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We present an explicit solution based on the phase-amplitude approximation of the Fokker-Planck equation associated with the Langevin equation of the birhythmic modified van der Pol system. The solution enables us to derive probability…

Chaotic Dynamics · Physics 2015-06-12 R. Yamapi , G. Filatrella , M. A. Aziz-Alaoui , Hilda A. Cerdeira

We use the stochastic quantization method to construct a supersymmetric version of the quantum spherical model. This is based on the equivalence between the Brownian motion described by a Langevin equation and the supersymmetric quantum…

Statistical Mechanics · Physics 2013-09-24 P. F. Bienzobaz , Pedro R. S. Gomes , M. Gomes

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…

Dynamical Systems · Mathematics 2016-09-16 Peter L. Simon , Eszter Sikolya

After a general overview of some features of the relaxation dynamics of the Hamiltonian Mean Field model, its equilibrium thermodynamic properties are used to rephrase the out-of-equilibrium regime for energies below the critical point…

Statistical Mechanics · Physics 2009-10-16 L. Velazquez , F. Guzman

The translational motion of anisotropic or self-propelled colloidal particles is closely linked with the particle's orientation and its rotational Brownian motion. In the overdamped limit, the stochastic evolution of the orientation vector…

Statistical Mechanics · Physics 2025-10-17 Felix Höfling , Arthur V. Straube

We study synchronization phenomenon in a self-correcting population of noisy phase oscillators with randomly distributed natural frequencies. In our model each oscillator stochastically switches its phase to the ensemble-averaged value…

Adaptation and Self-Organizing Systems · Physics 2016-03-17 Sergey Belan

We uncover a finite-time dynamical phase transition in the thermal relaxation of a mean-field magnetic model. The phase transition manifests itself as a cusp singularity in the probability distribution of the magnetisation that forms at a…

Statistical Mechanics · Physics 2022-03-23 Jan Meibohm , Massimiliano Esposito

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

We investigate collective synchronization in a system of coupled oscillators on small-world networks. The order parameters which measure synchronization of phases and frequencies are introduced and analyzed by means of dynamic simulations…

Disordered Systems and Neural Networks · Physics 2009-11-07 H. Hong , M. Y. Choi , Beom Jun Kim

We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…

Analysis of PDEs · Mathematics 2014-10-08 Christopher Henderson

We study phase synchronization for a ratchet system. We consider the deterministic dynamics of a particle in a tilted ratchet potential with an external periodic forcing, in the overdamped case. The ratchet potential has to be tilted in…

Other Condensed Matter · Physics 2009-11-11 Fernando R. Alatriste , José L. Mateos

We study the classical motion of a particle subject to a stochastic force. We then present a perturbative schema for the associated Fokker-Planck equation where, in the limit of a vanishingly small noise source, a consistent dynamical model…

Quantum Physics · Physics 2007-05-23 M. S. Torres , J. M. A. Figueiredo

This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…

Statistical Mechanics · Physics 2017-03-01 M. L. Rosinberg , G. Tarjus , T. Munakata

Colloidal bodies of irregular shape rotate as they descend under gravity in solution. This rotational response provides a means of bringing a dispersion of identical bodies into a synchronized rotation with the same orientation using…

Soft Condensed Matter · Physics 2016-09-14 Jonah A. Eaton , Brian Moths , Thomas A. Witten

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

We study the N-dependence of the thermodynamical variables and the dynamical behavior of the well-known Hamiltonian Mean Field model. Microcanonical analysis revealed a thermodynamic limit which defers from the a priory traditional…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez , R. Sospedra , J. C. Castro , F. Guzman

Dynamic phase transitions of periodically forced mean-field ferromagnets are often described by a single order parameter and a scalar conjugate field. Building from previous work, we show that, at the critical period $P_c$ of the mean-field…

Statistical Mechanics · Physics 2026-02-26 Yelyzaveta Satynska , Daniel T. Robb

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

We study the Langevin dynamics of a physical system with manifold structure $\mathcal{M}\subset\mathbb{R}^p$ based on collected sample points $\{\mathsf{x}_i\}_{i=1}^n \subset \mathcal{M}$ that probe the unknown manifold $\mathcal{M}$.…

Numerical Analysis · Mathematics 2022-11-08 Yuan Gao , Jian-Guo Liu , Nan Wu

Phase synchronization is shown to occur between opposite cells of a ring consisting of chaotic Lorenz oscillators coupled unidirectionally through driving. As the coupling strength is diminished, full phase synchronization cannot be…

chao-dyn · Physics 2015-06-24 D. Pazo , I. P. Marino , V. Perez-Munuzuri , V. Perez-Villar
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