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This study overviews and extends a recently developed stochastic finite-temperature Kohn-Sham density functional theory to study warm dense matter using Langevin dynamics, specifically under periodic boundary conditions. The method's…

Materials Science · Physics 2024-04-16 Rebecca Efrat Hadad , Argha Roy , Eran Rabani , Ronald Redmer , Roi Baer

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

The generic Berry phase scenario in which a two-level system is coupled to a second system whose dynamical coordinate is slowly-varying is generalized to allow for stochastic evolution of the slow system. The stochastic behavior is produced…

Quantum Physics · Physics 2009-10-31 Frank Gaitan

Using stochastic thermodynamics, the properties of interacting linear chains subject to periodic drivings are investigated. The systems are described by Fokker-Planck-Kramers equation and exact (explicit) solutions are obtained for periodic…

Statistical Mechanics · Physics 2020-02-05 Bruno A. N. Akasaki , M. J. de Oliveira , Carlos E. Fiore

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We report the experimental evidence of the existence of a random attractor in a fully developed turbulent swirling flow. By defining a global observable which tracks the asymmetry in the flux of angular momentum imparted to the flow, we can…

Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically…

Statistical Mechanics · Physics 2020-08-11 P. S. Pal , Sebastian Deffner

Entropy production is often interpreted as a proxy for microscopic disorder or environmental roughness in stochastic systems. We test this interpretation using controlled simulations of overdamped stochastic dynamics on curved surfaces in…

Statistical Mechanics · Physics 2026-02-23 Patrick Romanescu

This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of…

Statistical Mechanics · Physics 2018-07-03 Sarah A. M. Loos , Sabine H. L. Klapp

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…

Statistical Mechanics · Physics 2023-10-27 Niccolò Zagli , Grigorios A. Pavliotis , Valerio Lucarini , Alexander Alecio

We use the stochastic quantization method to obtain the free scalar propagator of a finite temperature field theory formulated in Minkowski spacetime. First we use the Markovian stochastic quantization approach to present the two-point…

High Energy Physics - Theory · Physics 2015-05-14 T. C. de Aguiar , N. F. Svaiter , G. Menezes

Stochastic evolutions of classical field theories have recently become popular in the study of problems such as determination of the rates of topological transitions and the statistical mechanics of nonlinear coherent structures. To obtain…

High Energy Physics - Lattice · Physics 2009-10-31 Luis M. A. Bettencourt , Salman Habib , Grant Lythe

We consider a particle with a Langevin dynamics driven by a uniform non-conservative force, in a one-dimensional potential with periodic boundary conditions. We are interested in the properties of the system for atypical values of the…

Statistical Mechanics · Physics 2021-11-15 Nicolás Tizón-Escamilla , Vivien Lecomte , Eric Bertin

We experimentally study a piezoelectric energy harvester driven by broadband random vibrations. We show that a linear model, consisting of an underdamped Langevin equation for the dynamics of the tip mass, electromechanically coupled with a…

Statistical Mechanics · Physics 2022-03-04 L. Costanzo , A. Lo Schiavo , A. Sarracino , M. Vitelli

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei