Related papers: Analytical Mechanics in Stochastic Dynamics: Most …
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…
Some stochastic systems are particularly interesting as they exhibit critical behavior without fine-tuning of a parameter, a phenomenon called self-organized criticality. In the context of driven-dissipative steady states, one of the main…
A stochastic nonlinear dynamical system generates information, as measured by its entropy rate. Some---the ephemeral information---is dissipated and some---the bound information---is actively stored and so affects future behavior. We derive…
We derive a stochastic partial differential equation that describes the fluctuating behaviour of reaction-diffusion systems of N particles, undergoing Markovian, unary reactions. This generalises the work of Dean [J. Phys. A: Math. and…
The analysis and control of stochastic dynamical systems rely on probabilistic models such as (continuous-space) Markov decision processes, but large or continuous state spaces make exact analysis intractable and call for principled…
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic…
Nelson's stochastic mechanics formulates quantum dynamics as a real-time conservative diffusion process in which a particle undergoes Brownian-like motion with a fluctuation amplitude fixed by Planck's constant. While being mathematically…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
We apply the open systems concept and the influence functional formalism introduced in Paper I to establish a stochastic theory of relativistic moving spinless particles in a quantum scalar field. The stochastic regime resting between the…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
We analyze the dynamical equations obeyed by a classical system with position-dependent mass. It is shown that there is a non-conservative force quadratic in the velocity associated to the variable mass. We construct the Lagrangian and the…
The usual canonical Hamiltonian or Lagrangian formalism of classical mechanics applied to macroscopic systems describes energy conserving adiabatic motion. If irreversible diabatic processes are to be included, then the law of increasing…
The solutions of the one-dimensional homogeneous nonlinear Boltzmann equation are studied in the QE-limit (Quasi-Elastic; infinitesimal dissipation) by a combination of analytical and numerical techniques. Their behavior at large velocities…