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We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…

Statistical Mechanics · Physics 2015-08-04 Kiyoshi Kanazawa , Tomohiko G. Sano , Takahiro Sagawa , Hisao Hayakawa

We develop a unified fluctuation-response theory in the frequency domain for nonequilibrium steady states governed by overdamped Langevin dynamics and Markov jump processes. The relation expresses the power spectrum of general observables…

Statistical Mechanics · Physics 2026-05-07 Euijoon Kwon , Hyun-Myung Chun , Hyunggyu Park , Jae Sung Lee

Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…

Statistical Mechanics · Physics 2018-06-06 A. Tamm , M. Caro , A. Caro , G. Samolyuk , M. Klintenberg , A. A. Correa

We treat a relativistically moving particle interacting with a quantum field from an open system viewpoint of quantum field theory by the method of influence functionals or closed-time-path coarse-grained effective actions. The particle…

Quantum Physics · Physics 2007-05-23 Philip R. Johnson , B. L. Hu

The influence of the noise on the long-time ageing dynamics of a quenched ferromagnetic spin system with a non-conserved order parameter and described through a Langevin equation with a thermal noise term and a disordered initial state is…

Statistical Mechanics · Physics 2007-05-23 Alan Picone , Malte Henkel

We apply the open systems concept and the influence functional formalism introduced in Paper I to establish a stochastic theory of relativistic moving spinless particles in a quantum scalar field. The stochastic regime resting between the…

Quantum Physics · Physics 2014-11-18 Philip R. Johnson , B. L. Hu

The dynamical behavior of quantum coherence of a displaced squeezed thermal state in contact with an external bath is discussed in the present work. We use a Fano-Anderson type of Hamiltonian to model the environment and solve the quantum…

Quantum Physics · Physics 2023-02-17 Md. Manirul Ali , R. Chandrashekar , S. S. Naina Mohammed

We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…

Statistical Mechanics · Physics 2020-09-15 Hyunjoong Kim , Paul C. Bressloff

We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…

Statistical Mechanics · Physics 2009-11-13 Alessandro Taloni , Michael A. Lomholt

Time-dependent density functional theory, proposed recently in the context of atomic diffusion and non-equilibrium processes in solids, is tested against Monte Carlo simulation. In order to assess the basic approximation of that theory, the…

Statistical Mechanics · Physics 2009-11-07 M. Kessler , W. Dieterich , H. L. Frisch , J. F. Gouyet , P. Maass

Spatio-temporal covariances are important for describing the spatio-temporal variability of underlying random processes in geostatistical data. For second-order stationary processes, there exist subclasses of covariance functions that…

Applications · Statistics 2017-05-05 Huang Huang , Ying Sun

Within a Lagrangian formalism we derive the time-dependent Gutzwiller approximation for general multi-band Hubbard models. Our approach explicitly incorporates the coupling between time-dependent variational parameters and a time-dependent…

Strongly Correlated Electrons · Physics 2015-06-15 J. Bünemann , M. Capone , J. Lorenzana , G. Seibold

In this paper we present a formulation of the nonlinear stochastic differential equation which allows for systematic approximations. The method is not restricted to the asymptotic, i.e., stationary, regime but can be applied to derive…

chao-dyn · Physics 2009-10-22 A. Crisanti , U. Marini Bettolo Marconi

Theory of nonlinear resonance, including stochastic one, is developed on the basis of the statistical field theory and using variables action-angle. Explicit expressions of action, proper frequency and nonlinearity parameter as functions of…

Statistical Mechanics · Physics 2007-05-23 A. I. Olemskoi

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

Statistical Mechanics · Physics 2015-06-22 Yaming Chen , Wolfram Just

In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…

Statistical Mechanics · Physics 2023-10-03 K. S. Fa , C. -L. Ho , Y. B. Matos , M. G. E da Luz

We consider the electrons of a molecule in the adiabatic time-dependent density functional theory approximation. We establish the well-posedness of the time evolution and its linear response close to a non-degenerate ground state, and prove…

Analysis of PDEs · Mathematics 2024-09-19 Mi-Song Dupuy , Eloïse Letournel , Antoine Levitt

Time-dependent covariant density functional theory with the successful density functional PCPK1 is developed in a three-dimensional coordinate space without any symmetry restrictions, and benchmark calculations for the 16O + 16O reaction…

Nuclear Theory · Physics 2020-10-14 Z. X. Ren , P. W. Zhao , J. Meng

We consider a system of interacting particles subjected to Langevin inertial dynamics and derive the governing time-dependent equation for the one-body density. We show that, after suitable truncations of the…

Statistical Mechanics · Physics 2007-12-17 Umberto Marini Bettolo Marconi , Simone Melchionna