Related papers: Langevin dynamics, large deviations and instantons…
We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…
We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…
In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an…
We consider the combined effects of a power law L\'{e}vy step distribution characterized by the step index $f$ and a power law waiting time distribution characterized by the time index $g$ on the long time behavior of a random walker. The…
On the basis of general considerations, we propose a Langevin equation accounting for critical phenomena occurring in the presence of two symmetric absorbing states. We study its phase diagram by mean-field arguments and direct numerical…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
Fluctuation theorems play a central role in nonequilibrium physics and stochastic thermodynamics. Here we derive an integral fluctuation theorem for the dissipated heat in systems governed by an underdamped Langevin dynamics. We show that…
Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce…
The aim of the paper is to discuss the main characteristics of a complete theoretical and numerical model for turbulent polydispersed two-phase flows, pointing out some specific issues. The theoretical details of the model have already been…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points…
Collective spin systems -- spin ensembles coupled to a common reservoir and effectively described by a single macrospin -- play an important role in both atomic and solid-state physics. Their intrinsic nonlinearity gives rise to multiple…
The thermodynamic uncertainty relation (TUR) quantifies a relationship between current fluctuations and dissipation in out-of-equilibrium overdamped Langevin dynamics, making it a natural counterpart of the fluctuation-dissipation theorem…
In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…
We establish a set of equations for moments of the distribution function. In the relaxation time approximations, these moments obey a coupled set of equations that can be truncated order-by-order. Solving the equations of moments, we are…
Dynamical systems studies of differential equations often focus on the behavior of solutions near critical points and on invariant manifolds, to elucidate the organization of the associated flow. In addition, effective methods, such as the…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
A dynamical systems approach to turbulence envisions the flow as a trajectory through a high-dimensional state space transiently visiting the neighbourhoods of unstable simple invariant solutions (E. Hopf, Commun. Appl. Maths 1, 303, 1948).…
We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…