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We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
Common algorithms for computationally simulating Langevin dynamics must discretize the stochastic differential equations of motion. These resulting finite time step integrators necessarily have several practical issues in common:…
We develop numerical schemes for solving the isothermal compressible and incompressible equations of fluctuating hydrodynamics on a grid with staggered momenta. We develop a second-order accurate spatial discretization of the diffusive,…
A numerical model based on the finite-difference time-domain method is developed to simulate fluctuations which accompany the dephasing of atomic polarization and the decay of excited state's population. This model is based on the…
We show that "dry" active nematics, e.g. collections of shaken elongated granular particles, exhibit large-scale spatiotemporal chaos made of interacting dense, ordered, band-like structures in a parameter region including the linear onset…
The lattice Boltzmann algorithm efficiently simulates the Navier Stokes equation of isothermal fluid flow, but ignores thermal fluctuations of the fluid, important in mesoscopic flows. We show how to adapt the algorithm to include noise,…
Dynamics of the particle phase in a particle laden turbulent flow is highly influenced by the fluctuating velocity and vorticity field of the fluid phase. The present work mainly focuses on exploring the possibility of applying a Langevin…
We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…
The Fluctuation Relation for a stationary state, kept at constant energy by a deterministic thermostat - the Gallavotti-Cohen Theorem -- relies on the ergodic properties of the system considered. We show that when perturbed by an…
We investigate the fluctuating incompressible Navier--Stokes equation driven by spatially correlated thermal noise characterized by a single length scale. This formulation is constructed to preserve thermal equilibrium through the…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
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…
Generalized Langevin equation for characteristic functional of many-electron system dynamically interacting with a thermostat and besides subjected to external perturbation and observation is derived and formulated in terms of one-particle…
Pattern formation in uniaxial polymeric liquid crystals is studied for different dynamic closure approximations. Using the principles of mesoscopic non-equilibrium thermodynamics in a mean-field approach, we derive a Fokker-Planck equation…
We consider a continuum model describing the dynamic behavior of nematic liquid crystal elastomers (LCEs) and implement a numerical scheme to solve the governing equations. In the model, the Helmholtz free energy and Rayleigh dissipation…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…
In liquid-crystalline elastomers, the nematic order parameter and the induced strain vary smoothly across the isotropic-nematic transition, without the expected first-order discontinuity. To investigate this smooth variation, we measure the…
Orbitally ordered states exhibit unique features which make them a promising platform for exploring the ultrafast dynamics of long-range order in solids: Their free energy typically has multiple discrete minima, and electric laser fields or…