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We present a microscopic theory of cross-correlated noise processes, starting from a Hamiltonian system-reservoir description. In the proposed model, the system is nonlinearly coupled to a reservoir composed of harmonic oscillators, which…

Statistical Mechanics · Physics 2010-06-25 Anindita Shit , Sudip Chattopadhyay , Suman Kumar Banik , Jyotipratim Ray Chaudhuri

Starting from the Caldeira-Leggett (CL) model, we derive the equation describing the Quantum Brownian motion, which has been originally proposed by Dekker purely from phenomenological basis containing extra anomalous diffusion terms.…

Quantum Physics · Physics 2015-05-13 Subhasis Sinha , P. A. Sreeram

In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^\beta=\dot Z^\varepsilon_{\varepsilon t}$, $\beta\in\mathbb R$, driven by symmetric…

Probability · Mathematics 2018-07-23 Alexei Kulik , Ilya Pavlyukevich

We study functionals, such as heat and work, along trajectories of a class of multi-dimensional generalized Langevin systems in various limiting situations that correspond to different level of homogenization. These are the situations where…

Probability · Mathematics 2021-02-25 Soon Hoe Lim

We investigate nonequilibrium steady states in a class of one-dimensional diffusive systems that can attain negative absolute temperatures. The cases of a paramagnetic spin system, a Hamiltonian rotator chain and a one-dimensional discrete…

Statistical Mechanics · Physics 2021-05-26 Marco Baldovin , Stefano Iubini

We analyze the pressure and density equations of state of unpolarized non-relativistic fermions at finite temperature in one spatial dimension. For attractively interacting regimes, we perform a third-order lattice perturbation theory…

High Energy Physics - Lattice · Physics 2017-05-17 Andrew C. Loheac , Joaquin E. Drut

On the basis of the equivalence of the energy balance deacription at micro- and macro-level we propose a quantum generalization of the viscous friction law for a macroscopic Langevin equation describing thermal fluctuations without the zero…

Statistical Mechanics · Physics 2007-05-23 P. Shiktorov , E. Starikov , V. Gruzinskis , L. Reggiani

It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic…

Probability · Mathematics 2007-05-23 Jean Bertoin

It is known that in the regime of superlinear diffusion, characterized by zero integral friction (vanishing integral of the memory function), the generalized Langevin equation may have non-ergodic solutions which do not relax to equilibrium…

Statistical Mechanics · Physics 2015-05-27 A. V. Plyukhin

The Generalized Langevin Equation (GLE) can be derived from a particle-bath Hamiltonian, in both classical and quantum dynamics, and provides a route to the (both Markovian and non-Markovian) fluctuation-dissipation theorem (FDT). All…

Statistical Mechanics · Physics 2018-07-04 Bingyu Cui , Alessio Zaccone

Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…

Nuclear Theory · Physics 2009-10-30 L. P. Csernai , S. Jeon , J. I. Kapusta

Distributed order fractional Langevin-like equations are introduced and applied to describe anomalous diffusion without unique diffusion or scaling exponent. It is shown that these fractional Langevin equations of distributed order can be…

Statistical Mechanics · Physics 2012-01-16 C. H. Eab , S. C. Lim

By examining both the divergence of the velocity vector in orthogonal Cartesian coordinate space $\mathbf{\Gamma} $ of dimension $\R^{\textrm {2fN}}$ and the structure of the Hamiltonian determining a system trajectory, it is shown that the…

Chaotic Dynamics · Physics 2007-05-23 Christopher G. Jesudason

This paper is motivated by the recent paper M. Baldovin, S. Iubini, R. Livi and A. Vulpiani, Statistical mechanics of systems with negative temperature, arXiv:2103.12572. The authors suggest that negative absolute temperatures are…

General Relativity and Quantum Cosmology · Physics 2021-05-12 G. E. Volovik

While the generalized Langevin equation (GLE) is a powerful tool to understand the behavior of complex dissipative systems, driving by external fields renders standard GLE construction workflows invalid. Filtering approaches that separate…

Statistical Mechanics · Physics 2026-03-03 Thomas Sayer , Andrés Montoya-Castillo

We initiate the study of utilizing Quantum Langevin Dynamics (QLD) to solve optimization problems, particularly those non-convex objective functions that present substantial obstacles for traditional gradient descent algorithms.…

Quantum Physics · Physics 2025-03-11 Zherui Chen , Yuchen Lu , Hao Wang , Yizhou Liu , Tongyang Li

It is known that a linear hamiltonian system has too many invariant measures, thus the problem of convergence to Gibbs measure has no sense. We consider linear hamiltonian systems of arbitrary finite dimension and prove that, under the…

Mathematical Physics · Physics 2013-02-21 A. A. Lykov , V. A. Malyshev

We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…

Dynamical Systems · Mathematics 2025-06-06 Ziming Liu , Andrew M. Stuart , Yixuan Wang

The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…

Statistical Mechanics · Physics 2011-07-11 P. Siegle , I. Goychuk , P. Hanggi

In this paper, we develop a Hamiltonian variational formulation for the nonequilibrium thermodynamics of simple adiabatically closed systems that is an extension of Hamilton's phase space principle in mechanics. We introduce the…

Mathematical Physics · Physics 2022-04-05 Hiroaki Yoshimura , François Gay-Balmaz