Related papers: From Generalized Langevin Equations to Brownian Dy…
We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…
We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…
The question how to introduce thermal fluctuations in the equation of motion of a magnetic system is addressed. Using the approach of the fluctuation-dissipation theorem we calculate the properties of the noise for both, the fluctuating…
The translational motion of anisotropic or self-propelled colloidal particles is closely linked with the particle's orientation and its rotational Brownian motion. In the overdamped limit, the stochastic evolution of the orientation vector…
Dynamics of non-Markovian systems is a classic problem yet it attracts an everlasting activity in physics and beyond. A powerful tool for modeling such setups is the Generalized Langevin Equation, however, its analysis typically poses a…
Standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during to the integration timestep. This in not the case for hard-body systems, where there is no clearcut between the…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of…
In this paper, we consider the generalised (higher order) Langevin equation for the purpose of simulated annealing and optimisation of nonconvex functions. Our approach modifies the underdamped Langevin equation by replacing the Brownian…
We recently showed that the dynamics of coarse-grained observables in systems out of thermal equilibrium are governed by the non-stationary generalized Langevin equation [J. Chem. Phys. 147, 214110 (2017), J. Chem. Phys. 150, 174118…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
Fluctuation theorems based on time-reversal have provided remarkable insight into the non-equilibrium statistics of thermodynamic quantities like heat, work, and entropy production. These types of laws impose constraints on the…
The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…
Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers and fluctuating interfaces among others, we derive the fractional Langevin equation…
We write equations of motion for density variables that are equivalent to Newtons equations. We then propose a set of trial equations parameterised by two unknown functions to describe the exact equations. These are chosen to best fit the…
We consider a stochastic version of the Wilson-Cowan model which accommodates for discrete populations of excitatory and inhibitory neurons. The model assumes a finite carrying capacity with the two populations being constant in size. The…
Stochastic dynamics in the energy representation is employed as a method to study non-equilibrium Brownian-like systems. It is shown that the equation of motion for the energy of such systems can be taken in the form of the Langevin…
To describe the slow dynamics of a system out of equilibrium, but close to a dynamical arrest, we generalize the ideas of previous work to the case where time-translational invariance is broken. We introduce a model of the dynamics that is…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…