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We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…

Statistical Mechanics · Physics 2022-05-19 Matteo Colangeli , Adrian Muntean

The conventional Brownian motion in harmonic systems has provided a deep understanding of a great diversity of dissipative phenomena. We address a rather fundamental microscopic description for the (linear) dissipative dynamics of…

Quantum Physics · Physics 2019-01-07 Antonio A. Valido

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…

Mathematical Physics · Physics 2026-02-11 C. Chen , M. Colangeli , M. H. Duong , M. Serva

An overview is given on two representative methods of dynamical reduction known as center-manifold reduction and phase reduction. These theories are presented in a somewhat more unified fashion than the theories in the past. The target…

Adaptation and Self-Organizing Systems · Physics 2019-10-31 Yoshiki Kuramoto , Hiroya Nakao

We develop a microscopic approach to the kinetic theory of many-particle systems with dissipative and potential interactions in presence of active fluctuations. The approach is based on a generalization of Bogolyubov--Peletminsky reduced…

Statistical Mechanics · Physics 2016-12-13 Yu. V. Slyusarenko , O. Yu. Sliusarenko , A. V. Chechkin

Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical…

Dynamical Systems · Mathematics 2016-04-08 Rafail V. Abramov

In this paper, we study the dynamical properties of two coupled quantum harmonic oscillators coupled with bosonic non-Markovian environment both in position and momentum. We deduce the exact analytical master equation using Quantum State…

Quantum Physics · Physics 2018-11-06 Hao Jia , Xiaotong Ding

Starting from a microscopic theory, we derive a master equation for a harmonic oscillator coupled to a bath of non-interacting oscillators. We follow a non-perturbative approach, proposed earlier by us for the free Brownian particle. The…

Quantum Physics · Physics 2013-05-29 Jishad Kumar , S. Sinha , P. A. Sreeram

We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…

Statistical Mechanics · Physics 2015-05-28 Denis Boyer , David S. Dean

The phase reduction method for limit cycle oscillators subjected to weak perturbations has significantly contributed to theoretical investigations of rhythmic phenomena. We here propose a generalized phase reduction method that is also…

Pattern Formation and Solitons · Physics 2014-01-14 Wataru Kurebayashi , Sho Shirasaka , Hiroya Nakao

Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…

Quantum Physics · Physics 2019-08-17 Diego G. Arbo , Mario A. Castagnino , Fabian H. Gaioli , Sergio Iguri

Recently, many interesting features of the hydrodynamically coupled motions of the Brownian particles in a viscous fluid have been reported which are impossible for the uncoupled motions of the similar particles. However, it is expected…

Soft Condensed Matter · Physics 2018-05-17 Shuvojit Paul

To remedy the failure of minimal coupling method in describing the quantum dynamics of two localized Brownian oscillators interacting with a common medium, a scheme is introduced to modeling the medium by a continuum of complex scalar…

Quantum Physics · Physics 2017-08-02 Z. Nasr , F. Kheirandish

Brownian motion imposes a hard limit on the overall precision of a nanomechanical measurement. Here, we present a combined experimental and theoretical study of the Brownian dynamics of a quintessential nanomechanical system, a…

Energy harvesting systems based on oscillators aim to capture energy from mechanical oscillations and convert it into electrical energy. Widely extended are those based on piezoelectric materials, whose dynamics are Hamiltonian submitted to…

Dynamical Systems · Mathematics 2017-06-28 Albert Granados

We apply the restricted-path-integral (RPI) theory of non-minimally disturbing continuous measurements for correct description of frictional Brownian motion. The resulting master equation is automatically of the Lindblad form, so that the…

Quantum Physics · Physics 2009-11-07 Michael B. Mensky , Stig Stenholm

We present a method to describe driven-dissipative multi-mode systems by considering a truncated hierarchy of equations for the correlation functions. We consider two hierarchy truncation schemes with a global cutoff on the correlation…

Quantum Gases · Physics 2016-09-08 Wim Casteels , Stefano Finazzi , Alexandre Le Boité , Florent Storme , Cristiano Ciuti

We consider a chain of weakly harmonic coupled oscillators perturbed by a conservative noise. We show that by tuning accordingly the coupling constant energy can diffuse like a Brownian motion or superdiffuse like a maximally 3/2-stable…

Probability · Mathematics 2016-11-10 Cedric Bernardin , Patricia Goncalves , Milton Jara

Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…

Statistical Mechanics · Physics 2020-05-12 Shakul Awasthi , Sreedhar B. Dutta
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