Related papers: Analytic solutions of the modified Langevin equati…
We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…
Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…
We study the small-mass (overdamped) limit of Langevin equations for a particle in a potential and/or magnetic field with matrix-valued and state-dependent drift and diffusion. We utilize a bootstrapping argument to derive a hierarchy of…
Superparamagnetism (SPM) is an attractive material property often appearing in nanoscaled single domain (SD) configurations. However, not all SD particles are superparamagnetic, which depends on a few parameters including material type,…
The present paper is based on our graduate lectures in condensed-matter physics. We found that the mean-field solution of the Hubbard model is an excellent tool to stimulate students' reflections towards the treatment of realistic magnetic…
Langevin equation pertinent to diffusion limited aggregation of charged particles in the presence of an external magnetic field is solved exactly. The solution involves correlated random variables. A new scheme for exactly sampling the…
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…
We establish a general Langevin Dynamics model of interacting, single-domain magnetic nanoparticles in liquid suspension at finite temperature. The model couples the LLG equation for the moment dynamics with the mechanical rotation and…
We study the Langevin dynamics of a ferromagnetic Ginzburg-Landau Hamiltonian with a competing long-range repulsive term in the presence of an external magnetic field. The model is analytically solved within the self consistent Hartree…
The mean field approximation is used to investigate the general features of the dynamics of a two-level atom in a ferromagnetic lattice close to the Curie temperature. Various analytical and numerical results are obtained. We first…
In this paper, we present a rigorous derivation of the mean-field limit for a moderately interacting particle system in $\R^d$ $(d\geq 2)$. For stochastic initial data, we demonstrate that the solution to the interacting particle model,…
We found that the two-dimensional Schr\"odinger equation for 3 electrons in an homogeneous magnetic field (perpendicular to the plane) and a parabolic scalar confinement potential (frequency $\omega_0$) has exact analytical solutions in the…
Different quantum Langevin equations obtained by coupling a particle to a field are examined. Instabilities or violations of causality affect the motion of a point charge linearly coupled to the electromagnetic field. In contrast, coupling…
The violent relaxation and the metastable states of the Hamiltonian Mean-Field model, a paradigmatic system of long-range interactions, is studied using a Hamiltonian formalism. Rigorous results are derived algebraically for the time…
The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…
We derive a mean-field model that is based on a two-component Pauli-like equation and incorporates quantum, spin, and relativistic effects up to second order in $1/c$. Using a Lagrangian approach, we obtain the self-consistent charge and…
As an example of the nonlinear Fokker-Planck equation, the mean field Langevin dynamics recently attracts attention due to its connection to (noisy) gradient descent on infinitely wide neural networks in the mean field regime, and hence the…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
We use the mean-field approximation to simplify the master equation for sympathetic cooling of Bosons. For the mean single-particle occupation numbers, this approach yields the same equations as the factorization assumption introduced in an…