Related papers: Langevin dynamics, large deviations and instantons…
We develop a general technique to calculate the probability of transitions over the barriers in spin-glasses in the framework of the dynamical theory. We use Lagrangian formulation of the instanton dynamics in which the transitions are…
A Langevin equation whose deterministic part undergoes a saddle-node bifurcation is investigated theoretically. It is found that statistical properties of relaxation trajectories in this system exhibit divergent behaviors near a saddle-node…
Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…
Recent work has addressed the problem of inferring Langevin dynamics from data. In this work, we address the problem of relating terms in the Langevin equation to statistical properties, such as moments of the probability density function…
The research herein studies the Langevin dynamics allowing for an exchange of energy between liquid crystals and the thermal environment. This dynamics leads to fluctuation and dissipation behaviors in the motions of liquid crystals, and…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
In this work we focus on fluctuations of time-integrated observables for a particle diffusing in a one-dimensional periodic potential in the weak-noise asymptotics. Our interest goes to rare trajectories presenting an atypical value of the…
It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…
We discuss fluctuation relations in simple cases of non-equilibrium Langevin dynamics. In particular, we show that close to non-equilibrium steady states with non-vanishing probability currents some of these relations reduce to a modified…
Fluctuational transitions between two co-existing chaotic attractors, separated by a fractal basin boundary, are studied in a discrete dynamical system. It is shown that the mechanism for such transitions is determined by a hierarchy of…
Following on our previous work [S. Delong and B. E. Griffith and E. Vanden-Eijnden and A. Donev, Phys. Rev. E, 87(3):033302, 2013], we develop temporal integrators for solving Langevin stochastic differential equations that arise in…
Transition phenomena between thermal noise state and turbulent state observed in a submarginal turbulent plasma are analyzed with statistical theory. Time-development of turbulent fluctuation is obtained by numerical simulations of Langevin…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…
We derive and analyze numerical methods for underdamped (kinetic) Langevin dynamics in a domain with elastic reflection at the boundary. First-order approximations are based on an Euler-type scheme incorporating collision-handling at the…
For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…
Hydrodynamic attractors have recently gained prominence in the context of early stages of ultra-relativistic heavy-ion collisions at the RHIC and LHC. We critically examine the existing ideas on this subject from a phase space point of…
The Boltzmann equation is solved in the relaxation time approximation using a hierarchy of angular moments of the distribution function. Our solution is obtained for an azimuthally symmetric radially expanding boost-invariant conformal…
Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…