Related papers: Brownian motion with multiplicative noises revisit…
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…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…
We derive generalized Langevin equations for the translational and rotational motion of a heated Brownian particle from the fluctuating hydrodynamics of its non-isothermal solvent. The temperature gradient around the particle couples to the…
The generalized Langevin equation with an exponential kernel is used to analyze memory effects on the optimal work done by a Brownian particle in a heat bath and subjected to a harmonic moving potential. The generalized overdamping scenario…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
In this paper, we establish existence and uniqueness of strong solutions for a stochastic differential equation driven by an additive noise given by the sum of two correlated fractional Brownian sheets with different Hurst parameters. Our…
We present a comparison of three different types of Langevin equation exhibiting absorbing states: the Langevin equation defining the Reggeon field theory, one with multiplicative noise, and a third type in which the noise is complex. Each…
The main goal of this paper is to provide a fractional stochastic differential equation modelling the physical phenomena governed by the Langevin equation in 1-dimension. A generalized equation leaning on the fractional Brownian motion…
The evolution of finitely many particles obeying Langevin dynamics is described by Dean-Kawasaki equations, a class of stochastic equations featuring a non-Lipschitz multiplicative noise in divergence form. We derive a regularised…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
In this short communication we present an original way to couple the Brownian motion and the heat equation. More in general, we suggest a way for coupling the Langevin equation for a particle, which describes a single realization of its…
We consider a model of Non-Brownian self-propelled particles with anti-alignment interactions where particles try to avoid each other by attempting to turn into opposite directions. The particles undergo apparent Brownian motion, even…
We discuss the statistics of additive thermal (internal) noise in systems governed by the generalized Langevin equation with linear dissipation. To assess the equation's validity, it is common to assume that the system is ergodic and to…
In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
Interpreting the noise in a stochastic differential equation, in particular the It\^o versus Stratonovich dilemma, is a problem that has generated a lot of debate in the physical literature. In the last decades, a third interpretation of…