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We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…

Optimization and Control · Mathematics 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

We establish a dimension-free, uniform-in-time reverse transportation inequality for Langevin dynamics with non-convex potentials. This inequality controls the R\'enyi divergence of arbitrary order between the process distributions starting…

Probability · Mathematics 2026-05-25 Jianfeng Lu , Yuliang Wang

We continue our study of the linear response of a nonequilibrium system. This Part II concentrates on models of open and driven inertial dynamics but the structure and the interpretation of the result remain unchanged: the response can be…

Statistical Mechanics · Physics 2010-05-02 Marco Baiesi , Eliran Boksenbojm , Christian Maes , Bram Wynants

Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…

Statistical Mechanics · Physics 2019-01-23 Romain Bachelard , Nicola Piovella , Shamik Gupta

We consider the Brownian motion of a $c \bar c$ pair produced in the very early satge of a quark-gluon plasma. The one-dimensional Langevin equation is solved formally to get purely mechanical properties at small and large times.…

High Energy Physics - Phenomenology · Physics 2015-06-25 B. K. Patra , V. J. Menon

We consider the asymptotic behaviour of the solution of one dimensional stochastic differential equations and Langevin equations in periodic backgrounds with zero average. We prove that in several such models, there is generically a non…

Probability · Mathematics 2007-05-23 P. Collet S. Martinez

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F.…

Probability · Mathematics 2025-02-07 Giovanni Brigati , Francis Lörler , Lihan Wang

The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…

Statistical Mechanics · Physics 2008-07-18 P. S. Burada , G. Schmid , P. Talkner , P. Hänggi , D. Reguera , J. M. Rubí

The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…

Statistical Mechanics · Physics 2015-05-13 S. Eule , R. Friedrich

The Langevin dynamics is a diffusion process extensively used, in particular in molecular dynamics simulations, to sample Gibbs measures. Some alternatives based on (piecewise deterministic) kinetic velocity jump processes have gained…

Numerical Analysis · Mathematics 2025-05-27 Nicolaï Gouraud , Lucas Journel , Pierre Monmarché

The transport of excitation probabilities amongst weakly coupled subunits is investigated for a class of finite quantum systems. It is demonstrated that the dynamical behavior of the transported quantity depends on the considered length…

Statistical Mechanics · Physics 2007-10-09 Robin Steinigeweg , Heinz-Peter Breuer , Jochen Gemmer

We present a perspective of simple models of nonequilibrium directed transport described in terms of a Langevin equation formalism. We consider a Brownian particle under various circumstances and driven by thermal (equilibrium) and…

Statistical Mechanics · Physics 2024-06-04 J. Spiechowicz , J. Łuczka

Current understanding of the kinetic-scale turbulence in weakly-collisional plasmas still remains elusive. We employ a general framework in which the turbulent energy transfer is envisioned as a scale-to-scale Langevin process. Fluctuations…

We present in detail a Langevin formalism for constructing stochastic dynamical equations for active-matter systems coupled to a thermal bath. We apply the formalism to clarify issues of principle regarding the sources and signatures of…

Soft Condensed Matter · Physics 2018-12-26 Lokrshi Prawar Dadhichi , Ananyo Maitra , Sriram Ramaswamy

We study a polar tracer, having a concave surface, immersed in a two-dimensional suspension of active particles. Using Brownian dynamics simulations, we measure the distributions and auto-correlation functions of forces and torque exerted…

Soft Condensed Matter · Physics 2020-12-30 Milos Knezevic , Holger Stark

There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…

Statistical Mechanics · Physics 2015-03-17 Marco Baiesi , Christian Maes , Bram Wynants

We study analytically the equilibrium and near-equilibrium properties of a model of surfaces relaxing via linear surface diffusion and subject to a lattice potential. We employ the variational mean field formalism introduced by Saito for…

Statistical Mechanics · Physics 2007-05-23 Esteban Moro , Rodolfo Cuerno

The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…

Statistical Mechanics · Physics 2019-04-24 Yao Chen , Xudong Wang , Weihua Deng

Using the methods of computer modeling this scientific paper studies the special features of diffusion of the particles subjected to the external periodic force in the crystal lattice. The particle motion is described by a Langevin…

Statistical Mechanics · Physics 2011-11-04 I. G. Marchenko , I. I. Marchenko

The complex Langevin method is a general method to treat systems with complex action, such as QCD at nonzero density. The formal justification relies on the absence of certain boundary terms, both at infinity and at the unavoidable poles of…

High Energy Physics - Lattice · Physics 2021-11-03 Erhard Seiler
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