Related papers: Estimating Small Probabilities for Langevin Dynami…
Expanding medium is very common in many different fields, such as biology and cosmology. It brings a nonnegligible influence on particle's diffusion, which is quite different from the effect of an external force field. The dynamic mechanism…
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
The individual motion of a colloidal particle is described by an overdamped Langevin equation. When rotational degrees of freedom are relevant, these are described by a corresponding Langevin process. Our purpose is to show that the…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…
We comment on the problem of energy translation invariance of probability distribution and present some observations. It is shown that a probability distribution can be invariant in the thermodynamic limit if there is no long term…
In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
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…
In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…
We investigate learning the eigenfunctions of evolution operators for time-reversal invariant stochastic processes, a prime example being the Langevin equation used in molecular dynamics. Many physical or chemical processes described by…
We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…
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…
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…
In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…
The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…
The master equation for the reversible reaction A+A <--> 0 is considered in Poisson representation, where it is equivalent to a Langevin equation with imaginary noise for a complex stochastic variable \phi. Such Langevin equations appear…
The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…