumer

We study the dynamics of the oscillating gauged scalar field in a thermal bath. A Langevin type equation of motion of the scalar field, which contains both dissipation and fluctuation terms, is derived by using the real-time finite…

High Energy Physics - Phenomenology · Physics 2014-04-30 Yuhei Miyamoto , Hayato Motohashi , Teruaki Suyama , Jun'ichi Yokoyama

We study the kinetics of the nematic-isotropic transition in a two-dimensional liquid crystal by using a lattice Boltzmann scheme that couples the tensor order parameter and the flow consistently. Unlike in previous studies, we find the…

Soft Condensed Matter · Physics 2009-11-07 Colin Denniston , Enzo Orlandini , J. M. Yeomans
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