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Related papers: On the Langevin equation with variable friction

200 papers

Fluctuations of the comoving curvature perturbation with wavelengths larger than the horizon length are governed by a Langevin equation whose stochastic noise arise from the quantum fluctuations that are assumed to become classical at…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-27 Antonio Riotto , Martin S. Sloth

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

Robin problem for the Laplacian in a bounded planar domain with a smooth boundary and a large parameter in the boundary condition is considered. We prove a two-sided three-term asymptotic estimate for the negative eigenvalues. Furthermore,…

Mathematical Physics · Physics 2019-12-10 Pavel Exner , Alexander Minakov , Leonid Parnovski

Transport of cold atoms in shallow optical lattices is characterized by slow, nonstationary momentum relaxation. We here develop a projector operator method able to derive in this case a generalized Smoluchowski equation for the position…

Statistical Mechanics · Physics 2015-06-17 A. Dechant , E. Lutz

This work addresses some asymptotic behavior of solutions to the stochastic convective Brinkman-Forchheimer (SCBF) equations perturbed by multiplicative Gaussian noise in bounded domains. Using a weak convergence approach of Budhiraja and…

Probability · Mathematics 2021-06-02 Manil T. Mohan

We develop a theory of fluctuations for Brownian systems with weak long-range interactions. For these systems, there exists a critical point separating a homogeneous phase from an inhomogeneous phase. Starting from the stochastic…

Statistical Mechanics · Physics 2009-11-13 Pierre-Henri Chavanis

In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…

Statistical Mechanics · Physics 2007-05-23 Jeremy M. Moix , Rigoberto Hernandez

We introduce a semiclassical Einstein-Langevin equation as a consistent dynamical equation for a first order perturbative correction to semiclassical gravity. This equation includes the lowest order quantum stress-energy fluctuations of…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Rosario Martin , Enric Verdaguer

Adaptive Langevin dynamics is a method for sampling the Boltzmann-Gibbs distribution at prescribed temperature in cases where the potential gradient is subject to stochastic perturbation of unknown magnitude. The method replaces the…

Probability · Mathematics 2023-11-14 Benedict Leimkuhler , Matthias Sachs , Gabriel Stoltz

We address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A non-covariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically,…

Statistical Mechanics · Physics 2015-06-17 A. V. Plyukhin

We investigate the Lagrangian mechanism of the kinematic ``fluctuation'' magnetic dynamo in turbulent plasma flow at small magnetic Prandtl numbers. The combined effect of turbulent advection and plasma resistivity is to carry infinitely…

Plasma Physics · Physics 2015-05-13 Gregory L. Eyink , Antonio F. Neto

In the paper we study the following problem: given a Hamilton-Jacobi equation where the Hamiltonian is convex with respect to the last variable, are there any optimal control problems representing it? In other words, we search for an…

Optimization and Control · Mathematics 2015-07-07 Arkadiusz Misztela

The asymptotic behavior of second order self-adjoint elliptic Steklov eigenvalue problems with periodic rapidly oscillating coefficients and with indefinite (sign-changing) density function is investigated in periodically perforated…

Analysis of PDEs · Mathematics 2012-08-23 Hermann Yonta Douanla

In this paper we study the asymptotics of solutions to the Korteweg--de Vries equation with steplike initial data, which lead to shock waves in the region between the asymptotically constant region and the soliton region, as $t \rightarrow…

Analysis of PDEs · Mathematics 2022-11-22 Mateusz Piorkowski

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

Probability · Mathematics 2013-02-19 Clément Dombry , Paul Jung

Solutions to special Lagrangian equations near infinity, with supercritical phases or with semiconvexity on solutions, are known to be asymptotic to quadratic polynomials for dimension $n\ge 3$, with an extra logarithmic term for $n=2$. Via…

Analysis of PDEs · Mathematics 2025-01-09 Qing Han , Ilya Marchenko

The problem on the asymptotics for the solution of multidimensional nonlinear Boussinesq equation with respect to a small parameter $\ve$ is considered. The asymptotic expansion of the solution of this problem with respect to $\ve\to0$ for…

Mathematical Physics · Physics 2007-05-23 M. M. Shakir'yanov

We consider a family of linear viscoelastic shells with thickness $2\varepsilon$ ( $\varepsilon$ , small parameter), clamped along a portion of their lateral face, all having the same middle surface $S$. We formulate the three-dimensional…

Analysis of PDEs · Mathematics 2017-02-16 G. Castiñeira , Á. Rodríguez-Arós

The strong friction regime at low temperatures is analyzed systematically starting from the formally exact path integral expression for the reduced dynamics. This quantum Smoluchowski regime allows for a type of semiclassical treatment in…

Statistical Mechanics · Physics 2010-08-03 Stefan A. Maier , Joachim Ankerhold

We present a stochastic and variational aspect of the Lax-Friedrichs scheme applied to hyperbolic scalar conservation laws. This is a finite difference version of Fleming's results ('69) that the vanishing viscosity method is characterized…

Numerical Analysis · Mathematics 2012-05-11 Kohei Soga