Related papers: Some remarks on Lefschetz thimbles and complex Lan…
A system of spins coupled to a bath is a traditional setup in open quantum systems. Through Heisenberg's equation, the spin dynamics can be modeled by a set of first-order differential equations. Interpreting the terms as colored noise and…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
In stochastic quantisation, quantum mechanical expectation values are computed as averages over the time history of a stochastic process described by a Langevin equation. Complex stochastic quantisation, though theoretically not rigorously…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
Metastable transitions in Langevin dynamics can exhibit rich behaviors that are markedly different from its overdamped limit. In addition to local alterations of the transition path geometry, more fundamental global changes may exist. For…
We report results of systematic investigation of dynamics featured by moving two-dimensional (2D) solitons generated by the fractional nonlinear Schroedinger equation (FNLSE) with the cubic-quintic nonlinearity. The motion of solitons is a…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
In this study we derive a single-particle equation of motion, from first-principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential.…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
This study explores the potential of modern implicit solvers for stochastic partial differential equations in the simulation of real-time complex Langevin dynamics. Not only do these methods offer asymptotic stability, rendering the issue…
We consider degenerate porous medium equations with a divergence type of drift terms. We establish the existence of $L^{q}$-weak solutions (satisfying energy estimates or even further with moment and speed estimates in Wasserstein spaces),…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
The classical work by Zwanzig [J. Stat. Phys. 9 (1973) 215-220] derived Langevin dynamics from a Hamiltonian system of a heavy particle coupled to a heat bath. This work extends Zwanzig's model to a quantum system and formulates a more…
We study the long-time behaviour of a run and tumble model which is a kinetic-transport equation describing bacterial movement under the effect of a chemical stimulus. The experiments suggest that the non-uniform tumbling kernels are…
Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential $U$ allowing for singularities. By modifying the direct approach to convergence in $L^2$ pioneered by F. H\'erau and…
The Drude-Lorentz model for the motion of electrons in a solid is a classical model in statistical mechanics, where electrons are represented as point particles bouncing on a fixed system of obstacles (the atoms in the solid). Under some…
Several numerical schemes are proposed for the solution of Nonequilibrium Langevin Dynamics (NELD), and the rate of convergence is analyzed. Due to the special deforming boundary conditions used, care must be taken when using standard…
We consider a novel model of stochastic replicator dynamics for potential games that converts to a Langevin equation on a sphere after a change of variables. This is distinct from the models studied earlier. In particular, it is ill-posed…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…
Unconditionally stable finite element methods for Darcy flow are derived by adding least-squares residual forms of the governing equations to the classical mixed formulations. The proposed methods are free of mesh dependent stabilization…