Related papers: Universal Properties of the Langevin Diffusion Coe…
The Langevin diffusion process of a relativistic heavy quark in a non-conformal holographic setup is discussed. The bulk geometry is a general, five-dimensional asymptotically AdS black hole. The heavy quark is described by a trailing…
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
In this letter, we study Langevin diffusion coefficients for the five dimensional $\mathcal{N}=2$ STU model in presence of higher derivative corrections. We obtained effect of black hole charge, corresponding to the chemical potential, on…
We analyze the large frequency behavior of the spectral densities that govern the generalized Langevin diffusion process for a heavy quark in the context of the gauge/gravity duality. The bare Langevin correlators obtained from the trailing…
We show that there are universal high-temperature relations for transport coefficients of plasmas described by a wide class of field theories with gravity duals. These theories can be viewed as strongly coupled large-Nc conformal field…
We initiate a non-perturbative study of anisotropic, non-conformal and confining gauge theories that are holographically realized in gravity by generic Einstein-Axion-Dilaton systems. In the vacuum our solutions describe RG flows from a…
A wide class of nonlinear Langevin equations with drift and diffusion coefficients separable in time and space driven by the Gaussian white noise is analyzed in terms of a generalized n-moment. We show the system may present ergodic…
The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…
Using the gauge/string duality, we derive a set of Langevin equations describing the dynamics of a relativistic heavy quark moving with constant average speed through the strongly-coupled N=4 SYM plasma at finite temperature. We show that…
In phases where translations are spontaneously broken, new gapless degrees of freedom appear in the low energy spectrum (the phonons). At long wavelengths, they couple to small fluctuations of the conserved densities of the system. This…
A universal law for the supercritical bifurcation shape of transverse one-dimensional (1D) systems in presence of additive noise is given. The stochastic Langevin equation of such systems is solved by using a Fokker-Planck equation leading…
The diffusion of hard-core particles subject to a global bias is described by a nonlinear, anisotropic generalization of the diffusion equation with conserved, local noise. Using renormalization group techniques, we analyze the effect of an…
We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…
Two universal predictions of general relativity are the propagation of gravitational waves of large momentum along null geodesics and the isospectrality of quasinormal modes in many families of black holes. In extensions of general…
We prove several universal properties of charge transport in generic CFTs holographic to nonminimal extensions of four-dimensional Einstein-Maxwell theory with exact electromagnetic duality invariance. First, we explicitly verify that the…
We propose a general Langevin equation describing the universal properties of synchronization transitions in extended systems. By means of theoretical arguments and numerical simulations we show that the proposed equation exhibits,…
Stochastic dynamics play a central role in strongly coupled phenomena. We present and review a theory independent approach in holography to study such phenomena. We firstly argue that the heavy quark diffusion occurs in realistic strongly…
Using the relation of a set of nonlinear Langevin equations with reaction-diffusion processes, we note the existence of a maximal strength of the noise for the stochastic traveling wave solutions of these equations. Its determination is…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…