Related papers: Universal Properties of the Langevin Diffusion Coe…
Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…
Inertia does not generally affect the long-time diffusion of passive overdamped particles in fluids. Yet a model starting from the Langevin equation predicts a surprising property of particles coated with ligands, that bind reversibly to…
A general formulation of translationally invariant, parametrically correlated random matrix ensembles, is used to classify universality in correlation functions. Surprisingly, the range of possible physical systems is bounded, and can be…
We develop a unified theory of weakly probed differential observables for currents and noise in transport experiments. Our findings uncover a set of universal transport relations between thermoelectric and noise properties of a system…
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the…
Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…
In dilute gases, transport properties such as the thermal conductivity, self-diffusion, and viscosity are significantly affected by interatomic collisions, which are determined by the potential form. This study explores these transport…
A Langevin equation with multiplicative noise is an equation schematically of the form dq/dt = -F(q) + e(q) xi, where e(q) xi is Gaussian white noise whose amplitude e(q) depends on q itself. Such equations are ambiguous, and depend on the…
Langevin diffusion is a powerful method for nonconvex optimization, which enables the escape from local minima by injecting noise into the gradient. In particular, the temperature parameter controlling the noise level gives rise to a…
We study the linearized transport of transverse momentum and charge in a conjectured field theory dual to a black brane solution of Horava gravity with Lifshitz exponent $z=1$. As expected from general hydrodynamic reasoning, we find that…
In an earlier work [P. J. Bardroff and S. Stenholm], we have derived a fully quantum mechanical description of excess noise in strongly damped lasers. This theory is used here to derive the corresponding quantum Langevin equations. Taking…
We consider the two- (2D) and three-dimensional (3D) Ising model on a square lattice at the critical temperature $T_c$, under Monte-Carlo spin flip dynamics. The bulk magnetisation and the magnetisation of a tagged line in the 2D Ising…
We argue that the chiral conductivities of generic s-wave holographic superfluids, whose broken U(1) symmetry is anomalous, exhibit universal behavior at low temperatures. The universal behavior we argue for is independent of the details of…
Motivated by some recent criticisms to our alternative Langevin equation for driven lattice gases (DLG) under an infinitely large driving field, we revisit the derivation of such an equation, and test its validity. As a result, an…
According to gauge/gravity correspondence, we study the holographic Schwinger effect within an anisotropic background. Firstly, the separate length of the particle-antiparticle pairs is computed within the context of an anisotropic…
Diffusion models are often introduced from multiple perspectives, such as VAEs, score matching, or flow matching, accompanied by dense and technically demanding mathematics that can be difficult for beginners to grasp. One classic question…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
We define a particular combination of charge and heat currents that is decoupled with the heat current. This `heat-decoupled' (HD) current can be transported by diffusion at long distances, when some thermo-electric conductivities and…
When mid-infrared light interacts with nanoscale polar dielectric structures optical phonon propagation cannot be ignored, leading to a rich nonlocal phenomenology which we have only recently started to uncover. In properly crafted…
The transport properties of disordered systems are known to depend critically on dimensionality. We study the diffusion coefficient of a quantum particle confined to a lattice on the surface of a tube, where it scales between the 1D and 2D…