Related papers: Spatial averaging of a dissipative particle dynami…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…
A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…
We present a generalization of dissipative particle dynamics that includes shear forces between particles. The new algorithm has the same structure as the (isothermal) smoothed particle dynamics algorithm, except that it conserves angular…
We derive the kinetic theory of fluctuations in physically and numerically stable particle-in-cell (PIC) simulations of electrostatic plasmas. The starting point is the single-time correlations at the simulation start between the…
In this paper, we aim to study the asymptotic behaviour for a class of McKean-Vlasov stochastic partial differential equations with slow and fast time-scales. Using the variational approach and classical Khasminskii time discretization, we…
We study numerical methods for dissipative particle dynamics (DPD), which is a system of stochastic differential equations and a popular stochastic momentum-conserving thermostat for simulating complex hydrodynamic behavior at mesoscales.…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
We present a method aimed at sampling charge density fluctuations in Coulomb systems. The derivation follows from a functional integral representation of the partition function in terms of charge density fluctuations. Starting from the…
We extend previous work on quantum stress tensor operators which have been averaged over finite time intervals to include averaging over finite regions of space as well. The space and time averaging can be viewed as describing a measurement…
We study the closure problem for continuum balance equations that model mesoscale dynamics of large ODE systems. The underlying microscale model consists of classical Newton equations of particle dynamics. As a mesoscale model we use the…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…
We describe and implement a technique for extracting forces from the relaxation of an overdamped thermal system with normal modes. At sufficiently short time intervals, the evolution of a normal mode is well described by a one-dimensional…
We study a supersymmetric model in curved background spacetime. We calculate the effective action and the vacuum expectation value of the energy momentum tensor using a covariant regularization procedure. A soft supersymmetry breaking…
This work explores the use of a forward-backward martingale method together with a decoupling argument and entropic estimates between the conditional and averaged measures to prove a strong averaging principle for stochastic differential…
Despite a long history and a clear overall understanding of properties of random walks on an incipient infinite cluster in percolation, some important information on it seems to be missing in the literature. In the present work, we revisit…
The behavior of the average velocity, its deviation and average squared velocity are characterized using three techniques for a 1-D dissipative impact system. The system -- a particle, or an ensemble of non interacting particles, moving in…
Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…
We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…