Related papers: Estimating Small Probabilities for Langevin Dynami…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…
We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
We develop a general technique to calculate the probability of transitions over the barriers in spin-glasses in the framework of the dynamical theory. We use Lagrangian formulation of the instanton dynamics in which the transitions are…
Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…
Transition phenomena between thermodynamic branch and turbulent branch in submarginal turbulent plasma are analyzed with statistical theory. Time-development of turbulent fluctuation is obtained by numerical simulations of Langevin equation…
We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
A linearised kinetic equation describing electrostatic perturbations of a Maxwellian equilibrium in a weakly collisional plasma forced by a random source is considered. The problem is treated as a kinetic analogue of the Langevin equation…
We derive various exact results for Markovian systems that spontaneously relax to a non-equilibrium steady-state by using joint probability distributions symmetries of different entropy production decompositions. The analytical approach is…
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 analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…
We study the transition probabilities of a two-point measurement on a quantum system, initially prepared in a thermal state. We find two independent constraints on the difference between transition probabilities when the system is prepared…
In molecular dynamics, statistics of transitions, such as the mean transition time, are macroscopic observables which provide important dynamical information on the underlying microscopic stochastic process. A direct estimation using…
Theories with a sign problem due to a complex action or Boltzmann weight can sometimes be numerically solved using a stochastic process in the complexified configuration space. However, the probability distribution effectively sampled by…
D. B. Br\"{u}ckner et al. [Phys. Rev. Lett. 125, 058103 (2020)] have described a novel method for inferring the dynamics of systems governed by an underdamped Langevin equation in the presence of measurement noise. While this is a…
Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…
We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin…