Related papers: Fractional dynamics from the ordinary Langevin equ…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…
Fragment mass distributions from the fission of U and Pu isotopes at low excitation energies are studied using a dynamical model based on the fluctuation-dissipation theorem formulated as Langevin equations. The present calculations…
The dissipation function for a system is defined as the natural logarithm of the ratio between probabilities of a trajectory and its time-reversed trajectory, and its probability distribution follows a well-known relation called the…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
We obtain the equations of fluctuating hydrodynamics for many-particle systems whose microscopic units have both translational and rotational motion. The orientational dynamics of each element are studied in terms of the rotational Brownian…
Fractional Brownian motion belongs to a class of long memory Gaussian processes that can be represented as linear functionals of an infinite dimensional Markov process. This representation leads naturally to: - An efficient algorithm to…
In this paper, we develop an encounter-based model of partial surface adsorption for fractional diffusion in a bounded domain. We take the probability of adsorption to depend on the amount of particle-surface contact time, as specified by a…
The following question is addressed: under what conditions can a strange diffusive process, defined by a semi-dynamical V-Langevin equation or its associated Hybrid kinetic equation (HKE), be described by an equivalent purely stochastic…
We consider the stochastic dynamics of a system linearly coupled to a hierarchical thermal bath with two well-separated inherent timescales: one slow, and one fast. The slow part of the bath is modeled as a set of harmonic oscillators and…
We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…
We present an approximate analytical expression for the escape rate of time-dependent driven stochastic processes with an absorbing boundary such as the driven leaky integrate-and-fire model for neural spiking. The novel approximation is…
In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…
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…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
H\"older functions represent mathematical models of nonlinear physical phenomena. This work investigates the general conditions of existence of fractional velocity as a localized generalization of ordinary derivative with regard to the…
Using the parametrically driven harmonic oscillator as a working example, we study two different Markovian approaches to the quantum dynamics of a periodically driven system with dissipation. In the simpler approach, the driving enters the…
We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…