Related papers: Langevin dynamics, large deviations and instantons…
We study the dynamical properties of a broad class of high-dimensional random dynamical systems exhibiting chaotic as well as fixed point and periodic attractors. We consider cases in which attractors can co-exists in some regions of the…
We consider a simple model of a bistable system under the influence of multiplicative noise. We provide a path integral representation of the overdamped Langevin dynamics and compute conditional probabilities and escape rates in the weak…
We introduce a semiclassical Einstein-Langevin equation as a consistent dynamical equation for a first order perturbative correction to semiclassical gravity. This equation includes the lowest order quantum stress-energy fluctuations of…
The Reynolds stress, or equivalently the average of the momentum flux, is key to understanding the statistical properties of turbulent flows. Both typical and rare fluctuations of the time averaged momentum flux are needed to fully…
We frame the issue of pedestrian dynamics modeling in terms of path-integrals, a formalism originally introduced in quantum mechanics to account for the behavior of quantum particles, later extended to quantum field theories and to…
We present the theoretical analysis of steady state regimes and low-frequency noises in quasi-ballistic FETs. The noise analysis is based on the Langevin approach, which accounts for the microscopic sources of fluctuations originated from…
A path integral over trajectories of $2n$ fluid particles is identified with a $2n$-th order correlation function of a passive scalar convected by $d$-dimensional short-correlated multi-scale incompressible random velocity flow. Strong…
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…
The flow of a two--layer stratified fluid over an abrupt topographic obstacle, simulating relevant situations in oceanographic problems, is investigated numerically and experimentally in a simplified two--dimensional situation. Experimental…
We study the role of quantum fluctuations of atomic nuclei in the real-time dynamics of non-equilibrium macro-molecular transitions. To this goal we introduce an extension of the Dominant Reaction Pathways (DRP) formalism, in which the…
The inherent complexity of biological agents often leads to motility behavior that appears to have random components. Robust stochastic inference methods are therefore required to understand and predict the motion patterns from time…
We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…
These notes give a summary of techniques used in large deviation theory to study the fluctuations of time-additive quantities, called dynamical observables, defined in the context of Langevin-type equations, which model equilibrium and…
Many turbulent flows undergo drastic and abrupt configuration changes with huge impacts. As a paradigmatic example we study the multistability of jet dynamics in a barotropic beta plane model of atmosphere dynamics. It is considered as the…
The Langevin dynamics of a random heteropolymer and its dynamic glass transition are studied using elementary mode coupling theory. Contrary to recent reports using a similar framework, a discontinuous ergodic-nonergodic phase transition is…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In…
We show results from simulations of the Langevin dynamics of a two-dimensional scalar model with competing interactions for ultrathin magnetic films. We find a phase transition from a high temperature disordered phase to a low temperature…
We present experimental observations and numerical simulations of a wrinkling instability that occurs at sufficiently high strain rates in the trembling regime of vesicle dynamics in steady linear flow. Spectral and statistical analysis of…
We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…