Related papers: Langevin dynamics neglecting detailed balance cond…
The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…
Systems with long range interactions present generically the formation of quasi-stationary long-lived non-equilibrium states. These states relax to Boltzmann equilibrium following a dynamics which is not well understood. In this paper we…
We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…
In this paper, for the first time a theory is formulated that predicts velocity and spatial correlations between occupation numbers that occur in lattice gas automata violating semi-detailed balance. Starting from a coupled BBGKY hierarchy…
The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…
Generalized Langevin equation for characteristic functional of many-electron system dynamically interacting with a thermostat and besides subjected to external perturbation and observation is derived and formulated in terms of one-particle…
We consider the motion of a Brownian particle moving in a potential field and driven by dichotomous noise with exponential correlation. Traditionally, the analytic as well as the numerical treatments of the problem, in general, rely on…
We consider Langevin dynamics associated with a modified kinetic energy vanishing for small momenta. This allows us to freeze slow particles, and hence avoid the re-computation of inter-particle forces, which leads to computational gains.…
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
Response lags are generic to almost any physical system and often play a crucial role in the feedback loops present in artificial nanodevices and biological molecular machines. In this paper, we perform a comprehensive study of small…
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
We revisit the hard-spheres lattice gas model in the spherical approximation proposed by Lebowitz and Percus (J. L. Lebowitz, J. K. Percus, Phys. Rev.{\ 144} (1966) 251). Although no disorder is present in the model, we find that the…
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…
There has been considerable efforts to understand the underlying complex dynamics in physiological time series. Methods originated from statistical physics revealed a non-Gaussian statistics and long range correlations in those signals.…
The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simulations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jump processes have gained…
We consider Fokker-Planck type differential operators associated with general Langevin processes admitting a Gibbs stationary distribution. Under assumptions insuring suitable resolvent estimates, we prove Eyring-Kramers formulas for the…
Efficient numerical algorithm for stochastic differential equation has been an important object in the research of statistical physics and mathematics for a long time. In this paper we study the highly accurate numerical algorithm of the…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…