Related papers: Generalized Elastic Model: Fractional Langevin Des…
Many real-world systems exhibit ``noisy'' evolution in time; interpreting their finitely-sampled behavior as arising from continuous-time processes (in the It\^o or Stratonovich sense) has led to significant success in modeling and analysis…
In this paper we address the problem of consistently construct Langevin equations to describe fluctuations in non-linear systems. Detailed balance severely restricts the choice of the random force, but we prove that this property together…
In this paper, to cope with the shortage of sufficient theoretical support resulted from the fast-growing quantitative financial modeling, we investigate two classes of generalized stochastic volatility models, establish their…
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…
Stochastic reaction-diffusion models can be analytically studied on complex networks using the linear noise approximation. This is illustrated through the use of a specific stochastic model, which displays traveling waves in its…
In kinetic theory, a system is usually described by its one-particle distribution function $f(\mathbf{r},\mathbf{v},t)$, such that $f(\mathbf{r},\mathbf{v},t)d\mathbf{r} d\mathbf{v}$ is the fraction of particles with positions and…
A lattice model with a spatial dispersion corresponding to a power-law type is suggested. This model serves as a microscopic model for elastic continuum with power-law non-locality. We prove that the continuous limit maps of the equations…
Phase transitions, sharp in the thermodynamic limit, get smeared in finite systems where macroscopic order-parameter fluctuations dominate. Achieving a coherent and complete theoretical description of these fluctuations is a central…
We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
It has been become standard practice to describe steady-state non-equilibrium phenomena by Langevin equations with colored noise and time-dependent friction kernels that do not obey the fluctuation-dissipation theorem, but since these…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
We review and complete the existing literature on the kinetic theory of spatially homogeneous systems with long-range interactions taking collective effects into account. The evolution of the system as a whole is described by the…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
The system of Lama's equations is investigated, describing the motion of the elastic media under subsonic, transonic and supersonic velocities of the moving source of distributions, and its decisions in space of generalized…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic…
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…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
In order to study the stochastic Markov processes conditioned on a specific value of a time-integrated observable, the concept of ensembles of trajectories has been recently used extensively. In this paper, we consider a generic…
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…