Related papers: Least action principle and stochastic motion : a g…
Fluctuations play an important role in the dynamics of stochastic systems. In particular, for small systems, the most probable thermodynamic quantities differ from their averages because of the fluctuations. Using the Onsager Machlup…
In the present work we redefine and generalize the action principle for dissipative systems proposed by Riewe by fixing the mathematical inconsistencies present in the original approach. In order to formulate a quadratic Lagrangian for…
We formulate a variational principle for non-relativistic quantum mechanics inspired by Gauss's principle of least constraint. We define a quantum constraint functional as the probability-weighted square deviation between the actual motion…
A systematic procedure for optimising the friction coefficient in underdamped Langevin dynamics as a sampling tool is given by taking the gradient of the associated asymptotic variance with respect to friction. We give an expression for…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
The asymptotic behaviour of the work probability distribution in driven non-equilibrium systems is determined using the method of optimal fluctuations. For systems described by Langevin dynamics the corresponding Euler-Lagrange equation…
An exact and efficient new method to simulate dynamics in dissipative quantum systems is presented. A stochastic Liouville equation, deduced from Feynman and Vernon's path-integral expression of the reduced density matrix, is used to…
After collecting data from observations or experiments, the next step is to build an appropriate mathematical or stochastic model to describe the data so that further studies can be done with the help of the models. In this article, the…
We show that it is possible to generate a random walk with an electrostatic field by means of several parallel infinite charged planes in which the surface charge distribution could be either $\pm\sigma$. We formulate the problem of this…
We develop a method for systematically constructing Lagrangian functions for dissipative mechanical, electrical and, mechatronic systems. We derive the equations of motion for some typical mechatronic systems using deterministic principles…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go.…
The Principle of Least Action is used with a simple Lagrangian density, involving second-order derivatives of the wave function, to obtain the Schroedinger equation. A Hamiltonian density obtained from this simple Lagrangian density shows…
A procedure is introduced for deriving a coarse-grained dissipative particle dynamics from molecular dynamics. The rules of the dissipative particle dynamics are derived from the underlying molecular interactions, and a Langevin equation is…
The goal of the paper is to analytically examine escape probabilities for dynamical systems driven by symmetric $\alpha$-stable L\'evy motions. Since escape probabilities are solutions of a type of integro-differential equations (i.e.,…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
Agreement of the probability current with the resolving paths requires a simplified forward equation for the (unique) Ito paths. Their increments are the most probable rather than expected ones, in accordance with an existing extremum…
A driven stochastic system in a constant temperature heat bath relaxes into a steady state which is characterized by the steady state probability distribution. We investigate the relationship between the driving force and the steady state…
The wave-particle duality and its probabilistic interpretation are at the heart of quantum mechanics. Here we show that, in some standard contexts like the double slit experiment, a deterministic interpretation can be provided. This…
Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…