Related papers: Langevin Diffusion Coefficients Ratio in STU Model…
Experiments on carrier recombination in two-dimensional organic structures are often interpreted in the frame of the Langevin model with taking into account only the drift of the charge carriers in their mutual electric field. While this…
In this note we consider a relativistic heavy quark which moves in the quark-gluon plasmas. By using the holographic methods, we analyze the Langevin diffusion process of this relativistic heavy quark. This heavy quark is described by a…
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
In this paper, we introduce a simplified model for explaining the observations of the optical intraday variability (IDV) of the BL Lac Objects. We assume that the source of the IDV are the stochastic oscillations of an accretion disk around…
We analyze the large frequency behavior of the spectral densities that govern the generalized Langevin diffusion process for a heavy quark in the context of the gauge/gravity duality. The bare Langevin correlators obtained from the trailing…
We use a one-dimensional two layer model with a semi-permeable membrane to study the diffusion of a therapeutic drug delivered from a drug-eluting stent (DES). The rate of drug transfer from the stent coating to the arterial wall is…
The paper deals with the description of particle deposition on walls from a turbulent flow over a large range of particle diameter, using a Langevin PDF model. The first aim of the work is to test how the present Langevin model is able to…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…
This paper is devoted to the development of a theoretical and computational framework to efficiently sample the statistically significant thermally activated reaction pathways, in multi-dimensional systems obeying Langevin dynamics. We show…
Starting from a classical-mechanics stochastic model encoded in a Langevin equation, we derive the natural diffusion equation associated with three classes of multiscale spacetimes (with weighted, ordinary, and "q-Poincar\'e" symmetries).…
We extend our studies of thermal diffusion of non-topological solitons to anharmonic FPU-type chains with additional long-range couplings. The observed superdiffusive behavior in the case of nearest neighbor interaction (NNI) turns out to…
Local diffusivity of a protein depends crucially on the conformation, and the conformational fluctuations are often non-Markovian. Here, we investigate the Langevin equation with non-Markovian fluctuating diffusivity, where the fluctuating…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
We provide quantitative bounds on the convergence to stationarity of real-valued Langevin diffusions with symmetric target densities.
We study the Langevin diffusion of a relativistic heavy quark in anisotropic strongly coupled theories in the local limit. Firstly, we use the axion space-dependent deformed anisotropic N=4 sYM, where the geometry anisotropy is always…
A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…