Related papers: A stable Langevin model with diffusive-reflective …
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
We consider a positive recurrent one-dimensional diffusion process with continuous coefficients and we establish stable central limit theorems for a certain type of additive functionals of this diffusion. In other words we find some…
We consider the Brownian motion of a $c \bar c$ pair produced in the very early satge of a quark-gluon plasma. The one-dimensional Langevin equation is solved formally to get purely mechanical properties at small and large times.…
We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…
We develop a Liouville perturbation theory for weakly driven and weakly open quantum systems in situations when the unperturbed system has a number of conservations laws. If the perturbation violates the conservation laws, it drives the…
We study the dynamics of a zero-temperature particle interacting linearly with a bath of hot Brownian particles. Starting with the most general model of a linearly-coupled bath, we eliminate the bath degrees of freedom exactly to map the…
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…
We investigate the asymptotic distributions of periodically driven anharmonic Langevin systems. Utilizing the underlying $SL_2$ symmetry of the Langevin dynamics, we develop a perturbative scheme in which the effect of periodic driving can…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
We investigate a novel type of Langevin model that describes the nonequilibrium dynamics of a classical particle interacting with a spatially extended environment. In this model, a particle, which interacts with the environment through the…
Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…
A new computational method is presented for study suspensions of charged soft particles undergoing fluctuating hydrodynamic and electrostatic interactions. The proposed model is appropriate for polymers, proteins and porous particles…
We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…
We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…
LPV systems with piecewise constant parameters subject to spontaneous Poissonian jumps are a class of systems that does not seem to have been thoroughly considered in the literature. We partially fill this gap here by providing sufficient…
We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…
We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…