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We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

In this paper we analyze a chemostat model with wall growth where the input flow is affected by two different stochastic processes: the well-known standard Wiener process, which leads into several drawbacks from the biological point of…

Dynamical Systems · Mathematics 2024-01-17 Javier López-de-la-Cruz

Plastic deformation in microscale differs from the macroscopic plasticity in two respects: (i) the flow stress of small samples depends on their size (ii) the scatter of plasticity increases significantly. In this work we focus on the…

Materials Science · Physics 2015-03-10 Olga Kapetanou , Vasilis Koutsos , Efstathios Theotokoglou , Daniel Weygand , Michael Zaiser

The viscoplastic deformation (creep) of crystalline materials under constant stress involves the motion of a large number of interacting dislocations. Analytical methods and sophisticated `dislocation-dynamics' simulations have proved very…

Statistical Mechanics · Physics 2009-11-07 M. -Carmen Miguel , Alessandro Vespignani , Stefano Zapperi , Jerome Weiss , Jean-Robert Grasso

In this paper, we analyze the use of the Ornstein-Uhlenbeck process to model dynamical systems subjected to bounded noisy perturbations. In order to discuss the main characteristics of this new approach we consider some basic models in…

Dynamical Systems · Mathematics 2024-01-17 Tomás Caraballo , Renato Colucci , Javier López-de-la-Cruz , Alain Rapaport

We study the effect of noise on the evolution of the growth factor of density perturbations in the context of the LCDM model. Stochasticity is introduced as a Wiener process amplified by an intensity parameter alpha. By comparing the…

Cosmology and Nongalactic Astrophysics · Physics 2010-11-23 A. L. B. Ribeiro , A. P. A. Andrade , P. S. Letelier

The Ornstein-Uhlenbeck process may be used to generate a noise signal with a finite correlation time. If a one-dimensional stochastic process is driven by such a noise source, it may be analysed by solving a Fokker-Planck equation in two…

Data Analysis, Statistics and Probability · Physics 2015-05-14 Michael Wilkinson

We propose a non-Gaussian operator-valued extension of the Barndorff-Nielsen and Shephard stochastic volatility dynamics, defined as the square-root of an operator-valued Ornstein-Uhlenbeck process with Levy noise and bounded drift. We…

Probability · Mathematics 2015-06-25 Fred Espen Benth , Barbara Ruediger , Andre Suess

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

Populations and Evolution · Quantitative Biology 2026-01-13 Luis F. Gordillo , Priscilla E. Greenwood

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

Statistical Mechanics · Physics 2019-01-10 Morgane Borreguero , Marco Ellero , Nikolaus A. Adams

This work introduces a model for large-strain, geometrically nonlinear elasto-plastic dynamics in single crystals. The key feature of our model is that the plastic dynamics are entirely driven by the movement of dislocations, that is,…

Materials Science · Physics 2022-02-11 Thomas Hudson , Filip Rindler

Many physical and biological systems rely on the progression of material through multiple independent stages. In viral replication, for example, virions enter a cell to undergo a complex process comprising several disparate stages before…

Molecular Networks · Quantitative Biology 2024-04-03 Alexander P Browning , Adrianne L Jenner , Ruth E Baker , Philip K Maini

The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…

Statistical Mechanics · Physics 2011-12-22 Christian Weber , Paul K. Radtke , Lutz Schimansky-Geier , Peter Hänggi

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Probability · Mathematics 2025-05-13 Pierre Germain , Pierre Monmarché

During the last decades active particles have attracted an incipient attention as they have been observed in a broad class of scenarios, ranging from bacterial suspension in living systems to artificial swimmers in nonequilibirum systems.…

Statistical Mechanics · Physics 2023-12-19 Antonio A. Valido , Mattia Coccolo , Miguel A. F. Sanjuán

Plastic rearrangements play a crucial role in the characterization of soft-glassy materials, such as emulsions and foams. Based on numerical simulations of soft-glassy systems, we study the dynamics of plastic rearrangements at the…

Soft Condensed Matter · Physics 2014-10-27 R. Benzi , M. Sbragaglia , A. Scagliarini , P. Perlekar , M. Bernaschi , S. Succi , F. Toschi

Plastic deformation of micron-scale crystalline solids exhibits stress-strain curves with significant sample-to-sample variations. It is a pertinent question if this variability is purely random or to some extent predictable. Here we show,…

Disordered Systems and Neural Networks · Physics 2020-01-31 Henri Salmenjoki , Mikko J. Alava , Lasse Laurson

The universality class of the avalanche behavior in plastically deforming crystalline and amorphous systems has been commonly discussed, despite the fact that the microscopic defect character in each of these systems is different. In…

Materials Science · Physics 2019-05-08 Hengxu Song , Dennis Dimiduk , Stefanos Papanikolaou

Plastic deformation is mediated by the creation and movement of dislocations, and at high stress the latter is dominated by dislocation drag from phonon wind. By simulating a 1-D shock impact problem we analyze the importance of accurately…

Materials Science · Physics 2021-06-15 Daniel N. Blaschke , Darby J. Luscher

The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…

Statistical Mechanics · Physics 2024-05-16 Luca Cocconi , Henry Alston , Jacopo Romano , Thibault Bertrand
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