Related papers: Langevin equation in systems with also negative te…
We consider the stochastic dynamics of a system linearly coupled to a hierarchical thermal bath with two well-separated inherent timescales: one slow, and one fast. The slow part of the bath is modeled as a set of harmonic oscillators and…
We show that in generic isotropic holographic theories the longitudinal Langevin diffusion coefficient along the string motion is larger compared to that of the transverse direction. We argue that this is a universal relation and we derive…
We study the mathematical properties of a nonequilibrium Langevin dynamics which can be used to estimate the shear viscosity of a system. More precisely, we prove a linear response result which allows to relate averages over the…
Climate science employs a hierarchy of models, trading the tractability of simplified energy balance models (EBMs) against the detail of Global Circulation Models. Since the pioneering work of Hasselmann, stochastic EBMs have allowed…
We study a class of nonequilibrium lattice models which describe local redistributions of a globally conserved energy. A particular subclass can be solved analytically, allowing to define a temperature T_{th} along the same lines as in the…
We study analytically the equilibrium and near-equilibrium properties of a model of surfaces relaxing via linear surface diffusion and subject to a lattice potential. We employ the variational mean field formalism introduced by Saito for…
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…
Starting from a master equation in a quantum Hamilton form we study analytically a nonequilibrium system which is coupled locally to two heat bathes at different temperatures. Based on a lattice gas description an evolution equation for the…
A system-reservoir nonlinear coupling model has been proposed for a situation where the reservoir is nonlinearly driven by an external Gaussian stationary noise which exposes the system particles to a nonequilibrium environment. Apart from…
Experiments show that macroscopic systems in a stationary nonequilibrium state exhibit long range correlations of the local thermodynamic variables. In previous papers we proposed a Hamilton-Jacobi equation for the nonequilibrium free…
The Langevin dynamics of a system exhibiting a Fluctuation Induced First Order Phase Transition is solved within the self consistent Hartree Approximation. Competition between interactions at short and long length scales gives rise to…
Theoretical studies of nonequilibrium systems are complicated by the lack of a general framework. In this work we first show that a transformation introduced by Ao recently (J. Phys. A {\bf 37}, L25 (2004)) is related to previous works of…
We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…
To make clear several issues relating with the thermodynamics of computations, we perform a simulation of a binary device using a Langevin equation. Based on our numerical results, we consider how to estimate thermodynamic entropy of…
Recently, we have shown how a colored-noise Langevin equation can be used in the context of molecular dynamics as a tool to obtain dynamical trajectories whose properties are tailored to display desired sampling features. In the present…
In hot non-Abelian gauge theories, processes characterized by the momentum scale $g^2 T$ (such as electroweak baryon number violation in the very early universe) are non-perturbative. An effective theory for the soft ($|\vec{p}|\sim g^2 T$)…
Recently, the complex Langevin method has been applied successfully to finite density QCD either in the deconfinement phase or in the heavy dense limit with the aid of a new technique called the gauge cooling. In the confinement phase with…
We generalise the Langevin equation with Gaussian white noise by replacing the velocity term by a local fractional derivative. The solution of this equation is a Levy process. We further consider the Brownian motion of a fractal particle,…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
By studying a nonequilibrium Langevin system, we find that a simple condition determines the decomposition of the coarse-grained force into a dissipative force, an effective driving force and noise. From this condition, we derive a new…