Related papers: Estimating Small Probabilities for Langevin Dynami…

We consider Adaptively Restrained Langevin dynamics, in which the kinetic energy function vanishes for small velocities. Properly parameterized, this dynamics makes it possible to reduce the computational complexity of updating…

For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Experimental data from a turbulent jet flow is analysed in terms of an additive, continuous stochastic process where the usual time variable is replaced by the scale. We show that the energy transfer through scales is well described by a…

Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…

We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass…

Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

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…

With a scalar potential and a bivector potential, the vector field associated with the drift of a diffusion is decomposed into a generalized gradient field, a field perpendicular to the gradient, and a divergence-free field. We give such…

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…

We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We…

A framework for defining stochastic currents associated with diffusion processes on curved Riemannian manifolds is presented. This is achieved by introducing an overdamped Stratonovich-Langevin equation that remains fully covariant under…

Current understanding of the kinetic-scale turbulence in weakly-collisional plasmas still remains elusive. We employ a general framework in which the turbulent energy transfer is envisioned as a scale-to-scale Langevin process. Fluctuations…

We consider numerical approximations of overdamped Langevin stochastic differential equations by implicit methods. We show a weak backward error analysis result in the sense that the generator associated with the numerical solution…

We develop a convergent variational perturbation theory for conditional probability densities of Markov processes. The power of the theory is illustrated by applying it to the diffusion of a particle in an anharmonic potential.