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The exact stochastic decomposition of non-Markovian dissipative quantum dynamics is combined with the time-dependent semiclassical initial value formalism. It is shown that even in the challenging regime of moderate friction and low…

Statistical Mechanics · Physics 2011-09-30 Werner Koch , Frank Großmann , Jürgen T. Stockburger , Joachim Ankerhold

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…

Probability · Mathematics 2007-05-23 L. Decreusefond

Macroscopic theories of nucleation such as classical nucleation theory envision that clusters of the bulk stable phase form inside the bulk metastable phase. Molecular dynamics simulations are often used to elucidate nucleation mechanisms,…

Materials Science · Physics 2017-09-06 Bingqing Cheng , Michele Ceriotti

We study the dynamics of a Brownian particle in Morse potential under thermal fluctuations, modeled by Gaussian white noise whose amplitude depends on absolute temperature. Dynamics of such a particle is investigated by numerically…

Statistical Mechanics · Physics 2021-04-12 P Vipin , R Sankaranarayanan

This paper introduces an enhanced Classical Nucleation Theory model to predict the cavitation inception pressure and to describe the behavior of nanoscale gaseous nuclei during cavitation. Validation is achieved through molecular dynamics…

Soft Condensed Matter · Physics 2025-04-15 Mazyar Dawoodian , Ould el Moctar

Nucleation is an out-of-equilibrium process, which can be strongly affected by the presence of external fields. In this letter, we report a simple extension of classical nucleation theory to systems submitted to an homogeneous shear flow.…

Statistical Mechanics · Physics 2013-06-17 Anatolii V. Mokshin , Bulat N. Galimzyanov , Jean-Louis Barrat

A stochastic version of the Brusselator model is proposed and studied via the system size expansion. The mean-field equations are derived and shown to yield to organized Turing patterns within a specific parameters region. When determining…

Statistical Mechanics · Physics 2015-05-14 Tommaso Biancalani , Duccio Fanelli , Francesca Di Patti

The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…

Statistical Mechanics · Physics 2024-01-23 Julia Cantisán , Alexandre R. Nieto , Jesús M. Seoane , Miguel A. F. Sanjuán

Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…

Statistical Mechanics · Physics 2026-05-07 Daniela Moretti , Pasquale Digregorio , Giuseppe Gonnella , Antonio Suma

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Statistical Mechanics · Physics 2016-04-06 G. Falasco , K. Kroy

The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…

Quantum Physics · Physics 2014-04-01 Maurice J. M. L. O. Godart

A semi-classical non-Hamiltonian model of a spontaneous collapse of unstable quantum system is given. The time evolution of the system becomes non-Hamiltonian at random instants of transition of pure states to reduced ones, given by a…

Mathematical Physics · Physics 2009-11-11 V. P. Belavkin , P. Staszewski

Causal ordering of key events in the cell cycle is essential for proper functioning of an organism. Yet, it remains a mystery how a specific temporal program of events is maintained despite ineluctable stochasticity in the biochemical…

Molecular Networks · Quantitative Biology 2017-03-30 Farshid Jafarpour , Michael Vennettilli , Srividya Iyer-Biswas

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…

Numerical Analysis · Mathematics 2015-03-13 Jiarui Yang , Jinqiao Duan

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

Probability · Mathematics 2007-05-23 Stefan Adams , Jean-Bernard Bru , Wolfgang Koenig

We propose a mathematical methodology to derive a stochastic parameterization of bulk warm cloud micro-physics properties. Unlike previous bulk parameterizations, the stochastic parameterization does not assume any particular droplet size…

Atmospheric and Oceanic Physics · Physics 2016-06-08 David Collins , Boualem Khouider

The nucleation of bubbles in first-order phase transitions is traditionally characterised by the critical bubble: defined as the saddle-point solution of the Euclidean action that separates collapsing from expanding field configurations.…

High Energy Physics - Phenomenology · Physics 2026-03-05 Tomasz P. Dutka

We present an algorithm for solving stochastic heat equations, whose key ingredient is a non-uniform time discretization of the driving Brownian motion $W$. For this algorithm we derive an error bound in terms of its number of evaluations…

Probability · Mathematics 2007-05-23 Thoms Mueller-Gronbach , Klaus Ritter

The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…

Probability · Mathematics 2020-03-02 Sixian Jin , Kei Kobayashi
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