Related papers: Stochastic Processes in Mesoscale Physics and the …
Fluctuations are significant in mesoscopic systems and of particular importance in understanding quantum transport. Here, we show that fluctuations can be considered as a resource for the operations of open quantum systems as functional…
The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper studies the numerical schemes for the stochastic wave…
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective…
Semiclassical Einstein-Langevin equations for arbitrary small metric perturbations conformally coupled to a massless quantum scalar field in a spatially flat cosmological background are derived. Use is made of the fact that for this problem…
Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…
Stochastically switching force terms appear frequently in models of biological systems under the action of active agents such as proteins. The interaction of switching force and Brownian motion can create an "effective thermal equilibrium"…
The fluctuation-dissipation theorem, in the Kubo original formulation, is based on the decomposition of the thermal agitation forces into a dissipative contribution and a stochastically fluctuating term. This decomposition can be avoided by…
We employ a probabilistic mesoscopic description to draw conceptual and quantitative analogies between Brownian motion and late-time fluctuations of thermal correlation functions in generic chaotic systems respecting ETH. In this framework,…
The long timescale evolution of a self-gravitating system is generically driven by two-body encounters. In many cases, the motion of the particles is primarily governed by the mean field potential. When this potential is integrable,…
A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this review we summarize recent theoretical advances along these lines.…
Mesoscale phenomena -- involving a level of description between the finest atomistic scale and the macroscopic continuum -- can be studied by a variation on the usual atomistic-level molecular dynamics (MD) simulation technique. In…
The theoretical understanding of active matter, which is driven out of equilibrium by directed motion, is still fragmental and model oriented. Stochastic thermodynamics, on the other hand, is a comprehensive theoretical framework for driven…
Recovering a stochastic process from noisy ensembles of single particle trajectories (SPTs) is resolved here using the Langevin equation as a model. The massive redundancy contained in SPTs data allows recovering local parameters of the…
We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…
We extend investigations of infrared dynamics in accelerating universes. In the presence of massless and minimally coupled scalar fields, physical quantities may acquire growing time dependences through quantum fluctuations at super-horizon…
Imagine you walk in a plane. You move by making a step of a certain length per time interval in a chosen direction. Repeating this process by randomly sampling step length and turning angle defines a two-dimensional random walk in what we…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
This paper develops a new technique for the path approximation of one-dimensional stochastic processes, more precisely the Brownian motion and families of stochastic differential equations sharply linked to the Brownian motion (usually…
We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…