Related papers: Langevin dynamics, large deviations and instantons…
Hadron spectra and elliptic flow in relativistic heavy-ion collisions are studied in event-by-event (3+1)D ideal hydrodynamic simulations with fluctuating initial conditions given by the AMPT Monte Carlo model. Both the coherent soft gluon…
We discuss the fluctuation properties of equilibrium chaotic systems with constraints such as iso-kinetic and Nos\'e-Hoover thermostats. Although the dynamics of these systems does not typically preserve phase-space volumes, the average…
For many non-equilibrium dynamics driven by small noise, in physics, chemistry, biology, or economy, rare events do matter. Large deviation theory then explains that the leading order term of the main statistical quantities have an…
We introduce new Langevin-type equations describing the rotational and translational motion of rigid bodies interacting through conservative and non-conservative forces, and hydrodynamic coupling. In the absence of non-conservative forces…
This work addresses the problem of relaxation of open systems to quasi-equilibrium states. Time-dependent density matrix of two arbitrary coupled quantum oscillators of arbitrary properties interacting with separate reservoirs is derived…
A phenomenological theory of the fluctuations of velocity occurring in a fully developed homogeneous and isotropic turbulent flow is presented. The focus is made on the fluctuations of the spatial (Eulerian) and temporal (Lagrangian)…
An attractor of a piecewise-smooth continuous system of differential equations can bifurcate from a stable equilibrium to a more complicated invariant set when it collides with a switching manifold under parameter variation. Here numerical…
Stochastic thermostats based on the Langevin equation, in which a system is coupled to an external heat bath, are popular methods for temperature control in molecular dynamics simulations due to their ergodicity and their ease of…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…
Doubly diffusive convection is considered in a vertical slot where horizontal temperature and solutal variations provide competing effects to the fluid density while allowing the existence of a conduction state. In this configuration, the…
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…
We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…
We consider the dynamics of small tracer particles in turbulent quantum liquids. The complicated interaction processes of vortex filaments, the quantum constraints on vorticity and the varying influence of both the superfluid and the normal…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…
Based on a microscopic system reservoir model,where the associated bath is not in thermal equilibrium, we simulate the nonstationary Langevin dynamics and obtained the generalized nonstationary fluctuation dissipation relation (FDR) which…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…
A proposal for a calculational program in fluid turbulence is presented. It is proposed that the fluid probability density functional has an attractor for its time-evolution, just as the dynamical system itself has. The evolution of the…
Using a path integral approach, we derive an analytical solution of a nonlinear and singular Langevin equation, which has been introduced previously by P.-G. de Gennes as a simple phenomenological model for the stick-slip motion of a solid…