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We present a comprehensive study of the symmetries of the generating functionals of generic Langevin processes with multiplicative colored noise. We treat both Martin-Siggia-Rose-Janssen-deDominicis and supersymmetric formalisms. We…

Statistical Mechanics · Physics 2010-11-24 Camille Aron , Giulio Biroli , Leticia F. Cugliandolo

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

Most generalized fractional operators rely on prescribed memory kernels, restricting hereditary behavior to predefined forms and limiting flexibility in modeling diverse memory effects. Motivated by these limitations, this paper develops a…

Dynamical Systems · Mathematics 2026-05-27 Jehad Alzabut

The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-field limit of second-order Newtonian particle systems,…

Probability · Mathematics 2026-05-05 Zimo Hao , Zhengyan Wu , Johannes Zimmer

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen

The discrete Boltzmann equation for both the ideal and a non-ideal fluid is extended by adding Langevin noise terms in order to incorporate the effects of thermal fluctuations. After casting the fluctuating discrete Boltzmann equation in a…

Computational Physics · Physics 2011-04-01 M. Gross , M. E. Cates , F. Varnik , R. Adhikari

Learning the underlying potential energy of stochastic gradient systems from partial and noisy observations is a fundamental problem arising in physics, chemistry, and data-driven modeling. Classical approaches often rely on direct…

Machine Learning · Computer Science 2026-04-23 Yubin Lu , Xiaofan Li , Chun Liu , Qi Tang , Yiwei Wang

In the standard approaches to neutrino transport in the simulation of core-collapse supernovae, one will often start from the classical Boltzmann equation for the neutrino's spatial, temporal, and spectral evolution. For each neutrino…

High Energy Physics - Phenomenology · Physics 2009-04-02 P. Strack , A. Burrows

A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…

Quantum Physics · Physics 2007-05-23 Francesco Petruccione , Bassano Vacchini

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…

Analysis of PDEs · Mathematics 2009-11-10 D. Schertzer , M. Larchev , J. Duan , V. V. Yanovsky , S. Lovejoy

Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…

Quantum Physics · Physics 2025-09-15 Mohammad Attrash , Roi Baer

To study the role of fluctuation in the collisional dynamics, Boltzmann- Langevin formalism is applied in a two dimensional scenario. The importance of collective flow towards the formation of hollow structure is exhibited in our simulation…

Nuclear Theory · Physics 2007-05-23 S. Chattopadhyay

Machine-learned coarse-grained (MLCG) molecular dynamics is a promising option for modeling biomolecules. However, MLCG models currently require large amounts of data from reference atomistic molecular dynamics or substantial computation…

Biological Physics · Physics 2024-07-02 Aleksander E. P. Durumeric , Yaoyi Chen , Frank Noé , Cecilia Clementi

Coarse-grained (CG) models are simplified representations of soft matter systems that are commonly employed to overcome size and time limitations in computational studies. Many approaches have been developed to construct and parametrise…

Statistical Mechanics · Physics 2022-09-27 Piero Luchi , Roberto Menichetti , Gianluca Lattanzi , Raffaello Potestio

The use of covariance kernels is ubiquitous in the field of spatial statistics. Kernels allow data to be mapped into high-dimensional feature spaces and can thus extend simple linear additive methods to nonlinear methods with higher order…

Machine Learning · Statistics 2017-11-16 Jean-Francois Ton , Seth Flaxman , Dino Sejdinovic , Samir Bhatt

The linearized dynamical equation for metric perturbations in a fully general, non-vacuum, background geometry is obtained from the Hamilton variational principle applied to the action up to second order. We specialize our results to the…

General Relativity and Quantum Cosmology · Physics 2021-07-14 G. Fanizza , M. Gasperini , E. Pavone , L. Tedesco

The irreversible generalized Langevin equation (iGLE) contains a nonstationary friction kernel that in certain limits reduces to the GLE with space-dependent friction. For more general forms of the friction kernel, the iGLE was previously…

Statistical Mechanics · Physics 2007-05-23 Marc Vogt , Rigoberto Hernandez

We develop rigorous estimates and provably convergent approximations for the memory integral in the Mori-Zwanzig (MZ) formulation. The new theory is built upon rigorous mathematical foundations and is presented for both state-space and…

Numerical Analysis · Mathematics 2018-10-17 Yuanran Zhu , Jason M. Dominy , Daniele Venturi

An exact description of the statistical motion of active particles in three dimension is presented in the framework of a generalized diffusion equation. Such a generalization contemplates a non-local, in time and space, connecting (memory)…

Statistical Mechanics · Physics 2023-07-20 Francisco J Sevilla

We study a compositional variant of kernel ridge regression in which the predictor is applied to a coordinate-wise reweighting of the inputs. Formulated as a variational problem, this model provides a simple testbed for feature learning in…

Machine Learning · Computer Science 2025-11-05 Feng Ruan , Keli Liu , Michael Jordan
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