Related papers: Symmetries of generating functionals of Langevin p…
This paper studies Langevin equation with random damping due to multiplicative noise and its solution. Two types of multiplicative noise, namely the dichotomous noise and fractional Gaussian noise are considered. Their solutions are…
Stochastic phenomena are often described by Langevin equations, which serve as a mesoscopic model for microscopic dynamics. It is known since the work of Parisi and Sourlas that reversible (or equilibrium) dynamics present supersymmetries…
We define and study multi-colored dimer models on a segment and on a circle. The multivariate generating functions for the dimer models satisfy the recurrence relations similar to the one for Fibonacci numbers. We give closed formulae for…
Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In…
Motivated by the task of computing normalizing constants and importance sampling in high dimensions, we study the dimension dependence of fluctuations for additive functionals of time-inhomogeneous Langevin-type diffusions on…
We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…
A detailed study of the mean-field solution of Langevin equations with multiplicative noise is presented. Three different regimes depending on noise-intensity (weak, intermediate, and strong-noise) are identified by performing a…
We have discussed the dynamics of Langevin model subjected to colored noise, by using the functional-integral method (FIM) combined with equations of motion for mean and variance of the state variable. Two sets of colored noise have been…
Physical situations involving multiplicative noise arise generically in cosmology and field theory. In this paper, the focus is first on exact nonlinear Langevin equations, appropriate in a cosmologica setting, for a system with one degree…
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…
We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…
The presence of multiplicative noise can alter measurements of forces acting on nanoscopic objects. Taking into account of multiplicative noise, we derive a series of non-equilibrium thermodynamical equalities as generalization of the…
Generalized Langevin equations with non-linear forces and position-dependent linear friction memory kernels, such as commonly used to describe the effective dynamics of coarse-grained variables in molecular dynamics, are rigorously derived…
We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…
We develop the general formalism for the study of neutrino propagation in presence of stochastic media. This formalism allows the systematic derivation of evolution equations for averaged quantities as survival probabilities and higher…
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…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We present a numerical method to compute the approximation of the memory functions in the generalized Langevin models for collective dynamics of macromolecules. We first derive the exact expressions of the memory functions, obtained from…
We write equations of motion for density variables that are equivalent to Newtons equations. We then propose a set of trial equations parameterised by two unknown functions to describe the exact equations. These are chosen to best fit the…