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A dynamical system that undergoes a supercritical Hopf's bifurcation is perturbed by a multiplicative Brownian motion that scales with a small parameter $\epsilon$. The random fluctuations of the system at the critical point are studied…

Probability · Mathematics 2024-09-04 Michele Aleandri , Paolo Dai Pra

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

We study the effective diffusion constant of a Brownian particle linearly coupled to a thermally fluctuating scalar field. We use a path integral method to compute the effective diffusion coefficient perturbatively to lowest order in the…

Statistical Mechanics · Physics 2011-12-30 V. Démery , D. S. Dean

Model order reduction is a technique that is used to construct low-order approximations of large-scale dynamical systems. In this paper, we investigate a balancing based model order reduction method for dynamical systems with a linear…

Optimization and Control · Mathematics 2019-09-11 Peter Benner , Pawan Goyal , Igor Pontes Duff

We present a simple and systematic procedure to determine the effective dynamics of a Brownian particle coupled to a rapidly fluctuating correlated medium, modeled as a scalar Gaussian field, under spatial confinement. The method allows us,…

Statistical Mechanics · Physics 2023-01-02 Davide Venturelli , Markus Gross

We investigate two prototypical dissipative bosonic systems under slow driving and arbitrary system-bath coupling strength, recovering their dynamic evolution as well as the heat and work rates, and we verify that thermodynamic laws are…

Mesoscale and Nanoscale Physics · Physics 2018-03-01 Maicol A. Ochoa , Natalya Zymbovskaya , Abraham Nitzan

We investigate the weak-strong coupling transition of two linearly coupled systems under the influence of a phase fluctuating coupling. In the weak coupling regime the exponential decay of quantum properties is well known. A different…

Quantum Physics · Physics 2013-11-13 Dagoberto S. Freitas , M. C. Nemes

We use the system-plus-reservoir approach to study the dynamics of a system composed of two independent Brownian particles. We present an extension of the well-known model of a bath of oscillators which is capable of inducing an effective…

Statistical Mechanics · Physics 2009-11-11 O. S. Duarte , A. O. Caldeira

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

Transport in a one-dimensional symmetric device can be activated by the combination of thermal noise and a bi-harmonic drive. For the study case of an overdamped Brownian particle diffusing on a periodic one-dimensional substrate, we…

Statistical Mechanics · Physics 2009-11-11 M. Borromeo , F. Marchesoni

We study single-variable approaches for describing stochastic dynamics with small inertia. The basic models we deal with describe passive Brownian particles and phase elements (phase oscillators, rotators, superconducting Josephson…

Statistical Mechanics · Physics 2025-12-23 Denis S. Goldobin , Lyudmila S. Klimenko , Irina V. Tyulkina , Vasily A. Kostin , Lev A. Smirnov

We show that the correlated stochastic fluctuation of the friction coefficient can give rise to long-range directional motion of a particle undergoing Brownian random walk in a constant periodic energy potential landscape. The occurrence of…

Soft Condensed Matter · Physics 2009-11-07 Lorenzo Marrucci , Domenico Paparo , Markus Kreuzer

We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…

Mesoscale and Nanoscale Physics · Physics 2019-10-30 Hiroaki Yoshida , Tomoyuki Kinjo , Hitoshi Washizu

We propose a bivariate model for a pair of dependent unit vectors which is generated by Brownian motion. Both marginals have uniform distributions on the sphere, while the conditionals follow so-called ``exit'' distributions. Some…

Statistics Theory · Mathematics 2009-09-08 Shogo Kato

We use the system-plus-reservoir approach to study the quantum dynamics of a bipartite continuous variable system (two generic particles). We present an extension of the traditional model of a bath of oscillators which is capable of…

Quantum Physics · Physics 2015-05-13 O. S. Duarte , A. O. Caldeira

Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…

Statistical Mechanics · Physics 2012-02-21 Lukas Glod , Gabriela Vasziova , Jana Tothova , Vladimir Lisy

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel

We propose a new driving scheme, when different parts of a system are driven with different, generally incommensurate, frequencies. Such driving provides a flexible handle to control various properties of the system and to obtain new types…

Optics · Physics 2018-03-01 Huanan Li , Tsampikos Kottos , Boris Shapiro

We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…

Statistical Mechanics · Physics 2009-11-11 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras